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Sample records for volterra integro-differential equations

  1. Singularly perturbed volterra integro-differential equations | Bijura ...

    African Journals Online (AJOL)

    Several investigations have been made on singularly perturbed integral equations. This paper aims at presenting an algorithm for the construction of asymptotic solutions and then provide a proof asymptotic correctness to singularly perturbed systems of Volterra integro-differential equations. Mathematics Subject

  2. Continuous Multistep Methods for Volterra Integro-Differential

    African Journals Online (AJOL)

    Kamoh et al.

    DIFFERENTIAL EQUATIONS OF THE SECOND ORDER. 1Kamoh N.M. ... methods, Volterra integro-differential equation, Convergent, ...... Research of a Multistep Method Applied to Numerical Solution of. Volterra ... Congress on Engineering.

  3. New stability and boundedness results to Volterra integro-differential equations with delay

    Directory of Open Access Journals (Sweden)

    Cemil Tunç

    2016-04-01

    Full Text Available In this paper, we consider a certain non-linear Volterra integro-differential equations with delay. We study stability and boundedness of solutions. The technique of proof involves defining suitable Lyapunov functionals. Our results improve and extend the results obtained in literature.

  4. Biorthogonal Systems Approximating the Solution of the Nonlinear Volterra Integro-Differential Equation

    Directory of Open Access Journals (Sweden)

    Berenguer MI

    2010-01-01

    Full Text Available This paper deals with obtaining a numerical method in order to approximate the solution of the nonlinear Volterra integro-differential equation. We define, following a fixed-point approach, a sequence of functions which approximate the solution of this type of equation, due to some properties of certain biorthogonal systems for the Banach spaces and .

  5. A remark on the stability and boundedness criteria in retarded Volterra integro-differential equations

    Directory of Open Access Journals (Sweden)

    Cemil Tunç

    2017-10-01

    Full Text Available In this article, the authors obtain some clear assumptions for the asymptotic stability (AS and boundedness (B of solutions of non-linear retarded Volterra integro-differential equations (VIDEs of first order by constructing a new Lyapunov functional (LF. The results obtained are new and differ from those found in the literature, and they also contain and improve a result found in the literature under more less restrictive conditions. We establish an example and give a discussion to indicate the applicability of the weaker conditions obtained. We also employ MATLAB-Simulink to display the behaviors of the orbits of the (VIDEs considered. Keywords: Nonlinear, Volterra integro-differential equations, First order, Asymptotic stability, Boundedness, Lyapunov functional, MSC: 34D05, 34K20, 45J05

  6. Continuous multistep methods for volterra integro-differential ...

    African Journals Online (AJOL)

    A new class of numerical methods for Volterra integro-differential equations of the second order is developed. The methods are based on interpolation and collocation of the shifted Legendre polynomial as basis function with Trapezoidal quadrature rules. The convergence analysis revealed that the methods are consistent ...

  7. 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.

  8. Approximate solution of integro-differential equation of fractional (arbitrary order

    Directory of Open Access Journals (Sweden)

    Asma A. Elbeleze

    2016-01-01

    Full Text Available In the present paper, we study the integro-differential equations which are combination of differential and Fredholm–Volterra equations that have the fractional order with constant coefficients by the homotopy perturbation and the variational iteration. The fractional derivatives are described in Caputo sense. Some illustrative examples are presented.

  9. Method for solving the periodic problem for integro-differential equations

    Directory of Open Access Journals (Sweden)

    Snezhana G. Hristova

    1989-05-01

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

  10. Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces

    Institute of Scientific and Technical Information of China (English)

    LI Shoufu

    2005-01-01

    A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.

  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. Nonlinear Stability and Convergence of Two-Step Runge-Kutta Methods for Volterra Delay Integro-Differential Equations

    Directory of Open Access Journals (Sweden)

    Haiyan Yuan

    2013-01-01

    Full Text Available This paper introduces the stability and convergence of two-step Runge-Kutta methods with compound quadrature formula for solving nonlinear Volterra delay integro-differential equations. First, the definitions of (k,l-algebraically stable and asymptotically stable are introduced; then the asymptotical stability of a (k,l-algebraically stable two-step Runge-Kutta method with 0

  13. A direct method for numerical solution of a class of nonlinear Volterra integro-differential equations and its application to the nonlinear fission and fusion reactor kinetics

    International Nuclear Information System (INIS)

    Nakahara, Yasuaki; Ise, Takeharu; Kobayashi, Kensuke; Itoh, Yasuyuki

    1975-12-01

    A new method has been developed for numerical solution of a class of nonlinear Volterra integro-differential equations with quadratic nonlinearity. After dividing the domain of the variable into subintervals, piecewise approximations are applied in the subintervals. The equation is first integrated over a subinterval to obtain the piecewise equation, to which six approximate treatments are applied, i.e. fully explicit, fully implicit, Crank-Nicolson, linear interpolation, quadratic and cubic spline. The numerical solution at each time step is obtained directly as a positive root of the resulting algebraic quadratic equation. The point reactor kinetics with a ramp reactivity insertion, linear temperature feedback and delayed neutrons can be described by one of this type of nonlinear Volterra integro-differential equations. The algorithm is applied to the Argonne benchmark problem and a model problem for a fast reactor without delayed neutrons. The fully implicit method has been found to be unconditionally stable in the sense that it always gives the positive real roots. The cubic spline method is divergent, and the other four methods are intermediate in between. From the estimation of the stability, convergency, accuracy and CPU time, it is concluded that the Crank-Nicolson method is best, then the linear interpolation method comes closely next to it. Discussions are also made on the possibility of applying the algorithm to the fusion reactor kinetics in the form of a nonlinear partial differential equation. (auth.)

  14. Analysis of stability for stochastic delay integro-differential equations.

    Science.gov (United States)

    Zhang, Yu; Li, Longsuo

    2018-01-01

    In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

  15. Integro-differential equation approach extended to larger nuclei

    International Nuclear Information System (INIS)

    Adam, R.M.; Sofianos, S.A.; Fiedeldey, H.; Fabre de la Ripelle, M.

    1992-01-01

    We extend the integro-differential equation approach (IDEA) from few-nucleon to closed-shell and closed-subshell nuclei and outline the analytical methods required for the calculation of the density functions, which enter into the integro-differential equations. These contain all the physics for a system of fermions associated with the Pauli principle. In order to test the accuracy of the IDEA comparisons are made of the binding energies of 4 He, 12 C and 16 O obtained with effective potentials using the hypercentral approximation (HCA) providing a variational solution without correlations, the IDEA which fully includes the two-body correlations, the S-states integro-differential equation (SIDE) valid for potentials operating only on pairs in the S-state and those calculated by several variational or perturbative methods in the literature. (author)

  16. Reproducing kernel method with Taylor expansion for linear Volterra integro-differential equations

    Directory of Open Access Journals (Sweden)

    Azizallah Alvandi

    2017-06-01

    Full Text Available This research aims of the present a new and single algorithm for linear integro-differential equations (LIDE. To apply the reproducing Hilbert kernel method, there is made an equivalent transformation by using Taylor series for solving LIDEs. Shown in series form is the analytical solution in the reproducing kernel space and the approximate solution $ u_{N} $ is constructed by truncating the series to $ N $ terms. It is easy to prove the convergence of $ u_{N} $ to the analytical solution. The numerical solutions from the proposed method indicate that this approach can be implemented easily which shows attractive features.

