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Sample records for solving partial differential

  1. Solving Partial Differential Equations Using a New Differential Evolution Algorithm

    Directory of Open Access Journals (Sweden)

    Natee Panagant

    2014-01-01

    Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.

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

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    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.

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

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    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.

  4. Solving Differential Equations in R: Package deSolve

    Science.gov (United States)

    In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...

  5. Multivariate Padé Approximation for Solving Nonlinear Partial Differential Equations of Fractional Order

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    Veyis Turut

    2013-01-01

    Full Text Available Two tecHniques were implemented, the Adomian decomposition method (ADM and multivariate Padé approximation (MPA, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo sense. First, the fractional differential equation has been solved and converted to power series by Adomian decomposition method (ADM, then power series solution of fractional differential equation was put into multivariate Padé series. Finally, numerical results were compared and presented in tables and figures.

  6. Solving Differential Equations in R: Package deSolve

    NARCIS (Netherlands)

    Soetaert, K.E.R.; Petzoldt, T.; Setzer, R.W.

    2010-01-01

    In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines approach. The

  7. PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

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    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.

  8. 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.

  9. 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

  10. 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.

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

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    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.

  12. 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.

  13. Solving Differential Equations in R: Package deSolve

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    Karline Soetaert

    2010-02-01

    Full Text Available In this paper we present the R package deSolve to solve initial value problems (IVP written as ordinary differential equations (ODE, differential algebraic equations (DAE of index 0 or 1 and partial differential equations (PDE, the latter solved using the method of lines approach. The differential equations can be represented in R code or as compiled code. In the latter case, R is used as a tool to trigger the integration and post-process the results, which facilitates model development and application, whilst the compiled code significantly increases simulation speed. The methods implemented are efficient, robust, and well documented public-domain Fortran routines. They include four integrators from the ODEPACK package (LSODE, LSODES, LSODA, LSODAR, DVODE and DASPK2.0. In addition, a suite of Runge-Kutta integrators and special-purpose solvers to efficiently integrate 1-, 2- and 3-dimensional partial differential equations are available. The routines solve both stiff and non-stiff systems, and include many options, e.g., to deal in an efficient way with the sparsity of the Jacobian matrix, or finding the root of equations. In this article, our objectives are threefold: (1 to demonstrate the potential of using R for dynamic modeling, (2 to highlight typical uses of the different methods implemented and (3 to compare the performance of models specified in R code and in compiled code for a number of test cases. These comparisons demonstrate that, if the use of loops is avoided, R code can efficiently integrate problems comprising several thousands of state variables. Nevertheless, the same problem may be solved from 2 to more than 50 times faster by using compiled code compared to an implementation using only R code. Still, amongst the benefits of R are a more flexible and interactive implementation, better readability of the code, and access to R’s high-level procedures. deSolve is the successor of package odesolve which will be deprecated in

  14. 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

  15. 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

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

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    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.

  17. 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)

  18. 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

  19. Parallel Algorithm Solves Coupled Differential Equations

    Science.gov (United States)

    Hayashi, A.

    1987-01-01

    Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

  20. 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.

  1. 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…

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

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    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.

  3. 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

  4. 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.

  5. Convergence of hybrid methods for solving non-linear partial ...

    African Journals Online (AJOL)

    This paper is concerned with the numerical solution and convergence analysis of non-linear partial differential equations using a hybrid method. The solution technique involves discretizing the non-linear system of PDE to obtain a corresponding non-linear system of algebraic difference equations to be solved at each time ...

  6. 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.

  7. 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...

  8. 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.

  9. 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

  10. 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

  11. Modified Chebyshev Collocation Method for Solving Differential Equations

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    M Ziaul Arif

    2015-05-01

    Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.

  12. 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

  13. 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.

  14. Lagrange-Noether method for solving second-order differential equations

    Institute of Scientific and Technical Information of China (English)

    Wu Hui-Bin; Wu Run-Heng

    2009-01-01

    The purpose of this paper is to provide a new method called the Lagrange-Noether method for solving second-order differential equations. The method is,firstly,to write the second-order differential equations completely or partially in the form of Lagrange equations,and secondly,to obtain the integrals of the equations by using the Noether theory of the Lagrange system. An example is given to illustrate the application of the result.

  15. 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

  16. 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.

  17. System Entropy Measurement of Stochastic Partial Differential Systems

    Directory of Open Access Journals (Sweden)

    Bor-Sen Chen

    2016-03-01

    Full Text Available System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs. To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3. Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.

  18. 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

  19. 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

  20. Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (3).

    Science.gov (United States)

    Murase, Kenya

    2016-01-01

    In this issue, simultaneous differential equations were introduced. These differential equations are often used in the field of medical physics. The methods for solving them were also introduced, which include Laplace transform and matrix methods. Some examples were also introduced, in which Laplace transform and matrix methods were applied to solving simultaneous differential equations derived from a three-compartment kinetic model for analyzing the glucose metabolism in tissues and Bloch equations for describing the behavior of the macroscopic magnetization in magnetic resonance imaging.In the next (final) issue, partial differential equations and various methods for solving them will be introduced together with some examples in medical physics.

  1. 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.

  2. 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

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. 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...

  8. 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.)

  9. 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)

  10. 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).

  11. 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.

  12. 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)

  13. 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

  14. 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

  15. 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

  16. 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.

  17. 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.

  18. 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...

  19. 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...

  20. 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/

  1. 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.

  2. 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.

  3. 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.

  4. A new efficient analytical method for a system of vibration. Structural analysis using a new technique of partially solving method

    International Nuclear Information System (INIS)

    Gunyasu, Kenzo; Hiramoto, Tsuneyuki; Tanimoto, Mitsumori; Osano, Minetada

    2002-01-01

    We describe a new method for solving large-scale system of linear equations resulting from discretization of ordinary differential equation and partial differential equation directly. This new method effectively reduces the memory capacity requirements and computing time problems for analyses using finite difference method and finite element method. In this paper we have tried to solve one-million linear equations directly for the case that initial displacement and boundary displacement are known about the finite difference scheme of second order inhomogeneous differential equation for vibration of a 10 story structure. Excellent results were got. (author)

  5. 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).

  6. 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

  7. 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...

  8. 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.

  9. 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.

  10. 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

  11. 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...

  12. 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

  13. 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 ...

  14. 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.

  15. 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

  16. 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

  17. 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.

  18. Analytical Solutions for Systems of Singular Partial Differential-Algebraic Equations

    Directory of Open Access Journals (Sweden)

    U. Filobello-Nino

    2015-01-01

    Full Text Available This paper proposes power series method (PSM in order to find solutions for singular partial differential-algebraic equations (SPDAEs. We will solve three examples to show that PSM method can be used to search for analytical solutions of SPDAEs. What is more, we will see that, in some cases, Padé posttreatment, besides enlarging the domain of convergence, may be employed in order to get the exact solution from the truncated series solutions of PSM.

  19. 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

  20. Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach

    Energy Technology Data Exchange (ETDEWEB)

    Toutounji, Mohamad, E-mail: Mtoutounji@uaeu.ac.ae

    2015-02-15

    This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.

  1. 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

  2. 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.

  3. Applying homotopy analysis method for solving differential-difference equation

    International Nuclear Information System (INIS)

    Wang Zhen; Zou Li; Zhang Hongqing

    2007-01-01

    In this Letter, we apply the homotopy analysis method to solving the differential-difference equations. A simple but typical example is applied to illustrate the validity and the great potential of the generalized homotopy analysis method in solving differential-difference equation. Comparisons are made between the results of the proposed method and exact solutions. The results show that the homotopy analysis method is an attractive method in solving the differential-difference equations

  4. The Spectral/hp-Finite Element Method for Partial Differential Equations

    DEFF Research Database (Denmark)

    Engsig-Karup, Allan Peter

    2009-01-01

    dimensions. In the course the chosen programming environment is Matlab, however, this is by no means a necessary requirement. The mathematical level needed to grasp the details of this set of notes requires an elementary background in mathematical analysis and linear algebra. Each chapter is supplemented......This set of lecture notes provides an elementary introduction to both the classical Finite Element Method (FEM) and the extended Spectral/$hp$-Finite Element Method for solving Partial Differential Equations (PDEs). Many problems in science and engineering can be formulated mathematically...

  5. Optimal Control Method of Parabolic Partial Differential Equations and Its Application to Heat Transfer Model in Continuous Cast Secondary Cooling Zone

    Directory of Open Access Journals (Sweden)

    Yuan Wang

    2015-01-01

    Full Text Available Our work is devoted to a class of optimal control problems of parabolic partial differential equations. Because of the partial differential equations constraints, it is rather difficult to solve the optimization problem. The gradient of the cost function can be found by the adjoint problem approach. Based on the adjoint problem approach, the gradient of cost function is proved to be Lipschitz continuous. An improved conjugate method is applied to solve this optimization problem and this algorithm is proved to be convergent. This method is applied to set-point values in continuous cast secondary cooling zone. Based on the real data in a plant, the simulation experiments show that the method can ensure the steel billet quality. From these experiment results, it is concluded that the improved conjugate gradient algorithm is convergent and the method is effective in optimal control problem of partial differential equations.

  6. Basic linear partial differential equations

    CERN Document Server

    Treves, Francois

    1975-01-01

    Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their

  7. 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.

  8. 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.

  9. 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.

  10. Analytical solutions for systems of partial differential-algebraic equations.

    Science.gov (United States)

    Benhammouda, Brahim; Vazquez-Leal, Hector

    2014-01-01

    This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.

  11. 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.

  12. Partial Differential Equations Modeling and Numerical Simulation

    CERN Document Server

    Glowinski, Roland

    2008-01-01

    This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...

  13. 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.

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

    OpenAIRE

    Nahay, John Michael

    2008-01-01

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

  15. 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)

  16. 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

  17. Solution of Nonlinear Partial Differential Equations by New Laplace Variational Iteration Method

    Directory of Open Access Journals (Sweden)

    Eman M. A. Hilal

    2014-01-01

    Full Text Available The aim of this study is to give a good strategy for solving some linear and nonlinear partial differential equations in engineering and physics fields, by combining Laplace transform and the modified variational iteration method. This method is based on the variational iteration method, Laplace transforms, and convolution integral, introducing an alternative Laplace correction functional and expressing the integral as a convolution. Some examples in physical engineering are provided to illustrate the simplicity and reliability of this method. The solutions of these examples are contingent only on the initial conditions.

  18. A higher order numerical method for time fractional partial differential equations with nonsmooth data

    Science.gov (United States)

    Xing, Yanyuan; Yan, Yubin

    2018-03-01

    Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

  19. Partial differential operators of elliptic type

    CERN Document Server

    Shimakura, Norio

    1992-01-01

    This book, which originally appeared in Japanese, was written for use in an undergraduate course or first year graduate course in partial differential equations and is likely to be of interest to researchers as well. This book presents a comprehensive study of the theory of elliptic partial differential operators. Beginning with the definitions of ellipticity for higher order operators, Shimakura discusses the Laplacian in Euclidean spaces, elementary solutions, smoothness of solutions, Vishik-Sobolev problems, the Schauder theory, and degenerate elliptic operators. The appendix covers such preliminaries as ordinary differential equations, Sobolev spaces, and maximum principles. Because elliptic operators arise in many areas, readers will appreciate this book for the way it brings together a variety of techniques that have arisen in different branches of mathematics.

  20. 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...

  1. Formulae of differentiation for solving differential equations with complex-valued random coefficients

    International Nuclear Information System (INIS)

    Kim, Ki Hong; Lee, Dong Hun

    1999-01-01

    Generalizing the work of Shapiro and Loginov, we derive new formulae of differentiation useful for solving differential equations with complex-valued random coefficients. We apply the formulae to the quantum-mechanical problem of noninteracting electrons moving in a correlated random potential in one dimension

  2. A Line-Tau Collocation Method for Partial Differential Equations ...

    African Journals Online (AJOL)

    This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...

  3. Numerical solution of two-dimensional non-linear partial differential ...

    African Journals Online (AJOL)

    linear partial differential equations using a hybrid method. The solution technique involves discritizing the non-linear system of partial differential equations (PDEs) to obtain a corresponding nonlinear system of algebraic difference equations to be ...

  4. [Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].

    Science.gov (United States)

    Murase, Kenya

    2015-01-01

    In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.

  5. ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

    Science.gov (United States)

    Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

    2018-04-01

    In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

  6. Issues in developing parallel iterative algorithms for solving partial differential equations on a (transputer-based) distributed parallel computing system

    International Nuclear Information System (INIS)

    Rajagopalan, S.; Jethra, A.; Khare, A.N.; Ghodgaonkar, M.D.; Srivenkateshan, R.; Menon, S.V.G.

    1990-01-01

    Issues relating to implementing iterative procedures, for numerical solution of elliptic partial differential equations, on a distributed parallel computing system are discussed. Preliminary investigations show that a speed-up of about 3.85 is achievable on a four transputer pipeline network. (author). 2 figs., 3 a ppendixes., 7 refs

  7. Introduction to partial differential equations

    CERN Document Server

    Borthwick, David

    2016-01-01

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

  8. Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

    Science.gov (United States)

    Dey, C.; Dey, S. K.

    1983-01-01

    An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

  9. Particle Systems and Partial Differential Equations I

    CERN Document Server

    Gonçalves, Patricia

    2014-01-01

    This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.  The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.  The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...

  10. 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

  11. 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

  12. Introduction to partial differential equations with applications

    CERN Document Server

    Zachmanoglou, E C

    1988-01-01

    This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.

  13. 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.

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

    NARCIS (Netherlands)

    van den Berg, I.P.

    1998-01-01

    The nonstandard stroboscopy method links discrete-time ordinary difference equations of first-order and continuous-time, ordinary differential equations of first order. We extend this method to the second order, and also to an elementary, yet general class of partial difference/differential

  15. Partial differential equations

    CERN Document Server

    Agranovich, M S

    2002-01-01

    Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener

  16. Dynamics of partial differential equations

    CERN Document Server

    Wayne, C Eugene

    2015-01-01

    This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation.   The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...

  17. Parameter Estimation of Partial Differential Equation Models.

    Science.gov (United States)

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

  18. Generalized solutions of nonlinear partial differential equations

    CERN Document Server

    Rosinger, EE

    1987-01-01

    During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin

  19. Solving SAT Problem Based on Hybrid Differential Evolution Algorithm

    Science.gov (United States)

    Liu, Kunqi; Zhang, Jingmin; Liu, Gang; Kang, Lishan

    Satisfiability (SAT) problem is an NP-complete problem. Based on the analysis about it, SAT problem is translated equally into an optimization problem on the minimum of objective function. A hybrid differential evolution algorithm is proposed to solve the Satisfiability problem. It makes full use of strong local search capacity of hill-climbing algorithm and strong global search capability of differential evolution algorithm, which makes up their disadvantages, improves the efficiency of algorithm and avoids the stagnation phenomenon. The experiment results show that the hybrid algorithm is efficient in solving SAT problem.

  20. [Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].

    Science.gov (United States)

    Murase, Kenya

    2014-01-01

    Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.

  1. Partial differential equations

    CERN Document Server

    Sloan, D; Süli, E

    2001-01-01

    /homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in

  2. Hamiltonian partial differential equations and applications

    CERN Document Server

    Nicholls, David; Sulem, Catherine

    2015-01-01

    This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.

  3. THREE-POINT BACKWARD FINITE DIFFERENCE METHOD FOR SOLVING A SYSTEM OF MIXED HYPERBOLIC-PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS. (R825549C019)

    Science.gov (United States)

    A three-point backward finite-difference method has been derived for a system of mixed hyperbolic¯¯parabolic (convection¯¯diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...

  4. 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.

  5. Workload Characterization of CFD Applications Using Partial Differential Equation Solvers

    Science.gov (United States)

    Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)

    1998-01-01

    Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.

  6. Application of Monte Carlo method to solving boundary value problem of differential equations

    International Nuclear Information System (INIS)

    Zuo Yinghong; Wang Jianguo

    2012-01-01

    This paper introduces the foundation of the Monte Carlo method and the way how to generate the random numbers. Based on the basic thought of the Monte Carlo method and finite differential method, the stochastic model for solving the boundary value problem of differential equations is built. To investigate the application of the Monte Carlo method to solving the boundary value problem of differential equations, the model is used to solve Laplace's equations with the first boundary condition and the unsteady heat transfer equation with initial values and boundary conditions. The results show that the boundary value problem of differential equations can be effectively solved with the Monte Carlo method, and the differential equations with initial condition can also be calculated by using a stochastic probability model which is based on the time-domain finite differential equations. Both the simulation results and theoretical analyses show that the errors of numerical results are lowered as the number of simulation particles is increased. (authors)

  7. On mixed derivatives type high dimensional multi-term fractional partial differential equations approximate solutions

    Science.gov (United States)

    Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad

    2017-01-01

    In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.

  8. Partial differential equations

    CERN Document Server

    Levine, Harold

    1997-01-01

    The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.

  9. A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

    Science.gov (United States)

    Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

    2015-12-01

    In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

  10. Domain decomposition methods for solving an image problem

    Energy Technology Data Exchange (ETDEWEB)

    Tsui, W.K.; Tong, C.S. [Hong Kong Baptist College (Hong Kong)

    1994-12-31

    The domain decomposition method is a technique to break up a problem so that ensuing sub-problems can be solved on a parallel computer. In order to improve the convergence rate of the capacitance systems, pre-conditioned conjugate gradient methods are commonly used. In the last decade, most of the efficient preconditioners are based on elliptic partial differential equations which are particularly useful for solving elliptic partial differential equations. In this paper, the authors apply the so called covering preconditioner, which is based on the information of the operator under investigation. Therefore, it is good for various kinds of applications, specifically, they shall apply the preconditioned domain decomposition method for solving an image restoration problem. The image restoration problem is to extract an original image which has been degraded by a known convolution process and additive Gaussian noise.

  11. Topics in numerical partial differential equations and scientific computing

    CERN Document Server

    2016-01-01

    Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.

  12. Semi-bounded partial differential operators

    CERN Document Server

    Cialdea, Alberto

    2014-01-01

    This book examines the conditions for the semi-boundedness of partial differential operators, which are interpreted in different ways. For example, today we know a great deal about L2-semibounded differential and pseudodifferential operators, although their complete characterization in analytic terms still poses difficulties, even for fairly simple operators. In contrast, until recently almost nothing was known about analytic characterizations of semi-boundedness for differential operators in other Hilbert function spaces and in Banach function spaces. This book works to address that gap. As such, various types of semi-boundedness are considered and a number of relevant conditions which are either necessary and sufficient or best possible in a certain sense are presented. The majority of the results reported on are the authors’ own contributions.

  13. 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.

  14. Entropy and convexity for nonlinear partial differential equations.

    Science.gov (United States)

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  15. Lagrangian vector field and Lagrangian formulation of partial differential equations

    Directory of Open Access Journals (Sweden)

    M.Chen

    2005-01-01

    Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.

