Adams Predictor-Corrector Systems for Solving Fuzzy Differential Equations

Directory of Open Access Journals (Sweden)

Dequan Shang

2013-01-01

Full Text Available A predictor-corrector algorithm and an improved predictor-corrector (IPC algorithm based on Adams method are proposed to solve first-order differential equations with fuzzy initial condition. These algorithms are generated by updating the Adams predictor-corrector method and their convergence is also analyzed. Finally, the proposed methods are illustrated by solving an example.

Reproducing Kernel Method for Solving Nonlinear Differential-Difference Equations

Directory of Open Access Journals (Sweden)

Reza Mokhtari

2012-01-01

Full Text Available On the basis of reproducing kernel Hilbert spaces theory, an iterative algorithm for solving some nonlinear differential-difference equations (NDDEs is presented. The analytical solution is shown in a series form in a reproducing kernel space, and the approximate solution , is constructed by truncating the series to terms. The convergence of , to the analytical solution is also proved. Results obtained by the proposed method imply that it can be considered as a simple and accurate method for solving such differential-difference problems.

Using Computer Symbolic Algebra to Solve Differential Equations.

Science.gov (United States)

Mathews, John H.

1989-01-01

This article illustrates that mathematical theory can be incorporated into the process to solve differential equations by a computer algebra system, muMATH. After an introduction to functions of muMATH, several short programs for enhancing the capabilities of the system are discussed. Listed are six references. (YP)

Approximate Method for Solving the Linear Fuzzy Delay Differential Equations

Directory of Open Access Journals (Sweden)

S. Narayanamoorthy

2015-01-01

Full Text Available We propose an algorithm of the approximate method to solve linear fuzzy delay differential equations using Adomian decomposition method. The detailed algorithm of the approach is provided. The approximate solution is compared with the exact solution to confirm the validity and efficiency of the method to handle linear fuzzy delay differential equation. To show this proper features of this proposed method, numerical example is illustrated.

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.

Approximate analytical methods for solving ordinary differential equations

CERN Document Server

Radhika, TSL; Rani, T Raja

2015-01-01

Approximate Analytical Methods for Solving Ordinary Differential Equations (ODEs) is the first book to present all of the available approximate methods for solving ODEs, eliminating the need to wade through multiple books and articles. It covers both well-established techniques and recently developed procedures, including the classical series solution method, diverse perturbation methods, pioneering asymptotic methods, and the latest homotopy methods.The book is suitable not only for mathematicians and engineers but also for biologists, physicists, and economists. It gives a complete descripti

Solving Differential Equations Analytically. Elementary Differential Equations. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 335.

Science.gov (United States)

Goldston, J. W.

This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…

A novel method to solve functional differential equations

International Nuclear Information System (INIS)

Tapia, V.

1990-01-01

A method to solve differential equations containing the variational operator as the derivation operation is presented. They are called variational differential equations (VDE). The solution to a VDE should be a function containing the derivatives, with respect to the base space coordinates, of the fields up to a generic order s: a s-th-order function. The variational operator doubles the order of the function on which it acts. Therefore, in order to make compatible the orders of the different terms appearing in a VDE, the solution should be a function containing the derivatives of the fields at all orders. But this takes us again back to the functional methods. In order to avoid this, one must restrict the considerations, in the case of second-order VDEs, to the space of s-th-order functions on which the variational operator acts transitively. These functions have been characterized for a one-dimensional base space for the first- and second-order cases. These functions turn out to be polynomial in the highest-order derivatives of the fields with functions of the lower-order derivatives as coefficients. Then VDEs reduce to a system of coupled partial differential equations for the coefficients above mentioned. The importance of the method lies on the fact that the solutions to VDEs are in a one-to-one correspondence with the solutions of functional differential equations. The previous method finds direct applications in quantum field theory, where the Schroedinger equation plays a central role. Since the Schroedinger equation is reduced to a system of coupled partial differential equations, this provides a nonperturbative scheme for quantum field theory. As an example, the massless scalar field is considered

Solving Linear Differential Equations

NARCIS (Netherlands)

Nguyen, K.A.; Put, M. van der

2010-01-01

The theme of this paper is to 'solve' an absolutely irreducible differential module explicitly in terms of modules of lower dimension and finite extensions of the differential field K. Representations of semi-simple Lie algebras and differential Galo is theory are the main tools. The results extend

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)

Application of the Generalized Differential Quadrature Method in Solving Burgers' Equations

International Nuclear Information System (INIS)

Mokhtari, R.; Toodar, A. Samadi; Chegini, N.G.

2011-01-01

The aim of this paper is to obtain numerical solutions of the one-dimensional, two-dimensional and coupled Burgers' equations through the generalized differential quadrature method (GDQM). The polynomial-based differential quadrature (PDQ) method is employed and the obtained system of ordinary differential equations is solved via the total variation diminishing Runge-Kutta (TVD-RK) method. The numerical solutions are satisfactorily coincident with the exact solutions. The method can compete against the methods applied in the literature. (general)

On method of solving third-order ordinary differential equations directly using Bernstein polynomials

Science.gov (United States)

Khataybeh, S. N.; Hashim, I.

2018-04-01

In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

An Accurate Approximate-Analytical Technique for Solving Time-Fractional Partial Differential Equations

Directory of Open Access Journals (Sweden)

M. Bishehniasar

2017-01-01

Full Text Available The demand of many scientific areas for the usage of fractional partial differential equations (FPDEs to explain their real-world systems has been broadly identified. The solutions may portray dynamical behaviors of various particles such as chemicals and cells. The desire of obtaining approximate solutions to treat these equations aims to overcome the mathematical complexity of modeling the relevant phenomena in nature. This research proposes a promising approximate-analytical scheme that is an accurate technique for solving a variety of noninteger partial differential equations (PDEs. The proposed strategy is based on approximating the derivative of fractional-order and reducing the problem to the corresponding partial differential equation (PDE. Afterwards, the approximating PDE is solved by using a separation-variables technique. The method can be simply applied to nonhomogeneous problems and is proficient to diminish the span of computational cost as well as achieving an approximate-analytical solution that is in excellent concurrence with the exact solution of the original problem. In addition and to demonstrate the efficiency of the method, it compares with two finite difference methods including a nonstandard finite difference (NSFD method and standard finite difference (SFD technique, which are popular in the literature for solving engineering problems.

Solving Nonlinear Partial Differential Equations with Maple and Mathematica

CERN Document Server

Shingareva, Inna K

2011-01-01

The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple an

A New Numerical Technique for Solving Systems Of Nonlinear Fractional Partial Differential Equations

Directory of Open Access Journals (Sweden)

Mountassir Hamdi Cherif

2017-11-01

Full Text Available In this paper, we apply an efficient method called the Aboodh decomposition method to solve systems of nonlinear fractional partial differential equations. This method is a combined form of Aboodh transform with Adomian decomposition method. The theoretical analysis of this investigated for systems of nonlinear fractional partial differential equations is calculated in the explicit form of a power series with easily computable terms. Some examples are given to shows that this method is very efficient and accurate. This method can be applied to solve others nonlinear systems problems.

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).

Science.gov (United States)

Murase, Kenya

2016-01-01

Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.

Factors Affecting Differential Equation Problem Solving Ability of Students at Pre-University Level: A Conceptual Model

Science.gov (United States)

Aisha, Bibi; Zamri, Sharifa NorulAkmar Syed; Abdallah, Nabeel; Abedalaziz, Mohammad; Ahmad, Mushtaq; Satti, Umbreen

2017-01-01

In this study, different factors affecting students' differential equations (DEs) solving abilities were explored at pre university level. To explore main factors affecting students' differential equations problem solving ability, articles for a 19-year period, from 1996 to 2015, were critically reviewed and analyzed. It was revealed that…

Solving ordinary differential equations by electrical analogy: a multidisciplinary teaching tool

Science.gov (United States)

Sanchez Perez, J. F.; Conesa, M.; Alhama, I.

2016-11-01

Ordinary differential equations are the mathematical formulation for a great variety of problems in science and engineering, and frequently, two different problems are equivalent from a mathematical point of view when they are formulated by the same equations. Students acquire the knowledge of how to solve these equations (at least some types of them) using protocols and strict algorithms of mathematical calculation without thinking about the meaning of the equation. The aim of this work is that students learn to design network models or circuits in this way; with simple knowledge of them, students can establish the association of electric circuits and differential equations and their equivalences, from a formal point of view, that allows them to associate knowledge of two disciplines and promote the use of this interdisciplinary approach to address complex problems. Therefore, they learn to use a multidisciplinary tool that allows them to solve these kinds of equations, even students of first course of engineering, whatever the order, grade or type of non-linearity. This methodology has been implemented in numerous final degree projects in engineering and science, e.g., chemical engineering, building engineering, industrial engineering, mechanical engineering, architecture, etc. Applications are presented to illustrate the subject of this manuscript.

A Simple Derivation of Kepler's Laws without Solving Differential Equations

Science.gov (United States)

Provost, J.-P.; Bracco, C.

2009-01-01

Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…

Solving Nonlinear Fractional Differential Equation by Generalized Mittag-Leffler Function Method

Science.gov (United States)

Arafa, A. A. M.; Rida, S. Z.; Mohammadein, A. A.; Ali, H. M.

2013-06-01

In this paper, we use Mittag—Leffler function method for solving some nonlinear fractional differential equations. A new solution is constructed in power series. The fractional derivatives are described by Caputo's sense. To illustrate the reliability of the method, some examples are provided.

A pertinent approach to solve nonlinear fuzzy integro-differential equations.

Science.gov (United States)

Narayanamoorthy, S; Sathiyapriya, S P

2016-01-01

Fuzzy integro-differential equations is one of the important parts of fuzzy analysis theory that holds theoretical as well as applicable values in analytical dynamics and so an appropriate computational algorithm to solve them is in essence. In this article, we use parametric forms of fuzzy numbers and suggest an applicable approach for solving nonlinear fuzzy integro-differential equations using homotopy perturbation method. A clear and detailed description of the proposed method is provided. Our main objective is to illustrate that the construction of appropriate convex homotopy in a proper way leads to highly accurate solutions with less computational work. The efficiency of the approximation technique is expressed via stability and convergence analysis so as to guarantee the efficiency and performance of the methodology. Numerical examples are demonstrated to verify the convergence and it reveals the validity of the presented numerical technique. Numerical results are tabulated and examined by comparing the obtained approximate solutions with the known exact solutions. Graphical representations of the exact and acquired approximate fuzzy solutions clarify the accuracy of the approach.

Solving Second-Order Ordinary Differential Equations without Using Complex Numbers

Science.gov (United States)

Kougias, Ioannis E.

2009-01-01

Ordinary differential equations (ODEs) is a subject with a wide range of applications and the need of introducing it to students often arises in the last year of high school, as well as in the early stages of tertiary education. The usual methods of solving second-order ODEs with constant coefficients, among others, rely upon the use of complex…

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.

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

Science.gov (United States)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

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.

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

The ATOMFT integrator - Using Taylor series to solve ordinary differential equations

Science.gov (United States)

Berryman, Kenneth W.; Stanford, Richard H.; Breckheimer, Peter J.

1988-01-01

This paper discusses the application of ATOMFT, an integration package based on Taylor series solution with a sophisticated user interface. ATOMFT has the capabilities to allow the implementation of user defined functions and the solution of stiff and algebraic equations. Detailed examples, including the solutions to several astrodynamics problems, are presented. Comparisons with its predecessor ATOMCC and other modern integrators indicate that ATOMFT is a fast, accurate, and easy method to use to solve many differential equation problems.

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

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

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.

Solving differential equations for Feynman integrals by expansions near singular points

Science.gov (United States)

Lee, Roman N.; Smirnov, Alexander V.; Smirnov, Vladimir A.

2018-03-01

We describe a strategy to solve differential equations for Feynman integrals by powers series expansions near singular points and to obtain high precision results for the corresponding master integrals. We consider Feynman integrals with two scales, i.e. non-trivially depending on one variable. The corresponding algorithm is oriented at situations where canonical form of the differential equations is impossible. We provide a computer code constructed with the help of our algorithm for a simple example of four-loop generalized sunset integrals with three equal non-zero masses and two zero masses. Our code gives values of the master integrals at any given point on the real axis with a required accuracy and a given order of expansion in the regularization parameter ɛ.

Improving Teaching Quality and Problem Solving Ability through Contextual Teaching and Learning in Differential Equations: A Lesson Study Approach

Science.gov (United States)

Khotimah, Rita Pramujiyanti; Masduki

2016-01-01

Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…

A Four-Stage Fifth-Order Trigonometrically Fitted Semi-Implicit Hybrid Method for Solving Second-Order Delay Differential Equations

Directory of Open Access Journals (Sweden)

Sufia Zulfa Ahmad

2016-01-01

Full Text Available We derived a two-step, four-stage, and fifth-order semi-implicit hybrid method which can be used for solving special second-order ordinary differential equations. The method is then trigonometrically fitted so that it is suitable for solving problems which are oscillatory in nature. The methods are then used for solving oscillatory delay differential equations. Numerical results clearly show the efficiency of the new method when compared to the existing explicit and implicit methods in the scientific literature.

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.

An Efficient Numerical Approach for Solving Nonlinear Coupled Hyperbolic Partial Differential Equations with Nonlocal Conditions

Directory of Open Access Journals (Sweden)

A. H. Bhrawy

2014-01-01

Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.

Generalized differential transform method to differential-difference equation

International Nuclear Information System (INIS)

Zou Li; Wang Zhen; Zong Zhi

2009-01-01

In this Letter, we generalize the differential transform method to solve differential-difference equation for the first time. Two simple but typical examples are applied to illustrate the validity and the great potential of the generalized differential transform method in solving differential-difference equation. A Pade technique is also introduced and combined with GDTM in aim of extending the convergence area of presented series solutions. Comparisons are made between the results of the proposed method and exact solutions. Then we apply the differential transform method to the discrete KdV equation and the discrete mKdV equation, and successfully obtain solitary wave solutions. The results reveal that the proposed method is very effective and simple. We should point out that generalized differential transform method is also easy to be applied to other nonlinear differential-difference equation.

Solving differential equations with unknown constitutive relations as recurrent neural networks

Energy Technology Data Exchange (ETDEWEB)

Hagge, Tobias J.; Stinis, Panagiotis; Yeung, Enoch H.; Tartakovsky, Alexandre M.

2017-12-08

We solve a system of ordinary differential equations with an unknown functional form of a sink (reaction rate) term. We assume that the measurements (time series) of state variables are partially available, and use a recurrent neural network to “learn” the reaction rate from this data. This is achieved by including discretized ordinary differential equations as part of a recurrent neural network training problem. We extend TensorFlow’s recurrent neural network architecture to create a simple but scalable and effective solver for the unknown functions, and apply it to a fedbatch bioreactor simulation problem. Use of techniques from recent deep learning literature enables training of functions with behavior manifesting over thousands of time steps. Our networks are structurally similar to recurrent neural networks, but differ in purpose, and require modified training strategies.

An efficient computer based wavelets approximation method to solve Fuzzy boundary value differential equations

Science.gov (United States)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.

Homotopy perturbation method with Laplace Transform (LT-HPM) for solving Lane-Emden type differential equations (LETDEs).

Science.gov (United States)

Tripathi, Rajnee; Mishra, Hradyesh Kumar

2016-01-01

In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.

A simple derivation of Kepler's laws without solving differential equations

International Nuclear Information System (INIS)

Provost, J-P; Bracco, C

2009-01-01

Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple reconsideration of Newton's figure naturally leads to an explicit expression of the velocity and to the equation of the trajectory. This derivation, which can be fully apprehended by undergraduates or by secondary school teachers (who might use it with their pupils), can be considered as a first application of mechanical concepts to a physical problem of great historical and pedagogical interest

Variable-mesh method of solving differential equations

Science.gov (United States)

Van Wyk, R.

1969-01-01

Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

Solving Differential Equations Using Modified Picard Iteration

Science.gov (United States)

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Solving inverse problems for biological models using the collage method for differential equations.

Science.gov (United States)

Capasso, V; Kunze, H E; La Torre, D; Vrscay, E R

2013-07-01

In the first part of this paper we show how inverse problems for differential equations can be solved using the so-called collage method. Inverse problems can be solved by minimizing the collage distance in an appropriate metric space. We then provide several numerical examples in mathematical biology. We consider applications of this approach to the following areas: population dynamics, mRNA and protein concentration, bacteria and amoeba cells interaction, tumor growth.

New numerical approximation for solving fractional delay differential equations of variable order using artificial neural networks

Science.gov (United States)

Zúñiga-Aguilar, C. J.; Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Alvarado-Martínez, V. M.; Romero-Ugalde, H. M.

2018-02-01

In this paper, we approximate the solution of fractional differential equations with delay using a new approach based on artificial neural networks. We consider fractional differential equations of variable order with the Mittag-Leffler kernel in the Liouville-Caputo sense. With this new neural network approach, an approximate solution of the fractional delay differential equation is obtained. Synaptic weights are optimized using the Levenberg-Marquardt algorithm. The neural network effectiveness and applicability were validated by solving different types of fractional delay differential equations, linear systems with delay, nonlinear systems with delay and a system of differential equations, for instance, the Newton-Leipnik oscillator. The solution of the neural network was compared with the analytical solutions and the numerical simulations obtained through the Adams-Bashforth-Moulton method. To show the effectiveness of the proposed neural network, different performance indices were calculated.

Who Solved the Bernoulli Differential Equation and How Did They Do It?

Science.gov (United States)

Parker, Adam E.

2013-01-01

The Bernoulli brothers, Jacob and Johann, and Leibniz: Any of these might have been first to solve what is called the Bernoulli differential equation. We explore their ideas and the chronology of their work, finding out, among other things, that variation of parameters was used in 1697, 78 years before 1775, when Lagrange introduced it in general.

Solving Differential Equations in R

Science.gov (United States)

Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...

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.

Solving delay differential equations in S-ADAPT by method of steps.

Science.gov (United States)

Bauer, Robert J; Mo, Gary; Krzyzanski, Wojciech

2013-09-01

S-ADAPT is a version of the ADAPT program that contains additional simulation and optimization abilities such as parametric population analysis. S-ADAPT utilizes LSODA to solve ordinary differential equations (ODEs), an algorithm designed for large dimension non-stiff and stiff problems. However, S-ADAPT does not have a solver for delay differential equations (DDEs). Our objective was to implement in S-ADAPT a DDE solver using the methods of steps. The method of steps allows one to solve virtually any DDE system by transforming it to an ODE system. The solver was validated for scalar linear DDEs with one delay and bolus and infusion inputs for which explicit analytic solutions were derived. Solutions of nonlinear DDE problems coded in S-ADAPT were validated by comparing them with ones obtained by the MATLAB DDE solver dde23. The estimation of parameters was tested on the MATLB simulated population pharmacodynamics data. The comparison of S-ADAPT generated solutions for DDE problems with the explicit solutions as well as MATLAB produced solutions which agreed to at least 7 significant digits. The population parameter estimates from using importance sampling expectation-maximization in S-ADAPT agreed with ones used to generate the data. Published by Elsevier Ireland Ltd.