  17. Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations

    OpenAIRE

    Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril

    2011-01-01

    We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the loc...

  18. 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.

  19. 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.

  20. Symmetry groups of integro-differential equations for linear thermoviscoelastic materials with memory

    Science.gov (United States)

    Zhou, L.-Q.; Meleshko, S. V.

    2017-07-01

    The group analysis method is applied to a system of integro-differential equations corresponding to a linear thermoviscoelastic model. A recently developed approach for calculating the symmetry groups of such equations is used. The general solution of the determining equations for the system is obtained. Using subalgebras of the admitted Lie algebra, two classes of partially invariant solutions of the considered system of integro-differential equations are studied.

  1. An hp-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations

    KAUST Repository

    Pani, Amiya K.

    2010-06-06

    In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L 2-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains. © 2010 Springer Science+Business Media, LLC.

  2. An hp-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations

    KAUST Repository

    Pani, Amiya K.; Yadav, Sangita

    2010-01-01

    In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L 2-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains. © 2010 Springer Science+Business Media, LLC.

  3. Integro-differential transport approaches

    International Nuclear Information System (INIS)

    Stepanek, J.; Arkuszewski, J.; Boffi, V.; Matausek, M.V.

    1981-01-01

    This chapter summarizes the work done in Italy, Poland, Switzerland and Yugoslavia in the field of integro-differential neutron transport theory. It reflects different viewpoints in the handling of the subject. Some of the methods are based only on the solution of the integro-differential equation, others use only the integral form of the transport equation. Use of the characteristic solution closely related to the integral equation (ARKUSZEWSKI et al.,(1979)) seems to be a rather effective way to accelerate the 2 dimensional discrete ordinates (Ssub(n)) transport methods and supress one of the main disadvantages, the ray effect. The advanced ''Surface Currents'' (MAEDER (1975)) and ''Surface Flux'' (STEPANEK (1979)) methods are based on the solution of both the integro-differential and integral form of the transport equation. As long as the spatial fluxes were considered to be flat in each region only the integral form of the transport equation was considered. The solution seems to be the best method of simple handling the higher order Legendre polynomials used to approximate spatial and angular flux distribution. The coupling of the Bsub(n) integral transport equations with the related Psub(n) equations removes the greatest disadvantage of the Psub(n) theory and closes the system of the Psub(n) equations (LIGOU, STEPANEK (1974))

  4. Composite spectral functions for solving Volterra's population model

    International Nuclear Information System (INIS)

    Ramezani, M.; Razzaghi, M.; Dehghan, M.

    2007-01-01

    An approximate method for solving Volterra's population model for population growth of a species in a closed system is proposed. Volterra's model is a nonlinear integro-differential equation, where the integral term represents the effect of toxin. The approach is based upon composite spectral functions approximations. The properties of composite spectral functions consisting of few terms of orthogonal functions are presented and are utilized to reduce the solution of the Volterra's model to the solution of a system of algebraic equations. The method is easy to implement and yields very accurate result

  5. N-th order impulsive integro-differential equations in Banach spaces

    Directory of Open Access Journals (Sweden)

    Manfeng Hu

    2004-03-01

    Full Text Available We investigate the maximal and minimal solutions of initial value problem for N-th order nonlinear impulsive integro-differential equation in Banach space by establishing a comparison result and using the upper and lower solutions methods.

  6. Shifted Legendre method with residual error estimation for delay linear Fredholm integro-differential equations

    Directory of Open Access Journals (Sweden)

    Şuayip Yüzbaşı

    2017-03-01

    Full Text Available In this paper, we suggest a matrix method for obtaining the approximate solutions of the delay linear Fredholm integro-differential equations with constant coefficients using the shifted Legendre polynomials. The problem is considered with mixed conditions. Using the required matrix operations, the delay linear Fredholm integro-differential equation is transformed into a matrix equation. Additionally, error analysis for the method is presented using the residual function. Illustrative examples are given to demonstrate the efficiency of the method. The results obtained in this study are compared with the known results.

  7. Calculation of Volterra kernels for solutions of nonlinear differential equations

    NARCIS (Netherlands)

    van Hemmen, JL; Kistler, WM; Thomas, EGF

    2000-01-01

    We consider vector-valued autonomous differential equations of the form x' = f(x) + phi with analytic f and investigate the nonanticipative solution operator phi bar right arrow A(phi) in terms of its Volterra series. We show that Volterra kernels of order > 1 occurring in the series expansion of

  8. Abstract fractional integro-differential equations involving nonlocal initial conditions in α-norm

    Directory of Open Access Journals (Sweden)

    Wang Rong-Nian

    2011-01-01

    Full Text Available Abstract In the present paper, we deal with the Cauchy problems of abstract fractional integro-differential equations involving nonlocal initial conditions in α-norm, where the operator A in the linear part is the generator of a compact analytic semigroup. New criterions, ensuring the existence of mild solutions, are established. The results are obtained by using the theory of operator families associated with the function of Wright type and the semigroup generated by A, Krasnoselkii's fixed point theorem and Schauder's fixed point theorem. An application to a fractional partial integro-differential equation with nonlocal initial condition is also considered. Mathematics subject classification (2000 26A33, 34G10, 34G20

  9. Qualitative aspects of Volterra integro-dynamic system on time scales

    Directory of Open Access Journals (Sweden)

    Vasile Lupulescu

    2013-01-01

    Full Text Available This paper deals with the resolvent, asymptotic stability and boundedness of the solution of time-varying Volterra integro-dynamic system on time scales in which the coefficient matrix is not necessarily stable. We generalize at time scale some known properties about asymptotic behavior and boundedness from the continuous case. Some new results for discrete case are obtained.

  10. 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.

  11. Functional equations with causal operators

    CERN Document Server

    Corduneanu, C

    2003-01-01

    Functional equations encompass most of the equations used in applied science and engineering: ordinary differential equations, integral equations of the Volterra type, equations with delayed argument, and integro-differential equations of the Volterra type. The basic theory of functional equations includes functional differential equations with causal operators. Functional Equations with Causal Operators explains the connection between equations with causal operators and the classical types of functional equations encountered by mathematicians and engineers. It details the fundamentals of linear equations and stability theory and provides several applications and examples.

  12. Stability analysis of Runge-Kutta methods for nonlinear neutral delay integro-differential equations

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.

  13. 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.

  14. Triple positive  solutions of nth order impulsive integro-differential equations

    Directory of Open Access Journals (Sweden)

    Zeyong Qiu

    2011-07-01

    Full Text Available In this paper, we prove the existence of at least three positive solutions of boundary value problems for nth order nonlinear impulsive integro-differential equations of mixed type on infinite interval with infinite number of impulsive times. Our results are obtained by applying a new fixed point theorem introduced by Avery and Peterson.