  16. On the hierarchy of partially invariant submodels of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru

    2008-07-04

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  17. On the hierarchy of partially invariant submodels of differential equations

    Science.gov (United States)

    Golovin, Sergey V.

    2008-07-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  18. On the hierarchy of partially invariant submodels of differential equations

    International Nuclear Information System (INIS)

    Golovin, Sergey V

    2008-01-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given

  19. A Sequential, Implicit, Wavelet-Based Solver for Multi-Scale Time-Dependent Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Donald A. McLaren

    2013-04-01

    Full Text Available This paper describes and tests a wavelet-based implicit numerical method for solving partial differential equations. Intended for problems with localized small-scale interactions, the method exploits the form of the wavelet decomposition to divide the implicit system created by the time-discretization into multiple smaller systems that can be solved sequentially. Included is a test on a basic non-linear problem, with both the results of the test, and the time required to calculate them, compared with control results based on a single system with fine resolution. The method is then tested on a non-trivial problem, its computational time and accuracy checked against control results. In both tests, it was found that the method requires less computational expense than the control. Furthermore, the method showed convergence towards the fine resolution control results.

  20. Derivation of a macroscale formulation for a class of nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Pantelis, G.

    1995-05-01

    A macroscale formulation is constructed from a system of partial differential equations which govern the microscale dependent variables. The construction is based upon the requirement that the solutions of the macroscale partial differential equations satisfy, in some approximate sense, the system of partial differential equations associated with the microscale. These results are restricted to the class of nonlinear partial differential equations which can be expressed as polynomials of the dependent variables and their partial derivatives up to second order. A linear approximation of transformations of second order contact manifolds is employed. 6 refs

  1. Nonlocal symmetry generators and explicit solutions of some partial differential equations

    International Nuclear Information System (INIS)

    Qin Maochang

    2007-01-01

    The nonlocal symmetry of a partial differential equation is studied in this paper. The partial differential equation written as a conservation law can be transformed into an equivalent system by introducing a suitable potential. The nonlocal symmetry group generators of original partial differential equations can be obtained through their equivalent system. Further, new explicit solutions can be constructed from the newly obtained symmetry generators. The Burgers equation is chosen as an example; many new valuable explicit solutions and nonlocal symmetry generators are presented

  2. A note on the Lie symmetries of complex partial differential

    Indian Academy of Sciences (India)

    Folklore suggests that the split Lie-like operators of a complex partial differential equation are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers equation and ...

  3. 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

  4. 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.

  5. 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

  6. International Conference on Multiscale Methods and Partial Differential Equations.

    Energy Technology Data Exchange (ETDEWEB)

    Thomas Hou

    2006-12-12

    The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.

  7. Parameter Estimation of Partial Differential Equation Models

    KAUST Repository

    Xun, Xiaolei

    2013-09-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.

  8. On the hierarchy of partially invariant submodels of differential equations

    OpenAIRE

    Golovin, Sergey V.

    2007-01-01

    It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ...

  9. Stochastic partial differential equations an introduction

    CERN Document Server

    Liu, Wei

    2015-01-01

    This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...

  10. 3rd International Conference on Particle Systems and Partial Differential Equations

    CERN Document Server

    Soares, Ana

    2016-01-01

    The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose wor...

  11. Rapid Fourier space solution of linear partial integro-differential equations in toroidal magnetic confinement geometries

    International Nuclear Information System (INIS)

    McMillan, B.F.; Jolliet, S.; Tran, T.M.; Villard, L.; Bottino, A.; Angelino, P.

    2010-01-01

    Fluctuating quantities in magnetic confinement geometries often inherit a strong anisotropy along the field lines. One technique for describing these structures is the use of a certain set of Fourier components on the tori of nested flux surfaces. We describe an implementation of this approach for solving partial differential equations, like Poisson's equation, where a different set of Fourier components may be chosen on each surface according to the changing safety factor profile. Allowing the resolved components to change to follow the anisotropy significantly reduces the total number of degrees of freedom in the description. This can permit large gains in computational performance. We describe, in particular, how this approach can be applied to rapidly solve the gyrokinetic Poisson equation in a particle code, ORB5 (Jolliet et al. (2007) [5]), with a regular (non-field-aligned) mesh. (authors)

  12. Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

    Science.gov (United States)

    Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.

    2013-01-01

    We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853

  13. Canonical coordinates for partial differential equations

    Science.gov (United States)

    Hunt, L. R.; Villarreal, Ramiro

    1988-01-01

    Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

  14. Canonical coordinates for partial differential equations

    Science.gov (United States)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

    Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

  15. 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)

  16. Preconditioning for partial differential equation constrained optimization with control constraints

    KAUST Repository

    Stoll, Martin

    2011-10-18

    Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

  17. Preconditioning for partial differential equation constrained optimization with control constraints

    KAUST Repository

    Stoll, Martin; Wathen, Andy

    2011-01-01

    Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.

  18. Optimal moving grids for time-dependent partial differential equations

    Science.gov (United States)

    Wathen, A. J.

    1992-01-01

    Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.

  19. Partial Differential Equations in General Relativity

    International Nuclear Information System (INIS)

    Choquet-Bruhat, Yvonne

    2008-01-01

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)

  20. Partial Differential Equations in General Relativity

    Energy Technology Data Exchange (ETDEWEB)

    Choquet-Bruhat, Yvonne

    2008-09-07

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)

  1. 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

  2. Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

    OpenAIRE

    Li, Yan; Hu, Junhao

    2013-01-01

    We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

  3. Partial differential equations with variable exponents variational methods and qualitative analysis

    CERN Document Server

    Radulescu, Vicentiu D

    2015-01-01

    Partial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis provides researchers and graduate students with a thorough introduction to the theory of nonlinear partial differential equations (PDEs) with a variable exponent, particularly those of elliptic type. The book presents the most important variational methods for elliptic PDEs described by nonhomogeneous differential operators and containing one or more power-type nonlinearities with a variable exponent. The authors give a systematic treatment of the basic mathematical theory and constructive meth

  4. Numerical Solution of the Fractional Partial Differential Equations by the Two-Dimensional Fractional-Order Legendre Functions

    Directory of Open Access Journals (Sweden)

    Fukang Yin

    2013-01-01

    Full Text Available A numerical method is presented to obtain the approximate solutions of the fractional partial differential equations (FPDEs. The basic idea of this method is to achieve the approximate solutions in a generalized expansion form of two-dimensional fractional-order Legendre functions (2D-FLFs. The operational matrices of integration and derivative for 2D-FLFs are first derived. Then, by these matrices, a system of algebraic equations is obtained from FPDEs. Hence, by solving this system, the unknown 2D-FLFs coefficients can be computed. Three examples are discussed to demonstrate the validity and applicability of the proposed method.

  5. Preconditioners based on windowed Fourier frames applied to elliptic partial differential equations

    NARCIS (Netherlands)

    Bhowmik, S.K.; Stolk, C.C.

    2011-01-01

    We investigate the application of windowed Fourier frames to the numerical solution of partial differential equations, focussing on elliptic equations. The action of a partial differential operator (PDO) on a windowed plane wave is close to a multiplication, where the multiplication factor is given

  6. First-order partial differential equations

    CERN Document Server

    Rhee, Hyun-Ku; Amundson, Neal R

    2001-01-01

    This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo

  7. Elliptic partial differential equations

    CERN Document Server

    Han, Qing

    2011-01-01

    Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo

  8. Handbook of differential equations stationary partial differential equations

    CERN Document Server

    Chipot, Michel

    2006-01-01

    This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke

  9. FORSIM, Solution of Ordinary or Partial Differential Equation with Initial Conditions

    International Nuclear Information System (INIS)

    Carver, M.B.

    1985-01-01

    1 - Description of problem or function: FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes his equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration. 2 - Method of solution: Partial differential equations are converted to coupled ordinary differential equations by suitable discretization formulae. Integration is done by variable order, variable step-size error controlled algorithms. 3 - Restrictions on the complexity of the problem - Maximum of: 1000 ordinary differential equations

  10. Differential geometry techniques for sets of nonlinear partial differential equations

    Science.gov (United States)

    Estabrook, Frank B.

    1990-01-01

    An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.

  11. DISPL-1, 2. Order Nonlinear Partial Differential Equation System Solution for Kinetics Diffusion Problems

    International Nuclear Information System (INIS)

    Leaf, G.K.; Minkoff, M.

    1982-01-01

    1 - Description of problem or function: DISPL1 is a software package for solving second-order nonlinear systems of partial differential equations including parabolic, elliptic, hyperbolic, and some mixed types. The package is designed primarily for chemical kinetics- diffusion problems, although not limited to these problems. Fairly general nonlinear boundary conditions are allowed as well as inter- face conditions for problems in an inhomogeneous medium. The spatial domain is one- or two-dimensional with rectangular Cartesian, cylindrical, or spherical (in one dimension only) geometry. 2 - Method of solution: The numerical method is based on the use of Galerkin's procedure combined with the use of B-Splines (C.W.R. de-Boor's B-spline package) to generate a system of ordinary differential equations. These equations are solved by a sophisticated ODE software package which is a modified version of Hindmarsh's GEAR package, NESC Abstract 592. 3 - Restrictions on the complexity of the problem: The spatial domain must be rectangular with sides parallel to the coordinate geometry. Cross derivative terms are not permitted in the PDE. The order of the B-Splines is at most 12. Other parameters such as the number of mesh points in each coordinate direction, the number of PDE's etc. are set in a macro table used by the MORTRAn2 preprocessor in generating the object code

  12. A neuro approach to solve fuzzy Riccati differential equations

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-22

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

  13. Solving differential-algebraic equation systems by means of index reduction methodology

    DEFF Research Database (Denmark)

    Sørensen, Kim; Houbak, Niels; Condra, Thomas Joseph

    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 ODE’s and index 1 DAE’s 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 - ODE’s....

  14. Partial differential equations an introduction

    CERN Document Server

    Colton, David

    2004-01-01

    Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of

  15. Partial differential equations in several complex variables

    CERN Document Server

    Chen, So-Chin

    2001-01-01

    This book is intended both as an introductory text and as a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the fields of Cauchy-Riemann and tangential Cauchy-Riemann operators. This book gives an up-to-date account of the theories for these equations and their applications. The background material in several complex variables is developed in the first three chapters, leading to the Levi problem. The next three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \\bar\\partial-Neumann problem, including L^2 existence theorems on pseudoconvex domains, \\frac 12-subelliptic estimates for the \\bar\\partial-Neumann problems on strongly pseudoconvex domains, global regularity of \\bar\\partial on more general pseudoconvex domains, boundary ...

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

    Directory of Open Access Journals (Sweden)

    Hidetoshi Tahara

    2015-01-01

    Full Text Available The paper considers a problem of analytic continuation of solutions of some nonlinear convolution partial differential equations which naturally appear in the summability theory of formal solutions of nonlinear partial differential equations. Under a suitable assumption it is proved that any local holomorphic solution has an analytic extension to a certain sector and its extension has exponential growth when the variable goes to infinity in the sector.

  17. 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.

  18. Partial differential equations of first order and their applications to physics

    CERN Document Server

    López, Gustavo

    2012-01-01

    This book tries to point out the mathematical importance of the Partial Differential Equations of First Order (PDEFO) in Physics and Applied Sciences. The intention is to provide mathematicians with a wide view of the applications of this branch in physics, and to give physicists and applied scientists a powerful tool for solving some problems appearing in Classical Mechanics, Quantum Mechanics, Optics, and General Relativity. This book is intended for senior or first year graduate students in mathematics, physics, or engineering curricula. This book is unique in the sense that it covers the applications of PDEFO in several branches of applied mathematics, and fills the theoretical gap between the formal mathematical presentation of the theory and the pure applied tool to physical problems that are contained in other books. Improvements made in this second edition include corrected typographical errors; rewritten text to improve the flow and enrich the material; added exercises in all chapters; new applicati...

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

    Directory of Open Access Journals (Sweden)

    Ji Juan-Juan

    2017-01-01

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

  20. Stopping test of iterative methods for solving PDE

    International Nuclear Information System (INIS)

    Wang Bangrong

    1991-01-01

    In order to assure the accuracy of the numerical solution of the iterative method for solving PDE (partial differential equation), the stopping test is very important. If the coefficient matrix of the system of linear algebraic equations is strictly diagonal dominant or irreducible weakly diagonal dominant, the stopping test formulas of the iterative method for solving PDE is proposed. Several numerical examples are given to illustrate the applications of the stopping test formulas

  1. 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.

  2. A Priori Regularity of Parabolic Partial Differential Equations

    KAUST Repository

    Berkemeier, Francisco

    2018-01-01

    In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular

  3. Fast solution of elliptic partial differential equations using linear combinations of plane waves.

    Science.gov (United States)

    Pérez-Jordá, José M

    2016-02-01

    Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

  4. Functional Determinants for Radially Separable Partial Differential Operators

    Directory of Open Access Journals (Sweden)

    G. V. Dunne

    2007-01-01

    Full Text Available Functional determinants of differential operators play a prominent role in many fields of theoretical and mathematical physics, ranging from condensed matter physics, to atomic, molecular and particle physics. They are, however, difficult to compute reliably in non-trivial cases. In one dimensional problems (i.e. functional determinants of ordinary differential operators, a classic result of Gel’fand and Yaglom greatly simplifies the computation of functional determinants. Here I report some recent progress in extending this approach to higher dimensions (i.e., functional determinants of partial differential operators, with applications in quantum field theory. 

  5. PDASAC, Partial Differential Sensitivity Analysis of Stiff System

    International Nuclear Information System (INIS)

    Caracotsios, M.; Stewart, W.E.

    2001-01-01

    1 - Description of program or function: PDASAC solves stiff, nonlinear initial-boundary-value problems in a timelike dimension t and a space dimension x. Plane, circular cylindrical or spherical boundaries can be handled. Mixed-order systems of partial differential and algebraic equations can be analyzed with members of order or 0 or 1 in t, 0, 1 or 2 in x. Parametric sensitivities of the calculated states are computed simultaneously on request, via the Jacobian of the state equations. Initial and boundary conditions are efficiently reconciled. Local error control (in the max-norm or the 2-norm) is provided for the state vector and can include the parametric sensitivities if desired. 2 - Method of solution: The method of lines is used, with a user- selected x-grid and a minimum-bandwidth finite-difference approximations of the x-derivatives. Starting conditions are reconciled with a damped Newton algorithm adapted from Bain and Stewart (1991). Initial step selection is done by the first-order algorithms of Shampine (1987), extended here to differential- algebraic equation systems. The solution is continued with the DASSL predictor-corrector algorithm (Petzold 1983, Brenan et al. 1989) with the initial acceleration phase deleted and with row scaling of the Jacobian added. The predictor and corrector are expressed in divided-difference form, with the fixed-leading-coefficient form of corrector (Jackson and Sacks-Davis 1989; Brenan et al. 1989). Weights for the error tests are updated in each step with the user's tolerances at the predicted state. Sensitivity analysis is performed directly on the corrector equations of Caracotsios and Stewart (1985) and is extended here to the initialization when needed. 3 - Restrictions on the complexity of the problem: This algorithm, like DASSL, performs well on differential-algebraic equation systems of index 0 and 1 but not on higher-index systems; see Brenan et al. (1989). The user assigned the work array lengths and the output

  6. 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.

  7. 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)

  8. 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.

  9. 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.

  10. 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)

  11. Stability test for a parabolic partial differential equation

    NARCIS (Netherlands)

    Vajta, Miklos

    2001-01-01

    The paper describes a stability test applied to coupled parabolic partial differential equations. The PDE's describe the temperature distribution of composite structures with linear inner heat sources. The distributed transfer functions are developed based on the transmission matrix of each layer.

  12. Observability of discretized partial differential equations

    Science.gov (United States)

    Cohn, Stephen E.; Dee, Dick P.

    1988-01-01

    It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

  13. Soliton solution for nonlinear partial differential equations by cosine-function method

    International Nuclear Information System (INIS)

    Ali, A.H.A.; Soliman, A.A.; Raslan, K.R.

    2007-01-01

    In this Letter, we established a traveling wave solution by using Cosine-function algorithm for nonlinear partial differential equations. The method is used to obtain the exact solutions for five different types of nonlinear partial differential equations such as, general equal width wave equation (GEWE), general regularized long wave equation (GRLW), general Korteweg-de Vries equation (GKdV), general improved Korteweg-de Vries equation (GIKdV), and Coupled equal width wave equations (CEWE), which are the important soliton equations

  14. Higher order multi-term time-fractional partial differential equations involving Caputo-Fabrizio derivative

    OpenAIRE

    Erkinjon Karimov; Sardor Pirnafasov

    2017-01-01

    In this work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.

  15. Partial differential equation models in the socio-economic sciences

    KAUST Repository

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A.

    2014-01-01

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences

  16. Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

    Energy Technology Data Exchange (ETDEWEB)

    Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

    2017-12-01

    We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.

  17. 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…

  18. Exact solutions of some nonlinear partial differential equations using ...

    Indian Academy of Sciences (India)

    Nonlinear partial differential equations (NPDEs) are encountered in various ... such as physics, mechanics, chemistry, biology, mathematics and engineering. ... In §3, this method is applied to the generalized forms of Klein–Gordon equation,.

  19. Iterative Observer-based Estimation Algorithms for Steady-State Elliptic Partial Differential Equation Systems

    KAUST Repository

    Majeed, Muhammad Usman

    2017-07-19

    Steady-state elliptic partial differential equations (PDEs) are frequently used to model a diverse range of physical phenomena. The source and boundary data estimation problems for such PDE systems are of prime interest in various engineering disciplines including biomedical engineering, mechanics of materials and earth sciences. Almost all existing solution strategies for such problems can be broadly classified as optimization-based techniques, which are computationally heavy especially when the problems are formulated on higher dimensional space domains. However, in this dissertation, feedback based state estimation algorithms, known as state observers, are developed to solve such steady-state problems using one of the space variables as time-like. In this regard, first, an iterative observer algorithm is developed that sweeps over regular-shaped domains and solves boundary estimation problems for steady-state Laplace equation. It is well-known that source and boundary estimation problems for the elliptic PDEs are highly sensitive to noise in the data. For this, an optimal iterative observer algorithm, which is a robust counterpart of the iterative observer, is presented to tackle the ill-posedness due to noise. The iterative observer algorithm and the optimal iterative algorithm are then used to solve source localization and estimation problems for Poisson equation for noise-free and noisy data cases respectively. Next, a divide and conquer approach is developed for three-dimensional domains with two congruent parallel surfaces to solve the boundary and the source data estimation problems for the steady-state Laplace and Poisson kind of systems respectively. Theoretical results are shown using a functional analysis framework, and consistent numerical simulation results are presented for several test cases using finite difference discretization schemes.

  20. 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.

  1. CIME course on Control of Partial Differential Equations

    CERN Document Server

    Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique

    2012-01-01

    The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010.  Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...

  2. Higher order multi-term time-fractional partial differential equations involving Caputo-Fabrizio derivative

    Directory of Open Access Journals (Sweden)

    Erkinjon Karimov

    2017-10-01

    Full Text Available In this work we discuss higher order multi-term partial differential equation (PDE with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.