Advantages and Disadvantages of Using MATLAB/ode45 for Solving Differential Equations in Engineering Applications

OpenAIRE

Waleed K. Ahmed

2013-01-01

The present paper demonstrates the route used for solving differential equations for the engineering applications at UAEU. Usually students at the Engineering Requirements Unit (ERU) stage of the Faculty of Engineering at the UAEU must enroll in a course of Differential Equations and Engineering Applications (MATH 2210) as a prerequisite for the subsequent stages of their study. Mainly, one of the objectives of this course is that the students practice MATLAB software package during the cours...

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Angstmann, C.N.; Donnelly, I.C. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Henry, B.I., E-mail: B.Henry@unsw.edu.au [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Jacobs, B.A. [School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, Private Bag 3, Wits 2050 (South Africa); DST–NRF Centre of Excellence in Mathematical and Statistical Sciences (CoE-MaSS) (South Africa); Langlands, T.A.M. [Department of Mathematics and Computing, University of Southern Queensland, Toowoomba QLD 4350 (Australia); Nichols, J.A. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia)

2016-02-15

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

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.

Neural network error correction for solving coupled ordinary differential equations

Science.gov (United States)

Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.

1992-01-01

A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

Directory of Open Access Journals (Sweden)

Korhan KARABULUT

1998-03-01

Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.

A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

Science.gov (United States)

Biala, T A; Jator, S N

2015-01-01

In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

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.

A Regularized Approach for Solving Magnetic Differential Equations and a Revised Iterative Equilibrium Algorithm

International Nuclear Information System (INIS)

Hudson, S.R.

2010-01-01

A method for approximately solving magnetic differential equations is described. The approach is to include a small diffusion term to the equation, which regularizes the linear operator to be inverted. The extra term allows a 'source-correction' term to be defined, which is generally required in order to satisfy the solvability conditions. The approach is described in the context of computing the pressure and parallel currents in the iterative approach for computing magnetohydrodynamic equilibria.

A toolbox to solve coupled systems of differential and difference equations

International Nuclear Information System (INIS)

Ablinger, Jakob; Schneider, Carsten; Bluemlein, Johannes; Freitas, Abilio de

2016-01-01

We present algorithms to solve coupled systems of linear differential equations, arising in the calculation of massive Feynman diagrams with local operator insertions at 3-loop order, which do not request special choices of bases. Here we assume that the desired solution has a power series representation and we seek for the coefficients in closed form. In particular, if the coefficients depend on a small parameter ε (the dimensional parameter), we assume that the coefficients themselves can be expanded in formal Laurent series w.r.t. ε and we try to compute the first terms in closed form. More precisely, we have a decision algorithm which solves the following problem: if the terms can be represented by an indefinite nested hypergeometric sum expression (covering as special cases the harmonic sums, cyclotomic sums, generalized harmonic sums or nested binomial sums), then we can calculate them. If the algorithm fails, we obtain a proof that the terms cannot be represented by the class of indefinite nested hypergeometric sum expressions. Internally, this problem is reduced by holonomic closure properties to solving a coupled system of linear difference equations. The underlying method in this setting relies on decoupling algorithms, difference ring algorithms and recurrence solving. We demonstrate by a concrete example how this algorithm can be applied with the new Mathematica package SolveCoupledSystem which is based on the packages Sigma, HarmonicSums and OreSys. In all applications the representation in x-space is obtained as an iterated integral representation over general alphabets, generalizing Poincare iterated integrals.

A toolbox to solve coupled systems of differential and difference equations

Energy Technology Data Exchange (ETDEWEB)

Ablinger, Jakob; Schneider, Carsten [Linz Univ. (Austria). Research Inst. for Symbolic Computation (RISC); Bluemlein, Johannes; Freitas, Abilio de [DESY Zeuthen (Germany)

2016-01-15

We present algorithms to solve coupled systems of linear differential equations, arising in the calculation of massive Feynman diagrams with local operator insertions at 3-loop order, which do not request special choices of bases. Here we assume that the desired solution has a power series representation and we seek for the coefficients in closed form. In particular, if the coefficients depend on a small parameter ε (the dimensional parameter), we assume that the coefficients themselves can be expanded in formal Laurent series w.r.t. ε and we try to compute the first terms in closed form. More precisely, we have a decision algorithm which solves the following problem: if the terms can be represented by an indefinite nested hypergeometric sum expression (covering as special cases the harmonic sums, cyclotomic sums, generalized harmonic sums or nested binomial sums), then we can calculate them. If the algorithm fails, we obtain a proof that the terms cannot be represented by the class of indefinite nested hypergeometric sum expressions. Internally, this problem is reduced by holonomic closure properties to solving a coupled system of linear difference equations. The underlying method in this setting relies on decoupling algorithms, difference ring algorithms and recurrence solving. We demonstrate by a concrete example how this algorithm can be applied with the new Mathematica package SolveCoupledSystem which is based on the packages Sigma, HarmonicSums and OreSys. In all applications the representation in x-space is obtained as an iterated integral representation over general alphabets, generalizing Poincare iterated integrals.

New method for solving three-dimensional Schroedinger equation

International Nuclear Information System (INIS)

Melezhik, V.S.

1992-01-01

A new method is developed for solving the multidimensional Schroedinger equation without the variable separation. To solve the Schroedinger equation in a multidimensional coordinate space X, a difference grid Ω i (i=1,2,...,N) for some of variables, Ω, from X={R,Ω} is introduced and the initial partial-differential equation is reduced to a system of N differential-difference equations in terms of one of the variables R. The arising multi-channel scattering (or eigenvalue) problem is solved by the algorithm based on a continuous analog of the Newton method. The approach has been successfully tested for several two-dimensional problems (scattering on a nonspherical potential well and 'dipole' scatterer, a hydrogen atom in a homogenous magnetic field) and for a three-dimensional problem of the helium-atom bound states. (author)

Integrator Performance Analysis In Solving Stiff Differential Equation System

International Nuclear Information System (INIS)

B, Alhadi; Basaruddin, T.

2001-01-01

In this paper we discuss the four-stage index-2 singly diagonally implicit Runge-Kutta method, which is used to solve stiff ordinary differential equations (SODE). Stiff problems require a method where step size is not restricted by the method's stability. We desire SDIRK to be A-stable that has no stability restrictions when solving y'= λy with Reλ>0 and h>0, so by choosing suitable stability function we can determine appropriate constant g) to formulate SDIRK integrator to solve SODE. We select the second stage of the internal stage as embedded method to perform low order estimate for error predictor. The strategy for choosing the step size is adopted from the strategy proposed by Hall(1996:6). And the algorithm that is developed in this paper is implemented using MATLAB 5.3, which is running on Window's 95 environment. Our performance measurement's local truncation error accuracy, and efficiency were evaluated by statistical results of sum of steps, sum of calling functions, average of Newton iterations and elapsed times.As the results, our numerical experiment show that SDIRK is unconditionally stable. By using Hall's step size strategy, the method can be implemented efficiently, provided that suitable parameters are used

Numerical Analysis of Partial Differential Equations

CERN Document Server

Lui, S H

2011-01-01

A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis

Effective quadrature formula in solving linear integro-differential equations of order two

Science.gov (United States)

Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.

2017-08-01

In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.

A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

Science.gov (United States)

Benhammouda, Brahim

2016-01-01

Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential-algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems.

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.

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

A semi-analytical approach for solving of nonlinear systems of functional differential equations with delay

Science.gov (United States)

Rebenda, Josef; Šmarda, Zdeněk

2017-07-01

In the paper, we propose a correct and efficient semi-analytical approach to solve initial value problem for systems of functional differential equations with delay. The idea is to combine the method of steps and differential transformation method (DTM). In the latter, formulas for proportional arguments and nonlinear terms are used. An example of using this technique for a system with constant and proportional delays is presented.

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

OpenAIRE

Nair, C. Radhakrishnan

2004-01-01

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

An Operational Matrix Technique for Solving Variable Order Fractional Differential-Integral Equation Based on the Second Kind of Chebyshev Polynomials

Directory of Open Access Journals (Sweden)

Jianping Liu

2016-01-01

Full Text Available An operational matrix technique is proposed to solve variable order fractional differential-integral equation based on the second kind of Chebyshev polynomials in this paper. The differential operational matrix and integral operational matrix are derived based on the second kind of Chebyshev polynomials. Using two types of operational matrixes, the original equation is transformed into the arithmetic product of several dependent matrixes, which can be viewed as an algebraic system after adopting the collocation points. Further, numerical solution of original equation is obtained by solving the algebraic system. Finally, several examples show that the numerical algorithm is computationally efficient.

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

Solving Variable Coefficient Fourth-Order Parabolic Equation by ...

African Journals Online (AJOL)

Solving Variable Coefficient Fourth-Order Parabolic Equation by Modified initial guess Variational ... variable coefficient fourth order parabolic partial differential equations. The new method shows rapid convergence to the exact solution.

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

Introduction to computation and modeling for differential equations

CERN Document Server

Edsberg, Lennart

2008-01-01

An introduction to scientific computing for differential equationsIntroduction to Computation and Modeling for Differential Equations provides a unified and integrated view of numerical analysis, mathematical modeling in applications, and programming to solve differential equations, which is essential in problem-solving across many disciplines, such as engineering, physics, and economics. This book successfully introduces readers to the subject through a unique ""Five-M"" approach: Modeling, Mathematics, Methods, MATLAB, and Multiphysics. This approach facilitates a thorough understanding of h

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)

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.

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

Directory of Open Access Journals (Sweden)

Thomas Gomez

2018-04-01

Full Text Available Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods. Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numerical complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. This technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.

High-order quantum algorithm for solving linear differential equations

International Nuclear Information System (INIS)

Berry, Dominic W

2014-01-01

Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms to general inhomogeneous sparse linear differential equations, which describe many classical physical systems. We examine the use of high-order methods (where the error over a time step is a high power of the size of the time step) to improve the efficiency. These provide scaling close to Δt 2 in the evolution time Δt. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state, and it is possible to extract global features of the solution. (paper)

Algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations with the use of parallel computations

Energy Technology Data Exchange (ETDEWEB)

Moryakov, A. V., E-mail: sailor@orc.ru [National Research Centre Kurchatov Institute (Russian Federation)

2016-12-15

An algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations is presented. The algorithm for systems of first-order differential equations is implemented in the EDELWEISS code with the possibility of parallel computations on supercomputers employing the MPI (Message Passing Interface) standard for the data exchange between parallel processes. The solution is represented by a series of orthogonal polynomials on the interval [0, 1]. The algorithm is characterized by simplicity and the possibility to solve nonlinear problems with a correction of the operator in accordance with the solution obtained in the previous iterative process.

Solving differential–algebraic equation systems by means of index reduction methodology

DEFF Research Database (Denmark)

Sørensen, Kim; Houbak, Niels; Condra, Thomas

2006-01-01

of a number of differential equations and algebraic equations — a so called DAE system. Two of the DAE systems are of index 1 and they can be solved by means of standard DAE-solvers. For the actual application, the equation systems are integrated by means of MATLAB’s solver: ode23t, that solves moderately...... stiff ODEs and index 1 DAEs by means of the trapezoidal rule. The last sub-model that models the boilers steam drum consist of two differential and three algebraic equations. The index of this model is greater than 1, which means that ode23t cannot integrate this equation system. In this paper......, it is shown how the equation system, by means of an index reduction methodology, can be reduced to a system of ordinary differential equations — ODEs....

The orthogonal gradients method: A radial basis functions method for solving partial differential equations on arbitrary surfaces

KAUST Repository

Piret, Cé cile

2012-01-01

Much work has been done on reconstructing arbitrary surfaces using the radial basis function (RBF) method, but one can hardly find any work done on the use of RBFs to solve partial differential equations (PDEs) on arbitrary surfaces. In this paper

A universal concept based on cellular neural networks for ultrafast and flexible solving of differential equations.

Science.gov (United States)

Chedjou, Jean Chamberlain; Kyamakya, Kyandoghere

2015-04-01

This paper develops and validates a comprehensive and universally applicable computational concept for solving nonlinear differential equations (NDEs) through a neurocomputing concept based on cellular neural networks (CNNs). High-precision, stability, convergence, and lowest-possible memory requirements are ensured by the CNN processor architecture. A significant challenge solved in this paper is that all these cited computing features are ensured in all system-states (regular or chaotic ones) and in all bifurcation conditions that may be experienced by NDEs.One particular quintessence of this paper is to develop and demonstrate a solver concept that shows and ensures that CNN processors (realized either in hardware or in software) are universal solvers of NDE models. The solving logic or algorithm of given NDEs (possible examples are: Duffing, Mathieu, Van der Pol, Jerk, Chua, Rössler, Lorenz, Burgers, and the transport equations) through a CNN processor system is provided by a set of templates that are computed by our comprehensive templates calculation technique that we call nonlinear adaptive optimization. This paper is therefore a significant contribution and represents a cutting-edge real-time computational engineering approach, especially while considering the various scientific and engineering applications of this ultrafast, energy-and-memory-efficient, and high-precise NDE solver concept. For illustration purposes, three NDE models are demonstratively solved, and related CNN templates are derived and used: the periodically excited Duffing equation, the Mathieu equation, and the transport equation.

Construction of Interval Wavelet Based on Restricted Variational Principle and Its Application for Solving Differential Equations

OpenAIRE

Mei, Shu-Li; Lv, Hong-Liang; Ma, Qin

2008-01-01

Based on restricted variational principle, a novel method for interval wavelet construction is proposed. For the excellent local property of quasi-Shannon wavelet, its interval wavelet is constructed, and then applied to solve ordinary differential equations. Parameter choices for the interval wavelet method are discussed and its numerical performance is demonstrated.

Some operational tools for solving fractional and higher integer order differential equations: A survey on their mutual relations

Science.gov (United States)

Kiryakova, Virginia S.

2012-11-01

The Laplace Transform (LT) serves as a basis of the Operational Calculus (OC), widely explored by engineers and applied scientists in solving mathematical models for their practical needs. This transform is closely related to the exponential and trigonometric functions (exp, cos, sin) and to the classical differentiation and integration operators, reducing them to simple algebraic operations. Thus, the classical LT and the OC give useful tool to handle differential equations and systems with constant coefficients. Several generalizations of the LT have been introduced to allow solving, in a similar way, of differential equations with variable coefficients and of higher integer orders, as well as of fractional (arbitrary non-integer) orders. Note that fractional order mathematical models are recently widely used to describe better various systems and phenomena of the real world. This paper surveys briefly some of our results on classes of such integral transforms, that can be obtained from the LT by means of "transmutations" which are operators of the generalized fractional calculus (GFC). On the list of these Laplace-type integral transforms, we consider the Borel-Dzrbashjan, Meijer, Krätzel, Obrechkoff, generalized Obrechkoff (multi-index Borel-Dzrbashjan) transforms, etc. All of them are G- and H-integral transforms of convolutional type, having as kernels Meijer's G- or Fox's H-functions. Besides, some special functions (also being G- and H-functions), among them - the generalized Bessel-type and Mittag-Leffler (M-L) type functions, are generating Gel'fond-Leontiev (G-L) operators of generalized differentiation and integration, which happen to be also operators of GFC. Our integral transforms have operational properties analogous to those of the LT - they do algebrize the G-L generalized integrations and differentiations, and thus can serve for solving wide classes of differential equations with variable coefficients of arbitrary, including non-integer order

The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

Science.gov (United States)

Khader, M M

2013-10-01

In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

Numerical methods for differential equations and applications

International Nuclear Information System (INIS)

Ixaru, L.G.

1984-01-01

This book is addressed to persons who, without being professionals in applied mathematics, are often faced with the problem of numerically solving differential equations. In each of the first three chapters a definite class of methods is discussed for the solution of the initial value problem for ordinary differential equations: multistep methods; one-step methods; and piecewise perturbation methods. The fourth chapter is mainly focussed on the boundary value problems for linear second-order equations, with a section devoted to the Schroedinger equation. In the fifth chapter the eigenvalue problem for the radial Schroedinger equation is solved in several ways, with computer programs included. (Auth.)

Ordinary differential equation for local accumulation time.

Science.gov (United States)

Berezhkovskii, Alexander M

2011-08-21

Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

Local Fractional Laplace Variational Iteration Method for Solving Linear Partial Differential Equations with Local Fractional Derivative

Directory of Open Access Journals (Sweden)

Ai-Min Yang

2014-01-01

Full Text Available The local fractional Laplace variational iteration method was applied to solve the linear local fractional partial differential equations. The local fractional Laplace variational iteration method is coupled by the local fractional variational iteration method and Laplace transform. The nondifferentiable approximate solutions are obtained and their graphs are also shown.

Teaching Modeling with Partial Differential Equations: Several Successful Approaches

Science.gov (United States)

Myers, Joseph; Trubatch, David; Winkel, Brian

2008-01-01

We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…

Recent symbolic summation methods to solve coupled systems of differential and difference equations

International Nuclear Information System (INIS)

Schneider, Carsten; Bluemlein, Johannes; Freitas, Abilio de

2014-07-01

We outline a new algorithm to solve coupled systems of differential equations in one continuous variable x (resp. coupled difference equations in one discrete variable N) depending on a small parameter ε: given such a system and given sufficiently many initial values, we can determine the first coefficients of the Laurent-series solutions in ε if they are expressible in terms of indefinite nested sums and products. This systematic approach is based on symbolic summation algorithms in the context of difference rings/fields and uncoupling algorithms. The proposed method gives rise to new interesting applications in connection with integration by parts (IBP) methods. As an illustrative example, we will demonstrate how one can calculate the ε-expansion of a ladder graph with 6 massive fermion lines.

Recent symbolic summation methods to solve coupled systems of differential and difference equations

Energy Technology Data Exchange (ETDEWEB)

Schneider, Carsten [Johannes Kepler Univ., Linz (Austria). Research Inst. for Symbolic Computation (RISC); Bluemlein, Johannes; Freitas, Abilio de [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany)

2014-07-15

We outline a new algorithm to solve coupled systems of differential equations in one continuous variable x (resp. coupled difference equations in one discrete variable N) depending on a small parameter ε: given such a system and given sufficiently many initial values, we can determine the first coefficients of the Laurent-series solutions in ε if they are expressible in terms of indefinite nested sums and products. This systematic approach is based on symbolic summation algorithms in the context of difference rings/fields and uncoupling algorithms. The proposed method gives rise to new interesting applications in connection with integration by parts (IBP) methods. As an illustrative example, we will demonstrate how one can calculate the ε-expansion of a ladder graph with 6 massive fermion lines.

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.

On a numerical method for solving integro-differential equations with variable coefficients with applications in finance

Science.gov (United States)

Kudryavtsev, O.; Rodochenko, V.

2018-03-01

We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.

T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations

Directory of Open Access Journals (Sweden)

Xiaolin Zhu

2014-01-01

Full Text Available This paper studies the T-stability of the Heun method and balanced method for solving stochastic differential delay equations (SDDEs. Two T-stable conditions of the Heun method are obtained for two kinds of linear SDDEs. Moreover, two conditions under which the balanced method is T-stable are obtained for two kinds of linear SDDEs. Some numerical examples verify the theoretical results proposed.

Integral transform method for solving time fractional systems and fractional heat equation

Directory of Open Access Journals (Sweden)

Arman Aghili

2014-01-01

Full Text Available In the present paper, time fractional partial differential equation is considered, where the fractional derivative is defined in the Caputo sense. Laplace transform method has been applied to obtain an exact solution. The authors solved certain homogeneous and nonhomogeneous time fractional heat equations using integral transform. Transform method is a powerful tool for solving fractional singular Integro - differential equations and PDEs. The result reveals that the transform method is very convenient and effective.