  15. Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps

    Directory of Open Access Journals (Sweden)

    Diem Dang Huan

    2015-12-01

    Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.

  16. OPTIMAL ESTIMATES FOR THE SEMIDISCRETE GALERKIN METHOD APPLIED TO PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH NONSMOOTH DATA

    KAUST Repository

    GOSWAMI, DEEPJYOTI; PANI, AMIYA K.; YADAV, SANGITA

    2014-01-01

    AWe propose and analyse an alternate approach to a priori error estimates for the semidiscrete Galerkin approximation to a time-dependent parabolic integro-differential equation with nonsmooth initial data. The method is based on energy arguments combined with repeated use of time integration, but without using parabolic-type duality techniques. An optimal L2-error estimate is derived for the semidiscrete approximation when the initial data is in L2. A superconvergence result is obtained and then used to prove a maximum norm estimate for parabolic integro-differential equations defined on a two-dimensional bounded domain. © 2014 Australian Mathematical Society.

  17. Multi-soliton management by the integrable nonautonomous nonlinear integro-differential Schrödinger equation

    International Nuclear Information System (INIS)

    Zhang, Yu-Juan; Zhao, Dun; Luo, Hong-Gang

    2014-01-01

    We consider a wide class of integrable nonautonomous nonlinear integro-differential Schrödinger equation which contains the models for the soliton management in Bose–Einstein condensates, nonlinear optics, and inhomogeneous Heisenberg spin chain. With the help of the nonisospectral AKNS hierarchy, we obtain the N-fold Darboux transformation and the N-fold soliton-like solutions for the equation. The soliton management, especially the synchronized dispersive and nonlinear management in optical fibers is discussed. It is found that in the situation without external potential, the synchronized dispersive and nonlinear management can keep the integrability of the nonlinear Schrödinger equation; this suggests that in optical fibers, the synchronized dispersive and nonlinear management can control and maintain the propagation of a multi-soliton. - Highlights: • We consider a unified model for soliton management by an integrable integro-differential Schrödinger equation. • Using Lax pair, the N-fold Darboux transformation for the equation is presented. • The multi-soliton management is considered. • The synchronized dispersive and nonlinear management is suggested

  18. Integral Boundary Value Problems for Fractional Impulsive Integro Differential Equations in Banach Spaces

    Directory of Open Access Journals (Sweden)

    A. Anguraj

    2014-02-01

    Full Text Available We study in this paper,the existence of solutions for fractional integro differential equations with impulsive and integral conditions by using fixed point method. We establish the Sufficient conditions and unique solution for given problem. An Example is also explained to the main results.

  19. Application of Reproducing Kernel Method for Solving Nonlinear Fredholm-Volterra Integrodifferential Equations

    Directory of Open Access Journals (Sweden)

    Omar Abu Arqub

    2012-01-01

    Full Text Available This paper investigates the numerical solution of nonlinear Fredholm-Volterra integro-differential equations using reproducing kernel Hilbert space method. The solution ( is represented in the form of series in the reproducing kernel space. In the mean time, the n-term approximate solution ( is obtained and it is proved to converge to the exact solution (. Furthermore, the proposed method has an advantage that it is possible to pick any point in the interval of integration and as well the approximate solution and its derivative will be applicable. Numerical examples are included to demonstrate the accuracy and applicability of the presented technique. The results reveal that the method is very effective and simple.

  20. Weighted asymptotic behavior of solutions to semilinear integro-differential equations in Banach spaces

    Directory of Open Access Journals (Sweden)

    Yan-Tao Bian

    2014-04-01

    Full Text Available In this article, we study weighted asymptotic behavior of solutions to the semilinear integro-differential equation $$ u'(t=Au(t+\\alpha\\int_{-\\infty}^{t}e^{-\\beta(t-s}Au(sds+f(t,u(t, \\quad t\\in \\mathbb{R}, $$ where $\\alpha, \\beta \\in \\mathbb{R}$, with $\\beta > 0, \\alpha \

  1. A variational Integro-Differential Equation for three identical particles in an S-state

    International Nuclear Information System (INIS)

    Fabre de la Ripelle, M.; Braun, M.; Sofianos, S.A.

    1997-01-01

    Starting from the Schroedinger equation, a new Variational Integro-Differential Equation (VIDE) for three bosons in S-state is derived. The wave function has the simple structure of a sum of two-body amplitudes. It is shown that the new equation gives results which are three orders of magnitude better than the corresponding results obtained from a single Faddeev equation, where the pairs are in an S-state. The latter equation generates an exact solution only for S-state projected potentials. Moreover, the ghost contributions occurring in the Faddeev amplitudes for three bosons in an S-state do not exist in the new equation. (author)

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

    OpenAIRE

    Gao, Er; Song, Songhe; Zhang, Xinjian

    2012-01-01

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

  3. New continual analogs of two-dimensional Toda lattices related with nonlinear integro-differential equations

    International Nuclear Information System (INIS)

    Savel'ev, M.V.

    1988-01-01

    Continual ''extensions'' of two-dimensional Toda lattices are proposed. They are described by integro-differential equations, generally speaking, with singular kernels, depending on new (third) variable. The problem of their integrability on the corresponding class of the initial discrete system solutions is discussed. The latter takes place, in particular, for the kernel coinciding with the causal function

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

    Directory of Open Access Journals (Sweden)

    Er Gao

    2012-01-01

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

  5. A bridge between hyperspherical and integro-differential approaches to the many-body bound states

    International Nuclear Information System (INIS)

    Fabre de la Ripelle, M.

    1986-01-01

    The solution of the Schroedinger equation can be obtained from the one of a system of coupled differential equations generated from the potential harmonic expansion of the bound-state wave function of a system of identical particles governed by two-body central interactions. It is shown that the system of coupled equations can be transformed into an equivalent integro-differential equation. For three bosons in S states this equation is identical to the Faddeev equation as written by Noyes. The integro-differential equations describing the triton for non-central realistic N-N forces are explicitly given. (Auth.)

  6. Optimal Error Estimates of Two Mixed Finite Element Methods for Parabolic Integro-Differential Equations with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti; Pani, Amiya K.; Yadav, Sangita

    2013-01-01

    In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a

  7. 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.

  8. Some stability and boundedness criteria for a class of Volterra integro-differential systems

    Directory of Open Access Journals (Sweden)

    Jito Vanualailai

    2002-01-01

    Full Text Available Using Lyapunov and Lyapunov-like functionals, we study the stability and boundedness of the solutions of a system of Volterra integrodifferential equations. Our results, also extending some of the more well-known criteria, give new sufficient conditions for stability of the zero solution of the nonperturbed system, and prove that the same conditions for the perturbed system yield boundedness when the perturbation is $L^2$.