  3. An Improved Heaviside Approach to Partial Fraction Expansion and Its Applications

    Science.gov (United States)

    Man, Yiu-Kwong

    2009-01-01

    In this note, we present an improved Heaviside approach to compute the partial fraction expansions of proper rational functions. This method uses synthetic divisions to determine the unknown partial fraction coefficients successively, without the need to use differentiation or to solve a system of linear equations. Examples of its applications in…

  4. High-order asynchrony-tolerant finite difference schemes for partial differential equations

    Science.gov (United States)

    Aditya, Konduri; Donzis, Diego A.

    2017-12-01

    Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a method based on finite-difference schemes to solve partial differential equations in an asynchronous fashion - synchronization between PEs is relaxed at a mathematical level. While standard schemes can maintain their stability in the presence of asynchrony, their accuracy is drastically affected. In this work, we present a general methodology to derive asynchrony-tolerant (AT) finite difference schemes of arbitrary order of accuracy, which can maintain their accuracy when synchronizations are relaxed. We show that there are several choices available in selecting a stencil to derive these schemes and discuss their effect on numerical and computational performance. We provide a simple classification of schemes based on the stencil and derive schemes that are representative of different classes. Their numerical error is rigorously analyzed within a statistical framework to obtain the overall accuracy of the solution. Results from numerical experiments are used to validate the performance of the schemes.

  5. Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method

    International Nuclear Information System (INIS)

    Lewandowski, Jerome L.V.

    2005-01-01

    A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details

  6. Book review: Partial Differential Equations and Fluid Mechanics

    NARCIS (Netherlands)

    Muntean, A.

    2011-01-01

    The baak is the result of the workshop Partial Differential Equations and Fluid Dynamics that look place at the Mathematics Institute of the University of Warwick. May 21st - 23rd, 2007. It contains ten review and research papers which provide an accessible summary of a wide range of active research

  7. Mobile point sensors and actuators in the controllability theory of partial differential equations

    CERN Document Server

    Khapalov, Alexander Y

    2017-01-01

    This book presents a concise study of controllability theory of partial differential equations when they are equipped with actuators and/or sensors that are finite dimensional at every moment of time. Based on the author’s extensive research in the area of controllability theory, this monograph specifically focuses on the issues of controllability, observability, and stabilizability for parabolic and hyperbolic partial differential equations. The topics in this book also cover related applied questions such as the problem of localization of unknown pollution sources based on information obtained from point sensors that arise in environmental monitoring. Researchers and graduate students interested in controllability theory of partial differential equations and its applications will find this book to be an invaluable resource to their studies.

  8. A numerical method for solving singular De`s

    Energy Technology Data Exchange (ETDEWEB)

    Mahaver, W.T.

    1996-12-31

    A numerical method is developed for solving singular differential equations using steepest descent based on weighted Sobolev gradients. The method is demonstrated on a variety of first and second order problems, including linear constrained, unconstrained, and partially constrained first order problems, a nonlinear first order problem with irregular singularity, and two second order variational problems.

  9. Hidden physics models: Machine learning of nonlinear partial differential equations

    Science.gov (United States)

    Raissi, Maziar; Karniadakis, George Em

    2018-03-01

    While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

  10. 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…

  11. Partial differential equation models in macroeconomics.

    Science.gov (United States)

    Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin

    2014-11-13

    The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

  12. Numerical Methods for Partial Differential Equations

    CERN Document Server

    Guo, Ben-yu

    1987-01-01

    These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

  13. Function spaces and partial differential equations 2 volume set

    CERN Document Server

    Taheri, Ali

    2015-01-01

    This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.

  14. 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.

  15. Role reversal and problem solving in international negotiations: the Partial Nuclear Test Ban case

    International Nuclear Information System (INIS)

    King, T.D.

    1978-01-01

    To facilitate finding bargaining space and to reinforce cooperative potential, a number of analysts have promoted the use of role reversal and problem solving. Role reversal involves restating the positions of one's adversary to demonstrate understanding and to develop empathy, while problem solving involves searching for alternatives that promote joint interests. The case of the negotiations in the Eighteen Nation Disarmament Conference from 1962--1963 leading to the Partial Nuclear Test Ban Treaty provided the context for examining bargaining relationships involving role reversal and problem solving. Interactions among the United States, the United Kingdom, and the Soviet Union, as recorded in transcripts of 112 sessions, were coded using Bargaining Process Analysis II, a content analysis instrument used to classify negotiation behaviors. Role reversal was measured by the frequency of paraphrases of the adversary's positions. Problem solving was measured by the frequency of themes promoting the exploration of alternatives and the search for mutually beneficial outcomes. The findings on the use of paraphrasing suggest that it can be used to restrict exploration as well as to promote it. The exploratory focus of problem solving was somewhat limited by its use in association with demands, suggesting that problem solving was interpreted as a sign of weakness

  16. Hyperbolic partial differential equations populations, reactors, tides and waves theory and applications

    CERN Document Server

    Witten, Matthew

    1983-01-01

    Hyperbolic Partial Differential Equations, Volume 1: Population, Reactors, Tides and Waves: Theory and Applications covers three general areas of hyperbolic partial differential equation applications. These areas include problems related to the McKendrick/Von Foerster population equations, other hyperbolic form equations, and the numerical solution.This text is composed of 15 chapters and begins with surveys of age specific population interactions, populations models of diffusion, nonlinear age dependent population growth with harvesting, local and global stability for the nonlinear renewal eq

  17. Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

    Science.gov (United States)

    Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

    2016-07-01

    Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

  18. 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.

  19. 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.

  20. Advances in nonlinear partial differential equations and stochastics

    CERN Document Server

    Kawashima, S

    1998-01-01

    In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.

  1. Reciprocal links among differential parenting, perceived partiality, and self-worth: a three-wave longitudinal study.

    Science.gov (United States)

    Shebloski, Barbara; Conger, Katherine J; Widaman, Keith F

    2005-12-01

    This study examined reciprocal links between parental differential treatment, siblings' perception of partiality, and self-worth with 3 waves of data from 384 adolescent sibling dyads. Results suggest that birth-order status was significantly associated with self-worth and perception of maternal and paternal differential treatment. There was a consistent across-time effect of self-worth on perception of parental partiality for later born siblings, but not earlier born siblings, and a consistent effect of differential treatment on perception of partiality for earlier born but not later born siblings. The results contribute new insight into the associations between perception of differential parenting and adolescents' adjustment and the role of birth order. Copyright 2006 APA, all rights reserved).

  2. 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…

  3. Discontinuous Galerkin finite element methods for hyperbolic nonconservative partial differential equations

    International Nuclear Information System (INIS)

    Rhebergen, S.; Bokhove, O.; Vegt, J.J.W. van der

    2008-01-01

    We present space- and space-time discontinuous Galerkin finite element (DGFEM) formulations for systems containing nonconservative products, such as occur in dispersed multiphase flow equations. The main criterium we pose on the weak formulation is that if the system of nonconservative partial differential equations can be transformed into conservative form, then the formulation must reduce to that for conservative systems. Standard DGFEM formulations cannot be applied to nonconservative systems of partial differential equations. We therefore introduce the theory of weak solutions for nonconservative products into the DGFEM formulation leading to the new question how to define the path connecting left and right states across a discontinuity. The effect of different paths on the numerical solution is investigated and found to be small. We also introduce a new numerical flux that is able to deal with nonconservative products. Our scheme is applied to two different systems of partial differential equations. First, we consider the shallow water equations, where topography leads to nonconservative products, in which the known, possibly discontinuous, topography is formally taken as an unknown in the system. Second, we consider a simplification of a depth-averaged two-phase flow model which contains more intrinsic nonconservative products

  4. Energy preserving integration of bi-Hamiltonian partial differential equations

    NARCIS (Netherlands)

    Karasozen, B.; Simsek, G.

    2013-01-01

    The energy preserving average vector field (AVF) integrator is applied to evolutionary partial differential equations (PDEs) in bi-Hamiltonian form with nonconstant Poisson structures. Numerical results for the Korteweg de Vries (KdV) equation and for the Ito type coupled KdV equation confirm the

  5. Ambit processes and stochastic partial differential equations

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut

    Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....

  6. Partial differential equations and their applications

    International Nuclear Information System (INIS)

    Gauthier-Villars

    1998-01-01

    This book is dedicated to the French mathematician J.L.Lions. It represents a compilation of articles from about 80 authors. The topics treated are diverse but the more or less commune matter is the study of the characteristics of some partial differential equations. Stability, optimal approximation, numerical resolution, particular applications are among the subjects reviewed. An article deals with the MHD stability of fusion plasmas in tokamaks, another presents the scientific and technical challenges of nuclear energy in France. The latter that contains no equations can be considered as an enjoyable break in a sea of about 40 mathematical articles. (A.C.)

  7. Exact solutions of some nonlinear partial differential equations using ...

    Indian Academy of Sciences (India)

    The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...

  8. On a partial differential equation method for determining the free energies and coexisting phase compositions of ternary mixtures from light scattering data.

    Science.gov (United States)

    Ross, David S; Thurston, George M; Lutzer, Carl V

    2008-08-14

    In this paper we present a method for determining the free energies of ternary mixtures from light scattering data. We use an approximation that is appropriate for liquid mixtures, which we formulate as a second-order nonlinear partial differential equation. This partial differential equation (PDE) relates the Hessian of the intensive free energy to the efficiency of light scattering in the forward direction. This basic equation applies in regions of the phase diagram in which the mixtures are thermodynamically stable. In regions in which the mixtures are unstable or metastable, the appropriate PDE is the nonlinear equation for the convex hull. We formulate this equation along with continuity conditions for the transition between the two equations at cloud point loci. We show how to discretize this problem to obtain a finite-difference approximation to it, and we present an iterative method for solving the discretized problem. We present the results of calculations that were done with a computer program that implements our method. These calculations show that our method is capable of reconstructing test free energy functions from simulated light scattering data. If the cloud point loci are known, the method also finds the tie lines and tie triangles that describe thermodynamic equilibrium between two or among three liquid phases. A robust method for solving this PDE problem, such as the one presented here, can be a basis for optical, noninvasive means of characterizing the thermodynamics of multicomponent mixtures.

  9. 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…

  10. Taguchi method for partial differential equations with application in tumor growth.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena

    2014-01-01

    The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.

  11. Some overdetermined systems of complex partial differential equations

    International Nuclear Information System (INIS)

    Le Hung Son.

    1990-01-01

    In this paper we extend some properties of analytic functions on several complex variables to solutions of overdetermined systems of complex partial differential equations. It is proved that many global properties of analytic functions are true for solutions of the Vekua system in special cases. The relation between analytic functions and solutions of quasi-linear systems is discussed in the paper. (author). 8 refs

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. A partial differential equation for pseudocontact shift.

    Science.gov (United States)

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

    It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  18. Oscillation of certain higher-order neutral partial functional differential equations.

    Science.gov (United States)

    Li, Wei Nian; Sheng, Weihong

    2016-01-01

    In this paper, we study the oscillation of certain higher-order neutral partial functional differential equations with the Robin boundary conditions. Some oscillation criteria are established. Two examples are given to illustrate the main results in the end of this paper.

  19. Function spaces and partial differential equations volume 2 : contemporary analysis

    CERN Document Server

    Taheri, Ali

    2015-01-01

    This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.

  20. 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.

  1. 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)

  2. 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.

  3. Introductory Applications of Partial Differential Equations With Emphasis on Wave Propagation and Diffusion

    CERN Document Server

    Lamb, George L

    1995-01-01

    INTRODUCTORY APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS. With Emphasis on Wave Propagation and Diffusion. This is the ideal text for students and professionals who have some familiarity with partial differential equations, and who now wish to consolidate and expand their knowledge. Unlike most other texts on this topic, it interweaves prior knowledge of mathematics and physics, especially heat conduction and wave motion, into a presentation that demonstrates their interdependence. The result is a superb teaching text that reinforces the reader's understanding of both mathematics and physic

  4. Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane

    Science.gov (United States)

    Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.

    2002-03-01

    The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.

  5. Asymptotic problems for stochastic partial differential equations

    Science.gov (United States)

    Salins, Michael

    Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.

  6. On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities

    KAUST Repository

    Parshad, Rana; Bayazit, Derviş; Barlow, Nathaniel S.; Prasad, V. Ramchandra

    2011-01-01

    We consider a reduced form pricing model for mortgage backed securities, formulated as a non-linear partial differential equation. We prove that the model possesses a weak solution. We then show that under additional regularity assumptions on the initial data, we also have a mild solution. This mild solution is shown to be a strong solution via further regularity arguments. We also numerically solve the reduced model via a Fourier spectral method. Lastly, we compare our numerical solution to real market data. We observe interestingly that the reduced model captures a number of recent market trends in this data, that have escaped previous models.

  7. Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

    Directory of Open Access Journals (Sweden)

    T. E. Govindan

    2011-01-01

    Full Text Available This paper studies the existence and uniqueness of a mild solution for a neutral stochastic partial functional differential equation using a local Lipschitz condition. When the neutral term is zero and even in the deterministic special case, the result obtained here appears to be new. An example is included to illustrate the theory.

  8. Spectral methods for time dependent partial differential equations

    Science.gov (United States)

    Gottlieb, D.; Turkel, E.

    1983-01-01

    The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

  9. 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

  10. A Novel Method for Analytical Solutions of Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Mehmet Ali Akinlar

    2013-01-01

    Full Text Available A new solution technique for analytical solutions of fractional partial differential equations (FPDEs is presented. The solutions are expressed as a finite sum of a vector type functional. By employing MAPLE software, it is shown that the solutions might be extended to an arbitrary degree which makes the present method not only different from the others in the literature but also quite efficient. The method is applied to special Bagley-Torvik and Diethelm fractional differential equations as well as a more general fractional differential equation.

  11. 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…

  12. Modeling biological gradient formation: combining partial differential equations and Petri nets.

    Science.gov (United States)

    Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J

    2016-01-01

    Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.

  13. Plane waves and spherical means applied to partial differential equations

    CERN Document Server

    John, Fritz

    2004-01-01

    Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with con

  14. Nonlinear partial differential equations and their applications

    CERN Document Server

    Lions, Jacques Louis

    2002-01-01

    This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op

  15. ERC Workshop on Geometric Partial Differential Equations

    CERN Document Server

    Novaga, Matteo; Valdinoci, Enrico

    2013-01-01

    This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.

  16. Methods for partial differential equations qualitative properties of solutions, phase space analysis, semilinear models

    CERN Document Server

    Ebert, Marcelo R

    2018-01-01

    This book provides an overview of different topics related to the theory of partial differential equations. Selected exercises are included at the end of each chapter to prepare readers for the “research project for beginners” proposed at the end of the book. It is a valuable resource for advanced graduates and undergraduate students who are interested in specializing in this area. The book is organized in five parts: In Part 1 the authors review the basics and the mathematical prerequisites, presenting two of the most fundamental results in the theory of partial differential equations: the Cauchy-Kovalevskaja theorem and Holmgren's uniqueness theorem in its classical and abstract form. It also introduces the method of characteristics in detail and applies this method to the study of Burger's equation. Part 2 focuses on qualitative properties of solutions to basic partial differential equations, explaining the usual properties of solutions to elliptic, parabolic and hyperbolic equations for the archetypes...

  17. ON PARTIAL DIFFERENTIAL AND DIFFERENCE EQUATIONS WITH SYMMETRIES DEPENDING ON ARBITRARY FUNCTIONS

    Directory of Open Access Journals (Sweden)

    Giorgio Gubbiotti

    2016-06-01

    Full Text Available In this note we present some ideas on when Lie symmetries, both point and generalized, can depend on arbitrary functions. We show a few examples, both in partial differential and partial difference equations where this happens. Moreover we show that the infinitesimal generators of generalized symmetries depending on arbitrary functions, both for continuous and discrete equations, effectively play the role of master symmetries.

  18. Stepwise Analysis of Differential Item Functioning Based on Multiple-Group Partial Credit Model.

    Science.gov (United States)

    Muraki, Eiji

    1999-01-01

    Extended an Item Response Theory (IRT) method for detection of differential item functioning to the partial credit model and applied the method to simulated data using a stepwise procedure. Then applied the stepwise DIF analysis based on the multiple-group partial credit model to writing trend data from the National Assessment of Educational…

  19. 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

  20. 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.

  1. Maillet type theorem for singular first order nonlinear partial differential equations of totally characteristic type. Part II

    Directory of Open Access Journals (Sweden)

    Akira Shirai

    2015-01-01

    Full Text Available In this paper, we study the following nonlinear first order partial differential equation: \\[f(t,x,u,\\partial_t u,\\partial_x u=0\\quad\\text{with}\\quad u(0,x\\equiv 0.\\] The purpose of this paper is to determine the estimate of Gevrey order under the condition that the equation is singular of a totally characteristic type. The Gevrey order is indicated by the rate of divergence of a formal power series. This paper is a continuation of the previous papers [Convergence of formal solutions of singular first order nonlinear partial differential equations of totally characteristic type, Funkcial. Ekvac. 45 (2002, 187-208] and [Maillet type theorem for singular first order nonlinear partial differential equations of totally characteristic type, Surikaiseki Kenkyujo Kokyuroku, Kyoto University 1431 (2005, 94-106]. Especially the last-mentioned paper is regarded as part I of this paper.

  2. A Novel Method for Analytical Solutions of Fractional Partial Differential Equations

    OpenAIRE

    Mehmet Ali Akinlar; Muhammet Kurulay

    2013-01-01

    A new solution technique for analytical solutions of fractional partial differential equations (FPDEs) is presented. The solutions are expressed as a finite sum of a vector type functional. By employing MAPLE software, it is shown that the solutions might be extended to an arbitrary degree which makes the present method not only different from the others in the literature but also quite efficient. The method is applied to special Bagley-Torvik and Diethelm fractional differential equations as...

  3. Numerical solutions of ordinary and partial differential equations in the frequency domain

    International Nuclear Information System (INIS)

    Hazi, G.; Por, G.

    1997-01-01

    Numerical problems during the noise simulation in a nuclear power plant are discussed. The solutions of ordinary and partial differential equations are studied in the frequency domain. Numerical methods by the transfer function method are applied. It is shown that the correctness of the numerical methods is limited for ordinary differential equations in the frequency domain. To overcome the difficulties, step-size selection is suggested. (author)

  4. Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility

    International Nuclear Information System (INIS)

    El-Sabbagh, Mostafa F.; Ahmad, Ali T.

