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Sample records for riccati equation

  1. Discrete Riccati equation solutions: Distributed algorithms

    Directory of Open Access Journals (Sweden)

    D. G. Lainiotis

    1996-01-01

    Full Text Available In this paper new distributed algorithms for the solution of the discrete Riccati equation are introduced. The algorithms are used to provide robust and computational efficient solutions to the discrete Riccati equation. The proposed distributed algorithms are theoretically interesting and computationally attractive.

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

    International Nuclear Information System (INIS)

    Schuch, Dieter

    2014-01-01

    Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract ''quantizations'' such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown

  3. On a quaternionic generalisation of the Riccati differential equation

    OpenAIRE

    Kravchenko, Viktor; Kravchenko, Vladislav; Williams, Benjamin

    2001-01-01

    A quaternionic partial differential equation is shown to be a generalisation of the Riccati ordinary differential equation and its relationship with the Schrodinger equation is established. Various approaches to the problem of finding particular solutions are explored, and the generalisations of two theorems of Euler on the Riccati differential equation, which correspond to the quaternionic equation, are given.

  4. Newton's laws of motion in form of Riccati equation

    OpenAIRE

    Nowakowski, M.; Rosu, H. C.

    2001-01-01

    We discuss two applications of Riccati equation to Newton's laws of motion. The first one is the motion of a particle under the influence of a power law central potential $V(r)=k r^{\\epsilon}$. For zero total energy we show that the equation of motion can be cast in the Riccati form. We briefly show here an analogy to barotropic Friedmann-Robertson-Lemaitre cosmology where the expansion of the universe can be also shown to obey a Riccati equation. A second application in classical mechanics, ...

  5. Newton's laws of motion in the form of a Riccati equation

    International Nuclear Information System (INIS)

    Nowakowski, Marek; Rosu, Haret C.

    2002-01-01

    We discuss two applications of a Riccati equation to Newton's laws of motion. The first one is the motion of a particle under the influence of a power law central potential V(r)=kr ε . For zero total energy we show that the equation of motion can be cast in the Riccati form. We briefly show here an analogy to barotropic Friedmann-Robertson-Lemaitre cosmology where the expansion of the universe can be also shown to obey a Riccati equation. A second application in classical mechanics, where again the Riccati equation appears naturally, are problems involving quadratic friction. We use methods reminiscent to nonrelativistic supersymmetry to generalize and solve such problems

  6. Newton's laws of motion in the form of a Riccati equation.

    Science.gov (United States)

    Nowakowski, Marek; Rosu, Haret C

    2002-04-01

    We discuss two applications of a Riccati equation to Newton's laws of motion. The first one is the motion of a particle under the influence of a power law central potential V(r)=kr(epsilon). For zero total energy we show that the equation of motion can be cast in the Riccati form. We briefly show here an analogy to barotropic Friedmann-Robertson-Lemaitre cosmology where the expansion of the universe can be also shown to obey a Riccati equation. A second application in classical mechanics, where again the Riccati equation appears naturally, are problems involving quadratic friction. We use methods reminiscent to nonrelativistic supersymmetry to generalize and solve such problems.

  7. Pricing in Multi-Heston Framework (I. Riccati equations

    Directory of Open Access Journals (Sweden)

    Tiberiu Socaciu

    2016-01-01

    Full Text Available AbstractThis article presents the ultimate in resolving a pricing framework's multi-Heston. Basically, we use the theorem Carr-Bakshi-Madan and a characteristic function method. In this first part, we integrate solutions of Riccati equations.Keywords: Riccati ODE, Multi-Heston framework, financial derivatives, Carr-Bakshi-Madan theorem

  8. A New Fractional Projective Riccati Equation Method for Solving Fractional Partial Differential Equations

    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)

  9. On a complex differential Riccati equation

    International Nuclear Information System (INIS)

    Khmelnytskaya, Kira V; Kravchenko, Vladislav V

    2008-01-01

    We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schroedinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation such as the famous Euler theorems, the Picard theorem and others. Besides these generalizations of the classical 'one-dimensional' results, we discuss new features of the considered equation including an analogue of the Cauchy integral theorem

  10. A neuro approach to solve fuzzy Riccati differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia); Telekom Malaysia, R& D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor (Malaysia); Kumaresan, N., E-mail: drnk2008@gmail.com; Kamali, M. Z. M.; Ratnavelu, Kurunathan [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia)

    2015-10-22

    There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

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

    CERN Document Server

    Schuch, Dieter

    2018-01-01

    This book provides a unique survey displaying the power of Riccati equations to describe reversible and irreversible processes in physics and, in particular, quantum physics. Quantum mechanics is supposedly linear, invariant under time-reversal, conserving energy and, in contrast to classical theories, essentially based on the use of complex quantities. However, on a macroscopic level, processes apparently obey nonlinear irreversible evolution equations and dissipate energy. The Riccati equation, a nonlinear equation that can be linearized, has the potential to link these two worlds when applied to complex quantities. The nonlinearity can provide information about the phase-amplitude correlations of the complex quantities that cannot be obtained from the linearized form. As revealed in this wide ranging treatment, Riccati equations can also be found in many diverse fields of physics from Bose-Einstein-condensates to cosmology. The book will appeal to graduate students and theoretical physicists interested in ...

  12. Classification of all solutions of the algebraic Riccati equations for infinite-dimensional systems

    NARCIS (Netherlands)

    Iftime, O; Curtain, R; Zwart, H

    2003-01-01

    We obtain a complete classification of all self-adjoint solution of the control algebraic Riccati equation for infinite-dimensional systems under the following assumptions: the system is output stabilizable, strongly detectable and the filter Riccati equation has an invertible self-adjoint

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

    International Nuclear Information System (INIS)

    Lu, Bin

    2012-01-01

    In this Letter, the fractional derivatives in the sense of modified Riemann–Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations. -- Highlights: ► Backlund transformation of fractional Riccati equation is presented. ► A new method for solving nonlinear fractional differential equations is proposed. ► Three important fractional differential equations are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained.

  14. On stability of Random Riccati equations

    Institute of Scientific and Technical Information of China (English)

    王远; 郭雷

    1999-01-01

    Random Riccati equations (RRE) arise frequently in filtering, estimation and control, but their stability properties are rarely rigorously explored in the literature. First a suitable stochastic observability (or excitation) condition is introduced to guarantee both the L_r-and exponential stability of RRE. Then the stability of Kalman filter is analyzed with random coefficients, and the L_r boundedness of filtering errors is established.

  15. Legendre Wavelet Operational Matrix Method for Solution of Riccati Differential Equation

    Directory of Open Access Journals (Sweden)

    S. Balaji

    2014-01-01

    Full Text Available A Legendre wavelet operational matrix method (LWM is presented for the solution of nonlinear fractional-order Riccati differential equations, having variety of applications in quantum chemistry and quantum mechanics. The fractional-order Riccati differential equations converted into a system of algebraic equations using Legendre wavelet operational matrix. Solutions given by the proposed scheme are more accurate and reliable and they are compared with recently developed numerical, analytical, and stochastic approaches. Comparison shows that the proposed LWM approach has a greater performance and less computational effort for getting accurate solutions. Further existence and uniqueness of the proposed problem are given and moreover the condition of convergence is verified.

  16. Exact Solutions of Fractional Burgers and Cahn-Hilliard Equations Using Extended Fractional Riccati Expansion Method

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    Wei Li

    2014-01-01

    Full Text Available Based on a general fractional Riccati equation and with Jumarie’s modified Riemann-Liouville derivative to an extended fractional Riccati expansion method for solving the time fractional Burgers equation and the space-time fractional Cahn-Hilliard equation, the exact solutions expressed by the hyperbolic functions and trigonometric functions are obtained. The obtained results show that the presented method is effective and appropriate for solving nonlinear fractional differential equations.

  17. Riccati and Ermakov Equations in Time-Dependent and Time-Independent Quantum Systems

    Directory of Open Access Journals (Sweden)

    Dieter Schuch

    2008-05-01

    Full Text Available The time-evolution of the maximum and the width of exact analytic wave packet (WP solutions of the time-dependent Schrödinger equation (SE represents the particle and wave aspects, respectively, of the quantum system. The dynamics of the maximum, located at the mean value of position, is governed by the Newtonian equation of the corresponding classical problem. The width, which is directly proportional to the position uncertainty, obeys a complex nonlinear Riccati equation which can be transformed into a real nonlinear Ermakov equation. The coupled pair of these equations yields a dynamical invariant which plays a key role in our investigation. It can be expressed in terms of a complex variable that linearizes the Riccati equation. This variable also provides the time-dependent parameters that characterize the Green's function, or Feynman kernel, of the corresponding problem. From there, also the relation between the classical and quantum dynamics of the systems can be obtained. Furthermore, the close connection between the Ermakov invariant and the Wigner function will be shown. Factorization of the dynamical invariant allows for comparison with creation/annihilation operators and supersymmetry where the partner potentials fulfil (real Riccati equations. This provides the link to a nonlinear formulation of time-independent quantum mechanics in terms of an Ermakov equation for the amplitude of the stationary state wave functions combined with a conservation law. Comparison with SUSY and the time-dependent problems concludes our analysis.

  18. Integrated vehicle dynamics control using State Dependent Riccati Equations

    NARCIS (Netherlands)

    Bonsen, B.; Mansvelders, R.; Vermeer, E.

    2010-01-01

    In this paper we discuss a State Dependent Riccati Equations (SDRE) solution for Integrated Vehicle Dynamics Control (IVDC). The SDRE approach is a nonlinear variant of the well known Linear Quadratic Regulator (LQR) and implements a quadratic cost function optimization. A modified version of this

  19. Error Estimates for Approximate Solutions of the Riccati Equation with Real or Complex Potentials

    Science.gov (United States)

    Finster, Felix; Smoller, Joel

    2010-09-01

    A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati equation. We explain the general strategy for applying these estimates and illustrate the method in typical examples, where the approximate solutions are obtained by gluing together WKB and Airy solutions of corresponding one-dimensional Schrödinger equations. Our method is motivated by, and has applications to, the analysis of linear wave equations in the geometry of a rotating black hole.

  20. A homotopy method for solving Riccati equations on a shared memory parallel computer

    International Nuclear Information System (INIS)

    Zigic, D.; Watson, L.T.; Collins, E.G. Jr.; Davis, L.D.

    1993-01-01

    Although there are numerous algorithms for solving Riccati equations, there still remains a need for algorithms which can operate efficiently on large problems and on parallel machines. This paper gives a new homotopy-based algorithm for solving Riccati equations on a shared memory parallel computer. The central part of the algorithm is the computation of the kernel of the Jacobian matrix, which is essential for the corrector iterations along the homotopy zero curve. Using a Schur decomposition the tensor product structure of various matrices can be efficiently exploited. The algorithm allows for efficient parallelization on shared memory machines

  1. Solving Algebraic Riccati Equation Real Time for Integrated Vehicle Dynamics Control

    NARCIS (Netherlands)

    Kunnappillil Madhusudhanan, A; Corno, M.; Bonsen, B.; Holweg, E.

    2012-01-01

    In this paper we present a comparison study of different computational methods to implement State Dependent Riccati Equation (SDRE) based control in real time for a vehicle dynamics control application. Vehicles are mechatronic systems with nonlinear dynamics. One of the promising nonlinear control

  2. PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

    Institute of Scientific and Technical Information of China (English)

    Li XIE; Lihua XIE

    2007-01-01

    We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.

  3. On Traveling Waves in Lattices: The Case of Riccati Lattices

    Science.gov (United States)

    Dimitrova, Zlatinka

    2012-09-01

    The method of simplest equation is applied for analysis of a class of lattices described by differential-difference equations that admit traveling-wave solutions constructed on the basis of the solution of the Riccati equation. We denote such lattices as Riccati lattices. We search for Riccati lattices within two classes of lattices: generalized Lotka-Volterra lattices and generalized Holling lattices. We show that from the class of generalized Lotka-Volterra lattices only the Wadati lattice belongs to the class of Riccati lattices. Opposite to this many lattices from the Holling class are Riccati lattices. We construct exact traveling wave solutions on the basis of the solution of Riccati equation for three members of the class of generalized Holling lattices.

  4. Algorithm for solving polynomial algebraic Riccati equations and its application

    Czech Academy of Sciences Publication Activity Database

    Augusta, Petr; Augustová, Petra

    2012-01-01

    Roč. 1, č. 4 (2012), s. 237-242 ISSN 2223-7038 R&D Projects: GA ČR GPP103/12/P494 Institutional support: RVO:67985556 Keywords : Numerical algorithms * algebraic Riccati equation * spatially distributed systems * optimal control Subject RIV: BC - Control Systems Theory http://lib.physcon.ru/doc?id=8b4876d6a57d

  5. A new Riccati equation rational expansion method and its application to (2 + 1)-dimensional Burgers equation

    International Nuclear Information System (INIS)

    Wang Qi; Chen Yong; Zhang Hongqing

    2005-01-01

    In this paper, we present a new Riccati equation rational expansion method to uniformly construct a series of exact solutions for nonlinear evolution equations. Compared with most existing tanh methods and other sophisticated methods, the proposed method not only recover some known solutions, but also find some new and general solutions. The solutions obtained in this paper include rational triangular periodic wave solutions, rational solitary wave solutions and rational wave solutions. The efficiency of the method can be demonstrated on (2 + 1)-dimensional Burgers equation

  6. Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

    International Nuclear Information System (INIS)

    Guatteri, Giuseppina; Tessitore, Gianmario

    2008-01-01

    We study the Riccati equation arising in a class of quadratic optimal control problems with infinite dimensional stochastic differential state equation and infinite horizon cost functional. We allow the coefficients, both in the state equation and in the cost, to be random.In such a context backward stochastic Riccati equations are backward stochastic differential equations in the whole positive real axis that involve quadratic non-linearities and take values in a non-Hilbertian space. We prove existence of a minimal non-negative solution and, under additional assumptions, its uniqueness. We show that such a solution allows to perform the synthesis of the optimal control and investigate its attractivity properties. Finally the case where the coefficients are stationary is addressed and an example concerning a controlled wave equation in random media is proposed

  7. Exact Solutions for Fractional Differential-Difference Equations by an Extended Riccati Sub-ODE Method

    International Nuclear Information System (INIS)

    Feng Qinghua

    2013-01-01

    In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established. (general)

  8. Experimental evaluation of optimal Vehicle Dynamic Control based on the State Dependent Riccati Equation technique

    NARCIS (Netherlands)

    Alirezaei, M.; Kanarachos, S.A.; Scheepers, B.T.M.; Maurice, J.P.

    2013-01-01

    Development and experimentally evaluation of an optimal Vehicle Dynamic Control (VDC) strategy based on the State Dependent Riccati Equation (SDRE) control technique is presented. The proposed nonlinear controller is based on a nonlinear vehicle model with nonlinear tire characteristics. A novel

  9. THE EXISTENCE OF THE STABILIZING SOLUTION OF THE RICCATI EQUATION ARISING IN DISCRETE-TIME STOCHASTIC ZERO SUM LQ DYNAMIC GAMES WITH PERIODIC COEFFICIENTS

    Directory of Open Access Journals (Sweden)

    Vasile Dr ̆agan

    2017-06-01

    Full Text Available We investigate the problem for solving a discrete-time periodic gen- eralized Riccati equation with an indefinite sign of the quadratic term. A necessary condition for the existence of bounded and stabilizing solution of the discrete-time Riccati equation with an indefinite quadratic term is derived. The stabilizing solution is positive semidefinite and satisfies the introduced sign conditions. The proposed condition is illustrated via a numerical example.

  10. State-dependent differential Riccati equation to track control of time-varying systems with state and control nonlinearities.

    Science.gov (United States)

    Korayem, M H; Nekoo, S R

    2015-07-01

    This work studies an optimal control problem using the state-dependent Riccati equation (SDRE) in differential form to track for time-varying systems with state and control nonlinearities. The trajectory tracking structure provides two nonlinear differential equations: the state-dependent differential Riccati equation (SDDRE) and the feed-forward differential equation. The independence of the governing equations and stability of the controller are proven along the trajectory using the Lyapunov approach. Backward integration (BI) is capable of solving the equations as a numerical solution; however, the forward solution methods require the closed-form solution to fulfill the task. A closed-form solution is introduced for SDDRE, but the feed-forward differential equation has not yet been obtained. Different ways of solving the problem are expressed and analyzed. These include BI, closed-form solution with corrective assumption, approximate solution, and forward integration. Application of the tracking problem is investigated to control robotic manipulators possessing rigid or flexible joints. The intention is to release a general program for automatic implementation of an SDDRE controller for any manipulator that obeys the Denavit-Hartenberg (D-H) principle when only D-H parameters are received as input data. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  11. Complex Riccati equations as a link between different approaches for the description of dissipative and irreversible systems

    International Nuclear Information System (INIS)

    Schuch, Dieter

    2012-01-01

    Quantum mechanics is essentially described in terms of complex quantities like wave functions. The interesting point is that phase and amplitude of the complex wave function are not independent of each other, but coupled by some kind of conservation law. This coupling exists in time-independent quantum mechanics and has a counterpart in its time-dependent form. It can be traced back to a reformulation of quantum mechanics in terms of nonlinear real Ermakov equations or equivalent complex nonlinear Riccati equations, where the quadratic term in the latter equation explains the origin of the phase-amplitude coupling. Since realistic physical systems are always in contact with some kind of environment this aspect is also taken into account. In this context, different approaches for describing open quantum systems, particularly effective ones, are discussed and compared. Certain kinds of nonlinear modifications of the Schrödinger equation are discussed as well as their interrelations and their relations to linear approaches via non-unitary transformations. The modifications of the aforementioned Ermakov and Riccati equations when environmental effects are included can be determined in the time-dependent case. From formal similarities conclusions can be drawn how the equations of time-independent quantum mechanics can be modified to also incluce the enviromental aspects.

  12. Periodic Sturm-Liouville problems related to two Riccati equations of constant coefficients

    International Nuclear Information System (INIS)

    Khmelnytskaya, K.V.; Rosu, H.C.; Gonzalez, A.

    2010-01-01

    We consider two closely related Riccati equations of constant parameters whose particular solutions are used to construct the corresponding class of supersymmetrically coupled second-order differential equations. We solve analytically these parametric periodic problems along the whole real axis. Next, the analytically solved model is used as a case study for a powerful numerical approach that is employed here for the first time in the investigation of the energy band structure of periodic not necessarily regular potentials. The approach is based on the well-known self-matching procedure of James (1949) and implements the spectral parameter power series solutions introduced by Kravchenko (2008). We obtain additionally an efficient series representation of the Hill discriminant based on Kravchenko's series.

  13. An improved V-Lambda solution of the matrix Riccati equation

    Science.gov (United States)

    Bar-Itzhack, Itzhack Y.; Markley, F. Landis

    1988-01-01

    The authors present an improved algorithm for computing the V-Lambda solution of the matrix Riccati equation. The improvement is in the reduction of the computational load, results from the orthogonality of the eigenvector matrix that has to be solved for. The orthogonality constraint reduces the number of independent parameters which define the matrix from n-squared to n (n - 1)/2. The authors show how to specify the parameters, how to solve for them and how to form from them the needed eigenvector matrix. In the search for suitable parameters, the analogy between the present problem and the problem of attitude determination is exploited, resulting in the choice of Rodrigues parameters.

  14. New Trace Bounds for the Product of Two Matrices and Their Applications in the Algebraic Riccati Equation

    Directory of Open Access Journals (Sweden)

    Liu Jianzhou

    2009-01-01

    Full Text Available By using singular value decomposition and majorization inequalities, we propose new inequalities for the trace of the product of two arbitrary real square matrices. These bounds improve and extend the recent results. Further, we give their application in the algebraic Riccati equation. Finally, numerical examples have illustrated that our results are effective and superior.

  15. A numerical technique for solving fractional optimal control problems and fractional Riccati differential equations

    Directory of Open Access Journals (Sweden)

    F. Ghomanjani

    2016-10-01

    Full Text Available In the present paper, we apply the Bezier curves method for solving fractional optimal control problems (OCPs and fractional Riccati differential equations. The main advantage of this method is that it can reduce the error of the approximate solutions. Hence, the solutions obtained using the Bezier curve method give good approximations. Some numerical examples are provided to confirm the accuracy of the proposed method. All of the numerical computations have been performed on a PC using several programs written in MAPLE 13.

  16. New exact solutions of the(2+1-dimensional Broer-Kaup equation by the consistent Riccati expansion method

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    Jiang Ying

    2017-01-01

    Full Text Available In this work, we study the (2+1-D Broer-Kaup equation. The composite periodic breather wave, the exact composite kink breather wave and the solitary wave solutions are obtained by using the coupled degradation technique and the consistent Riccati expansion method. These results may help us to investigate some complex dynamical behaviors and the interaction between composite non-linear waves in high dimensional models

  17. Newton-Raphson based modified Laplace Adomian decomposition method for solving quadratic Riccati differential equations

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    Mishra Vinod

    2016-01-01

    Full Text Available Numerical Laplace transform method is applied to approximate the solution of nonlinear (quadratic Riccati differential equations mingled with Adomian decomposition method. A new technique is proposed in this work by reintroducing the unknown function in Adomian polynomial with that of well known Newton-Raphson formula. The solutions obtained by the iterative algorithm are exhibited in an infinite series. The simplicity and efficacy of method is manifested with some examples in which comparisons are made among the exact solutions, ADM (Adomian decomposition method, HPM (Homotopy perturbation method, Taylor series method and the proposed scheme.

  18. On the properties of a variant of the Riccati system of equations

    International Nuclear Information System (INIS)

    Sarkar, Amartya; Guha, Partha; Bhattacharjee, J K; Mallik, A K; Ghose-Choudhury, Anindya; Leach, P G L

    2012-01-01

    A variant of the generalized Riccati system of equations is considered. It is shown that for α = 2n + 3 the system admits a bilagrangian description and the dynamics has a node at the origin, whereas for α much smaller than a critical value the dynamics is periodic, the origin being a centre. It is found that the solution changes from being periodic to aperiodic at a critical point, α c = 2√(2(n+1)), which is independent of the initial conditions. This behaviour is explained by finding a scaling argument via which the phase trajectories corresponding to different initial conditions collapse onto a single universal orbit. Numerical evidence for the transition is shown. Further, using a perturbative renormalization group argument, it is conjectured that the oscillator exhibits isochronous oscillations. The correctness of the conjecture is established numerically. (paper)

  19. Riccati-parameter solutions of nonlinear second-order ODEs

    International Nuclear Information System (INIS)

    Reyes, M A; Rosu, H C

    2008-01-01

    It has been proven by Rosu and Cornejo-Perez (Rosu and Cornejo-Perez 2005 Phys. Rev. E 71 046607, Cornejo-Perez and Rosu 2005 Prog. Theor. Phys. 114 533) that for some nonlinear second-order ODEs it is a very simple task to find one particular solution once the nonlinear equation is factorized with the use of two first-order differential operators. Here, it is shown that an interesting class of parametric solutions is easy to obtain if the proposed factorization has a particular form, which happily turns out to be the case in many problems of physical interest. The method that we exemplify with a few explicitly solved cases consists in using the general solution of the Riccati equation, which contributes with one parameter to this class of parametric solutions. For these nonlinear cases, the Riccati parameter serves as a 'growth' parameter from the trivial null solution up to the particular solution found through the factorization procedure

  20. New matrix bounds and iterative algorithms for the discrete coupled algebraic Riccati equation

    Science.gov (United States)

    Liu, Jianzhou; Wang, Li; Zhang, Juan

    2017-11-01

    The discrete coupled algebraic Riccati equation (DCARE) has wide applications in control theory and linear system. In general, for the DCARE, one discusses every term of the coupled term, respectively. In this paper, we consider the coupled term as a whole, which is different from the recent results. When applying eigenvalue inequalities to discuss the coupled term, our method has less error. In terms of the properties of special matrices and eigenvalue inequalities, we propose several upper and lower matrix bounds for the solution of DCARE. Further, we discuss the iterative algorithms for the solution of the DCARE. In the fixed point iterative algorithms, the scope of Lipschitz factor is wider than the recent results. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived results.

  1. A modified variable-coefficient projective Riccati equation method and its application to (2 + 1)-dimensional simplified generalized Broer-Kaup system

    International Nuclear Information System (INIS)

    Liu Qing; Zhu Jiamin; Hong Bihai

    2008-01-01

    A modified variable-coefficient projective Riccati equation method is proposed and applied to a (2 + 1)-dimensional simplified and generalized Broer-Kaup system. It is shown that the method presented by Huang and Zhang [Huang DJ, Zhang HQ. Chaos, Solitons and Fractals 2005; 23:601] is a special case of our method. The results obtained in the paper include many new formal solutions besides the all solutions found by Huang and Zhang

  2. Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

    Science.gov (United States)

    Ito, Kazufumi

    1987-01-01

    The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

  3. Parametric oscillators from factorizations employing a constant-shifted Riccati solution of the classical harmonic oscillator

    Energy Technology Data Exchange (ETDEWEB)

    Rosu, H.C., E-mail: hcr@ipicyt.edu.mx [IPICyT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosi, S.L.P. (Mexico); Khmelnytskaya, K.V. [Universidad Autonoma de Queretaro, Centro Universitario, Cerro de las Campanas s/n, C.P. 76010 Santiago de Queretaro, Qro. (Mexico)

    2011-09-19

    We determine the kind of parametric oscillators that are generated in the usual factorization procedure of second-order linear differential equations when one introduces a constant shift of the Riccati solution of the classical harmonic oscillator. The mathematical results show that some of these oscillators could be of physical nature. We give the solutions of the obtained second-order differential equations and the values of the shift parameter providing strictly periodic and antiperiodic solutions. We also notice that this simple problem presents parity-time (PT) symmetry. Possible applications are mentioned. -- Highlights: → A particular Riccati solution of the classical harmonic oscillator is shifted by a constant. → Such a solution is used in the factorization brackets to get different equations of motion. → The properties of the parametric oscillators obtained in this way are examined.

  4. A Riccati solution for the ideal MHD plasma response with applications to real-time stability control

    Science.gov (United States)

    Glasser, Alexander; Kolemen, Egemen; Glasser, A. H.

    2018-03-01

    Active feedback control of ideal MHD stability in a tokamak requires rapid plasma stability analysis. Toward this end, we reformulate the δW stability method with a Hamilton-Jacobi theory, elucidating analytical and numerical features of the generic tokamak ideal MHD stability problem. The plasma response matrix is demonstrated to be the solution of an ideal MHD matrix Riccati differential equation. Since Riccati equations are prevalent in the control theory literature, such a shift in perspective brings to bear a range of numerical methods that are well-suited to the robust, fast solution of control problems. We discuss the usefulness of Riccati techniques in solving the stiff ordinary differential equations often encountered in ideal MHD stability analyses—for example, in tokamak edge and stellarator physics. We demonstrate the applicability of such methods to an existing 2D ideal MHD stability code—DCON [A. H. Glasser, Phys. Plasmas 23, 072505 (2016)]—enabling its parallel operation in near real-time, with wall-clock time ≪1 s . Such speed may help enable active feedback ideal MHD stability control, especially in tokamak plasmas whose ideal MHD equilibria evolve with inductive timescale τ≳ 1s—as in ITER.

  5. The constrained discrete-time state-dependent Riccati equation technique for uncertain nonlinear systems

    Science.gov (United States)

    Chang, Insu

    The objective of the thesis is to introduce a relatively general nonlinear controller/estimator synthesis framework using a special type of the state-dependent Riccati equation technique. The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out. The derivation of the D-SDRE under state-dependent weights is provided. Stability of the D-SDRE feedback system is established using Lyapunov stability approach. Receding horizon strategy is used to take into account the constraints on D-SDRE controller. Stability condition of the CD-SDRE controller is analyzed by using a switched system. The use of CD-SDRE scheme in the presence of constraints is then systematically demonstrated by applying this scheme to problems of spacecraft formation orbit reconfiguration under limited performance on thrusters. Simulation results demonstrate the efficacy and reliability of the proposed CD-SDRE. The CD-SDRE technique is further investigated in a case where there are uncertainties in nonlinear systems to be controlled. First, the system stability under each of the controllers in the robust CD-SDRE technique is separately established. The stability of the closed-loop system under the robust CD-SDRE controller is then proven based on the stability of each control system comprising switching configuration. A high fidelity dynamical model of spacecraft attitude motion in 3-dimensional space is derived with a partially filled fuel tank, assumed to have the first fuel slosh mode. The proposed robust CD-SDRE controller is then applied to the spacecraft attitude control system to stabilize its motion in the presence of uncertainties characterized by the first fuel slosh mode. The performance of the robust CD-SDRE technique is discussed. Subsequently

  6. Delay-differential equations and the Painlevé transcendents

    Science.gov (United States)

    Grammaticos, B.; Ramani, A.; Moreira, I. C.

    1993-07-01

    We apply the recently proposed integrability criterion for differential-difference systems (that blends the classical Painlevé analysis with singularity confinement for discrete systems) to a class of first-order differential-delay equations. Our analysis singles out the family of bi-Riccati equations, as integrability candidates. Among these equations that pass the test some are integrable in a straightforward way (usually by reduction to a standard Riccati equation for some transformed variable) while the remaining ones define new hysterodifferential forms of the Painlevé transcendental equations.

  7. The modified extended Fan's sub-equation method and its application to (2 + 1)-dimensional dispersive long wave equation

    International Nuclear Information System (INIS)

    Yomba, Emmanuel

    2005-01-01

    By using a modified extended Fan's sub-equation method, we have obtained new and more general solutions including a series of non-travelling wave and coefficient function solutions namely: soliton-like solutions, triangular-like solutions, single and combined non-degenerative Jacobi elliptic wave function-like solutions for the (2 + 1)-dimensional dispersive long wave equation. The most important achievement of this method lies on the fact that, we have succeeded in one move to give all the solutions which can be previously obtained by application of at least four methods (method using Riccati equation, or first kind elliptic equation, or auxiliary ordinary equation, or generalized Riccati equation as mapping equation)

  8. New analytic solutions of stochastic coupled KdV equations

    International Nuclear Information System (INIS)

    Dai Chaoqing; Chen Junlang

    2009-01-01

    In this paper, firstly, we use the exp-function method to seek new exact solutions of the Riccati equation. Then, with the help of Hermit transformation, we employ the Riccati equation and its new exact solutions to find new analytic solutions of the stochastic coupled KdV equation in the white noise environment. As some special examples, some analytic solutions can degenerate into these solutions reported in open literatures.

  9. Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order

    International Nuclear Information System (INIS)

    Feng Qing-Hua; Zhang Yao-Ming; Meng Fan-Wei

    2011-01-01

    In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin—Bona—Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method. (general)

  10. The extended Fan's sub-equation method and its application to KdV-MKdV, BKK and variant Boussinesq equations

    International Nuclear Information System (INIS)

    Yomba, Emmanuel

    2005-01-01

    An extended Fan's sub-equation method is used for constructing exact travelling wave solutions of nonlinear partial differential equations (NLPDEs). The key idea of this method is to take full advantage of the general elliptic equation involving five parameters which has more new solutions and whose degeneracies can lead to special sub-equations involving three parameters. More new solutions are obtained for KdV-MKdV, Broer-Kaup-Kupershmidt (BKK) and variant Boussinesq equations. Then we present a technique which not only gives us a clear relation among this general elliptic equation and other sub-equations involving three parameters (Riccati equation, first kind elliptic equation, auxiliary ordinary equation, generalized Riccati equation and so on), but also provides an approach to construct new exact solutions to NLPDEs

  11. New types of exact solutions for a breaking soliton equation

    International Nuclear Information System (INIS)

    Mei Jianqin; Zhang Hongqing

    2004-01-01

    In this paper based on a system of Riccati equations, we present a newly generally projective Riccati equation expansion method and its algorithm, which can be used to construct more new exact solutions of nonlinear differential equations in mathematical physics. A typical breaking soliton equation is chosen to illustrate our algorithm such that more families of new exact solutions are obtained, which contain soliton-like solutions and periodic solutions. This algorithm can also be applied to other nonlinear differential equations

  12. New traveling wave solutions to AKNS and SKdV equations

    International Nuclear Information System (INIS)

    Ozer, Teoman

    2009-01-01

    We analyze the traveling wave solutions of Ablowitz-Kaup-Newell-Segur (AKNS) and Schwarz-Korteweg-de Vries (SKdV) equations. As the solution method for differential equations we consider the improved tanh approach. This approach provides to transform the partial differential equation into the ordinary differential equation and then obtain the new families of exact solutions based on the solutions of the Riccati equation. The different values of the coefficients of the Riccati equation allow us to obtain new type of traveling wave solutions to AKNS and SKdV equations.

  13. On Solutions for Linear and Nonlinear Schrödinger Equations with Variable Coefficients: A Computational Approach

    Directory of Open Access Journals (Sweden)

    Gabriel Amador

    2016-05-01

    Full Text Available In this work, after reviewing two different ways to solve Riccati systems, we are able to present an extensive list of families of integrable nonlinear Schrödinger (NLS equations with variable coefficients. Using Riccati equations and similarity transformations, we are able to reduce them to the standard NLS models. Consequently, we can construct bright-, dark- and Peregrine-type soliton solutions for NLS with variable coefficients. As an important application of solutions for the Riccati equation with parameters, by means of computer algebra systems, it is shown that the parameters change the dynamics of the solutions. Finally, we test numerical approximations for the inhomogeneous paraxial wave equation by the Crank-Nicolson scheme with analytical solutions found using Riccati systems. These solutions include oscillating laser beams and Laguerre and Gaussian beams.

  14. A generalization of the simplest equation method and its application to (3+1)-dimensional KP equation and generalized Fisher equation

    International Nuclear Information System (INIS)

    Zhao, Zhonglong; Zhang, Yufeng; Han, Zhong; Rui, Wenjuan

    2014-01-01

    In this paper, the simplest equation method is used to construct exact traveling solutions of the (3+1)-dimensional KP equation and generalized Fisher equation. We summarize the main steps of the simplest equation method. The Bernoulli and Riccati equation are used as simplest equations. This method is straightforward and concise, and it can be applied to other nonlinear partial differential equations

  15. Oscillation theory of linear differential equations

    Czech Academy of Sciences Publication Activity Database

    Došlý, Ondřej

    2000-01-01

    Roč. 36, č. 5 (2000), s. 329-343 ISSN 0044-8753 R&D Projects: GA ČR GA201/98/0677 Keywords : discrete oscillation theory %Sturm-Liouville equation%Riccati equation Subject RIV: BA - General Mathematics

  16. OSCILLATION CRITERIA FOR FORCED SUPERLINEAR DIFFERENCE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Using Riccati transformation techniques,some oscillation criteria for the forced second-order superlinear difference equations are established.These criteria are dis- crete analogues of the criteria for differential equations proposed by Yan.

  17. 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.

  18. New multiple soliton solutions to the general Burgers-Fisher equation and the Kuramoto-Sivashinsky equation

    International Nuclear Information System (INIS)

    Chen Huaitang; Zhang Hongqing

    2004-01-01

    A generalized tanh function method is used for constructing exact travelling wave solutions of nonlinear partial differential equations in a unified way. The main idea of this method is to take full advantage of the Riccati equation which has more new solutions. More new multiple soliton solutions are obtained for the general Burgers-Fisher equation and the Kuramoto-Sivashinsky equation

  19. Convergence of the standard RLS method and UDUT factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming

    Science.gov (United States)

    Moraes Rêgo, Patrícia Helena; Viana da Fonseca Neto, João; Ferreira, Ernesto M.

    2015-08-01

    The main focus of this article is to present a proposal to solve, via UDUT factorisation, the convergence and numerical stability problems that are related to the covariance matrix ill-conditioning of the recursive least squares (RLS) approach for online approximations of the algebraic Riccati equation (ARE) solution associated with the discrete linear quadratic regulator (DLQR) problem formulated in the actor-critic reinforcement learning and approximate dynamic programming context. The parameterisations of the Bellman equation, utility function and dynamic system as well as the algebra of Kronecker product assemble a framework for the solution of the DLQR problem. The condition number and the positivity parameter of the covariance matrix are associated with statistical metrics for evaluating the approximation performance of the ARE solution via RLS-based estimators. The performance of RLS approximators is also evaluated in terms of consistence and polarisation when associated with reinforcement learning methods. The used methodology contemplates realisations of online designs for DLQR controllers that is evaluated in a multivariable dynamic system model.