  9. Integro-differential equations of fractional order with nonlocal fractional boundary conditions associated with financial asset model

    Directory of Open Access Journals (Sweden)

    Bashir Ahmad

    2013-02-01

    Full Text Available In this article, we discuss the existence of solutions for a boundary-value problem of integro-differential equations of fractional order with nonlocal fractional boundary conditions by means of some standard tools of fixed point theory. Our problem describes a more general form of fractional stochastic dynamic model for financial asset. An illustrative example is also presented.

  10. elative controllability of nonlinear neutral Volterra Integrodiferential ...

    African Journals Online (AJOL)

    In this paper we established sufficient conditions for the relative controllability of the nonlinear neutral volterra integro-differential systems with distributed delays in the control. The results were established using the Schauder's fixed point theorem which is an extension of known results. Journal of the Nigerian Association of ...

  11. 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.

  12. Numerical Study of Two-Dimensional Volterra Integral Equations by RDTM and Comparison with DTM

    Directory of Open Access Journals (Sweden)

    Reza Abazari

    2013-01-01

    Full Text Available The two-dimensional Volterra integral equations are solved using more recent semianalytic method, the reduced differential transform method (the so-called RDTM, and compared with the differential transform method (DTM. The concepts of DTM and RDTM are briefly explained, and their application to the two-dimensional Volterra integral equations is studied. The results obtained by DTM and RDTM together are compared with exact solution. As an important result, it is depicted that the RDTM results are more accurate in comparison with those obtained by DTM applied to the same Volterra integral equations. The numerical results reveal that the RDTM is very effective, convenient, and quite accurate compared to the other kind of nonlinear integral equations. It is predicted that the RDTM can be found widely applicable in engineering sciences.

  13. Existence and Analytic Approximation of Solutions of Duffing Type Nonlinear Integro-Differential Equation with Integral Boundary Conditions

    Directory of Open Access Journals (Sweden)

    Alsaedi Ahmed

    2009-01-01

    Full Text Available A generalized quasilinearization technique is developed to obtain a sequence of approximate solutions converging monotonically and quadratically to a unique solution of a boundary value problem involving Duffing type nonlinear integro-differential equation with integral boundary conditions. The convergence of order for the sequence of iterates is also established. It is found that the work presented in this paper not only produces new results but also yields several old results in certain limits.

  14. Optimal control of stochastic difference Volterra equations an introduction

    CERN Document Server

    Shaikhet, Leonid

    2015-01-01

    This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools. The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations. Optimal Control of Stochastic Difference Volterra Equation...

  15. Hamiltonian structure of the Lotka-Volterra equations

    Science.gov (United States)

    Nutku, Y.

    1990-03-01

    The Lotka-Volterra equations governing predator-prey relations are shown to admit Hamiltonian structure with respect to a generalized Poisson bracket. These equations provide an example of a system for which the naive criterion for the existence of Hamiltonian structure fails. We show further that there is a three-component generalization of the Lotka-Volterra equations which is a bi-Hamiltonian system.

  16. Bootstrap regularity for integro-differential operators and its application to nonlocal minimal surfaces

    OpenAIRE

    Barrera, Begoña Barrios; Figalli, Alessio; Valdinoci, Enrico

    2012-01-01

    We prove that $C^{1,\\alpha}$ $s$-minimal surfaces are automatically $C^\\infty$. For this, we develop a new bootstrap regularity theory for solutions of integro-differential equations of very general type, which we believe is of independent interest.

  17. Statistical mechanics of normal grain growth in one dimension: A partial integro-differential equation model

    International Nuclear Information System (INIS)

    Ng, Felix S.L.

    2016-01-01

    We develop a statistical-mechanical model of one-dimensional normal grain growth that does not require any drift-velocity parameterization for grain size, such as used in the continuity equation of traditional mean-field theories. The model tracks the population by considering grain sizes in neighbour pairs; the probability of a pair having neighbours of certain sizes is determined by the size-frequency distribution of all pairs. Accordingly, the evolution obeys a partial integro-differential equation (PIDE) over ‘grain size versus neighbour grain size’ space, so that the grain-size distribution is a projection of the PIDE's solution. This model, which is applicable before as well as after statistically self-similar grain growth has been reached, shows that the traditional continuity equation is invalid outside this state. During statistically self-similar growth, the PIDE correctly predicts the coarsening rate, invariant grain-size distribution and spatial grain size correlations observed in direct simulations. The PIDE is then reducible to the standard continuity equation, and we derive an explicit expression for the drift velocity. It should be possible to formulate similar parameterization-free models of normal grain growth in two and three dimensions.

  18. Existence results for fractional integro-differential inclusions with state-dependent delay

    Directory of Open Access Journals (Sweden)

    Siracusa Giovana

    2017-10-01

    Full Text Available In this paper we are concerned with a class of abstract fractional integro-differential inclusions with infinite state-dependent delay. Our approach is based on the existence of a resolvent operator for the homogeneous equation.We establish the existence of mild solutions using both contractive maps and condensing maps. Finally, an application to the theory of heat conduction in materials with memory is given.

  19. Applicability of angular flux discontinuity factor preserving region-wise leakage for integro-differential transport equation

    International Nuclear Information System (INIS)

    Sakamoto, Tatsuya; Endo, Tomohiro; Yamamoto, Akio

    2014-01-01

    In the current core analysis, spatial homogenization is utilized to reduce the computational time. The discontinuity factor (DF) is one of the effective correction factors to reduce spatial homogenization error. The DF in diffusion equation is widely used; on the other hand the DF in transport equation has not been put to practical use although several efforts have been carried out. In this paper, the angular flux discontinuity factor (AFDF) as the DF for the integro-differential transport equation (e.g., the discrete-ordinate method, the method of characteristics) is theoretically described and its applicability is discussed. The AFDF is used to preserve the region-wise neutron leakage at each spatial mesh and defined as a ratio of heterogeneous and homogeneous angular fluxes at the homogenized region surface. In a homogeneous calculation with the AFDF, the angular flux is discontinuous at the region surface. In this paper the applicability of the AFDF to fuel pin cell homogenization is verified for one-dimensional slab geometry. As a result of this verification, it is confirmed that the AFDF has the capability to reduce the spatial homogenization error of fuel pin cell homogenization. (author)

  20. Solvability of Urysohn and Urysohn-Volterra equations with hysteresis in weighted spaces

    International Nuclear Information System (INIS)

    Darwish Mohamed Abdalla

    2005-09-01

    The existence of solutions to nonlinear integral equations of the second kind with hysteresis, of Urysohn-Volterra and Urysohn types has been established. We develop the solvability theory of Urysohn-Volterra equation with hysteresis in weighted spaces proposed by the author [M.A. Darwish, On solvability of Urysohn-Volterra equations with hysteresis in weighted spaces, J. Integral Equations and Application, 14(2) (2002), 151-163]. (author)

  1. On choice of trial functions in integro-differential variational principles of transport theory

    International Nuclear Information System (INIS)

    Loyalka, S.K.; Cipolla, J.W. Jr.