    2011-01-01

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

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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)

  10. 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)

  11. A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

    KAUST Repository

    Babuška, Ivo; Nobile, Fabio; Tempone, Raul

    2010-01-01

    This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables. The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space, and naturally leads to the solution of uncoupled deterministic problems as in the Monte Carlo approach. It treats easily a wide range of situations, such as input data that depend nonlinearly on the random variables, diffusivity coefficients with unbounded second moments, and random variables that are correlated or even unbounded. We provide a rigorous convergence analysis and demonstrate exponential convergence of the “probability error” with respect to the number of Gauss points in each direction of the probability space, under some regularity assumptions on the random input data. Numerical examples show the effectiveness of the method. Finally, we include a section with developments posterior to the original publication of this work. There we review sparse grid stochastic collocation methods, which are effective collocation strategies for problems that depend on a moderately large number of random variables.

  12. Compatible Spatial Discretizations for Partial Differential Equations

    Energy Technology Data Exchange (ETDEWEB)

    Arnold, Douglas, N, ed.

    2004-11-25

    From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical

  13. 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.

  14. RBSDE's with jumps and the related obstacle problems for integral-partial differential equations

    Institute of Scientific and Technical Information of China (English)

    FAN; Yulian

    2006-01-01

    The author proves, when the noise is driven by a Brownian motion and an independent Poisson random measure, the one-dimensional reflected backward stochastic differential equation with a stopping time terminal has a unique solution. And in a Markovian framework, the solution can provide a probabilistic interpretation for the obstacle problem for the integral-partial differential equation.

  15. A Priori Regularity of Parabolic Partial Differential Equations

    KAUST Repository

    Berkemeier, Francisco

    2018-05-13

    In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.

  16. Comparison differential transformation technique with Adomian decomposition method for linear and nonlinear initial value problems

    International Nuclear Information System (INIS)

    Abdel-Halim Hassan, I.H.

    2008-01-01

    In this paper, we will compare the differential transformation method DTM and Adomian decomposition method ADM to solve partial differential equations (PDEs). The definition and operations of differential transform method was introduced by Zhou [Zhou JK. Differential transformation and its application for electrical circuits. Wuuhahn, China: Huarjung University Press; 1986 [in Chinese

  17. 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.

  18. Partial wave analysis for folded differential cross sections

    Science.gov (United States)

    Machacek, J. R.; McEachran, R. P.

    2018-03-01

    The value of modified effective range theory (MERT) and the connection between differential cross sections and phase shifts in low-energy electron scattering has long been recognized. Recent experimental techniques involving magnetically confined beams have introduced the concept of folded differential cross sections (FDCS) where the forward (θ ≤ π/2) and backward scattered (θ ≥ π/2) projectiles are unresolved, that is the value measured at the angle θ is the sum of the signal for particles scattered into the angles θ and π - θ. We have developed an alternative approach to MERT in order to analyse low-energy folded differential cross sections for positrons and electrons. This results in a simplified expression for the FDCS when it is expressed in terms of partial waves and thereby enables one to extract the first few phase shifts from a fit to an experimental FDCS at low energies. Thus, this method predicts forward and backward angle scattering (0 to π) using only experimental FDCS data and can be used to determine the total elastic cross section solely from experimental results at low-energy, which are limited in angular range.

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

    CERN Document Server

    Shubin, M

    1994-01-01

    This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

  20. 4th International Conference on Particle Systems and Partial Differential Equations

    CERN Document Server

    Soares, Ana

    2017-01-01

    'This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic “basic” terms involved in the formulation of the dynamic Ö4  theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho’s Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations.  The book w...

  1. 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.

  2. 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.

  3. 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.

  4. Inclusion of exact exchange in the noniterative partial-differential-equation method of electron-molecule scattering - Application to e-N2

    Science.gov (United States)

    Weatherford, C. A.; Onda, K.; Temkin, A.

    1985-01-01

    The noniterative partial-differential-equation (PDE) approach to electron-molecule scattering of Onda and Temkin (1983) is modified to account for the effects of exchange explicitly. The exchange equation is reduced to a set of inhomogeneous equations containing no integral terms and solved noniteratively in a difference form; a method for propagating the solution to large values of r is described; the changes in the polarization potential of the original PDE method required by the inclusion of exact static exchange are indicated; and the results of computations for e-N2 scattering in the fixed-nuclei approximation are presented in tables and graphs and compared with previous calculations and experimental data. Better agreement is obtained using the modified PDE method.

  5. Collage-based approaches for elliptic partial differential equations inverse problems

    Science.gov (United States)

    Yodzis, Michael; Kunze, Herb

    2017-01-01

    The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.

  6. Analytical solutions for coupling fractional partial differential equations with Dirichlet boundary conditions

    Science.gov (United States)

    Ding, Xiao-Li; Nieto, Juan J.

    2017-11-01

    In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.

  7. 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.

  8. Unconditionally stable difference methods for delay partial differential equations

    OpenAIRE

    Huang, Chengming; Vandewalle, Stefan

    2012-01-01

    This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretizati...

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

    International Nuclear Information System (INIS)

    Ka-Lin, Su; Yuan-Xi, Xie

    2010-01-01

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

  10. 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.

  11. 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.

  12. 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.

  13. Highly Scalable Asynchronous Computing Method for Partial Differential Equations: A Path Towards Exascale

    Science.gov (United States)

    Konduri, Aditya

    Many natural and engineering systems are governed by nonlinear partial differential equations (PDEs) which result in a multiscale phenomena, e.g. turbulent flows. Numerical simulations of these problems are computationally very expensive and demand for extreme levels of parallelism. At realistic conditions, simulations are being carried out on massively parallel computers with hundreds of thousands of processing elements (PEs). It has been observed that communication between PEs as well as their synchronization at these extreme scales take up a significant portion of the total simulation time and result in poor scalability of codes. This issue is likely to pose a bottleneck in scalability of codes on future Exascale systems. In this work, we propose an asynchronous computing algorithm based on widely used finite difference methods to solve PDEs in which synchronization between PEs due to communication is relaxed at a mathematical level. We show that while stability is conserved when schemes are used asynchronously, accuracy is greatly degraded. Since message arrivals at PEs are random processes, so is the behavior of the error. We propose a new statistical framework in which we show that average errors drop always to first-order regardless of the original scheme. We propose new asynchrony-tolerant schemes that maintain accuracy when synchronization is relaxed. The quality of the solution is shown to depend, not only on the physical phenomena and numerical schemes, but also on the characteristics of the computing machine. A novel algorithm using remote memory access communications has been developed to demonstrate excellent scalability of the method for large-scale computing. Finally, we present a path to extend this method in solving complex multi-scale problems on Exascale machines.

  14. Variational and potential formulation for stochastic partial differential equations

    International Nuclear Information System (INIS)

    Munoz S, A G; Ojeda, J; Sierra D, P; Soldovieri, T

    2006-01-01

    Recently there has been interest in finding a potential formulation for stochastic partial differential equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single expression. In this letter we formally provide a general Lagrangian formalism for SPDEs using the Hojman et al method. We show that it is possible to write the corresponding effective potential starting from an s-equivalent Lagrangian, and that this potential is able to reproduce all the dynamics of the system once a special differential operator has been applied. This procedure can be used to study the complete time evolution and spatial inhomogeneities of the system under consideration, and is also suitable for the statistical mechanics description of the problem. (letter to the editor)

  15. 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.

  16. Controllability of partial differential equations governed by multiplicative controls

    CERN Document Server

    Khapalov, Alexander Y

    2010-01-01

    The goal of this monograph is to address the issue of the global controllability of partial differential equations in the context of multiplicative (or bilinear) controls, which enter the model equations as coefficients. The mathematical models we examine include the linear and nonlinear parabolic and hyperbolic PDE's, the Schrödinger equation, and coupled hybrid nonlinear distributed parameter systems modeling the swimming phenomenon. The book offers a new, high-quality and intrinsically nonlinear methodology to approach the aforementioned highly nonlinear controllability problems.

  17. 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.

  18. 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

  19. Inverse problems for partial differential equations

    CERN Document Server

    Isakov, Victor

    2017-01-01

    This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...

  20. Improved stochastic approximation methods for discretized parabolic partial differential equations

    Science.gov (United States)

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

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

    OpenAIRE

    Gómez, César

    2007-01-01

    In this paper, we present the generalized tanh method to obtain exact solutions of nonlinear partial differential equations, and we obtain solitons and exact solutions of some important equations of the mathematical physics.

  2. Data-driven discovery of partial differential equations.

    Science.gov (United States)

    Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan

    2017-04-01

    We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.

  3. Modulating Function-Based Method for Parameter and Source Estimation of Partial Differential Equations

    KAUST Repository

    Asiri, Sharefa M.

    2017-01-01

    Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown

  4. Multigrid for high dimensional elliptic partial differential equations on non-equidistant grids

    NARCIS (Netherlands)

    bin Zubair, H.; Oosterlee, C.E.; Wienands, R.

    2006-01-01

    This work presents techniques, theory and numbers for multigrid in a general d-dimensional setting. The main focus is the multigrid convergence for high-dimensional partial differential equations (PDEs). As a model problem we have chosen the anisotropic diffusion equation, on a unit hypercube. We

  5. New model reduction technique for a class of parabolic partial differential equations

    NARCIS (Netherlands)

    Vajta, Miklos

    1991-01-01

    A model reduction (or lumping) technique for a class of parabolic-type partial differential equations is given, and its application is discussed. The frequency response of the temperature distribution in any multilayer solid is developed and given by a matrix expression. The distributed transfer

  6. Partial differential equations and boundary-value problems with applications

    CERN Document Server

    Pinsky, Mark A

    2011-01-01

    Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems-rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate th

  7. Consistency of direct integral estimator for partially observed systems of ordinary differential equations

    NARCIS (Netherlands)

    Vujačić, Ivan; Dattner, Itai

    In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.

  8. 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

  9. An Equation-Type Approach for the Numerical Solution of the Partial Differential Equations Governing Transport Phenomena in Porous Media

    KAUST Repository

    Sun, Shuyu

    2012-06-02

    A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.

  10. An Equation-Type Approach for the Numerical Solution of the Partial Differential Equations Governing Transport Phenomena in Porous Media

    KAUST Repository

    Sun, Shuyu; Salama, Amgad; El-Amin, Mohamed

    2012-01-01

    A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.

  11. 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.

  12. Asymptotic behavior of solutions of diffusion-like partial differential equations invariant to a family of affine groups

    International Nuclear Information System (INIS)

    Dresner, L.

    1990-07-01

    This report deals with the asymptotic behavior of certain solutions of partial differential equations in one dependent and two independent variables (call them c, z, and t, respectively). The partial differential equations are invariant to one-parameter families of one-parameter affine groups of the form: c' = λ α c, t' = λ β t, z' = λz, where λ is the group parameter that labels the individual transformations and α and β are parameters that label groups of the family. The parameters α and β are connected by a linear relation, Mα + Nβ = L, where M, N, and L are numbers determined by the structure of the partial differential equation. It is shown that when L/M and N/M are L/M t -N/M for large z or small t. Some practical applications of this result are discussed. 8 refs

  13. Functional analytic methods in complex analysis and applications to partial differential equations

    International Nuclear Information System (INIS)

    Mshimba, A.S.A.; Tutschke, W.

    1990-01-01

    The volume contains 24 lectures given at the Workshop on Functional Analytic Methods in Complex Analysis and Applications to Partial Differential Equations held in Trieste, Italy, between 8-19 February 1988, at the ICTP. A separate abstract was prepared for each of these lectures. Refs and figs

  14. Estimating varying coefficients for partial differential equation models.

    Science.gov (United States)

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2017-09-01

    Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

  15. BOOK REVIEW: Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

    Science.gov (United States)

    Katsaounis, T. D.

    2005-02-01

    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. The first chapter is an introduction to parallel processing. It covers fundamentals of parallel processing in a simple and concrete way and no prior knowledge of the subject is required. Examples of parallel implementation of basic linear algebra operations are presented using the Message Passing Interface (MPI) programming environment. Here, some knowledge of MPI routines is required by the reader. Examples solving in parallel simple PDEs using

  16. Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II: Inclusion of Exchange

    Science.gov (United States)

    Shertzer, Janine; Temkin, A.

    2003-01-01

    As is well known, the full scattering amplitude can be expressed as an integral involving the complete scattering wave function. We have shown that the integral can be simplified and used in a practical way. Initial application to electron-hydrogen scattering without exchange was highly successful. The Schrodinger equation (SE), which can be reduced to a 2d partial differential equation (pde), was solved using the finite element method. We have now included exchange by solving the resultant SE, in the static exchange approximation, which is reducible to a pair of coupled pde's. The resultant scattering amplitudes, both singlet and triplet, calculated as a function of energy are in excellent agreement with converged partial wave results.

  17. 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.

  18. Chosen interval methods for solving linear interval systems with special type of matrix

    Science.gov (United States)

    Szyszka, Barbara

    2013-10-01

    The paper is devoted to chosen direct interval methods for solving linear interval systems with special type of matrix. This kind of matrix: band matrix with a parameter, from finite difference problem is obtained. Such linear systems occur while solving one dimensional wave equation (Partial Differential Equations of hyperbolic type) by using the central difference interval method of the second order. Interval methods are constructed so as the errors of method are enclosed in obtained results, therefore presented linear interval systems contain elements that determining the errors of difference method. The chosen direct algorithms have been applied for solving linear systems because they have no errors of method. All calculations were performed in floating-point interval arithmetic.

  19. 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...

  20. Partial differential equation models in the socio-economic sciences

    KAUST Repository

    Burger, Martin

    2014-10-06

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective.

  1. Constrained Optimization and Optimal Control for Partial Differential Equations

    CERN Document Server

    Leugering, Günter; Griewank, Andreas

    2012-01-01

    This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont

  2. Superdiffusions and positive solutions of nonlinear partial differential equations

    CERN Document Server

    Dynkin, E B

    2004-01-01

    This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that can be of interest for everybody who works on applications of probabilistic methods to mathematical analysis.

  3. Malliavin Calculus With Applications to Stochastic Partial Differential Equations

    CERN Document Server

    Sanz-Solé, Marta

    2005-01-01

    Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book presents applications of Malliavin calculus to the analysis of probability laws of solutions to stochastic partial differential equations driven by Gaussian noises that are white in time and coloured in space. The first five chapters introduce the calculus itself

  4. 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.

  5. Clawpack: Building an open source ecosystem for solving hyperbolic PDEs

    Science.gov (United States)

    Iverson, Richard M.; Mandli, K.T.; Ahmadia, Aron J.; Berger, M.J.; Calhoun, Donna; George, David L.; Hadjimichael, Y.; Ketcheson, David I.; Lemoine, Grady L.; LeVeque, Randall J.

    2016-01-01

    Clawpack is a software package designed to solve nonlinear hyperbolic partial differential equations using high-resolution finite volume methods based on Riemann solvers and limiters. The package includes a number of variants aimed at different applications and user communities. Clawpack has been actively developed as an open source project for over 20 years. The latest major release, Clawpack 5, introduces a number of new features and changes to the code base and a new development model based on GitHub and Git submodules. This article provides a summary of the most significant changes, the rationale behind some of these changes, and a description of our current development model. Clawpack: building an open source ecosystem for solving hyperbolic PDEs.

  6. Nonlinear perturbations of systems of partial differential equations with constant coefficients

    Directory of Open Access Journals (Sweden)

    Carmen J. Vanegas

    2000-01-01

    Full Text Available In this article, we show the existence of solutions to boundary-value problems, consisting of nonlinear systems of partial differential equations with constant coefficients. For this purpose, we use the right inverse of an associated operator and a fix point argument. As illustrations, we apply this method to Helmholtz equations and to second order systems of elliptic equations.

  7. Formulae and Bounds connected to Optimal Design and Homogenization of Partial Differential Operators and Integral Functionals

    Energy Technology Data Exchange (ETDEWEB)

    Lukkassen, D.

    1996-12-31

    When partial differential equations are set up to model physical processes in strongly heterogeneous materials, effective parameters for heat transfer, electric conductivity etc. are usually required. Averaging methods often lead to convergence problems and in homogenization theory one is therefore led to study how certain integral functionals behave asymptotically. This mathematical doctoral thesis discusses (1) means and bounds connected to homogenization of integral functionals, (2) reiterated homogenization of integral functionals, (3) bounds and homogenization of some particular partial differential operators, (4) applications and further results. 154 refs., 11 figs., 8 tabs.

  8. Magnetic Evidence for a Partially Differentiated Carbonaceous Chondrite Parent Body and Possible Implications for Asteroid 21 Lutetia

    Science.gov (United States)

    Weiss, Benjamin; Carporzen, L.; Elkins-Tanton, L.; Shuster, D. L.; Ebel, D. S.; Gattacceca, J.; Binzel, R. P.

    2010-10-01

    The origin of remanent magnetization in the CV carbonaceous chondrite Allende has been a longstanding mystery. The possibility of a core dynamo like that known for achondrite parent bodies has been discounted because chondrite parent bodies are assumed to be undifferentiated. Here we report that Allende's magnetization was acquired over several million years (Ma) during metasomatism on the parent planetesimal in a > 20 microtesla field 8-9 Ma after solar system formation. This field was present too recently and directionally stable for too long to have been the generated by the protoplanetary disk or young Sun. The field intensity is in the range expected for planetesimal core dynamos (Weiss et al. 2010), suggesting that CV chondrites are derived from the outer, unmelted layer of a partially differentiated body with a convecting metallic core (Elkins-Tanton et al. 2010). This suggests that asteroids with differentiated interiors could be present today but masked under chondritic surfaces. In fact, CV chondrites are spectrally similar to many members of the Eos asteroid family whose spectral diversity has been interpreted as evidence for a partially differentiated parent asteroid (Mothe-Diniz et al. 2008). CV chondrite spectral and polarimetric data also resemble those of asteroid 21 Lutetia (e.g., Belskaya et al. 2010), recently encountered by the Rosetta spacecraft. Ground-based measurements of Lutetia indicate a high density of 2.4-5.1 g cm-3 (Drummond et al. 2010), while radar data seem to rule out a metallic surface composition (Shepard et al. 2008). If Rosetta spacecraft measurements confirm a high density and a CV-like surface composition for Lutetia, then we propose Lutetia may be an example of a partially differentiated carbonaceous chondrite parent body. Regardless, the very existence of primitive achondrites, which contain evidence of both relict chondrules and partial melting, are prima facie evidence for the formation of partially differentiated bodies.

  9. A Simple Differential Modulation Scheme for Quasi-Orthogonal Space-Time Block Codes with Partial Transmit Diversity

    Directory of Open Access Journals (Sweden)

    Lingyang Song

    2007-04-01

    Full Text Available We report a simple differential modulation scheme for quasi-orthogonal space-time block codes. A new class of quasi-orthogonal coding structures that can provide partial transmit diversity is presented for various numbers of transmit antennas. Differential encoding and decoding can be simplified for differential Alamouti-like codes by grouping the signals in the transmitted matrix and decoupling the detection of data symbols, respectively. The new scheme can achieve constant amplitude of transmitted signals, and avoid signal constellation expansion; in addition it has a linear signal detector with very low complexity. Simulation results show that these partial-diversity codes can provide very useful results at low SNR for current communication systems. Extension to more than four transmit antennas is also considered.

  10. 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.