  20. Exact solutions of the Drinfel'd–Sokolov–Wilson equation using ...

    Indian Academy of Sciences (India)

    1Department of Engineering Mathematics and Physics, Higher Institute of Engineering, .... ordinary differential equation (NLODE) of the form. P .... 3.1 The Bäcklund transformation of Riccati equation method applied to DSW equation.

  1. Exact traveling wave solutions of the Boussinesq equation

    International Nuclear Information System (INIS)

    Ding Shuangshuang; Zhao Xiqiang

    2006-01-01

    The repeated homogeneous balance method is used to construct exact traveling wave solutions of the Boussinesq equation, in which the homogeneous balance method is applied to solve the Riccati equation and the reduced nonlinear ordinary differential equation, respectively. Many new exact traveling wave solutions of the Boussinesq equation are successfully obtained

  2. Weierstrass Elliptic Function Solutions to Nonlinear Evolution Equations

    International Nuclear Information System (INIS)

    Yu Jianping; Sun Yongli

    2008-01-01

    This paper is based on the relations between projection Riccati equations and Weierstrass elliptic equation, combined with the Groebner bases in the symbolic computation. Then the novel method for constructing the Weierstrass elliptic solutions to the nonlinear evolution equations is given by using the above relations

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

    International Nuclear Information System (INIS)

    Zhang Huiqun

    2009-01-01

    By using a new coupled Riccati equations, a direct algebraic method, which was applied to obtain exact travelling wave solutions of some complex nonlinear equations, is improved. And the exact travelling wave solutions of the complex KdV equation, Boussinesq equation and Klein-Gordon equation are investigated using the improved method. The method presented in this paper can also be applied to construct exact travelling wave solutions for other nonlinear complex equations.

  4. Efficient Implementation of the Riccati Recursion for Solving Linear-Quadratic Control Problems

    DEFF Research Database (Denmark)

    Frison, Gianluca; Jørgensen, John Bagterp

    2013-01-01

    In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is typically the main computational effort at each iteration....... In this paper, we compare a number of solvers for an extended formulation of the LQ control problem: a Riccati recursion based solver can be considered the best choice for the general problem with dense matrices. Furthermore, we present a novel version of the Riccati solver, that makes use of the Cholesky...... factorization of the Pn matrices to reduce the number of flops. When combined with regularization and mixed precision, this algorithm can solve large instances of the LQ control problem up to 3 times faster than the classical Riccati solver....

  5. A note on Verhulst's logistic equation and related logistic maps

    International Nuclear Information System (INIS)

    Gutierrez, M Ranferi; Reyes, M A; Rosu, H C

    2010-01-01

    We consider the Verhulst logistic equation and a couple of forms of the corresponding logistic maps. For the case of the logistic equation we show that using the general Riccati solution only changes the initial conditions of the equation. Next, we consider two forms of corresponding logistic maps reporting the following results. For the map x n+1 = rx n (1 - x n ) we propose a new way to write the solution for r = -2 which allows better precision of the iterative terms, while for the map x n+1 - x n = rx n (1 - x n+1 ) we show that it behaves identically to the logistic equation from the standpoint of the general Riccati solution, which is also provided herein for any value of the parameter r.

  6. Asymptotic properties for half-linear difference equations

    Czech Academy of Sciences Publication Activity Database

    Cecchi, M.; Došlá, Z.; Marini, M.; Vrkoč, Ivo

    2006-01-01

    Roč. 131, č. 4 (2006), s. 347-363 ISSN 0862-7959 R&D Projects: GA ČR(CZ) GA201/04/0580 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear second order difference equation * nonoscillatory solutions * Riccati difference equation Subject RIV: BA - General Mathematics

  7. Differential equations extended to superspace

    International Nuclear Information System (INIS)

    Torres, J.; Rosu, H.C.

    2003-01-01

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

  8. Differential equations extended to superspace

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-07-01

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

  9. A note on Verhulst's logistic equation and related logistic maps

    Energy Technology Data Exchange (ETDEWEB)

    Gutierrez, M Ranferi; Reyes, M A [Depto de Fisica, Universidad de Guanajuato, Apdo. Postal E143, 37150 Leon, Gto. (Mexico); Rosu, H C, E-mail: hcr@ipicyt.edu.m [IPICyT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis PotosI (Mexico)

    2010-05-21

    We consider the Verhulst logistic equation and a couple of forms of the corresponding logistic maps. For the case of the logistic equation we show that using the general Riccati solution only changes the initial conditions of the equation. Next, we consider two forms of corresponding logistic maps reporting the following results. For the map x{sub n+1} = rx{sub n}(1 - x{sub n}) we propose a new way to write the solution for r = -2 which allows better precision of the iterative terms, while for the map x{sub n+1} - x{sub n} = rx{sub n}(1 - x{sub n+1}) we show that it behaves identically to the logistic equation from the standpoint of the general Riccati solution, which is also provided herein for any value of the parameter r.

  10. A Riccati model for Denmark Strait overflow variability

    Science.gov (United States)

    Käse, R. H.

    2006-10-01

    A controlled volume box model of the western basins of the Nordic Seas for water denser than 1027.8 kg m-3 is constructed, where accumulation in volume ($\\frac{dV}{dt) is driven by net imbalances between prescribed net inflow from the northern, eastern and top boundaries (Qs) and hydraulically limited outflow through the Denmark Strait. The resulting Riccati equation is solved analytically for filling and flushing experiments with constant Qs and numerically for stochastic forcing Qs(t). For small perturbations to Qs with white noise spectrum, the overflow response is red noise with a time scale between 5 and 15 years depending on the mean interface height and area. For Qs proportional to the NAO index, the overflow is positively correlated with the NAO. A 140 years integration reveals variations in the overflow between 2.5 Sv in the 1970s and a maximum of 4 Sv in the 1990s. Hydraulic transport calculations from hydrographic data north of Iceland show good agreement with the model hindcast.

  11. Galois action on solutions of a differential equation

    NARCIS (Netherlands)

    Hendriks, Peter A.; Put, Marius van der

    Consider a second-order differential equation of the form y '' + ay' + by = O with a,b is an element of Q(x). Kovacic's algorithm tries to compute a solution of the associated Riccati equation that is algebraic and of minimal degree over (Q) over bar(x). The coefficients of the monic irreducible

  12. Forced oscillation of hyperbolic equations with mixed nonlinearities

    Directory of Open Access Journals (Sweden)

    Yutaka Shoukaku

    2012-04-01

    Full Text Available In this paper, we consider the mixed nonlinear hyperbolic equations with forcing term via Riccati inequality. Some sufficient conditions for the oscillation are derived by using Young inequality and integral averaging method.

  13. On equations of motion on complex grassman manifold

    International Nuclear Information System (INIS)

    Berceanu, S.; Gheorghe, A.

    1989-02-01

    We investigate the equations of motion on the 'classical' phase space which corresponds to quantum state space in the case of the complex Grassmann manifold appearing in the Hartree-Fock problem. First and second degree polynomial Hamiltonians in bifermion operators are considered. The 'classical' motion corresponding to linear Hamiltonians is described by a Matrix Riccati equation.(authors)

  14. Exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres

    International Nuclear Information System (INIS)

    Liu Chunping

    2005-01-01

    First, by using the generally projective Riccati equation method, many kinds of exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres are obtained in a unified way. Then, some relations among these solutions are revealed

  15. Asymptotic behavior of second-order impulsive differential equations

    Directory of Open Access Journals (Sweden)

    Haifeng Liu

    2011-02-01

    Full Text Available In this article, we study the asymptotic behavior of all solutions of 2-th order nonlinear delay differential equation with impulses. Our main tools are impulsive differential inequalities and the Riccati transformation. We illustrate the results by an example.

  16. Supersimetrías y Parasimetrías de la Ecuación de Riccati

    OpenAIRE

    José Socorro; Marco A. Reyes

    2012-01-01

    Se describe cómo la ecuación de Riccati nos permite definir de manera coloquial diferentes simetrías en ecuaciones de la física matemática. En particular utilizamos la definición de supersimetría en Mecánica Cuántica, obtenida al desarrollar la segunda solución de Riccati para las ecuaciones del modelo, para introducir la parasimetría de otras ecuaciones de la física matemática y de otras áreas de las ciencias.

  17. Supersimetrías y Parasimetrías de la Ecuación de Riccati

    Directory of Open Access Journals (Sweden)

    José Socorro

    2012-02-01

    Full Text Available Se describe cómo la ecuación de Riccati nos permite definir de manera coloquial diferentes simetrías en ecuaciones de la física matemática. En particular utilizamos la definición de supersimetría en Mecánica Cuántica, obtenida al desarrollar la segunda solución de Riccati para las ecuaciones del modelo, para introducir la parasimetría de otras ecuaciones de la física matemática y de otras áreas de las ciencias.

  18. The Extended Fractional Subequation Method for Nonlinear Fractional Differential Equations

    OpenAIRE

    Zhao, Jianping; Tang, Bo; Kumar, Sunil; Hou, Yanren

    2012-01-01

    An extended fractional subequation method is proposed for solving fractional differential equations by introducing a new general ansätz and Bäcklund transformation of the fractional Riccati equation with known solutions. Being concise and straightforward, this method is applied to the space-time fractional coupled Burgers’ equations and coupled MKdV equations. As a result, many exact solutions are obtained. It is shown that the considered method provides a very effective, convenient, and powe...

  19. Symbolic computation of exact solutions expressible in rational formal hyperbolic and elliptic functions for nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Wang Qi; Chen Yong

    2007-01-01

    With the aid of symbolic computation, some algorithms are presented for the rational expansion methods, which lead to closed-form solutions of nonlinear partial differential equations (PDEs). The new algorithms are given to find exact rational formal polynomial solutions of PDEs in terms of Jacobi elliptic functions, solutions of the Riccati equation and solutions of the generalized Riccati equation. They can be implemented in symbolic computation system Maple. As applications of the methods, we choose some nonlinear PDEs to illustrate the methods. As a result, we not only can successfully obtain the solutions found by most existing Jacobi elliptic function methods and Tanh-methods, but also find other new and more general solutions at the same time

  20. Oscillation of a class of fractional differential equations with damping term.

    Science.gov (United States)

    Qin, Huizeng; Zheng, Bin

    2013-01-01

    We investigate the oscillation of a class of fractional differential equations with damping term. Based on a certain variable transformation, the fractional differential equations are converted into another differential equations of integer order with respect to the new variable. Then, using Riccati transformation, inequality, and integration average technique, some new oscillatory criteria for the equations are established. As for applications, oscillation for two certain fractional differential equations with damping term is investigated by the use of the presented results.

  1. Novel loop-like solitons for the generalized Vakhnenko equation

    International Nuclear Information System (INIS)

    Zhang Min; Ma Yu-Lan; Li Bang-Qing

    2013-01-01

    A non-traveling wave solution of a generalized Vakhnenko equation arising from the high-frequent wave motion in a relaxing medium is derived via the extended Riccati mapping method. The solution includes an arbitrary function of an independent variable. Based on the solution, two hyperbolic functions are chosen to construct new solitons. Novel single-loop-like and double-loop-like solitons are found for the equation

  2. OSCILLATION OF A SECOND-ORDER HALF-LINEAR NEUTRAL DAMPED DIFFERENTIAL EQUATION WITH TIME-DELAY

    Institute of Scientific and Technical Information of China (English)

    2012-01-01

    In this paper,the oscillation for a class of second-order half-linear neutral damped differential equation with time-delay is studied.By means of Yang-inequality,the generalized Riccati transformation and a certain function,some new sufficient conditions for the oscillation are given for all solutions to the equation.

  3. Solution of Moving Boundary Space-Time Fractional Burger’s Equation

    Directory of Open Access Journals (Sweden)

    E. A.-B. Abdel-Salam

    2014-01-01

    Full Text Available The fractional Riccati expansion method is used to solve fractional differential equations with variable coefficients. To illustrate the effectiveness of the method, the moving boundary space-time fractional Burger’s equation is studied. The obtained solutions include generalized trigonometric and hyperbolic function solutions. Among these solutions, some are found for the first time. The linear and periodic moving boundaries for the kink solution of the Burger’s equation are presented graphically and discussed.

  4. Dynamic behavior and chaos control in a complex Riccati-type map ...

    African Journals Online (AJOL)

    This paper is devoted to analyze the dynamic behavior of a Riccati- type map with complex variables and complex parameters. Fixed points and their asymptotic stability are studied. Lyapunov exponent is computed to indicate chaos. Bifurcation and chaos are discussed. Chaotic behavior of the map has been controlled by ...

  5. Bifurcations of solitary wave solutions for (two and three)-dimensional nonlinear partial differential equation in quantum and magnetized plasma by using two different methods

    Science.gov (United States)

    Khater, Mostafa M. A.; Seadawy, Aly R.; Lu, Dianchen

    2018-06-01

    In this research, we study new two techniques that called the extended simple equation method and the novel (G‧/G) -expansion method. The extended simple equation method depend on the auxiliary equation (dϕ/dξ = α + λϕ + μϕ2) which has three ways for solving depends on the specific condition on the parameters as follow: When (λ = 0) this auxiliary equation reduces to Riccati equation, when (α = 0) this auxiliary equation reduces to Bernoulli equation and when (α ≠ 0, λ ≠ 0, μ ≠ 0) we the general solutions of this auxiliary equation while the novel (G‧/G) -expansion method depends also on similar auxiliary equation (G‧/G)‧ = μ + λ(G‧/G) + (v - 1)(G‧/G) 2 which depend also on the value of (λ2 - 4 (v - 1) μ) and the specific condition on the parameters as follow: When (λ = 0) this auxiliary equation reduces to Riccati equation, when (μ = 0) this auxiliary equation reduces to Bernoulli equation and when (λ2 ≠ 4 (v - 1) μ) we the general solutions of this auxiliary equation. This show how both of these auxiliary equation are special cases of Riccati equation. We apply these methods on two dimensional nonlinear Kadomtsev-Petviashvili Burgers equation in quantum plasma and three-dimensional nonlinear modified Zakharov-Kuznetsov equation of ion-acoustic waves in a magnetized plasma. We obtain the exact traveling wave solutions of these important models and under special condition on the parameters, we get solitary traveling wave solutions. All calculations in this study have been established and verified back with the aid of the Maple package program. The executed method is powerful, effective and straightforward for solving nonlinear partial differential equations to obtain more and new solutions.

  6. Oscillation of second order neutral dynamic equations with distributed delay

    Directory of Open Access Journals (Sweden)

    Qiaoshun Yang

    2016-06-01

    Full Text Available In this paper, we establish new oscillation criteria for second order neutral dynamic equations with distributed delay by employing the generalized Riccati transformation. The obtained theorems essentially improve the oscillation results in the literature. And two examples are provided to illustrate to the versatility of our main results.

  7. Nonoscillation of half-linear dynamic equations

    Czech Academy of Sciences Publication Activity Database

    Matucci, S.; Řehák, Pavel

    2010-01-01

    Roč. 60, č. 5 (2010), s. 1421-1429 ISSN 0898-1221 R&D Projects: GA AV ČR KJB100190701 Grant - others:GA ČR(CZ) GA201/07/0145 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear dynamic equation * time scale * (non)oscillation * Riccati technique Subject RIV: BA - General Mathematics Impact factor: 1.472, year: 2010 http://www.sciencedirect.com/science/article/pii/S0898122110004384

  8. On the Solution of the Rational Matrix Equation

    Directory of Open Access Journals (Sweden)

    Faßbender Heike

    2007-01-01

    Full Text Available We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation , where is symmetric positive definite and is nonsingular. Such equations arise for instance in the analysis of stationary Gaussian reciprocal processes over a finite interval. Its unique largest positive definite solution coincides with the unique positive definite solution of a related discrete-time algebraic Riccati equation (DARE. We discuss how to use the butterfly algorithm to solve the DARE. This approach is compared to several fixed-point and doubling-type iterative methods suggested in the literature.

  9. Comparison of nonlinearities in oscillation theory of half-linear differential equations

    Czech Academy of Sciences Publication Activity Database

    Řehák, Pavel

    2008-01-01

    Roč. 121, č. 2 (2008), s. 93-105 ISSN 0236-5294 R&D Projects: GA AV ČR KJB100190701 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear differential equation * comparison theorem * Riccati technique Subject RIV: BA - General Mathematics Impact factor: 0.317, year: 2008

  10. The integrability of an extended fifth-order KdV equation with Riccati ...

    Indian Academy of Sciences (India)

    method was extended to investigate variable coefficient NLEEs, which included gener- alized KdV equation, generalized modified KdV equation and generalized Boussinesq equation [11,12]. It is well known that KdV equation models a variety of nonlinear phenomena, including ion-acoustic waves in plasmas and shallow ...

  11. Improved Riccati Transfer Matrix Method for Free Vibration of Non-Cylindrical Helical Springs Including Warping

    Directory of Open Access Journals (Sweden)

    A.M. Yu

    2012-01-01

    Full Text Available Free vibration equations for non-cylindrical (conical, barrel, and hyperboloidal types helical springs with noncircular cross-sections, which consist of 14 first-order ordinary differential equations with variable coefficients, are theoretically derived using spatially curved beam theory. In the formulation, the warping effect upon natural frequencies and vibrating mode shapes is first studied in addition to including the rotary inertia, the shear and axial deformation influences. The natural frequencies of the springs are determined by the use of improved Riccati transfer matrix method. The element transfer matrix used in the solution is calculated using the Scaling and Squaring method and Pad'e approximations. Three examples are presented for three types of springs with different cross-sectional shapes under clamped-clamped boundary condition. The accuracy of the proposed method has been compared with the FEM results using three-dimensional solid elements (Solid 45 in ANSYS code. Numerical results reveal that the warping effect is more pronounced in the case of non-cylindrical helical springs than that of cylindrical helical springs, which should be taken into consideration in the free vibration analysis of such springs.

  12. Riccati inequality, disconjugacy, and reciprocity principle for linear Hamiltonian dynamic systems

    Czech Academy of Sciences Publication Activity Database

    Hilscher, R.; Řehák, Pavel

    2003-01-01

    Roč. 12, č. 1 (2003), s. 171-189 ISSN 1056-2176 R&D Projects: GA ČR GA201/01/0079; GA ČR GP201/01/P041 Institutional research plan: CEZ:AV0Z1019905; CEZ:AV0Z1019905 Keywords : linear Hamiltonian dynamic systems * disconjugacy * Riccati inequality Subject RIV: BA - General Mathematics Impact factor: 0.256, year: 2002

  13. Oscillation and asymptotic properties of a class of second-order Emden-Fowler neutral differential equations.

    Science.gov (United States)

    Wang, Rui; Li, Qiqiang

    2016-01-01

    We consider a class of second-order Emden-Fowler equations with positive and nonpositve neutral coefficients. By using the Riccati transformation and inequalities, several oscillation and asymptotic results are established. Some examples are given to illustrate the main results.

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

    International Nuclear Information System (INIS)

    Yao Ruo-Xia; Wang Wei; Chen Ting-Hua

    2014-01-01

    Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper. (general)

  15. Revolving scheme for solving a cascade of Abel equations in dynamics of planar satellite rotation

    Directory of Open Access Journals (Sweden)

    Sergey V. Ershkov

    2017-05-01

    Full Text Available The main objective for this research was the analytical exploration of the dynamics of planar satellite rotation during the motion of an elliptical orbit around a planet. First, we revisit the results of J. Wisdom et al. (1984, in which, by the elegant change of variables (considering the true anomaly f as the independent variable, the governing equation of satellite rotation takes the form of an Abel ordinary differential equation (ODE of the second kind, a sort of generalization of the Riccati ODE. We note that due to the special character of solutions of a Riccati-type ODE, there exists the possibility of sudden jumping in the magnitude of the solution at some moment of time. In the physical sense, this jumping of the Riccati-type solutions of the governing ODE could be associated with the effect of sudden acceleration/deceleration in the satellite rotation around the chosen principle axis at a definite moment of parametric time. This means that there exists not only a chaotic satellite rotation regime (as per the results of J. Wisdom et al. (1984, but a kind of gradient catastrophe (Arnold, 1992 could occur during the satellite rotation process. We especially note that if a gradient catastrophe could occur, this does not mean that it must occur: such a possibility depends on the initial conditions. In addition, we obtained asymptotical solutions that manifest a quasi-periodic character even with the strong simplifying assumptions e→0, p=1, which reduce the governing equation of J. Wisdom et al. (1984 to a kind of Beletskii’s equation.

  16. On the reduction of the multidimensional stationary Schroedinger equation to a first-order equation and its relation to the pseudoanalytic function theory

    Energy Technology Data Exchange (ETDEWEB)

    Kravchenko, Vladislav V [Departmento de Telecomunicaciones, SEPI, Escuela Superior de IngenierIa Mecanica y Electrica, Instituto Politecnico Nacional, CP 07738 Mexico DF (Mexico)

    2005-01-28

    Given a particular solution of a one-dimensional stationary Schroedinger equation this equation of second order can be reduced to a first-order linear ordinary differential equation. This is done with the aid of an auxiliary Riccati differential equation. In the present work we show that the same fact is true in a multidimensional situation also. For simplicity we consider the case of two or three independent variables. One particular solution of the stationary Schroedinger equation allows us to reduce this second-order equation to a linear first-order quaternionic differential equation. As in the one-dimensional case this is done with the aid of an auxiliary quaternionic Riccati equation. The resulting first-order quaternionic equation is equivalent to the static Maxwell system and is closely related to the Dirac equation. In the case of two independent variables it is the well-known Vekua equation from theory of pseudoanalytic (or generalized analytic) functions. Nevertheless, we show that even in this case it is very useful to consider not only complex valued functions, solutions of the Vekua equation, but complete quaternionic functions. In this way the first-order quaternionic equation represents two separate Vekua equations, one of which gives us solutions of the Schroedinger equation and the other one can be considered as an auxiliary equation of a simpler structure. Moreover for the auxiliary equation we always have the corresponding Bers generating pair (F, G), the base of the Bers theory of pseudoanalytic functions, and what is very important, the Bers derivatives of solutions of the auxiliary equation give us solutions of the main Vekua equation and as a consequence of the Schroedinger equation. Based on this fact we obtain an analogue of the Cauchy integral theorem for solutions of the stationary Schroedinger equation. Other results from theory of pseudoanalytic functions can be written for solutions of the Schroedinger equation. Moreover, for an ample

  17. New exact solutions to MKDV-Burgers equation and (2 + 1)-dimensional dispersive long wave equation via extended Riccati equation method

    International Nuclear Information System (INIS)

    Kong Cuicui; Wang Dan; Song Lina; Zhang Hongqing

    2009-01-01

    In this paper, with the aid of symbolic computation and a general ansaetz, we presented a new extended rational expansion method to construct new rational formal exact solutions to nonlinear partial differential equations. In order to illustrate the effectiveness of this method, we apply it to the MKDV-Burgers equation and the (2 + 1)-dimensional dispersive long wave equation, then several new kinds of exact solutions are successfully obtained by using the new ansaetz. The method can also be applied to other nonlinear partial differential equations.

  18. A Riccati-Based Interior Point Method for Efficient Model Predictive Control of SISO Systems

    DEFF Research Database (Denmark)

    Hagdrup, Morten; Johansson, Rolf; Bagterp Jørgensen, John

    2017-01-01

    model parts separate. The controller is designed based on the deterministic model, while the Kalman filter results from the stochastic part. The controller is implemented as a primal-dual interior point (IP) method using Riccati recursion and the computational savings possible for SISO systems...

  19. One-parameter families of supersymmetric isospectral potentials from Riccati solutions in function composition form

    Energy Technology Data Exchange (ETDEWEB)

    Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Camino a la presa San José 2055, Col. Lomas 4a Sección, 78216 San Luis Potosí, S.L.P. (Mexico); Mancas, Stefan C., E-mail: mancass@erau.edu [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Chen, Pisin, E-mail: pisinchen@phys.ntu.edu.tw [Leung Center for Cosmology and Particle Astrophysics (LeCosPA) and Department of Physics, National Taiwan University, Taipei 10617, Taiwan (China)

    2014-04-15

    In the context of supersymmetric quantum mechanics, we define a potential through a particular Riccati solution of the composition form (F∘f)(x)=F(f(x)) and obtain a generalized Mielnik construction of one-parameter isospectral potentials when we use the general Riccati solution. Some examples for special cases of F and f are given to illustrate the method. An interesting result is obtained in the case of a parametric double well potential generated by this method, for which it is shown that the parameter of the potential controls the heights of the localization probability in the two wells, and for certain values of the parameter the height of the localization probability can be higher in the smaller well. -- Highlights: •Function-composition generalization of parametric isospectral potentials is presented. •Mielnik one-parameter family of harmonic potentials is obtained as a particular case. •Graphical discussion of regular and singular regions in the parameter space is given.

  20. The modified alternative (G'/G)-expansion method to nonlinear evolution equation: application to the (1+1)-dimensional Drinfel'd-Sokolov-Wilson equation.

    Science.gov (United States)

    Akbar, M Ali; Mohd Ali, Norhashidah Hj; Mohyud-Din, Syed Tauseef

    2013-01-01

    Over the years, (G'/G)-expansion method is employed to generate traveling wave solutions to various wave equations in mathematical physics. In the present paper, the alternative (G'/G)-expansion method has been further modified by introducing the generalized Riccati equation to construct new exact solutions. In order to illustrate the novelty and advantages of this approach, the (1+1)-dimensional Drinfel'd-Sokolov-Wilson (DSW) equation is considered and abundant new exact traveling wave solutions are obtained in a uniform way. These solutions may be imperative and significant for the explanation of some practical physical phenomena. It is shown that the modified alternative (G'/G)-expansion method an efficient and advance mathematical tool for solving nonlinear partial differential equations in mathematical physics.

  1. Solving Matrix Equations on Multi-Core and Many-Core Architectures

    Directory of Open Access Journals (Sweden)

    Peter Benner

    2013-11-01

    Full Text Available We address the numerical solution of Lyapunov, algebraic and differential Riccati equations, via the matrix sign function, on platforms equipped with general-purpose multicore processors and, optionally, one or more graphics processing units (GPUs. In particular, we review the solvers for these equations, as well as the underlying methods, analyze their concurrency and scalability and provide details on their parallel implementation. Our experimental results show that this class of hardware provides sufficient computational power to tackle large-scale problems, which only a few years ago would have required a cluster of computers.

  2. New Schemes for Positive Real Truncation

    Directory of Open Access Journals (Sweden)

    Kari Unneland

    2007-07-01

    Full Text Available Model reduction, based on balanced truncation, of stable and of positive real systems are considered. An overview over some of the already existing techniques are given: Lyapunov balancing and stochastic balancing, which includes Riccati balancing. A novel scheme for positive real balanced truncation is then proposed, which is a combination of the already existing Lyapunov balancing and Riccati balancing. Using Riccati balancing, the solution of two Riccati equations are needed to obtain positive real reduced order systems. For the suggested method, only one Lyapunov equation and one Riccati equation are solved in order to obtain positive real reduced order systems, which is less computationally demanding. Further it is shown, that in order to get positive real reduced order systems, only one Riccati equation needs to be solved. Finally, this is used to obtain positive real frequency weighted balanced truncation.

  3. Computation of rational solutions for a first-order nonlinear differential equation

    Directory of Open Access Journals (Sweden)

    Djilali Behloul

    2011-09-01

    Full Text Available In this article, we study differential equations of the form $y'=sum A_i(xy^i/sum B_i(xy^i$ which can be elliptic, hyperbolic, parabolic, Riccati, or quasi-linear. We show how rational solutions can be computed in a systematic manner. Such results are most likely to find applications in the theory of limit cycles as indicated by Gine et al [4].

  4. Oscillation and non-oscillation criterion for Riemann–Weber type half-linear differential equations

    Directory of Open Access Journals (Sweden)

    Petr Hasil

    2016-08-01

    Full Text Available By the combination of the modified half-linear Prüfer method and the Riccati technique, we study oscillatory properties of half-linear differential equations. Taking into account the transformation theory of half-linear equations and using some known results, we show that the analysed equations in the Riemann–Weber form with perturbations in both terms are conditionally oscillatory. Within the process, we identify the critical oscillation values of their coefficients and, consequently, we decide when the considered equations are oscillatory and when they are non-oscillatory. As a direct corollary of our main result, we solve the so-called critical case for a certain type of half-linear non-perturbed equations.

  5. A high-performance Riccati based solver for tree-structured quadratic programs

    DEFF Research Database (Denmark)

    Frison, Gianluca; Kouzoupis, Dimitris; Diehl, Moritz

    2017-01-01

    the online solution of such problems challenging and the development of tailored solvers crucial. In this paper, an interior point method is presented that can solve Quadratic Programs (QPs) arising in multi-stage MPC efficiently by means of a tree-structured Riccati recursion and a high-performance linear...... algebra library. A performance comparison with code-generated and general purpose sparse QP solvers shows that the computation times can be significantly reduced for all problem sizes that are practically relevant in embedded MPC applications. The presented implementation is freely available as part...

  6. Nonlocal symmetries, solitary waves and cnoidal periodic waves of the (2+1)-dimensional breaking soliton equation

    Science.gov (United States)

    Zou, Li; Tian, Shou-Fu; Feng, Lian-Li

    2017-12-01

    In this paper, we consider the (2+1)-dimensional breaking soliton equation, which describes the interaction of a Riemann wave propagating along the y-axis with a long wave along the x-axis. By virtue of the truncated Painlevé expansion method, we obtain the nonlocal symmetry, Bäcklund transformation and Schwarzian form of the equation. Furthermore, by using the consistent Riccati expansion (CRE), we prove that the breaking soliton equation is solvable. Based on the consistent tan-function expansion, we explicitly derive the interaction solutions between solitary waves and cnoidal periodic waves.

  7. A Riccati Based Homogeneous and Self-Dual Interior-Point Method for Linear Economic Model Predictive Control

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Frison, Gianluca; Edlund, Kristian

    2013-01-01

    In this paper, we develop an efficient interior-point method (IPM) for the linear programs arising in economic model predictive control of linear systems. The novelty of our algorithm is that it combines a homogeneous and self-dual model, and a specialized Riccati iteration procedure. We test...

  8. Boltzmann’s Six-Moment One-Dimensional Nonlinear System Equations with the Maxwell-Auzhan Boundary Conditions

    Directory of Open Access Journals (Sweden)

    A. Sakabekov

    2016-01-01

    Full Text Available We prove existence and uniqueness of the solution of the problem with initial and Maxwell-Auzhan boundary conditions for nonstationary nonlinear one-dimensional Boltzmann’s six-moment system equations in space of functions continuous in time and summable in square by a spatial variable. In order to obtain a priori estimation of the initial and boundary value problem for nonstationary nonlinear one-dimensional Boltzmann’s six-moment system equations we get the integral equality and then use the spherical representation of vector. Then we obtain the initial value problem for Riccati equation. We have managed to obtain a particular solution of this equation in an explicit form.

  9. On the Solution of the Rational Matrix Equation X=Q+LX−1LT

    Directory of Open Access Journals (Sweden)

    Heike Faßbender

    2007-01-01

    Full Text Available We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation X=Q+LX−1LT, where Q is symmetric positive definite and L is nonsingular. Such equations arise for instance in the analysis of stationary Gaussian reciprocal processes over a finite interval. Its unique largest positive definite solution coincides with the unique positive definite solution of a related discrete-time algebraic Riccati equation (DARE. We discuss how to use the butterfly SZ algorithm to solve the DARE. This approach is compared to several fixed-point and doubling-type iterative methods suggested in the literature.

  10. Parallel Implementation of Riccati Recursion for Solving Linear-Quadratic Control Problems

    DEFF Research Database (Denmark)

    Frison, Gianluca; Jørgensen, John Bagterp

    2013-01-01

    In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is usually the main computational effort. In this paper...... an alternative version of the Riccati recursion solver for LQ control problems is presented. The performance of both the classical and the alternative version is analyzed from a theoretical as well as a numerical point of view, and the alternative version is found to be approximately 50% faster than...

  11. Soliton and periodic solutions for higher order wave equations of KdV type (I)

    International Nuclear Information System (INIS)

    Khuri, S.A.

    2005-01-01

    The aim of the paper is twofold. First, a new ansaetze is introduced for the construction of exact solutions for higher order wave equations of KdV type (I). We show the existence of a class of discontinuous soliton solutions with infinite spikes. Second, the projective Riccati technique is implemented as an alternate approach for obtaining new exact solutions, solitary solutions, and periodic wave solutions

  12. A perturbative solution to metadynamics ordinary differential equation

    Science.gov (United States)

    Tiwary, Pratyush; Dama, James F.; Parrinello, Michele

    2015-12-01

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  13. A perturbative solution to metadynamics ordinary differential equation.

    Science.gov (United States)

    Tiwary, Pratyush; Dama, James F; Parrinello, Michele

    2015-12-21

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  14. Maximal imaginery eigenvalues in optimal systems

    Directory of Open Access Journals (Sweden)

    David Di Ruscio

    1991-07-01

    Full Text Available In this note we present equations that uniquely determine the maximum possible imaginary value of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the algebraic Riccati equation exists. In addition, the corresponding state weight matrix and the solution to the algebraic Riccati equation are derived for a class of linear systems. A fundamental lemma for the existence of a real symmetric solution to the algebraic Riccati equation is derived for this class of linear systems.

  15. Direct Yaw Control of Vehicle using State Dependent Riccati Equation with Integral Terms

    Directory of Open Access Journals (Sweden)

    SANDHU, F.

    2016-05-01

    Full Text Available Direct yaw control of four-wheel vehicles using optimal controllers such as the linear quadratic regulator (LQR and the sliding mode controller (SMC either considers only certain parameters constant in the nonlinear equations of vehicle model or totally neglect their effects to obtain simplified models, resulting in loss of states for the system. In this paper, a modified state-dependent Ricatti equation method obtained by the simplification of the vehicle model is proposed. This method overcomes the problem of the lost states by including state integrals. The results of the proposed system are compared with the sliding mode slip controller and state-dependent Ricatti equation method using high fidelity vehicle model in the vehicle simulation software package, Carsim. Results show 38% reduction in the lateral velocity, 34% reduction in roll and 16% reduction in excessive yaw by only increasing the fuel consumption by 6.07%.

  16. Uniformly constructing combinatorial solutions, combining a rational function with hyperbolic or trigonometric functions, for the (2+1) dimensional Broer-Kaup-Kupershmidt equation

    International Nuclear Information System (INIS)

    Liu Qing; Wang Zihua

    2010-01-01

    According to two dependent rational solutions to a generalized Riccati equation together with the equation itself, a rational-exponent solution to a nonlinear partial differential equation can be constructed. By selecting different parameter values in the rational-exponent solution, many families of combinatorial solutions combined with a rational function such as hyperbolic functions or trigonometric functions, are rapidly derived. This method is applied to the Whitham-Broer-Kaup equation and a series of combinatorial solutions are obtained, showing that this method is a more concise and efficient approach and can uniformly construct many types of combined solutions to nonlinear partial differential equations.