Calculus & ordinary differential equations

CERN Document Server

Pearson, David

1995-01-01

Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.

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

Science.gov (United States)

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

2014-01-01

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

The Adomian decomposition method for solving partial differential equations of fractal order in finite domains

Energy Technology Data Exchange (ETDEWEB)

El-Sayed, A.M.A. [Faculty of Science University of Alexandria (Egypt)]. E-mail: amasyed@hotmail.com; Gaber, M. [Faculty of Education Al-Arish, Suez Canal University (Egypt)]. E-mail: mghf408@hotmail.com

2006-11-20

The Adomian decomposition method has been successively used to find the explicit and numerical solutions of the time fractional partial differential equations. A different examples of special interest with fractional time and space derivatives of order {alpha}, 0<{alpha}=<1 are considered and solved by means of Adomian decomposition method. The behaviour of Adomian solutions and the effects of different values of {alpha} are shown graphically for some examples.

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.

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. .

Exp-function method for solving fractional partial differential equations.

Science.gov (United States)

Zheng, Bin

2013-01-01

We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.

FORSIM-6, Automatic Solution of Coupled Differential Equation System

International Nuclear Information System (INIS)

Carver, M.B.; Stewart, D.G.; Blair, J.M.; Selander, W.N.

1983-01-01

1 - Description of problem or function: The FORSIM program is a versatile package which automates the solution of coupled differential equation systems. The independent variables are time, and up to three space coordinates, and the equations may be any mixture of partial and/or ordinary differential equations. The philosophy of the program is to provide a tool which will solve a system of differential equations for a user who has basic but unspecialized knowledge of numerical analysis and FORTRAN. The equations to be solved, together with the initial conditions and any special instructions, may be specified by the user in a single FORTRAN subroutine, although he may write a number of routines if this is more suitable. These are then loaded with the control routines, which perform the solution and any requested input and output. 2 - Method of solution: Partial differential equations are automatically converted into sets of coupled ordinary differential equations by variable order discretization in the spatial dimensions. These and other ordinary differential equations are integrated continuously in time using efficient variable order, variable step, error-controlled algorithms

Schwarz maps of algebraic linear ordinary differential equations

Science.gov (United States)

Sanabria Malagón, Camilo

2017-12-01

A linear ordinary differential equation is called algebraic if all its solution are algebraic over its field of definition. In this paper we solve the problem of finding closed form solution to algebraic linear ordinary differential equations in terms of standard equations. Furthermore, we obtain a method to compute all algebraic linear ordinary differential equations with rational coefficients by studying their associated Schwarz map through the Picard-Vessiot Theory.

Darboux transformations and linear parabolic partial differential equations

International Nuclear Information System (INIS)

Arrigo, Daniel J.; Hickling, Fred

2002-01-01

Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor

Introduction to numerical methods for time dependent differential equations

CERN Document Server

Kreiss, Heinz-Otto

2014-01-01

Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t

Algorithms to solve coupled systems of differential equations in terms of power series

International Nuclear Information System (INIS)

Ablinger, Jakob; Schneider, Carsten

2016-08-01

Using integration by parts relations, Feynman integrals can be represented in terms of coupled systems of differential equations. In the following we suppose that the unknown Feynman integrals can be given in power series representations, and that sufficiently many initial values of the integrals are given. Then there exist algorithms that decide constructively if the coefficients of their power series representations can be given within the class of nested sums over hypergeometric products. In this article we work out the calculation steps that solve this problem. First, we present a successful tactic that has been applied recently to challenging problems coming from massive 3-loop Feynman integrals. Here our main tool is to solve scalar linear recurrences within the class of nested sums over hypergeometric products. Second, we will present a new variation of this tactic which relies on more involved summation technologies but succeeds in reducing the problem to solve scalar recurrences with lower recurrence orders. The article works out the different challenges of this new tactic and demonstrates how they can be treated efficiently with our existing summation technologies.

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.

An introduction to neural network methods for differential equations

CERN Document Server

Yadav, Neha; Kumar, Manoj

2015-01-01

This book introduces a variety of neural network methods for solving differential equations arising in science and engineering. The emphasis is placed on a deep understanding of the neural network techniques, which has been presented in a mostly heuristic and intuitive manner. This approach will enable the reader to understand the working, efficiency and shortcomings of each neural network technique for solving differential equations. The objective of this book is to provide the reader with a sound understanding of the foundations of neural networks, and a comprehensive introduction to neural network methods for solving differential equations together with recent developments in the techniques and their applications. The book comprises four major sections. Section I consists of a brief overview of differential equations and the relevant physical problems arising in science and engineering. Section II illustrates the history of neural networks starting from their beginnings in the 1940s through to the renewed...

Dielectric metasurfaces solve differential and integro-differential equations.

Science.gov (United States)

Abdollahramezani, Sajjad; Chizari, Ata; Dorche, Ali Eshaghian; Jamali, Mohammad Vahid; Salehi, Jawad A

2017-04-01

Leveraging subwavelength resonant nanostructures, plasmonic metasurfaces have recently attracted much attention as a breakthrough concept for engineering optical waves both spatially and spectrally. However, inherent ohmic losses concomitant with low coupling efficiencies pose fundamental impediments over their practical applications. Not only can all-dielectric metasurfaces tackle such substantial drawbacks, but also their CMOS-compatible configurations support both Mie resonances that are invariant to the incident angle. Here, we report on a transmittive metasurface comprising arrayed silicon nanodisks embedded in a homogeneous dielectric medium to manipulate phase and amplitude of incident light locally and almost independently. By taking advantage of the interplay between the electric/magnetic resonances and employing general concepts of spatial Fourier transformation, a highly efficient metadevice is proposed to perform mathematical operations including solution of ordinary differential and integro-differential equations with constant coefficients. Our findings further substantiate dielectric metasurfaces as promising candidates for miniaturized, two-dimensional, and planar optical analog computing systems that are much thinner than their conventional lens-based counterparts.

Use of artificial bee colonies algorithm as numerical approximation of differential equations solution

Science.gov (United States)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

The differential equation is one of the branches in mathematics which is closely related to human life problems. Some problems that occur in our life can be modeled into differential equations as well as systems of differential equations such as the Lotka-Volterra model and SIR model. Therefore, solving a problem of differential equations is very important. Some differential equations are difficult to solve, so numerical methods are needed to solve that problems. Some numerical methods for solving differential equations that have been widely used are Euler Method, Heun Method, Runge-Kutta and others. However, some of these methods still have some restrictions that cause the method cannot be used to solve more complex problems such as an evaluation interval that we cannot change freely. New methods are needed to improve that problems. One of the method that can be used is the artificial bees colony algorithm. This algorithm is one of metaheuristic algorithm method, which can come out from local search space and do exploration in solution search space so that will get better solution than other method.

Fibonacci collocation method with a residual error Function to solve linear Volterra integro differential equations

Directory of Open Access Journals (Sweden)

Salih Yalcinbas

2016-01-01

Full Text Available In this paper, a new collocation method based on the Fibonacci polynomials is introduced to solve the high-order linear Volterra integro-differential equations under the conditions. Numerical examples are included to demonstrate the applicability and validity of the proposed method and comparisons are made with the existing results. In addition, an error estimation based on the residual functions is presented for this method. The approximate solutions are improved by using this error estimation.

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

Directory of Open Access Journals (Sweden)

Lu Jun-Feng

2013-01-01

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

Reduced differential transform method for partial differential equations within local fractional derivative operators

Directory of Open Access Journals (Sweden)

Hossein Jafari

2016-04-01

Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.

Introduction to complex theory of differential equations

CERN Document Server

Savin, Anton

2017-01-01

This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.

Growth of meromorphic solutions of delay differential equations

OpenAIRE

Halburd, Rod; Korhonen, Risto

2016-01-01

Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlev\\'e equations and equations solved by elliptic functions.

Spectral finite element methods for solving fractional differential equations with applications in anomalous transport

Energy Technology Data Exchange (ETDEWEB)

Carella, Alfredo Raul

2012-09-15

Quantifying species transport rates is a main concern in chemical and petrochemical industries. In particular, the design and operation of many large-scale industrial chemical processes is as much dependent on diffusion as it is on reaction rates. However, the existing diffusion models sometimes fail to predict experimentally observed behaviors and their accuracy is usually insufficient for process optimization purposes. Fractional diffusion models offer multiple possibilities for generalizing Flick's law in a consistent manner in order to account for history dependence and nonlocal effects. These models have not been extensively applied to the study of real systems, mainly due to their computational cost and mathematical complexity. A least squares spectral formulation was developed for solving fractional differential equations. The proposed method was proven particularly well-suited for dealing with the numerical difficulties inherent to fractional differential operators. The practical implementation was explained in detail in order to enhance reproducibility, and directions were specified for extending it to multiple dimensions and arbitrarily shaped domains. A numerical framework based on the least-squares spectral element method was developed for studying and comparing anomalous diffusion models in pellets. This simulation tool is capable of solving arbitrary integro-differential equations and can be effortlessly adapted to various problems in any number of dimensions. Simulations of the flow around a cylindrical particle were achieved by extending the functionality of the developed framework. A test case was analyzed by coupling the boundary condition yielded by the fluid model with two families of anomalous diffusion models: hyperbolic diffusion and fractional diffusion. Qualitative guidelines for determining the suitability of diffusion models can be formulated by complementing experimental data with the results obtained from this approach.(Author)

The orthogonal gradients method: A radial basis functions method for solving partial differential equations on arbitrary surfaces

KAUST Repository

Piret, Cécile

2012-05-01

Much work has been done on reconstructing arbitrary surfaces using the radial basis function (RBF) method, but one can hardly find any work done on the use of RBFs to solve partial differential equations (PDEs) on arbitrary surfaces. In this paper, we investigate methods to solve PDEs on arbitrary stationary surfaces embedded in . R3 using the RBF method. We present three RBF-based methods that easily discretize surface differential operators. We take advantage of the meshfree character of RBFs, which give us a high accuracy and the flexibility to represent the most complex geometries in any dimension. Two out of the three methods, which we call the orthogonal gradients (OGr) methods are the result of our work and are hereby presented for the first time. © 2012 Elsevier Inc.

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.

Method of mechanical quadratures for solving singular integral equations of various types

Science.gov (United States)

Sahakyan, A. V.; Amirjanyan, H. A.

2018-04-01

The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.

Differential Equation of Equilibrium

African Journals Online (AJOL)

user

ABSTRACT. Analysis of underground circular cylindrical shell is carried out in this work. The forth order differential equation of equilibrium, comparable to that of beam on elastic foundation, was derived from static principles on the assumptions of P. L Pasternak. Laplace transformation was used to solve the governing ...

A method for solving the KDV equation and some numerical experiments

International Nuclear Information System (INIS)

Chang Jinjiang.

1993-01-01

In this paper, by means of difference method for discretization of space partial derivatives of KDV equation, an initial value problem in ordinary differential equations of large dimensions is produced. By using this ordinary differential equations the existence and the uniqueness of the solution of the KDV equation and the conservation of scheme are proved. This ordinary differential equation can be solved by using implicit Runge-Kutta methods, so a new method for finding the numerical solution of the KDV equation is presented. Numerical experiments not only describe in detail the procedure of two solitons collision, soliton reflex and soliton produce, but also show that this method is very effective. (author). 7 refs, 3 figs

on the properties of solutions and some applications on the TOV differential equation with a model of nuclear equation of state

International Nuclear Information System (INIS)

Esmail, S.F.H.

2006-01-01

the mathematical formulation of numerous physical problems results in differential equations actually non-linear differential equations . in our study we are interested in solutions of differential equations which describe the structure of neutron star in non-relativistic and relativistic cases. the aim of this work is to determine the mass and the radius of a neutron star, by solving the tolmann-oppenheimer-volkoff (TOV) differential equation using different models of the nuclear equation of state (EOS). analytically solutions are obtained for a simple form of the nuclear equation of state of Clayton model and poly trope model. for a more realistic equation of state the TOV differential equation is solved numerically using rung -Kutta method

A New Approach and Solution Technique to Solve Time Fractional Nonlinear Reaction-Diffusion Equations

Directory of Open Access Journals (Sweden)

Inci Cilingir Sungu

2015-01-01

Full Text Available A new application of the hybrid generalized differential transform and finite difference method is proposed by solving time fractional nonlinear reaction-diffusion equations. This method is a combination of the multi-time-stepping temporal generalized differential transform and the spatial finite difference methods. The procedure first converts the time-evolutionary equations into Poisson equations which are then solved using the central difference method. The temporal differential transform method as used in the paper takes care of stability and the finite difference method on the resulting equation results in a system of diagonally dominant linear algebraic equations. The Gauss-Seidel iterative procedure then used to solve the linear system thus has assured convergence. To have optimized convergence rate, numerical experiments were done by using a combination of factors involving multi-time-stepping, spatial step size, and degree of the polynomial fit in time. It is shown that the hybrid technique is reliable, accurate, and easy to apply.

Aumann Fuzzy Improper Integral and Its Application to Solve Fuzzy Integro-Differential Equations by Laplace Transform Method

Directory of Open Access Journals (Sweden)

Elhassan Eljaoui

2018-01-01

Full Text Available We introduce the Aumann fuzzy improper integral to define the convolution product of a fuzzy mapping and a crisp function in this paper. The Laplace convolution formula is proved in this case and used to solve fuzzy integro-differential equations with kernel of convolution type. Then, we report and correct an error in the article by Salahshour et al. dealing with the same topic.

Numerov iteration method for second order integral-differential equation

International Nuclear Information System (INIS)

Zeng Fanan; Zhang Jiaju; Zhao Xuan

1987-01-01

In this paper, Numerov iterative method for second order integral-differential equation and system of equations are constructed. Numerical examples show that this method is better than direct method (Gauss elimination method) in CPU time and memoy requireing. Therefore, this method is an efficient method for solving integral-differential equation in nuclear physics

Introductory course on differential equations

CERN Document Server

Gorain, Ganesh C

2014-01-01

Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.

Solving the Telegraph and Oscillatory Differential Equations by a Block Hybrid Trigonometrically Fitted Algorithm

Directory of Open Access Journals (Sweden)

F. F. Ngwane

2015-01-01

Full Text Available We propose a block hybrid trigonometrically fitted (BHT method, whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs, including systems arising from the semidiscretization of hyperbolic Partial Differential Equations (PDEs, such as the Telegraph equation. The BHT is formulated from eight discrete hybrid formulas which are provided by a continuous two-step hybrid trigonometrically fitted method with two off-grid points. The BHT is implemented in a block-by-block fashion; in this way, the method does not suffer from the disadvantages of requiring starting values and predictors which are inherent in predictor-corrector methods. The stability property of the BHT is discussed and the performance of the method is demonstrated on some numerical examples to show accuracy and efficiency advantages.

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.

Inverse problems in ordinary differential equations and applications

CERN Document Server

Llibre, Jaume

2016-01-01

This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.

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

Modular differential equations for torus one-point functions

International Nuclear Information System (INIS)

Gaberdiel, Matthias R; Lang, Samuel

2009-01-01

It is shown that in a rational conformal field theory every torus one-point function of a given highest weight state satisfies a modular differential equation. We derive and solve these differential equations explicitly for some Virasoro minimal models. In general, however, the resulting amplitudes do not seem to be expressible in terms of standard transcendental functions

Field Method for Integrating the First Order Differential Equation

Institute of Scientific and Technical Information of China (English)

JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu

2007-01-01

An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.

A practical course in differential equations and mathematical modeling

CERN Document Server

Ibragimov , Nail H

2009-01-01

A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book which aims to present new mathematical curricula based on symmetry and invariance principles is tailored to develop analytic skills and working knowledge in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundame

Numerical solution of distributed order fractional differential equations

Science.gov (United States)

Katsikadelis, John T.

2014-02-01

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

Calculation of similarity solutions of partial differential equations

International Nuclear Information System (INIS)

Dresner, L.

1980-08-01

When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/

AIREK-MOD, Time Dependent Reactor Kinetics with Feedback Differential Equation

International Nuclear Information System (INIS)

Tamagnini, C.

1984-01-01

1 - Nature of physical problem solved: Solves the reactor kinetic equations with respect to time. A standard form for the reactivity behaviour has been introduced in which the reactivity is given by the sum of a polynomial, sine, cosine and exponential expansion. Tabular form is also included. The presence of feedback differential equations in which the dependence on variables different from the considered one is considered enables many heat-exchange problems to be dealt with. 2 - Method of solution: The method employed for the solution of the differential equations is the one developed by E.R. Cohen (Geneva Conference, 1958). 3 - Restrictions on the complexity of the problem: The maximum number of differential equations that can be solved simultaneously is 50. Within this limitation there may be n delayed neutron groups (n less than or equal to 25), on m other linear feedback equations (n+m less than or equal to 49). CDC 1604 version was offered by EIR (Institut Federal de Recherches en matiere de reacteurs, Switzerland)

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.

A higher-order conservation element solution element method for solving hyperbolic differential equations on unstructured meshes

Science.gov (United States)

Bilyeu, David

This dissertation presents an extension of the Conservation Element Solution Element (CESE) method from second- to higher-order accuracy. The new method retains the favorable characteristics of the original second-order CESE scheme, including (i) the use of the space-time integral equation for conservation laws, (ii) a compact mesh stencil, (iii) the scheme will remain stable up to a CFL number of unity, (iv) a fully explicit, time-marching integration scheme, (v) true multidimensionality without using directional splitting, and (vi) the ability to handle two- and three-dimensional geometries by using unstructured meshes. This algorithm has been thoroughly tested in one, two and three spatial dimensions and has been shown to obtain the desired order of accuracy for solving both linear and non-linear hyperbolic partial differential equations. The scheme has also shown its ability to accurately resolve discontinuities in the solutions. Higher order unstructured methods such as the Discontinuous Galerkin (DG) method and the Spectral Volume (SV) methods have been developed for one-, two- and three-dimensional application. Although these schemes have seen extensive development and use, certain drawbacks of these methods have been well documented. For example, the explicit versions of these two methods have very stringent stability criteria. This stability criteria requires that the time step be reduced as the order of the solver increases, for a given simulation on a given mesh. The research presented in this dissertation builds upon the work of Chang, who developed a fourth-order CESE scheme to solve a scalar one-dimensional hyperbolic partial differential equation. The completed research has resulted in two key deliverables. The first is a detailed derivation of a high-order CESE methods on unstructured meshes for solving the conservation laws in two- and three-dimensional spaces. The second is the code implementation of these numerical methods in a computer code. For

Exact solutions to operator differential equations

International Nuclear Information System (INIS)

Bender, C.M.

1992-01-01

In this talk we consider the Heisenberg equations of motion q = -i(q, H), p = -i(p, H), for the quantum-mechanical Hamiltonian H(p, q) having one degree of freedom. It is a commonly held belief that such operator differential equations are intractable. However, a technique is presented here that allows one to obtain exact, closed-form solutions for huge classes of Hamiltonians. This technique, which is a generalization of the classical action-angle variable methods, allows us to solve, albeit formally and implicitly, the operator differential equations of two anharmonic oscillators whose Hamiltonians are H = p 2 /2 + q 4 /4 and H = p 4 /4 + q 4 /4

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

CERN Document Server

Rosinger, Elemer E

1990-01-01

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

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

Science.gov (United States)

Güner, Özkan; Cevikel, Adem C

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.