  11. 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)

  12. Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II

    Science.gov (United States)

    Shertzer, J.; Temkin, A.

    2003-01-01

    As is well known, the full scattering amplitude can be expressed as an integral involving the complete scattering wave function. We have shown that the integral can be simplified and used in a practical way. Initial application to electron-hydrogen scattering without exchange was highly successful. The Schrodinger equation (SE) can be reduced to a 2d partial differential equation (pde), and was solved using the finite element method. We have now included exchange by solving the resultant SE, in the static exchange approximation. The resultant equation can be reduced to a pair of coupled pde's, to which the finite element method can still be applied. The resultant scattering amplitudes, both singlet and triplet, as a function of angle can be calculated for various energies. The results are in excellent agreement with converged partial wave results.

  13. 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.

  14. 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

  15. 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.

  16. 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.

  17. Introduction to partial differential equations from Fourier series to boundary-value problems

    CERN Document Server

    Broman, Arne

    2010-01-01

    This well-written, advanced-level text introduces students to Fourier analysis and some of its applications. The self-contained treatment covers Fourier series, orthogonal systems, Fourier and Laplace transforms, Bessel functions, and partial differential equations of the first and second orders. Over 260 exercises with solutions reinforce students' grasp of the material. 1970 edition.

  18. A direct algebraic method applied to obtain complex solutions of some nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Zhang Huiqun

    2009-01-01

    By using some exact solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct the exact complex solutions for nonlinear partial differential equations. The method is implemented for the NLS equation, a new Hamiltonian amplitude equation, the coupled Schrodinger-KdV equations and the Hirota-Maccari equations. New exact complex solutions are obtained.

  19. 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

  20. 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.

  1. Effect of partial heating at mid of vertical plate adjacent to porous medium

    Science.gov (United States)

    Mulla, Mohammed Fahimuddin; Pallan, Khalid. M.; Al-Rashed, A. A. A. A.

    2018-05-01

    Heat and mass transfer in porous medium due to heating of vertical plate at mid-section is analyzed for various physical parameters. The heat and mass transfer in porous medium is modeled with the help of momentum, energy and concentration equations in terms of non-dimensional partial differential equations. The partial differential equations are converted into simpler form of algebraic equations with the help of finite element method. A computer code is developed to assemble the matrix form of algebraic equations into global matrices and then to solve them in an iterative manner to obtain the temperature, concentration and streamline distribution inside the porous medium. It is found that the heat transfer behavior of porous medium heated at middle section is considerably different from other cases.

  2. 3D early embryogenesis image filtering by nonlinear partial differential equations.

    Science.gov (United States)

    Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O

    2010-08-01

    We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which

  3. Discrete variational derivative method a structure-preserving numerical method for partial differential equations

    CERN Document Server

    Furihata, Daisuke

    2010-01-01

    Nonlinear Partial Differential Equations (PDEs) have become increasingly important in the description of physical phenomena. Unlike Ordinary Differential Equations, PDEs can be used to effectively model multidimensional systems. The methods put forward in Discrete Variational Derivative Method concentrate on a new class of ""structure-preserving numerical equations"" which improves the qualitative behaviour of the PDE solutions and allows for stable computing. The authors have also taken care to present their methods in an accessible manner, which means that the book will be useful to engineer

  4. BOOK REVIEW: Partial Differential Equations in General Relativity

    Science.gov (United States)

    Halburd, Rodney G.

    2008-11-01

    Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed

  5. Partial differential equations mathematical techniques for engineers

    CERN Document Server

    Epstein, Marcelo

    2017-01-01

    This monograph presents a graduate-level treatment of partial differential equations (PDEs) for engineers. The book begins with a review of the geometrical interpretation of systems of ODEs, the appearance of PDEs in engineering is motivated by the general form of balance laws in continuum physics. Four chapters are devoted to a detailed treatment of the single first-order PDE, including shock waves and genuinely non-linear models, with applications to traffic design and gas dynamics. The rest of the book deals with second-order equations. In the treatment of hyperbolic equations, geometric arguments are used whenever possible and the analogy with discrete vibrating systems is emphasized. The diffusion and potential equations afford the opportunity of dealing with questions of uniqueness and continuous dependence on the data, the Fourier integral, generalized functions (distributions), Duhamel's principle, Green's functions and Dirichlet and Neumann problems. The target audience primarily comprises graduate s...

  6. 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.

  7. Fitted Fourier-pseudospectral methods for solving a delayed reaction-diffusion partial differential equation in biology

    Science.gov (United States)

    Adam, A. M. A.; Bashier, E. B. M.; Hashim, M. H. A.; Patidar, K. C.

    2017-07-01

    In this work, we design and analyze a fitted numerical method to solve a reaction-diffusion model with time delay, namely, a delayed version of a population model which is an extension of the logistic growth (LG) equation for a food-limited population proposed by Smith [F.E. Smith, Population dynamics in Daphnia magna and a new model for population growth, Ecology 44 (1963) 651-663]. Seeing that the analytical solution (in closed form) is hard to obtain, we seek for a robust numerical method. The method consists of a Fourier-pseudospectral semi-discretization in space and a fitted operator implicit-explicit scheme in temporal direction. The proposed method is analyzed for convergence and we found that it is unconditionally stable. Illustrative numerical results will be presented at the conference.

  8. Rail-to-rail low-power fully differential OTA utilizing adaptive biasing and partial feedback

    DEFF Research Database (Denmark)

    Tuan Vu, Cao; Wisland, Dag T.; Lande, Tor Sverre

    A fully differential rail-to-rail Operational Transconductance Amplifier (OTA) with improved DC-gain and reduced power consumption is proposed in this paper. By using the adaptive biasing circuit and two differential inputs, a low stand-by current can be obtained together with reduced power...... consumption. The DC-gain of the proposed OTA is improved by adding a partial feedback loop. A Common-Mode Feedback (CMFB) circuit is required for fully differential rail-to-rail operation. Simulations show that the OTA topology has a low stand-by power consumption of 96μW and a high FoM of 3.84 [(V...

  9. 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

  10. 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

  11. Partial differential equation models in the socio-economic sciences.

    Science.gov (United States)

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A

    2014-11-13

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

  12. Paleomagnetic evidence for a partially differentiated H chondrite parent planetesimal

    Science.gov (United States)

    Bryson, J. F. J.; Weiss, B. P.; Scholl, A.; Getzin, B. L.; Abrahams, J. N. H.; Nimmo, F.

    2016-12-01

    The texture, composition and ages of chondrites have all been used to argue that the parent bodies of these meteorites did not undergo planetary differentiation. Without a core, these planetesimals could not have generated planetary magnetic fields, hence chondrites are predicted to be unmagnetized. Here, we test this hypothesis by applying synchrotron x-ray microscopy to the metallic melt veins in the metamorphosed H chondrite breccia Portales Valley. We find that tetrataenite nanostructures in these veins are uniformly magnetized, suggesting that the H chondrite parent body generated a stable, 10 µT ancient field. We also performed alternating field (AF) demagnetization on bulk silicate-rich portions of Portales Valley, finding that both the large grain size of the metal in these subsamples and the presence of tetrataenite hinder the reliable interpretation of these measurements. Based on 40Ar/39Ar dating and the metallographic cooling rate, we propose that this field inferred from x-ray microscopy was generated 100 Myr after solar system formation and lasted >5 Myr. These properties are consistent with a dynamo field generated by core solidification, implying that the H chondrite parent body was partially differentiated. This conclusion is supported by our analyses of the H4 chondrite Forest Vale, which show that H chondrite magnetization is unlikely to be a relic signature of early nebular or solar wind fields (Getzin et al., this meeting; Oran et al., this meeting). We propose that partial differentiation could result form prolonged accretion over millions of years, possibly in two stages. In this scenario, the earliest accreted material melted from the radioactive decay of abundant 26Al, forming a core and rocky achondritic mantle, while the later accreted material was less metamorphosed, forming an undifferentiated crust. We demonstrate that, with the inclusion of an insulating regolith, the thermal evolution of such a body is consistent with the measured

  13. Convergence of method of lines approximations to partial differential equations

    International Nuclear Information System (INIS)

    Verwer, J.G.; Sanz-Serna, J.M.

    1984-01-01

    Many existing numerical schemes for evolutionary problems in partial differential equations (PDEs) can be viewed as method of lines (MOL) schemes. This paper treats the convergence of one-step MOL schemes. The main purpose is to set up a general framework for a convergence analysis applicable to nonlinear problems. The stability materials for this framework are taken from the field of nonlinear stiff ODEs. In this connection, important concepts are the logarithmic matrix norm and C-stability. A nonlinear parabolic equation and the cubic Schroedinger equation are used for illustrating the ideas. (Auth.)

  14. Optimal Control Problems for Partial Differential Equations on Reticulated Domains

    CERN Document Server

    Kogut, Peter I

    2011-01-01

    In the development of optimal control, the complexity of the systems to which it is applied has increased significantly, becoming an issue in scientific computing. In order to carry out model-reduction on these systems, the authors of this work have developed a method based on asymptotic analysis. Moving from abstract explanations to examples and applications with a focus on structural network problems, they aim at combining techniques of homogenization and approximation. Optimal Control Problems for Partial Differential Equations on Reticulated Domains is an excellent reference tool for gradu

  15. Using Partial Differential Equations for Pricing of Goods and Services

    Directory of Open Access Journals (Sweden)

    Traykov Metodi

    2016-06-01

    Full Text Available This article is based on the methodology of comparative analysis, using an innovative approach for pricing of various goods and services. Benchmarking is the continuous search to find and adapt better pricing methods that leading to increased profits. We will consider the numerical solution of partial differential equations, based on Black-Scholes model for pricing of goods and services within European option. Also, we will present formulation and numerical behavior of explicit and implicit methods that can be use in pricing for company assets within European option.

  16. 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.

  17. Numerical methods for stochastic partial differential equations with white noise

    CERN Document Server

    Zhang, Zhongqiang

    2017-01-01

    This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...

  18. 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

  19. 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.

  20. 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.

  1. Partial differential equations methods, applications and theories

    CERN Document Server

    Hattori, Harumi

    2013-01-01

    This volume is an introductory level textbook for partial differential equations (PDE's) and suitable for a one-semester undergraduate level or two-semester graduate level course in PDE's or applied mathematics. Chapters One to Five are organized according to the equations and the basic PDE's are introduced in an easy to understand manner. They include the first-order equations and the three fundamental second-order equations, i.e. the heat, wave and Laplace equations. Through these equations we learn the types of problems, how we pose the problems, and the methods of solutions such as the separation of variables and the method of characteristics. The modeling aspects are explained as well. The methods introduced in earlier chapters are developed further in Chapters Six to Twelve. They include the Fourier series, the Fourier and the Laplace transforms, and the Green's functions. The equations in higher dimensions are also discussed in detail. This volume is application-oriented and rich in examples. Going thr...

  2. On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

    Science.gov (United States)

    Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl

    2018-06-01

    The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.

  3. Constructing and predicting solitary pattern solutions for nonlinear time-fractional dispersive partial differential equations

    Science.gov (United States)

    Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher

    2015-07-01

    Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.

  4. Modulating functions-based method for parameters and source estimation in one-dimensional partial differential equations

    KAUST Repository

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

    2016-01-01

    In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear

  5. Memory functioning and negative symptoms as differential predictors of social problem solving skills in schizophrenia.

    Science.gov (United States)

    Ventura, Joseph; Tom, Shelley R; Jetton, Chris; Kern, Robert S

    2013-02-01

    Neurocognition in general, and memory functioning in particular, as well as symptoms have all been shown to be related to social problem solving (SPS) in schizophrenia. However, few studies have directly compared the relative contribution of neurocognition vs. psychiatric symptoms to the components of SPS. Sixty outpatients (aged 21-65) who met DSM-IV criteria for schizophrenia or schizoaffective disorder were administered a broad battery of memory tests and assessed for severity of positive and negative symptoms as part of a baseline assessment of a study of psychiatric rehabilitation. Multiple regression analyses were used to examine the contribution of memory functioning vs. symptoms on receiving, processing, and sending skill areas of social problem solving ability. An index of verbal learning was the strongest predictor of processing skills whereas negative symptoms were the strongest predictor of sending skills. Positive symptoms were not related to any of the three skill areas of social problem solving. Memory functioning and psychiatric symptoms differentially predict selected areas of social problem solving ability in persons with schizophrenia. Consistent with other reports, positive symptoms were not related to social problem solving. Consideration of both neurocognition and negative symptoms may be important to the development of rehabilitation interventions in this area of functioning. Copyright © 2012 Elsevier B.V. All rights reserved.

  6. Image denoising using new pixon representation based on fuzzy filtering and partial differential equations

    DEFF Research Database (Denmark)

    Nadernejad, Ehsan; Nikpour, Mohsen

    2012-01-01

    In this paper, we have proposed two extensions to pixon-based image modeling. The first one is using bicubic interpolation instead of bilinear interpolation and the second one is using fuzzy filtering method, aiming to improve the quality of the pixonal image. Finally, partial differential...

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

    Science.gov (United States)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

  8. Optimized difference schemes for multidimensional hyperbolic partial differential equations

    Directory of Open Access Journals (Sweden)

    Adrian Sescu

    2009-04-01

    Full Text Available In numerical solutions to hyperbolic partial differential equations in multidimensions, in addition to dispersion and dissipation errors, there is a grid-related error (referred to as isotropy error or numerical anisotropy that affects the directional dependence of the wave propagation. Difference schemes are mostly analyzed and optimized in one dimension, wherein the anisotropy correction may not be effective enough. In this work, optimized multidimensional difference schemes with arbitrary order of accuracy are designed to have improved isotropy compared to conventional schemes. The derivation is performed based on Taylor series expansion and Fourier analysis. The schemes are restricted to equally-spaced Cartesian grids, so the generalized curvilinear transformation method and Cartesian grid methods are good candidates.

  9. 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.

  10. Partial differential equation-based approach for empirical mode decomposition: application on image analysis.

    Science.gov (United States)

    Niang, Oumar; Thioune, Abdoulaye; El Gueirea, Mouhamed Cheikh; Deléchelle, Eric; Lemoine, Jacques

    2012-09-01

    The major problem with the empirical mode decomposition (EMD) algorithm is its lack of a theoretical framework. So, it is difficult to characterize and evaluate this approach. In this paper, we propose, in the 2-D case, the use of an alternative implementation to the algorithmic definition of the so-called "sifting process" used in the original Huang's EMD method. This approach, especially based on partial differential equations (PDEs), was presented by Niang in previous works, in 2005 and 2007, and relies on a nonlinear diffusion-based filtering process to solve the mean envelope estimation problem. In the 1-D case, the efficiency of the PDE-based method, compared to the original EMD algorithmic version, was also illustrated in a recent paper. Recently, several 2-D extensions of the EMD method have been proposed. Despite some effort, 2-D versions for EMD appear poorly performing and are very time consuming. So in this paper, an extension to the 2-D space of the PDE-based approach is extensively described. This approach has been applied in cases of both signal and image decomposition. The obtained results confirm the usefulness of the new PDE-based sifting process for the decomposition of various kinds of data. Some results have been provided in the case of image decomposition. The effectiveness of the approach encourages its use in a number of signal and image applications such as denoising, detrending, or texture analysis.

  11. 2013 CIME Course Vector-valued Partial Differential Equations and Applications

    CERN Document Server

    Marcellini, Paolo

    2017-01-01

    Collating different aspects of Vector-valued Partial Differential Equations and Applications, this volume is based on the 2013 CIME Course with the same name which took place at Cetraro, Italy, under the scientific direction of John Ball and Paolo Marcellini. It contains the following contributions: The pullback equation (Bernard Dacorogna), The stability of the isoperimetric inequality (Nicola Fusco), Mathematical problems in thin elastic sheets: scaling limits, packing, crumpling and singularities (Stefan Müller), and Aspects of PDEs related to fluid flows (Vladimir Sverák). These lectures are addressed to graduate students and researchers in the field.

  12. Differential invariants in nonclassical models of hydrodynamics

    Science.gov (United States)

    Bublik, Vasily V.

    2017-10-01

    In this paper, differential invariants are used to construct solutions for equations of the dynamics of a viscous heat-conducting gas and the dynamics of a viscous incompressible fluid modified by nanopowder inoculators. To describe the dynamics of a viscous heat-conducting gas, we use the complete system of Navier—Stokes equations with allowance for heat fluxes. Mathematical description of the dynamics of liquid metals under high-energy external influences (laser radiation or plasma flow) includes, in addition to the Navier—Stokes system of an incompressible viscous fluid, also heat fluxes and processes of nonequilibrium crystallization of a deformable fluid. Differentially invariant solutions are a generalization of partially invariant solutions, and their active study for various models of continuous medium mechanics is just beginning. Differentially invariant solutions can also be considered as solutions with differential constraints; therefore, when developing them, the approaches and methods developed by the science schools of academicians N. N. Yanenko and A. F. Sidorov will be actively used. In the construction of partially invariant and differentially invariant solutions, there are overdetermined systems of differential equations that require a compatibility analysis. The algorithms for reducing such systems to involution in a finite number of steps are described by Cartan, Finikov, Kuranishi, and other authors. However, the difficultly foreseeable volume of intermediate calculations complicates their practical application. Therefore, the methods of computer algebra are actively used here, which largely helps in solving this difficult problem. It is proposed to use the constructed exact solutions as tests for formulas, algorithms and their software implementations when developing and creating numerical methods and computational program complexes. This combination of effective numerical methods, capable of solving a wide class of problems, with

  13. Study of coupled nonlinear partial differential equations for finding exact analytical solutions.

    Science.gov (United States)

    Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H

    2015-07-01

    Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.

  14. Cellular automata for spatiotemporal pattern formation from reaction–diffusion partial differential equations

    International Nuclear Information System (INIS)

    Ohmori, Shousuke; Yamazaki, Yoshihiro

    2016-01-01

    Ultradiscrete equations are derived from a set of reaction–diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction–diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction–diffusion equations. (author)

  15. The necessary and sufficient conditions of the optimality for hyperbolic systems with non-differentiable performance functional

    International Nuclear Information System (INIS)

    Kowalewski, A.

    1982-11-01

    In this paper an optimal control problem with non-differentiable cost function for distributed parameter system is solved. As an example an optimal control problem for system described by a linear partial differential of hyperbolic type with the Neuman's boundary condition is considered. By use of the Milutin-Dubovicki method, necessary and sufficient conditions of optimality with non-differentiable performance functional and constrained control are derived for Neuman's problem. (author)

  16. Essential partial differential equations analytical and computational aspects

    CERN Document Server

    Griffiths, David F; Silvester, David J

    2015-01-01

    This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods.   Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems.   The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test unde...

  17. 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.

  18. Numerical and computational analysis of the partial differential equations in hydrocodes and wavecodes

    International Nuclear Information System (INIS)

    Hicks, D.L.; Walsh, R.T.