  17. Symbolic computation and solitons of the nonlinear Schroedinger equation in inhomogeneous optical fiber media

    International Nuclear Information System (INIS)

    Li Biao; Chen Yong

    2007-01-01

    In this paper, the inhomogeneous nonlinear Schroedinger equation with the loss/gain and the frequency chirping is investigated. With the help of symbolic computation, three families of exact analytical solutions are presented by employing the extended projective Riccati equation method. From our results, many previous known results of nonlinear Schroedinger equation obtained by some authors can be recovered by means of some suitable selections of the arbitrary functions and arbitrary constants. Of optical and physical interests, soliton propagation and soliton interaction are discussed and simulated by computer, which include snake-soliton propagation and snake-solitons interaction, boomerang-like soliton propagation and boomerang-like solitons interaction, dispersion managed (DM) bright (dark) soliton propagation and DM solitons interaction

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

    Directory of Open Access Journals (Sweden)

    M. Ali Akbar

    2018-06-01

    Full Text Available In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G′/G-expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics. Keywords: Traveling wave solution, Soliton, Generalized (G′/G-expansion method, Time fractional Duffing equation, Time fractional Riccati equation

  19. Hamiltonians and variational principles for Alfvén simple waves

    International Nuclear Information System (INIS)

    Webb, G M; Hu, Q; Roux, J A le; Dasgupta, B; Zank, G P

    2012-01-01

    The evolution equations for the magnetic field induction B with the wave phase for Alfvén simple waves are expressed as variational principles and in the Hamiltonian form. The evolution of B with the phase (which is a function of the space and time variables) depends on the generalized Frenet–Serret equations, in which the wave normal n (which is a function of the phase) is taken to be tangent to a curve X, in a 3D Cartesian geometry vector space. The physical variables (the gas density, fluid velocity, gas pressure and magnetic field induction) in the wave depend only on the phase. Three approaches are developed. One approach exploits the fact that the Frenet equations may be written as a 3D Hamiltonian system, which can be described using the Nambu bracket. It is shown that B as a function of the phase satisfies a modified version of the Frenet equations, and hence the magnetic field evolution equations can be expressed in the Hamiltonian form. A second approach develops an Euler–Poincaré variational formulation. A third approach uses the Frenet frame formulation, in which the hodograph of B moves on a sphere of constant radius and uses a stereographic projection transformation due to Darboux. The equations for the projected field components reduce to a complex Riccati equation. By using a Cole–Hopf transformation, the Riccati equation reduces to a linear second order differential equation for the new variable. A Hamiltonian formulation of the second order differential equation then allows the system to be written in the Hamiltonian form. Alignment dynamics equations for Alfvén simple waves give rise to a complex Riccati equation or, equivalently, to a quaternionic Riccati equation, which can be mapped onto the Riccati equation obtained by stereographic projection. (paper)

  20. Nonlocal Symmetries, Consistent Riccati Expansion, and Analytical Solutions of the Variant Boussinesq System

    Science.gov (United States)

    Feng, Lian-Li; Tian, Shou-Fu; Zhang, Tian-Tian; Zhou, Jun

    2017-07-01

    Under investigation in this paper is the variant Boussinesq system, which describes the propagation of surface long wave towards two directions in a certain deep trough. With the help of the truncated Painlevé expansion, we construct its nonlocal symmetry, Bäcklund transformation, and Schwarzian form, respectively. The nonlocal symmetries can be localised to provide the corresponding nonlocal group, and finite symmetry transformations and similarity reductions are computed. Furthermore, we verify that the variant Boussinesq system is solvable via the consistent Riccati expansion (CRE). By considering the consistent tan-function expansion (CTE), which is a special form of CRE, the interaction solutions between soliton and cnoidal periodic wave are explicitly studied.

  1. Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients

    Directory of Open Access Journals (Sweden)

    Claude Rodrigue Bambe Moutsinga

    2018-01-01

    Full Text Available Most existing multivariate models in finance are based on diffusion models. These models typically lead to the need of solving systems of Riccati differential equations. In this paper, we introduce an efficient method for solving systems of stiff Riccati differential equations. In this technique, a combination of Laplace transform and homotopy perturbation methods is considered as an algorithm to the exact solution of the nonlinear Riccati equations. The resulting technique is applied to solving stiff diffusion model problems that include interest rates models as well as two and three-factor stochastic volatility models. We show that the present approach is relatively easy, efficient and highly accurate.

  2. Oscillation results for certain fractional difference equations

    Directory of Open Access Journals (Sweden)

    Zhiyun WANG

    2017-08-01

    Full Text Available Fractional calculus is a theory that studies the properties and application of arbitrary order differentiation and integration. It can describe the physical properties of some systems more accurately, and better adapt to changes in the system, playing an important role in many fields. For example, it can describe the process of tumor growth (growth stimulation and growth inhibition in biomedical science. The oscillation of solutions of two kinds of fractional difference equations is studied, mainly using the proof by contradiction, that is, assuming the equation has a nonstationary solution. For the first kind of equation, the function symbol is firstly determined, and by constructing the Riccati function, the difference is calculated. Then the condition of the function is used to satisfy the contradiction, that is, the assumption is false, which verifies the oscillation of the solution. For the second kind of equation with initial condition, the equivalent fractional sum form of the fractional difference equation are firstly proved. With considering 0<α≤1 and α>1, respectively, by using the properties of Stirling formula and factorial function, the contradictory is got through enhanced processing, namely the assuming is not established, and the sufficient condition for the bounded solutions of the fractional difference equation is obtained. The above results will optimize the relevant conclusions and enrich the relevant results. The results are applied to the specific equations, and the oscillation of the solutions of equations is proved.

  3. Modified method of simplest equation: Powerful tool for obtaining exact and approximate traveling-wave solutions of nonlinear PDEs

    Science.gov (United States)

    Vitanov, Nikolay K.

    2011-03-01

    We discuss the class of equations ∑i,j=0mAij(u){∂iu}/{∂ti}∂+∑k,l=0nBkl(u){∂ku}/{∂xk}∂=C(u) where Aij( u), Bkl( u) and C( u) are functions of u( x, t) as follows: (i) Aij, Bkl and C are polynomials of u; or (ii) Aij, Bkl and C can be reduced to polynomials of u by means of Taylor series for small values of u. For these two cases the above-mentioned class of equations consists of nonlinear PDEs with polynomial nonlinearities. We show that the modified method of simplest equation is powerful tool for obtaining exact traveling-wave solution of this class of equations. The balance equations for the sub-class of traveling-wave solutions of the investigated class of equations are obtained. We illustrate the method by obtaining exact traveling-wave solutions (i) of the Swift-Hohenberg equation and (ii) of the generalized Rayleigh equation for the cases when the extended tanh-equation or the equations of Bernoulli and Riccati are used as simplest equations.

  4. Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

    Science.gov (United States)

    Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

    2017-10-01

    This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

  5. Graphical method for determination of critical dimensions and neutron flux distribution in multi zone nuclear reactors; Graficka metoda za odredjivanje kriticnih dimenzija i raspodele fluksa kod multiregionalnih nuklearnih reaktora

    Energy Technology Data Exchange (ETDEWEB)

    Radanovic, Lj; Bingulac, S; Lazarevic, B; Matausek, M [The Institute of Nuclear Sciences Boris Kidric, Vinca, Beograd (Yugoslavia)

    1964-07-01

    This paper describes the graphical method for calculating the neutron flux distribution by using normalized Riccati equations. It was shown that the solutions of adequately normalized Riccati equations could be used as standard curves for determining the critical dimensions and radial flux distribution in multi zone nuclear reactors. the methos is applicable irrelevant of the number and position of the region in the core.

  6. Nonlocal Symmetries, Conservation Laws and Interaction Solutions of the Generalised Dispersive Modified Benjamin-Bona-Mahony Equation

    Science.gov (United States)

    Yan, Xue-Wei; Tian, Shou-Fu; Dong, Min-Jie; Wang, Xiu-Bin; Zhang, Tian-Tian

    2018-05-01

    We consider the generalised dispersive modified Benjamin-Bona-Mahony equation, which describes an approximation status for long surface wave existed in the non-linear dispersive media. By employing the truncated Painlevé expansion method, we derive its non-local symmetry and Bäcklund transformation. The non-local symmetry is localised by a new variable, which provides the corresponding non-local symmetry group and similarity reductions. Moreover, a direct method can be provided to construct a kind of finite symmetry transformation via the classic Lie point symmetry of the normal prolonged system. Finally, we find that the equation is a consistent Riccati expansion solvable system. With the help of the Jacobi elliptic function, we get its interaction solutions between solitary waves and cnoidal periodic waves.

  7. Online gaming for learning optimal team strategies in real time

    Science.gov (United States)

    Hudas, Gregory; Lewis, F. L.; Vamvoudakis, K. G.

    2010-04-01

    This paper first presents an overall view for dynamical decision-making in teams, both cooperative and competitive. Strategies for team decision problems, including optimal control, zero-sum 2-player games (H-infinity control) and so on are normally solved for off-line by solving associated matrix equations such as the Riccati equation. However, using that approach, players cannot change their objectives online in real time without calling for a completely new off-line solution for the new strategies. Therefore, in this paper we give a method for learning optimal team strategies online in real time as team dynamical play unfolds. In the linear quadratic regulator case, for instance, the method learns the Riccati equation solution online without ever solving the Riccati equation. This allows for truly dynamical team decisions where objective functions can change in real time and the system dynamics can be time-varying.

  8. Entropy Measures as Geometrical Tools in the Study of Cosmology

    Directory of Open Access Journals (Sweden)

    Gilbert Weinstein

    2017-12-01

    Full Text Available Classical chaos is often characterized as exponential divergence of nearby trajectories. In many interesting cases these trajectories can be identified with geodesic curves. We define here the entropy by S = ln χ ( x with χ ( x being the distance between two nearby geodesics. We derive an equation for the entropy, which by transformation to a Riccati-type equation becomes similar to the Jacobi equation. We further show that the geodesic equation for a null geodesic in a double-warped spacetime leads to the same entropy equation. By applying a Robertson–Walker metric for a flat three-dimensional Euclidean space expanding as a function of time, we again reach the entropy equation stressing the connection between the chosen entropy measure and time. We finally turn to the Raychaudhuri equation for expansion, which also is a Riccati equation similar to the transformed entropy equation. Those Riccati-type equations have solutions of the same form as the Jacobi equation. The Raychaudhuri equation can be transformed to a harmonic oscillator equation, and it has been shown that the geodesic deviation equation of Jacobi is essentially equivalent to that of a harmonic oscillator. The Raychaudhuri equations are strong geometrical tools in the study of general relativity and cosmology. We suggest a refined entropy measure applicable in cosmology and defined by the average deviation of the geodesics in a congruence.

  9. Interval Oscillation Criteria for Super-Half-Linear Impulsive Differential Equations with Delay

    Directory of Open Access Journals (Sweden)

    Zhonghai Guo

    2012-01-01

    Full Text Available We study the following second-order super-half-linear impulsive differential equations with delay [r(tφγ(x′(t]′+p(tφγ(x(t-σ+q(tf(x(t-σ=e(t, t≠τk, x(t+=akx(t, x′(t+=bkx′(t, t=τk, where t≥t0∈ℝ, φ*(u=|u|*-1u, σ is a nonnegative constant, {τk} denotes the impulsive moments sequence with τ1σ. By some classical inequalities, Riccati transformation, and two classes of functions, we give several interval oscillation criteria which generalize and improve some known results. Moreover, we also give two examples to illustrate the effectiveness and nonemptiness of our results.

  10. CRE Solvability, Nonlocal Symmetry and Exact Interaction Solutions of the Fifth-Order Modified Korteweg-de Vries Equation

    Science.gov (United States)

    Cheng, Wen-Guang; Qiu, De-Qin; Yu, Bo

    2017-06-01

    This paper is concerned with the fifth-order modified Korteweg-de Vries (fmKdV) equation. It is proved that the fmKdV equation is consistent Riccati expansion (CRE) solvable. Three special form of soliton-cnoidal wave interaction solutions are discussed analytically and shown graphically. Furthermore, based on the consistent tanh expansion (CTE) method, the nonlocal symmetry related to the consistent tanh expansion (CTE) is investigated, we also give the relationship between this kind of nonlocal symmetry and the residual symmetry which can be obtained with the truncated Painlevé method. We further study the spectral function symmetry and derive the Lax pair of the fmKdV equation. The residual symmetry can be localized to the Lie point symmetry of an enlarged system and the corresponding finite transformation group is computed. Supported by National Natural Science Foundation of China under Grant No. 11505090, and Research Award Foundation for Outstanding Young Scientists of Shandong Province under Grant No. BS2015SF009

  11. Factorization and the synthesis of optimal feedback kernels for differential-delay systems

    Science.gov (United States)

    Milman, Mark M.; Scheid, Robert E.

    1987-01-01

    A combination of ideas from the theories of operator Riccati equations and Volterra factorizations leads to the derivation of a novel, relatively simple set of hyperbolic equations which characterize the optimal feedback kernel for the finite-time regulator problem for autonomous differential-delay systems. Analysis of these equations elucidates the underlying structure of the feedback kernel and leads to the development of fast and accurate numerical methods for its computation. Unlike traditional formulations based on the operator Riccati equation, the gain is characterized by means of classical solutions of the derived set of equations. This leads to the development of approximation schemes which are analogous to what has been accomplished for systems of ordinary differential equations with given initial conditions.

  12. Optimal control of coupled parabolic-hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach

    Science.gov (United States)

    Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

    2018-04-01

    This paper deals with the design of an optimal state-feedback linear-quadratic (LQ) controller for a system of coupled parabolic-hypebolic non-autonomous partial differential equations (PDEs). The infinite-dimensional state space representation and the corresponding operator Riccati differential equation are used to solve the control problem. Dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the LQ-optimal control problem and also to guarantee the exponential stability of the closed-loop system. Thanks to the eigenvalues and eigenfunctions of the parabolic operator and also the fact that the hyperbolic-associated operator Riccati differential equation can be converted to a scalar Riccati PDE, an algorithm to solve the LQ control problem has been presented. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ optimal controller designed in the early portion of the paper is implemented for the original non-linear model. Numerical simulations are performed to show the controller performances.

  13. Universal formats for nonlinear ordinary differential systems

    International Nuclear Information System (INIS)

    Kerner, E.H.

    1981-01-01

    It is shown that very general nonlinear ordinary differential systems (embracing all that arise in practice) may, first, be brought down to polynomial systems (where the nonlinearities occur only as polynomials in the dependent variables) by introducing suitable new variables into the original system; second, that polynomial systems are reducible to ''Riccati systems,'' where the nonlinearities are quadratic at most; third, that Riccati systems may be brought to elemental universal formats containing purely quadratic terms with simple arrays of coefficients that are all zero or unity. The elemental systems have representations as novel types of matrix Riccati equations. Different starting systems and their associated Riccati systems differ from one another, at the final elemental level, in order and in initial data, but not in format

  14. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

    Directory of Open Access Journals (Sweden)

    Li Chen

    2012-01-01

    stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.

  15. The harmonic oscillator and the position dependent mass Schroedinger equation: isospectral partners and factorization operators

    International Nuclear Information System (INIS)

    Morales, J.; Ovando, G.; Pena, J. J.

    2010-01-01

    One of the most important scientific contributions of Professor Marcos Moshinsky has been his study on the harmonic oscillator in quantum theory vis a vis the standard Schroedinger equation with constant mass [1]. However, a simple description of the motion of a particle interacting with an external environment such as happen in compositionally graded alloys consist of replacing the mass by the so-called effective mass that is in general variable and dependent on position. Therefore, honoring in memoriam Marcos Moshinsky, in this work we consider the position-dependent mass Schrodinger equations (PDMSE) for the harmonic oscillator potential model as former potential as well as with equi-spaced spectrum solutions, i.e. harmonic oscillator isospectral partners. To that purpose, the point canonical transformation method to convert a general second order differential equation (DE), of Sturm-Liouville type, into a Schroedinger-like standard equation is applied to the PDMSE. In that case, the former potential associated to the PDMSE and the potential involved in the Schroedinger-like standard equation are related through a Riccati-type relationship that includes the equivalent of the Witten superpotential to determine the exactly solvable positions-dependent mass distribution (PDMD)m(x). Even though the proposed approach is exemplified with the harmonic oscillator potential, the procedure is general and can be straightforwardly applied to other DEs.

  16. Parametric optimal control of uncertain systems under an optimistic value criterion

    Science.gov (United States)

    Li, Bo; Zhu, Yuanguo

    2018-01-01

    It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

  17. New and More General Rational Formal Solutions to (2+1)-Dimensional Toda System

    International Nuclear Information System (INIS)

    Bai Chenglin

    2007-01-01

    With the aid of computerized symbolic computation and Riccati equation rational expansion approach, some new and more general rational formal solutions to (2+1)-dimensional Toda system are obtained. The method used here can also be applied to solve other nonlinear differential-difference equation or equations.

  18. Finite Difference Schemes as Algebraic Correspondences between Layers

    Science.gov (United States)

    Malykh, Mikhail; Sevastianov, Leonid

    2018-02-01

    For some differential equations, especially for Riccati equation, new finite difference schemes are suggested. These schemes define protective correspondences between the layers. Calculation using these schemes can be extended to the area beyond movable singularities of exact solution without any error accumulation.

  19. Channel Estimation and Information Symbol Detection for DS-UWB Communication Systems

    Directory of Open Access Journals (Sweden)

    Wei Wang

    2014-01-01

    estimation, the one-step predictor of information symbol is used and the estimation error is also considered as a multiplicative noise. The solutions to the above two problems are obtained by solving a couple of Riccati equations together with two Lyapunov equations.

  20. A numerical algorithm to find all feedback Nash equilibria in scalar affine quadratic differential games

    NARCIS (Netherlands)

    Engwerda, Jacob

    2015-01-01

    This note deals with solving scalar coupled algebraic Riccati equations. These equations arise in finding linear feedback Nash equilibria of the scalar N-player affine quadratic differential game. A numerical procedure is provided to compute all the stabilizing solutions. The main idea is to

  1. A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

    Energy Technology Data Exchange (ETDEWEB)

    Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at [University of Innsbruck, Department of Mathematics (Austria); Tuffaha, Amjad, E-mail: atufaha@aus.edu [American University of Sharjah, Department of Mathematics (United Arab Emirates)

    2017-06-15

    We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solution of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.

  2. The development of the deterministic nonlinear PDEs in particle physics to stochastic case

    Science.gov (United States)

    Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

    2018-06-01

    In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

  3. New Families of Rational Form Solitary Wave Solutions to (2+1)-Dimensional Broer-Kaup-Kupershmidt System

    International Nuclear Information System (INIS)

    Wang Qi; Li Biao; Zhang Hongqing; Chen Yong

    2005-01-01

    Taking the (2+1)-dimensional Broer-Kaup-Kupershmidt system as a simple example, some families of rational form solitary wave solutions, triangular periodic wave solutions, and rational wave solutions are constructed by using the Riccati equation rational expansion method presented by us. The method can also be applied to solve more nonlinear partial differential equation or equations.

  4. Riccati transformations and principal solutions of discrete linear systems

    International Nuclear Information System (INIS)

    Ahlbrandt, C.D.; Hooker, J.W.

    1984-01-01

    Consider a second-order linear matrix difference equation. A definition of principal and anti-principal, or recessive and dominant, solutions of the equation are given and the existence of principal and anti-principal solutions and the essential uniqueness of principal solutions is proven

  5. Quadratic Functionals with General Boundary Conditions

    International Nuclear Information System (INIS)

    Dosla, Z.; Dosly, O.

    1997-01-01

    The purpose of this paper is to give the Reid 'Roundabout Theorem' for quadratic functionals with general boundary conditions. In particular, we describe the so-called coupled point and regularity condition introduced in terms of Riccati equation solutions

  6. Some optimal considerations in attitude control systems. [evaluation of value of relative weighting between time and fuel for relay control law

    Science.gov (United States)

    Boland, J. S., III

    1973-01-01

    The conventional six-engine reaction control jet relay attitude control law with deadband is shown to be a good linear approximation to a weighted time-fuel optimal control law. Techniques for evaluating the value of the relative weighting between time and fuel for a particular relay control law is studied along with techniques to interrelate other parameters for the two control laws. Vehicle attitude control laws employing control moment gyros are then investigated. Steering laws obtained from the expression for the reaction torque of the gyro configuration are compared to a total optimal attitude control law that is derived from optimal linear regulator theory. This total optimal attitude control law has computational disadvantages in the solving of the matrix Riccati equation. Several computational algorithms for solving the matrix Riccati equation are investigated with respect to accuracy, computational storage requirements, and computational speed.

  7. Improved WKB radial wave functions in several bases

    International Nuclear Information System (INIS)

    Durand, B.; Durand, L.; Department of Physics, University of Wisconsin, Madison, Wisconsin 53706)

    1986-01-01

    We develop approximate WKB-like solutions to the radial Schroedinger equation for problems with an angular momentum barrier using Riccati-Bessel, Coulomb, and harmonic-oscillator functions as basis functions. The solutions treat the angular momentum singularity near the origin more accurately in leading approximation than the standard WKB solutions based on sine waves. The solutions based on Riccati-Bessel and free Coulomb wave functions continue smoothly through the inner turning point and are appropriate for scattering problems. The solutions based on oscillator and bound Coulomb wave functions incorporate both turning points smoothly and are particularly appropriate for bound-state problems; no matching of piecewise solutions using Airy functions is necessary

  8. Isotropic stars in general relativity

    International Nuclear Information System (INIS)

    Mak, M.K.; Harko, T.

    2013-01-01

    We present a general solution of the Einstein gravitational field equations for the static spherically symmetric gravitational interior space-time of an isotropic fluid sphere. The solution is obtained by transforming the pressure isotropy condition, a second order ordinary differential equation, into a Riccati type first order differential equation, and using a general integrability condition for the Riccati equation. This allows us to obtain an exact non-singular solution of the interior field equations for a fluid sphere, expressed in the form of infinite power series. The physical features of the solution are studied in detail numerically by cutting the infinite series expansions, and restricting our numerical analysis by taking into account only n=21 terms in the power series representations of the relevant astrophysical parameters. In the present model all physical quantities (density, pressure, speed of sound etc.) are finite at the center of the sphere. The physical behavior of the solution essentially depends on the equation of state of the dense matter at the center of the star. The stability properties of the model are also analyzed in detail for a number of central equations of state, and it is shown that it is stable with respect to the radial adiabatic perturbations. The astrophysical analysis indicates that this solution can be used as a realistic model for static general relativistic high density objects, like neutron stars. (orig.)

  9. Mean-variance portfolio selection for defined-contribution pension funds with stochastic salary.

    Science.gov (United States)

    Zhang, Chubing

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  10. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    OpenAIRE

    Chubing Zhang

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  11. Continuous affine processes

    DEFF Research Database (Denmark)

    Buchardt, Kristian

    2016-01-01

    Affine processes possess the property that expectations of exponential affine transformations are given by a set of Riccati differential equations, which is the main feature of this popular class of processes. In this paper we generalise these results for expectations of more general transformati...

  12. Block circulant and block Toeplitz approximants of a class of spatially distributed systems-An LQR perspective

    NARCIS (Netherlands)

    Iftime, Orest V.

    2012-01-01

    In this paper block circulant and block Toeplitz long strings of MIMO systems with finite length are compared with their corresponding infinite-dimensional spatially invariant systems. The focus is on the convergence of the sequence of solutions to the control Riccati equations and the convergence

  13. Linear quadratic Gaussian balancing for discrete-time infinite-dimensional linear systems

    NARCIS (Netherlands)

    Opmeer, MR; Curtain, RF

    2004-01-01

    In this paper, we study the existence of linear quadratic Gaussian (LQG)-balanced realizations for discrete-time infinite-dimensional systems. LQG-balanced realizations are those for which the smallest nonnegative self-adjoint solutions of the control and filter Riccati equations are equal. We show

  14. A Numerical Algorithm to find All Scalar Feedback Nash Equilibria

    NARCIS (Netherlands)

    Engwerda, J.C.

    2013-01-01

    Abstract: In this note we generalize a numerical algorithm presented in [9] to calculate all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear affine-quadratic differential game. The algorithm is based on

  15. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    Directory of Open Access Journals (Sweden)

    Chubing Zhang

    2014-01-01

    Full Text Available This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  16. Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management

    Science.gov (United States)

    Koleva, M. N.

    2011-11-01

    In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.

  17. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    Science.gov (United States)

    Zhang, Chubing

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier. PMID:24782667

  18. Simultaneous Balancing and Model Reduction of Switched Linear Systems

    OpenAIRE

    Monshizadeh, Nima; Trentelman, Hendrikus; Camlibel, M.K.

    2011-01-01

    In this paper, first, balanced truncation of linear systems is revisited. Then, simultaneous balancing of multiple linear systems is investigated. Necessary and sufficient conditions are introduced to identify the case where simultaneous balancing is possible. The validity of these conditions is not limited to a certain type of balancing, and they are applicable for different types of balancing corresponding to different equations, like Lyapunov or Riccati equations. The results obtained are ...

  19. On the Curvature and Heat Flow on Hamiltonian Systems

    Directory of Open Access Journals (Sweden)

    Ohta Shin-ichi

    2014-01-01

    Full Text Available We develop the differential geometric and geometric analytic studies of Hamiltonian systems. Key ingredients are the curvature operator, the weighted Laplacian, and the associated Riccati equation.We prove appropriate generalizations of the Bochner-Weitzenböck formula and Laplacian comparison theorem, and study the heat flow.

  20. The Basics of Anisotropy-Based Analysis of Discrete Time-Invariant Systems

    Directory of Open Access Journals (Sweden)

    I. R. Belov

    2017-01-01

    Full Text Available When investigating a behavior of dynamical systems, we should take into account the external noises, which have an effect on the system. The article introduces a concept of the anisotropy-based norm of the system as one of the ways to describe the measure of the effect of external disturbances on the system. The definition of the anisotropic norm includes some concepts from information theory, such as relative entropy and anisotropy. The theoretical section at the beginning of the article describes these definitions. The considered norm of the system can be evaluated in several ways. The article examines two methods - in the frequency domain and in the state space. To find the norm in the state space it is necessary to find the solution of the Riccati equation. This problem is rather laborious. So the algorithms to avoid the solution of Riccati equation are used in application of anisotropy-based norm’s evaluation methods. The principle of these algorithms is replacement of Riccati equation by the system of linear matrix inequalities. The software implementation of methods under consideration is designed using the MATLAB packages. The calculation results of the anisotropy-based norm for a given linear discrete system are obtained using this program. The article presents these results as graphs.This article enters into the Master's qualifying work "Basic quality criteria in the theory of linear systems". In this paper we consider various quality criteria, the solution of the optimal control problem for each of them, and compare the results obtained for different criteria. The anisotropy-based norm considered in the article is one of the quality criteria.

  1. TEMPEST-2, Thermalization Program for Neutron Spectra and Multigroup Cross-Sections

    International Nuclear Information System (INIS)

    Gowins, G.

    1984-01-01

    Description of problem or function: TEMPEST2 is a neutron thermalization program based upon the Wigner-Wilkins approximation for light moderators and the Wilkins approximation for heavy moderators. A Maxwellian distribution may also be used. The model used may be selected as a function of energy. The second-order differential equations are integrated directly rather than transformed to the Riccati equation. The program provides microscopic and macroscopic cross-section averages over the thermal neutron spectrum

  2. Stochastic Linear Quadratic Optimal Control Problems

    International Nuclear Information System (INIS)

    Chen, S.; Yong, J.

    2001-01-01

    This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well

  3. Distributed Secure Coordinated Control for Multiagent Systems Under Strategic Attacks.

    Science.gov (United States)

    Feng, Zhi; Wen, Guanghui; Hu, Guoqiang

    2017-05-01

    This paper studies a distributed secure consensus tracking control problem for multiagent systems subject to strategic cyber attacks modeled by a random Markov process. A hybrid stochastic secure control framework is established for designing a distributed secure control law such that mean-square exponential consensus tracking is achieved. A connectivity restoration mechanism is considered and the properties on attack frequency and attack length rate are investigated, respectively. Based on the solutions of an algebraic Riccati equation and an algebraic Riccati inequality, a procedure to select the control gains is provided and stability analysis is studied by using Lyapunov's method.. The effect of strategic attacks on discrete-time systems is also investigated. Finally, numerical examples are provided to illustrate the effectiveness of theoretical analysis.

  4. Bright, dark and singular optical solitons in a cascaded system

    International Nuclear Information System (INIS)

    Zhou, Qin; Zhu, Qiuping; Yu, Hua; Liu, Yaxian; Wei, Chun; Yao, Ping; Bhrawy, Ali H; Biswas, Anjan

    2015-01-01

    This work studies nonlinear dynamics of optical solitons in a cascaded system with Kerr law nonlinearity and spatio-temporal dispersion. The mathematical model that describes the propagation of optical solitons through a cascaded system is given by the vector-coupled nonlinear Schrödinger equation. It is investigated analytically using three integration algorithms. The Jacobian elliptic equation expansion method, Bernoulli equation expansion approach and Riccati equation expansion scheme are the integration tools of this model that are recruited to extract singular, bright and dark solitons. The restrictions that need to hold for the existence of these solitons are derived. (paper)

  5. Numerical solution of multiband k.p model for tunnelling in type-II heterostructures

    Directory of Open Access Journals (Sweden)

    A.E. Botha

    2010-01-01

    Full Text Available A new and very general method was developed for calculating the charge and spin-resolved electron tunnelling in type-II heterojunctions. Starting from a multiband k.p description of the bulk energy-band structure, a multiband k.p Riccati equation was derived. The reflection and transmission coefficients were obtained for each channel by integrating the Riccati equation over the entire heterostructure. Numerical instability was reduced through this method, in which the multichannel log-derivative of the envelope function matrix, rather than the envelope function itself, was propagated. As an example, a six-band k.p Hamiltonian was used to calculate the current-voltage characteristics of a 10-nm wide InAs/ GaSb/InAs single quantum well device which exhibited negative differential resistance at room temperature. The calculated current as a function of applied (bias voltage was found to be in semiquantitative agreement with the experiment, a result which indicated that inelastic transport mechanisms do not contribute significantly to the valley currents measured in this particular device.

  6. Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

    Energy Technology Data Exchange (ETDEWEB)

    Graber, P. Jameson, E-mail: jameson-graber@baylor.edu [Baylor University, Department of Mathematics (United States)

    2016-12-15

    We study a general linear quadratic mean field type control problem and connect it to mean field games of a similar type. The solution is given both in terms of a forward/backward system of stochastic differential equations and by a pair of Riccati equations. In certain cases, the solution to the mean field type control is also the equilibrium strategy for a class of mean field games. We use this fact to study an economic model of production of exhaustible resources.

  7. ROBUST KALMAN FILTERING FOR SYSTEMS UNDER NORM BOUNDED UNCERTAINTIES IN ALL SYSTEM MATRICES AND ERROR COVARIANCE CONSTRAINTS

    Institute of Scientific and Technical Information of China (English)

    XIA Yuanqing; HAN Jingqing

    2005-01-01

    This paper concerns robust Kalman filtering for systems under norm bounded uncertainties in all the system matrices and error covariance constraints. Sufficient conditions are given for the existence of such filters in terms of Riccati equations. The solutions to the conditions can be used to design the filters. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed design procedure.

  8. Global stabilization of linear continuous time-varying systems with bounded controls

    International Nuclear Information System (INIS)

    Phat, V.N.

    2004-08-01

    This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)

  9. Optimal control of transverse mode coupling instability based on the two particle model

    International Nuclear Information System (INIS)

    Ogata, Atsushi

    1985-01-01

    The optimal regulator design technique is applied to asymptotically stabilize the transverse mode coupling instability of a storage ring. The state equations are based on the two particle model. These are a pair of equation sets, one for the first and one for the second half of the synchrotron phase. Each set consists of first-order difference equations in vector-matrix form, with time step equal to the revolution time of the ring. Solution of the discrete Riccati equation gives the optimal gain matrix of the transverse feedback. Computer simulations are carried out to verify its effectiveness. Some modifications necessary to apply it to the real accelerator operation are made. The old methods, the classical output feedback and the reactive feedback, are interpreted from the viewpoint of the optimal control. (orig.)

  10. Application of holomorphic functions in two and higher dimensions

    CERN Document Server

    Gürlebeck, Klaus; Sprößig, Wolfgang

    2016-01-01

    This book presents applications of hypercomplex analysis to boundary value and initial-boundary value problems from various areas of mathematical physics. Given that quaternion and Clifford analysis offer natural and intelligent ways to enter into higher dimensions, it starts with quaternion and Clifford versions of complex function theory including series expansions with Appell polynomials, as well as Taylor and Laurent series. Several necessary function spaces are introduced, and an operator calculus based on modifications of the Dirac, Cauchy-Fueter, and Teodorescu operators and different decompositions of quaternion Hilbert spaces are proved. Finally, hypercomplex Fourier transforms are studied in detail. All this is then applied to first-order partial differential equations such as the Maxwell equations, the Carleman-Bers-Vekua system, the Schrödinger equation, and the Beltrami equation. The higher-order equations start with Riccati-type equations. Further topics include spatial fluid flow problems, ima...

  11. One-parameter Darboux transformations in thermodynamics

    International Nuclear Information System (INIS)

    Rosu, Haret C.

    2002-01-01

    The quantum oscillator thermodynamic actions are the conjugate intensive parameters for the frequency in any frequency changing process. These oscillator actions fulfill simple Riccati equations. Interesting Darboux transformations of the fundamental Planck and pure vacuum actions are discussed here in some detail. It is shown that the one-parameter 'Darboux-Transformed-Thermodynamics' refers to superpositions of boson and fermion excitations of positive and negative absolute temperature, respectively. A Darboux generalization of the fluctuation-dissipation theorem is also briefly sketched

  12. Optimal Control of a PEM Fuel Cell for the Inputs Minimization

    Directory of Open Access Journals (Sweden)

    José de Jesús Rubio

    2014-01-01

    Full Text Available The trajectory tracking problem of a proton exchange membrane (PEM fuel cell is considered. To solve this problem, an optimal controller is proposed. The optimal technique has the objective that the system states should reach the desired trajectories while the inputs are minimized. The proposed controller uses the Hamilton-Jacobi-Bellman method where its Riccati equation is considered as an adaptive function. The effectiveness of the proposed technique is verified by two simulations.

  13. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    International Nuclear Information System (INIS)

    Yu, Zhiyong

    2013-01-01

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

  14. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  15. How to discretize differential systems in a systematic way

    International Nuclear Information System (INIS)

    Murata, M; Satsuma, J; Ramani, A; Grammaticos, B

    2010-01-01

    We present a systematic approach to the construction of discrete analogues for differential systems. Our method is tailored to first-order differential equations and relies on a formal linearization, followed by a Pade-like rational approximation of an exponential evolution operator. We apply our method to a host of systems for which there exist discretization results obtained by what we call the 'intuitive' method and compare the discretizations obtained. A discussion of our method as compared to one of the Mickens is also presented. Finally we apply our method to a system of coupled Riccati equations with emphasis on the preservation of the integrable character of the differential system.

  16. Leader-Following Consensus Stability of Discrete-Time Linear Multiagent Systems with Observer-Based Protocols

    Directory of Open Access Journals (Sweden)

    Bingbing Xu

    2013-01-01

    Full Text Available We consider the leader-following consensus problem of discrete-time multiagent systems on a directed communication topology. Two types of distributed observer-based consensus protocols are considered to solve such a problem. The observers involved in the proposed protocols include full-order observer and reduced-order observer, which are used to reconstruct the state variables. Two algorithms are provided to construct the consensus protocols, which are based on the modified discrete-time algebraic Riccati equation and Sylvester equation. In light of graph and matrix theory, some consensus conditions are established. Finally, a numerical example is provided to illustrate the obtained result.

  17. Torsional Vibration of a Shafting System under Electrical Disturbances

    Directory of Open Access Journals (Sweden)

    Ling Xiang

    2012-01-01

    Full Text Available Torsional vibration responses of a nonlinear shafting system are studied by a modified Riccati torsional transfer matrix combining with the Newmark-β method. Firstly, the system is modeled as a chain consisting of an elastic spring with concentrated mass points, from which a multi-segment lumped mass model is established. Secondly, accumulated errors are eliminated from the eigenfrequencies and responses of the system's torsional vibration by this newly developed procedure. The incremental transfer matrix method, combining the modified Riccati torsional transfer matrix with Newmark-β method, is further applied to solve the dynamical equations for the torsional vibration of the nonlinear shafting system. Lastly, the shafting system of a turbine-generator is employed as an illustrating example, and simulation analysis has been performed on the transient responses of the shaft's torsional vibrations during typical power network disturbances, such as three-phase short circuit, two-phase short circuit and asynchronous juxtaposition. The results validate the present method and are instructive for the design of a turbo-generator shaft.

  18. On Optimal Feedback Control for Stationary Linear Systems

    International Nuclear Information System (INIS)

    Russell, David L.

    2010-01-01

    We study linear-quadratic optimal control problems for finite dimensional stationary linear systems AX+BU=Z with output Y=CX+DU from the viewpoint of linear feedback solution. We interpret solutions in relation to system robustness with respect to disturbances Z and relate them to nonlinear matrix equations of Riccati type and eigenvalue-eigenvector problems for the corresponding Hamiltonian system. Examples are included along with an indication of extensions to continuous, i.e., infinite dimensional, systems, primarily of elliptic type.