PSsolver: A Maple implementation to solve first order ordinary differential equations with Liouvillian solutions

Science.gov (United States)

Avellar, J.; Duarte, L. G. S.; da Mota, L. A. C. P.

2012-10-01

We present a set of software routines in Maple 14 for solving first order ordinary differential equations (FOODEs). The package implements the Prelle-Singer method in its original form together with its extension to include integrating factors in terms of elementary functions. The package also presents a theoretical extension to deal with all FOODEs presenting Liouvillian solutions. Applications to ODEs taken from standard references show that it solves ODEs which remain unsolved using Maple's standard ODE solution routines. New version program summary Program title: PSsolver Catalogue identifier: ADPR_v2_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADPR_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2302 No. of bytes in distributed program, including test data, etc.: 31962 Distribution format: tar.gz Programming language: Maple 14 (also tested using Maple 15 and 16). Computer: Intel Pentium Processor P6000, 1.86 GHz. Operating system: Windows 7. RAM: 4 GB DDR3 Memory Classification: 4.3. Catalogue identifier of previous version: ADPR_v1_0 Journal reference of previous version: Comput. Phys. Comm. 144 (2002) 46 Does the new version supersede the previous version?: Yes Nature of problem: Symbolic solution of first order differential equations via the Prelle-Singer method. Solution method: The method of solution is based on the standard Prelle-Singer method, with extensions for the cases when the FOODE contains elementary functions. Additionally, an extension of our own which solves FOODEs with Liouvillian solutions is included. Reasons for new version: The program was not running anymore due to changes in the latest versions of Maple. Additionally, we corrected/changed some bugs/details that were hampering the smoother functioning of the routines. Summary

Numerical solution of second-order stochastic differential equations with Gaussian random parameters

Directory of Open Access Journals (Sweden)

Rahman Farnoosh

2014-07-01

Full Text Available In this paper, we present the numerical solution of ordinary differential equations (or SDEs, from each orderespecially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysisfor second-order equations in specially case of scalar linear second-order equations (damped harmonicoscillators with additive or multiplicative noises. Making stochastic differential equations system from thisequation, it could be approximated or solved numerically by different numerical methods. In the case oflinear stochastic differential equations system by Computing fundamental matrix of this system, it could becalculated based on the exact solution of this system. Finally, this stochastic equation is solved by numericallymethod like E.M. and Milstein. Also its Asymptotic stability and statistical concepts like expectationand variance of solutions are discussed.

A new numerical approximation of the fractal ordinary differential equation

Science.gov (United States)

Atangana, Abdon; Jain, Sonal

2018-02-01

The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.

Real-time optical laboratory solution of parabolic differential equations

Science.gov (United States)

Casasent, David; Jackson, James

1988-01-01

An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

Partial differential equations & boundary value problems with Maple

CERN Document Server

Articolo, George A

2009-01-01

Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations.  Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327  Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...

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

International Nuclear Information System (INIS)

Darmani, G.; Setayeshi, S.; Ramezanpour, H.

2012-01-01

In this paper an efficient computational method based on extending the sensitivity approach (SA) is proposed to find an analytic exact solution of nonlinear differential difference equations. In this manner we avoid solving the nonlinear problem directly. By extension of sensitivity approach for differential difference equations (DDEs), the nonlinear original problem is transformed into infinite linear differential difference equations, which should be solved in a recursive manner. Then the exact solution is determined in the form of infinite terms series and by intercepting series an approximate solution is obtained. Numerical examples are employed to show the effectiveness of the proposed approach. (general)

Solving the discrete KdV equation with homotopy analysis method

International Nuclear Information System (INIS)

Zou, L.; Zong, Z.; Wang, Z.; He, L.

2007-01-01

In this Letter, we apply the homotopy analysis method to differential-difference equations. We take the discrete KdV equation as an example, and successfully obtain double periodic wave solutions and solitary wave solutions. It illustrates the validity and the great potential of the homotopy analysis method in solving discrete KdV equation. Comparisons are made between the results of the proposed method and exact solutions. The results reveal that the proposed method is very effective and convenient

Numerical solution of three-dimensional magnetic differential equations

International Nuclear Information System (INIS)

Reiman, A.H.; Greenside, H.S.

1987-02-01

A computer code is described that solves differential equations of the form B . del f = h for a single-valued solution f, given a toroidal three-dimensional divergence-free field B and a single-valued function h. The code uses a new algorithm that Fourier decomposes a given function in a set of flux coordinates in which the field lines are straight. The algorithm automatically adjusts the required integration lengths to compensate for proximity to low order rational surfaces. Applying this algorithm to the Cartesian coordinates defines a transformation to magnetic coordinates, in which the magnetic differential equation can be accurately solved. Our method is illustrated by calculating the Pfirsch-Schlueter currents for a stellarator

A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations

Science.gov (United States)

Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten

2018-06-01

This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.

Spline Collocation Method for Nonlinear Multi-Term Fractional Differential Equation

OpenAIRE

Choe, Hui-Chol; Kang, Yong-Suk

2013-01-01

We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial conditions and boundary conditions to nonlinear fractional integral equations and consider the relations between them. We present a Spline Collocation Method and prove the existence, uniqueness and convergence of approximate solution as well as error estimatio...

Accelerated Genetic Algorithm Solutions Of Some Parametric Families Of Stochastic Differential Equations

Directory of Open Access Journals (Sweden)

Eman Ali Hussain

2015-01-01

Full Text Available Absract In this project A new method for solving Stochastic Differential Equations SDEs deriving by Wiener process numerically will be construct and implement using Accelerated Genetic Algorithm AGA. An SDE is a differential equation in which one or more of the terms and hence the solutions itself is a stochastic process. Solving stochastic differential equations requires going away from the recognizable deterministic setting of ordinary and partial differential equations into a world where the evolution of a quantity has an inherent random component and where the expected behavior of this quantity can be described in terms of probability distributions. We applied our method on the Ito formula which is equivalent to the SDE to find approximation solution of the SDEs. Numerical experiments illustrate the behavior of the proposed method.

Solving Fokker-Planck Equations on Cantor Sets Using Local Fractional Decomposition Method

Directory of Open Access Journals (Sweden)

Shao-Hong Yan

2014-01-01

Full Text Available The local fractional decomposition method is applied to approximate the solutions for Fokker-Planck equations on Cantor sets with local fractional derivative. The obtained results give the present method that is very effective and simple for solving the differential equations on Cantor set.

Algorithmic Verification of Linearizability for Ordinary Differential Equations

KAUST Repository

Lyakhov, Dmitry A.

2017-07-19

For a nonlinear ordinary differential equation solved with respect to the highest order derivative and rational in the other derivatives and in the independent variable, we devise two algorithms to check if the equation can be reduced to a linear one by a point transformation of the dependent and independent variables. The first algorithm is based on a construction of the Lie point symmetry algebra and on the computation of its derived algebra. The second algorithm exploits the differential Thomas decomposition and allows not only to test the linearizability, but also to generate a system of nonlinear partial differential equations that determines the point transformation and the coefficients of the linearized equation. The implementation of both algorithms is discussed and their application is illustrated using several examples.

Method for solving the periodic problem for integro-differential equations

Directory of Open Access Journals (Sweden)

Snezhana G. Hristova

1989-05-01

Full Text Available In the paper a monotone-iterative method for approximate finding a couple of minimal and maximal quasisolutions of the periodic problem for a system of integro-differential equations of Volterra type is justified.

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

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

Nonlinear partial differential equations of second order

CERN Document Server

Dong, Guangchang

1991-01-01

This book addresses a class of equations central to many areas of mathematics and its applications. Although there is no routine way of solving nonlinear partial differential equations, effective approaches that apply to a wide variety of problems are available. This book addresses a general approach that consists of the following: Choose an appropriate function space, define a family of mappings, prove this family has a fixed point, and study various properties of the solution. The author emphasizes the derivation of various estimates, including a priori estimates. By focusing on a particular approach that has proven useful in solving a broad range of equations, this book makes a useful contribution to the literature.

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

On new solutions of fuzzy differential equations

International Nuclear Information System (INIS)

Chalco-Cano, Y.; Roman-Flores, H.

2008-01-01

We study fuzzy differential equations (FDE) using the concept of generalized H-differentiability. This concept is based in the enlargement of the class of differentiable fuzzy mappings and, for this, we consider the lateral Hukuhara derivatives. We will see that both derivatives are different and they lead us to different solutions from a FDE. Also, some illustrative examples are given and some comparisons with other methods for solving FDE are made

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...

An Algebraic Method for Constructing Exact Solutions to Difference-Differential Equations

International Nuclear Information System (INIS)

Wang Zhen; Zhang Hongqing

2006-01-01

In this paper, we present a method to solve difference differential equation(s). As an example, we apply this method to discrete KdV equation and Ablowitz-Ladik lattice equation. As a result, many exact solutions are obtained with the help of Maple including soliton solutions presented by hyperbolic functions sinh and cosh, periodic solutions presented by sin and cos and rational solutions. This method can also be used to other nonlinear difference-differential equation(s).

Analyses of glass transition phenomena by solving differential equation with delay effect

International Nuclear Information System (INIS)

Takeuchi, A.; Inoue, A.

2007-01-01

A linear differential equation for the analyses of glass transition phenomena has been proposed by taking into account the delay effect due to the change in transportation of atoms near the glass transition temperature (T g ). Under the condition maintaining the order of the differential equation as the second, the non-linear differential equation proposed by Van Den Beukel and Sietsma is modified to obtain the analytic solution for a linear equation by introducing the following points: the delay effect which is described with a term of Mackey-Glass model, a concept of effective free volume (x fe eff ) and its concentration expression (C fe eff ) which correspond to the equilibrium, and an additional term associated with C fe eff . In analyzing the linear equation, Doyle's p-function was used for the integral of reaction rate with respect to temperature (T). It is found that the linear equation proposed in the present study can describe the changes in free volume (x) with increasing temperature in the dx/dT-T chart, the sharp increase in free volume at T g , and over shooting phenomena of free volume slightly above the T g , as experimentally in thermal analyses for metallic glasses. The linear solution obtained in the present study is of great importance for the analyses of the glass transition because the change in free volume with increasing temperature on heating is described with fundamental functions

Semiconductor device simulation by a new method of solving poisson, Laplace and Schrodinger equations

International Nuclear Information System (INIS)

Sharifi, M. J.; Adibi, A.

2000-01-01

In this paper, we have extended and completed our previous work, that was introducing a new method for finite differentiation. We show the applicability of the method for solving a wide variety of equations such as poisson, Laplace and Schrodinger. These equations are fundamental to the most semiconductor device simulators. In a section, we solve the Shordinger equation by this method in several cases including the problem of finding electron concentration profile in the channel of a HEMT. In another section, we solve the Poisson equation by this method, choosing the problem of SBD as an example. Finally we solve the Laplace equation in two dimensions and as an example, we focus on the VED. In this paper, we have shown that, the method can get stable and precise results in solving all of these problems. Also the programs which have been written based on this method become considerably faster, more clear, and more abstract

Use of fast Fourier transforms for solving partial differential equations in physics

CERN Document Server

Le Bail, R C

1972-01-01

The use of fast Fourier techniques for the direct solution of an important class of elliptic, parabolic, and hyperbolic partial differential equations in two dimensions is described. Extensions to higher-order and higher-dimension equations as well as to integrodifferential equations are presented, and several numerical examples with their resulting precision and timing are reported. (12 refs).

Ordinary differential equations principles and applications

CERN Document Server

Nandakumaran, A K; George, Raju K

2017-01-01

Written in a clear, logical and concise manner, this comprehensive resource allows students to quickly understand the key principles, techniques and applications of ordinary differential equations. Important topics including first and second order linear equations, initial value problems and qualitative theory are presented in separate chapters. The concepts of two point boundary value problems, physical models and first order partial differential equations are discussed in detail. The text uses tools of calculus and real analysis to get solutions in explicit form. While discussing first order linear systems, linear algebra techniques are used. The real-life applications are interspersed throughout the book to invoke reader's interest. The methods and tricks to solve numerous mathematical problems with sufficient derivations and explanation are provided. The proofs of theorems are explained for the benefit of the readers.

A first course in differential equations

CERN Document Server

Logan, J David

2015-01-01

The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...

ICM: an Integrated Compartment Method for numerically solving partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Yeh, G.T.

1981-05-01

An integrated compartment method (ICM) is proposed to construct a set of algebraic equations from a system of partial differential equations. The ICM combines the utility of integral formulation of finite element approach, the simplicity of interpolation of finite difference approximation, and the flexibility of compartment analyses. The integral formulation eases the treatment of boundary conditions, in particular, the Neumann-type boundary conditions. The simplicity of interpolation provides great economy in computation. The flexibility of discretization with irregular compartments of various shapes and sizes offers advantages in resolving complex boundaries enclosing compound regions of interest. The basic procedures of ICM are first to discretize the region of interest into compartments, then to apply three integral theorems of vectors to transform the volume integral to the surface integral, and finally to use interpolation to relate the interfacial values in terms of compartment values to close the system. The Navier-Stokes equations are used as an example of how to derive the corresponding ICM alogrithm for a given set of partial differential equations. Because of the structure of the algorithm, the basic computer program remains the same for cases in one-, two-, or three-dimensional problems.

Using packaged software for solving two differential equation problems that arise in plasma physics

International Nuclear Information System (INIS)

Gaffney, P.W.

1980-01-01

Experience in using packaged numerical software for solving two related problems that arise in Plasma physics is described. These problems are (i) the solution of the reduced resistive MHD equations and (ii) the solution of the Grad-Shafranov equation

Solving nonlinear evolution equation system using two different methods

Science.gov (United States)

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

Numerical Integration of a Class of Singularly Perturbed Delay Differential Equations with Small Shift

Directory of Open Access Journals (Sweden)

Gemechis File

2012-01-01

Full Text Available We have presented a numerical integration method to solve a class of singularly perturbed delay differential equations with small shift. First, we have replaced the second-order singularly perturbed delay differential equation by an asymptotically equivalent first-order delay differential equation. Then, Simpson’s rule and linear interpolation are employed to get the three-term recurrence relation which is solved easily by discrete invariant imbedding algorithm. The method is demonstrated by implementing it on several linear and nonlinear model examples by taking various values for the delay parameter and the perturbation parameter .

Exact solutions of nonlinear fractional differential equations by (G′/G)-expansion method

International Nuclear Information System (INIS)

Bekir Ahmet; Güner Özkan

2013-01-01

In this paper, we use the fractional complex transform and the (G′/G)-expansion method to study the nonlinear fractional differential equations and find the exact solutions. The fractional complex transform is proposed to convert a partial fractional differential equation with Jumarie's modified Riemann—Liouville derivative into its ordinary differential equation. It is shown that the considered transform and method are very efficient and powerful in solving wide classes of nonlinear fractional order equations

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

Exact solutions to the Boltzmann equation by mapping the scattering integral into a differential operator

International Nuclear Information System (INIS)

Zabadal, Jorge; Borges, Volnei; Van der Laan, Flavio T.; Santos, Marcio G.

2015-01-01

This work presents a new analytical method for solving the Boltzmann equation. In this formulation, a linear differential operator is applied over the Boltzmann model, in order to produce a partial differential equation in which the scattering term is absent. This auxiliary equation is solved via reduction of order. The exact solution obtained is employed to define a precursor for the buildup factor. (author)

Exact solutions to the Boltzmann equation by mapping the scattering integral into a differential operator

Energy Technology Data Exchange (ETDEWEB)

Zabadal, Jorge; Borges, Volnei; Van der Laan, Flavio T., E-mail: jorge.zabadal@ufrgs.br, E-mail: borges@ufrgs.br, E-mail: ftvdl@ufrgs.br [Universidade Federal do Rio Grande do Sul (UFRGS), Porto Alegre, RS (Brazil). Departamento de Engenharia Mecanica. Grupo de Pesquisas Radiologicas; Ribeiro, Vinicius G., E-mail: vinicius_ribeiro@uniritter.edu.br [Centro Universitario Ritter dos Reis (UNIRITTER), Porto Alegre, RS (Brazil); Santos, Marcio G., E-mail: phd.marcio@gmail.com [Universidade Federal do Rio Grande do Sul (UFRGS), Tramandai, RS (Brazil). Departamento Interdisciplinar do Campus Litoral Norte

2015-07-01

This work presents a new analytical method for solving the Boltzmann equation. In this formulation, a linear differential operator is applied over the Boltzmann model, in order to produce a partial differential equation in which the scattering term is absent. This auxiliary equation is solved via reduction of order. The exact solution obtained is employed to define a precursor for the buildup factor. (author)

The Local Brewery: A Project for Use in Differential Equations Courses

Science.gov (United States)

Starling, James K.; Povich, Timothy J.; Findlay, Michael

2016-01-01

We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…

The Telegraph Equation and Its Solution by Reduced Differential Transform Method

Directory of Open Access Journals (Sweden)

Vineet K. Srivastava

2013-01-01

Full Text Available One-dimensional second-order hyperbolic telegraph equation was formulated using Ohm’s law and solved by a recent and reliable semianalytic method, namely, the reduced differential transform method (RDTM. Using this method, it is possible to find the exact solution or a closed approximate solution of a differential equation. Three numerical examples have been carried out in order to check the effectiveness, the accuracy, and convergence of the method. The RDTM is a powerful mathematical technique for solving wide range of problems arising in science and engineering fields.

Effective methods of solving of model equations of certain class of thermal systems

International Nuclear Information System (INIS)

Lach, J.

1985-01-01

A number of topics connected with solving of model equations of certain class of thermal systems by the method of successive approximations is touched. A system of partial differential equations of the first degree, appearing most frequently in practical applications of heat and mass transfer theory is reduced to an equivalent system of Volterra integral equations of the second kind. Among a few sample applications the thermal processes appearing in the fuel channel of nuclear reactor are solved. The theoretical analysis is illustrated by the results of numerical calculations given in tables and diagrams. 111 refs., 17 figs., 16 tabs. (author)

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)

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.

A gradual update method for simulating the steady-state solution of stiff differential equations in metabolic circuits.

Science.gov (United States)

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

Numerical simulation of differential equation systems plays a major role in the understanding of how metabolic network models generate particular cellular functions. On the other hand, the classical and technical problems for stiff differential equations still remain to be solved, while many elegant algorithms have been presented. To relax the stiffness problem, we propose new practical methods: the gradual update of differential-algebraic equations based on gradual application of the steady-state approximation to stiff differential equations, and the gradual update of the initial values in differential-algebraic equations. These empirical methods show a high efficiency for simulating the steady-state solutions for the stiff differential equations that existing solvers alone cannot solve. They are effective in extending the applicability of dynamic simulation to biochemical network models.

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.