    1976-06-01

    Discrete methods for the solution of the partial differential equations arising in hydrocodes and wavecodes are presented in a tutorial fashion. By discrete methods is meant, for example, the methods of finite differences, finite elements, discretized characteristics, etc. The concepts of stability, consistency, convergence, order of accuracy, true accuracy, etc., and their relevance to the hydrocodes and wavecodes are discussed

  19. 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.

  20. 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.

  1. On the Partial Analytical Solution of the Kirchhoff Equation

    KAUST Repository

    Michels, Dominik L.

    2015-09-01

    We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have the disadvantage that the quality of solutions decreases enormously with increasing temporal step sizes, which results from the numerical stiffness of the underlying partial differential equations. To prevent that, we apply a differential Thomas decomposition and a Lie symmetry analysis to derive explicit analytical solutions to specific parts of the Kirchhoff system. These solutions are general and depend on arbitrary functions, which we set up according to the numerical solution of the remaining parts. In contrast to a purely numerical handling, this reduces the numerical solution space and prevents the system from becoming unstable. The differential Kirchhoff equation describes the dynamic equilibrium of one-dimensional continua, i.e. slender structures like fibers. We evaluate the advantage of our method by simulating a cilia carpet.

  2. On the Partial Analytical Solution of the Kirchhoff Equation

    KAUST Repository

    Michels, Dominik L.; Lyakhov, Dmitry; Gerdt, Vladimir P.; Sobottka, Gerrit A.; Weber, Andreas G.

    2015-01-01

    We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have the disadvantage that the quality of solutions decreases enormously with increasing temporal step sizes, which results from the numerical stiffness of the underlying partial differential equations. To prevent that, we apply a differential Thomas decomposition and a Lie symmetry analysis to derive explicit analytical solutions to specific parts of the Kirchhoff system. These solutions are general and depend on arbitrary functions, which we set up according to the numerical solution of the remaining parts. In contrast to a purely numerical handling, this reduces the numerical solution space and prevents the system from becoming unstable. The differential Kirchhoff equation describes the dynamic equilibrium of one-dimensional continua, i.e. slender structures like fibers. We evaluate the advantage of our method by simulating a cilia carpet.

  3. On the solution of elliptic partial differential equations on regions with corners

    International Nuclear Information System (INIS)

    Serkh, Kirill; Rokhlin, Vladimir

    2016-01-01

    In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

  4. Baecklund transformations and zero-curvature representations of systems of partial differential equations

    International Nuclear Information System (INIS)

    Brandt, F.

    1993-01-01

    It is shown that Baecklund transformations (BTs) and zero-curvature representations (ZCRs) of systems of partial differential equations (PDEs) are closely related. The connection is established by nonlinear representations of the symmetry group underlying the ZCR which induce gauge transformations relating different BTs. This connection is used to construct BTs from ZCRs (and vice versa). Furthermore a procedure is outlined which allows a systematic search for ZCRs of a given system of PDEs. (orig.)

  5. Study of coupled nonlinear partial differential equations for finding exact analytical solutions

    Science.gov (United States)

    Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.

    2015-01-01

    Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256

  6. Uniqueness of global quasi-classical solutions of the Cauchy problems for first-order nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Tran Duc Van

    1994-01-01

    The notion of global quasi-classical solutions of the Cauchy problems for first-order nonlinear partial differential equations is presented, some uniqueness theorems and a stability result are established by the method based on the theory of differential inclusions. In particular, the answer to an open problem of S.N. Kruzhkov is given. (author). 10 refs, 1 fig

  7. High-order fractional partial differential equation transform for molecular surface construction.

    Science.gov (United States)

    Hu, Langhua; Chen, Duan; Wei, Guo-Wei

    2013-01-01

    Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model

  8. 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.

  9. A concise course on stochastic partial differential equations

    CERN Document Server

    Prévôt, Claudia

    2007-01-01

    These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

  10. Nonlinear partial differential equations for scientists and engineers

    CERN Document Server

    Debnath, Lokenath

    1997-01-01

    "An exceptionally complete overview. There are numerous examples and the emphasis is on applications to almost all areas of science and engineering. There is truly something for everyone here. This reviewer feels that it is a very hard act to follow, and recommends it strongly. [This book] is a jewel." ---Applied Mechanics Review (Review of First Edition) This expanded and revised second edition is a comprehensive and systematic treatment of linear and nonlinear partial differential equations and their varied applications. Building upon the successful material of the first book, this edition contains updated modern examples and applications from areas of fluid dynamics, gas dynamics, plasma physics, nonlinear dynamics, quantum mechanics, nonlinear optics, acoustics, and wave propagation. Methods and properties of solutions are presented, along with their physical significance, making the book more useful for a diverse readership. Topics and key features: * Thorough coverage of derivation and methods of soluti...

  11. Reversible effects of oxygen partial pressure on genes associated with placental angiogenesis and differentiation in primary-term cytotrophoblast cell culture.

    Science.gov (United States)

    Debiève, F; Depoix, C; Gruson, D; Hubinont, C

    2013-09-01

    Timely regulated changes in oxygen partial pressure are important for placental formation. Disturbances could be responsible for pregnancy-related diseases like preeclampsia and intrauterine growth restriction. We aimed to (i) determine the effect of oxygen partial pressure on cytotrophoblast differentiation; (ii) measure mRNA expression and protein secretion from genes associated with placental angiogenesis; and (iii) determine the reversibility of these effects at different oxygen partial pressures. Term cytotrophoblasts were incubated at 21% and 2.5% O2 for 96 hr, or were switched between the two oxygen concentrations after 48 hr. Real-time PCR and enzyme-linked immunosorbent assays (ELISAs) were used to evaluate cell fusion and differentiation, measuring transcript levels for those genes involved in cell fusion and placental angiogenesis, including VEGF, PlGF, VEGFR1, sVEGFR1, sENG, INHA, and GCM1. Cytotrophoblasts underwent fusion and differentiation in 2.5% O2 . PlGF expression was inhibited while sVEGFR1 expression increased. VEGF and sENG mRNA expressions increased in 2.5% compared to 21% O2 , but no protein was detected in the cell supernatants. Finally, GCM1 mRNA expression increased during trophoblast differentiation at 21% O2 , but was inhibited at 2.5% O2 . These mRNA expression effects were reversed by returning the cells to 21% O2 . Thus, low-oxygen partial pressure does not inhibit term-cytotrophoblast cell fusion and differentiation in vitro. Lowering the oxygen partial pressure from 21% to 2.5% caused normal-term trophoblasts to reversibly modify their expression of genes associated with placental angiogenesis. This suggests that modifications observed in pregnancy diseases such as preeclampsia or growth retardation are probably due to an extrinsic effect on trophoblasts. Copyright © 2013 Wiley Periodicals, Inc.

  12. Parametric Borel summability for some semilinear system of partial differential equations

    Directory of Open Access Journals (Sweden)

    Hiroshi Yamazawa

    2015-01-01

    Full Text Available In this paper we study the Borel summability of formal solutions with a parameter of first order semilinear system of partial differential equations with \\(n\\ independent variables. In [Singular perturbation of linear systems with a regular singularity, J. Dynam. Control. Syst. 8 (2002, 313-322], Balser and Kostov proved the Borel summability of formal solutions with respect to a singular perturbation parameter for a linear equation with one independent variable. We shall extend their results to a semilinear system of equations with general independent variables.

  13. "Real-Time Optical Laboratory Linear Algebra Solution Of Partial Differential Equations"

    Science.gov (United States)

    Casasent, David; Jackson, James

    1986-03-01

    A Space Integrating (SI) Optical Linear Algebra Processor (OLAP) employing space and frequency-multiplexing, new partitioning and data flow, and achieving high accuracy performance with a non base-2 number system is described. Laboratory data on the performance of this system and the solution of parabolic Partial Differential Equations (PDEs) is provided. A multi-processor OLAP system is also described for the first time. It use in the solution of multiple banded matrices that frequently arise is then discussed. The utility and flexibility of this processor compared to digital systolic architectures should be apparent.

  14. Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space

    International Nuclear Information System (INIS)

    Du Kai; Qiu, Jinniao; Tang Shanjian

    2012-01-01

    This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.

  15. The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

    Science.gov (United States)

    Ito, K.

    1983-01-01

    Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

  16. 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.

  17. 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

  18. CPDES2: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in two dimensions

    Science.gov (United States)

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

    1988-11-01

    Many physical problems require the solution of coupled partial differential equations on two-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect indices which is vectorizable on some of the newer scientific computers.

  19. CPDES3: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in three dimensions

    Science.gov (United States)

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

    1988-11-01

    Many physical problems require the solution of coupled partial differential equations on three-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect induces which is vectorizable on some of the newer scientific computers.

  20. Conservation laws for certain time fractional nonlinear systems of partial differential equations

    Science.gov (United States)

    Singla, Komal; Gupta, R. K.

    2017-12-01

    In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.

  1. Parameter Estimation of Partial Differential Equation Models

    KAUST Repository

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Maity, Arnab; Carroll, Raymond J.

    2013-01-01

    PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus

  2. Application of partial differential equation modeling of the control/structural dynamics of flexible spacecraft

    Science.gov (United States)

    Taylor, Lawrence W., Jr.; Rajiyah, H.

    1991-01-01

    Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.

  3. Parabolic partial differential equations with discrete state-dependent delay: Classical solutions and solution manifold

    Czech Academy of Sciences Publication Activity Database

    Krisztin, T.; Rezunenko, Oleksandr

    2016-01-01

    Roč. 260, č. 5 (2016), s. 4454-4472 ISSN 0022-0396 R&D Projects: GA ČR GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Parabolic partial differential equations * State dependent delay * Solution manifold Subject RIV: BC - Control Systems Theory Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/rezunenko-0457879.pdf

  4. Rail-to-rail low-power fully differential OTA utilizing adaptive biasing and partial feedback

    DEFF Research Database (Denmark)

    Tuan Vu, Cao; Wisland, Dag T.; Lande, Tor Sverre

    consumption. The DC-gain of the proposed OTA is improved by adding a partial feedback loop. A Common-Mode Feedback (CMFB) circuit is required for fully differential rail-to-rail operation. Simulations show that the OTA topology has a low stand-by power consumption of 96μW and a high FoM of 3.84 [(V...

  5. 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)

  6. When problem size matters: differential effects of brain stimulation on arithmetic problem solving and neural oscillations.

    Directory of Open Access Journals (Sweden)

    Bruno Rütsche

    Full Text Available The problem size effect is a well-established finding in arithmetic problem solving and is characterized by worse performance in problems with larger compared to smaller operand size. Solving small and large arithmetic problems has also been shown to involve different cognitive processes and distinct electroencephalography (EEG oscillations over the left posterior parietal cortex (LPPC. In this study, we aimed to provide further evidence for these dissociations by using transcranial direct current stimulation (tDCS. Participants underwent anodal (30min, 1.5 mA, LPPC and sham tDCS. After the stimulation, we recorded their neural activity using EEG while the participants solved small and large arithmetic problems. We found that the tDCS effects on performance and oscillatory activity critically depended on the problem size. While anodal tDCS improved response latencies in large arithmetic problems, it decreased solution rates in small arithmetic problems. Likewise, the lower-alpha desynchronization in large problems increased, whereas the theta synchronization in small problems decreased. These findings reveal that the LPPC is differentially involved in solving small and large arithmetic problems and demonstrate that the effects of brain stimulation strikingly differ depending on the involved neuro-cognitive processes.

  7. XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

    Science.gov (United States)

    Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

    2013-01-01

    XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method

  8. Modulating Function-Based Method for Parameter and Source Estimation of Partial Differential Equations

    KAUST Repository

    Asiri, Sharefa M.

    2017-10-08

    Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown and are estimated from available measurements. Despite its importance, solving the estimation problem is mathematically and numerically challenging and especially when the measurements are corrupted by noise, which is often the case. Various methods have been proposed to solve estimation problems in PDEs which can be classified into optimization methods and recursive methods. The optimization methods are usually heavy computationally, especially when the number of unknowns is large. In addition, they are sensitive to the initial guess and stop condition, and they suffer from the lack of robustness to noise. Recursive methods, such as observer-based approaches, are limited by their dependence on some structural properties such as observability and identifiability which might be lost when approximating the PDE numerically. Moreover, most of these methods provide asymptotic estimates which might not be useful for control applications for example. An alternative non-asymptotic approach with less computational burden has been proposed in engineering fields based on the so-called modulating functions. In this dissertation, we propose to mathematically and numerically analyze the modulating functions based approaches. We also propose to extend these approaches to different situations. The contributions of this thesis are as follows. (i) Provide a mathematical analysis of the modulating function-based method (MFBM) which includes: its well-posedness, statistical properties, and estimation errors. (ii) Provide a numerical analysis of the MFBM through some estimation problems, and study the sensitivity of the method to the modulating functions\\' parameters. (iii) Propose an effective algorithm for selecting the method\\'s design parameters

  9. 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.

  10. A Trigonometrically Fitted Block Method for Solving Oscillatory Second-Order Initial Value Problems and Hamiltonian Systems

    OpenAIRE

    Ngwane, F. F.; Jator, S. N.

    2017-01-01

    In this paper, we present a block hybrid trigonometrically fitted Runge-Kutta-Nyström method (BHTRKNM), whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs), including Hamiltonian systems such as the energy conserving equations and systems arising from the semidiscretization of partial differential equations (PDEs). Four discrete hybrid formulas used to formulate the BHTRKNM are provided by a continuous one...

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

    OpenAIRE

    Efimova, Olga Yu.

    2010-01-01

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

  12. On k-summability of formal solutions for certain partial differential operators with polynomial coefficients

    Directory of Open Access Journals (Sweden)

    Kunio Ichinobe

    2015-01-01

    Full Text Available We study the \\(k\\-summability of divergent formal solutions for the Cauchy problem of certain linear partial differential operators with coefficients which are polynomial in \\(t\\. We employ the method of successive approximation in order to construct the formal solutions and to obtain the properties of analytic continuation of the solutions of convolution equations and their exponential growth estimates.

  13. An approximation theory for nonlinear partial differential equations with applications to identification and control

    Science.gov (United States)

    Banks, H. T.; Kunisch, K.

    1982-01-01

    Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

  14. Equivalent construction of the infinitesimal time translation operator in algebraic dynamics algorithm for partial differential evolution equation

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    We give an equivalent construction of the infinitesimal time translation operator for partial differential evolution equation in the algebraic dynamics algorithm proposed by Shun-Jin Wang and his students. Our construction involves only simple partial differentials and avoids the derivative terms of δ function which appear in the course of computation by means of Wang-Zhang operator. We prove Wang’s equivalent theorem which says that our construction and Wang-Zhang’s are equivalent. We use our construction to deal with several typical equations such as nonlinear advection equation, Burgers equation, nonlinear Schrodinger equation, KdV equation and sine-Gordon equation, and obtain at least second order approximate solutions to them. These equations include the cases of real and complex field variables and the cases of the first and the second order time derivatives.

  15. Reduced basis methods for partial differential equations an introduction

    CERN Document Server

    Quarteroni, Alfio; Negri, Federico

    2016-01-01

    This book provides a basic introduction to reduced basis (RB) methods for problems involving the repeated solution of partial differential equations (PDEs) arising from engineering and applied sciences, such as PDEs depending on several parameters and PDE-constrained optimization.  The book presents a general mathematical formulation of RB methods, analyzes their fundamental theoretical properties, discusses the related algorithmic and implementation aspects, and highlights their built-in algebraic and geometric structures.  More specifically, the authors discuss alternative strategies for constructing accurate RB spaces using greedy algorithms and proper orthogonal decomposition techniques, investigate their approximation properties and analyze offline-online decomposition strategies aimed at the reduction of computational complexity. Furthermore, they carry out both a priori and a posteriori error analysis.  The whole mathematical presentation is made more stimulating by the use of representative examp...

  16. Semi-groups of operators and some of their applications to partial differential equations

    International Nuclear Information System (INIS)

    Kisynski, J.

    1976-01-01

    Basic notions and theorems of the theory of one-parameter semi-groups of linear operators are given, illustrated by some examples concerned with linear partial differential operators. For brevity, some important and widely developed parts of the semi-group theory such as the general theory of holomorphic semi-groups or the theory of temporally inhomogeneous evolution equations are omitted. This omission includes also the very important application of semi-groups to investigating stochastic processes. (author)

  17. Total, partial and differential ionization cross sections in proton-hydrogen collisions at low energy

    Energy Technology Data Exchange (ETDEWEB)

    Zou, Shiyang [Graduate University for Advanced Studies, School of Mathematical and Physical Science, Toki, Gifu (Japan); Pichl, Lukas [University of Aizu, Foundation of Computer Science Laboratory, Aizuwakamatsu, Fukushima (Japan); Kimura, Mineo [Yamaguchi Univ., Graduate School of Science and Engineering, Ube, Yamaguchi (Japan); Kato, Takako [National Inst. for Fusion Science, Toki, Gifu (Japan)

    2003-01-01

    Single-differential, partial and total ionization cross sections for the proton-hydrogen collision system at low energy range (0.1-10 keV/amu) are determined by using the electron translation factor corrected molecular-orbital close-coupling method. Full convergence of ionization cross sections as a function of H{sub 2}{sup +} molecular basis size is achieved by including up to 10 bound states, and 11 continuum partial waves. The present cross sections are in an excellent agreement with the recent experiments of Shah et al., but decrease more rapidly than the cross sections measured by Pieksma et al. with decreasing energy. The calculated cross section data are included in this report. (author)

  18. Give me a hand: Differential effects of gesture type in guiding young children's problem-solving

    OpenAIRE

    Vallotton, Claire; Fusaro, Maria; Hayden, Julia; Decker, Kalli; Gutowski, Elizabeth

    2015-01-01

    Adults’ gestures support children's learning in problem-solving tasks, but gestures may be differentially useful to children of different ages, and different features of gestures may make them more or less useful to children. The current study investigated parents’ use of gestures to support their young children (1.5 – 6 years) in a block puzzle task (N = 126 parent-child dyads), and identified patterns in parents’ gesture use indicating different gestural strategies. Further, we examined the...

  19. 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.

  20. Solving large-scale sparse eigenvalue problems and linear systems of equations for accelerator modeling

    International Nuclear Information System (INIS)

    Gene Golub; Kwok Ko

    2009-01-01

    The solutions of sparse eigenvalue problems and linear systems constitute one of the key computational kernels in the discretization of partial differential equations for the modeling of linear accelerators. The computational challenges faced by existing techniques for solving those sparse eigenvalue problems and linear systems call for continuing research to improve on the algorithms so that ever increasing problem size as required by the physics application can be tackled. Under the support of this award, the filter algorithm for solving large sparse eigenvalue problems was developed at Stanford to address the computational difficulties in the previous methods with the goal to enable accelerator simulations on then the world largest unclassified supercomputer at NERSC for this class of problems. Specifically, a new method, the Hemitian skew-Hemitian splitting method, was proposed and researched as an improved method for solving linear systems with non-Hermitian positive definite and semidefinite matrices.