    1988-01-01

    In several problems of particle transport, quantities of macroscopic interest can be related to stationary values of variational functionals based on general integro-differential equations and boundary conditions. Within the context of the jump (Milne's) problem, it is shown how highly accurate results can be obtained by using trial functions based on the eigenfunctions of the relevant integrodifferential equations. Such choices of trial functions should apply equally effectively to problems in curved geometries, both internal and external

  2. Numerical Solution of Nonlinear Fredholm Integro-Differential Equations Using Spectral Homotopy Analysis Method

    Directory of Open Access Journals (Sweden)

    Z. Pashazadeh Atabakan

    2013-01-01

    Full Text Available Spectral homotopy analysis method (SHAM as a modification of homotopy analysis method (HAM is applied to obtain solution of high-order nonlinear Fredholm integro-differential problems. The existence and uniqueness of the solution and convergence of the proposed method are proved. Some examples are given to approve the efficiency and the accuracy of the proposed method. The SHAM results show that the proposed approach is quite reasonable when compared to homotopy analysis method, Lagrange interpolation solutions, and exact solutions.

  3. Incremental localized boundary-domain integro-differential equations of elastic damage mechanics for inhomogeneous body

    OpenAIRE

    Mikhailov, SE

    2006-01-01

    Copyright @ 2006 Tech Science Press A quasi-static mixed boundary value problem of elastic damage mechanics for a continuously inhomogeneous body is considered. Using the two-operator Green-Betti formula and the fundamental solution of an auxiliary homogeneous linear elasticity with frozen initial, secant or tangent elastic coe±cients, a boundary-domain integro-differential formulation of the elasto-plastic problem with respect to the displacement rates and their gradients is derived. Usin...

  4. On an integro-differential model for pest control in a heterogeneous environment.

    Science.gov (United States)

    Rodríguez, Nancy

    2015-04-01

    Insect pests pose a major threat to a balanced ecology as it can threaten local species as well as spread human diseases; thus, making the study of pest control extremely important. In practice, the sterile insect release method (SIRM), where a sterile population is introduced into the wild population with the aim of significantly reducing the growth of the population, has been a popular technique used to control pest invasions. In this work we introduce an integro-differential equation to model the propagation of pests in a heterogeneous environment, where this environment is divided into three regions. In one region SIRM is not used making this environment conducive to propagation of the insects. A second region is the eradication zone where there is an intense release of sterile insects, leading to decay of the population in this region. In the final region we explore two scenarios. In the first case, there is a small release of sterile insects and we prove that if the eradication zone is sufficiently large the pests will not invade. In the second case, when SIRM is not used at all in this region we show that invasions always occur regardless of the size of the eradication zone. Finally, we consider the limiting equation of the integro-differential equation and prove that in this case there is a critical length of the eradication zone which separates propagation from obstruction. Moreover, we provide some upper and lower bound for the critical length.

  5. Analytical solution to DGLAP integro-differential equation in a simple toy-model with a fixed gauge coupling

    Energy Technology Data Exchange (ETDEWEB)

    Alvarez, Gustavo [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik; Concepcion Univ. (Chile). Dept. de Fisica; Cvetic, Gorazd [Univ. Tecnica Federico Santa Maria, Valparaiso (Chile). Dept. de Fisica; Kniehl, Bernd A. [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik; Kondrashuk, Igor [Univ. del Bio-Bio, Chillan (Chile). Grupo de Matematica Aplicada; Univ. del Bio-Bio, Chillan (Chile). Grupo de Fisica de Altas Energias; Parra-Ferrada, Ivan [Talca Univ. (Chile). Inst. de Matematica y Fisica

    2016-11-15

    We consider a simple model for QCD dynamics in which DGLAP integro-differential equation may be solved analytically. This is a gauge model which possesses dominant evolution of gauge boson (gluon) distribution and in which the gauge coupling does not run. This may be N=4 supersymmetric gauge theory with softly broken supersymmetry, other finite supersymmetric gauge theory with lower level of supersymmetry, or topological Chern-Simons field theories. We maintain only one term in the splitting function of unintegrated gluon distribution and solve DGLAP analytically for this simplified splitting function. The solution is found by use of the Cauchy integral formula. The solution restricts form of the unintegrated gluon distribution as function of transfer momentum and of Bjorken x. Then we consider an almost realistic splitting function of unintegrated gluon distribution as an input to DGLAP equation and solve it by the same method which we have developed to solve DGLAP equation for the toy-model. We study a result obtained for the realistic gluon distribution and find a singular Bessel-like behaviour in the vicinity of the point x=0 and a smooth behaviour in the vicinity of the point x=1.

  6. On a Volterra Stieltjes integral equation

    Directory of Open Access Journals (Sweden)

    P. T. Vaz

    1990-01-01

    Full Text Available The paper deals with a study of linear Volterra integral equations involving Lebesgue-Stieltjes integrals in two independent variables. The authors prove an existence theorem using the Banach fixed-point principle. An explicit example is also considered.

  7. On solutions of neutral stochastic delay Volterra equations with singular kernels

    Directory of Open Access Journals (Sweden)

    Xiaotai Wu

    2012-08-01

    Full Text Available In this paper, existence, uniqueness and continuity of the adapted solutions for neutral stochastic delay Volterra equations with singular kernels are discussed. In addition, continuous dependence on the initial date is also investigated. Finally, stochastic Volterra equation with the kernel of fractional Brownian motion is studied to illustrate the effectiveness of our results.

  8. Representation of neural networks as Lotka-Volterra systems

    International Nuclear Information System (INIS)

    Moreau, Yves; Vandewalle, Joos; Louies, Stephane; Brenig, Leon

    1999-01-01

    We study changes of coordinates that allow the representation of the ordinary differential equations describing continuous-time recurrent neural networks into differential equations describing predator-prey models--also called Lotka-Volterra systems. We transform the equations for the neural network first into quasi-monomial form, where we express the vector field of the dynamical system as a linear combination of products of powers of the variables. In practice, this transformation is possible only if the activation function is the hyperbolic tangent or the logistic sigmoied. From this quasi-monomial form, we can directly transform the system further into Lotka-Volterra equations. The resulting Lotka-Volterra system is of higher dimension than the original system, but the behavior of its first variables is equivalent to the behavior of the original neural network

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

    International Nuclear Information System (INIS)

    Aruchunan, E.

    2015-01-01

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

  10. On filtering over Îto-Volterra observations

    Directory of Open Access Journals (Sweden)

    Michael V. Basin

    2000-01-01

    Full Text Available In this paper, the Kalman-Bucy filter is designed for an Îto-Volterra process over Ito-Volterra observations that cannot be reduced to the case of a differential observation equation. The Kalman-Bucy filter is then designed for an Ito-Volterra process over discontinuous Ito-Volterra observations. Based on the obtained results, the filtering problem over discrete observations with delays is solved. Proofs of the theorems substantiating the filtering algorithms are given.