  19. Differential Equations Compatible with KZ Equations

    International Nuclear Information System (INIS)

    Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.

    2000-01-01

    We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions

  20. A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

    Science.gov (United States)

    Banks, H. T.; Ito, K.

    1991-01-01

    A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

  1. Four-level and two-qubit systems, subalgebras, and unitary integration

    International Nuclear Information System (INIS)

    Rau, A.R.P.; Selvaraj, G.; Uskov, D.

    2005-01-01

    Four-level systems in quantum optics, and for representing two qubits in quantum computing, are difficult to solve for general time-dependent Hamiltonians. A systematic procedure is presented which combines analytical handling of the algebraic operator aspects with simple solutions of classical, first-order differential equations. In particular, by exploiting su(2)+su(2) and su(2)+su(2)+u(1) subalgebras of the full SU(4) dynamical group of the system, the nontrivial part of the final calculation is reduced to a single Riccati (first-order, quadratically nonlinear) equation, itself simply solved. Examples are provided of two-qubit problems from the recent literature, including implementation of two-qubit gates with Josephson junctions

  2. Desain Kontrol Tracking Underactuated Autonomous Underwater Vehicle (AUV dengan Pengaruh Gangguan Arus Laut

    Directory of Open Access Journals (Sweden)

    Ilmi Rizki I

    2016-11-01

    Full Text Available Paper ini membahas masalah gerak AUV pada bidang horizontal yang dipengaruhi oleh arah sudut yaw. Arah sudut yaw merupakan ukuran utama dalam mengatur gerak horizontal pada AUV. Pengaturan gerak pada AUV berupa perubahan arah sudut yaw merupakan permasalahan kontrol tracking AUV. Kontrol tracking pada paper ini digunakan untuk kebutuhan heading control. Heading control tersebut digunakan untuk mengatur arah sudut yaw AUV agar sesuai dengan sinyal referensi yaw yang diberikan. Kompleksitas dalam mendesain heading control akibat karakteristik-karakteristik dari dinamika AUV yang high nonlinear dan uncertainty parameter yang ditentukan oleh hydrodynamic forces dan environmental forces berupa gangguan ocean current menjadi permasalahan yang tidak mudah dipecahkan. Oleh karena itu dibutuhkan sebuah metode untuk mengatasi permasalahan tersebut, yaitu menggunaan metode State Dependent Riccati Equations berdasarkan Linear Quadratic Tracking (SDRE-LQT. Algoritma ini menghitung perubahan permasalahan tracking pada sudut yaw dan dapat mengatasi gangguan ocean current melalui perhitungan perubahan parameter dari AUV secara online melalui algebraic Riccati equation.sehingga sinyal kontrol yang diberikan ke plant dapat mengikuti perubahan kondisi dari plant itu sendiri, termasuk perubahan parameter akibat gangguan berupa ocean current. Hasil simulasi menunjukkan bahwa metode kontrol yang digunakan mampu membawa sudut yaw pada nilai yang diharapkan dan gangguan arus dapat diatasi dengan memberikan nilai sinyal kontrol yang baru secara online, sehingga AUV dapat melakukan  tracking secara otomatis pada kondisi ada atau tanpa gangguan ocean current dengan dengan nilai error steady state . Kata kunci — AUV, Tracking Control, SDRE-LQT, Ocean Current Disturbance

  3. Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

    Science.gov (United States)

    Ivanov, I.; Imsland, Lars; Bogdanova, B.

    2017-03-01

    The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.

  4. A Homogeneous and Self-Dual Interior-Point Linear Programming Algorithm for Economic Model Predictive Control

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Frison, Gianluca; Skajaa, Anders

    2015-01-01

    We develop an efficient homogeneous and self-dual interior-point method (IPM) for the linear programs arising in economic model predictive control of constrained linear systems with linear objective functions. The algorithm is based on a Riccati iteration procedure, which is adapted to the linear...... system of equations solved in homogeneous and self-dual IPMs. Fast convergence is further achieved using a warm-start strategy. We implement the algorithm in MATLAB and C. Its performance is tested using a conceptual power management case study. Closed loop simulations show that 1) the proposed algorithm...

  5. Upper and Lower Bounds of Frequency Interval Gramians for a Class of Perturbed Linear Systems

    DEFF Research Database (Denmark)

    Shaker, Hamid Reza

    2012-01-01

    if the system is controllable or observable, but also it is required to know the degree of controllability or observability of the system. Gramian matrices were introduced to address this issue by providing a quantitative measure for controllability and observability. In many applications, the information...... of uncertain systems. In this paper, we derive upper and lower bounds of frequency interval gramians under perturbations of an A-matrix in the state-space form. These bounds are obtained by solving algebraic Riccati equations. The results are further used to obtain upper and lower bounds of the frequency...

  6. Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

    Directory of Open Access Journals (Sweden)

    Huiying Sun

    2014-01-01

    Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

  7. A new integrability theory for certain nonlinear physical problems

    International Nuclear Information System (INIS)

    Berger, M.S.

    1993-01-01

    A new mathematically sound integrability theory for certain nonlinear problems defined by ordinary or partial differential equations is defined. The new theory works in an arbitrary finite number of space dimensions. Moreover, if a system is integrable in the new sense described here, it has a remarkable stability property that distinguishes if from any previously known integrability ideas. The new theory proceeds by establishing a ''global normal form'' for the problem at hand. This normal form holds subject to canonical coordinate transformations, extending such classical ideas by using new nonlinear methods of infinite dimensional functional analysis. The global normal form in question is related to the mathematical theory of singularities of mappings of H. Whitney and R. Thom extended globally and form finite to infinite dimensions. Thus bifurcation phenomena are naturally included in the new integrability theory. Typical examples include the classically nonintegrable Riccati equation, certain non-Euclidean mean field theories, certain parabolic reaction diffusion equations and the hyperbolic nonlinear telegrapher's equation. (Author)

  8. p-Euler equations and p-Navier-Stokes equations

    Science.gov (United States)

    Li, Lei; Liu, Jian-Guo

    2018-04-01

    We propose in this work new systems of equations which we call p-Euler equations and p-Navier-Stokes equations. p-Euler equations are derived as the Euler-Lagrange equations for the action represented by the Benamou-Brenier characterization of Wasserstein-p distances, with incompressibility constraint. p-Euler equations have similar structures with the usual Euler equations but the 'momentum' is the signed (p - 1)-th power of the velocity. In the 2D case, the p-Euler equations have streamfunction-vorticity formulation, where the vorticity is given by the p-Laplacian of the streamfunction. By adding diffusion presented by γ-Laplacian of the velocity, we obtain what we call p-Navier-Stokes equations. If γ = p, the a priori energy estimates for the velocity and momentum have dual symmetries. Using these energy estimates and a time-shift estimate, we show the global existence of weak solutions for the p-Navier-Stokes equations in Rd for γ = p and p ≥ d ≥ 2 through a compactness criterion.

  9. Equating error in observed-score equating

    NARCIS (Netherlands)

    van der Linden, Willem J.

    2006-01-01

    Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of

  10. Optimal pole shifting controller for interconnected power system

    International Nuclear Information System (INIS)

    Yousef, Ali M.; Kassem, Ahmed M.

    2011-01-01

    Research highlights: → Mathematical model represents a power system which consists of synchronous machine connected to infinite bus through transmission line. → Power system stabilizer was designed based on optimal pole shifting controller. → The system performances was tested through load disturbances at different operating conditions. → The system performance with the proposed optimal pole shifting controller is compared with the conventional pole placement controller. → The digital simulation results indicated that the proposed controller has a superior performance. -- Abstract: Power system stabilizer based on optimal pole shifting is proposed. An approach for shifting the real parts of the open-loop poles to any desired positions while preserving the imaginary parts is presented. In each step of this approach, it is required to solve a first-order or a second-order linear matrix Lyapunov equation for shifting one real pole or two complex conjugate poles, respectively. This presented method yields a solution, which is optimal with respect to a quadratic performance index. The attractive feature of this method is that it enables solutions of the complex problem to be easily found without solving any non-linear algebraic Riccati equation. The present power system stabilizer is based on Riccati equation approach. The control law depends on finding the feedback gain matrix, and then the control signal is synthesized by multiplying the state variables of the power system with determined gain matrix. The gain matrix is calculated one time only, and it works over wide range of operating conditions. To validate the power of the proposed PSS, a linearized model of a simple power system consisted of a single synchronous machine connected to infinite bus bar through transmission line is simulated. The studied power system is subjected to various operating points and power system parameters changes.

  11. Optimal pole shifting controller for interconnected power system

    Energy Technology Data Exchange (ETDEWEB)

    Yousef, Ali M., E-mail: drali_yousef@yahoo.co [Electrical Eng. Dept., Faculty of Engineering, Assiut University (Egypt); Kassem, Ahmed M., E-mail: kassem_ahmed53@hotmail.co [Control Technology Dep., Industrial Education College, Beni-Suef University (Egypt)

    2011-05-15

    Research highlights: {yields} Mathematical model represents a power system which consists of synchronous machine connected to infinite bus through transmission line. {yields} Power system stabilizer was designed based on optimal pole shifting controller. {yields} The system performances was tested through load disturbances at different operating conditions. {yields} The system performance with the proposed optimal pole shifting controller is compared with the conventional pole placement controller. {yields} The digital simulation results indicated that the proposed controller has a superior performance. -- Abstract: Power system stabilizer based on optimal pole shifting is proposed. An approach for shifting the real parts of the open-loop poles to any desired positions while preserving the imaginary parts is presented. In each step of this approach, it is required to solve a first-order or a second-order linear matrix Lyapunov equation for shifting one real pole or two complex conjugate poles, respectively. This presented method yields a solution, which is optimal with respect to a quadratic performance index. The attractive feature of this method is that it enables solutions of the complex problem to be easily found without solving any non-linear algebraic Riccati equation. The present power system stabilizer is based on Riccati equation approach. The control law depends on finding the feedback gain matrix, and then the control signal is synthesized by multiplying the state variables of the power system with determined gain matrix. The gain matrix is calculated one time only, and it works over wide range of operating conditions. To validate the power of the proposed PSS, a linearized model of a simple power system consisted of a single synchronous machine connected to infinite bus bar through transmission line is simulated. The studied power system is subjected to various operating points and power system parameters changes.

  12. equateIRT: An R Package for IRT Test Equating

    Directory of Open Access Journals (Sweden)

    Michela Battauz

    2015-12-01

    Full Text Available The R package equateIRT implements item response theory (IRT methods for equating different forms composed of dichotomous items. In particular, the IRT models included are the three-parameter logistic model, the two-parameter logistic model, the one-parameter logistic model and the Rasch model. Forms can be equated when they present common items (direct equating or when they can be linked through a chain of forms that present common items in pairs (indirect or chain equating. When two forms can be equated through different paths, a single conversion can be obtained by averaging the equating coefficients. The package calculates direct and chain equating coefficients. The averaging of direct and chain coefficients that link the same two forms is performed through the bisector method. Furthermore, the package provides analytic standard errors of direct, chain and average equating coefficients.

  13. Infiltration analysis for Abadia de Goias repository: numerical solution; Analise de infiltracao para o repositorio de Abadia de Goias: solucao numerica

    Energy Technology Data Exchange (ETDEWEB)

    Martin Alves, Antonio S. de [NUCLEN, Rio de Janeiro, RJ (Brazil); Passos, Aline M.M. dos [Universidade Federal Fluminense, Niteroi, RJ (Brazil)

    1997-12-01

    The safety analysis of a structure known as repository for medium activity wastes leads to investigating the physical phenomena connected to the water infiltration. This work shows succinctly an engineering approach to obtain numerical results for the model differential equations. One of these equations, related to the two-phase flow within the structure, is a nonlinear Riccati type, whose solution is only known for certain cases. For safety analysis and design purposes, the solution for the case of variable parameters is also advantageous when one aims some accident scenarios analysis. The utilization of numerical techniques allowed excellent results applied for the design of the Abadia de Goias repository. The case treated in this paper was one of those applied to the safety assessment of this repository. (author). 7 refs., 4 figs., 7 tabs.

  14. Optimal Robust Fault Detection for Linear Discrete Time Systems

    Directory of Open Access Journals (Sweden)

    Nike Liu

    2008-01-01

    Full Text Available This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal but useless fault-detection filters.

  15. Distributed-observer-based cooperative control for synchronization of linear discrete-time multi-agent systems.

    Science.gov (United States)

    Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan

    2015-11-01

    This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  16. Globally exponential stability condition of a class of neural networks with time-varying delays

    International Nuclear Information System (INIS)

    Liao, T.-L.; Yan, J.-J.; Cheng, C.-J.; Hwang, C.-C.

    2005-01-01

    In this Letter, the globally exponential stability for a class of neural networks including Hopfield neural networks and cellular neural networks with time-varying delays is investigated. Based on the Lyapunov stability method, a novel and less conservative exponential stability condition is derived. The condition is delay-dependent and easily applied only by checking the Hamiltonian matrix with no eigenvalues on the imaginary axis instead of directly solving an algebraic Riccati equation. Furthermore, the exponential stability degree is more easily assigned than those reported in the literature. Some examples are given to demonstrate validity and excellence of the presented stability condition herein

  17. Optimization of the Aedes aegypti Control Strategies for Integrated Vector Management

    Directory of Open Access Journals (Sweden)

    Marat Rafikov

    2015-01-01

    Full Text Available We formulate an infinite-time quadratic functional minimization problem of Aedes aegypti mosquito population. Three techniques of mosquito population management, chemical insecticide control, sterile insect technique control, and environmental carrying capacity reduction, are combined in order to obtain the most sustainable strategy to reduce mosquito population and consequently dengue disease. The solution of the optimization control problem is based on the ideas of the Dynamic Programming and Lyapunov Stability using State-Dependent Riccati Equation (SDRE control method. Different scenarios are analyzed combining three mentioned population management efforts in order to assess the most sustainable policy to reduce the mosquito population.

  18. The cyclicity of a class of quadratic reversible system of genus one

    International Nuclear Information System (INIS)

    Shao Yi; Zhao Yulin

    2011-01-01

    Highlights: → We prove Conjecture 1 in Ref. Gautier et al. under certain conditions. → We apply the zero isocline of the Riccati equation to study the behavior of ω(h) in Section . → We present a method to find the number of zeros of I''(h) in Section . - Abstract: In this paper, we investigate the bifurcations of limit cycles in a class of planar quadratic reversible system of genus one x . =y+4x 2 ,y . =-x(1-8/3 y) under quadratic perturbations. It is proved that the cyclicity of the period annulus is equal to two.

  19. Computing generalized Langevin equations and generalized Fokker-Planck equations.

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

    The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

  20. Development of kinetics equations from the Boltzmann equation; Etablissement des equations de la cinetique a partir de l'equation de Boltzmann

    Energy Technology Data Exchange (ETDEWEB)

    Plas, R.

    1962-07-01

    The author reports a study on kinetics equations for a reactor. He uses the conventional form of these equations but by using a dynamic multiplication factor. Thus, constants related to delayed neutrons are not modified by efficiency factors. The author first describes the theoretic kinetic operation of a reactor and develops the associated equations. He reports the development of equations for multiplication factors.

  1. A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design

    Science.gov (United States)

    Balakrishnan, A. V.

    1988-01-01

    The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.

  2. Diffraction of a Gaussian beam in a three-dimensional smoothly inhomogeneous medium: an eikonal-based complex geometrical-optics approach.

    Science.gov (United States)

    Berczynski, Pawel; Bliokh, Konstantin Yu; Kravtsov, Yuri A; Stateczny, Andrzej

    2006-06-01

    We present an ab initio account of the paraxial complex geometrical optics (CGO) in application to scalar Gaussian beam propagation and diffraction in a 3D smoothly inhomogeneous medium. The paraxial CGO deals with quadratic expansion of the complex eikonal and reduces the wave problem to the solution of ordinary differential equations of the Riccati type. This substantially simplifies the description of Gaussian beam diffraction as compared with full-wave or parabolic (quasi-optics) equations. For a Gaussian beam propagating in a homogeneous medium or along the symmetry axis in a lenslike medium, the CGO equations possess analytical solutions; otherwise, they can be readily solved numerically. As a nontrivial example we consider Gaussian beam propagation and diffraction along a helical ray in an axially symmetric waveguide medium. It is shown that the major axis of the beam's elliptical cross section grows unboundedly; it is oriented predominantly in the azimuthal (binormal) direction and does not obey the parallel-transport law.

  3. Gravitational radiation from nearly Newtonian systems

    International Nuclear Information System (INIS)

    Kirk, E.M.

    1989-09-01

    A method of examining gravitational radiation from nearly Newtonian systems is presented. Using the Cartan formulation of Newtonian gravity, a one parameter family of space-times which have a strict Newtonian limit is constructed. An expression for the initial null data in terms of the Newtonian potential is obtained in the Newtonian limit. Using this, the problem is formulated as a series in the Newtonian parameter. The series expansions for the sources of the Bianchi identities are obtained to third order in both the vacuum and non-vacuum cases. A simple technique is presented for determining whether a particular source term gives rise to asymptotically flat null data. The far field quadrupole formula is derived in a leading approximation and a method for obtaining error bounds is discussed. Additionally, a method for solving Einstein's equations is shown. This involves expressing the Ricci identities as a matrix, Riccati equation and a system of linear matrix equations. A comparison of the formalisms of Bondi and Newman Penrose is presented and explicit correspondences between the supersurface constrain equations and the Ricci identities are shown. (author)

  4. Extended rate equations

    International Nuclear Information System (INIS)

    Shore, B.W.

    1981-01-01

    The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence

  5. Full-order optimal compensators for flow control: the multiple inputs case

    Science.gov (United States)

    Semeraro, Onofrio; Pralits, Jan O.

    2018-03-01

    Flow control has been the subject of numerous experimental and theoretical works. We analyze full-order, optimal controllers for large dynamical systems in the presence of multiple actuators and sensors. The full-order controllers do not require any preliminary model reduction or low-order approximation: this feature allows us to assess the optimal performance of an actuated flow without relying on any estimation process or further hypothesis on the disturbances. We start from the original technique proposed by Bewley et al. (Meccanica 51(12):2997-3014, 2016. https://doi.org/10.1007/s11012-016-0547-3), the adjoint of the direct-adjoint (ADA) algorithm. The algorithm is iterative and allows bypassing the solution of the algebraic Riccati equation associated with the optimal control problem, typically infeasible for large systems. In this numerical work, we extend the ADA iteration into a more general framework that includes the design of controllers with multiple, coupled inputs and robust controllers (H_{∞} methods). First, we demonstrate our results by showing the analytical equivalence between the full Riccati solutions and the ADA approximations in the multiple inputs case. In the second part of the article, we analyze the performance of the algorithm in terms of convergence of the solution, by comparing it with analogous techniques. We find an excellent scalability with the number of inputs (actuators), making the method a viable way for full-order control design in complex settings. Finally, the applicability of the algorithm to fluid mechanics problems is shown using the linearized Kuramoto-Sivashinsky equation and the Kármán vortex street past a two-dimensional cylinder.

  6. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  7. Analysis of wave equation in electromagnetic field by Proca equation

    International Nuclear Information System (INIS)

    Pamungkas, Oky Rio; Soeparmi; Cari

    2017-01-01

    This research is aimed to analyze wave equation for the electric and magnetic field, vector and scalar potential, and continuity equation using Proca equation. Then, also analyze comparison of the solution on Maxwell and Proca equation for scalar potential and electric field, both as a function of distance and constant wave number. (paper)

  8. Comparison of Kernel Equating and Item Response Theory Equating Methods

    Science.gov (United States)

    Meng, Yu

    2012-01-01

    The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…

  9. Factorization and the synthesis of optimal feedback gains for distributed parameter systems

    Science.gov (United States)

    Milman, Mark H.; Scheid, Robert E.

    1990-01-01

    An approach based on Volterra factorization leads to a new methodology for the analysis and synthesis of the optimal feedback gain in the finite-time linear quadratic control problem for distributed parameter systems. The approach circumvents the need for solving and analyzing Riccati equations and provides a more transparent connection between the system dynamics and the optimal gain. The general results are further extended and specialized for the case where the underlying state is characterized by autonomous differential-delay dynamics. Numerical examples are given to illustrate the second-order convergence rate that is derived for an approximation scheme for the optimal feedback gain in the differential-delay problem.

  10. Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

    Institute of Scientific and Technical Information of China (English)

    Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

    2016-01-01

    Kalman filtering problem for singular systems is dealt with,where the measurements consist of instantaneous measurements and delayed ones,and the plant includes multiplicative noise.By utilizing standard singular value decomposition,the restricted equivalent delayed system is presented,and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma.The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations,and a numerical example is presented to show the validity and efficiency of the proposed approach,where the comparison between the filter and predictor is also given.

  11. Kalman Filtering for Delayed Singular Systems with Multiplicative Noise

    Institute of Scientific and Technical Information of China (English)

    Xiao Lu; Linglong Wang; Haixia Wang; Xianghua Wang

    2016-01-01

    Kalman filtering problem for singular systems is dealt with, where the measurements consist of instantaneous measurements and delayed ones, and the plant includes multiplicative noise. By utilizing standard singular value decomposition, the restricted equivalent delayed system is presented, and the Kalman filters for the restricted equivalent system are given by using the well-known re-organization of innovation analysis lemma. The optimal Kalman filter for the original system is given based on the above Kalman filter by recursive Riccati equations, and a numerical example is presented to show the validity and efficiency of the proposed approach, where the comparison between the filter and predictor is also given.

  12. Optimal reduction of flexible dynamic system

    International Nuclear Information System (INIS)

    Jankovic, J.

    1994-01-01

    Dynamic system reduction is basic procedure in various problems of active control synthesis of flexible structures. In this paper is presented direct method for system reduction by explicit extraction of modes included in reduced model form. Criterion for optimal system discrete approximation in synthesis reduced dynamic model is also presented. Subjected method of system decomposition is discussed in relation to the Schur method of solving matrix algebraic Riccati equation as condition for system reduction. By using exposed method procedure of flexible system reduction in addition with corresponding example is presented. Shown procedure is powerful in problems of active control synthesis of flexible system vibrations

  13. On H∞ Fault Estimator Design for Linear Discrete Time-Varying Systems under Unreliable Communication Link

    Directory of Open Access Journals (Sweden)

    Yueyang Li

    2014-01-01

    Full Text Available This paper investigates the H∞ fixed-lag fault estimator design for linear discrete time-varying (LDTV systems with intermittent measurements, which is described by a Bernoulli distributed random variable. Through constructing a novel partially equivalent dynamic system, the fault estimator design is converted into a deterministic quadratic minimization problem. By applying the innovation reorganization technique and the projection formula in Krein space, a necessary and sufficient condition is obtained for the existence of the estimator. The parameter matrices of the estimator are derived by recursively solving two standard Riccati equations. An illustrative example is provided to show the effectiveness and applicability of the proposed algorithm.

  14. Integral equations

    CERN Document Server

    Moiseiwitsch, B L

    2005-01-01

    Two distinct but related approaches hold the solutions to many mathematical problems--the forms of expression known as differential and integral equations. The method employed by the integral equation approach specifically includes the boundary conditions, which confers a valuable advantage. In addition, the integral equation approach leads naturally to the solution of the problem--under suitable conditions--in the form of an infinite series.Geared toward upper-level undergraduate students, this text focuses chiefly upon linear integral equations. It begins with a straightforward account, acco

  15. Partial Differential Equations

    CERN Document Server

    1988-01-01

    The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.

  16. Nonlinear evolution equations

    CERN Document Server

    Uraltseva, N N

    1995-01-01

    This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p

  17. FMTLxLyLz DIMENSIONAL EQUAT DIMENSIONAL EQUATION ...

    African Journals Online (AJOL)

    eobe

    plant made of 12mm thick steel plate was used in de steel plate ... water treatment plant. ... ameters affecting filtration processes were used to derive an equation usin ..... system. However, in deriving the equation onl terms are incorporated.

  18. Kinetic equations for an unstable plasma; Equations cinetiques d'un plasma instable

    Energy Technology Data Exchange (ETDEWEB)

    Laval, G; Pellat, R [Commissariat a l' Energie Atomique, Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

    1968-07-01

    In this work, we establish the plasma kinetic equations starting from the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy of equations. We demonstrate that relations existing between correlation functions may help to justify the truncation of the hierarchy. Then we obtain the kinetic equations of a stable or unstable plasma. They do not reduce to an equation for the one-body distribution function, but generally involve two coupled equations for the one-body distribution function and the spectral density of the fluctuating electric field. We study limiting cases where the Balescu-Lenard equation, the quasi-linear theory, the Pines-Schrieffer equations and the equations of weak turbulence in the random phase approximation are recovered. At last we generalise the H-theorem for the system of equations and we define conditions for irreversible behaviour. (authors) [French] Dans ce travail nous etablissons les equations cinetiques d'un plasma a partir des equations de la recurrence de Bogoliubov, Born, Green, Kirkwood et Yvon. Nous demontrons qu'entre les fonctions de correlation d'un plasma existent des relations qui permettent de justifier la troncature de la recurrence. Nous obtenons alors les equations cinetiques d'un plasma stable ou instable. En general elles ne se reduisent pas a une equation d'evolution pour la densite simple, mais se composent de deux equations couplees portant sur la densite simple et la densite spectrale du champ electrique fluctuant. Nous etudions le cas limites ou l'on retrouve l'equation de Balescu-Lenard, les equations de la theorie quasi-lineaire, les equations de Pines et Schrieffer et les equations de la turbulence faible dans l'approximation des phases aleatoires. Enfin, nous generalisons le theoreme H pour ce systeme d'equations et nous precisons les conditions d'evolution irreversible. (auteurs)

  19. equate: An R Package for Observed-Score Linking and Equating

    Directory of Open Access Journals (Sweden)

    Anthony D. Albano

    2016-10-01

    Full Text Available The R package equate contains functions for observed-score linking and equating under single-group, equivalent-groups, and nonequivalent-groups with anchor test(s designs. This paper introduces these designs and provides an overview of observed-score equating with details about each of the supported methods. Examples demonstrate the basic functionality of the equate package.

  20. Chemical Equation Balancing.

    Science.gov (United States)

    Blakley, G. R.

    1982-01-01

    Reviews mathematical techniques for solving systems of homogeneous linear equations and demonstrates that the algebraic method of balancing chemical equations is a matter of solving a system of homogeneous linear equations. FORTRAN programs using this matrix method to chemical equation balancing are available from the author. (JN)

  1. A new auxiliary equation and exact travelling wave solutions of nonlinear equations

    International Nuclear Information System (INIS)

    Sirendaoreji

    2006-01-01

    A new auxiliary ordinary differential equation and its solutions are used for constructing exact travelling wave solutions of nonlinear partial differential equations in a unified way. The main idea of this method is to take full advantage of the auxiliary equation which has more new exact solutions. More new exact travelling wave solutions are obtained for the quadratic nonlinear Klein-Gordon equation, the combined KdV and mKdV equation, the sine-Gordon equation and the Whitham-Broer-Kaup equations

  2. 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)

  3. Some New Integrable Equations from the Self-Dual Yang-Mills Equations

    International Nuclear Information System (INIS)

    Ivanova, T.A.; Popov, A.D.

    1994-01-01

    Using the symmetry reductions of the self-dual Yang-Mills (SDYM) equations in (2+2) dimensions, we introduce new integrable equations which are 'deformations' of the chiral model in (2+1) dimensions, generalized nonlinear Schroedinger, Korteweg-de Vries, Toda lattice, Garnier, Euler-Arnold, generalized Calogero-Moser and Euler-Calogero-Moser equations. The Lax pairs for all of these equations are derived by the symmetry reductions of the Lax pair for the SDYM equations. 34 refs

  4. 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

  5. The equationally-defined commutator a study in equational logic and algebra

    CERN Document Server

    Czelakowski, Janusz

    2015-01-01

    This monograph introduces and explores the notions of a commutator equation and the equationally-defined commutator from the perspective of abstract algebraic logic.  An account of the commutator operation associated with equational deductive systems is presented, with an emphasis placed on logical aspects of the commutator for equational systems determined by quasivarieties of algebras.  The author discusses the general properties of the equationally-defined commutator, various centralization relations for relative congruences, the additivity and correspondence properties of the equationally-defined commutator, and its behavior in finitely generated quasivarieties. Presenting new and original research not yet considered in the mathematical literature, The Equationally-Defined Commutator will be of interest to professional algebraists and logicians, as well as graduate students and other researchers interested in problems of modern algebraic logic.

  6. A Comparison between Linear IRT Observed-Score Equating and Levine Observed-Score Equating under the Generalized Kernel Equating Framework

    Science.gov (United States)

    Chen, Haiwen

    2012-01-01

    In this article, linear item response theory (IRT) observed-score equating is compared under a generalized kernel equating framework with Levine observed-score equating for nonequivalent groups with anchor test design. Interestingly, these two equating methods are closely related despite being based on different methodologies. Specifically, when…

  7. Five-dimensional Monopole Equation with Hedge-Hog Ansatz and Abel's Differential Equation

    OpenAIRE

    Kihara, Hironobu

    2008-01-01

    We review the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the Hedge-Hog ansatz is studied. The Bogomol'nyi equation becomes a second order autonomous non-linear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.

  8. Differential equations a dynamical systems approach ordinary differential equations

    CERN Document Server

    Hubbard, John H

    1991-01-01

    This is a corrected third printing of the first part of the text Differential Equations: A Dynamical Systems Approach written by John Hubbard and Beverly West. The authors' main emphasis in this book is on ordinary differential equations. The book is most appropriate for upper level undergraduate and graduate students in the fields of mathematics, engineering, and applied mathematics, as well as the life sciences, physics and economics. Traditional courses on differential equations focus on techniques leading to solutions. Yet most differential equations do not admit solutions which can be written in elementary terms. The authors have taken the view that a differential equations defines functions; the object of the theory is to understand the behavior of these functions. The tools the authors use include qualitative and numerical methods besides the traditional analytic methods. The companion software, MacMath, is designed to bring these notions to life.

  9. Differential equations

    CERN Document Server

    Barbu, Viorel

    2016-01-01

    This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.

  10. Hierarchical matrices algorithms and analysis

    CERN Document Server

    Hackbusch, Wolfgang

    2015-01-01

    This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchical matrices is of interest to scientists ...

  11. New Equating Methods and Their Relationships with Levine Observed Score Linear Equating under the Kernel Equating Framework

    Science.gov (United States)

    Chen, Haiwen; Holland, Paul

    2010-01-01

    In this paper, we develop a new curvilinear equating for the nonequivalent groups with anchor test (NEAT) design under the assumption of the classical test theory model, that we name curvilinear Levine observed score equating. In fact, by applying both the kernel equating framework and the mean preserving linear transformation of…

  12. Bridging the Knowledge Gaps between Richards' Equation and Budyko Equation

    Science.gov (United States)

    Wang, D.

    2017-12-01

    The empirical Budyko equation represents the partitioning of mean annual precipitation into evaporation and runoff. Richards' equation, based on Darcy's law, represents the movement of water in unsaturated soils. The linkage between Richards' equation and Budyko equation is presented by invoking the empirical Soil Conservation Service curve number (SCS-CN) model for computing surface runoff at the event-scale. The basis of the SCS-CN method is the proportionality relationship, i.e., the ratio of continuing abstraction to its potential is equal to the ratio of surface runoff to its potential value. The proportionality relationship can be derived from the Richards' equation for computing infiltration excess and saturation excess models at the catchment scale. Meanwhile, the generalized proportionality relationship is demonstrated as the common basis of SCS-CN method, monthly "abcd" model, and Budyko equation. Therefore, the linkage between Darcy's law and the emergent pattern of mean annual water balance at the catchment scale is presented through the proportionality relationship.

  13. Partial differential equations

    CERN Document Server

    Evans, Lawrence C

    2010-01-01

    This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...

  14. Nonlinear Dirac Equations

    Directory of Open Access Journals (Sweden)

    Wei Khim Ng

    2009-02-01

    Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.

  15. Functional equations with causal operators

    CERN Document Server

    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.

  16. Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

    Science.gov (United States)

    Fu, Yue; Chai, Tianyou

    2016-12-01

    Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

  17. Evaluating Equating Results: Percent Relative Error for Chained Kernel Equating

    Science.gov (United States)

    Jiang, Yanlin; von Davier, Alina A.; Chen, Haiwen

    2012-01-01

    This article presents a method for evaluating equating results. Within the kernel equating framework, the percent relative error (PRE) for chained equipercentile equating was computed under the nonequivalent groups with anchor test (NEAT) design. The method was applied to two data sets to obtain the PRE, which can be used to measure equating…

  18. Handbook of integral equations

    CERN Document Server

    Polyanin, Andrei D

    2008-01-01

    This handbook contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equations that arise in mathematics, physics, engineering, the sciences, and economics. This second edition includes new chapters on mixed multidimensional equations and methods of integral equations for ODEs and PDEs, along with over 400 new equations with exact solutions. With many examples added for illustrative purposes, it presents new material on Volterra, Fredholm, singular, hypersingular, dual, and nonlinear integral equations, integral transforms, and special functions.

  19. Ordinary differential equations

    CERN Document Server

    Greenberg, Michael D

    2014-01-01

    Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps

  20. Linear Time Varying Approach to Satellite Attitude Control Using only Electromagnetic Actuation

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    1997-01-01

    , lightweight, and power efficient actuators is therefore crucial and viable. This paper discusses linear attitude control strategies for a low earth orbit satellite actuated by a set of mutually perpendicular electromagnetic coils. The principle is to use the interaction between the Earth's magnetic field...... systems is limited, nevertheless, a solution of the Riccati equation gives an excellent frame for investigations provided in this paper. An observation that geomagnetic field changes approximately periodically when a satellite is on a near polar orbit is used throughout this paper. Three types of attitude...... controllers are proposed: an infinite horizon, a finite horizon, and a constant gain controller. Their performance is evaluated and compared in the simulation study of the realistic environment....

  1. Linear Time Varying Approach to Satellite Attitude Control Using only Electromagnetic Actuation

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    2000-01-01

    , lightweight, and power efficient actuators is therefore crucial and viable. This paper discusser linear attitude control strategies for a low earth orbit satellite actuated by a set of mutually perpendicular electromagnetic coils. The principle is to use the interaction between the Earth's magnetic field......, nevertheless, a solution of the riccati equation gives an excellent frame for investigations provided in this paper. An observation that geomagnetic field changes approximately periodically when satellite is on a near polar orbit is used throughout this paper. Three types of attitude controllers are proposed......: an infinite horizon, a finite horizon, and a constant gain controller. Their performance is evaluated and compared in the simulation study of the environment...

  2. Control of the ORR-PSF pressure-vessel surveillance irradiation experiment temperature

    International Nuclear Information System (INIS)

    Miller, L.F.

    1982-01-01

    Control of the Oak Ridge Research Reactor Pool Side Facility (ORR-PSF) pressure vessel surveillance irradiation experiment temperature is implemented by digital computer control of electrical heaters under fixed cooling conditions. Cooling is accomplished with continuous flows of water in pipes between specimen sets and of helium-neon gas in the specimen set housings. Control laws are obtained from solutions of the discrete-time Riccati equation and are implemented with direct digital control of solid state relays in the electrical heater circuit. Power dissipated by the heaters is determined by variac settings and the percent of time that the solid state relays allow power to be supplied to the heaters. Control demands are updated every forty seconds

  3. Closed-form solutions for linear regulator-design of mechanical systems including optimal weighting matrix selection

    Science.gov (United States)

    Hanks, Brantley R.; Skelton, Robert E.

    1991-01-01

    This paper addresses the restriction of Linear Quadratic Regulator (LQR) solutions to the algebraic Riccati Equation to design spaces which can be implemented as passive structural members and/or dampers. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical systems. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist. Some examples of simple spring mass systems are shown to illustrate key points.