  1. Mixed problem with integral boundary condition for a high order mixed type partial differential equation

    OpenAIRE

    M. Denche; A. L. Marhoune

    2003-01-01

    In this paper, we study a mixed problem with integral boundary conditions for a high order partial differential equation of mixed type. We prove the existence and uniqueness of the solution. The proof is based on energy inequality, and on the density of the range of the operator generated by the considered problem.

  2. Computation of Green function of the Schroedinger-like partial differential equations by the numerical functional integration

    International Nuclear Information System (INIS)

    Lobanov, Yu.Yu.; Shahbagian, R.R.; Zhidkov, E.P.

    1991-01-01

    A new method for numerical solution of the boundary problem for Schroedinger-like partial differential equations in R n is elaborated. The method is based on representation of multidimensional Green function in the form of multiple functional integral and on the use of approximation formulas which are constructed for such integrals. The convergence of approximations to the exact value is proved, the remainder of the formulas is estimated. Method reduces the initial differential problem to quadratures. 16 refs.; 7 tabs

  3. Application of Generalized Hukuhara derivative approach in an economic production quantity model with partial trade credit policy under fuzzy environment

    Directory of Open Access Journals (Sweden)

    Pinki Majumder

    2016-01-01

    Full Text Available In this present study, a production inventory model with partial trade credit is formulated and solved in fuzzy environment via Generalized Hukuhara derivative approach. To capture the market, a supplier offers a trade credit period to its retailers. Due to this facility, retailer also offers a partial trade credit period to his/her customer to boost the demand of the item. In practical life situation, demands are generally dependent upon time. Constant demand of an item varies time to time. In this vague situation, demands are taken as time dependent, where its constant part is taken as Left Right - type fuzzy number. In this paper, Generalized Hukuhara derivative approach is used to solve the fuzzy inventory model. Four different cases are considered by using Generalized Hukuhara-(i differentiability and Generalized Hukuhara-(ii differentiability. The objective of this paper is to find out the optimal time so as the total inventory cost is minimum. Finally the model is solved by generalized reduced gradient method. The proposed model and technique are illustrated by numerical examples. Some sensitivity analyses both in tabular and graphical forms are presented and the effects of minimum cost with respect to various inventory parameters are discussed.

  4. Clawpack: building an open source ecosystem for solving hyperbolic PDEs

    KAUST Repository

    Mandli, Kyle T.; Ahmadia, Aron J.; Berger, Marsha; Calhoun, Donna; George, David L.; Hadjimichael, Yiannis; Ketcheson, David I.; Lemoine, Grady I.; LeVeque, Randall J.

    2016-01-01

    Clawpack is a software package designed to solve nonlinear hyperbolic partial differential equations using high-resolution finite volume methods based on Riemann solvers and limiters. The package includes a number of variants aimed at different applications and user communities. Clawpack has been actively developed as an open source project for over 20 years. The latest major release, Clawpack 5, introduces a number of new features and changes to the code base and a new development model based on GitHub and Git submodules. This article provides a summary of the most significant changes, the rationale behind some of these changes, and a description of our current development model.

  5. Clawpack: building an open source ecosystem for solving hyperbolic PDEs

    KAUST Repository

    Mandli, Kyle T.

    2016-08-08

    Clawpack is a software package designed to solve nonlinear hyperbolic partial differential equations using high-resolution finite volume methods based on Riemann solvers and limiters. The package includes a number of variants aimed at different applications and user communities. Clawpack has been actively developed as an open source project for over 20 years. The latest major release, Clawpack 5, introduces a number of new features and changes to the code base and a new development model based on GitHub and Git submodules. This article provides a summary of the most significant changes, the rationale behind some of these changes, and a description of our current development model.

  6. 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.

  7. Learning partial differential equations via data discovery and sparse optimization.

    Science.gov (United States)

    Schaeffer, Hayden

    2017-01-01

    We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

  8. Existence of pseudo almost periodic solutions for a class of partial functional differential equations

    Directory of Open Access Journals (Sweden)

    Hui-Sheng Ding

    2013-04-01

    Full Text Available In this paper, we first introduce a new class of pseudo almost periodic type functions and investigate some properties of pseudo almost periodic type functions; and then we discuss the existence of pseudo almost periodic solutions to the class of abstract partial functional differential equations $x'(t=Ax(t+f(t,x_t$ with finite delay in a Banach space X.

  9. Multiscale empirical interpolation for solving nonlinear PDEs

    KAUST Repository

    Calo, Victor M.

    2014-12-01

    In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM). To solve nonlinear equations, the GMsFEM is used to represent the solution on a coarse grid with multiscale basis functions computed offline. Computing the GMsFEM solution involves calculating the system residuals and Jacobians on the fine grid. We use empirical interpolation concepts to evaluate these residuals and Jacobians of the multiscale system with a computational cost which is proportional to the size of the coarse-scale problem rather than the fully-resolved fine scale one. The empirical interpolation method uses basis functions which are built by sampling the nonlinear function we want to approximate a limited number of times. The coefficients needed for this approximation are computed in the offline stage by inverting an inexpensive linear system. The proposed multiscale empirical interpolation techniques: (1) divide computing the nonlinear function into coarse regions; (2) evaluate contributions of nonlinear functions in each coarse region taking advantage of a reduced-order representation of the solution; and (3) introduce multiscale proper-orthogonal-decomposition techniques to find appropriate interpolation vectors. We demonstrate the effectiveness of the proposed methods on several nonlinear multiscale PDEs that are solved with Newton\\'s methods and fully-implicit time marching schemes. Our numerical results show that the proposed methods provide a robust framework for solving nonlinear multiscale PDEs on a coarse grid with bounded error and significant computational cost reduction.

  10. Effects of partial slip boundary condition and radiation on the heat and mass transfer of MHD-nanofluid flow

    Science.gov (United States)

    Abd Elazem, Nader Y.; Ebaid, Abdelhalim

    2017-12-01

    In this paper, the effect of partial slip boundary condition on the heat and mass transfer of the Cu-water and Ag-water nanofluids over a stretching sheet in the presence of magnetic field and radiation. Such partial slip boundary condition has attracted much attention due to its wide applications in industry and chemical engineering. The flow is basically governing by a system of partial differential equations which are reduced to a system of ordinary differential equations. This system has been exactly solved, where exact analytical expression has been obtained for the fluid velocity in terms of exponential function, while the temperature distribution, and the nanoparticles concentration are expressed in terms of the generalized incomplete gamma function. In addition, explicit formulae are also derived from the rates of heat transfer and mass transfer. The effects of the permanent parameters on the skin friction, heat transfer coefficient, rate of mass transfer, velocity, the temperature profile, and concentration profile have been discussed through tables and graphs.

  11. Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Vladimir P. Gerdt

    2006-05-01

    Full Text Available In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

  12. 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.

  13. Isostable reduction with applications to time-dependent partial differential equations.

    Science.gov (United States)

    Wilson, Dan; Moehlis, Jeff

    2016-07-01

    Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.

  14. Modeling tree crown dynamics with 3D partial differential equations.

    Science.gov (United States)

    Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry

    2014-01-01

    We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.

  15. Parent Ratings of ADHD Symptoms: Generalized Partial Credit Model Analysis of Differential Item Functioning across Gender

    Science.gov (United States)

    Gomez, Rapson

    2012-01-01

    Objective: Generalized partial credit model, which is based on item response theory (IRT), was used to test differential item functioning (DIF) for the "Diagnostic and Statistical Manual of Mental Disorders" (4th ed.), inattention (IA), and hyperactivity/impulsivity (HI) symptoms across boys and girls. Method: To accomplish this, parents completed…

  16. On the complete and partial integrability of non-Hamiltonian systems

    Science.gov (United States)

    Bountis, T. C.; Ramani, A.; Grammaticos, B.; Dorizzi, B.

    1984-11-01

    The methods of singularity analysis are applied to several third order non-Hamiltonian systems of physical significance including the Lotka-Volterra equations, the three-wave interaction and the Rikitake dynamo model. Complete integrability is defined and new completely integrable systems are discovered by means of the Painlevé property. In all these cases we obtain integrals, which reduce the equations either to a final quadrature or to an irreducible second order ordinary differential equation (ODE) solved by Painlevé transcendents. Relaxing the Painlevé property we find many partially integrable cases whose movable singularities are poles at leading order, with In( t- t0) terms entering at higher orders. In an Nth order, generalized Rössler model a precise relation is established between the partial fulfillment of the Painlevé conditions and the existence of N - 2 integrals of the motion.

  17. NATO Advanced Research Workshop on Approximation by Solutions of Partial Differential Equations, Quadrature Formulae, and Related Topics

    CERN Document Server

    Goldstein, M; Haussmann, W; Hayman, W; Rogge, L

    1992-01-01

    This volume consists of the proceedings of the NATO Advanced Research Workshop on Approximation by Solutions of Partial Differential Equations, Quadrature Formulae, and Related Topics, which was held at Hanstholm, Denmark. These proceedings include the main invited talks and contributed papers given during the workshop. The aim of these lectures was to present a selection of results of the latest research in the field. In addition to covering topics in approximation by solutions of partial differential equations and quadrature formulae, this volume is also concerned with related areas, such as Gaussian quadratures, the Pompelu problem, rational approximation to the Fresnel integral, boundary correspondence of univalent harmonic mappings, the application of the Hilbert transform in two dimensional aerodynamics, finely open sets in the limit set of a finitely generated Kleinian group, scattering theory, harmonic and maximal measures for rational functions and the solution of the classical Dirichlet problem. In ...

  18. Implementation of geomechanical models for engineered clay barriers in multi-physic partial differential equation solvers

    International Nuclear Information System (INIS)

    Navarro, V.; Alonso, J.; Asensio, L.; Yustres, A.; Pintado, X.

    2012-01-01

    Document available in extended abstract form only. The use of numerical methods, especially the Finite Element Method (FEM), for solving boundary problems in Unsaturated Soil Mechanics has experienced significant progress. Several codes, both built mainly for research purposes and commercial software, are now available. In the last years, Multi-physic Partial Differentiation Equation Solvers (MPDES) have turned out to be an interesting proposal. In this family of solvers, the user defines the governing equations and the behaviour models, generally using a computer algebra environment. The code automatically assembles and solves the equation systems, saving the user having to redefine the structures of memory storage or to implement solver algorithms. The user can focus on the definition of the physics of the problem, while it is possible to couple virtually any physical or chemical process that can be described by a PDE. This can be done, for instance, in COMSOL Multiphysics (CM). Nonetheless, the versatility of CM is compromised by the impossibility to implement models with variables defined by implicit functions. Elasto-plastic models involve an implicit coupling among stress increments, plastic strains and plastic variables increments. For this reason, they cannot be implemented in CM in a straightforward way. This means a very relevant limitation for the use of this tool in the analysis of geomechanical boundary value problems. In this work, a strategy to overcome this problem using the multi-physics concept is presented. A mixed method is proposed, considering the constitutive stresses, the pre-consolidation pressure and the plastic variables as main unknowns of the model. Mixed methods usually present stability problems. However, the algorithmics present in CM include several numerical strategies to minimise this kind of problems. Besides, CM is based on the application of the FEM with Lagrange multipliers, an approach that significantly contributes stability

  19. A comparison of the Method of Lines to finite difference techniques in solving time-dependent partial differential equations. [with applications to Burger equation and stream function-vorticity problem

    Science.gov (United States)

    Kurtz, L. A.; Smith, R. E.; Parks, C. L.; Boney, L. R.

    1978-01-01

    Steady state solutions to two time dependent partial differential systems have been obtained by the Method of Lines (MOL) and compared to those obtained by efficient standard finite difference methods: (1) Burger's equation over a finite space domain by a forward time central space explicit method, and (2) the stream function - vorticity form of viscous incompressible fluid flow in a square cavity by an alternating direction implicit (ADI) method. The standard techniques were far more computationally efficient when applicable. In the second example, converged solutions at very high Reynolds numbers were obtained by MOL, whereas solution by ADI was either unattainable or impractical. With regard to 'set up' time, solution by MOL is an attractive alternative to techniques with complicated algorithms, as much of the programming difficulty is eliminated.

  20. 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

  1. Partial differential equations in action from modelling to theory

    CERN Document Server

    Salsa, Sandro

    2016-01-01

    The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...

  2. Partial differential equations in action from modelling to theory

    CERN Document Server

    Salsa, Sandro

    2015-01-01

    The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...

  3. Tracer kinetics: Modelling by partial differential equations of inhomogeneous compartments with age-dependent elimination rates. Pt. 2

    International Nuclear Information System (INIS)

    Winkler, E.

    1991-01-01

    The general theory of inhomogeneous compartments with age-dependent elimination rates is illustrated by examples. Mathematically, it turns out that models consisting of partial differential equations include ordinary, delayed and integro-differential equations, a general fact which is treated here in the context of linear tracer kinetics. The examples include standard compartments as a degenerate case, systems of standard compartments (compartment blocks), models resulting in special residence time distributions, models with pipes, and systems with heterogeneous particles. (orig./BBR) [de

  4. Mixed problem with nonlocal boundary conditions for a third-order partial differential equation of mixed type

    OpenAIRE

    Denche, M.; Marhoune, A. L.

    2001-01-01

    We study a mixed problem with integral boundary conditions for a third-order partial differential equation of mixed type. We prove the existence and uniqueness of the solution. The proof is based on two-sided a priori estimates and on the density of the range of the operator generated by the considered problem.

  5. A Posteriori Finite Element Bounds for Sensitivity Derivatives of Partial-Differential-Equation Outputs. Revised

    Science.gov (United States)

    Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume

    1998-01-01

    We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.

  6. 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.

  7. 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.

  8. 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...

  9. Advances in phase space analysis of partial differential equations in honor of Ferruccio Colombini's 60th birthday

    CERN Document Server

    Bove, Antonio; Murthy, MK Venkatesha

    2009-01-01

    This collection of original articles and surveys addresses the recent advances in linear and nonlinear aspects of the theory of partial differential equations. The key topics include operators as "sums of squares" of real and complex vector fields, nonlinear evolution equations, local solvability, and hyperbolic questions.

  10. Towards information-optimal simulation of partial differential equations.

    Science.gov (United States)

    Leike, Reimar H; Enßlin, Torsten A

    2018-03-01

    Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data providing information about a real physical field that is unknown. This information is sought to be conserved by the scheme as the field evolves in time. Such an information theoretic approach to simulation was pursued before by information field dynamics (IFD). In this paper we work out the theory of IFD for nonlinear PDEs in a noiseless Gaussian approximation. The result is an action that can be minimized to obtain an information-optimal simulation scheme. It can be brought into a closed form using field operators to calculate the appearing Gaussian integrals. The resulting simulation schemes are tested numerically in two instances for the Burgers equation. Their accuracy surpasses finite-difference schemes on the same resolution. The IFD scheme, however, has to be correctly informed on the subgrid correlation structure. In certain limiting cases we recover well-known simulation schemes like spectral Fourier-Galerkin methods. We discuss implications of the approximations made.

  11. A lattice Boltzmann coupled to finite volumes method for solving phase change problems

    Directory of Open Access Journals (Sweden)

    El Ganaoui Mohammed

    2009-01-01

    Full Text Available A numerical scheme coupling lattice Boltzmann and finite volumes approaches has been developed and qualified for test cases of phase change problems. In this work, the coupled partial differential equations of momentum conservation equations are solved with a non uniform lattice Boltzmann method. The energy equation is discretized by using a finite volume method. Simulations show the ability of this developed hybrid method to model the effects of convection, and to predict transfers. Benchmarking is operated both for conductive and convective situation dominating solid/liquid transition. Comparisons are achieved with respect to available analytical solutions and experimental results.

  12. 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.

  13. 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.

  14. 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.

  15. Solving of some Problems with On-Line Mode Measurement of Partial Discharges

    Directory of Open Access Journals (Sweden)

    Karel Zalis

    2004-01-01

    Full Text Available This paper deals with the problems discussing the transition from off-line diagnostic methods to on-line ones. Based on the experience with commercial partial discharge measuring equipment a new digital system for the evaluation of partial discharge measurement including software and hardware facilities has been developed at the Czech Technical University in Prague. Two expert systems work in this complex evaluating system: a rule-based expert system performing an amplitude analysis of partial discharge impulses for determining the damage of the insulation system, and a neural network which is used for a phase analysis of partial discharge impulses to determine the kind of partial discharge activity. Problem of the elimination of disturbances is also discussed.

  16. 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.

  17. 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.

  18. MRI differential diagnosis of complete and partial tears of the anterior cruciate ligament of the knee: the usefulness of oblique coronal T2-weighted image

    International Nuclear Information System (INIS)

    Lee, Seo Young; Shim, Jae Chan; Lee, Ghi Jai; Bang, Sun Woo; Ryu, Seok Jong; Kim, Ho Kyun; Kim, Jeong Seok

    2002-01-01

    To assess the usefulness of T2-weighted oblique coronal MR imaging (T2OCI) in the differential diagnosis of complete and partial tears of the anterior cruciate ligament (ACL) of the knee. Thirty-three patients with ACL tear (16 complete and 17 partial tears), comfirmed by arthroscopy, were included in this study. Conventional MR imaging and T2OCI were performed, and the findings were retrospectively reviewed by two radiologists in terms of continuity, shape, axis and internal signal intensity of the ligament. Each finding was tested if there were stastistically significant differences in its prevalence between partial and complete tears. The diagnostic accuracy of T2OCI and conventional MR imaging in the detection of partial and complete tears of the ACL were compared. Conventional MR imaging revealed no statistically significant finding for differential diagnosis of complete and partial ACL tears. The reliable and statistically significant (p<0.001) findings of T2OCI were complete discontinuity of the ligament in cases involving complete ACL tears (14 of 16 complete tears and 2 of 17 partial tears) and the preservation of the band form for partial ACL tears (2 of 16 complete tears and 15 of 17 partial tears). The accuracy of T2OCI and conventional MR imaging was 88% and 70%, respectively. When ACL injury is vague on conventional MR images, a modality which is more useful in the differential diagnosis of partial and complete tears of the ACL, and in predicting the site of a tear, is T2-weighted oblique coronal imaging

  19. Survey of the status of finite element methods for partial differential equations

    Science.gov (United States)

    Temam, Roger

    1986-01-01

    The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

  20. 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.

  1. Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

    Science.gov (United States)

    Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.

    2013-09-01

    Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.