Self-Consistent Sources Extensions of Modified Differential-Difference KP Equation

Science.gov (United States)

Gegenhasi; Li, Ya-Qian; Zhang, Duo-Duo

2018-04-01

In this paper, we investigate a modified differential-difference KP equation which is shown to have a continuum limit into the mKP equation. It is also shown that the solution of the modified differential-difference KP equation is related to the solution of the differential-difference KP equation through a Miura transformation. We first present the Grammian solution to the modified differential-difference KP equation, and then produce a coupled modified differential-difference KP system by applying the source generation procedure. The explicit N-soliton solution of the resulting coupled modified differential-difference system is expressed in compact forms by using the Grammian determinant and Casorati determinant. We also construct and solve another form of the self-consistent sources extension of the modified differential-difference KP equation, which constitutes a Bäcklund transformation for the differential-difference KP equation with self-consistent sources. Supported by the National Natural Science Foundation of China under Grant Nos. 11601247 and 11605096, the Natural Science Foundation of Inner Mongolia Autonomous Region under Grant Nos. 2016MS0115 and 2015MS0116 and the Innovation Fund Programme of Inner Mongolia University No. 20161115

Initial-value problems for first-order differential recurrence equations with auto-convolution

Directory of Open Access Journals (Sweden)

Mircea Cirnu

2011-01-01

Full Text Available A differential recurrence equation consists of a sequence of differential equations, from which must be determined by recurrence a sequence of unknown functions. In this article, we solve two initial-value problems for some new types of nonlinear (quadratic first order homogeneous differential recurrence equations, namely with discrete auto-convolution and with combinatorial auto-convolution of the unknown functions. In both problems, all initial values form a geometric progression, but in the second problem the first initial value is exempted and has a prescribed form. Some preliminary results showing the importance of the initial conditions are obtained by reducing the differential recurrence equations to algebraic type. Final results about solving the considered initial value problems, are shown by mathematical induction. However, they can also be shown by changing the unknown functions, or by the generating function method. So in a remark, we give a proof of the first theorem by the generating function method.

Green function of the double-fractional Fokker-Planck equation: Path integral and stochastic differential equations

Science.gov (United States)

Kleinert, H.; Zatloukal, V.

2013-11-01

The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.

The Numerical Solution of an Abelian Ordinary Differential Equation ...

African Journals Online (AJOL)

In this paper we present a relatively new technique call theNew Hybrid of Adomian decomposition method (ADM) for solution of an Abelian Differential equation. The numerical results of the equation have been obtained in terms of convergent series with easily computable component. These methods are applied to solve ...

Waveform relaxation methods for implicit differential equations

NARCIS (Netherlands)

P.J. van der Houwen; W.A. van der Veen

1996-01-01

textabstractWe apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems

Solution of some types of differential equations: operational calculus and inverse differential operators.

Science.gov (United States)

Zhukovsky, K

2014-01-01

We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.

Lie Group Classifications and Non-differentiable Solutions for Time-Fractional Burgers Equation

International Nuclear Information System (INIS)

Wu Guocheng

2011-01-01

Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an example to illustrate the effectiveness of the Lie group method and some classes of exact solutions are obtained. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Path integral solution of linear second order partial differential equations I: the general construction

International Nuclear Information System (INIS)

LaChapelle, J.

2004-01-01

A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schroedinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette

Solving the linear inviscid shallow water equations in one dimension, with variable depth, using a recursion formula

Science.gov (United States)

Hernandez-Walls, R.; Martín-Atienza, B.; Salinas-Matus, M.; Castillo, J.

2017-11-01

When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations.

Solving the linear inviscid shallow water equations in one dimension, with variable depth, using a recursion formula

International Nuclear Information System (INIS)

Hernandez-Walls, R; Martín-Atienza, B; Salinas-Matus, M; Castillo, J

2017-01-01

When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations. (paper)

A new RBF-Trefftz meshless method for partial differential equations

International Nuclear Information System (INIS)

Cao Leilei; Zhao Ning; Qin Qinghua

2010-01-01

Based on the radial basis functions (RBF) and T-Trefftz solution, this paper presents a new meshless method for numerically solving various partial differential equation systems. First, the analog equation method (AEM) is used to convert the original patial differential equation to an equivalent Poisson's equation. Then, the radial basis functions (RBF) are employed to approxiamate the inhomogeneous term, while the homogeneous solution is obtained by linear combination of a set of T-Trefftz solutions. The present scheme, named RBF-Trefftz has the advantage over the fundamental solution (MFS) method due to the use of nonsingular T-Trefftz solution rather than singular fundamental solutions, so it does not require the artificial boundary. The application and efficiency of the proposed method are validated through several examples which include different type of differential equations, such as Laplace equation, Hellmholtz equation, convectin-diffusion equation and time-dependent equation.

The H-N method for solving linear transport equation: theory and application

International Nuclear Information System (INIS)

Kaskas, A.; Gulecyuz, M.C.; Tezcan, C.

2002-01-01

The system of singular integral equation which is obtained from the integro-differential form of the linear transport equation as a result of Placzec lemma is solved. Application are given using the exit distributions and the infinite medium Green's function. The same theoretical results are also obtained with the use of the singular eigenfunction of the method of elementary solutions

A New Factorisation of a General Second Order Differential Equation

Science.gov (United States)

Clegg, Janet

2006-01-01

A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…

On the maximal cut of Feynman integrals and the solution of their differential equations

Directory of Open Access Journals (Sweden)

Amedeo Primo

2017-03-01

Full Text Available The standard procedure for computing scalar multi-loop Feynman integrals consists in reducing them to a basis of so-called master integrals, derive differential equations in the external invariants satisfied by the latter and, finally, try to solve them as a Laurent series in ϵ=(4−d/2, where d are the space–time dimensions. The differential equations are, in general, coupled and can be solved using Euler's variation of constants, provided that a set of homogeneous solutions is known. Given an arbitrary differential equation of order higher than one, there exists no general method for finding its homogeneous solutions. In this paper we show that the maximal cut of the integrals under consideration provides one set of homogeneous solutions, simplifying substantially the solution of the differential equations.

KRYSI, Ordinary Differential Equations Solver with Sdirk Krylov Method

International Nuclear Information System (INIS)

Hindmarsh, A.C.; Norsett, S.P.

2001-01-01

1 - Description of program or function: KRYSI is a set of FORTRAN subroutines for solving ordinary differential equations initial value problems. It is suitable for both stiff and non-stiff systems. When solving the implicit stage equations in the stiff case, KRYSI uses a Krylov subspace iteration method called the SPIGMR (Scaled Preconditioned Incomplete Generalized Minimum Residual) method. No explicit Jacobian storage is required, except where used in pre- conditioning. A demonstration problem is included with a description of two pre-conditioners that are natural for its solution by KRYSI. 2 - Method of solution: KRYSI uses a three-stage, third-order singly diagonally implicit Runge-Kutta (SDIRK) method. In the stiff case, a preconditioned Krylov subspace iteration within a (so-called) inexact Newton iteration is used to solve the system of nonlinear algebraic equations

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.

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

Directory of Open Access Journals (Sweden)

Shaheed N. Huseen

2013-01-01

Full Text Available A modified q-homotopy analysis method (mq-HAM was proposed for solving nth-order nonlinear differential equations. This method improves the convergence of the series solution in the nHAM which was proposed in (see Hassan and El-Tawil 2011, 2012. The proposed method provides an approximate solution by rewriting the nth-order nonlinear differential equation in the form of n first-order differential equations. The solution of these n differential equations is obtained as a power series solution. This scheme is tested on two nonlinear exactly solvable differential equations. The results demonstrate the reliability and efficiency of the algorithm developed.

Application of Legendre spectral-collocation method to delay differential and stochastic delay differential equation

Science.gov (United States)

Khan, Sami Ullah; Ali, Ishtiaq

2018-03-01

Explicit solutions to delay differential equation (DDE) and stochastic delay differential equation (SDDE) can rarely be obtained, therefore numerical methods are adopted to solve these DDE and SDDE. While on the other hand due to unstable nature of both DDE and SDDE numerical solutions are also not straight forward and required more attention. In this study, we derive an efficient numerical scheme for DDE and SDDE based on Legendre spectral-collocation method, which proved to be numerical methods that can significantly speed up the computation. The method transforms the given differential equation into a matrix equation by means of Legendre collocation points which correspond to a system of algebraic equations with unknown Legendre coefficients. The efficiency of the proposed method is confirmed by some numerical examples. We found that our numerical technique has a very good agreement with other methods with less computational effort.

Local Fractional Series Expansion Method for Solving Wave and Diffusion Equations on Cantor Sets

Directory of Open Access Journals (Sweden)

Ai-Min Yang

2013-01-01

Full Text Available We proposed a local fractional series expansion method to solve the wave and diffusion equations on Cantor sets. Some examples are given to illustrate the efficiency and accuracy of the proposed method to obtain analytical solutions to differential equations within the local fractional derivatives.

On Solving the Lorenz System by Differential Transformation Method

International Nuclear Information System (INIS)

Al-Sawalha, M. Mossa; Noorani, M. S. M.

2008-01-01

The differential transformation method (DTM) is employed to solve a nonlinear differential equation, namely the Lorenz system. Numerical results are compared to those obtained by the Runge–Kutta method to illustrate the preciseness and effectiveness of the proposed method. In particular, we examine the accuracy of the (DTM) as the Lorenz system changes from a non-chaotic system to a chaotic one. It is shown that the (DTM) is robust, accurate and easy to apply

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.

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.

Taylor's series method for solving the nonlinear point kinetics equations

International Nuclear Information System (INIS)

Nahla, Abdallah A.

2011-01-01

Highlights: → Taylor's series method for nonlinear point kinetics equations is applied. → The general order of derivatives are derived for this system. → Stability of Taylor's series method is studied. → Taylor's series method is A-stable for negative reactivity. → Taylor's series method is an accurate computational technique. - Abstract: Taylor's series method for solving the point reactor kinetics equations with multi-group of delayed neutrons in the presence of Newtonian temperature feedback reactivity is applied and programmed by FORTRAN. This system is the couples of the stiff nonlinear ordinary differential equations. This numerical method is based on the different order derivatives of the neutron density, the precursor concentrations of i-group of delayed neutrons and the reactivity. The r th order of derivatives are derived. The stability of Taylor's series method is discussed. Three sets of applications: step, ramp and temperature feedback reactivities are computed. Taylor's series method is an accurate computational technique and stable for negative step, negative ramp and temperature feedback reactivities. This method is useful than the traditional methods for solving the nonlinear point kinetics equations.

Solving variational problems and partial differential equations that map between manifolds via the closest point method

Science.gov (United States)

King, Nathan D.; Ruuth, Steven J.

2017-05-01

Maps from a source manifold M to a target manifold N appear in liquid crystals, color image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems and partial differential equations (PDEs) that map between manifolds is introduced within this paper. Our approach, the closest point method for manifold mapping, reduces the problem of solving a constrained PDE between manifolds M and N to the simpler problems of solving a PDE on M and projecting to the closest points on N. In our approach, an embedding PDE is formulated in the embedding space using closest point representations of M and N. This enables the use of standard Cartesian numerics for general manifolds that are open or closed, with or without orientation, and of any codimension. An algorithm is presented for the important example of harmonic maps and generalized to a broader class of PDEs, which includes p-harmonic maps. Improved efficiency and robustness are observed in convergence studies relative to the level set embedding methods. Harmonic and p-harmonic maps are computed for a variety of numerical examples. In these examples, we denoise texture maps, diffuse random maps between general manifolds, and enhance color images.

A new multi-step technique with differential transform method for analytical solution of some nonlinear variable delay differential equations.

Science.gov (United States)

Benhammouda, Brahim; Vazquez-Leal, Hector

2016-01-01

This work presents an analytical solution of some nonlinear delay differential equations (DDEs) with variable delays. Such DDEs are difficult to treat numerically and cannot be solved by existing general purpose codes. A new method of steps combined with the differential transform method (DTM) is proposed as a powerful tool to solve these DDEs. This method reduces the DDEs to ordinary differential equations that are then solved by the DTM. Furthermore, we show that the solutions can be improved by Laplace-Padé resummation method. Two examples are presented to show the efficiency of the proposed technique. The main advantage of this technique is that it possesses a simple procedure based on a few straight forward steps and can be combined with any analytical method, other than the DTM, like the homotopy perturbation method.

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.

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.

Solution of partial differential equations by agent-based simulation

International Nuclear Information System (INIS)

Szilagyi, Miklos N

2014-01-01

The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism. (letters and comments)

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

Science.gov (United States)

Akbar, M Ali; Ali, Norhashidah Hj Mohd

2016-01-01

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

GHM method for obtaining rationalsolutions of nonlinear differential equations.

Science.gov (United States)

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

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

International Nuclear Information System (INIS)

Levi, D.

1979-01-01

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

Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation

Directory of Open Access Journals (Sweden)

Xiaoyan Deng

2009-01-01

into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.

Maintaining the stability of nonlinear differential equations by the enhancement of HPM

International Nuclear Information System (INIS)

Hosein Nia, S.H.; Ranjbar, A.N.; Ganji, D.D.; Soltani, H.; Ghasemi, J.

2008-01-01

Homotopy perturbation method is an effective method to find a solution of a nonlinear differential equation. In this method, a nonlinear complex differential equation is transformed to a series of linear and nonlinear parts, almost simpler differential equations. These sets of equations are then solved iteratively. Finally, a linear series of the solutions completes the answer if the convergence is maintained. In this Letter, the need for stability verification is shown through some examples. Consequently, HPM is enhanced by a preliminary assumption. The idea is to keep the inherent stability of nonlinear dynamic, even the selected linear part is not

The Cousin problems in the viewpoint of partial differential equations

International Nuclear Information System (INIS)

Le Hung Son.

1990-01-01

In this paper we consider the Cousin problems for overdetermined systems of partial differential equations, which are generalizations of the Cauchy-Riemann system. The general methods for solving these problems are given. Applying the given methods we can solve the Cousin problems for many important systems in theoretical physics. (author). 19 refs

Stochastic differential equations and a biological system

DEFF Research Database (Denmark)

Wang, Chunyan

1994-01-01

The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based...... on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have...... description. In order to identify the parameters, a Maximum likelihood estimation method is used together with a simplified truncated second order filter. Because of the continuity feature of the predictor equation, two numerical integration methods, called the Odeint and the Discretization method...

Direct application of Padé approximant for solving nonlinear differential equations.

Science.gov (United States)

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

2014-01-01

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

Introduction to partial differential equations and Hilbert space methods

CERN Document Server

Gustafson, Karl E

1997-01-01

Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.

Solutions of system of P1 equations without use of auxiliary differential equations coupled; Solucoes do sistema de equacoes P1 sem o uso de equacoes diferenciais auxiliares acopladas

Energy Technology Data Exchange (ETDEWEB)

Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos [Universidade Federal, Rio de Janeiro, RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia. Programa de Engenharia Nuclear

2000-07-01

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)

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...

Solving nonlinear, High-order partial differential equations using a high-performance isogeometric analysis framework

KAUST Repository

Cortes, Adriano Mauricio; Vignal, Philippe; Sarmiento, Adel; Garcí a, Daniel O.; Collier, Nathan; Dalcin, Lisandro; Calo, Victor M.

2014-01-01

In this paper we present PetIGA, a high-performance implementation of Isogeometric Analysis built on top of PETSc. We show its use in solving nonlinear and time-dependent problems, such as phase-field models, by taking advantage of the high-continuity of the basis functions granted by the isogeometric framework. In this work, we focus on the Cahn-Hilliard equation and the phase-field crystal equation.

Application of the Lie Symmetry Analysis for second-order fractional differential equations

Directory of Open Access Journals (Sweden)

Mousa Ilie

2017-12-01

Full Text Available Obtaining analytical or numerical solution of fractional differential equations is one of the troublesome and challenging issue among mathematicians and engineers, specifically in recent years. The purpose of this paper Lie Symmetry method is developed to solve second-order fractional differential equations, based on conformable fractional derivative. Some numerical examples are presented to illustrate the proposed approach.

Development of a set of benchmark problems to verify numerical methods for solving burnup equations

International Nuclear Information System (INIS)

Lago, Daniel; Rahnema, Farzad

2017-01-01

Highlights: • Description transmutation chain benchmark problems. • Problems for validating numerical methods for solving burnup equations. • Analytical solutions for the burnup equations. • Numerical solutions for the burnup equations. - Abstract: A comprehensive set of transmutation chain benchmark problems for numerically validating methods for solving burnup equations was created. These benchmark problems were designed to challenge both traditional and modern numerical methods used to solve the complex set of ordinary differential equations used for tracking the change in nuclide concentrations over time due to nuclear phenomena. Given the development of most burnup solvers is done for the purpose of coupling with an established transport solution method, these problems provide a useful resource in testing and validating the burnup equation solver before coupling for use in a lattice or core depletion code. All the relevant parameters for each benchmark problem are described. Results are also provided in the form of reference solutions generated by the Mathematica tool, as well as additional numerical results from MATLAB.

Numerical solution for multi-term fractional (arbitrary) orders differential equations

OpenAIRE

El-Sayed, A. M. A.; El-Mesiry, A. E. M.; El-Saka, H. A. A.

2004-01-01

Our main concern here is to give a numerical scheme to solve a nonlinear multi-term fractional (arbitrary) orders differential equation. Some results concerning the existence and uniqueness have been also obtained.

Boundary value problems and partial differential equations

CERN Document Server

Powers, David L

2005-01-01

Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples

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.

An introduction to differential equations

CERN Document Server

Ladde, Anil G

2012-01-01

This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates "cutting-edge" research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a "break-down-the problem" type of approach in a way that creates "fun" and "excitement". The book presents many learning tools like "step-by-step procedures (critical thinking)", the concept of "math" being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called ...

Numerical Simulation of Coupled Nonlinear Schrödinger Equations Using the Generalized Differential Quadrature Method

International Nuclear Information System (INIS)

Mokhtari, R.; Toodar, A. Samadi; Chegini, N. G.

2011-01-01

We the extend application of the generalized differential quadrature method (GDQM) to solve some coupled nonlinear Schrödinger equations. The cosine-based GDQM is employed and the obtained system of ordinary differential equations is solved via the fourth order Runge—Kutta method. The numerical solutions coincide with the exact solutions in desired machine precision and invariant quantities are conserved sensibly. Some comparisons with the methods applied in the literature are carried out. (general)

Application of differential transformation method for solving dengue transmission mathematical model

Science.gov (United States)

Ndii, Meksianis Z.; Anggriani, Nursanti; Supriatna, Asep K.

2018-03-01

The differential transformation method (DTM) is a semi-analytical numerical technique which depends on Taylor series and has application in many areas including Biomathematics. The aim of this paper is to employ the differential transformation method (DTM) to solve system of non-linear differential equations for dengue transmission mathematical model. Analytical and numerical solutions are determined and the results are compared to that of Runge-Kutta method. We found a good agreement between DTM and Runge-Kutta method.

Lectures on the theory of group properties of differential equations

CERN Document Server

Ovsyannikov, LV

2013-01-01

These lecturers provide a clear introduction to Lie group methods for determining and using symmetries of differential equations, a variety of their applications in gas dynamics and other nonlinear models as well as the author's remarkable contribution to this classical subject. It contains material that is useful for students and teachers but cannot be found in modern texts. For example, the theory of partially invariant solutions developed by Ovsyannikov provides a powerful tool for solving systems of nonlinear differential equations and investigating complicated mathematical models. Readers

Direct method of solving finite difference nonlinear equations for multicomponent diffusion in a gas centrifuge

International Nuclear Information System (INIS)

Potemki, Valeri G.; Borisevich, Valentine D.; Yupatov, Sergei V.