  4. Fractional Schroedinger equation

    International Nuclear Information System (INIS)

    Laskin, Nick

    2002-01-01

    Some properties of the fractional Schroedinger equation are studied. We prove the Hermiticity of the fractional Hamilton operator and establish the parity conservation law for fractional quantum mechanics. As physical applications of the fractional Schroedinger equation we find the energy spectra of a hydrogenlike atom (fractional 'Bohr atom') and of a fractional oscillator in the semiclassical approximation. An equation for the fractional probability current density is developed and discussed. We also discuss the relationships between the fractional and standard Schroedinger equations

  5. Introduction to differential equations

    CERN Document Server

    Taylor, Michael E

    2011-01-01

    The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen

  6. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  7. Averaged RMHD equations

    International Nuclear Information System (INIS)

    Ichiguchi, Katsuji

    1998-01-01

    A new reduced set of resistive MHD equations is derived by averaging the full MHD equations on specified flux coordinates, which is consistent with 3D equilibria. It is confirmed that the total energy is conserved and the linearized equations for ideal modes are self-adjoint. (author)

  8. Differential equations

    CERN Document Server

    Tricomi, FG

    2013-01-01

    Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff

  9. Electron-positron pair creation from vacuum induced by variable electric field

    International Nuclear Information System (INIS)

    Marinov, M.S.; Popov, V.S.

    1977-01-01

    Problem is considered of spontaneous creation of electron-positron pairs from the vacuum induced by external electric field, that is homogeneous and depends on time in an arbitrary way. The Heisenberg equations of motion are obtained for the creation-annihilation operators. The solution is a linear canonical transformation. The problem is reduced to a set of differential equations for the second-order matrices determining this transformation. A consequence of the CP symmetry of the Dirac equation with an external electric field is that the e + e - pair is created from the vacuum in a state with total spin 1. The case when the variating electric field conserves its direction, is considered in more detail. In this case the equations are much simplified and may be reduced to the Riccati equation or to problem of oscillator with variable frequency, so the problem is equivalent to the one-dimensional quantal problem of a barrier penetration. Two approximate methods to calculate the pair creation probabilities are discussed: the quasiclassical approach and the antidiabatical method, applicable for sharp variations of the external field. Numerical estimates are obtained for the number of e + e - pairs produced by the field E(t) = E cos ωt. Group-theoretical aspects of the problem are also considered. (author)

  10. How to obtain the covariant form of Maxwell's equations from the continuity equation

    International Nuclear Information System (INIS)

    Heras, Jose A

    2009-01-01

    The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations

  11. A generalized simplest equation method and its application to the Boussinesq-Burgers equation.

    Science.gov (United States)

    Sudao, Bilige; Wang, Xiaomin

    2015-01-01

    In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method.

  12. On separable Pauli equations

    International Nuclear Information System (INIS)

    Zhalij, Alexander

    2002-01-01

    We classify (1+3)-dimensional Pauli equations for a spin-(1/2) particle interacting with the electro-magnetic field, that are solvable by the method of separation of variables. As a result, we obtain the 11 classes of vector-potentials of the electro-magnetic field A(t,x(vector sign))=(A 0 (t,x(vector sign)), A(vector sign)(t,x(vector sign))) providing separability of the corresponding Pauli equations. It is established, in particular, that the necessary condition for the Pauli equation to be separable into second-order matrix ordinary differential equations is its equivalence to the system of two uncoupled Schroedinger equations. In addition, the magnetic field has to be independent of spatial variables. We prove that coordinate systems and the vector-potentials of the electro-magnetic field providing the separability of the corresponding Pauli equations coincide with those for the Schroedinger equations. Furthermore, an efficient algorithm for constructing all coordinate systems providing the separability of Pauli equation with a fixed vector-potential of the electro-magnetic field is developed. Finally, we describe all vector-potentials A(t,x(vector sign)) that (a) provide the separability of Pauli equation, (b) satisfy vacuum Maxwell equations without currents, and (c) describe non-zero magnetic field

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

    Science.gov (United States)

    Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

    2018-03-01

    We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

  14. Elliptic and solitary wave solutions for Bogoyavlenskii equations system, couple Boiti-Leon-Pempinelli equations system and Time-fractional Cahn-Allen equation

    Directory of Open Access Journals (Sweden)

    Mostafa M.A. Khater

    Full Text Available In this article and for the first time, we introduce and describe Khater method which is a new technique for solving nonlinear partial differential equations (PDEs.. We apply this method for each of the following models Bogoyavlenskii equation, couple Boiti-Leon-Pempinelli system and Time-fractional Cahn-Allen equation. Khater method is very powerful, Effective, felicitous and fabulous method to get exact and solitary wave solution of (PDEs.. Not only just like that but it considers too one of the general methods for solving that kind of equations since it involves some methods as we will see in our discuss of the results. We make a comparison between the results of this new method and another method. Keywords: Bogoyavlenskii equations system, Couple Boiti-Leon-Pempinelli equations system, Time-fractional Cahn-Allen equation, Khater method, Traveling wave solutions, Solitary wave solutions

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

    Directory of Open Access Journals (Sweden)

    Vitanov Nikolay K.

    2018-03-01

    Full Text Available We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

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

    Energy Technology Data Exchange (ETDEWEB)

    Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)

    2013-09-02

    We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.

  17. On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

    KAUST Repository

    Zygalakis, K. C.

    2011-01-01

    In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.

  18. An Auxiliary Equation for the Bellman Equation in a One-Dimensional Ergodic Control

    International Nuclear Information System (INIS)

    Fujita, Y.

    2001-01-01

    In this paper we consider the Bellman equation in a one-dimensional ergodic control. Our aim is to show the existence and the uniqueness of its solution under general assumptions. For this purpose we introduce an auxiliary equation whose solution gives the invariant measure of the diffusion corresponding to an optimal control. Using this solution, we construct a solution to the Bellman equation. Our method of using this auxiliary equation has two advantages in the one-dimensional case. First, we can solve the Bellman equation under general assumptions. Second, this auxiliary equation gives an optimal Markov control explicitly in many examples

  19. Covariant field equations in supergravity

    Energy Technology Data Exchange (ETDEWEB)

    Vanhecke, Bram [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium); Ghent University, Faculty of Physics, Gent (Belgium); Proeyen, Antoine van [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium)

    2017-12-15

    Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  20. Covariant field equations in supergravity

    International Nuclear Information System (INIS)

    Vanhecke, Bram; Proeyen, Antoine van

    2017-01-01

    Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  1. Reduction of lattice equations to the Painlevé equations: PIV and PV

    Science.gov (United States)

    Nakazono, Nobutaka

    2018-02-01

    In this paper, we construct a new relation between Adler-Bobenko-Suris equations and Painlevé equations. Moreover, using this connection we construct the difference-differential Lax representations of the fourth and fifth Painlevé equations.

  2. Test equating methods and practices

    CERN Document Server

    Kolen, Michael J

    1995-01-01

    In recent years, many researchers in the psychology and statistical communities have paid increasing attention to test equating as issues of using multiple test forms have arisen and in response to criticisms of traditional testing techniques This book provides a practically oriented introduction to test equating which both discusses the most frequently used equating methodologies and covers many of the practical issues involved The main themes are - the purpose of equating - distinguishing between equating and related methodologies - the importance of test equating to test development and quality control - the differences between equating properties, equating designs, and equating methods - equating error, and the underlying statistical assumptions for equating The authors are acknowledged experts in the field, and the book is based on numerous courses and seminars they have presented As a result, educators, psychometricians, professionals in measurement, statisticians, and students coming to the subject for...

  3. On generalized fractional vibration equation

    International Nuclear Information System (INIS)

    Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

    2017-01-01

    Highlights: • The paper presents a generalized fractional vibration equation for arbitrary viscoelastically damped system. • Some classical vibration equations can be derived from the developed equation. • The analytic solution of developed equation is derived under some special cases. • The generalized equation is particularly useful for developing new fractional equivalent linearization method. - Abstract: In this paper, a generalized fractional vibration equation with multi-terms of fractional dissipation is developed to describe the dynamical response of an arbitrary viscoelastically damped system. It is shown that many classical equations of motion, e.g., the Bagley–Torvik equation, can be derived from the developed equation. The Laplace transform is utilized to solve the generalized equation and the analytic solution under some special cases is derived. Example demonstrates the generalized transfer function of an arbitrary viscoelastic system.

  4. Differential equations for dummies

    CERN Document Server

    Holzner, Steven

    2008-01-01

    The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.

  5. Every Equation Tells a Story: Using Equation Dictionaries in Introductory Geophysics

    Science.gov (United States)

    Caplan-Auerbach, Jacqueline

    2009-01-01

    Many students view equations as a series of variables and operators into which numbers should be plugged rather than as representative of a physical process. To solve a problem they may simply look for an equation with the correct variables and assume it meets their needs, rather than selecting an equation that represents the appropriate physical…

  6. Fundamental equations for two-phase flow. Part 1: general conservation equations. Part 2: complement and remarks; Equations fondamentales des ecoulements diphasiques. Premiere partie: equations generales de conservation. Deuxieme partie: complements et remarques

    Energy Technology Data Exchange (ETDEWEB)

    Delhaye, J M [Commissariat a l' Energie Atomique, 38 - Grenoble (France). Centre d' Etudes Nucleaires

    1968-12-01

    This report deals with the general equations of mass conservation, of momentum conservation, and energy conservation in the case of a two-phase flow. These equations are presented in several forms starting from integral equations which are assumed initially a priori. 1. Equations with local instantaneous variables, and interfacial conditions; 2. Equations with mean instantaneous variables in a cross-section, and practical applications: these equations include an important experimental value which is the ratio of the cross-section of passage of one phase to the total cross-section of a flow-tube. 3. Equations with a local statistical mean, and equations averaged over a period of time: A more advanced attempt to relate theory and experiment consists in taking the statistical averages of local equations. Equations are then obtained involving variables which are averaged over a period of time with the help of an ergodic assumption. 4. Combination of statistical averages and averages over a cross-section: in this study are considered the local variables averaged statistically, then averaged over the cross-section, and also the variables averaged over the section and then averaged statistically. 5. General equations concerning emulsions: In this case a phase exists in a locally very finely divided form. This peculiarity makes it possible to define a volume concentration, and to draw up equations which have numerous applications. - Certain points arising in the first part of this report concerning general mass conservation equations for two-phase flow have been completed and clarified. The terms corresponding to the interfacial tension have been introduced into the general equations. The interfacial conditions have thus been generalized. A supplementary step has still to be carried out: it has, in effect, been impossible to take the interfacial tension into account in the case of emulsions. It was then appeared interesting to compare this large group of fundamental

  7. Fundamental equations for two-phase flow. Part 1: general conservation equations. Part 2: complement and remarks; Equations fondamentales des ecoulements diphasiques. Premiere partie: equations generales de conservation. Deuxieme partie: complements et remarques

    Energy Technology Data Exchange (ETDEWEB)

    Delhaye, J.M. [Commissariat a l' Energie Atomique, 38 - Grenoble (France). Centre d' Etudes Nucleaires

    1968-12-01

    This report deals with the general equations of mass conservation, of momentum conservation, and energy conservation in the case of a two-phase flow. These equations are presented in several forms starting from integral equations which are assumed initially a priori. 1. Equations with local instantaneous variables, and interfacial conditions; 2. Equations with mean instantaneous variables in a cross-section, and practical applications: these equations include an important experimental value which is the ratio of the cross-section of passage of one phase to the total cross-section of a flow-tube. 3. Equations with a local statistical mean, and equations averaged over a period of time: A more advanced attempt to relate theory and experiment consists in taking the statistical averages of local equations. Equations are then obtained involving variables which are averaged over a period of time with the help of an ergodic assumption. 4. Combination of statistical averages and averages over a cross-section: in this study are considered the local variables averaged statistically, then averaged over the cross-section, and also the variables averaged over the section and then averaged statistically. 5. General equations concerning emulsions: In this case a phase exists in a locally very finely divided form. This peculiarity makes it possible to define a volume concentration, and to draw up equations which have numerous applications. - Certain points arising in the first part of this report concerning general mass conservation equations for two-phase flow have been completed and clarified. The terms corresponding to the interfacial tension have been introduced into the general equations. The interfacial conditions have thus been generalized. A supplementary step has still to be carried out: it has, in effect, been impossible to take the interfacial tension into account in the case of emulsions. It was then appeared interesting to compare this large group of fundamental

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

    Science.gov (United States)

    Ozdemir, Burhanettin

    2017-01-01

    The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…

  9. Solving polynomial differential equations by transforming them to linear functional-differential equations

    OpenAIRE

    Nahay, John Michael

    2008-01-01

    We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order Abel differential equation with two nonlinear terms in order to demonstrate in as much detail as possible the computations necessary for a complete solution. We mention in our section on further developments that the basic transformation idea can be generali...

  10. Lorentz-force equations as Heisenberg equations for a quantum system in the euclidean space

    International Nuclear Information System (INIS)

    Rodriguez D, R.

    2007-01-01

    In an earlier work, the dynamic equations for a relativistic charged particle under the action of electromagnetic fields were formulated by R. Yamaleev in terms of external, as well as internal momenta. Evolution equations for external momenta, the Lorentz-force equations, were derived from the evolution equations for internal momenta. The mapping between the observables of external and internal momenta are related by Viete formulae for a quadratic polynomial, the characteristic polynomial of the relativistic dynamics. In this paper we show that the system of dynamic equations, can be cast into the Heisenberg scheme for a four-dimensional quantum system. Within this scheme the equations in terms of internal momenta play the role of evolution equations for a state vector, whereas the external momenta obey the Heisenberg equation for an operator evolution. The solutions of the Lorentz-force equation for the motion inside constant electromagnetic fields are presented via pentagonometric functions. (Author)

  11. Differential Equation over Banach Algebra

    OpenAIRE

    Kleyn, Aleks

    2018-01-01

    In the book, I considered differential equations of order $1$ over Banach $D$-algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. In noncommutative Banach algebra, initial value problem for linear homogeneous equation has infinitely many solutions.

  12. Elements of partial differential equations

    CERN Document Server

    Sneddon, Ian Naismith

    1957-01-01

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

  13. Introduction to partial differential equations

    CERN Document Server

    Greenspan, Donald

    2000-01-01

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

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

    International Nuclear Information System (INIS)

    Yan Zhenya

    2005-01-01

    A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gordon equation, the Magma equation and the generalized Pochhammer-Chree (PC) equation to illustrate the method. As a result, many types of new doubly periodic solutions are obtained. Moreover when using the method to these special nonlinear differential equations, some transformations are firstly needed. The method can be also extended to other nonlinear differential equations

  15. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  16. H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking

    Science.gov (United States)

    Rawicz, Paul Lawrence

    In this thesis, the similarities between the structure of the H infinity, H2, and Kalman filters are examined. The filters used in this examination have been derived through duality to the full information controller. In addition, a direct variation of parameters derivation of the Hinfinity filter is presented for both continuous and discrete time (staler case). Direct and controller dual derivations using differential games exist in the literature and also employ variational techniques. Using a variational, rather than a differential games, viewpoint has resulted in a simple relationship between the Riccati equations that arise from the derivation and the results of the Bounded Real Lemma. This same relation has previously been found in the literature and used to relate the Riccati inequality for linear systems to the Hamilton Jacobi inequality for nonlinear systems when implementing the Hinfinity controller. The Hinfinity, H2, and Kalman filters are applied to the two-state target tracking problem. In continuous time, closed form analytic expressions for the trackers and their performance are determined. To evaluate the trackers using a neutral, realistic, criterion, the probability of target escape is developed. That is, the probability that the target position error will be such that the target is outside the radar beam width resulting in a loss of measurement. In discrete time, a numerical example, using the probability of target escape, is presented to illustrate the differences in tracker performance.

  17. Reactimeter dispersion equation

    OpenAIRE

    A.G. Yuferov

    2016-01-01

    The aim of this work is to derive and analyze a reactimeter metrological model in the form of the dispersion equation which connects reactimeter input/output signal dispersions with superimposed random noise at the inlet. It is proposed to standardize the reactimeter equation form, presenting the main reactimeter computing unit by a convolution equation. Hence, the reactimeter metrological characteristics are completely determined by this unit hardware function which represents a transient re...

  18. Symmetries and Invariants of the Time-dependent Oscillator Equation and the Envelope Equation

    CERN Document Server

    Qin, Hong

    2005-01-01

    Single-particle dynamics in a time-dependent focusing field is examined. The existence of the Courant-Snyder invariant* is fundamentally the result of the corresponding symmetry admitted by the oscillator equation with time-dependent frequency.** A careful analysis of the admitted symmetries reveals a deeper connection between the nonlinear envelope equation and the oscillator equation. A general theorem regarding the symmetries and invariants of the envelope equation, which includes the existence of the Courant-Snyder invariant as a special case, is demonstrated. The symmetries of the envelope equation enable a fast algorithm for finding matched solutions without using the conventional iterative shooting method.

  19. A generalized fractional sub-equation method for fractional differential equations with variable coefficients

    International Nuclear Information System (INIS)

    Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong

    2012-01-01

    In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.

  20. True amplitude wave equation migration arising from true amplitude one-way wave equations

    Science.gov (United States)

    Zhang, Yu; Zhang, Guanquan; Bleistein, Norman

    2003-10-01

    One-way wave operators are powerful tools for use in forward modelling and inversion. Their implementation, however, involves introduction of the square root of an operator as a pseudo-differential operator. Furthermore, a simple factoring of the wave operator produces one-way wave equations that yield the same travel times as the full wave equation, but do not yield accurate amplitudes except for homogeneous media and for almost all points in heterogeneous media. Here, we present augmented one-way wave equations. We show that these equations yield solutions for which the leading order asymptotic amplitude as well as the travel time satisfy the same differential equations as the corresponding functions for the full wave equation. Exact representations of the square-root operator appearing in these differential equations are elusive, except in cases in which the heterogeneity of the medium is independent of the transverse spatial variables. Here, we address the fully heterogeneous case. Singling out depth as the preferred direction of propagation, we introduce a representation of the square-root operator as an integral in which a rational function of the transverse Laplacian appears in the integrand. This allows us to carry out explicit asymptotic analysis of the resulting one-way wave equations. To do this, we introduce an auxiliary function that satisfies a lower dimensional wave equation in transverse spatial variables only. We prove that ray theory for these one-way wave equations leads to one-way eikonal equations and the correct leading order transport equation for the full wave equation. We then introduce appropriate boundary conditions at z = 0 to generate waves at depth whose quotient leads to a reflector map and an estimate of the ray theoretical reflection coefficient on the reflector. Thus, these true amplitude one-way wave equations lead to a 'true amplitude wave equation migration' (WEM) method. In fact, we prove that applying the WEM imaging condition

  1. First-order partial differential equations

    CERN Document Server

    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

  2. Equating Multidimensional Tests under a Random Groups Design: A Comparison of Various Equating Procedures

    Science.gov (United States)

    Lee, Eunjung

    2013-01-01

    The purpose of this research was to compare the equating performance of various equating procedures for the multidimensional tests. To examine the various equating procedures, simulated data sets were used that were generated based on a multidimensional item response theory (MIRT) framework. Various equating procedures were examined, including…

  3. Comparing the IRT Pre-equating and Section Pre-equating: A Simulation Study.

    Science.gov (United States)

    Hwang, Chi-en; Cleary, T. Anne

    The results obtained from two basic types of pre-equatings of tests were compared: the item response theory (IRT) pre-equating and section pre-equating (SPE). The simulated data were generated from a modified three-parameter logistic model with a constant guessing parameter. Responses of two replication samples of 3000 examinees on two 72-item…

  4. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2014-01-01

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

  5. A new formulation of equations of compressible fluids by analogy with Maxwell's equations

    International Nuclear Information System (INIS)

    Kambe, Tsutomu

    2010-01-01

    A compressible ideal fluid is governed by Euler's equation of motion and equations of continuity, entropy and vorticity. This system can be reformulated in a form analogous to that of electromagnetism governed by Maxwell's equations with source terms. The vorticity plays the role of magnetic field, while the velocity field plays the part of a vector potential and the enthalpy (of isentropic flows) plays the part of a scalar potential in electromagnetism. The evolution of source terms of fluid Maxwell equations is determined by solving the equations of motion and continuity. The equation of sound waves can be derived from this formulation, where time evolution of the sound source is determined by the equation of motion. The theory of vortex sound of aeroacoustics is included in this formulation. It is remarkable that the forces acting on a point mass moving in a velocity field of an inviscid fluid are analogous in their form to the electric force and Lorentz force in electromagnetism. The significance of the reformulation is interpreted by examples taken from fluid mechanics. This formulation can be extended to viscous fluids without difficulty. The Maxwell-type equations are unchanged by the viscosity effect, although the source terms have additional terms due to viscosities.

  6. Degenerate nonlinear diffusion equations

    CERN Document Server

    Favini, Angelo

    2012-01-01

    The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...

  7. Straightening: existence, uniqueness and stability

    Science.gov (United States)

    Destrade, M.; Ogden, R. W.; Sgura, I.; Vergori, L.

    2014-01-01

    One of the least studied universal deformations of incompressible nonlinear elasticity, namely the straightening of a sector of a circular cylinder into a rectangular block, is revisited here and, in particular, issues of existence and stability are addressed. Particular attention is paid to the system of forces required to sustain the large static deformation, including by the application of end couples. The influence of geometric parameters and constitutive models on the appearance of wrinkles on the compressed face of the block is also studied. Different numerical methods for solving the incremental stability problem are compared and it is found that the impedance matrix method, based on the resolution of a matrix Riccati differential equation, is the more precise. PMID:24711723

  8. SDRE control strategy applied to a nonlinear robotic including drive motor

    Energy Technology Data Exchange (ETDEWEB)

    Lima, Jeferson J. de, E-mail: jefersonjl82@gmail.com, E-mail: tusset@utfpr.edu.br, E-mail: fcjanzen@utfpr.edu.br, E-mail: piccirillo@utfpr.edu.br, E-mail: claudinor@utfpr.edu.br; Tusset, Angelo M., E-mail: jefersonjl82@gmail.com, E-mail: tusset@utfpr.edu.br, E-mail: fcjanzen@utfpr.edu.br, E-mail: piccirillo@utfpr.edu.br, E-mail: claudinor@utfpr.edu.br; Janzen, Frederic C., E-mail: jefersonjl82@gmail.com, E-mail: tusset@utfpr.edu.br, E-mail: fcjanzen@utfpr.edu.br, E-mail: piccirillo@utfpr.edu.br, E-mail: claudinor@utfpr.edu.br; Piccirillo, Vinicius, E-mail: jefersonjl82@gmail.com, E-mail: tusset@utfpr.edu.br, E-mail: fcjanzen@utfpr.edu.br, E-mail: piccirillo@utfpr.edu.br, E-mail: claudinor@utfpr.edu.br; Nascimento, Claudinor B., E-mail: jefersonjl82@gmail.com, E-mail: tusset@utfpr.edu.br, E-mail: fcjanzen@utfpr.edu.br, E-mail: piccirillo@utfpr.edu.br, E-mail: claudinor@utfpr.edu.br [UTFPR-PONTA GROSSA, PR (Brazil); Balthazar, José M., E-mail: jmbaltha@rc.unesp.br [UNESP-BAURU, SP (Brazil); Brasil, Reyolando M. L. R. da Fonseca, E-mail: reyolando.brasil@ufabc.edu.br [UFABC-SANTO ANDRE, SP (Brazil)

    2014-12-10

    A robotic control design considering all the inherent nonlinearities of the robot-engine configuration is developed. The interactions between the robot and joint motor drive mechanism are considered. The proposed control combines two strategies, one feedforward control in order to maintain the system in the desired coordinate, and feedback control system to take the system into a desired coordinate. The feedback control is obtained using State-Dependent Riccati Equation (SDRE). For link positioning two cases are considered. Case I: For control positioning, it is only used motor voltage; Case II: For control positioning, it is used both motor voltage and torque between the links. Simulation results, including parametric uncertainties in control shows the feasibility of the proposed control for the considered system.

  9. Computational partial differential equations using Matlab

    CERN Document Server

    Li, Jichun

    2008-01-01

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

  10. 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.

  11. Drift-Diffusion Equation

    Directory of Open Access Journals (Sweden)

    K. Banoo

    1998-01-01

    equation in the discrete momentum space. This is shown to be similar to the conventional drift-diffusion equation except that it is a more rigorous solution to the Boltzmann equation because the current and carrier densities are resolved into M×1 vectors, where M is the number of modes in the discrete momentum space. The mobility and diffusion coefficient become M×M matrices which connect the M momentum space modes. This approach is demonstrated by simulating electron transport in bulk silicon.

  12. Symmetries of the Euler compressible flow equations for general equation of state

    Energy Technology Data Exchange (ETDEWEB)

    Boyd, Zachary M. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Ramsey, Scott D. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Baty, Roy S. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2015-10-15

    The Euler compressible flow equations exhibit different Lie symmetries depending on the equation of state (EOS) of the medium in which the flow occurs. This means that, in general, different types of similarity solution will be available in different flow media. We present a comprehensive classification of all EOS’s to which the Euler equations apply, based on the Lie symmetries admitted by the corresponding flow equations, restricting to the case of 1-D planar, cylindrical, or spherical geometry. The results are conveniently summarized in tables. This analysis also clarifies past work by Axford and Ovsiannikov on symmetry classification.

  13. Alternatives to the Dirac equation

    International Nuclear Information System (INIS)

    Girvin, S.M.; Brownstein, K.R.

    1975-01-01

    Recent work by Biedenharn, Han, and van Dam (BHvD) has questioned the uniqueness of the Dirac equation. BHvD have obtained a two-component equation as an alternate to the Dirac equation. Although they later show their alternative to be unitarily equivalent to the Dirac equation, certain physical differences were claimed. BHvD attribute the existence of this alternate equation to the fact that their factorizing matrices were position-dependent. To investigate this, we factor the Klein-Gordon equation in spherical coordinates allowing the factorizing matrices to depend arbitrarily upon theta and phi. It is shown that despite this additional freedom, and without involving any relativistic covariance, the conventional four-component Dirac equation is the only possibility

  14. Nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Dresner, L.

    1988-01-01

    This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.

  15. Nonlinear differential equations

    International Nuclear Information System (INIS)

    Dresner, L.

    1988-01-01

    This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics

  16. Semilinear Schrödinger equations

    CERN Document Server

    Cazenave, Thierry

    2003-01-01

    The nonlinear Schrödinger equation has received a great deal of attention from mathematicians, in particular because of its applications to nonlinear optics. It is also a good model dispersive equation, since it is often technically simpler than other dispersive equations, such as the wave or Korteweg-de Vries equation. Particularly useful tools in studying the nonlinear Schrödinger equation are energy and Strichartz's estimates. This book presents various mathematical aspects of the nonlinear Schrödinger equation. It examines both problems of local nature (local existence of solutions, unique

  17. Quantum linear Boltzmann equation

    International Nuclear Information System (INIS)

    Vacchini, Bassano; Hornberger, Klaus

    2009-01-01

    We review the quantum version of the linear Boltzmann equation, which describes in a non-perturbative fashion, by means of scattering theory, how the quantum motion of a single test particle is affected by collisions with an ideal background gas. A heuristic derivation of this Lindblad master equation is presented, based on the requirement of translation-covariance and on the relation to the classical linear Boltzmann equation. After analyzing its general symmetry properties and the associated relaxation dynamics, we discuss a quantum Monte Carlo method for its numerical solution. We then review important limiting forms of the quantum linear Boltzmann equation, such as the case of quantum Brownian motion and pure collisional decoherence, as well as the application to matter wave optics. Finally, we point to the incorporation of quantum degeneracies and self-interactions in the gas by relating the equation to the dynamic structure factor of the ambient medium, and we provide an extension of the equation to include internal degrees of freedom.

  18. Exact Solutions to Nonlinear Schroedinger Equation and Higher-Order Nonlinear Schroedinger Equation

    International Nuclear Information System (INIS)

    Ren Ji; Ruan Hangyu

    2008-01-01

    We study solutions of the nonlinear Schroedinger equation (NLSE) and higher-order nonlinear Schroedinger equation (HONLSE) with variable coefficients. By considering all the higher-order effect of HONLSE as a new dependent variable, the NLSE and HONLSE can be changed into one equation. Using the generalized Lie group reduction method (GLGRM), the abundant solutions of NLSE and HONLSE are obtained

  19. Nonlinear diffusion equations

    CERN Document Server

    Wu Zhuo Qun; Li Hui Lai; Zhao Jun Ning

    2001-01-01

    Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which

  20. On the F-equation

    International Nuclear Information System (INIS)

    Kalinowski, M.W.; Szymanowski, L.

    1982-03-01

    A generalization of the Truesdell F-equations is proposed and some solutions to them - generalized Fox F-functions - are found. It is also shown that a non-linear difference-differential equation, which does not belong to the Truesdell class, nevertheless may be transformed into the standard F-equation. (author)

  1. How to obtain the covariant form of Maxwell's equations from the continuity equation

    Energy Technology Data Exchange (ETDEWEB)

    Heras, Jose A [Departamento de Ciencias Basicas, Universidad Autonoma Metropolitana, Unidad Azcapotzalco, Av. San Pablo No. 180, Col. Reynosa, 02200, Mexico D. F. (Mexico); Departamento de Fisica y Matematicas, Universidad Iberoamericana, Prolongacion Paseo de la Reforma 880, Mexico D. F. 01210 (Mexico)

    2009-07-15

    The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations.

  2. Linear integral equations and soliton systems

    International Nuclear Information System (INIS)

    Quispel, G.R.W.

    1983-01-01

    A study is presented of classical integrable dynamical systems in one temporal and one spatial dimension. The direct linearizations are given of several nonlinear partial differential equations, for example the Korteweg-de Vries equation, the modified Korteweg-de Vries equation, the sine-Gordon equation, the nonlinear Schroedinger equation, and the equation of motion for the isotropic Heisenberg spin chain; the author also discusses several relations between these equations. The Baecklund transformations of these partial differential equations are treated on the basis of a singular transformation of the measure (or equivalently of the plane-wave factor) occurring in the corresponding linear integral equations, and the Baecklund transformations are used to derive the direct linearization of a chain of so-called modified partial differential equations. Finally it is shown that the singular linear integral equations lead in a natural way to the direct linearizations of various nonlinear difference-difference equations. (Auth.)

  3. Lectures on partial differential equations

    CERN Document Server

    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.

  4. Reduction operators of Burgers equation.

    Science.gov (United States)

    Pocheketa, Oleksandr A; Popovych, Roman O

    2013-02-01

    The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special "no-go" case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf-Cole transformation to a parameterized family of Lie reductions of the linear heat equation.

  5. The magnetic field experiment onboard Equator-S and its scientific possibilities

    Directory of Open Access Journals (Sweden)

    K.-H. Fornacon

    1999-12-01

    Full Text Available The special feature of the ringcore fluxgate magnetometer on Equator-S is the high time and field resolution. The scientific aim of the experiment is the investigation of waves in the 10–100 picotesla range with a time resolution up to 64 Hz. The instrument characteristics and the influence of the spacecraft on the magnetic field measurement will be discussed. The work shows that the applied pre- and inflight calibration techniques are sufficient to suppress spacecraft interferences. The offset in spin axis direction was determined for the first time with an independent field measurement by the Equator-S Electron Drift Instrument. The data presented gives an impression of the accuracy of the measurement.Key words. Magnetospheric physics (instruments and techniques · Space plasma physics (instruments and techniques

  6. The magnetic field experiment onboard Equator-S and its scientific possibilities

    Directory of Open Access Journals (Sweden)

    K.-H. Fornacon

    Full Text Available The special feature of the ringcore fluxgate magnetometer on Equator-S is the high time and field resolution. The scientific aim of the experiment is the investigation of waves in the 10–100 picotesla range with a time resolution up to 64 Hz. The instrument characteristics and the influence of the spacecraft on the magnetic field measurement will be discussed. The work shows that the applied pre- and inflight calibration techniques are sufficient to suppress spacecraft interferences. The offset in spin axis direction was determined for the first time with an independent field measurement by the Equator-S Electron Drift Instrument. The data presented gives an impression of the accuracy of the measurement.

    Key words. Magnetospheric physics (instruments and techniques · Space plasma physics (instruments and techniques

  7. Practical Implementations of Advanced Process Control for Linear Systems

    DEFF Research Database (Denmark)

    Knudsen, Jørgen K . H.; Huusom, Jakob Kjøbsted; Jørgensen, John Bagterp

    2013-01-01

    This paper describes some practical problems encountered, when implementing Advanced Process Control, APC, schemes on linear processes. The implemented APC controllers discussed will be LQR, Riccati MPC and Condensed MPC controllers illustrated by simulation of the Four Tank Process and a lineari......This paper describes some practical problems encountered, when implementing Advanced Process Control, APC, schemes on linear processes. The implemented APC controllers discussed will be LQR, Riccati MPC and Condensed MPC controllers illustrated by simulation of the Four Tank Process...... on pilot plant equipment on the department of Chemical Engineering DTU Lyngby....

  8. Methods for Equating Mental Tests.

    Science.gov (United States)

    1984-11-01

    1983) compared conventional and IRT methods for equating the Test of English as a Foreign Language ( TOEFL ) after chaining. Three conventional and...three IRT equating methods were examined in this study; two sections of TOEFL were each (separately) equated. The IRT methods included the following: (a...group. A separate base form was established for each of the six equating methods. Instead of equating the base-form TOEFL to itself, the last (eighth

  9. Supersymmetric quasipotential equations

    International Nuclear Information System (INIS)

    Zaikov, R.P.

    1981-01-01

    A supersymmetric extension of the Logunov-Tavkhelidze quasipotential approach is suggested. The supersymmetric Bethe- Salpeter equation is an initial equation. The transition from the four-time to the two-time Green function is made in the super- center-of-mass system. The two-time Green function has no inverse function in the whole spinor space. The resolvent operator if found using the Majorana character of the spinor wave function. The supersymmetric quasipotential equation is written. The consideration is carried out in the framework of the theory of chiral scalar superfields [ru

  10. Ordinary differential equations

    CERN Document Server

    Miller, Richard K

    1982-01-01

    Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,

  11. Uncertain differential equations

    CERN Document Server

    Yao, Kai

    2016-01-01

    This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.

  12. Introduction to nonlinear dispersive equations

    CERN Document Server

    Linares, Felipe

    2015-01-01

    This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg–de Vries equation and the nonlinear Schrödinger equation. A concise and self-contained treatment of background material (the Fourier transform, interpolation theory, Sobolev spaces, and the linear Schrödinger equation) prepares the reader to understand the main topics covered: the initial-value problem for the nonlinear Schrödinger equation and the generalized Korteweg–de Vries equation, properties of their solutions, and a survey of general classes of nonlinear dispersive equations of physical and mathematical significance. Each chapter ends with an expert account of recent developments and open problems, as well as exercises. The final chapter gives a detailed exposition of local well-posedness for the nonlinear Schrödinger equation, taking the reader to the forefront of recent research. The second edition of Introdu...

  13. Generalized Lorentz-Force equations

    International Nuclear Information System (INIS)

    Yamaleev, R.M.

    2001-01-01

    Guided by Nambu (n+1)-dimensional phase space formalism we build a new system of dynamic equations. These equations describe a dynamic state of the corporeal system composed of n subsystems. The dynamic equations are formulated in terms of dynamic variables of the subsystems as well as in terms of dynamic variables of the corporeal system. These two sets of variables are related respectively as roots and coefficients of the n-degree polynomial equation. In the special n=2 case, this formalism reproduces relativistic dynamics for the charged spinning particles

  14. A new evolution equation

    International Nuclear Information System (INIS)

    Laenen, E.

    1995-01-01

    We propose a new evolution equation for the gluon density relevant for the region of small x B . It generalizes the GLR equation and allows deeper penetration in dense parton systems than the GLR equation does. This generalization consists of taking shadowing effects more comprehensively into account by including multigluon correlations, and allowing for an arbitrary initial gluon distribution in a hadron. We solve the new equation for fixed α s . We find that the effects of multigluon correlations on the deep-inelastic structure function are small. (orig.)

  15. Thermoviscous Model Equations in Nonlinear Acoustics

    DEFF Research Database (Denmark)

    Rasmussen, Anders Rønne

    Four nonlinear acoustical wave equations that apply to both perfect gasses and arbitrary fluids with a quadratic equation of state are studied. Shock and rarefaction wave solutions to the equations are studied. In order to assess the accuracy of the wave equations, their solutions are compared...... to solutions of the basic equations from which the wave equations are derived. A straightforward weakly nonlinear equation is the most accurate for shock modeling. A higher order wave equation is the most accurate for modeling of smooth disturbances. Investigations of the linear stability properties...... of solutions to the wave equations, reveal that the solutions may become unstable. Such instabilities are not found in the basic equations. Interacting shocks and standing shocks are investigated....