  2. Solving binary-state multi-objective reliability redundancy allocation series-parallel problem using efficient epsilon-constraint, multi-start partial bound enumeration algorithm, and DEA

    International Nuclear Information System (INIS)

    Khalili-Damghani, Kaveh; Amiri, Maghsoud

    2012-01-01

    In this paper, a procedure based on efficient epsilon-constraint method and data envelopment analysis (DEA) is proposed for solving binary-state multi-objective reliability redundancy allocation series-parallel problem (MORAP). In first module, a set of qualified non-dominated solutions on Pareto front of binary-state MORAP is generated using an efficient epsilon-constraint method. In order to test the quality of generated non-dominated solutions in this module, a multi-start partial bound enumeration algorithm is also proposed for MORAP. The performance of both procedures is compared using different metrics on well-known benchmark instance. The statistical analysis represents that not only the proposed efficient epsilon-constraint method outperform the multi-start partial bound enumeration algorithm but also it improves the founded upper bound of benchmark instance. Then, in second module, a DEA model is supplied to prune the generated non-dominated solutions of efficient epsilon-constraint method. This helps reduction of non-dominated solutions in a systematic manner and eases the decision making process for practical implementations. - Highlights: ► A procedure based on efficient epsilon-constraint method and DEA was proposed for solving MORAP. ► The performance of proposed procedure was compared with a multi-start PBEA. ► Methods were statistically compared using multi-objective metrics.

  3. 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.

  4. Distribution of the Discretization and Algebraic Error in Numerical Solution of Partial Differential Equations

    Czech Academy of Sciences Publication Activity Database

    Papež, Jan; Liesen, J.; Strakoš, Z.

    2014-01-01

    Roč. 449, 15 May (2014), s. 89-114 ISSN 0024-3795 R&D Projects: GA AV ČR IAA100300802; GA ČR GA201/09/0917 Grant - others:GA MŠk(CZ) LL1202; GA UK(CZ) 695612 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * adaptivity * a posteriori error analysis * discretization error * algebra ic error * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 0.939, year: 2014

  5. 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.

  6. 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.

  7. 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…

  8. Grid generation for the solution of partial differential equations

    Science.gov (United States)

    Eiseman, Peter R.; Erlebacher, Gordon

    1989-01-01

    A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.

  9. 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.

  10. 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.

  11. Partial differential equation-based localization of a monopole source from a circular array.

    Science.gov (United States)

    Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

    2013-10-01

    Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.

  12. Differentiation of mucosal disease from partial development of the paranasal sinuses in pediatric patients

    International Nuclear Information System (INIS)

    Duerinckx, A.J.; Whyte, A.M.; Lufkin, R.B.; Hall, T.R.; Kangarloo, H.

    1988-01-01

    On magnetic resonance (MR) images of pediatric patients, sinus mucosal disease may have an appearance similar to that of the normal partially developed sinus, leading to an increase in the number of patients labeled as having incidental sinusitis. The paranasal sinuses were retrospectively evaluated in 27 infants and children aged 0-11 years undergoing brain MR imaging for indications both unrelated and related to sinus disease. The authors developed criteria for grading paranasal sinus development and mucosal disease. Incidental mucosal disease is not uncommon, occurring in 28% of patients aged 0-7 years. In children under 3 years of age, inflammatory mucosal thickening and marrow surrounding the partially developed sinus have a high signal on many MR sequences and may be confused. Recognition of the low-intensity peripheral cortical margin of the sinus and awareness of the stages of normal sinus development allow differentiation

  13. On a higher order multi-term time-fractional partial differential equation involving Caputo-Fabrizio derivative

    OpenAIRE

    Pirnapasov, Sardor; Karimov, Erkinjon

    2017-01-01

    In the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order Caputo-Fabrizio derivatives in time-variable. Using method of separation of variables and integration by parts, we reduce fractional order PDE to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.

  14. Building bridges connections and challenges in modern approaches to numerical partial differential equations

    CERN Document Server

    Brezzi, Franco; Cangiani, Andrea; Georgoulis, Emmanuil

    2016-01-01

    This volume contains contributed survey papers from the main speakers at the LMS/EPSRC Symposium “Building bridges: connections and challenges in modern approaches to numerical partial differential equations”. This meeting took place in July 8-16, 2014, and its main purpose was to gather specialists in emerging areas of numerical PDEs, and explore the connections between the different approaches. The type of contributions ranges from the theoretical foundations of these new techniques, to the applications of them, to new general frameworks and unified approaches that can cover one, or more than one, of these emerging techniques.

  15. Matrix-oriented implementation for the numerical solution of the partial differential equations governing flows and transport in porous media

    KAUST Repository

    Sun, Shuyu; Salama, Amgad; El-Amin, Mohamed

    2012-01-01

    In this paper we introduce a new technique for the numerical solution of the various partial differential equations governing flow and transport phenomena in porous media. This method is proposed to be used in high level programming languages like

  16. 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.

  17. Bright and dark soliton solutions for some nonlinear fractional differential equations

    International Nuclear Information System (INIS)

    Guner, Ozkan; Bekir, Ahmet

    2016-01-01

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

  18. 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)

  19. Partial differential equations an accessible route through theory and applications

    CERN Document Server

    Vasy, András

    2015-01-01

    This text on partial differential equations is intended for readers who want to understand the theoretical underpinnings of modern PDEs in settings that are important for the applications without using extensive analytic tools required by most advanced texts. The assumed mathematical background is at the level of multivariable calculus and basic metric space material, but the latter is recalled as relevant as the text progresses. The key goal of this book is to be mathematically complete without overwhelming the reader, and to develop PDE theory in a manner that reflects how researchers would think about the material. A concrete example is that distribution theory and the concept of weak solutions are introduced early because while these ideas take some time for the students to get used to, they are fundamentally easy and, on the other hand, play a central role in the field. Then, Hilbert spaces that are quite important in the later development are introduced via completions which give essentially all the fea...

  20. Discontinuous Galerkin finite element method for solving population density functions of cortical pyramidal and thalamic neuronal populations.

    Science.gov (United States)

    Huang, Chih-Hsu; Lin, Chou-Ching K; Ju, Ming-Shaung

    2015-02-01

    Compared with the Monte Carlo method, the population density method is efficient for modeling collective dynamics of neuronal populations in human brain. In this method, a population density function describes the probabilistic distribution of states of all neurons in the population and it is governed by a hyperbolic partial differential equation. In the past, the problem was mainly solved by using the finite difference method. In a previous study, a continuous Galerkin finite element method was found better than the finite difference method for solving the hyperbolic partial differential equation; however, the population density function often has discontinuity and both methods suffer from a numerical stability problem. The goal of this study is to improve the numerical stability of the solution using discontinuous Galerkin finite element method. To test the performance of the new approach, interaction of a population of cortical pyramidal neurons and a population of thalamic neurons was simulated. The numerical results showed good agreement between results of discontinuous Galerkin finite element and Monte Carlo methods. The convergence and accuracy of the solutions are excellent. The numerical stability problem could be resolved using the discontinuous Galerkin finite element method which has total-variation-diminishing property. The efficient approach will be employed to simulate the electroencephalogram or dynamics of thalamocortical network which involves three populations, namely, thalamic reticular neurons, thalamocortical neurons and cortical pyramidal neurons. Copyright © 2014 Elsevier Ltd. All rights reserved.

  1. Modulating functions-based method for parameters and source estimation in one-dimensional partial differential equations

    KAUST Repository

    Asiri, Sharefa M.

    2016-10-20

    In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear in unknown parameters. The well-posedness of the modulating functions-based solution is proved. The wave and the fifth-order KdV equations are used as examples to show the effectiveness of the proposed method in both noise-free and noisy cases.

  2. Sparse grid spectral methods for the numerical solution of partial differential equations with periodic boundary conditions

    International Nuclear Information System (INIS)

    Kupka, F.

    1997-11-01

    This thesis deals with the extension of sparse grid techniques to spectral methods for the solution of partial differential equations with periodic boundary conditions. A review on boundary and initial-boundary value problems and a discussion on numerical resolution is used to motivate this research. Spectral methods are introduced by projection techniques, and by three model problems: the stationary and the transient Helmholtz equations, and the linear advection equation. The approximation theory on the hyperbolic cross is reviewed and its close relation to sparse grids is demonstrated. This approach extends to non-periodic problems. Various Sobolev spaces with dominant mixed derivative are introduced to provide error estimates for Fourier approximation and interpolation on the hyperbolic cross and on sparse grids by means of Sobolev norms. The theorems are immediately applicable to the stability and convergence analysis of sparse grid spectral methods. This is explicitly demonstrated for the three model problems. A variant of the von Neumann condition is introduced to simplify the stability analysis of the time-dependent model problems. The discrete Fourier transformation on sparse grids is discussed together with its software implementation. Results on numerical experiments are used to illustrate the performance of the new method with respect to the smoothness properties of each example. The potential of the method in mathematical modelling is estimated and generalizations to other sparse grid methods are suggested. The appendix includes a complete Fortran90 program to solve the linear advection equation by the sparse grid Fourier collocation method and a third-order Runge-Kutta routine for integration in time. (author)

  3. 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.

  4. Solving applied mathematical problems with Matlab

    CERN Document Server

    Xue, Dingyu

    2008-01-01

    Computer Mathematics Language-An Overview. Fundamentals of MATLAB Programming. Calculus Problems. MATLAB Computations of Linear Algebra Problems. Integral Transforms and Complex Variable Functions. Solutions to Nonlinear Equations and Optimization Problems. MATLAB Solutions to Differential Equation Problems. Solving Interpolations and Approximations Problems. Solving Probability and Mathematical Statistics Problems. Nontraditional Solution Methods for Mathematical Problems.

  5. 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

  6. Solutions to an advanced functional partial differential equation of the pantograph type.

    Science.gov (United States)

    Zaidi, Ali A; Van Brunt, B; Wake, G C

    2015-07-08

    A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained.

  7. Polynomial chaos methods for hyperbolic partial differential equations numerical techniques for fluid dynamics problems in the presence of uncertainties

    CERN Document Server

    Pettersson, Mass Per; Nordström, Jan

    2015-01-01

    This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The approach described in the text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dime...

  8. Partial differential equations for self-organization in cellular and developmental biology

    International Nuclear Information System (INIS)

    Baker, R E; Gaffney, E A; Maini, P K

    2008-01-01

    Understanding the mechanisms governing and regulating the emergence of structure and heterogeneity within cellular systems, such as the developing embryo, represents a multiscale challenge typifying current integrative biology research, namely, explaining the macroscale behaviour of a system from microscale dynamics. This review will focus upon modelling how cell-based dynamics orchestrate the emergence of higher level structure. After surveying representative biological examples and the models used to describe them, we will assess how developments at the scale of molecular biology have impacted on current theoretical frameworks, and the new modelling opportunities that are emerging as a result. We shall restrict our survey of mathematical approaches to partial differential equations and the tools required for their analysis. We will discuss the gap between the modelling abstraction and biological reality, the challenges this presents and highlight some open problems in the field. (invited article)

  9. A moving boundary problem and orthogonal collocation in solving a dynamic liquid surfactant membrane model including osmosis and breakage

    Directory of Open Access Journals (Sweden)

    E.C. Biscaia Junior

    2001-06-01

    Full Text Available A dynamic kinetic-diffusive model for the extraction of metallic ions from aqueous liquors using liquid surfactant membranes is proposed. The model incorporates undesirable intrinsic phenomena such as swelling and breakage of the emulsion globules that have to be controlled during process operation. These phenomena change the spatial location of the chemical reaction during the course of extraction, resulting in a transient moving boundary problem. The orthogonal collocation method was used to transform the partial differential equations into an ordinary differential equation set that was solved by an implicit numerical routine. The model was found to be numerically stable and reliable in predicting the behaviour of zinc extraction with acidic extractant for long residence times.

  10. Mathematical and numerical methods for partial differential equations applications for engineering sciences

    CERN Document Server

    Chaskalovic, Joël

    2014-01-01

    This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then, in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material, as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic

  11. A hybrid perturbation-Galerkin technique for partial differential equations

    Science.gov (United States)

    Geer, James F.; Anderson, Carl M.

    1990-01-01

    A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.

  12. Calculation of Scattering Amplitude Without Partial Analysis. II; Inclusion of Exchange

    Science.gov (United States)

    Temkin, Aaron; Shertzer, J.; Fisher, Richard R. (Technical Monitor)

    2002-01-01

    There was a method for calculating the whole scattering amplitude, f(Omega(sub k)), directly. The idea was to calculate the complete wave function Psi numerically, and use it in an integral expression for f, which can be reduced to a 2 dimensional quadrature. The original application was for e-H scattering without exchange. There the Schrodinger reduces a 2-d partial differential equation (pde), which was solved using the finite element method (FEM). Here we extend the method to the exchange approximation. The S.E. can be reduced to a pair of coupled pde's, which are again solved by the FEM. The formal expression for f(Omega(sub k)) consists two integrals, f+/- = f(sub d) +/- f(sub e); f(sub d) is formally the same integral as the no-exchange f. We have also succeeded in reducing f(sub e) to a 2-d integral. Results will be presented at the meeting.

  13. Scale-invariant solutions to partial differential equations of fractional order with a moving boundary condition

    International Nuclear Information System (INIS)

    Li Xicheng; Xu Mingyu; Wang Shaowei

    2008-01-01

    In this paper, we give similarity solutions of partial differential equations of fractional order with a moving boundary condition. The solutions are given in terms of a generalized Wright function. The time-fractional Caputo derivative and two types of space-fractional derivatives are considered. The scale-invariant variable and the form of the solution of the moving boundary are obtained by the Lie group analysis. A comparison between the solutions corresponding to two types of fractional derivative is also given

  14. The large discretization step method for time-dependent partial differential equations

    Science.gov (United States)

    Haras, Zigo; Taasan, Shlomo

    1995-01-01

    A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

  15. A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

    International Nuclear Information System (INIS)

    Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.

    2015-01-01

    We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method

  16. A three operator split-step method covering a larger set of non-linear partial differential equations

    Science.gov (United States)

    Zia, Haider

    2017-06-01

    This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.

  17. Reducing the memory requirement in reverse mode automatic differentiation by solving TBR flow equations

    International Nuclear Information System (INIS)

    Naumann, U.

    2002-01-01

    The fast computation of gradients in reverse mode Automatic Differentiation (AD) requires the generation of adjoint versions of every statement in the original code. Due to the resulting reversal of the control flow certain intermediate values have to be made available in reverse order to compute the local partial derivatives. This can be achieved by storing these values or by recomputing them when they become required. In any case one is interested in minimizing the size of this set. Following an extensive introduction of the ''To-Be-Recorded'' (TBR) problem the authors present flow equations for propagating the TBR status of variables in the context of reverse mode AD of structured programs

  18. Survival of partially differentiated mouse embryonic stem cells in the scala media of the guinea pig cochlea.

    Science.gov (United States)

    Hildebrand, Michael S; Dahl, Hans-Henrik M; Hardman, Jennifer; Coleman, Bryony; Shepherd, Robert K; de Silva, Michelle G

    2005-12-01

    The low regenerative capacity of the hair cells of the mammalian inner ear is a major obstacle for functional recovery following sensorineural hearing loss. A potential treatment is to replace damaged tissue by transplantation of stem cells. To test this approach, undifferentiated and partially differentiated mouse embryonic stem (ES) cells were delivered into the scala media of the deafened guinea pig cochlea. Transplanted cells survived in the scala media for a postoperative period of at least nine weeks, evidenced by histochemical and direct fluorescent detection of enhanced green fluorescent protein (EGFP). Transplanted cells were discovered near the spiral ligament and stria vascularis in the endolymph fluid of the scala media. In some cases, cells were observed close to the damaged organ of Corti structure. There was no evidence of significant immunological rejection of the implanted ES cells despite the absence of immunosuppression. Our surgical approach allowed efficient delivery of ES cells to the scala media while preserving the delicate structures of the cochlea. This is the first report of the survival of partially differentiated ES cells in the scala media of the mammalian cochlea, and it provides support for the potential of cell-based therapies for sensorineural hearing impairment.

  19. Three tesla magnetic resonance imaging of the anterior cruciate ligament of the knee: can we differentiate complete from partial tears?

    Energy Technology Data Exchange (ETDEWEB)

    Dyck, Pieter van; Gielen, Jan L.; Parizel, Paul M. [University Hospital Antwerp and University of Antwerp, Department of Radiology, Antwerp (Edegem) (Belgium); Vanhoenacker, Filip M. [University Hospital Antwerp and University of Antwerp, Department of Radiology, Antwerp (Edegem) (Belgium); AZ St-Maarten Duffel/Mechelen, Department of Radiology, Duffel (Belgium); Dossche, Lieven; Gestel, Jozef van [University Hospital Antwerp and University of Antwerp, Department of Orthopedics, Antwerp (Edegem) (Belgium); Wouters, Kristien [University Hospital Antwerp and University of Antwerp, Department of Scientific Coordination and Biostatistics, Antwerp (Edegem) (Belgium)

    2011-06-15

    To determine the ability of 3.0T magnetic resonance (MR) imaging to identify partial tears of the anterior cruciate ligament (ACL) and to allow distinction of complete from partial ACL tears. One hundred seventy-two patients were prospectively studied by 3.0T MR imaging and arthroscopy in our institution. MR images were interpreted in consensus by two experienced reviewers, and the ACL was diagnosed as being normal, partially torn, or completely torn. Diagnostic accuracy of 3.0T MR for the detection of both complete and partial tears of the ACL was calculated using arthroscopy as the standard of reference. There were 132 patients with an intact ACL, 17 had a partial, and 23 had a complete tear of the ACL seen at arthroscopy. Sensitivity, specificity, and accuracy of 3.0T MR for complete ACL tears were 83, 99, and 97%, respectively, and, for partial ACL tears, 77, 97, and 95%, respectively. Five of 40 ACL lesions (13%) could not correctly be identified as complete or partial ACL tears. MR imaging at 3.0T represents a highly accurate method for identifying tears of the ACL. However, differentiation between complete and partial ACL tears and identification of partial tears of this ligament remains difficult, even at 3.0T. (orig.)

  20. Three tesla magnetic resonance imaging of the anterior cruciate ligament of the knee: can we differentiate complete from partial tears?

    International Nuclear Information System (INIS)

    Dyck, Pieter van; Gielen, Jan L.; Parizel, Paul M.; Vanhoenacker, Filip M.; Dossche, Lieven; Gestel, Jozef van; Wouters, Kristien

    2011-01-01

    To determine the ability of 3.0T magnetic resonance (MR) imaging to identify partial tears of the anterior cruciate ligament (ACL) and to allow distinction of complete from partial ACL tears. One hundred seventy-two patients were prospectively studied by 3.0T MR imaging and arthroscopy in our institution. MR images were interpreted in consensus by two experienced reviewers, and the ACL was diagnosed as being normal, partially torn, or completely torn. Diagnostic accuracy of 3.0T MR for the detection of both complete and partial tears of the ACL was calculated using arthroscopy as the standard of reference. There were 132 patients with an intact ACL, 17 had a partial, and 23 had a complete tear of the ACL seen at arthroscopy. Sensitivity, specificity, and accuracy of 3.0T MR for complete ACL tears were 83, 99, and 97%, respectively, and, for partial ACL tears, 77, 97, and 95%, respectively. Five of 40 ACL lesions (13%) could not correctly be identified as complete or partial ACL tears. MR imaging at 3.0T represents a highly accurate method for identifying tears of the ACL. However, differentiation between complete and partial ACL tears and identification of partial tears of this ligament remains difficult, even at 3.0T. (orig.)