1996-01-01

This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner's basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker's form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author)

Solving equations by topological methods

Directory of Open Access Journals (Sweden)

Lech Górniewicz

2005-01-01

Full Text Available In this paper we survey most important results from topological fixed point theory which can be directly applied to differential equations. Some new formulations are presented. We believe that our article will be useful for analysts applying topological fixed point theory in nonlinear analysis and in differential equations.

A Numerical Method for Partial Differential Algebraic Equations Based on Differential Transform Method

Directory of Open Access Journals (Sweden)

Murat Osmanoglu

2013-01-01

Full Text Available We have considered linear partial differential algebraic equations (LPDAEs of the form , which has at least one singular matrix of . We have first introduced a uniform differential time index and a differential space index. The initial conditions and boundary conditions of the given system cannot be prescribed for all components of the solution vector here. To overcome this, we introduced these indexes. Furthermore, differential transform method has been given to solve LPDAEs. We have applied this method to a test problem, and numerical solution of the problem has been compared with analytical solution.

WKB: an interactive code for solving differential equations using phase integral methods

International Nuclear Information System (INIS)

White, R.B.

1978-01-01

A small code for the analysis of ordinary differential equations interactively through the use of Phase Integral Methods (WKB) has been written for use on the DEC 10. This note is a descriptive manual for those interested in using the code

Simulating Chemical Kinetics Without Differential Equations: A Quantitative Theory Based on Chemical Pathways.

Science.gov (United States)

Bai, Shirong; Skodje, Rex T

2017-08-17

A new approach is presented for simulating the time-evolution of chemically reactive systems. This method provides an alternative to conventional modeling of mass-action kinetics that involves solving differential equations for the species concentrations. The method presented here avoids the need to solve the rate equations by switching to a representation based on chemical pathways. In the Sum Over Histories Representation (or SOHR) method, any time-dependent kinetic observable, such as concentration, is written as a linear combination of probabilities for chemical pathways leading to a desired outcome. In this work, an iterative method is introduced that allows the time-dependent pathway probabilities to be generated from a knowledge of the elementary rate coefficients, thus avoiding the pitfalls involved in solving the differential equations of kinetics. The method is successfully applied to the model Lotka-Volterra system and to a realistic H 2 combustion model.

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)

Bright and dark soliton solutions for some nonlinear fractional differential equations

International Nuclear Information System (INIS)

Guner, Ozkan; Bekir, Ahmet

2016-01-01

In this work, we propose a new approach, namely ansatz method, for solving fractional differential equations based on a fractional complex transform and apply it to the nonlinear partial space–time fractional modified Benjamin–Bona–Mahoney (mBBM) equation, the time fractional mKdV equation and the nonlinear fractional Zoomeron equation which gives rise to some new exact solutions. The physical parameters in the soliton solutions: amplitude, inverse width, free parameters and velocity are obtained as functions of the dependent model coefficients. This method is suitable and more powerful for solving other kinds of nonlinear fractional PDEs arising in mathematical physics. Since the fractional derivatives are described in the modified Riemann–Liouville sense. (paper)

Nonlinear differential equations

Energy Technology Data Exchange (ETDEWEB)

Dresner, L.

1988-01-01

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

Nonlinear differential equations

International Nuclear Information System (INIS)

Dresner, L.

1988-01-01

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

Advanced methods for the solution of differential equations

Science.gov (United States)

Goldstein, M. E.; Braun, W. H.

1973-01-01

This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.

Convergence criteria for systems of nonlinear elliptic partial differential equations

International Nuclear Information System (INIS)

Sharma, R.K.

1986-01-01

This thesis deals with convergence criteria for a special system of nonlinear elliptic partial differential equations. A fixed-point algorithm is used, which iteratively solves one linearized elliptic partial differential equation at a time. Conditions are established that help foresee the convergence of the algorithm. Under reasonable hypotheses it is proved that the algorithm converges for such nonlinear elliptic systems. Extensive experimental results are reported and they show the algorithm converges in a wide variety of cases and the convergence is well correlated with the theoretical conditions introduced in this thesis

Students’ difficulties in solving linear equation problems

Science.gov (United States)

Wati, S.; Fitriana, L.; Mardiyana

2018-03-01

A linear equation is an algebra material that exists in junior high school to university. It is a very important material for students in order to learn more advanced mathematics topics. Therefore, linear equation material is essential to be mastered. However, the result of 2016 national examination in Indonesia showed that students’ achievement in solving linear equation problem was low. This fact became a background to investigate students’ difficulties in solving linear equation problems. This study used qualitative descriptive method. An individual written test on linear equation tasks was administered, followed by interviews. Twenty-one sample students of grade VIII of SMPIT Insan Kamil Karanganyar did the written test, and 6 of them were interviewed afterward. The result showed that students with high mathematics achievement donot have difficulties, students with medium mathematics achievement have factual difficulties, and students with low mathematics achievement have factual, conceptual, operational, and principle difficulties. Based on the result there is a need of meaningfulness teaching strategy to help students to overcome difficulties in solving linear equation problems.

RECTC/RECTCF, 2. Order Elliptical Partial Differential Equation, Arbitrary Boundary Conditions

International Nuclear Information System (INIS)

Hackbusch, W.

1983-01-01

1 - Description of problem or function: A general linear elliptical second order partial differential equation on a rectangle with arbitrary boundary conditions is solved. 2 - Method of solution: Multi-grid iteration

A Second-Year Undergraduate Course in Applied Differential Equations.

Science.gov (United States)

Fahidy, Thomas Z.

1991-01-01

Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…

On Robust Stability of Systems of Differential-Algebraic Equations

Directory of Open Access Journals (Sweden)

A. Shcheglova

2016-06-01

The sufficient conditions of robust stability for index-one and index-two systems are obtained. We use the values of real and complex stability radii obtained for system of ordinary differential equations solved with respect to the derivatives. We consider the example illustrating the obtained results.

Numerical methods for the solution of ordinary differential equations

International Nuclear Information System (INIS)

Azeem, M.

1999-01-01

The ode 113 code solves non-stiff differential equations and is a fully variable step, variable order, PECE implementation in terms of modified divided differences of Adams-Bashforth-Moulton family of formulas of order 1-12. The main objectives of this project were to modify PECE mode of ode 113 into PEC mode, study the variable step size and variable order strategy of both the modes and finally, develop the switching strategy between both PECE and PEC modes to minimize the cost of solving the ordinary differential equations. Using some test problems (including stiff, mild stiff and non-stiff), it was found that the PEC mode was more efficient for non-stiff problems at crude and intermediate tolerances and the PECE mode for all problems at the stringent tolerance. An automatic switching strategy was developed using the results observed from the step size and order plots of all the test problems for both the modes and gave the optimum results. (author)

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

Science.gov (United States)

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

2018-01-01

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

Lattice Boltzmann model for high-order nonlinear partial differential equations

Science.gov (United States)

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

2018-01-01

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

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...

Application of Local Fractional Series Expansion Method to Solve Klein-Gordon Equations on Cantor Sets

Directory of Open Access Journals (Sweden)

Ai-Min Yang

2014-01-01

Full Text Available We use the local fractional series expansion method to solve the Klein-Gordon equations on Cantor sets within the local fractional derivatives. The analytical solutions within the nondifferential terms are discussed. The obtained results show the simplicity and efficiency of the present technique with application to the problems of the liner differential equations on Cantor sets.

General existence principles for Stieltjes differential equations with applications to mathematical biology

Science.gov (United States)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

Stieltjes differential equations, which contain equations with impulses and equations on time scales as particular cases, simply consist on replacing usual derivatives by derivatives with respect to a nondecreasing function. In this paper we prove new existence results for functional and discontinuous Stieltjes differential equations and we show that such general results have real world applications. Specifically, we show that Stieltjes differential equations are specially suitable to study populations which exhibit dormant states and/or very short (impulsive) periods of reproduction. In particular, we construct two mathematical models for the evolution of a silkworm population. Our first model can be explicitly solved, as it consists on a linear Stieltjes equation. Our second model, more realistic, is nonlinear, discontinuous and functional, and we deduce the existence of solutions by means of a result proven in this paper.

New Approaches for Solving Fokker Planck Equation on Cantor Sets within Local Fractional Operators

Directory of Open Access Journals (Sweden)

Hassan Kamil Jassim

2015-01-01

Full Text Available We discuss new approaches to handling Fokker Planck equation on Cantor sets within local fractional operators by using the local fractional Laplace decomposition and Laplace variational iteration methods based on the local fractional calculus. The new approaches maintain the efficiency and accuracy of the analytical methods for solving local fractional differential equations. Illustrative examples are given to show the accuracy and reliable results.

On the classical theory of ordinary linear differential equations of the second order and the Schroedinger equation for power law potentials

International Nuclear Information System (INIS)

Lima, M.L.; Mignaco, J.A.

1983-01-01

The power law potentials in the Schroedinger equation solved recently are shown to come from the classical treatment of the singularities of a linear, second order differential equation. This allows to enlarge the class of solvable power law potentials. (Author) [pt

A Novel Partial Differential Algebraic Equation (PDAE) Solver

DEFF Research Database (Denmark)

Lim, Young-il; Chang, Sin-Chung; Jørgensen, Sten Bay

2004-01-01

For solving partial differential algebraic equations (PDAEs), the space-time conservation element/solution element (CE/SE) method is addressed in this study. The method of lines (MOL) using an implicit time integrator is compared with the CE/SE method in terms of computational efficiency, solution...... or nonlinear adsorption isotherm are solved by the two methods. The CE/SE method enforces both local and global flux conservation in space and time, and uses a simple stencil structure (two points at the previous time level and one point at the present time level). Thus, accurate and computationally...

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.

Functional analysis in the study of differential and integral equations

International Nuclear Information System (INIS)

Sell, G.R.

1976-01-01

This paper illustrates the use of functional analysis in the study of differential equations. Our particular starting point, the theory of flows or dynamical systems, originated with the work of H. Poincare, who is the founder of the qualitative theory of ordinary differential equations. In the qualitative theory one tries to describe the behaviour of a solution, or a collection of solutions, without ''solving'' the differential equation. As a starting point one assumes the existence, and sometimes the uniqueness, of solutions and then one tries to describe the asymptotic behaviour, as time t→+infinity, of these solutions. We compare the notion of a flow with that of a C 0 -group of bounded linear operators on a Banach space. We shall show how the concept C 0 -group, or more generally a C 0 -semigroup, can be used to study the behaviour of solutions of certain differential and integral equations. Our main objective is to show how the concept of a C 0 -group and especially the notion of weak-compactness can be used to prove the existence of an invariant measure for a flow on a compact Hausdorff space. Applications to the theory of ordinary differential equations are included. (author)

Some results on the integral transforms and applications to differential equations

International Nuclear Information System (INIS)

Eltayeb, Hassan; Kilicman, Adem

2010-01-01

In this paper we give some remark about the relationship between Sumudu and Laplace transforms, further; for the comparison purpose, we apply both transforms to solve partial differential equations to see the differences and similarities.

Cognitive Load in Algebra: Element Interactivity in Solving Equations

Science.gov (United States)

Ngu, Bing Hiong; Chung, Siu Fung; Yeung, Alexander Seeshing

2015-01-01

Central to equation solving is the maintenance of equivalence on both sides of the equation. However, when the process involves an interaction of multiple elements, solving an equation can impose a high cognitive load. The balance method requires operations on both sides of the equation, whereas the inverse method involves operations on one side…

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

New finite volume methods for approximating partial differential equations on arbitrary meshes

International Nuclear Information System (INIS)

Hermeline, F.

2008-12-01

This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)

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,

Solution of Fractional Partial Differential Equations in Fluid Mechanics by Extension of Some Iterative Method

Directory of Open Access Journals (Sweden)

A. A. Hemeda

2013-01-01

Full Text Available An extension of the so-called new iterative method (NIM has been used to handle linear and nonlinear fractional partial differential equations. The main property of the method lies in its flexibility and ability to solve nonlinear equations accurately and conveniently. Therefore, a general framework of the NIM is presented for analytical treatment of fractional partial differential equations in fluid mechanics. The fractional derivatives are described in the Caputo sense. Numerical illustrations that include the fractional wave equation, fractional Burgers equation, fractional KdV equation, fractional Klein-Gordon equation, and fractional Boussinesq-like equation are investigated to show the pertinent features of the technique. Comparison of the results obtained by the NIM with those obtained by both Adomian decomposition method (ADM and the variational iteration method (VIM reveals that the NIM is very effective and convenient. The basic idea described in this paper is expected to be further employed to solve other similar linear and nonlinear problems in fractional calculus.

Multigrid methods for partial differential equations - a short introduction

International Nuclear Information System (INIS)

Linden, J.; Stueben, K.

1993-01-01

These notes summarize the multigrid methods and emphasis is laid on the algorithmic concepts of multigrid for solving linear and non-linear partial differential equations. In this paper there is brief description of the basic structure of multigrid methods. Detailed introduction is also contained with applications to VLSI process simulation. (A.B.)

Unified algorithm for partial differential equations and examples of numerical computation

International Nuclear Information System (INIS)

Watanabe, Tsuguhiro

1999-01-01

A new unified algorithm is proposed to solve partial differential equations which describe nonlinear boundary value problems, eigenvalue problems and time developing boundary value problems. The algorithm is composed of implicit difference scheme and multiple shooting scheme and is named as HIDM (Higher order Implicit Difference Method). A new prototype computer programs for 2-dimensional partial differential equations is constructed and tested successfully to several problems. Extension of the computer programs to 3 or more higher order dimension problems will be easy due to the direct product type difference scheme. (author)

A differential equation for the Generalized Born radii.

Science.gov (United States)

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values.

International Winter Workshop on Differential Equations and Numerical Analysis

CERN Document Server

Miller, John; Narasimhan, Ramanujam; Mathiazhagan, Paramasivam; Victor, Franklin

2016-01-01

This book offers an ideal introduction to singular perturbation problems, and a valuable guide for researchers in the field of differential equations. It also includes chapters on new contributions to both fields: differential equations and singular perturbation problems. Written by experts who are active researchers in the related fields, the book serves as a comprehensive source of information on the underlying ideas in the construction of numerical methods to address different classes of problems with solutions of different behaviors, which will ultimately help researchers to design and assess numerical methods for solving new problems. All the chapters presented in the volume are complemented by illustrations in the form of tables and graphs.

Numerical solution of neutral functional-differential equations with proportional delays

Directory of Open Access Journals (Sweden)

Mehmet Giyas Sakar

2017-07-01

Full Text Available In this paper, homotopy analysis method is improved with optimal determination of auxiliary parameter by use of residual error function for solving neutral functional-differential equations (NFDEs with proportional delays. Convergence analysis and error estimate of method are given. Some numerical examples are solved and comparisons are made with the existing results. The numerical results show that the homotopy analysis method with residual error function is very effective and simple.

Compact tunable silicon photonic differential-equation solver for general linear time-invariant systems.

Science.gov (United States)

Wu, Jiayang; Cao, Pan; Hu, Xiaofeng; Jiang, Xinhong; Pan, Ting; Yang, Yuxing; Qiu, Ciyuan; Tremblay, Christine; Su, Yikai

2014-10-20

We propose and experimentally demonstrate an all-optical temporal differential-equation solver that can be used to solve ordinary differential equations (ODEs) characterizing general linear time-invariant (LTI) systems. The photonic device implemented by an add-drop microring resonator (MRR) with two tunable interferometric couplers is monolithically integrated on a silicon-on-insulator (SOI) wafer with a compact footprint of ~60 μm × 120 μm. By thermally tuning the phase shifts along the bus arms of the two interferometric couplers, the proposed device is capable of solving first-order ODEs with two variable coefficients. The operation principle is theoretically analyzed, and system testing of solving ODE with tunable coefficients is carried out for 10-Gb/s optical Gaussian-like pulses. The experimental results verify the effectiveness of the fabricated device as a tunable photonic ODE solver.

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

Institute of Scientific and Technical Information of China (English)

2008-01-01

Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.

An implementation of Kovacic's algorithm for solving ordinary differential equations in FORMAC

International Nuclear Information System (INIS)

Zharkov, A.Yu.

1987-01-01

An implementation of Kovacic's algorithm for finding Liouvillian solutions of the differential equations y'' + a(x)y' + b(x)y = 0 with rational coefficients a(x) and b(x) in the Computer Algebra System FORMAC is described. The algorithm description is presented in such a way that one can easily implement it in a suitable Computer Algebra System

A Numerical Algorithm for Solving a Four-Point Nonlinear Fractional Integro-Differential Equations

OpenAIRE

Gao, Er; Song, Songhe; Zhang, Xinjian

2012-01-01

We provide a new algorithm for a four-point nonlocal boundary value problem of nonlinear integro-differential equations of fractional order q∈(1,2] based on reproducing kernel space method. According to our work, the analytical solution of the equations is represented in the reproducing kernel space which we construct and so the n-term approximation. At the same time, the n-term approximation is proved to converge to the analytical solution. An illustrative example is also presented, which sh...

Differential equations a primer for scientists and engineers

CERN Document Server

Constanda, Christian

2017-01-01

This textbook is designed with the needs of today’s student in mind. It is the ideal textbook for a first course in elementary differential equations for future engineers and scientists, including mathematicians. This book is accessible to anyone who has a basic knowledge of precalculus algebra and differential and integral calculus. Its carefully crafted text adopts a concise, simple, no-frills approach to differential equations, which helps students acquire a solid experience in many classical solution techniques. With a lighter accent on the physical interpretation of the results, a more manageable page count than comparable texts, a highly readable style, and over 1000 exercises designed to be solved without a calculating device, this book emphasizes the understanding and practice of essential topics in a succinct yet fully rigorous fashion. Apart from several other enhancements, the second edition contains one new chapter on numerical methods of solution. The book formally splits the "pure" and "applie...

Analytical approach to linear fractional partial differential equations arising in fluid mechanics

International Nuclear Information System (INIS)

Momani, Shaher; Odibat, Zaid

2006-01-01

In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods

Particular Solutions of the Confluent Hypergeometric Differential Equation by Using the Nabla Fractional Calculus Operator

Directory of Open Access Journals (Sweden)

Resat Yilmazer

2016-02-01

Full Text Available In this work; we present a method for solving the second-order linear ordinary differential equation of hypergeometric type. The solutions of this equation are given by the confluent hypergeometric functions (CHFs. Unlike previous studies, we obtain some different new solutions of the equation without using the CHFs. Therefore, we obtain new discrete fractional solutions of the homogeneous and non-homogeneous confluent hypergeometric differential equation (CHE by using a discrete fractional Nabla calculus operator. Thus, we obtain four different new discrete complex fractional solutions for these equations.

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.

A Photon Free Method to Solve Radiation Transport Equations

International Nuclear Information System (INIS)

Chang, B

2006-01-01

The multi-group discrete-ordinate equations of radiation transfer is solved for the first time by Newton's method. It is a photon free method because the photon variables are eliminated from the radiation equations to yield a N group XN direction smaller but equivalent system of equations. The smaller set of equations can be solved more efficiently than the original set of equations. Newton's method is more stable than the Semi-implicit Linear method currently used by conventional radiation codes

Solving Absolute Value Equations Algebraically and Geometrically

Science.gov (United States)

Shiyuan, Wei

2005-01-01

The way in which students can improve their comprehension by understanding the geometrical meaning of algebraic equations or solving algebraic equation geometrically is described. Students can experiment with the conditions of the absolute value equation presented, for an interesting way to form an overall understanding of the concept.