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

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2004-01-01

    -called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...

  17. Difference equations theory, applications and advanced topics

    CERN Document Server

    Mickens, Ronald E

    2015-01-01

    THE DIFFERENCE CALCULUS GENESIS OF DIFFERENCE EQUATIONS DEFINITIONS DERIVATION OF DIFFERENCE EQUATIONS EXISTENCE AND UNIQUENESS THEOREM OPERATORS ∆ AND E ELEMENTARY DIFFERENCE OPERATORS FACTORIAL POLYNOMIALS OPERATOR ∆−1 AND THE SUM CALCULUS FIRST-ORDER DIFFERENCE EQUATIONS INTRODUCTION GENERAL LINEAR EQUATION CONTINUED FRACTIONS A GENERAL FIRST-ORDER EQUATION: GEOMETRICAL METHODS A GENERAL FIRST-ORDER EQUATION: EXPANSION TECHNIQUES LINEAR DIFFERENCE EQUATIONSINTRODUCTION LINEARLY INDEPENDENT FUNCTIONS FUNDAMENTAL THEOREMS FOR HOMOGENEOUS EQUATIONSINHOMOGENEOUS EQUATIONS SECOND-ORDER EQUATIONS STURM-LIOUVILLE DIFFERENCE EQUATIONS LINEAR DIFFERENCE EQUATIONS INTRODUCTION HOMOGENEOUS EQUATIONS CONSTRUCTION OF A DIFFERENCE EQUATION HAVING SPECIFIED SOLUTIONS RELATIONSHIP BETWEEN LINEAR DIFFERENCE AND DIFFERENTIAL EQUATIONS INHOMOGENEOUS EQUATIONS: METHOD OF UNDETERMINED COEFFICIENTS INHOMOGENEOUS EQUATIONS: OPERATOR METHODS z-TRANSFORM METHOD SYSTEMS OF DIFFERENCE EQUATIONS LINEAR PARTIAL DIFFERENCE EQUATI...

  18. Weak self-adjoint differential equations

    International Nuclear Information System (INIS)

    Gandarias, M L

    2011-01-01

    The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57; 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)

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

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  20. Equations of radiation hydrodynamics

    International Nuclear Information System (INIS)

    Mihalas, D.

    1982-01-01

    The purpose of this paper is to give an overview of the role of radiation in the transport of energy and momentum in a combined matter-radiation fluid. The transport equation for a moving radiating fluid is presented in both a fully Eulerian and a fully Lagrangian formulation, along with conservation equations describing the dynamics of the fluid. Special attention is paid to the problem of deriving equations that are mutually consistent in each frame, and between frames, to 0(v/c). A detailed analysis is made to show that in situations of broad interest, terms that are formally of 0(v/c) actually dominate the solution, demonstrating that it is esential (1) to pay scrupulous attention to the question of the frame dependence in formulating the equations; and (2) to solve the equations to 0(v/c) in quite general circumstances. These points are illustrated in the context of the nonequilibrium radiation diffusion limit, and a sketch of how the Lagrangian equations are to be solved will be presented

  1. The numerical solution of linear multi-term fractional differential equations: systems of equations

    Science.gov (United States)

    Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

    2002-11-01

    In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

  2. A Comparison of Kernel Equating and Traditional Equipercentile Equating Methods and the Parametric Bootstrap Methods for Estimating Standard Errors in Equipercentile Equating

    Science.gov (United States)

    Choi, Sae Il

    2009-01-01

    This study used simulation (a) to compare the kernel equating method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response…

  3. Monge-Ampere equations and tensorial functors

    International Nuclear Information System (INIS)

    Tunitsky, Dmitry V

    2009-01-01

    We consider differential-geometric structures associated with Monge-Ampere equations on manifolds and use them to study the contact linearization of such equations. We also consider the category of Monge-Ampere equations (the morphisms are contact diffeomorphisms) and a number of subcategories. We are chiefly interested in subcategories of Monge-Ampere equations whose objects are locally contact equivalent to equations linear in the second derivatives (semilinear equations), linear in derivatives, almost linear, linear in the second derivatives and independent of the first derivatives, linear, linear and independent of the first derivatives, equations with constant coefficients or evolution equations. We construct a number of functors from the category of Monge-Ampere equations and from some of its subcategories to the category of tensorial objects (that is, multi-valued sections of tensor bundles). In particular, we construct a pseudo-Riemannian metric for every generic Monge-Ampere equation. These functors enable us to establish effectively verifiable criteria for a Monge-Ampere equation to belong to the subcategories listed above.

  4. Nonlinear integrodifferential equations as discrete systems

    Science.gov (United States)

    Tamizhmani, K. M.; Satsuma, J.; Grammaticos, B.; Ramani, A.

    1999-06-01

    We analyse a class of integrodifferential equations of the `intermediate long wave' (ILW) type. We show that these equations can be formally interpreted as discrete, differential-difference systems. This allows us to link equations of this type with previous results of ours involving differential-delay equations and, on the basis of this, propose new integrable equations of ILW type. Finally, we extend this approach to pure difference equations and propose ILW forms for the discrete lattice KdV equation.

  5. Analytic solutions of hydrodynamics equations

    International Nuclear Information System (INIS)

    Coggeshall, S.V.

    1991-01-01

    Many similarity solutions have been found for the equations of one-dimensional (1-D) hydrodynamics. These special combinations of variables allow the partial differential equations to be reduced to ordinary differential equations, which must then be solved to determine the physical solutions. Usually, these reduced ordinary differential equations are solved numerically. In some cases it is possible to solve these reduced equations analytically to obtain explicit solutions. In this work a collection of analytic solutions of the 1-D hydrodynamics equations is presented. These can be used for a variety of purposes, including (i) numerical benchmark problems, (ii) as a basis for analytic models, and (iii) to provide insight into more complicated solutions

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

    OpenAIRE

    Efimova, Olga Yu.

    2010-01-01

    The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and exact solutions of third-order Kudryashov-Sinelshchikov equation describing nonlinear waves in liquids with gas bubbles.

  7. Equationally Noetherian property of Ershov algebras

    OpenAIRE

    Dvorzhetskiy, Yuriy

    2014-01-01

    This article is about equationally Noetherian and weak equationally Noetherian property of Ershov algebras. Here we show two canonical forms of the system of equations over Ershov algebras and two criteria of equationally Noetherian and weak equationally Noetherian properties.

  8. Integral equation for inhomogeneous condensed bosons generalizing the Gross-Pitaevskii differential equation

    International Nuclear Information System (INIS)

    Angilella, G.G.N.; Pucci, R.; March, N.H.

    2004-01-01

    We give here the derivation of a Gross-Pitaevskii-type equation for inhomogeneous condensed bosons. Instead of the original Gross-Pitaevskii differential equation, we obtain an integral equation that implies less restrictive assumptions than are made in the very recent study of Pieri and Strinati [Phys. Rev. Lett. 91, 030401 (2003)]. In particular, the Thomas-Fermi approximation and the restriction to small spatial variations of the order parameter invoked in their study are avoided

  9. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    Geiser, Juergen

    2011-01-01

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

  10. Algorithm for research of mathematical physics equations symmetries. Symmetries of the free Schroedinger equation

    International Nuclear Information System (INIS)

    Kotel'nikov, G.A.

    1994-01-01

    An algorithm id proposed for research the symmetries of mathematical physics equation. The application of this algorithm to the Schroedinger equation permitted to establish, that in addition to the known symmetry the Schroedinger equation possesses also the relativistic symmetry

  11. Generalized quantal equation of motion

    International Nuclear Information System (INIS)

    Morsy, M.W.; Embaby, M.

    1986-07-01

    In the present paper, an attempt is made for establishing a generalized equation of motion for quantal objects, in which intrinsic self adjointness is naturally built in, independently of any prescribed representation. This is accomplished by adopting Hamilton's principle of least action, after incorporating, properly, the quantal features and employing the generalized calculus of variations, without being restricted to fixed end points representation. It turns out that our proposed equation of motion is an intrinsically self-adjoint Euler-Lagrange's differential equation that ensures extremization of the quantal action as required by Hamilton's principle. Time dependence is introduced and the corresponding equation of motion is derived, in which intrinsic self adjointness is also achieved. Reducibility of the proposed equation of motion to the conventional Schroedinger equation is examined. The corresponding continuity equation is established, and both of the probability density and the probability current density are identified. (author)

  12. Higher order field equations. II

    International Nuclear Information System (INIS)

    Tolhoek, H.A.

    1977-01-01

    In a previous paper wave propagation was studied according to a sixth-order partial differential equation involving a complex mass M. The corresponding Yang-Feldman integral equations (indicated as SM-YF-equations), were formulated using modified Green's functions Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x), which then incorporate the partial differential equation together with certain boundary conditions. In this paper certain limit properties of these modified Green's functions are derived: (a) It is shown that for mod(M)→infinity the Green's functions Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x) approach the Green's functions Δsub(R)(x) and Δsub(A)(x) of the corresponding KG-equation (Klein-Gordon equation). (b) It is further shown that the asymptotic behaviour of Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x) is the same as of Δsub(R)(x) and Δsub(A)(x)-and also the same as for Dsub(R)(x) and Dsub(A)(x) for t→+-infinity;, where Dsub(R) and Dsub(A) are the Green's functions for the KG-equation with mass zero. It is essential to take limits in the sense of distribution theory in both cases (a) and (b). The property (b) indicates that the wave propagation properties of the SM-YF-equations, the KG-equation with finite mass and the KG-equation with mass zero are closely related in an asymptotic sense. (Auth.)

  13. Equational type logic

    NARCIS (Netherlands)

    Manca, V.; Salibra, A.; Scollo, Giuseppe

    1990-01-01

    Equational type logic is an extension of (conditional) equational logic, that enables one to deal in a single, unified framework with diverse phenomena such as partiality, type polymorphism and dependent types. In this logic, terms may denote types as well as elements, and atomic formulae are either

  14. Reduced Braginskii equations

    International Nuclear Information System (INIS)

    Yagi, M.; Horton, W.

    1994-01-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that the perpendicular component of Ohm's law be solved to ensure ∇·j=0 for energy conservation

  15. Model Compaction Equation

    African Journals Online (AJOL)

    The currently proposed model compaction equation was derived from data sourced from the. Niger Delta and it relates porosity to depth for sandstones under hydrostatic pressure condition. The equation is useful in predicting porosity and compaction trend in hydrostatic sands of the. Niger Delta. GEOLOGICAL SETTING OF ...

  16. Reduction of infinite dimensional equations

    Directory of Open Access Journals (Sweden)

    Zhongding Li

    2006-02-01

    Full Text Available In this paper, we use the general Legendre transformation to show the infinite dimensional integrable equations can be reduced to a finite dimensional integrable Hamiltonian system on an invariant set under the flow of the integrable equations. Then we obtain the periodic or quasi-periodic solution of the equation. This generalizes the results of Lax and Novikov regarding the periodic or quasi-periodic solution of the KdV equation to the general case of isospectral Hamiltonian integrable equation. And finally, we discuss the AKNS hierarchy as a special example.

  17. Construction of Chained True Score Equipercentile Equatings under the Kernel Equating (KE) Framework and Their Relationship to Levine True Score Equating. Research Report. ETS RR-09-24

    Science.gov (United States)

    Chen, Haiwen; Holland, Paul

    2009-01-01

    In this paper, we develop a new chained equipercentile equating procedure for the nonequivalent groups with anchor test (NEAT) design under the assumptions of the classical test theory model. This new equating is named chained true score equipercentile equating. We also apply the kernel equating framework to this equating design, resulting in a…

  18. Applied partial differential equations

    CERN Document Server

    Logan, J David

    2004-01-01

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

  19. Equations of motion derived from a generalization of Einstein's equation for the gravitational field

    International Nuclear Information System (INIS)

    Mociutchi, C.

    1980-01-01

    The extended Einstein's equation, combined with a vectorial theory of maxwellian type of the gravitational field, leads to: a) the equation of motion; b) the equation of the trajectory for the static case of spherical symmetry, the test particle having a rest mass other than zero, and c) the propagation of light on null geodesics. All the basic tests of the theory given by Einstein's extended equation. Thus, the new theory of gravitation suggested by us is competitive. (author)

  20. The Wouthuysen equation

    NARCIS (Netherlands)

    M. Hazewinkel (Michiel)

    1995-01-01

    textabstractDedication: I dedicate this paper to Prof. P.C. Baayen, at the occasion of his retirement on 20 December 1994. The beautiful equation which forms the subject matter of this paper was invented by Wouthuysen after he retired. The four complex variable Wouthuysen equation arises from an

  1. Approach in Theory of Nonlinear Evolution Equations: The Vakhnenko-Parkes Equation

    Directory of Open Access Journals (Sweden)

    V. O. Vakhnenko

    2016-01-01

    Full Text Available A variety of methods for examining the properties and solutions of nonlinear evolution equations are explored by using the Vakhnenko equation (VE as an example. The VE, which arises in modelling the propagation of high-frequency waves in a relaxing medium, has periodic and solitary traveling wave solutions some of which are loop-like in nature. The VE can be written in an alternative form, known as the Vakhnenko-Parkes equation (VPE, by a change of independent variables. The VPE has an N-soliton solution which is discussed in detail. Individual solitons are hump-like in nature whereas the corresponding solution to the VE comprises N-loop-like solitons. Aspects of the inverse scattering transform (IST method, as applied originally to the KdV equation, are used to find one- and two-soliton solutions to the VPE even though the VPE’s spectral equation is third-order and not second-order. A Bäcklund transformation for the VPE is used to construct conservation laws. The standard IST method for third-order spectral problems is used to investigate solutions corresponding to bound states of the spectrum and to a continuous spectrum. This leads to N-soliton solutions and M-mode periodic solutions, respectively. Interactions between these types of solutions are investigated.

  2. Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

    Science.gov (United States)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

    System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

  3. Exact results for the Boltzmann equation and Smoluchowski's coagulation equation

    International Nuclear Information System (INIS)

    Hendriks, E.M.

    1983-01-01

    Almost no analytical solutions have been found for realistic intermolecular forces, largely due to the complicated structure of the collision term which calls for the construction of simplified models, in which as many physical properties are maintained as possible. In the first three chapters of this thesis such model Boltzmann equations are studied. Only spatially homogeneous gases with isotropic distribution functions are considered. Chapter I considers transition kernels, chapter II persistent scattering models and chapter III very hard particles. The second part of this dissertation deals with Smoluchowski's coagulation equation for the size distribution function in a coagulating system, with chapters devoted to the following topics: kinetics of gelation and universality, coagulation equations with gelation and exactly soluble models of nucleation. (Auth./C.F.)

  4. Hybrid quantum-classical master equations

    International Nuclear Information System (INIS)

    Diósi, Lajos

    2014-01-01

    We discuss hybrid master equations of composite systems, which are hybrids of classical and quantum subsystems. A fairly general form of hybrid master equations is suggested. Its consistency is derived from the consistency of Lindblad quantum master equations. We emphasize that quantum measurement is a natural example of exact hybrid systems. We derive a heuristic hybrid master equation of time-continuous position measurement (monitoring). (paper)

  5. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

    Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)

  6. B-splines and Faddeev equations

    International Nuclear Information System (INIS)

    Huizing, A.J.

    1990-01-01

    Two numerical methods for solving the three-body equations describing relativistic pion deuteron scattering have been investigated. For separable two body interactions these equations form a set of coupled one-dimensional integral equations. They are plagued by singularities which occur in the kernel of the integral equations as well as in the solution. The methods to solve these equations differ in the way they treat the singularities. First the Fuda-Stuivenberg method is discussed. The basic idea of this method is an one time iteration of the set of integral equations to treat the logarithmic singularities. In the second method, the spline method, the unknown solution is approximated by splines. Cubic splines have been used with cubic B-splines as basis. If the solution is approximated by a linear combination of basis functions, an integral equation can be transformed into a set of linear equations for the expansion coefficients. This set of linear equations is solved by standard means. Splines are determined by points called knots. A proper choice of splines to approach the solution stands for a proper choice of the knots. The solution of the three-body scattering equations has a square root behaviour at a certain point. Hence it was investigated how the knots should be chosen to approximate the square root function by cubic B-splines in an optimal way. Before applying this method to solve numerically the three-body equations describing pion-deuteron scattering, an analytically solvable example has been constructed with a singularity structure of both kernel and solution comparable to those of the three-body equations. The accuracy of the numerical solution was determined to a large extent by the accuracy of the approximation of the square root part. The results for a pion laboratory energy of 47.4 MeV agree very well with those from literature. In a complete calculation for 47.7 MeV the spline method turned out to be a factor thousand faster than the Fuda

  7. Reduced Braginskii equations

    International Nuclear Information System (INIS)

    Yagi, M.; Horton, W.

    1993-11-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that we solve the perpendicular component of Ohm's law to conserve the physical energy while ensuring the relation ∇ · j = 0

  8. An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

    International Nuclear Information System (INIS)

    Pierantozzi, T.; Vazquez, L.

    2005-01-01

    Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case

  9. Equationally Compact Acts : Coproducts / Peeter Normak

    Index Scriptorium Estoniae

    Normak, Peeter

    1998-01-01

    In this article equational compactness of acts and its generalizations are discussed. As equational compactness does not carry over to coproducts a slight generalization of c-equational campactness is introduced. It is proved that a coproduct of acts is c-equationally compact if and only if all components are c-equationally campact

  10. Supersymmetric two-particle equations

    International Nuclear Information System (INIS)

    Sissakyan, A.N.; Skachkov, N.B.; Shevchenko, O.Yu.

    1986-01-01

    In the framework of the scalar superfield model, a particular case of which is the well-known Wess-Zumino model, the supersymmetric Schwinger equations are found. On their basis with the use of the second Legendre transformation the two-particle supersymmetric Edwards and Bethe-Salpeter equations are derived. A connection of the kernels and inhomogeneous terms of these equations with generating functional of the second Legendre transformation is found

  11. Solving Ordinary Differential Equations

    Science.gov (United States)

    Krogh, F. T.

    1987-01-01

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

  12. Numerical resolution of Navier-Stokes equations coupled to the heat equation

    International Nuclear Information System (INIS)

    Zenouda, Jean-Claude

    1970-08-01

    The author proves a uniqueness theorem for the time dependent Navier-Stokes equations coupled with heat flow in the two-dimensional case. He studies stability and convergence of several finite - difference schemes to solve these equations. Numerical experiments are done in the case of a square domain. (author) [fr

  13. Reduced Braginskii equations

    Energy Technology Data Exchange (ETDEWEB)

    Yagi, M. [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Horton, W. [Texas Univ., Austin, TX (United States). Inst. for Fusion Studies

    1993-11-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite {beta} that we solve the perpendicular component of Ohm`s law to conserve the physical energy while ensuring the relation {del} {center_dot} j = 0.

  14. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

    Science.gov (United States)

    Müller, Eike H; Scheichl, Rob; Shardlow, Tony

    2015-04-08

    This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

  15. Construction and accuracy of partial differential equation approximations to the chemical master equation.

    Science.gov (United States)

    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.

  16. Linear determining equations for differential constraints

    International Nuclear Information System (INIS)

    Kaptsov, O V

    1998-01-01

    A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed

  17. Transmission problem for the Laplace equation and the integral equation method

    Czech Academy of Sciences Publication Activity Database

    Medková, Dagmar

    2012-01-01

    Roč. 387, č. 2 (2012), s. 837-843 ISSN 0022-247X Institutional research plan: CEZ:AV0Z10190503 Keywords : transmission problem * Laplace equation * boundary integral equation Subject RIV: BA - General Mathematics Impact factor: 1.050, year: 2012 http://www.sciencedirect.com/science/article/pii/S0022247X11008985

  18. Introduction to partial differential equations

    CERN Document Server

    Borthwick, David

    2016-01-01

    This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.

  19. Differential equations methods and applications

    CERN Document Server

    Said-Houari, Belkacem

    2015-01-01

    This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .

  20. Gauge-invariant flow equation

    Science.gov (United States)

    Wetterich, C.

    2018-06-01

    We propose a closed gauge-invariant functional flow equation for Yang-Mills theories and quantum gravity that only involves one macroscopic gauge field or metric. It is based on a projection on physical and gauge fluctuations. Deriving this equation from a functional integral we employ the freedom in the precise choice of the macroscopic field and the effective average action in order to realize a closed and simple form of the flow equation.

  1. Fundamental equations for two-phase flow. Part 1: general conservation equations. Part 2: complement and remarks

    International Nuclear Information System (INIS)

    Delhaye, J.M.

    1968-12-01

    This report deals with the general equations of mass conservation, of momentum conservation, and energy conservation in the case of a two-phase flow. These equations are presented in several forms starting from integral equations which are assumed initially a priori. 1. Equations with local instantaneous variables, and interfacial conditions; 2. Equations with mean instantaneous variables in a cross-section, and practical applications: these equations include an important experimental value which is the ratio of the cross-section of passage of one phase to the total cross-section of a flow-tube. 3. Equations with a local statistical mean, and equations averaged over a period of time: A more advanced attempt to relate theory and experiment consists in taking the statistical averages of local equations. Equations are then obtained involving variables which are averaged over a period of time with the help of an ergodic assumption. 4. Combination of statistical averages and averages over a cross-section: in this study are considered the local variables averaged statistically, then averaged over the cross-section, and also the variables averaged over the section and then averaged statistically. 5. General equations concerning emulsions: In this case a phase exists in a locally very finely divided form. This peculiarity makes it possible to define a volume concentration, and to draw up equations which have numerous applications. - Certain points arising in the first part of this report concerning general mass conservation equations for two-phase flow have been completed and clarified. The terms corresponding to the interfacial tension have been introduced into the general equations. The interfacial conditions have thus been generalized. A supplementary step has still to be carried out: it has, in effect, been impossible to take the interfacial tension into account in the case of emulsions. It was then appeared interesting to compare this large group of fundamental

  2. Partial differential equations II elements of the modern theory equations with constant coefficients

    CERN Document Server

    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.

  3. Comparison between results of solution of Burgers' equation and Laplace's equation by Galerkin and least-square finite element methods

    Science.gov (United States)

    Adib, Arash; Poorveis, Davood; Mehraban, Farid

    2018-03-01

    In this research, two equations are considered as examples of hyperbolic and elliptic equations. In addition, two finite element methods are applied for solving of these equations. The purpose of this research is the selection of suitable method for solving each of two equations. Burgers' equation is a hyperbolic equation. This equation is a pure advection (without diffusion) equation. This equation is one-dimensional and unsteady. A sudden shock wave is introduced to the model. This wave moves without deformation. In addition, Laplace's equation is an elliptical equation. This equation is steady and two-dimensional. The solution of Laplace's equation in an earth dam is considered. By solution of Laplace's equation, head pressure and the value of seepage in the directions X and Y are calculated in different points of earth dam. At the end, water table is shown in the earth dam. For Burgers' equation, least-square method can show movement of wave with oscillation but Galerkin method can not show it correctly (the best method for solving of the Burgers' equation is discrete space by least-square finite element method and discrete time by forward difference.). For Laplace's equation, Galerkin and least square methods can show water table correctly in earth dam.

  4. INVARIANTS OF GENERALIZED RAPOPORT-LEAS EQUATIONS

    Directory of Open Access Journals (Sweden)

    Elena N. Kushner

    2018-01-01

    Full Text Available For the generalized Rapoport-Leas equations, algebra of differential invariants is constructed with respect to point transformations, that is, transformations of independent and dependent variables. The finding of a general transformation of this type reduces to solving an extremely complicated functional equation. Therefore, following the approach of Sophus Lie, we restrict ourselves to the search for infinitesimal transformations which are generated by translations along the trajectories of vector fields. The problem of finding these vector fields reduces to the redefined system decision of linear differential equations with respect to their coefficients. The Rapoport-Leas equations arise in the study of nonlinear filtration processes in porous media, as well as in other areas of natural science: for example, these equations describe various physical phenomena: two-phase filtration in a porous medium, filtration of a polytropic gas, and propagation of heat at nuclear explosion. They are vital topic for research: in recent works of Bibikov, Lychagin, and others, the analysis of the symmetries of the generalized Rapoport-Leas equations has been carried out; finite-dimensional dynamics and conditions of attractors existence have been found. Since the generalized RapoportLeas equations are nonlinear partial differential equations of the second order with two independent variables; the methods of the geometric theory of differential equations are used to study them in this paper. According to this theory differential equations generate subvarieties in the space of jets. This makes it possible to use the apparatus of modern differential geometry to study differential equations. We introduce the concept of admissible transformations, that is, replacements of variables that do not derive equations outside the class of the Rapoport-Leas equations. Such transformations form a Lie group. For this Lie group there are differential invariants that separate

  5. On matrix fractional differential equations

    Directory of Open Access Journals (Sweden)

    Adem Kılıçman

    2017-01-01

    Full Text Available The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objective of this article is to discuss the Laplace transform method based on operational matrices of fractional derivatives for solving several kinds of linear fractional differential equations. Moreover, we present the operational matrices of fractional derivatives with Laplace transform in many applications of various engineering systems as control system. We present the analytical technique for solving fractional-order, multi-term fractional differential equation. In other words, we propose an efficient algorithm for solving fractional matrix equation.

  6. Integral equations and their applications

    CERN Document Server

    Rahman, M

    2007-01-01

    For many years, the subject of functional equations has held a prominent place in the attention of mathematicians. In more recent years this attention has been directed to a particular kind of functional equation, an integral equation, wherein the unknown function occurs under the integral sign. The study of this kind of equation is sometimes referred to as the inversion of a definite integral. While scientists and engineers can already choose from a number of books on integral equations, this new book encompasses recent developments including some preliminary backgrounds of formulations of integral equations governing the physical situation of the problems. It also contains elegant analytical and numerical methods, and an important topic of the variational principles. Primarily intended for senior undergraduate students and first year postgraduate students of engineering and science courses, students of mathematical and physical sciences will also find many sections of direct relevance. The book contains eig...

  7. On-Line Optimizing Control of a Simulated Continuous Yeast Fermentation

    DEFF Research Database (Denmark)

    Andersen, Maria Y.; Asferg, L.; Brabrand, H.

    1989-01-01

    On-line optimizing control of a simulated fermentation is investigated using a non-segregated dynamic model of aerobic glucose limited growth of saccharomyces cerevisiae. The optimization procedure is carried out with an underlying adaptive regulator to stabilize the culture. This stabilization...... is especially important during the setpoint changes specified by the optimizing routine. A linear ARMAX model structure is used for the fermentation process with dilution rate as input and biomass as output variable. The parameters of the linear model structure are estimated using a pseudo linear regression...... method with bandpass filtering of in- and output variables in order to ensure low frequency validity of the estimated model. An LQ-regulator is used with iterative solution of the Riccati equation. Simulation results illustrate the tuning of the underlying regulator, and the effect of perturbing...

  8. Spacecraft attitude control using neuro-fuzzy approximation of the optimal controllers

    Science.gov (United States)

    Kim, Sung-Woo; Park, Sang-Young; Park, Chandeok

    2016-01-01

    In this study, a neuro-fuzzy controller (NFC) was developed for spacecraft attitude control to mitigate large computational load of the state-dependent Riccati equation (SDRE) controller. The NFC was developed by training a neuro-fuzzy network to approximate the SDRE controller. The stability of the NFC was numerically verified using a Lyapunov-based method, and the performance of the controller was analyzed in terms of approximation ability, steady-state error, cost, and execution time. The simulations and test results indicate that the developed NFC efficiently approximates the SDRE controller, with asymptotic stability in a bounded region of angular velocity encompassing the operational range of rapid-attitude maneuvers. In addition, it was shown that an approximated optimal feedback controller can be designed successfully through neuro-fuzzy approximation of the optimal open-loop controller.

  9. Doubly-logarithmic asymptotic of the quark scattering amplitude with nonvacuum exchange in the t-channel

    International Nuclear Information System (INIS)

    Kirschner, R.; Lipatov, L.N.

    1982-01-01

    Nonlinear differential equations of the Riccati type for the t-channel partial waves f/sub j/(t) describing the scattering of quarks on the mass shell are derived by employing the dispersion relations. The derivation applies to high energies s/sup 1/2/ in the region α/sub s/ln 2 (s/μ 2 )approx.1, where μ is the infrared cutoff parameter with respect to the transverse momenta of the virtual particles. For colorless channels the solutions are found in explicit form. It is shown that the singularities of partial waves with negative signature are in all cases located to the right of the singularities of partial waves with positive signature, i.e., the negative signature dominates in the asymptotic region α/sub s/ln 2 (s/μ 2 )>>1

  10. Suboptimal Regulation of a Class of Bilinear Interconnected Systems with Finite-Time Sliding Planning Horizons

    Directory of Open Access Journals (Sweden)

    M. de la Sen

    2008-01-01

    Full Text Available This paper focuses on the suboptimization of a class of multivariable discrete-time bilinear systems consisting of interconnected bilinear subsystems with respect to a linear quadratic optimal regulation criterion which involves the use of state weighting terms only. Conditions which ensure the controllability of the overall system are given as a previous requirement for optimization. Three transformations of variables are made on the system equations in order to implement the scheme on an equivalent linear system. This leads to an equivalent representation of the used quadratic performance index that involves the appearance of quadratic weighting terms related to both transformed input and state variables. In this way, a Riccati-matrix sequence, allowing the synthesis of a standard feedback control law, is obtained. Finally, the proposed control scheme is tested on realistic examples.

  11. Methods in half-linear asymptotic theory

    Directory of Open Access Journals (Sweden)

    Pavel Rehak

    2016-10-01

    Full Text Available We study the asymptotic behavior of eventually positive solutions of the second-order half-linear differential equation $$ (r(t|y'|^{\\alpha-1}\\hbox{sgn} y''=p(t|y|^{\\alpha-1}\\hbox{sgn} y, $$ where r(t and p(t are positive continuous functions on $[a,\\infty$, $\\alpha\\in(1,\\infty$. The aim of this article is twofold. On the one hand, we show applications of a wide variety of tools, like the Karamata theory of regular variation, the de Haan theory, the Riccati technique, comparison theorems, the reciprocity principle, a certain transformation of dependent variable, and principal solutions. On the other hand, we solve open problems posed in the literature and generalize existing results. Most of our observations are new also in the linear case.

  12. Equations of motion for a (non-linear) scalar field model as derived from the field equations

    International Nuclear Information System (INIS)

    Kaniel, S.; Itin, Y.

    2006-01-01

    The problem of derivation of the equations of motion from the field equations is considered. Einstein's field equations have a specific analytical form: They are linear in the second order derivatives and quadratic in the first order derivatives of the field variables. We utilize this particular form and propose a novel algorithm for the derivation of the equations of motion from the field equations. It is based on the condition of the balance between the singular terms of the field equation. We apply the algorithm to a non-linear Lorentz invariant scalar field model. We show that it results in the Newton law of attraction between the singularities of the field moved on approximately geodesic curves. The algorithm is applicable to the N-body problem of the Lorentz invariant field equations. (Abstract Copyright [2006], Wiley Periodicals, Inc.)

  13. The relativistic electron wave equation

    International Nuclear Information System (INIS)

    Dirac, P.A.M.

    1977-08-01

    The paper was presented at the European Conference on Particle Physics held in Budapest between the 4th and 9th July of 1977. A short review is given on the birth of the relativistic electron wave equation. After Schroedinger has shown the equivalence of his wave mechanics and the matrix mechanics of Heisenberg, a general transformation theory was developed by the author. This theory required a relativistic wave equation linear in delta/delta t. As the Klein--Gordon equation available at this time did not satisfy this condition the development of a new equation became necessary. The equation which was found gave the value of the electron spin and magnetic moment automatically. (D.P.)

  14. Equation with the many fathers

    DEFF Research Database (Denmark)

    Kragh, Helge

    1984-01-01

    In this essay I discuss the origin and early development of the first relativistic wave equation, known as the Klein-Gordon equation. In 1926 several physicists, among them Klein, Fock, Schrödinger, and de Broglie, announced this equation as a candidate for a relativistic generalization of the us...... as electrodynamics. Although this ambitious attempt attracted some interest in 1926, its impact on the mainstream of development in quantum mechanics was virtually nil....... of the usual Schrödinger equation. In most of the early versions the Klein-Gordon equation was connected with the general theory of relativity. Klein and some other physicists attempted to express quantum mechanics within a five-dimensional unified theory, embracing general relativity as well...

  15. Solving (2 + 1)-dimensional sine-Poisson equation by a modified variable separated ordinary differential equation method

    International Nuclear Information System (INIS)

    Ka-Lin, Su; Yuan-Xi, Xie

    2010-01-01

    By introducing a more general auxiliary ordinary differential equation (ODE), a modified variable separated ordinary differential equation method is presented for solving the (2 + 1)-dimensional sine-Poisson equation. As a result, many explicit and exact solutions of the (2 + 1)-dimensional sine-Poisson equation are derived in a simple manner by this technique. (general)

  16. On the Saha Ionization Equation

    Indian Academy of Sciences (India)

    Abstract. We revisit the Saha Ionization Equation in order to highlightthe rich interdisciplinary content of the equation thatstraddles distinct areas of spectroscopy, thermodynamics andchemical reactions. In a self-contained discussion, relegatedto an appendix, we delve further into the hidden message ofthe equation in terms ...

  17. Application of a Lie group admitted by a homogeneous equation for group classification of a corresponding inhomogeneous equation

    Science.gov (United States)

    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.

  18. Neoclassical MHD equations for tokamaks

    International Nuclear Information System (INIS)

    Callen, J.D.; Shaing, K.C.

    1986-03-01

    The moment equation approach to neoclassical-type processes is used to derive the flows, currents and resistive MHD-like equations for studying equilibria and instabilities in axisymmetric tokamak plasmas operating in the banana-plateau collisionality regime (ν* approx. 1). The resultant ''neoclassical MHD'' equations differ from the usual reduced equations of resistive MHD primarily by the addition of the important viscous relaxation effects within a magnetic flux surface. The primary effects of the parallel (poloidal) viscous relaxation are: (1) Rapid (approx. ν/sub i/) damping of the poloidal ion flow so the residual flow is only toroidal; (2) addition of the bootstrap current contribution to Ohm's laws; and (3) an enhanced (by B 2 /B/sub theta/ 2 ) polarization drift type term and consequent enhancement of the perpendicular dielectric constant due to parallel flow inertia, which causes the equations to depend only on the poloidal magnetic field B/sub theta/. Gyroviscosity (or diamagnetic vfiscosity) effects are included to properly treat the diamagnetic flow effects. The nonlinear form of the neoclassical MHD equations is derived and shown to satisfy an energy conservation equation with dissipation arising from Joule and poloidal viscous heating, and transport due to classical and neoclassical diffusion

  19. On the relation between elementary partial difference equations and partial differential equations

    NARCIS (Netherlands)

    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

  20. A novel numerical flux for the 3D Euler equations with general equation of state

    KAUST Repository

    Toro, Eleuterio F.; Castro, Cristó bal E.; Bok Jik, Lee

    2015-01-01

    Euler equations for ideal gases and its extension presented in this paper is threefold: (i) we solve the three-dimensional Euler equations on general meshes; (ii) we use a general equation of state; and (iii) we achieve high order of accuracy in both

  1. From ordinary to partial differential equations

    CERN Document Server

    Esposito, Giampiero

    2017-01-01

    This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.

  2. Completely integrable operator evolutionary equations

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.

    1979-01-01

    The authors present natural generalizations of classical completely integrable equations where the functions are replaced by arbitrary operators. Among these equations are the non-linear Schroedinger, the Korteweg-de Vries, and the modified KdV equations. The Lax representation and the Baecklund transformations are presented. (Auth.)

  3. On the fluid-dynamical approximation to the Boltzmann equation at the level of the Navier-Stokes equation

    International Nuclear Information System (INIS)

    Kawashima, S.; Matsumara, A.; Nishida, T.

    1979-01-01

    The compressible and heat-conductive Navier-Stokes equation obtained as the second approximation of the formal Chapman-Enskog expansion is investigated on its relations to the original nonlinear Boltzmann equation and also to the incompressible Navier-Stokes equation. The solutions of the Boltzmann equation and the incompressible Navier-Stokes equation for small initial data are proved to be asymptotically equivalent (mod decay rate tsup(-5/4)) as t → + infinitely to that of the compressible Navier-Stokes equation for the corresponding initial data. (orig.) 891 HJ/orig. 892 MKO

  4. Solution of radial spin-1 field equation in Robertson-Walker space-time via Heun's equation

    International Nuclear Information System (INIS)

    Zecca, A.