  11. A differential-difference hierarchy associated with relativistic Toda and Volterra hierarchies

    International Nuclear Information System (INIS)

    Fan Engui; Dai Huihui

    2008-01-01

    By embedding a free function into a compatible zero curvature equation, we enlarge the original differential-difference hierarchy into a new hierarchy with the free function which still admits zero curvature representation. The new hierarchy not only includes the original hierarchy, but also the well-known relativistic Toda hierarchy and the Volterra hierarchy as special reductions by properly choosing the free function. Infinitely many conservation laws and Darboux transformation for a representative differential-difference system are constructed based on its Lax representation. The exact solutions follow by applying the Darboux transformation

  12. Qualitative properties of functional differential equation

    Directory of Open Access Journals (Sweden)

    Diana Otrocol

    2014-10-01

    Full Text Available The aim of this paper is to discuss some basic problems (existence and uniqueness, data dependence of the fixed point theory for a functional differential equation with an abstract Volterra operator. In the end an application is given.

  13. Any order approximate analytical solution of the nonlinear Volterra's integral equation for accelerator dynamic systems

    International Nuclear Information System (INIS)

    Liu Chunliang; Xie Xi; Chen Yinbao

    1991-01-01

    The universal nonlinear dynamic system equation is equivalent to its nonlinear Volterra's integral equation, and any order approximate analytical solution of the nonlinear Volterra's integral equation is obtained by exact analytical method, thus giving another derivation procedure as well as another computation algorithm for the solution of the universal nonlinear dynamic system equation

  14. The two modes extension to the Berk-Breizman equation: Delayed differential equations and asymptotic solutions

    International Nuclear Information System (INIS)

    Marczynski, Slawomir

    2011-01-01

    The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form ν∂a(τ)/∂τ=a(τ) -a 2 (τ- 1) a(τ- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.

  15. Invariants for the generalized Lotka-Volterra equations

    Science.gov (United States)

    Cairó, Laurent; Feix, Marc R.; Goedert, Joao

    A generalisation of Lotka-Volterra System is given when self limiting terms are introduced in the model. We use a modification of the Carleman embedding method to find invariants for this system of equations. The position and stability of the equilibrium point and the regression of system under invariant conditions are studied.

  16. Generalized ordinary differential equations not absolutely continuous solutions

    CERN Document Server

    Kurzweil, Jaroslav

    2012-01-01

    This book provides a systematic treatment of the Volterra integral equation by means of a modern integration theory which extends considerably the field of differential equations. It contains many new concepts and results in the framework of a unifying theory. In particular, this new approach is suitable in situations where fast oscillations occur.

  17. Aitken extrapolation and epsilon algorithm for an accelerated solution of weakly singular nonlinear Volterra integral equations

    International Nuclear Information System (INIS)

    Mesgarani, H; Parmour, P; Aghazadeh, N

    2010-01-01

    In this paper, we apply Aitken extrapolation and epsilon algorithm as acceleration technique for the solution of a weakly singular nonlinear Volterra integral equation of the second kind. In this paper, based on Tao and Yong (2006 J. Math. Anal. Appl. 324 225-37.) the integral equation is solved by Navot's quadrature formula. Also, Tao and Yong (2006) for the first time applied Richardson extrapolation to accelerating convergence for the weakly singular nonlinear Volterra integral equations of the second kind. To our knowledge, this paper may be the first attempt to apply Aitken extrapolation and epsilon algorithm for the weakly singular nonlinear Volterra integral equations of the second kind.

  18. Initial layer theory and model equations of Volterra type

    International Nuclear Information System (INIS)

    Bijura, Angelina M.

    2003-10-01

    It is demonstrated here that there exist initial layers to singularly perturbed Volterra equations whose thicknesses are not of order of magnitude of 0(ε), ε → 0. It is also shown that the initial layer theory is extremely useful because it allows one to construct the approximate solution to an equation, which is almost identical to the exact solution. (author)

  19. Hadamard-type fractional differential equations, inclusions and inequalities

    CERN Document Server

    Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada

    2017-01-01

    This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.

  20. Hartman-Wintner growth results for sublinear functional differential equations

    Directory of Open Access Journals (Sweden)

    John A. D. Appleby

    2017-01-01

    Full Text Available This article determines the rate of growth to infinity of scalar autonomous nonlinear functional and Volterra differential equations. In these equations, the right-hand side is a positive continuous linear functional of f(x. We assume f grows sublinearly, leading to subexponential growth in the solutions. The main results show that the solution of the functional differential equations are asymptotic to that of an auxiliary autonomous ordinary differential equation with right-hand side proportional to f. This happens provided f grows more slowly than l(x=x/log(x. The linear-logarithmic growth rate is also shown to be critical: if f grows more rapidly than l, the ODE dominates the FDE; if f is asymptotic to a constant multiple of l, the FDE and ODE grow at the same rate, modulo a constant non-unit factor; if f grows more slowly than l, the ODE and FDE grow at exactly the same rate. A partial converse of the last result is also proven. In the case when the growth rate is slower than that of the ODE, sharp bounds on the growth rate are determined. The Volterra and finite memory equations can have differing asymptotic behaviour and we explore the source of these differences.

  1. An analytical theory of a scattering of radio waves on meteoric ionization - II. Solution of the integro-differential equation in case of backscatter

    Science.gov (United States)

    Pecina, P.

    2016-12-01

    The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e.g. by the Ondřejov radar.

  2. Workshop on Numerical Methods for Ordinary Differential Equations

    CERN Document Server

    Gear, Charles; Russo, Elvira

    1989-01-01

    Developments in numerical initial value ode methods were the focal topic of the meeting at L'Aquila which explord the connections between the classical background and new research areas such as differental-algebraic equations, delay integral and integro-differential equations, stability properties, continuous extensions (interpolants for Runge-Kutta methods and their applications, effective stepsize control, parallel algorithms for small- and large-scale parallel architectures). The resulting proceedings address many of these topics in both research and survey papers.

  3. Global attractivity of positive periodic solution to periodic Lotka-Volterra competition systems with pure delay

    Science.gov (United States)

    Tang, Xianhua; Cao, Daomin; Zou, Xingfu

    We consider a periodic Lotka-Volterra competition system without instantaneous negative feedbacks (i.e., pure-delay systems) x(t)=x(t)[r(t)-∑j=1na(t)x(t-τ(t))], i=1,2,…,n. We establish some 3/2-type criteria for global attractivity of a positive periodic solution of the system, which generalize the well-known Wright's 3/2 criteria for the autonomous delay logistic equation, and thereby, address the open problem proposed by both Kuang [Y. Kuang, Global stability in delayed nonautonomous Lotka-Volterra type systems without saturated equilibria, Differential Integral Equations 9 (1996) 557-567] and Teng [Z. Teng, Nonautonomous Lotka-Volterra systems with delays, J. Differential Equations 179 (2002) 538-561].