A one-step method for modelling longitudinal data with differential equations.

Science.gov (United States)

Hu, Yueqin; Treinen, Raymond

2018-04-06

Differential equation models are frequently used to describe non-linear trajectories of longitudinal data. This study proposes a new approach to estimate the parameters in differential equation models. Instead of estimating derivatives from the observed data first and then fitting a differential equation to the derivatives, our new approach directly fits the analytic solution of a differential equation to the observed data, and therefore simplifies the procedure and avoids bias from derivative estimations. A simulation study indicates that the analytic solutions of differential equations (ASDE) approach obtains unbiased estimates of parameters and their standard errors. Compared with other approaches that estimate derivatives first, ASDE has smaller standard error, larger statistical power and accurate Type I error. Although ASDE obtains biased estimation when the system has sudden phase change, the bias is not serious and a solution is also provided to solve the phase problem. The ASDE method is illustrated and applied to a two-week study on consumers' shopping behaviour after a sale promotion, and to a set of public data tracking participants' grammatical facial expression in sign language. R codes for ASDE, recommendations for sample size and starting values are provided. Limitations and several possible expansions of ASDE are also discussed. © 2018 The British Psychological Society.

Generalized Ordinary Differential Equation Models.

Science.gov (United States)

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-10-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

A Numerical Algorithm for Solving a Four-Point Nonlinear Fractional Integro-Differential Equations

Directory of Open Access Journals (Sweden)

Er Gao

2012-01-01

Full Text Available We provide a new algorithm for a four-point nonlocal boundary value problem of nonlinear integro-differential equations of fractional order q∈(1,2] based on reproducing kernel space method. According to our work, the analytical solution of the equations is represented in the reproducing kernel space which we construct and so the n-term approximation. At the same time, the n-term approximation is proved to converge to the analytical solution. An illustrative example is also presented, which shows that the new algorithm is efficient and accurate.

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

A differential equation approach to minor loops in the Jiles-Atherton hysteresis model

International Nuclear Information System (INIS)

Carpenter, K.H.

1991-01-01

Jiles and Atherton, in a series of papers, present physically based differential equations for magnetization in ferromagnetic materials. however, if one directly solves their differential equations, the minor loops obtained can be negative slopes, which is a nonphysical behavior. Only one of their papers gives a method for obtaining minor loops, and the method does not use a differential equation, but requires a priori knowledge of the loop turning points in order to obtain a scale factor and offset which allow a portion of a major loop to serve as a portion of a minor one. In this paper, the reason for the failure of the differential equations to yield physical minor loops is explained, and a modified solution for minor loops is presented which retains the features of Jiles and Atherton's original minor loops, but only requires knowledge of the initial point on each portion of the loop to obtain the solution. This yields a general differential equation formulation for the Jiles-Atherton theory that can be used with circuit simulations having arbitrary excitations and initial conditions for ferromagnetic components

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

Nonlinear ordinary differential equations analytical approximation and numerical methods

CERN Document Server

Hermann, Martin

2016-01-01

The book discusses the solutions to nonlinear ordinary differential equations (ODEs) using analytical and numerical approximation methods. Recently, analytical approximation methods have been largely used in solving linear and nonlinear lower-order ODEs. It also discusses using these methods to solve some strong nonlinear ODEs. There are two chapters devoted to solving nonlinear ODEs using numerical methods, as in practice high-dimensional systems of nonlinear ODEs that cannot be solved by analytical approximate methods are common. Moreover, it studies analytical and numerical techniques for the treatment of parameter-depending ODEs. The book explains various methods for solving nonlinear-oscillator and structural-system problems, including the energy balance method, harmonic balance method, amplitude frequency formulation, variational iteration method, homotopy perturbation method, iteration perturbation method, homotopy analysis method, simple and multiple shooting method, and the nonlinear stabilized march...

The convergence of the order sequence and the solution function sequence on fractional partial differential equation

Science.gov (United States)

Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.

2018-03-01

One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).

Stable multi-domain spectral penalty methods for fractional partial differential equations

Science.gov (United States)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

Science.gov (United States)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

Energy Technology Data Exchange (ETDEWEB)

Eden, Burkhard [Institut für Mathematik und Physik, Humboldt-Universität zu Berlin,Zum großen Windkanal 6, 12489 Berlin (Germany); Smirnov, Vladimir A. [Skobeltsyn Institute of Nuclear Physics, Moscow State University,119992 Moscow (Russian Federation)

2016-10-21

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

Arithmetic differential equations on $GL_n$, I: differential cocycles

OpenAIRE

Buium, Alexandru; Dupuy, Taylor

2013-01-01

The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear differential equations is the same as the study of the differential cocycle from $GL_n$ into its Lie algebra given by the logarithmic derivative. However we prove here that there are no such cocycles in the context of arithmetic differential equations. In sequels of t...

Efficient solution of ordinary differential equations modeling electrical activity in cardiac cells.

Science.gov (United States)

Sundnes, J; Lines, G T; Tveito, A

2001-08-01

The contraction of the heart is preceded and caused by a cellular electro-chemical reaction, causing an electrical field to be generated. Performing realistic computer simulations of this process involves solving a set of partial differential equations, as well as a large number of ordinary differential equations (ODEs) characterizing the reactive behavior of the cardiac tissue. Experiments have shown that the solution of the ODEs contribute significantly to the total work of a simulation, and there is thus a strong need to utilize efficient solution methods for this part of the problem. This paper presents how an efficient implicit Runge-Kutta method may be adapted to solve a complicated cardiac cell model consisting of 31 ODEs, and how this solver may be coupled to a set of PDE solvers to provide complete simulations of the electrical activity.

A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations

Science.gov (United States)

Bhrawy, A. H.; Zaky, M. A.

2015-01-01

In this paper, we propose and analyze an efficient operational formulation of spectral tau method for multi-term time-space fractional differential equation with Dirichlet boundary conditions. The shifted Jacobi operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided Caputo fractional derivatives are presented. By using these operational matrices, we propose a shifted Jacobi tau method for both temporal and spatial discretizations, which allows us to present an efficient spectral method for solving such problem. Furthermore, the error is estimated and the proposed method has reasonable convergence rates in spatial and temporal discretizations. In addition, some known spectral tau approximations can be derived as special cases from our algorithm if we suitably choose the corresponding special cases of Jacobi parameters θ and ϑ. Finally, in order to demonstrate its accuracy, we compare our method with those reported in the literature.

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

Field differential equations for a potential flow from a Hamilton type variational principle

International Nuclear Information System (INIS)

Fierros Palacios, A.

1992-01-01

The same theoretical frame that was used to solve the problem of the field equations for a viscous fluid is utilized in this work. The purpose is to obtain the differential field equations for a potential flow from the Lagrangian formalism as in classical field theory. An action functional is introduced as a space-time integral over a region of three-dimensional Euclidean space, of a Lagrangian density as a function of certain field variables. A Hamilton type extremum action principle is postulated with adequate boundary conditions, and a set of differential field equations is derived. A particular Lagrangian density of the T-V type leads to the wave equation for the velocity potential. (Author)

Variational iteration method for solving coupled-KdV equations

International Nuclear Information System (INIS)

Assas, Laila M.B.

2008-01-01

In this paper, the He's variational iteration method is applied to solve the non-linear coupled-KdV equations. This method is based on the use of Lagrange multipliers for identification of optimal value of a parameter in a functional. This technique provides a sequence of functions which converge to the exact solution of the coupled-KdV equations. This procedure is a powerful tool for solving coupled-KdV equations

Extending the Constant Coefficient Solution Technique to Variable Coefficient Ordinary Differential Equations

Science.gov (United States)

Mohammed, Ahmed; Zeleke, Aklilu

2015-01-01

We introduce a class of second-order ordinary differential equations (ODEs) with variable coefficients whose closed-form solutions can be obtained by the same method used to solve ODEs with constant coefficients. General solutions for the homogeneous case are discussed.

Quarter-Sweep Iteration Concept on Conjugate Gradient Normal Residual Method via Second Order Quadrature - Finite Difference Schemes for Solving Fredholm Integro-Differential Equations

International Nuclear Information System (INIS)

Aruchunan, E.

2015-01-01

In this paper, we have examined the effectiveness of the quarter-sweep iteration concept on conjugate gradient normal residual (CGNR) iterative method by using composite Simpson's (CS) and finite difference (FD) discretization schemes in solving Fredholm integro-differential equations. For comparison purposes, Gauss- Seidel (GS) and the standard or full- and half-sweep CGNR methods namely FSCGNR and HSCGNR are also presented. To validate the efficacy of the proposed method, several analyses were carried out such as computational complexity and percentage reduction on the proposed and existing methods. (author)

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

Representations of Lie algebras and partial differential equations

CERN Document Server

Xu, Xiaoping

2017-01-01

This book provides explicit representations of finite-dimensional simple Lie algebras, related partial differential equations, linear orthogonal algebraic codes, combinatorics and algebraic varieties, summarizing the author’s works and his joint works with his former students.  Further, it presents various oscillator generalizations of the classical representation theorem on harmonic polynomials, and highlights new functors from the representation category of a simple Lie algebra to that of another simple Lie algebra. Partial differential equations play a key role in solving certain representation problems. The weight matrices of the minimal and adjoint representations over the simple Lie algebras of types E and F are proved to generate ternary orthogonal linear codes with large minimal distances. New multi-variable hypergeometric functions related to the root systems of simple Lie algebras are introduced in connection with quantum many-body systems in one dimension. In addition, the book identifies certai...

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)

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)

A Generalized FDM for solving the Poisson's Equation on 3D Irregular Domains

Directory of Open Access Journals (Sweden)

J. Izadian

2014-01-01

Full Text Available In this paper a new method for solving the Poisson's equation with Dirichlet conditions on irregular domains is presented. For this purpose a generalized finite differences method is applied for numerical differentiation on irregular meshes. Three examples on cylindrical and spherical domains are considered. The numerical results are compared with analytical solution. These results show the performance and efficiency of the proposed method.

Exp-function method for solving Fisher's equation

Energy Technology Data Exchange (ETDEWEB)

Zhou, X-W [Department of Mathematics, Kunming Teacher' s College, Kunming, Yunnan 650031 (China)], E-mail: km_xwzhou@163.com

2008-02-15

There are many methods to solve Fisher's equation, but each method can only lead to a special solution. In this paper, a new method, namely the exp-function method, is employed to solve the Fisher's equation. The obtained result includes all solutions in open literature as special cases, and the generalized solution with some free parameters might imply some fascinating meanings hidden in the Fisher's equation.

A Differential Equation for Downhill Compressible Flow in Pipes and ...

African Journals Online (AJOL)

The differential equation was first numerically solved by use of the classical fourth order Runge-Kutta method in the form of a FORTRAN program. A test of the accuracy of the solution was ... The formula was tested with a problem from the book “Fluid Mechanics and Hydraulics”. The test showed the formula to be accurate.

Improved iterative oscillation tests for first-order deviating differential equations

Directory of Open Access Journals (Sweden)

George E. Chatzarakis

2018-01-01

Full Text Available In this paper, improved oscillation conditions are established for the oscillation of all solutions of differential equations with non-monotone deviating arguments and nonnegative coefficients. They lead to a procedure that checks for oscillations by iteratively computing \\(\\lim \\sup\\ and \\(\\lim \\inf\\ on terms recursively defined on the equation's coefficients and deviating argument. This procedure significantly improves all known oscillation criteria. The results and the improvement achieved over the other known conditions are illustrated by two examples, numerically solved in MATLAB.

Exact solutions to the time-fractional differential equations via local fractional derivatives

Science.gov (United States)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

This article utilizes the local fractional derivative and the exp-function method to construct the exact solutions of nonlinear time-fractional differential equations (FDEs). For illustrating the validity of the method, it is applied to the time-fractional Camassa-Holm equation and the time-fractional-generalized fifth-order KdV equation. Moreover, the exact solutions are obtained for the equations which are formed by different parameter values related to the time-fractional-generalized fifth-order KdV equation. This method is an reliable and efficient mathematical tool for solving FDEs and it can be applied to other non-linear FDEs.

Existence of solutions to boundary value problem of fractional differential equations with impulsive

Directory of Open Access Journals (Sweden)

Weihua JIANG

2016-12-01

Full Text Available In order to solve the boundary value problem of fractional impulsive differential equations with countable impulses and integral boundary conditions on the half line, the existence of solutions to the boundary problem is specifically studied. By defining suitable Banach spaces, norms and operators, using the properties of fractional calculus and applying the contraction mapping principle and Krasnoselskii's fixed point theorem, the existence of solutions for the boundary value problem of fractional impulsive differential equations with countable impulses and integral boundary conditions on the half line is proved, and examples are given to illustrate the existence of solutions to this kind of equation boundary value problems.

A rapid numerical method for solving Serre-Green-Naghdi equations describing long free surface gravity waves

Science.gov (United States)

Favrie, N.; Gavrilyuk, S.

2017-07-01

A new numerical method for solving the Serre-Green-Naghdi (SGN) equations describing dispersive waves on shallow water is proposed. From the mathematical point of view, the SGN equations are the Euler-Lagrange equations for a ‘master’ lagrangian submitted to a differential constraint which is the mass conservation law. One major numerical challenge in solving the SGN equations is the resolution of an elliptic problem at each time instant. This is the most time-consuming part of the numerical method. The idea is to replace the ‘master’ lagrangian by a one-parameter family of ‘augmented’ lagrangians, depending on a greater number of variables, for which the corresponding Euler-Lagrange equations are hyperbolic. In such an approach, the ‘master’ lagrangian is recovered by the augmented lagrangian in some limit (for example, when the corresponding parameter is large). The choice of such a family of augmented lagrangians is proposed and discussed. The corresponding hyperbolic system is numerically solved by a Godunov type method. Numerical solutions are compared with exact solutions to the SGN equations. It appears that the computational time in solving the hyperbolic system is much lower than in the case where the elliptic operator is inverted. The new method is applied, in particular, to the study of ‘Favre waves’ representing non-stationary undular bores produced after reflection of the fluid flow with a free surface at an immobile wall.

Workshop on Recent Trends in Complex Methods for Partial Differential Equations

CERN Document Server

Celebi, A; Tutschke, Wolfgang

1999-01-01

This volume is a collection of manscripts mainly originating from talks and lectures given at the Workshop on Recent Trends in Complex Methods for Par­ tial Differential Equations held from July 6 to 10, 1998 at the Middle East Technical University in Ankara, Turkey, sponsored by The Scientific and Tech­ nical Research Council of Turkey and the Middle East Technical University. This workshop is a continuation oftwo workshops from 1988 and 1993 at the In­ ternational Centre for Theoretical Physics in Trieste, Italy entitled Functional analytic Methods in Complex Analysis and Applications to Partial Differential Equations. Since classical complex analysis of one and several variables has a long tra­ dition it is of high level. But most of its basic problems are solved nowadays so that within the last few decades it has lost more and more attention. The area of complex and functional analytic methods in partial differential equations, however, is still a growing and flourishing field, in particular as these ...

Systems-based decomposition schemes for the approximate solution of multi-term fractional differential equations

Science.gov (United States)

Ford, Neville J.; Connolly, Joseph A.

2009-07-01

We give a comparison of the efficiency of three alternative decomposition schemes for the approximate solution of multi-term fractional differential equations using the Caputo form of the fractional derivative. The schemes we compare are based on conversion of the original problem into a system of equations. We review alternative approaches and consider how the most appropriate numerical scheme may be chosen to solve a particular equation.

Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

Science.gov (United States)

Rosenbaum, J. S.

1971-01-01

Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

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

Nonlinear elliptic partial differential equations an introduction

CERN Document Server

Le Dret, Hervé

2018-01-01

This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations. After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.

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

Fractal-Based Methods and Inverse Problems for Differential Equations: Current State of the Art

Directory of Open Access Journals (Sweden)

Herb E. Kunze

2014-01-01

Full Text Available We illustrate, in this short survey, the current state of the art of fractal-based techniques and their application to the solution of inverse problems for ordinary and partial differential equations. We review several methods based on the Collage Theorem and its extensions. We also discuss two innovative applications: the first one is related to a vibrating string model while the second one considers a collage-based approach for solving inverse problems for partial differential equations on a perforated domain.

Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations

International Nuclear Information System (INIS)

Khan, Junaid Ali; Raja, Muhammad Asif Zahoor; Qureshi, Ijaz Mansoor

2011-01-01

We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed. (general)

Buckling analysis of laminated plates using the extended Kantorovich method and a system of first-order differential equations

Energy Technology Data Exchange (ETDEWEB)

Singhatanadgid, Pairod; Jommalai, Panupan [Chulalongkorn University, Bangkok (Thailand)

2016-05-15

The extended Kantorovich method using multi-term displacement functions is applied to the buckling problem of laminated plates with various boundary conditions. The out-of-plane displacement of the buckled plate is written as a series of products of functions of parameter x and functions of parameter y. With known functions in parameter x or parameter y, a set of governing equations and a set of boundary conditions are obtained after applying the variational principle to the total potential energy of the system. The higher order differential equations are then transformed into a set of first-order differential equations and solved for the buckling load and mode. Since the governing equations are first-order differential equations, solutions can be obtained analytically with the out-of-plane displacement written in the form of an exponential function. The solutions from the proposed technique are verified with solutions from the literature and FEM solutions. The bucking loads correspond very well to other available solutions in most of the comparisons. The buckling modes also compare very well with the finite element solutions. The proposed solution technique transforms higher-order differential equations to first-order differential equations, and they are analytically solved for out-of-plane displacement in the form of an exponential function. Therefore, the proposed solution technique yields a solution which can be considered as an analytical solution.

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.

Pseudospectral collocation methods for fourth order differential equations

Science.gov (United States)

Malek, Alaeddin; Phillips, Timothy N.

1994-01-01

Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

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.

Solving large sets of coupled equations iteratively by vector processing on the CYBER 205 computer

International Nuclear Information System (INIS)

Tolsma, L.D.

1985-01-01

The set of coupled linear second-order differential equations which has to be solved for the quantum-mechanical description of inelastic scattering of atomic and nuclear particles can be rewritten as an equivalent set of coupled integral equations. When some type of functions is used as piecewise analytic reference solutions, the integrals that arise in this set can be evaluated analytically. The set of integral equations can be solved iteratively. For the results mentioned an inward-outward iteration scheme has been applied. A concept of vectorization of coupled-channel Fortran programs, based on this integral method, is presented for the use on the Cyber 205 computer. It turns out that, for two heavy ion nuclear scattering test cases, this vector algorithm gives an overall speed-up of about a factor of 2 to 3 compared to a highly optimized scalar algorithm for a one vector pipeline computer

Approximating a retarded-advanced differential equation that models human phonation

Science.gov (United States)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

Science.gov (United States)

Camporesi, Roberto

2011-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

Matrix Solution of Coupled Differential Equations and Looped Car Following Models

Science.gov (United States)

McCartney, Mark

2008-01-01

A simple mathematical model for the behaviour of how vehicles follow each other along a looped stretch of road is described. The resulting coupled first order differential equations are solved using appropriate matrix techniques and the physical significance of the model is discussed. A number possible classroom exercises are suggested to help…

On the numerical solution of coupled eigenvalue differential equations arising in molecular spectroscopy

International Nuclear Information System (INIS)

Friedman, R.S.; Jamieson, M.J.; Preston, S.C.