    2010-01-01

    The spin-1 field equation is considered in Robertson-Walker spacetime. The problem of the solution of the separated radial equations, previously discussed in the flat space-time case, is solved also for both the closed and open curvature case. The radial equation is reduced to Heun's differential equation that recently has been widely reconsidered. It is shown that the solution of the present Heun equation does not fall into the class of polynomial-like or hypergeometric functions. Heun's operator results also non-factorisable. The properties follow from application of general theorems and power series expansion. In the positive curvature case of the universe a discrete energy spectrum of the system is found. The result follows by requiring a polynomial-like behaviour of at least one component of the spinor field. Developments and applications of the theory suggest further study of the solution of Heun's equation.

  5. Differential equations I essentials

    CERN Document Server

    REA, Editors of

    2012-01-01

    REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.

  6. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2011-01-01

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

  7. Banking on the equator. Are banks that adopted the equator principles different from non-adopters?

    NARCIS (Netherlands)

    Scholtens, B.; Dam, L.

    We analyze the performance of banks that adopted the Equator Principles. The Equator Principles are designed to assure sustainable development in project finance. The social, ethical, and environmental policies of the adopters differ significantly from those of banks that did not adopt the Equator

  8. Hartree--Fock density matrix equation

    International Nuclear Information System (INIS)

    Cohen, L.; Frishberg, C.

    1976-01-01

    An equation for the Hartree--Fock density matrix is discussed and the possibility of solving this equation directly for the density matrix instead of solving the Hartree--Fock equation for orbitals is considered. Toward that end the density matrix is expanded in a finite basis to obtain the matrix representative equation. The closed shell case is considered. Two numerical schemes are developed and applied to a number of examples. One example is given where the standard orbital method does not converge while the method presented here does

  9. Exact solutions to sine-Gordon-type equations

    International Nuclear Information System (INIS)

    Liu Shikuo; Fu Zuntao; Liu Shida

    2006-01-01

    In this Letter, sine-Gordon-type equations, including single sine-Gordon equation, double sine-Gordon equation and triple sine-Gordon equation, are systematically solved by Jacobi elliptic function expansion method. It is shown that different transformations for these three sine-Gordon-type equations play different roles in obtaining exact solutions, some transformations may not work for a specific sine-Gordon equation, while work for other sine-Gordon equations

  10. dimensional Jaulent–Miodek equations

    Indian Academy of Sciences (India)

    (2+1)-dimensional Jaulent–Miodek equation; the first integral method; kinks; ... and effective method for solving nonlinear partial differential equations which can ... of the method employed and exact kink and soliton solutions are constructed ...

  11. Random walk and the heat equation

    CERN Document Server

    Lawler, Gregory F

    2010-01-01

    The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation by considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equation and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. The first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For exa...

  12. On integrability of the Killing equation

    Science.gov (United States)

    Houri, Tsuyoshi; Tomoda, Kentaro; Yasui, Yukinori

    2018-04-01

    Killing tensor fields have been thought of as describing the hidden symmetry of space(-time) since they are in one-to-one correspondence with polynomial first integrals of geodesic equations. Since many problems in classical mechanics can be formulated as geodesic problems in curved space and spacetime, solving the defining equation for Killing tensor fields (the Killing equation) is a powerful way to integrate equations of motion. Thus it has been desirable to formulate the integrability conditions of the Killing equation, which serve to determine the number of linearly independent solutions and also to restrict the possible forms of solutions tightly. In this paper, we show the prolongation for the Killing equation in a manner that uses Young symmetrizers. Using the prolonged equations, we provide the integrability conditions explicitly.

  13. Algebraic entropy for differential-delay equations

    OpenAIRE

    Viallet, Claude M.

    2014-01-01

    We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.

  14. Hyperbolic partial differential equations

    CERN Document Server

    Witten, Matthew

    1986-01-01

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

  15. Dynamical equations for the optical potential

    International Nuclear Information System (INIS)

    Kowalski, K.L.

    1981-01-01

    Dynamical equations for the optical potential are obtained starting from a wide class of N-particle equations. This is done with arbitrary multiparticle interactions to allow adaptation to few-body models of nuclear reactions and including all effects of nucleon identity. Earlier forms of the optical potential equations are obtained as special cases. Particular emphasis is placed upon obtaining dynamical equations for the optical potential from the equations of Kouri, Levin, and Tobocman including all effects of particle identity

  16. Group foliation of finite difference equations

    Science.gov (United States)

    Thompson, Robert; Valiquette, Francis

    2018-06-01

    Using the theory of equivariant moving frames, a group foliation method for invariant finite difference equations is developed. This method is analogous to the group foliation of differential equations and uses the symmetry group of the equation to decompose the solution process into two steps, called resolving and reconstruction. Our constructions are performed algorithmically and symbolically by making use of discrete recurrence relations among joint invariants. Applications to invariant finite difference equations that approximate differential equations are given.

  17. Manhattan equation for the operational amplifier

    OpenAIRE

    Mishonov, Todor M.; Danchev, Victor I.; Petkov, Emil G.; Gourev, Vassil N.; Dimitrova, Iglika M.; Varonov, Albert M.

    2018-01-01

    A differential equation relating the voltage at the output of an operational amplifier $U_0$ and the difference between the input voltages ($U_{+}$ and $U_{-}$) has been derived. The crossover frequency $f_0$ is a parameter in this operational amplifier master equation. The formulas derived as a consequence of this equation find applications in thousands of specifications for electronic devices but as far as we know, the equation has never been published. Actually, the master equation of oper...

  18. Benney's long wave equations

    International Nuclear Information System (INIS)

    Lebedev, D.R.

    1979-01-01

    Benney's equations of motion of incompressible nonviscous fluid with free surface in the approximation of long waves are analyzed. The connection between the Lie algebra of Hamilton plane vector fields and the Benney's momentum equations is shown

  19. The forced nonlinear Schroedinger equation

    International Nuclear Information System (INIS)

    Kaup, D.J.; Hansen, P.J.

    1985-01-01

    The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)

  20. Solving Nonlinear Coupled Differential Equations

    Science.gov (United States)

    Mitchell, L.; David, J.

    1986-01-01

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

  1. Structural Equation and Mei Conserved Quantity of Mei Symmetry for Appell Equations in Holonomic Systems with Unilateral Constraints

    International Nuclear Information System (INIS)

    Jia Liqun; Cui Jinchao; Zhang Yaoyu; Luo Shaokai

    2009-01-01

    Structural equation and Mei conserved quantity of Mei symmetry for Appell equations in holonomic systems with unilateral constraints are investigated. Appell equations and differential equations of motion for holonomic mechanic systems with unilateral constraints are established. The definition and the criterion of Mei symmetry for Appell equations in holonomic systems with unilateral constraints under the infinitesimal transformations of groups are also given. The expressions of the structural equation and Mei conserved quantity of Mei symmetry for Appell equations in holonomic systems with unilateral constraints expressed by Appell functions are obtained. An example is given to illustrate the application of the results. (general)

  2. Direct 'delay' reductions of the Toda equation

    International Nuclear Information System (INIS)

    Joshi, Nalini

    2009-01-01

    A new direct method of obtaining reductions of the Toda equation is described. We find a canonical and complete class of all possible reductions under certain assumptions. The resulting equations are ordinary differential-difference equations, sometimes referred to as delay-differential equations. The representative equation of this class is hypothesized to be a new version of one of the classical Painleve equations. The Lax pair associated with this equation is obtained, also by reduction. (fast track communication)

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

    Science.gov (United States)

    Karney, C. F. F.

    1977-01-01

    Equations describing the nonlinear propagation of waves in an anisotropic plasma are rarely exactly soluble. However it is often possible to make approximations that reduce the exact equations into a simpler equation. The use of MACSYMA to make such approximations, and so reduce the equation describing lower hybrid waves into the nonlinear Schrodinger equation which is soluble by the inverse scattering method is demonstrated. MACSYMA is used at several stages in the calculation only because there is a natural division between calculations that are easiest done by hand, and those that are easiest done by machine.

  4. Quadratic Diophantine equations

    CERN Document Server

    Andreescu, Titu

    2015-01-01

    This monograph treats the classical theory of quadratic Diophantine equations and guides the reader through the last two decades of computational techniques and progress in the area. These new techniques combined with the latest increases in computational power shed new light on important open problems. The authors motivate the study of quadratic Diophantine equations with excellent examples, open problems, and applications. Moreover, the exposition aptly demonstrates many applications of results and techniques from the study of Pell-type equations to other problems in number theory. The book is intended for advanced undergraduate and graduate students as well as researchers. It challenges the reader to apply not only specific techniques and strategies, but also to employ methods and tools from other areas of mathematics, such as algebra and analysis.

  5. Quantum-statistical kinetic equations

    International Nuclear Information System (INIS)

    Loss, D.; Schoeller, H.

    1989-01-01

    Considering a homogeneous normal quantum fluid consisting of identical interacting fermions or bosons, the authors derive an exact quantum-statistical generalized kinetic equation with a collision operator given as explicit cluster series where exchange effects are included through renormalized Liouville operators. This new result is obtained by applying a recently developed superoperator formalism (Liouville operators, cluster expansions, symmetrized projectors, P q -rule, etc.) to nonequilibrium systems described by a density operator ρ(t) which obeys the von Neumann equation. By means of this formalism a factorization theorem is proven (being essential for obtaining closed equations), and partial resummations (leading to renormalized quantities) are performed. As an illustrative application, the quantum-statistical versions (including exchange effects due to Fermi-Dirac or Bose-Einstein statistics) of the homogeneous Boltzmann (binary collisions) and Choh-Uhlenbeck (triple collisions) equations are derived

  6. A linearizing transformation for the Korteweg-de Vries equation; generalizations to higher-dimensional nonlinear partial differential equations

    NARCIS (Netherlands)

    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

  7. PREFACE: Symmetries and integrability of difference equations Symmetries and integrability of difference equations

    Science.gov (United States)

    Levi, Decio; Olver, Peter; Thomova, Zora; Winternitz, Pavel

    2009-11-01

    The concept of integrability was introduced in classical mechanics in the 19th century for finite dimensional continuous Hamiltonian systems. It was extended to certain classes of nonlinear differential equations in the second half of the 20th century with the discovery of the inverse scattering transform and the birth of soliton theory. Also at the end of the 19th century Lie group theory was invented as a powerful tool for obtaining exact analytical solutions of large classes of differential equations. Together, Lie group theory and integrability theory in its most general sense provide the main tools for solving nonlinear differential equations. Like differential equations, difference equations play an important role in physics and other sciences. They occur very naturally in the description of phenomena that are genuinely discrete. Indeed, they may actually be more fundamental than differential equations if space-time is actually discrete at very short distances. On the other hand, even when treating continuous phenomena described by differential equations it is very often necessary to resort to numerical methods. This involves a discretization of the differential equation, i.e. a replacement of the differential equation by a difference one. Given the well developed and understood techniques of symmetry and integrability for differential equations a natural question to ask is whether it is possible to develop similar techniques for difference equations. The aim is, on one hand, to obtain powerful methods for solving `integrable' difference equations and to establish practical integrability criteria, telling us when the methods are applicable. On the other hand, Lie group methods can be adapted to solve difference equations analytically. Finally, integrability and symmetry methods can be combined with numerical methods to obtain improved numerical solutions of differential equations. The origin of the SIDE meetings goes back to the early 1990s and the first

  8. Local instant conservation equations

    International Nuclear Information System (INIS)

    Delaje, Dzh.

    1984-01-01

    Local instant conservation equations for two-phase flow are derived. Derivation of the equation starts from the recording of integral laws of conservation for a fixed reference volume, containing both phases. Transformation of the laws, using the Leibniz rule and Gauss theory permits to obtain the sum of two integrals as to the volume and integral as to the surface. Integrals as to the volume result in local instant differential equations, in particular derivatives for each phase, and integrals as to the surface reflect local instant conditions of a jump on interface surface

  9. Differential equations problem solver

    CERN Document Server

    Arterburn, David R

    2012-01-01

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

  10. Local Observed-Score Kernel Equating

    Science.gov (United States)

    Wiberg, Marie; van der Linden, Wim J.; von Davier, Alina A.

    2014-01-01

    Three local observed-score kernel equating methods that integrate methods from the local equating and kernel equating frameworks are proposed. The new methods were compared with their earlier counterparts with respect to such measures as bias--as defined by Lord's criterion of equity--and percent relative error. The local kernel item response…

  11. Numerical solution of Boltzmann's equation

    International Nuclear Information System (INIS)

    Sod, G.A.

    1976-04-01

    The numerical solution of Boltzmann's equation is considered for a gas model consisting of rigid spheres by means of Hilbert's expansion. If only the first two terms of the expansion are retained, Boltzmann's equation reduces to the Boltzmann-Hilbert integral equation. Successive terms in the Hilbert expansion are obtained by solving the same integral equation with a different source term. The Boltzmann-Hilbert integral equation is solved by a new very fast numerical method. The success of the method rests upon the simultaneous use of four judiciously chosen expansions; Hilbert's expansion for the distribution function, another expansion of the distribution function in terms of Hermite polynomials, the expansion of the kernel in terms of the eigenvalues and eigenfunctions of the Hilbert operator, and an expansion involved in solving a system of linear equations through a singular value decomposition. The numerical method is applied to the study of the shock structure in one space dimension. Numerical results are presented for Mach numbers of 1.1 and 1.6. 94 refs, 7 tables, 1 fig

  12. The Dirac equation and its solutions

    CERN Document Server

    Bagrov, Vladislav G

    2014-01-01

    Dirac equations are of fundamental importance for relativistic quantum mechanics and quantum electrodynamics. In relativistic quantum mechanics, the Dirac equation is referred to as one-particle wave equation of motion for electron in an external electromagnetic field. In quantum electrodynamics, exact solutions of this equation are needed to treat the interaction between the electron and the external field exactly.In particular, all propagators of a particle, i.e., the various Green's functions, are constructed in a certain way by using exact solutions of the Dirac equation.

  13. The Dirac equation and its solutions

    International Nuclear Information System (INIS)

    Bagrov, Vladislav G.; Gitman, Dmitry; P.N. Lebedev Physical Institute, Moscow; Tomsk State Univ., Tomsk

    2013-01-01

    The Dirac equation is of fundamental importance for relativistic quantum mechanics and quantum electrodynamics. In relativistic quantum mechanics, the Dirac equation is referred to as one-particle wave equation of motion for electron in an external electromagnetic field. In quantum electrodynamics, exact solutions of this equation are needed to treat the interaction between the electron and the external field exactly. In particular, all propagators of a particle, i.e., the various Green's functions, are constructed in a certain way by using exact solutions of the Dirac equation.

  14. Painleve test and discrete Boltzmann equations

    International Nuclear Information System (INIS)

    Euler, N.; Steeb, W.H.

    1989-01-01

    The Painleve test for various discrete Boltzmann equations is performed. The connection with integrability is discussed. Furthermore the Lie symmetry vector fields are derived and group-theoretical reduction of the discrete Boltzmann equations to ordinary differentiable equations is performed. Lie Backlund transformations are gained by performing the Painleve analysis for the ordinary differential equations. 16 refs

  15. Chew-Low equations as Cremoma transformations

    International Nuclear Information System (INIS)

    Rerikh, K.V.

    1982-01-01

    The Chew-Low equations for the p-wave pion-nucleon scattering with the crossing-symmetry matrix (3x3) are investigated in their well-known formulation as a system of nonlinear difference equations. These equations interpreted as geometrical transformations are shown to be a special case of the Cremona transformaions. Using the properties of the Cremona transformations we obtain the general 3-parametric functional equation on invariant algebraic and nonalgebraic curves in the space solutions of the Chew- Low equations. It is proved that there exists only one invariant algebraic curve, the parabola corresponding to the well-known solution. Analysis of the general functional equation on invariant nonalgebraic curves makes it possible to select in addition to this parabola 3 invariant forms defining implicitly 3 nonalgebraic curves and to concretize for them the general equation by means of fixing the parameters. From the transformational properties of the invariant forms with respect to the Cremona transformations, there follows an important result that the ration of these forms in proper powers is the general integral of the nonlinear system of the Chew-Low equations, which is an even antiperiodic function. The structure of the second general integral is given and the functional equations which determinne this integral are presented [ru

  16. General particle transport equation. Final report

    International Nuclear Information System (INIS)

    Lafi, A.Y.; Reyes, J.N. Jr.

    1994-12-01

    The general objectives of this research are as follows: (1) To develop fundamental models for fluid particle coalescence and breakage rates for incorporation into statistically based (Population Balance Approach or Monte Carlo Approach) two-phase thermal hydraulics codes. (2) To develop fundamental models for flow structure transitions based on stability theory and fluid particle interaction rates. This report details the derivation of the mass, momentum and energy conservation equations for a distribution of spherical, chemically non-reacting fluid particles of variable size and velocity. To study the effects of fluid particle interactions on interfacial transfer and flow structure requires detailed particulate flow conservation equations. The equations are derived using a particle continuity equation analogous to Boltzmann's transport equation. When coupled with the appropriate closure equations, the conservation equations can be used to model nonequilibrium, two-phase, dispersed, fluid flow behavior. Unlike the Eulerian volume and time averaged conservation equations, the statistically averaged conservation equations contain additional terms that take into account the change due to fluid particle interfacial acceleration and fluid particle dynamics. Two types of particle dynamics are considered; coalescence and breakage. Therefore, the rate of change due to particle dynamics will consider the gain and loss involved in these processes and implement phenomenological models for fluid particle breakage and coalescence

  17. Analytical solutions of time-fractional models for homogeneous Gardner equation and non-homogeneous differential equations

    Directory of Open Access Journals (Sweden)

    Olaniyi Samuel Iyiola

    2014-09-01

    Full Text Available In this paper, we obtain analytical solutions of homogeneous time-fractional Gardner equation and non-homogeneous time-fractional models (including Buck-master equation using q-Homotopy Analysis Method (q-HAM. Our work displays the elegant nature of the application of q-HAM not only to solve homogeneous non-linear fractional differential equations but also to solve the non-homogeneous fractional differential equations. The presence of the auxiliary parameter h helps in an effective way to obtain better approximation comparable to exact solutions. The fraction-factor in this method gives it an edge over other existing analytical methods for non-linear differential equations. Comparisons are made upon the existence of exact solutions to these models. The analysis shows that our analytical solutions converge very rapidly to the exact solutions.

  18. Electronic representation of wave equation

    Energy Technology Data Exchange (ETDEWEB)

    Veigend, Petr; Kunovský, Jiří, E-mail: kunovsky@fit.vutbr.cz; Kocina, Filip; Nečasová, Gabriela; Valenta, Václav [University of Technology, Faculty of Information Technology, Božetěchova 2, 612 66 Brno (Czech Republic); Šátek, Václav [IT4Innovations, VŠB Technical University of Ostrava, 17. listopadu 15/2172, 708 33 Ostrava-Poruba (Czech Republic); University of Technology, Faculty of Information Technology, Božetěchova 2, 612 66 Brno (Czech Republic)

    2016-06-08

    The Taylor series method for solving differential equations represents a non-traditional way of a numerical solution. Even though this method is not much preferred in the literature, experimental calculations done at the Department of Intelligent Systems of the Faculty of Information Technology of TU Brno have verified that the accuracy and stability of the Taylor series method exceeds the currently used algorithms for numerically solving differential equations. This paper deals with solution of Telegraph equation using modelling of a series small pieces of the wire. Corresponding differential equations are solved by the Modern Taylor Series Method.

  19. The Dirac equation for accountants

    International Nuclear Information System (INIS)

    Ord, G.N.

    2006-01-01

    In the context of relativistic quantum mechanics, derivations of the Dirac equation usually take the form of plausibility arguments based on experience with the Schroedinger equation. The primary reason for this is that we do not know what wavefunctions physically represent, so derivations have to rely on formal arguments. There is however a context in which the Dirac equation in one dimension is directly related to a classical generating function. In that context, the derivation of the Dirac equation is an exercise in counting. We provide this derivation here and discuss its relationship to quantum mechanics

  20. Polygons of differential equations for finding exact solutions

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.; Demina, Maria V.

    2007-01-01

    A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of polygons corresponding to nonlinear differential equations. It allows one to express exact solutions of the equation studied through solutions of another equation using properties of the basic equation itself. The ideas of power geometry are used and developed. Our approach has a pictorial interpretation, which is illustrative and effective. The method can be also applied for finding transformations between solutions of differential equations. To demonstrate the method application exact solutions of several equations are found. These equations are: the Korteveg-de Vries-Burgers equation, the generalized Kuramoto-Sivashinsky equation, the fourth-order nonlinear evolution equation, the fifth-order Korteveg-de Vries equation, the fifth-order modified Korteveg-de Vries equation and the sixth-order nonlinear evolution equation describing turbulent processes. Some new exact solutions of nonlinear evolution equations are given

  1. Unsplit complex frequency shifted perfectly matched layer for second-order wave equation using auxiliary differential equations.

    Science.gov (United States)

    Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

    2015-12-01

    The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.

  2. Intrinsic cylindrical and spherical waves

    International Nuclear Information System (INIS)

    Ludlow, I K

    2008-01-01

    Intrinsic waveforms associated with cylindrical and spherical Bessel functions are obtained by eliminating the factors responsible for the inverse radius and inverse square radius laws of wave power per unit area of wavefront. The resulting expressions are Riccati-Bessel functions for both cases and these can be written in terms of amplitude and phase functions of order v and wave variable z. When z is real, it is shown that a spatial phase angle of the intrinsic wave can be defined and this, together with its amplitude function, is systematically investigated for a range of fixed orders and varying z. The derivatives of Riccati-Bessel functions are also examined. All the component functions exhibit different behaviour in the near field depending on the order being less than, equal to or greater than 1/2. Plots of the phase angle can be used to display the locations of the zeros of the general Riccati-Bessel functions and lead to new relations concerning the ordering of the real zeros of Bessel functions and the occurrence of multiple zeros when the argument of the Bessel function is fixed

  3. The Dirac equation and its solutions

    Energy Technology Data Exchange (ETDEWEB)

    Bagrov, Vladislav G. [Tomsk State Univ., Tomsk (Russian Federation). Dept. of Quantum Field Theroy; Gitman, Dmitry [Sao Paulo Univ. (Brazil). Inst. de Fisica; P.N. Lebedev Physical Institute, Moscow (Russian Federation); Tomsk State Univ., Tomsk (Russian Federation). Faculty of Physics

    2013-07-01

    The Dirac equation is of fundamental importance for relativistic quantum mechanics and quantum electrodynamics. In relativistic quantum mechanics, the Dirac equation is referred to as one-particle wave equation of motion for electron in an external electromagnetic field. In quantum electrodynamics, exact solutions of this equation are needed to treat the interaction between the electron and the external field exactly. In particular, all propagators of a particle, i.e., the various Green's functions, are constructed in a certain way by using exact solutions of the Dirac equation.

  4. On the Inclusion of Difference Equation Problems and Z Transform Methods in Sophomore Differential Equation Classes

    Science.gov (United States)

    Savoye, Philippe

    2009-01-01

    In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.

  5. Boussinesq evolution equations

    DEFF Research Database (Denmark)

    Bredmose, Henrik; Schaffer, H.; Madsen, Per A.

    2004-01-01

    This paper deals with the possibility of using methods and ideas from time domain Boussinesq formulations in the corresponding frequency domain formulations. We term such frequency domain models "evolution equations". First, we demonstrate that the numerical efficiency of the deterministic...... Boussinesq evolution equations of Madsen and Sorensen [Madsen, P.A., Sorensen, O.R., 1993. Bound waves and triad interactions in shallow water. Ocean Eng. 20 359-388] can be improved by using Fast Fourier Transforms to evaluate the nonlinear terms. For a practical example of irregular waves propagating over...... a submerged bar, it is demonstrated that evolution equations utilising FFT can be solved around 100 times faster than the corresponding time domain model. Use of FFT provides an efficient bridge between the frequency domain and the time domain. We utilise this by adapting the surface roller model for wave...

  6. Fractional Diffusion Equations and Anomalous Diffusion

    Science.gov (United States)

    Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

    2018-01-01

    Preface; 1. Mathematical preliminaries; 2. A survey of the fractional calculus; 3. From normal to anomalous diffusion; 4. Fractional diffusion equations: elementary applications; 5. Fractional diffusion equations: surface effects; 6. Fractional nonlinear diffusion equation; 7. Anomalous diffusion: anisotropic case; 8. Fractional Schrödinger equations; 9. Anomalous diffusion and impedance spectroscopy; 10. The Poisson–Nernst–Planck anomalous (PNPA) models; References; Index.

  7. Exact discretization of Schrödinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

    2016-01-08

    There are different approaches to discretization of the Schrödinger equation with some approximations. In this paper we derive a discrete equation that can be considered as exact discretization of the continuous Schrödinger equation. The proposed discrete equation is an equation with difference of integer order that is represented by infinite series. We suggest differences, which are characterized by power-law Fourier transforms. These differences can be considered as exact discrete analogs of derivatives of integer orders. Physically the suggested discrete equation describes a chain (or lattice) model with long-range interaction of power-law form. Mathematically it is a uniquely highlighted difference equation that exactly corresponds to the continuous Schrödinger equation. Using the Young's inequality for convolution, we prove that suggested differences are operators on the Hilbert space of square-summable sequences. We prove that the wave functions, which are exact discrete analogs of the free particle and harmonic oscillator solutions of the continuous Schrödinger equations, are solutions of the suggested discrete Schrödinger equations. - Highlights: • Exact discretization of the continuous Schrödinger equation is suggested. • New long-range interactions of power-law form are suggested. • Solutions of discrete Schrödinger equation are exact discrete analogs of continuous solutions.

  8. Exact discretization of Schrödinger equation

    International Nuclear Information System (INIS)

    Tarasov, Vasily E.

    2016-01-01

    There are different approaches to discretization of the Schrödinger equation with some approximations. In this paper we derive a discrete equation that can be considered as exact discretization of the continuous Schrödinger equation. The proposed discrete equation is an equation with difference of integer order that is represented by infinite series. We suggest differences, which are characterized by power-law Fourier transforms. These differences can be considered as exact discrete analogs of derivatives of integer orders. Physically the suggested discrete equation describes a chain (or lattice) model with long-range interaction of power-law form. Mathematically it is a uniquely highlighted difference equation that exactly corresponds to the continuous Schrödinger equation. Using the Young's inequality for convolution, we prove that suggested differences are operators on the Hilbert space of square-summable sequences. We prove that the wave functions, which are exact discrete analogs of the free particle and harmonic oscillator solutions of the continuous Schrödinger equations, are solutions of the suggested discrete Schrödinger equations. - Highlights: • Exact discretization of the continuous Schrödinger equation is suggested. • New long-range interactions of power-law form are suggested. • Solutions of discrete Schrödinger equation are exact discrete analogs of continuous solutions.

  9. Abstract methods in partial differential equations

    CERN Document Server

    Carroll, Robert W

    2012-01-01

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

  10. Variable Structure Disturbance Rejection Control for Nonlinear Uncertain Systems with State and Control Delays via Optimal Sliding Mode Surface Approach

    Directory of Open Access Journals (Sweden)

    Jing Lei

    2013-01-01

    Full Text Available The paper considers the problem of variable structure control for nonlinear systems with uncertainty and time delays under persistent disturbance by using the optimal sliding mode surface approach. Through functional transformation, the original time-delay system is transformed into a delay-free one. The approximating sequence method is applied to solve the nonlinear optimal sliding mode surface problem which is reduced to a linear two-point boundary value problem of approximating sequences. The optimal sliding mode surface is obtained from the convergent solutions by solving a Riccati equation, a Sylvester equation, and the state and adjoint vector differential equations of approximating sequences. Then, the variable structure disturbance rejection control is presented by adopting an exponential trending law, where the state and control memory terms are designed to compensate the state and control delays, a feedforward control term is designed to reject the disturbance, and an adjoint compensator is designed to compensate the effects generated by the nonlinearity and the uncertainty. Furthermore, an observer is constructed to make the feedforward term physically realizable, and thus the dynamical observer-based dynamical variable structure disturbance rejection control law is produced. Finally, simulations are demonstrated to verify the effectiveness of the presented controller and the simplicity of the proposed approach.

  11. The optimal solution of a non-convex state-dependent LQR problem and its applications.

    Directory of Open Access Journals (Sweden)

    Xudan Xu

    Full Text Available This paper studies a Non-convex State-dependent Linear Quadratic Regulator (NSLQR problem, in which the control penalty weighting matrix [Formula: see text] in the performance index is state-dependent. A necessary and sufficient condition for the optimal solution is established with a rigorous proof by Euler-Lagrange Equation. It is found that the optimal solution of the NSLQR problem can be obtained by solving a Pseudo-Differential-Riccati-Equation (PDRE simultaneously with the closed-loop system equation. A Comparison Theorem for the PDRE is given to facilitate solution methods for the PDRE. A linear time-variant system is employed as an example in simulation to verify the proposed optimal solution. As a non-trivial application, a goal pursuit process in psychology is modeled as a NSLQR problem and two typical goal pursuit behaviors found in human and animals are reproduced using different control weighting [Formula: see text]. It is found that these two behaviors save control energy and cause less stress over Conventional Control Behavior typified by the LQR control with a constant control weighting [Formula: see text], in situations where only the goal discrepancy at the terminal time is of concern, such as in Marathon races and target hitting missions.

  12. Dynamic Modeling and Analysis of the Large-Scale Rotary Machine with Multi-Supporting

    Directory of Open Access Journals (Sweden)

    Xuejun Li

    2011-01-01

    Full Text Available The large-scale rotary machine with multi-supporting, such as rotary kiln and rope laying machine, is the key equipment in the architectural, chemistry, and agriculture industries. The body, rollers, wheels, and bearings constitute a chain multibody system. Axis line deflection is a vital parameter to determine mechanics state of rotary machine, thus body axial vibration needs to be studied for dynamic monitoring and adjusting of rotary machine. By using the Riccati transfer matrix method, the body system of rotary machine is divided into many subsystems composed of three elements, namely, rigid disk, elastic shaft, and linear spring. Multiple wheel-bearing structures are simplified as springs. The transfer matrices of the body system and overall transfer equation are developed, as well as the response overall motion equation. Taken a rotary kiln as an instance, natural frequencies, modal shape, and response vibration with certain exciting axis line deflection are obtained by numerical computing. The body vibration modal curves illustrate the cause of dynamical errors in the common axis line measurement methods. The displacement response can be used for further measurement dynamical error analysis and compensation. The response overall motion equation could be applied to predict the body motion under abnormal mechanics condition, and provide theory guidance for machine failure diagnosis.

  13. Generalization of Einstein's gravitational field equations

    Science.gov (United States)

    Moulin, Frédéric

    2017-12-01

    The Riemann tensor is the cornerstone of general relativity, but as is well known it does not appear explicitly in Einstein's equation of gravitation. This suggests that the latter may not be the most general equation. We propose here for the first time, following a rigorous mathematical treatment based on the variational principle, that there exists a generalized 4-index gravitational field equation containing the Riemann curvature tensor linearly, and thus the Weyl tensor as well. We show that this equation, written in n dimensions, contains the energy-momentum tensor for matter and that of the gravitational field itself. This new 4-index equation remains completely within the framework of general relativity and emerges as a natural generalization of the familiar 2-index Einstein equation. Due to the presence of the Weyl tensor, we show that this equation contains much more information, which fully justifies the use of a fourth-order theory.

  14. Extraction of dynamical equations from chaotic data

    International Nuclear Information System (INIS)

    Rowlands, G.; Sprott, J.C.

    1991-02-01

    A method is described for extracting from a chaotic time series a system of equations whose solution reproduces the general features of the original data even when these are contaminated with noise. The equations facilitate calculation of fractal dimension, Lyapunov exponents and short-term predictions. The method is applied to data derived from numerical solutions of the Logistic equation, the Henon equations, the Lorenz equations and the Roessler equations. 10 refs., 5 figs

  15. The AGL equation from the dipole picture

    International Nuclear Information System (INIS)

    Gay Ducati, M.B.; Goncalves, V.P.

    1999-01-01

    The AGL equation includes all multiple pomeron exchanges in the double logarithmic approximation (DLA) limit, leading to a unitarized gluon distribution in the small x regime. This equation was originally obtained using the Glauber-Mueller approach. We demonstrate in this paper that the AGL equation and, consequently, the GLR equation, can also be obtained from the dipole picture in the double logarithmic limit, using an evolution equation, recently proposed, which includes all multiple pomeron exchanges in the leading logarithmic approximation. Our conclusion is that the AGL equation is a good candidate for a unitarized evolution equation at small x in the DLA limit

  16. Singularly perturbed Burger-Huxley equation: Analytical solution ...

    African Journals Online (AJOL)

    user

    solutions of singularly perturbed nonlinear differential equations. ... for solving generalized Burgers-Huxley equation but this equation is not singularly ...... Solitary waves solutions of the generalized Burger Huxley equations, Journal of.

  17. Baecklund transformations for integrable lattice equations

    International Nuclear Information System (INIS)

    Atkinson, James

    2008-01-01

    We give new Baecklund transformations (BTs) for some known integrable (in the sense of being multidimensionally consistent) quadrilateral lattice equations. As opposed to the natural auto-BT inherent in every such equation, these BTs are of two other kinds. Specifically, it is found that some equations admit additional auto-BTs (with Baecklund parameter), whilst some pairs of apparently distinct equations admit a BT which connects them

  18. Integrable discretizations of the short pulse equation

    International Nuclear Information System (INIS)

    Feng Baofeng; Maruno, Ken-ichi; Ohta, Yasuhiro

    2010-01-01

    In this paper, we propose integrable semi-discrete and full-discrete analogues of the short pulse (SP) equation. The key construction is the bilinear form and determinant structure of solutions of the SP equation. We also give the determinant formulas of N-soliton solutions of the semi-discrete and full-discrete analogues of the SP equations, from which the multi-loop and multi-breather solutions can be generated. In the continuous limit, the full-discrete SP equation converges to the semi-discrete SP equation, and then to the continuous SP equation. Based on the semi-discrete SP equation, an integrable numerical scheme, i.e. a self-adaptive moving mesh scheme, is proposed and used for the numerical computation of the short pulse equation.

  19. What happens to linear properties as we move from the Klein-Gordon equation to the sine-Gordon equation

    International Nuclear Information System (INIS)

    Kovalyov, Mikhail

    2010-01-01

    In this article the sets of solutions of the sine-Gordon equation and its linearization the Klein-Gordon equation are discussed and compared. It is shown that the set of solutions of the sine-Gordon equation possesses a richer structure which partly disappears during linearization. Just like the solutions of the Klein-Gordon equation satisfy the linear superposition principle, the solutions of the sine-Gordon equation satisfy a nonlinear superposition principle.

  20. Sparse dynamics for partial differential equations.

    Science.gov (United States)

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

    2013-04-23

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

  1. Complex centers of polynomial differential equations

    Directory of Open Access Journals (Sweden)

    Mohamad Ali M. Alwash

    2007-07-01

    Full Text Available We present some results on the existence and nonexistence of centers for polynomial first order ordinary differential equations with complex coefficients. In particular, we show that binomial differential equations without linear terms do not have complex centers. Classes of polynomial differential equations, with more than two terms, are presented that do not have complex centers. We also study the relation between complex centers and the Pugh problem. An algorithm is described to solve the Pugh problem for equations without complex centers. The method of proof involves phase plane analysis of the polar equations and a local study of periodic solutions.

  2. Numerical solutions of diffusive logistic equation

    International Nuclear Information System (INIS)

    Afrouzi, G.A.; Khademloo, S.

    2007-01-01

    In this paper we investigate numerically positive solutions of a superlinear Elliptic equation on bounded domains. The study of Diffusive logistic equation continues to be an active field of research. The subject has important applications to population migration as well as many other branches of science and engineering. In this paper the 'finite difference scheme' will be developed and compared for solving the one- and three-dimensional Diffusive logistic equation. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from many authors these years

  3. Applied partial differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

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

  4. The generalized Airy diffusion equation

    Directory of Open Access Journals (Sweden)

    Frank M. Cholewinski

    2003-08-01

    Full Text Available Solutions of a generalized Airy diffusion equation and an associated nonlinear partial differential equation are obtained. Trigonometric type functions are derived for a third order generalized radial Euler type operator. An associated complex variable theory and generalized Cauchy-Euler equations are obtained. Further, it is shown that the Airy expansions can be mapped onto the Bessel Calculus of Bochner, Cholewinski and Haimo.