  4. Quasipolynomial generalization of Lotka-Volterra mappings

    Science.gov (United States)

    Hernández-Bermejo, Benito; Brenig, Léon

    2002-07-01

    In recent years, it has been shown that Lotka-Volterra mappings constitute a valuable tool from both the theoretical and the applied points of view, with developments in very diverse fields such as physics, population dynamics, chemistry and economy. The purpose of this work is to demonstrate that many of the most important ideas and algebraic methods that constitute the basis of the quasipolynomial formalism (originally conceived for the analysis of ordinary differential equations) can be extended into the mapping domain. The extension of the formalism into the discrete-time context is remarkable as far as the quasipolynomial methodology had never been shown to be applicable beyond the differential case. It will be demonstrated that Lotka-Volterra mappings play a central role in the quasipolynomial formalism for the discrete-time case. Moreover, the extension of the formalism into the discrete-time domain allows a significant generalization of Lotka-Volterra mappings as well as a whole transfer of algebraic methods into the discrete-time context. The result is a novel and more general conceptual framework for the understanding of Lotka-Volterra mappings as well as a new range of possibilities that become open not only for the theoretical analysis of Lotka-Volterra mappings and their generalizations, but also for the development of new applications.

  5. Quasipolynomial generalization of Lotka-Volterra mappings

    International Nuclear Information System (INIS)

    Hernandez-Bermejo, Benito; Brenig, Leon

    2002-01-01

    In recent years, it has been shown that Lotka-Volterra mappings constitute a valuable tool from both the theoretical and the applied points of view, with developments in very diverse fields such as physics, population dynamics, chemistry and economy. The purpose of this work is to demonstrate that many of the most important ideas and algebraic methods that constitute the basis of the quasipolynomial formalism (originally conceived for the analysis of ordinary differential equations) can be extended into the mapping domain. The extension of the formalism into the discrete-time context is remarkable as far as the quasipolynomial methodology had never been shown to be applicable beyond the differential case. It will be demonstrated that Lotka-Volterra mappings play a central role in the quasipolynomial formalism for the discrete-time case. Moreover, the extension of the formalism into the discrete-time domain allows a significant generalization of Lotka-Volterra mappings as well as a whole transfer of algebraic methods into the discrete-time context. The result is a novel and more general conceptual framework for the understanding of Lotka-Volterra mappings as well as a new range of possibilities that become open not only for the theoretical analysis of Lotka-Volterra mappings and their generalizations, but also for the development of new applications. (author)

  6. Asymptotic Behavior of Solutions for Nonlinear Volterra Discrete Equations

    Directory of Open Access Journals (Sweden)

    E. Messina

    2008-01-01

    Full Text Available We consider nonlinear difference equations of unbounded order of the form xi=bi−∑j=0iai,jfi−j(xj,  i=0,1,2,…, where fj(x  (j=0,…,i are suitable functions. We establish sufficient conditions for the boundedness and the convergence of xi as i→+∞. Some of these conditions are interesting mainly for studying stability of numerical methods for Volterra integral equations.

  7. Some properties for integro-differential operator defined by a fractional formal.

    Science.gov (United States)

    Abdulnaby, Zainab E; Ibrahim, Rabha W; Kılıçman, Adem

    2016-01-01

    Recently, the study of the fractional formal (operators, polynomials and classes of special functions) has been increased. This study not only in mathematics but extended to another topics. In this effort, we investigate a generalized integro-differential operator [Formula: see text] defined by a fractional formal (fractional differential operator) and study some its geometric properties by employing it in new subclasses of analytic univalent functions.

  8. An integrable symmetric (2+1)-dimensional Lotka-Volterra equation and a family of its solutions

    International Nuclear Information System (INIS)

    Hu Xingbiao; Li Chunxia; Nimmo, Jonathan J C; Yu Guofu

    2005-01-01

    A symmetric (2+1)-dimensional Lotka-Volterra equation is proposed. By means of a dependent variable transformation, the equation is firstly transformed into multilinear form and further decoupled into bilinear form by introducing auxiliary independent variables. A bilinear Baecklund transformation is found and then the corresponding Lax pair is derived. Explicit solutions expressed in terms of pfaffian solutions of the bilinear form of the symmetric (2+1)-dimensional Lotka-Volterra equation are given. As a special case of the pfaffian solutions, we obtain soliton solutions and dromions

  9. On Regularly Varying and History-Dependent Convergence Rates of Solutions of a Volterra Equation with Infinite Memory

    Directory of Open Access Journals (Sweden)

    Appleby JohnAD

    2010-01-01

    Full Text Available We consider the rate of convergence to equilibrium of Volterra integrodifferential equations with infinite memory. We show that if the kernel of Volterra operator is regularly varying at infinity, and the initial history is regularly varying at minus infinity, then the rate of convergence to the equilibrium is regularly varying at infinity, and the exact pointwise rate of convergence can be determined in terms of the rate of decay of the kernel and the rate of growth of the initial history. The result is considered both for a linear Volterra integrodifferential equation as well as for the delay logistic equation from population biology.

  10. The Volterra's integral equation theory for accelerator single-freedom nonlinear components

    International Nuclear Information System (INIS)

    Wang Sheng; Xie Xi

    1996-01-01

    The Volterra's integral equation equivalent to the dynamic equation of accelerator single-freedom nonlinear components is given, starting from which the transport operator of accelerator single-freedom nonlinear components and its inverse transport operator are obtained. Therefore, another algorithm for the expert system of the beam transport operator of accelerator single-freedom nonlinear components is developed

  11. Construction of local integro quintic splines

    Directory of Open Access Journals (Sweden)

    T. Zhanlav

    2016-06-01

    Full Text Available In this paper, we show that the integro quintic splines can locally be constructed without solving any systems of equations. The new construction does not require any additional end conditions. By virtue of these advantages the proposed algorithm is easy to implement and effective. At the same time, the local integro quintic splines possess as good approximation properties as the integro quintic splines. In this paper, we have proved that our local integro quintic spline has superconvergence properties at the knots for the first and third derivatives. The orders of convergence at the knots are six (not five for the first derivative and four (not three for the third derivative.

  12. Long-Term Dynamics of Autonomous Fractional Differential Equations

    Science.gov (United States)

    Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

    This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

  13. Superconvergence of Finite Element Approximations to Parabolic and Hyperbolic Integro-Differential Equations%抛物型和双曲型积分-微分方程有限元逼近的超收敛性质

    Institute of Scientific and Technical Information of China (English)

    张铁; 李长军

    2001-01-01

    The object of this paper is to investigate the superconvergence properties of finite element approximations to parabolic and hyperbolic integro-differential equations. The quasi projection technique introduced earlier by Douglas et al. is developed to derive the O(h2r) order knot superconvergence in the case of a single space variable, and to show the optimal order negative norm estimates in the case of several space variables.

  14. Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

    Directory of Open Access Journals (Sweden)

    John A. D. Appleby

    2008-01-01

    Full Text Available This paper considers necessary and sufficient conditions for the solution of a stochastically and deterministically perturbed Volterra equation to converge exponentially to a nonequilibrium and nontrivial limit. Convergence in an almost sure and pth mean sense is obtained.