1990-01-01

A method for solving coupled eigenvalue differential equations is given and its relation to an existing technique is shown. Use of the Gram-Schmidt process to overcome the severe instabilities arising in molecular problems is described in detail. (orig.)

Sinc-collocation method for solving the Blasius equation

International Nuclear Information System (INIS)

Parand, K.; Dehghan, Mehdi; Pirkhedri, A.

2009-01-01

Sinc-collocation method is applied for solving Blasius equation which comes from boundary layer equations. It is well known that sinc procedure converges to the solution at an exponential rate. Comparison with Howarth and Asaithambi's numerical solutions reveals that the proposed method is of high accuracy and reduces the solution of Blasius' equation to the solution of a system of algebraic equations.

Partial Differential Equations and Solitary Waves Theory

CERN Document Server

Wazwaz, Abdul-Majid

2009-01-01

"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...

A novel algebraic procedure for solving non-linear evolution equations of higher order

International Nuclear Information System (INIS)

Huber, Alfred

2007-01-01

We report here a systematic approach that can easily be used for solving non-linear partial differential equations (nPDE), especially of higher order. We restrict the analysis to the so called evolution equations describing any wave propagation. The proposed new algebraic approach leads us to traveling wave solutions and moreover, new class of solution can be obtained. The crucial step of our method is the basic assumption that the solutions satisfy an ordinary differential equation (ODE) of first order that can be easily integrated. The validity and reliability of the method is tested by its application to some non-linear evolution equations. The important aspect of this paper however is the fact that we are able to calculate distinctive class of solutions which cannot be found in the current literature. In other words, using this new algebraic method the solution manifold is augmented to new class of solution functions. Simultaneously we would like to stress the necessity of such sophisticated methods since a general theory of nPDE does not exist. Otherwise, for practical use the algebraic construction of new class of solutions is of fundamental interest

Convergent Power Series of sech⁡(x and Solutions to Nonlinear Differential Equations

Directory of Open Access Journals (Sweden)

U. Al Khawaja

2018-01-01

Full Text Available It is known that power series expansion of certain functions such as sech⁡(x diverges beyond a finite radius of convergence. We present here an iterative power series expansion (IPS to obtain a power series representation of sech⁡(x that is convergent for all x. The convergent series is a sum of the Taylor series of sech⁡(x and a complementary series that cancels the divergence of the Taylor series for x≥π/2. The method is general and can be applied to other functions known to have finite radius of convergence, such as 1/(1+x2. A straightforward application of this method is to solve analytically nonlinear differential equations, which we also illustrate here. The method provides also a robust and very efficient numerical algorithm for solving nonlinear differential equations numerically. A detailed comparison with the fourth-order Runge-Kutta method and extensive analysis of the behavior of the error and CPU time are performed.

On new classes of solutions of nonlinear partial differential equations in the form of convergent special series

Science.gov (United States)

Filimonov, M. Yu.

2017-12-01

The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.

Student Solutions Manual to Boundary Value Problems and Partial Differential Equations

CERN Document Server

Powers, David L

2005-01-01

This student solutions manual accompanies the text, Boundary Value Problems and Partial Differential Equations, 5e. The SSM is available in print via PDF or electronically, and provides the student with the detailed solutions of the odd-numbered problems contained throughout the book.Provides students with exercises that skillfully illustrate the techniques used in the text to solve science and engineering problemsNearly 900 exercises ranging in difficulty from basic drills to advanced problem-solving exercisesMany exercises based on current engineering applications

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...

Local p-Adic Differential Equations

NARCIS (Netherlands)

Put, Marius van der; Taelman, Lenny

2006-01-01

This paper studies divergence in solutions of p-adic linear local differential equations. Such divergence is related to the notion of p-adic Liouville numbers. Also, the influence of the divergence on the differential Galois groups of such differential equations is explored. A complete result is

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

Constructing general partial differential equations using polynomial and neural networks.

Science.gov (United States)

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.

On Analytical Solutions of the Fractional Differential Equation with Uncertainty: Application to the Basset Problem

Directory of Open Access Journals (Sweden)

Soheil Salahshour

2015-02-01

Full Text Available In this paper, we apply the concept of Caputo’s H-differentiability, constructed based on the generalized Hukuhara difference, to solve the fuzzy fractional differential equation (FFDE with uncertainty. This is in contrast to conventional solutions that either require a quantity of fractional derivatives of unknown solution at the initial point (Riemann–Liouville or a solution with increasing length of their support (Hukuhara difference. Then, in order to solve the FFDE analytically, we introduce the fuzzy Laplace transform of the Caputo H-derivative. To the best of our knowledge, there is limited research devoted to the analytical methods to solve the FFDE under the fuzzy Caputo fractional differentiability. An analytical solution is presented to confirm the capability of the proposed method.

Modeling Blazar Spectra by Solving an Electron Transport Equation

Science.gov (United States)

Lewis, Tiffany; Finke, Justin; Becker, Peter A.

2018-01-01

Blazars are luminous active galaxies across the entire electromagnetic spectrum, but the spectral formation mechanisms, especially the particle acceleration, in these sources are not well understood. We develop a new theoretical model for simulating blazar spectra using a self-consistent electron number distribution. Specifically, we solve the particle transport equation considering shock acceleration, adiabatic expansion, stochastic acceleration due to MHD waves, Bohm diffusive particle escape, synchrotron radiation, and Compton radiation, where we implement the full Compton cross-section for seed photons from the accretion disk, the dust torus, and 26 individual broad lines. We used a modified Runge-Kutta method to solve the 2nd order equation, including development of a new mathematical method for normalizing stiff steady-state ordinary differential equations. We show that our self-consistent, transport-based blazar model can qualitatively fit the IR through Fermi g-ray data for 3C 279, with a single-zone, leptonic configuration. We use the solution for the electron distribution to calculate multi-wavelength SED spectra for 3C 279. We calculate the particle and magnetic field energy densities, which suggest that the emitting region is not always in equipartition (a common assumption), but sometimes matter dominated. The stratified broad line region (based on ratios in quasar reverberation mapping, and thus adding no free parameters) improves our estimate of the location of the emitting region, increasing it by ~5x. Our model provides a novel view into the physics at play in blazar jets, especially the relative strength of the shock and stochastic acceleration, where our model is well suited to distinguish between these processes, and we find that the latter tends to dominate.

CPDS3, Coupled 3-D Partial Differential Equation Solution

International Nuclear Information System (INIS)

Anderson, D.V.; Koniges, A.E.; Shumaker, D.E.

1992-01-01

1 - Description of program or function: CPDES3 solves the linear asymmetric matrix equations arising from coupled partial differential equations in three dimensions. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximation employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils, permits general couplings between all of the component PDE's, and automatically generates the matrix structures needed to perform the algorithm. 2 - Method of solution: The resulting sparse matrix equation with a complicated sub-band structure and generally asymmetric is solved by either the preconditioned conjugate gradient (CG) method or the preconditioned bi-conjugate gradient (BCG) algorithm. BCG enjoys faster convergence in most cases but in rare instances diverges. Then, CG iterations must be used. 3 - Restrictions on the complexity of the problem: The discretization of the coupled three-dimensional PDE's and their boundary conditions must result in an operator stencil which fits in the Cray2 memory. In addition, the matrix must possess a reasonable amount of diagonal dominance for the preconditioning technique to be effective

CPDES2, Coupled 2-D Partial Differential Equation Solution

International Nuclear Information System (INIS)

Anderson, D.V.; Koniges, A.E.; Shumaker, D.E.

1992-01-01

1 - Description of program or function: CPDES2 solves the linear asymmetric equations arising from coupled partial differential equations in two dimensions. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximation employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils, permits general coupling between all of the component PDE's, and automatically generates the matrix structures needed to perform the algorithm. 2 - Method of solution: The resulting sparse matrix equation with a complicated sub-band structure and generally asymmetric is solved by either the preconditioned conjugate gradient (CG) method or the preconditioned bi-conjugate gradient (BCG) algorithm. BCG enjoys faster convergence in most cases but in rare instances diverges. Then, CG iterations must be used. 3 - Restrictions on the complexity of the problem: The discretization of the coupled two-dimensional PDE's and their boundary conditions must result in an operator stencil which fits in the Cray2 memory. In addition, the matrix must possess a reasonable amount of diagonal dominance for the preconditioning technique to be effective

The non-differentiable solution for local fractional Laplace equation in steady heat-conduction problem

Directory of Open Access Journals (Sweden)

Chen Jie-Dong

2016-01-01

Full Text Available In this paper, we investigate the local fractional Laplace equation in the steady heat-conduction problem. The solutions involving the non-differentiable graph are obtained by using the characteristic equation method (CEM via local fractional derivative. The obtained results are given to present the accuracy of the technology to solve the steady heat-conduction in fractal media.

An Adaptive Observer-Based Algorithm for Solving Inverse Source Problem for the Wave Equation

KAUST Repository

Asiri, Sharefa M.; Zayane, Chadia; Laleg-Kirati, Taous-Meriem

2015-01-01

Observers are well known in control theory. Originally designed to estimate the hidden states of dynamical systems given some measurements, the observers scope has been recently extended to the estimation of some unknowns, for systems governed by partial differential equations. In this paper, observers are used to solve inverse source problem for a one-dimensional wave equation. An adaptive observer is designed to estimate the state and source components for a fully discretized system. The effectiveness of the algorithm is emphasized in noise-free and noisy cases and an insight on the impact of measurements’ size and location is provided.

An Adaptive Observer-Based Algorithm for Solving Inverse Source Problem for the Wave Equation

KAUST Repository

Asiri, Sharefa M.

2015-08-31

Observers are well known in control theory. Originally designed to estimate the hidden states of dynamical systems given some measurements, the observers scope has been recently extended to the estimation of some unknowns, for systems governed by partial differential equations. In this paper, observers are used to solve inverse source problem for a one-dimensional wave equation. An adaptive observer is designed to estimate the state and source components for a fully discretized system. The effectiveness of the algorithm is emphasized in noise-free and noisy cases and an insight on the impact of measurements’ size and location is provided.

Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

Science.gov (United States)

Maat, Siti Mistima; Zakaria, Effandi

2011-01-01

Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

Introduction to ordinary differential equations

CERN Document Server

Rabenstein, Albert L

1966-01-01

Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio

Differential equations, associators, and recurrences for amplitudes

Directory of Open Access Journals (Sweden)

Georg Puhlfürst

2016-01-01

Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.

Polynomial chaos functions and stochastic differential equations

International Nuclear Information System (INIS)

Williams, M.M.R.

2006-01-01

The Karhunen-Loeve procedure and the associated polynomial chaos expansion have been employed to solve a simple first order stochastic differential equation which is typical of transport problems. Because the equation has an analytical solution, it provides a useful test of the efficacy of polynomial chaos. We find that the convergence is very rapid in some cases but that the increased complexity associated with many random variables can lead to very long computational times. The work is illustrated by exact and approximate solutions for the mean, variance and the probability distribution itself. The usefulness of a white noise approximation is also assessed. Extensive numerical results are given which highlight the weaknesses and strengths of polynomial chaos. The general conclusion is that the method is promising but requires further detailed study by application to a practical problem in transport theory

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.

DIAGRAM SOLVE THE USE OF SIMULINK BLOCK DIAGRAM TO SOLVE MATHEMA THEMATICAL CONTROL EQU MATHEMATICAL MODELS AND CONTROL EQUATIONS

Directory of Open Access Journals (Sweden)

N.M. Ghasem

2003-12-01

Full Text Available In this paper, the simulink block diagram is used to solve a model consists of a set of ordinary differential and algebraic equations to control the temperature inside a simple stirred tank heater. The flexibility of simulink block diagram gives students a better understanding of the control systems. The simulink also allows solution of mathematical models and easy visualization of the system variables. A polyethylene fluidized bed reactor is considered as an industrial example and the effect of the Proportional, Integral and Derivative control policy is presented for comparison.

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

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

Science.gov (United States)

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADI as a preconditioning for solving the convection-diffusion equation

International Nuclear Information System (INIS)

Chin, R.C.Y.; Manteuffel, T.A.; De Pillis, J.

1984-01-01

The authors examine a splitting of the operator obtained from a steady convection-diffusion equation with variable coefficients in which the convection term dominates. The operator is split into a dominant and subdominant parts consistent with the inherent directional property of the partial differential equation. The equations involving the dominant parts should be easily solved. The authors accelerate the convergence of this splitting or the outer iteration by a Chebyshev semi-iterative method. When the dominant part has constant coefficients, it can be easily solved using alternating direction implicit (ADI) methods. This is called the inner iteration. The optimal parameters for a stationary two-parameter ADI method are obtained when the eigenvalues become complex. This corresponds to either the horizontal or the vertical half-grid Reynolds number larger than unity. The Chebyshev semi-iterative method is used to accelerate the convergence of the inner ADI iteration. A two-fold increase in speed is obtained when the ADI iteration matrix has real eigenvalues, and the increase is less significant when the eigenvalues are complex. If either the horizontal or the vertical half-grid Reynolds number is equal to one, the spectral radius of the optimal ADI iterative matrix is zero. However, a high degree of nilpotency impairs rapid convergence. This problem is removed by introducing a more implicit iterative method called ADI/Gauss-Seidel (ADI/GS). ADI/GS resolves the nilpotency and, thus, converges more rapidly for half-grid Reynolds number near 1. Finally, these methods are compared with several well-known schemes on test problems. 23 references, 5 figures

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.

Recent developments in structure-preserving algorithms for oscillatory differential equations

CERN Document Server

Wu, Xinyuan

2018-01-01

The main theme of this book is recent progress in structure-preserving algorithms for solving initial value problems of oscillatory differential equations arising in a variety of research areas, such as astronomy, theoretical physics, electronics, quantum mechanics and engineering. It systematically describes the latest advances in the development of structure-preserving integrators for oscillatory differential equations, such as structure-preserving exponential integrators, functionally fitted energy-preserving integrators, exponential Fourier collocation methods, trigonometric collocation methods, and symmetric and arbitrarily high-order time-stepping methods. Most of the material presented here is drawn from the recent literature. Theoretical analysis of the newly developed schemes shows their advantages in the context of structure preservation. All the new methods introduced in this book are proven to be highly effective compared with the well-known codes in the scientific literature. This book also addre...

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

Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

Directory of Open Access Journals (Sweden)

Hua Yang

2012-01-01

Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.

Differential equation of transverse vibrations of a beam with local stroke change of stiffness

Directory of Open Access Journals (Sweden)

Stanisław Kasprzyk

2007-01-01

Full Text Available The aim of this paper is to derive a differential equation of transverse vibrations of a beam with a local, stroke change of stiffness, and to solve it. The presented method is based on the theory of distributions.

Conservation properties of numerical integration methods for systems of ordinary differential equations

Science.gov (United States)

Rosenbaum, J. S.

1976-01-01

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

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.

Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

International Nuclear Information System (INIS)

Katsaounis, T D

2005-01-01

The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall

Skew differential fields, differential and difference equations

NARCIS (Netherlands)

van der Put, M

2004-01-01

The central question is: Let a differential or difference equation over a field K be isomorphic to all its Galois twists w.r.t. the group Gal(K/k). Does the equation descend to k? For a number of categories of equations an answer is given.

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)

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

Science.gov (United States)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

Science.gov (United States)

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.

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

Functional differential equation approach to the large N expansion and mean field perturbation theory

International Nuclear Information System (INIS)

Bender, C.M.; Cooper, F.

1985-01-01

An apparent difference between formulating mean field perturbation theory for lambdaphi 4 field theory via path integrals or via functional differential equations when there are external sources present is shown not to exist when mean field theory is considered as the N = 1 limit of the 0(N)lambdaphi 4 field theory. A simply method is given for determining the 1/N expansion for the Green's functions in the presence of external sources by directly solving the functional differential equations order by order in 1/N. The 1/N expansion for the effective action GAMMA(phi,chi) is obtained by directly integrating the functional differential equations for the fields phi and chi (equivalent1/2lambda/Nphi/sub α/phi/sup α/-μ 2 ) in the presence of two external sources j = -deltaGAMMA/deltaphi, S = -deltaGAMMA/deltachi

Minimal parameter solution of the orthogonal matrix differential equation

Science.gov (United States)

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

1990-01-01

As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

A stochastic differential equation analysis of cerebrospinal fluid dynamics.

Science.gov (United States)

Raman, Kalyan

2011-01-18

Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data. The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP. The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise. Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.

Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

KAUST Repository

El-Beltagy, Mohamed A.

2015-01-07

Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

KAUST Repository

El-Beltagy, Mohamed A.; Al-Juhani, Amnah

2015-01-01

Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

Solving the Schroedinger equation using Smolyak interpolants

International Nuclear Information System (INIS)

Avila, Gustavo; Carrington, Tucker Jr.

2013-01-01

In this paper, we present a new collocation method for solving the Schroedinger equation. Collocation has the advantage that it obviates integrals. All previous collocation methods have, however, the crucial disadvantage that they require solving a generalized eigenvalue problem. By combining Lagrange-like functions with a Smolyak interpolant, we device a collocation method that does not require solving a generalized eigenvalue problem. We exploit the structure of the grid to develop an efficient algorithm for evaluating the matrix-vector products required to compute energy levels and wavefunctions. Energies systematically converge as the number of points and basis functions are increased

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.

On Degenerate Partial Differential Equations

OpenAIRE

Chen, Gui-Qiang G.

2010-01-01

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...

SAHYB-2, Solution of Ordinary Differential Equation with User-Supplied Subroutine

International Nuclear Information System (INIS)

Hoop, H. d'; Monterosso, R.

1967-01-01

1 - Nature of physical problem solved: SAHYB-2 is a general purpose programme for the solution of ordinary differential equations. These are written in a user-supplied subroutine called DER, which uses notations very close to mathematical formulas. Special mathematical functions are included in the programme, as: Function generation, delay generation, steps, ramps and pulses, as well as a simplified standard output procedure - boundary value problems or parametric optimisation may be handled by iterations adding a subroutine called REPEAT. 2 - Method of solution: Integration is carried out by constant step fourth-order Runge-Kutta method, or by a fixed or variable step Adams-Moulton predictor corrector method. 3 - Restrictions on the complexity of the problem: Maximum 150 differential equations of the first order. Maximum 30 tables for function generator or delay lines

Differential equations and finite groups

NARCIS (Netherlands)

Put, Marius van der; Ulmer, Felix

2000-01-01

The classical solution of the Riemann-Hilbert problem attaches to a given representation of the fundamental group a regular singular linear differential equation. We present a method to compute this differential equation in the case of a representation with finite image. The approach uses Galois

Stable Numerical Approach for Fractional Delay Differential Equations

Science.gov (United States)

Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

2017-12-01

In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

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

Symbolic computation of analytic approximate solutions for nonlinear fractional differential equations

Science.gov (United States)