  5. Exact Solutions of a Fractional-Type Differential-Difference Equation Related to Discrete MKdV Equation

    International Nuclear Information System (INIS)

    Aslan İsmail

    2014-01-01

    The extended simplest equation method is used to solve exactly a new differential-difference equation of fractional-type, proposed by Narita [J. Math. Anal. Appl. 381 (2011) 963] quite recently, related to the discrete MKdV equation. It is shown that the model supports three types of exact solutions with arbitrary parameters: hyperbolic, trigonometric and rational, which have not been reported before. (general)

  6. Inverse scattering transform for the time dependent Schroedinger equation with applications to the KPI equation

    Energy Technology Data Exchange (ETDEWEB)

    Xin, Zhou [Wisconsin Univ., Madison (USA). Dept. of Mathematics

    1990-03-01

    For the direct-inverse scattering transform of the time dependent Schroedinger equation, rigorous results are obtained based on an operator-triangular-factorization approach. By viewing the equation as a first order operator equation, similar results as for the first order n x n matrix system are obtained. The nonlocal Riemann-Hilbert problem for inverse scattering is shown to have solution. (orig.).

  7. Inverse scattering transform for the time dependent Schroedinger equation with applications to the KPI equation

    International Nuclear Information System (INIS)

    Zhou Xin

    1990-01-01

    For the direct-inverse scattering transform of the time dependent Schroedinger equation, rigorous results are obtained based on an operator-triangular-factorization approach. By viewing the equation as a first order operator equation, similar results as for the first order n x n matrix system are obtained. The nonlocal Riemann-Hilbert problem for inverse scattering is shown to have solution. (orig.)

  8. Darboux transformation for the NLS equation

    International Nuclear Information System (INIS)

    Aktosun, Tuncay; Mee, Cornelis van der

    2010-01-01

    We analyze a certain class of integral equations associated with Marchenko equations and Gel'fand-Levitan equations. Such integral equations arise through a Fourier transformation on various ordinary differential equations involving a spectral parameter. When the integral operator is perturbed by a finite-rank perturbation, we explicitly evaluate the change in the solution in terms of the unperturbed quantities and the finite-rank perturbation. We show that this result provides a fundamental approach to derive Darboux transformations for various systems of ordinary differential operators. We illustrate our theory by providing the explicit Darboux transformation for the Zakharov-Shabat system and show how the potential and wave function change when a simple discrete eigenvalue is added to the spectrum, and thus we also provide a one-parameter family of Darboux transformations for the nonlinear Schroedinger equation.

  9. Equation for the superfluid gap obtained by coarse graining the Bogoliubov-de Gennes equations throughout the BCS-BEC crossover

    Science.gov (United States)

    Simonucci, S.; Strinati, G. C.

    2014-02-01

    We derive a nonlinear differential equation for the gap parameter of a superfluid Fermi system by performing a suitable coarse graining of the Bogoliubov-de Gennes (BdG) equations throughout the BCS-BEC crossover, with the aim of replacing the time-consuming solution of the original BdG equations by the simpler solution of this novel equation. We perform a favorable numerical test on the validity of this new equation over most of the temperature-coupling phase diagram, by an explicit comparison with the full solution of the original BdG equations for an isolated vortex. We also show that the new equation reduces both to the Ginzburg-Landau equation for Cooper pairs in weak coupling close to the critical temperature and to the Gross-Pitaevskii equation for composite bosons in strong coupling at low temperature.

  10. Ultradiscrete sine-Gordon Equation over Symmetrized Max-Plus Algebra, and Noncommutative Discrete and Ultradiscrete sine-Gordon Equations

    Directory of Open Access Journals (Sweden)

    Kenichi Kondo

    2013-11-01

    Full Text Available Ultradiscretization with negative values is a long-standing problem and several attempts have been made to solve it. Among others, we focus on the symmetrized max-plus algebra, with which we ultradiscretize the discrete sine-Gordon equation. Another ultradiscretization of the discrete sine-Gordon equation has already been proposed by previous studies, but the equation and the solutions obtained here are considered to directly correspond to the discrete counterpart. We also propose a noncommutative discrete analogue of the sine-Gordon equation, reveal its relations to other integrable systems including the noncommutative discrete KP equation, and construct multisoliton solutions by a repeated application of Darboux transformations. Moreover, we derive a noncommutative ultradiscrete analogue of the sine-Gordon equation and its 1-soliton and 2-soliton solutions, using the symmetrized max-plus algebra. As a result, we have a complete set of commutative and noncommutative versions of continuous, discrete, and ultradiscrete sine-Gordon equations.

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

    International Nuclear Information System (INIS)

    Xiao Yafeng; Xue Haili; Zhang Hongqing

    2011-01-01

    Based on Jacobi elliptic function and the Lame equation, the perturbation method is applied to get the multi-order envelope periodic solutions of the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation. These multi-order envelope periodic solutions can degenerate into the different envelope solitary solutions. (authors)

  12. Differential-algebraic solutions of the heat equation

    OpenAIRE

    Buchstaber, Victor M.; Netay, Elena Yu.

    2014-01-01

    In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.

  13. The Camassa-Holm equation as an incompressible Euler equation: A geometric point of view

    Science.gov (United States)

    Gallouët, Thomas; Vialard, François-Xavier

    2018-04-01

    The group of diffeomorphisms of a compact manifold endowed with the L2 metric acting on the space of probability densities gives a unifying framework for the incompressible Euler equation and the theory of optimal mass transport. Recently, several authors have extended optimal transport to the space of positive Radon measures where the Wasserstein-Fisher-Rao distance is a natural extension of the classical L2-Wasserstein distance. In this paper, we show a similar relation between this unbalanced optimal transport problem and the Hdiv right-invariant metric on the group of diffeomorphisms, which corresponds to the Camassa-Holm (CH) equation in one dimension. Geometrically, we present an isometric embedding of the group of diffeomorphisms endowed with this right-invariant metric in the automorphisms group of the fiber bundle of half densities endowed with an L2 type of cone metric. This leads to a new formulation of the (generalized) CH equation as a geodesic equation on an isotropy subgroup of this automorphisms group; On S1, solutions to the standard CH thus give radially 1-homogeneous solutions of the incompressible Euler equation on R2 which preserves a radial density that has a singularity at 0. An other application consists in proving that smooth solutions of the Euler-Arnold equation for the Hdiv right-invariant metric are length minimizing geodesics for sufficiently short times.

  14. Five-equation and robust three-equation methods for solution verification of large eddy simulation

    Science.gov (United States)

    Dutta, Rabijit; Xing, Tao

    2018-02-01

    This study evaluates the recently developed general framework for solution verification methods for large eddy simulation (LES) using implicitly filtered LES of periodic channel flows at friction Reynolds number of 395 on eight systematically refined grids. The seven-equation method shows that the coupling error based on Hypothesis I is much smaller as compared with the numerical and modeling errors and therefore can be neglected. The authors recommend five-equation method based on Hypothesis II, which shows a monotonic convergence behavior of the predicted numerical benchmark ( S C ), and provides realistic error estimates without the need of fixing the orders of accuracy for either numerical or modeling errors. Based on the results from seven-equation and five-equation methods, less expensive three and four-equation methods for practical LES applications were derived. It was found that the new three-equation method is robust as it can be applied to any convergence types and reasonably predict the error trends. It was also observed that the numerical and modeling errors usually have opposite signs, which suggests error cancellation play an essential role in LES. When Reynolds averaged Navier-Stokes (RANS) based error estimation method is applied, it shows significant error in the prediction of S C on coarse meshes. However, it predicts reasonable S C when the grids resolve at least 80% of the total turbulent kinetic energy.

  15. Partial differential equations for scientists and engineers

    CERN Document Server

    Farlow, Stanley J

    1993-01-01

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

  16. Some Aspects of Extended Kinetic Equation

    Directory of Open Access Journals (Sweden)

    Dilip Kumar

    2015-09-01

    Full Text Available Motivated by the pathway model of Mathai introduced in 2005 [Linear Algebra and Its Applications, 396, 317–328] we extend the standard kinetic equations. Connection of the extended kinetic equation with fractional calculus operator is established. The solution of the general form of the fractional kinetic equation is obtained through Laplace transform. The results for the standard kinetic equation are obtained as the limiting case.

  17. Lax representations for matrix short pulse equations

    Science.gov (United States)

    Popowicz, Z.

    2017-10-01

    The Lax representation for different matrix generalizations of Short Pulse Equations (SPEs) is considered. The four-dimensional Lax representations of four-component Matsuno, Feng, and Dimakis-Müller-Hoissen-Matsuno equations are obtained. The four-component Feng system is defined by generalization of the two-dimensional Lax representation to the four-component case. This system reduces to the original Feng equation, to the two-component Matsuno equation, or to the Yao-Zang equation. The three-component version of the Feng equation is presented. The four-component version of the Matsuno equation with its Lax representation is given. This equation reduces the new two-component Feng system. The two-component Dimakis-Müller-Hoissen-Matsuno equations are generalized to the four-parameter family of the four-component SPE. The bi-Hamiltonian structure of this generalization, for special values of parameters, is defined. This four-component SPE in special cases reduces to the new two-component SPE.

  18. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

  19. Exact traveling wave solutions of modified KdV-Zakharov-Kuznetsov equation and viscous Burgers equation.

    Science.gov (United States)

    Islam, Md Hamidul; Khan, Kamruzzaman; Akbar, M Ali; Salam, Md Abdus

    2014-01-01

    Mathematical modeling of many physical systems leads to nonlinear evolution equations because most physical systems are inherently nonlinear in nature. The investigation of traveling wave solutions of nonlinear partial differential equations (NPDEs) plays a significant role in the study of nonlinear physical phenomena. In this article, we construct the traveling wave solutions of modified KDV-ZK equation and viscous Burgers equation by using an enhanced (G '/G) -expansion method. A number of traveling wave solutions in terms of unknown parameters are obtained. Derived traveling wave solutions exhibit solitary waves when special values are given to its unknown parameters. 35C07; 35C08; 35P99.

  20. Analysis of discrete reaction-diffusion equations for autocatalysis and continuum diffusion equations for transport

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Chi-Jen [Iowa State Univ., Ames, IA (United States)

    2013-01-01

    In this thesis, we analyze both the spatiotemporal behavior of: (A) non-linear “reaction” models utilizing (discrete) reaction-diffusion equations; and (B) spatial transport problems on surfaces and in nanopores utilizing the relevant (continuum) diffusion or Fokker-Planck equations. Thus, there are some common themes in these studies, as they all involve partial differential equations or their discrete analogues which incorporate a description of diffusion-type processes. However, there are also some qualitative differences, as shall be discussed below.

  1. Differential equation analysis in biomedical science and engineering ordinary differential equation applications with R

    CERN Document Server

    Schiesser, William E

    2014-01-01

    Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE 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 andextend the comp

  2. The physics behind Van der Burgh's empirical equation, providing a new predictive equation for salinity intrusion in estuaries

    Science.gov (United States)

    Zhang, Zhilin; Savenije, Hubert H. G.

    2017-07-01

    The practical value of the surprisingly simple Van der Burgh equation in predicting saline water intrusion in alluvial estuaries is well documented, but the physical foundation of the equation is still weak. In this paper we provide a connection between the empirical equation and the theoretical literature, leading to a theoretical range of Van der Burgh's coefficient of 1/2 residual circulation. This type of mixing is relevant in the wider part of alluvial estuaries where preferential ebb and flood channels appear. Subsequently, this dispersion equation is combined with the salt balance equation to obtain a new predictive analytical equation for the longitudinal salinity distribution. Finally, the new equation was tested and applied to a large database of observations in alluvial estuaries, whereby the calibrated K values appeared to correspond well to the theoretical range.

  3. Wave equations for pulse propagation

    International Nuclear Information System (INIS)

    Shore, B.W.

    1987-01-01

    Theoretical discussions of the propagation of pulses of laser radiation through atomic or molecular vapor rely on a number of traditional approximations for idealizing the radiation and the molecules, and for quantifying their mutual interaction by various equations of propagation (for the radiation) and excitation (for the molecules). In treating short-pulse phenomena it is essential to consider coherent excitation phenomena of the sort that is manifest in Rabi oscillations of atomic or molecular populations. Such processes are not adequately treated by rate equations for excitation nor by rate equations for radiation. As part of a more comprehensive treatment of the coupled equations that describe propagation of short pulses, this memo presents background discussion of the equations that describe the field. This memo discusses the origin, in Maxwell's equations, of the wave equation used in the description of pulse propagation. It notes the separation into lamellar and solenoidal (or longitudinal and transverse) and positive and negative frequency parts. It mentions the possibility of separating the polarization field into linear and nonlinear parts, in order to define a susceptibility or index of refraction and, from these, a phase and group velocity. The memo discusses various ways of characterizing the polarization characteristics of plane waves, that is, of parameterizing a transverse unit vector, such as the Jones vector, the Stokes vector, and the Poincare sphere. It discusses the connection between macroscopically defined quantities, such as the intensity or, more generally, the Stokes parameters, and microscopic field amplitudes. The material presented here is a portion of a more extensive treatment of propagation to be presented separately. The equations presented here have been described in various books and articles. They are collected here as a summary and review of theory needed when treating pulse propagation

  4. Constitutive equations for two-phase flows

    International Nuclear Information System (INIS)

    Boure, J.A.

    1974-12-01

    The mathematical model of a system of fluids consists of several kinds of equations complemented by boundary and initial conditions. The first kind equations result from the application to the system, of the fundamental conservation laws (mass, momentum, energy). The second kind equations characterize the fluid itself, i.e. its intrinsic properties and in particular its mechanical and thermodynamical behavior. They are the mathematical model of the particular fluid under consideration, the laws they expressed are so called the constitutive equations of the fluid. In practice the constitutive equations cannot be fully stated without reference to the conservation laws. Two classes of model have been distinguished: mixture model and two-fluid models. In mixture models, the mixture is considered as a single fluid. Besides the usual friction factor and heat transfer correlations, a single constitutive law is necessary. In diffusion models, the mixture equation of state is replaced by the phasic equations of state and by three consitutive laws, for phase change mass transfer, drift velocity and thermal non-equilibrium respectively. In the two-fluid models, the two phases are considered separately; two phasic equations of state, two friction factor correlations, two heat transfer correlations and four constitutive laws are included [fr

  5. Multi-diffusive nonlinear Fokker–Planck equation

    International Nuclear Information System (INIS)

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

    2017-01-01

    Nonlinear Fokker–Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker–Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker–Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker–Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution. (paper)

  6. Correct Linearization of Einstein's Equations

    Directory of Open Access Journals (Sweden)

    Rabounski D.

    2006-06-01

    Full Text Available Regularly Einstein's equations can be reduced to a wave form (linearly dependent from the second derivatives of the space metric in the absence of gravitation, the space rotation and Christoffel's symbols. As shown here, the origin of the problem is that one uses the general covariant theory of measurement. Here the wave form of Einstein's equations is obtained in the terms of Zelmanov's chronometric invariants (physically observable projections on the observer's time line and spatial section. The obtained equations depend on solely the second derivatives even if gravitation, the space rotation and Christoffel's symbols. The correct linearization proves: the Einstein equations are completely compatible with weak waves of the metric.

  7. Integral equation for Coulomb problem

    International Nuclear Information System (INIS)

    Sasakawa, T.

    1986-01-01

    For short range potentials an inhomogeneous (homogeneous) Lippmann-Schwinger integral equation of the Fredholm type yields the wave function of scattering (bound) state. For the Coulomb potential, this statement is no more valid. It has been felt difficult to express the Coulomb wave function in a form of an integral equation with the Coulomb potential as the perturbation. In the present paper, the author shows that an inhomogeneous integral equation of a Volterra type with the Coulomb potential as the perturbation can be constructed both for the scattering and the bound states. The equation yielding the binding energy is given in an integral form. The present treatment is easily extended to the coupled Coulomb problems

  8. A fractional Dirac equation and its solution

    International Nuclear Information System (INIS)

    Muslih, Sami I; Agrawal, Om P; Baleanu, Dumitru

    2010-01-01

    This paper presents a fractional Dirac equation and its solution. The fractional Dirac equation may be obtained using a fractional variational principle and a fractional Klein-Gordon equation; both methods are considered here. We extend the variational formulations for fractional discrete systems to fractional field systems defined in terms of Caputo derivatives. By applying the variational principle to a fractional action S, we obtain the fractional Euler-Lagrange equations of motion. We present a Lagrangian and a Hamiltonian for the fractional Dirac equation of order α. We also use a fractional Klein-Gordon equation to obtain the fractional Dirac equation which is the same as that obtained using the fractional variational principle. Eigensolutions of this equation are presented which follow the same approach as that for the solution of the standard Dirac equation. We also provide expressions for the path integral quantization for the fractional Dirac field which, in the limit α → 1, approaches to the path integral for the regular Dirac field. It is hoped that the fractional Dirac equation and the path integral quantization of the fractional field will allow further development of fractional relativistic quantum mechanics.

  9. Linear superposition solutions to nonlinear wave equations

    International Nuclear Information System (INIS)

    Liu Yu

    2012-01-01

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

  10. Systematic Equation Formulation

    DEFF Research Database (Denmark)

    Lindberg, Erik

    2007-01-01

    A tutorial giving a very simple introduction to the set-up of the equations used as a model for an electrical/electronic circuit. The aim is to find a method which is as simple and general as possible with respect to implementation in a computer program. The “Modified Nodal Approach”, MNA, and th......, and the “Controlled Source Approach”, CSA, for systematic equation formulation are investigated. It is suggested that the kernel of the P Spice program based on MNA is reprogrammed....

  11. International Workshop on Elliptic and Parabolic Equations

    CERN Document Server

    Schrohe, Elmar; Seiler, Jörg; Walker, Christoph

    2015-01-01

    This volume covers the latest research on elliptic and parabolic equations and originates from the international Workshop on Elliptic and Parabolic Equations, held September 10-12, 2013 at the Leibniz Universität Hannover. It represents a collection of refereed research papers and survey articles written by eminent scientist on advances in different fields of elliptic and parabolic partial differential equations, including singular Riemannian manifolds, spectral analysis on manifolds, nonlinear dispersive equations, Brownian motion and kernel estimates, Euler equations, porous medium type equations, pseudodifferential calculus, free boundary problems, and bifurcation analysis.

  12. Differential equation analysis in biomedical science and engineering partial differential equation applications with R

    CERN Document Server

    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

  13. The generalized Fermat equation

    NARCIS (Netherlands)

    Beukers, F.

    2006-01-01

    This article will be devoted to generalisations of Fermat’s equation xn + yn = zn. Very soon after the Wiles and Taylor proof of Fermat’s Last Theorem, it was wondered what would happen if the exponents in the three term equation would be chosen differently. Or if coefficients other than 1 would

  14. On matrix fractional differential equations

    OpenAIRE

    Adem Kılıçman; Wasan Ajeel Ahmood

    2017-01-01

    The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objec...

  15. Minimal solution for inconsistent singular fuzzy matrix equations

    Directory of Open Access Journals (Sweden)

    M. Nikuie

    2013-10-01

    Full Text Available The fuzzy matrix equations $Ailde{X}=ilde{Y}$ is called a singular fuzzy matrix equations while the coefficients matrix of its equivalent crisp matrix equations be a singular matrix. The singular fuzzy matrix equations are divided into two parts: consistent singular matrix equations and inconsistent fuzzy matrix equations. In this paper, the inconsistent singular fuzzy matrix equations is studied and the effect of generalized inverses in finding minimal solution of an inconsistent singular fuzzy matrix equations are investigated.

  16. Notes on the infinity Laplace equation

    CERN Document Server

    Lindqvist, Peter

    2016-01-01

    This BCAM SpringerBriefs is a treaty of the Infinity-Laplace Equation, which has inherited many features from the ordinary Laplace Equation, and is based on lectures by the author. The Infinity.Laplace Equation has delightful counterparts to the Dirichlet integral, the mean value property, the Brownian motion, Harnack's inequality, and so on. This "fully non-linear" equation has applications to image processing and to mass transfer problems, and it provides optimal Lipschitz extensions of boundary values.

  17. New solutions of Heun's general equation

    International Nuclear Information System (INIS)

    Ishkhanyan, Artur; Suominen, Kalle-Antti

    2003-01-01

    We show that in four particular cases the derivative of the solution of Heun's general equation can be expressed in terms of a solution to another Heun's equation. Starting from this property, we use the Gauss hypergeometric functions to construct series solutions to Heun's equation for the mentioned cases. Each of the hypergeometric functions involved has correct singular behaviour at only one of the singular points of the equation; the sum, however, has correct behaviour. (letter to the editor)

  18. Pseudodifferential equations over non-Archimedean spaces

    CERN Document Server

    Zúñiga-Galindo, W A

    2016-01-01

    Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for constructing fundamental solutions using local zeta functions is developed in a p-adic setting and several particular equations are studied, such as the p-adic analogues of the Klein-Gordon equation. Pseudodifferential equations for complex-valued functions on non-Archimedean local fields are central to contemporary harmonic analysis and mathematical physics and their theory reveals a deep connection with probability and number theory. The results of this book extend and complement the material presented by Vladimirov, Volovich and Zelenov (1994) and Kochubei (2001), which emphasize spectral theory and evolution equations in a single variable, and Albeverio, Khrennikov and Shelkovich (2010), which deals mainly with the theory and applica...

  19. New exact solutions of (2 + 1)-dimensional Gardner equation via the new sine-Gordon equation expansion method

    International Nuclear Information System (INIS)

    Chen Yong; Yan Zhenya

    2005-01-01

    In this paper (2 + 1)-dimensional Gardner equation is investigated using a sine-Gordon equation expansion method, which was presented via a generalized sine-Gordon reduction equation and a new transformation. As a consequence, it is shown that the method is more powerful to obtain many types of new doubly periodic solutions of (2 + 1)-dimensional Gardner equation. In particular, solitary wave solutions are also given as simple limits of doubly periodic solutions

  20. Optimal Sliding Mode Controllers for Attitude Stabilization of Flexible Spacecraft

    Directory of Open Access Journals (Sweden)

    Chutiphon Pukdeboon

    2011-01-01

    Full Text Available The robust optimal attitude control problem for a flexible spacecraft is considered. Two optimal sliding mode control laws that ensure the exponential convergence of the attitude control system are developed. Integral sliding mode control (ISMC is applied to combine the first-order sliding mode with optimal control and is used to control quaternion-based spacecraft attitude manoeuvres with external disturbances and an uncertainty inertia matrix. For the optimal control part the state-dependent Riccati equation (SDRE and optimal Lyapunov techniques are employed to solve the infinite-time nonlinear optimal control problem. The second method of Lyapunov is used to guarantee the stability of the attitude control system under the action of the proposed control laws. An example of multiaxial attitude manoeuvres is presented and simulation results are included to verify the usefulness of the developed controllers.

  1. Parametric Approach to Trajectory Tracking Control of Robot Manipulators

    Directory of Open Access Journals (Sweden)

    Shijie Zhang

    2013-01-01

    Full Text Available The mathematic description of the trajectory of robot manipulators with the optimal trajectory tracking problem is formulated as an optimal control problem, and a parametric approach is proposed for the optimal trajectory tracking control problem. The optimal control problem is first solved as an open loop optimal control problem by using a time scaling transform and the control parameterization method. Then, by virtue of the relationship between the optimal open loop control and the optimal closed loop control along the optimal trajectory, a practical method is presented to calculate an approximate optimal feedback gain matrix, without having to solve an optimal control problem involving the complex Riccati-like matrix differential equation coupled with the original system dynamics. Simulation results of 2-link robot manipulator are presented to show the effectiveness of the proposed method.

  2. Special Cases in Optimization Problems for Stationary Linear Closed-Loop Systems

    Science.gov (United States)

    Aliev, F. A.; Larin, Vladimir Borisovich

    2003-03-01

    Consideration is given to problems of solving the algebraic Riccati equation (ARE)— J-factorization of matrix polynomials and J-factorization of rational matrices—to which traditional solution algorithms are not applicable. In this connection, solution algorithms for these problems are discussed where the eigenvalues of the Hamiltonian matrix corresponding to the ARE and the zeros of matrix polynomials are located on the imaginary axis. Moreover, a procedure is set forth for asymptotic expansion of a stabilizing solution of the ARE in the neighborhood of a point at which the ARE has no stabilizing solution. It is shown how this expansion can be used for constructing canonical J-factorization of matrix polynomials that is nearly a noncanonical J-factorization. It is pointed out that the algorithms described can be implemented with the help of MATLAB routines

  3. Relativistic wave equations and compton scattering

    International Nuclear Information System (INIS)

    Sutanto, S.H.; Robson, B.A.

    1998-01-01

    Full text: Recently an eight-component relativistic wave equation for spin-1/2 particles was proposed.This equation was obtained from a four-component spin-1/2 wave equation (the KG1/2 equation), which contains second-order derivatives in both space and time, by a procedure involving a linearisation of the time derivative analogous to that introduced by Feshbach and Villars for the Klein-Gordon equation. This new eight-component equation gives the same bound-state energy eigenvalue spectra for hydrogenic atoms as the Dirac equation but has been shown to predict different radiative transition probabilities for the fine structure of both the Balmer and Lyman a-lines. Since it has been shown that the new theory does not always give the same results as the Dirac theory, it is important to consider the validity of the new equation in the case of other physical problems. One of the early crucial tests of the Dirac theory was its application to the scattering of a photon by a free electron: the so-called Compton scattering problem. In this paper we apply the new theory to the calculation of Compton scattering to order e 2 . It will be shown that in spite of the considerable difference in the structure of the new theory and that of Dirac the cross section is given by the Klein-Nishina formula

  4. Generalized estimating equations

    CERN Document Server

    Hardin, James W

    2002-01-01

    Although powerful and flexible, the method of generalized linear models (GLM) is limited in its ability to accurately deal with longitudinal and clustered data. Developed specifically to accommodate these data types, the method of Generalized Estimating Equations (GEE) extends the GLM algorithm to accommodate the correlated data encountered in health research, social science, biology, and other related fields.Generalized Estimating Equations provides the first complete treatment of GEE methodology in all of its variations. After introducing the subject and reviewing GLM, the authors examine th

  5. Partial differential equations

    CERN Document Server

    Agranovich, M S

    2002-01-01

    Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener

  6. Quantum Gross-Pitaevskii Equation

    Directory of Open Access Journals (Sweden)

    Jutho Haegeman, Damian Draxler, Vid Stojevic, J. Ignacio Cirac, Tobias J. Osborne, Frank Verstraete

    2017-07-01

    Full Text Available We introduce a non-commutative generalization of the Gross-Pitaevskii equation for one-dimensional quantum gasses and quantum liquids. This generalization is obtained by applying the time-dependent variational principle to the variational manifold of continuous matrix product states. This allows for a full quantum description of many body system ---including entanglement and correlations--- and thus extends significantly beyond the usual mean-field description of the Gross-Pitaevskii equation, which is known to fail for (quasi one-dimensional systems. By linearizing around a stationary solution, we furthermore derive an associated generalization of the Bogoliubov -- de Gennes equations. This framework is applied to compute the steady state response amplitude to a periodic perturbation of the potential.

  7. Partial differential equations of mathematical physics

    CERN Document Server

    Sobolev, S L

    1964-01-01

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

  8. Reduced kinetic equations: An influence functional approach

    International Nuclear Information System (INIS)

    Wio, H.S.

    1985-01-01

    The author discusses a scheme for obtaining reduced descriptions of multivariate kinetic equations based on the 'influence functional' method of Feynmann. It is applied to the case of Fokker-Planck equations showing the form that results for the reduced equation. The possibility of Markovian or non-Markovian reduced description is discussed. As a particular example, the reduction of the Kramers equation to the Smoluchwski equation in the limit of high friction is also discussed

  9. An inverse problem in a parabolic equation

    Directory of Open Access Journals (Sweden)

    Zhilin Li

    1998-11-01

    Full Text Available In this paper, an inverse problem in a parabolic equation is studied. An unknown function in the equation is related to two integral equations in terms of heat kernel. One of the integral equations is well-posed while another is ill-posed. A regularization approach for constructing an approximate solution to the ill-posed integral equation is proposed. Theoretical analysis and numerical experiment are provided to support the method.

  10. On the fundamental equation of nonequilibrium statistical physics—Nonequilibrium entropy evolution equation and the formula for entropy production rate

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper the author presents an overview on his own research works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type’s Langevin equation in 6N dimensional phase space or its equivalent Liouville diffusion equation. This equation is time-reversed asymmetrical. It shows that the form of motion of particles in statistical thermodynamic systems has the drift-diffusion duality, and the law of motion of statistical thermodynamics is expressed by a superposition of both the law of dynamics and the stochastic velocity and possesses both determinism and probability. Hence it is different from the law of motion of particles in dynamical systems. The stochastic diffusion motion of the particles is the microscopic origin of macroscopic irreversibility. Starting from this fundamental equation the BBGKY diffusion equation hierarchy, the Boltzmann collision diffusion equation, the hydrodynamic equations such as the mass drift-diffusion equation, the Navier-Stokes equation and the thermal conductivity equation have been derived and presented here. What is more important, we first constructed a nonlinear evolution equation of nonequilibrium entropy density in 6N, 6 and 3 dimensional phase space, predicted the existence of entropy diffusion. This entropy evolution equation plays a leading role in nonequilibrium entropy theory, it reveals that the time rate of change of nonequilibrium entropy density originates together from its drift, diffusion and production in space. From this evolution equation, we presented a formula for entropy production rate (i.e. the law of entropy increase) in 6N and 6 dimensional phase space, proved that internal attractive force in nonequilibrium system can result in entropy decrease while internal repulsive force leads to another entropy increase, and derived a common expression for this entropy decrease rate or

  11. Completely integrable operator evolution equations. II

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.

    1979-01-01

    The author continues the investigation of operator classical completely integrable systems. The main attention is devoted to the stationary operator non-linear Schroedinger equation. It is shown that this equation can be used for separation of variables for a large class of completely integrable equations. (Auth.)

  12. Alternative equations of gravitation

    International Nuclear Information System (INIS)

    Pinto Neto, N.

    1983-01-01

    It is shown, trough a new formalism, that the quantum fluctuation effects of the gravitational field in Einstein's equations are analogs to the effects of a continuum medium in Maxwell's Electrodynamics. Following, a real example of the applications of these equations is studied. Qunatum fluctuations effects as perturbation sources in Minkowski and Friedmann Universes are examined. (L.C.) [pt

  13. Semigroup methods for evolution equations on networks

    CERN Document Server

    Mugnolo, Delio

    2014-01-01

    This concise text is based on a series of lectures held only a few years ago and originally intended as an introduction to known results on linear hyperbolic and parabolic equations.  Yet the topic of differential equations on graphs, ramified spaces, and more general network-like objects has recently gained significant momentum and, well beyond the confines of mathematics, there is a lively interdisciplinary discourse on all aspects of so-called complex networks. Such network-like structures can be found in virtually all branches of science, engineering and the humanities, and future research thus calls for solid theoretical foundations.      This book is specifically devoted to the study of evolution equations – i.e., of time-dependent differential equations such as the heat equation, the wave equation, or the Schrödinger equation (quantum graphs) – bearing in mind that the majority of the literature in the last ten years on the subject of differential equations of graphs has been devoted to ellip...

  14. Extreme compression behaviour of equations of state

    International Nuclear Information System (INIS)

    Shanker, J.; Dulari, P.; Singh, P.K.

    2009-01-01

    The extreme compression (P→∞) behaviour of various equations of state with K' ∞ >0 yields (P/K) ∞ =1/K' ∞ , an algebraic identity found by Stacey. Here P is the pressure, K the bulk modulus, K ' =dK/dP, and K' ∞ , the value of K ' at P→∞. We use this result to demonstrate further that there exists an algebraic identity also between the higher pressure derivatives of bulk modulus which is satisfied at extreme compression by different types of equations of state such as the Birch-Murnaghan equation, Poirier-Tarantola logarithmic equation, generalized Rydberg equation, Keane's equation and the Stacey reciprocal K-primed equation. The identity has been used to find a relationship between λ ∞ , the third-order Grueneisen parameter at P→∞, and pressure derivatives of bulk modulus with the help of the free-volume formulation without assuming any specific form of equation of state.

  15. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  16. The improved fractional sub-equation method and its applications to the space–time fractional differential equations in fluid mechanics

    International Nuclear Information System (INIS)

    Guo, Shimin; Mei, Liquan; Li, Ying; Sun, Youfa

    2012-01-01

    By introducing a new general ansätz, the improved fractional sub-equation method is proposed to construct analytical solutions of nonlinear evolution equations involving Jumarie's modified Riemann–Liouville derivative. By means of this method, the space–time fractional Whitham–Broer–Kaup and generalized Hirota–Satsuma coupled KdV equations are successfully solved. The obtained results show that the proposed method is quite effective, promising and convenient for solving nonlinear fractional differential equations. -- Highlights: ► We propose a novel method for nonlinear fractional differential equations. ► Two important fractional differential equations in fluid mechanics are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained. ► These solutions will advance the understanding of nonlinear physical phenomena.

  17. Developments in functional equations and related topics

    CERN Document Server

    Ciepliński, Krzysztof; Rassias, Themistocles

    2017-01-01

    This book presents current research on Ulam stability for functional equations and inequalities. Contributions from renowned scientists emphasize fundamental and new results, methods and techniques. Detailed examples are given to theories to further understanding at the graduate level for students in mathematics, physics, and engineering. Key topics covered in this book include: Quasi means Approximate isometries Functional equations in hypergroups Stability of functional equations Fischer-Muszély equation Haar meager sets and Haar null sets Dynamical systems Functional equations in probability theory Stochastic convex ordering Dhombres functional equation Nonstandard analysis and Ulam stability This book is dedicated in memory of Staniłsaw Marcin Ulam, who posed the fundamental problem concerning approximate homomorphisms of groups in 1940; which has provided the stimulus for studies in the stability of functional equations and inequalities.

  18. Transport equation solving methods

    International Nuclear Information System (INIS)

    Granjean, P.M.

    1984-06-01

    This work is mainly devoted to Csub(N) and Fsub(N) methods. CN method: starting from a lemma stated by Placzek, an equivalence is established between two problems: the first one is defined in a finite medium bounded by a surface S, the second one is defined in the whole space. In the first problem the angular flux on the surface S is shown to be the solution of an integral equation. This equation is solved by Galerkin's method. The Csub(N) method is applied here to one-velocity problems: in plane geometry, slab albedo and transmission with Rayleigh scattering, calculation of the extrapolation length; in cylindrical geometry, albedo and extrapolation length calculation with linear scattering. Fsub(N) method: the basic integral transport equation of the Csub(N) method is integrated on Case's elementary distributions; another integral transport equation is obtained: this equation is solved by a collocation method. The plane problems solved by the Csub(N) method are also solved by the Fsub(N) method. The Fsub(N) method is extended to any polynomial scattering law. Some simple spherical problems are also studied. Chandrasekhar's method, collision probability method, Case's method are presented for comparison with Csub(N) and Fsub(N) methods. This comparison shows the respective advantages of the two methods: a) fast convergence and possible extension to various geometries for Csub(N) method; b) easy calculations and easy extension to polynomial scattering for Fsub(N) method [fr

  19. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

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

  20. Kinetic Boltzmann, Vlasov and Related Equations

    CERN Document Server

    Sinitsyn, Alexander; Vedenyapin, Victor

    2011-01-01

    Boltzmann and Vlasov equations played a great role in the past and still play an important role in modern natural sciences, technique and even philosophy of science. Classical Boltzmann equation derived in 1872 became a cornerstone for the molecular-kinetic theory, the second law of thermodynamics (increasing entropy) and derivation of the basic hydrodynamic equations. After modifications, the fields and numbers of its applications have increased to include diluted gas, radiation, neutral particles transportation, atmosphere optics and nuclear reactor modelling. Vlasov equation was obtained in