  15. Optimal Error Estimates of Two Mixed Finite Element Methods for Parabolic Integro-Differential Equations with Nonsmooth Initial Data

    KAUST Repository

    Goswami, Deepjyoti

    2013-05-01

    In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a reformulation using a resolvent operator. Based on energy arguments combined with a repeated use of an integral operator and without using parabolic type duality technique, optimal L2 L2-error estimates are derived for semidiscrete approximations, when the initial condition is in L2 L2. Due to the presence of the integral term, it is, further, observed that a negative norm estimate plays a crucial role in our error analysis. Moreover, the proposed analysis follows the spirit of the proof techniques used in deriving optimal error estimates for finite element approximations to PIDE with smooth data and therefore, it unifies both the theories, i.e., one for smooth data and other for nonsmooth data. Finally, we extend the proposed analysis to the standard mixed method for PIDE with rough initial data and provide an optimal error estimate in L2, L 2, which improves upon the results available in the literature. © 2013 Springer Science+Business Media New York.

  16. SPREADING SPEEDS AND TRAVELING WAVES FOR NON-COOPERATIVE INTEGRO-DIFFERENCE SYSTEMS

    Science.gov (United States)

    Wang, Haiyan; Castillo-Chavez, Carlos

    2014-01-01

    The study of spatially explicit integro-difference systems when the local population dynamics are given in terms of discrete-time generations models has gained considerable attention over the past two decades. These nonlinear systems arise naturally in the study of the spatial dispersal of organisms. The brunt of the mathematical research on these systems, particularly, when dealing with cooperative systems, has focused on the study of the existence of traveling wave solutions and the characterization of their spreading speed. Here, we characterize the minimum propagation (spreading) speed, via the convergence of initial data to wave solutions, for a large class of non cooperative nonlinear systems of integro-difference equations. The spreading speed turns out to be the slowest speed from a family of non-constant traveling wave solutions. The applicability of these theoretical results is illustrated through the explicit study of an integro-difference system with local population dynamics governed by Hassell and Comins’ non-cooperative competition model (1976). The corresponding integro-difference nonlinear systems that results from the redistribution of individuals via a dispersal kernel is shown to satisfy conditions that guarantee the existence of minimum speeds and traveling waves. This paper is dedicated to Avner Friedman as we celebrate his immense contributions to the fields of partial differential equations, integral equations, mathematical biology, industrial mathematics and applied mathematics in general. His leadership in the mathematical sciences and his mentorship of students and friends over several decades has made a huge difference in the personal and professional lives of many, including both of us. PMID:24899868

  17. Nonlinear Delay Discrete Inequalities and Their Applications to Volterra Type Difference Equations

    Directory of Open Access Journals (Sweden)

    Yu Wu

    2010-01-01

    Full Text Available Delay discrete inequalities with more than one nonlinear term are discussed, which generalize some known results and can be used in the analysis of various problems in the theory of certain classes of discrete equations. Application examples to show boundedness and uniqueness of solutions of a Volterra type difference equation are also given.

  18. Solution of spatially homogeneous model Boltzmann equations by means of Lie groups of transformations

    International Nuclear Information System (INIS)

    Foroutan, A.

    1992-05-01

    The essential mathematical challenge in transport theory is based on the nonlinearity of the integro-differential equations governing classical thermodynamic systems on molecular kinetic level. It is the aim of this thesis to gain exact analytical solutions to the model Boltzmann equation suggested by Tjon and Wu. Such solutions afford a deeper insight into the dynamics of rarefied gases. Tjon and Wu have provided a stochastic model of a Boltzmann equation. Its transition probability depends only on the relative speed of the colliding particles. This assumption leads in the case of two translational degrees of freedom to an integro-differential equation of convolution type. According to this convolution structure the integro-differential equation is Laplace transformed. The result is a nonlinear partial differential equation. The investigation of the symmetries of this differential equation by means of Lie groups of transformation enables us to transform the originally nonlinear partial differential equation into ordinary differential equation into ordinary differential equations of Bernoulli type. (author)

  19. The method of normal forms for singularly perturbed systems of Fredholm integro-differential equations with rapidly varying kernels

    Energy Technology Data Exchange (ETDEWEB)

    Bobodzhanov, A A; Safonov, V F [National Research University " Moscow Power Engineering Institute" , Moscow (Russian Federation)

    2013-07-31

    The paper deals with extending the Lomov regularization method to classes of singularly perturbed Fredholm-type integro-differential systems, which have not so far been studied. In these the limiting operator is discretely noninvertible. Such systems are commonly known as problems with unstable spectrum. Separating out the essential singularities in the solutions to these problems presents great difficulties. The principal one is to give an adequate description of the singularities induced by 'instability points' of the spectrum. A methodology for separating singularities by using normal forms is developed. It is applied to the above type of systems and is substantiated in these systems. Bibliography: 10 titles.

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

    Science.gov (United States)

    Long, Feng-Shan; Karnbanjong, Adisak; Suriyawichitseranee, Amornrat; Grigoriev, Yurii N.; Meleshko, Sergey V.

    2017-07-01

    This paper proposes an algorithm for group classification of a nonhomogeneous equation using the group analysis provided for the corresponding homogeneous equation. The approach is illustrated by a partial differential equation, an integro-differential equation, and a delay partial differential equation.

  1. On the fractional Eulerian numbers and equivalence of maps with long term power-law memory (integral Volterra equations of the second kind) to Grünvald-Letnikov fractional difference (differential) equations.

    Science.gov (United States)

    Edelman, Mark

    2015-07-01

    In this paper, we consider a simple general form of a deterministic system with power-law memory whose state can be described by one variable and evolution by a generating function. A new value of the system's variable is a total (a convolution) of the generating functions of all previous values of the variable with weights, which are powers of the time passed. In discrete cases, these systems can be described by difference equations in which a fractional difference on the left hand side is equal to a total (also a convolution) of the generating functions of all previous values of the system's variable with the fractional Eulerian number weights on the right hand side. In the continuous limit, the considered systems can be described by the Grünvald-Letnikov fractional differential equations, which are equivalent to the Volterra integral equations of the second kind. New properties of the fractional Eulerian numbers and possible applications of the results are discussed.

  2. A textbook on ordinary differential equations

    CERN Document Server

    Ahmad, Shair

    2015-01-01

    This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...

  3. Existence of smooth solutions of multi-term Caputo-type fractional differential equations

    OpenAIRE

    Sin, Chung-Sik; Cheng, Shusen; Ri, Gang-Il; Kim, Mun-Chol

    2017-01-01

    This paper deals with the initial value problem for the multi-term fractional differential equation. The fractional derivative is defined in the Caputo sense. Firstly the initial value problem is transformed into a equivalent Volterra-type integral equation under appropriate assumptions. Then new existence results for smooth solutions are established by using the Schauder fixed point theorem.

  4. Global existence for Volterra-Fredholm type neutral impulsive functional integrodifferential equations

    Directory of Open Access Journals (Sweden)

    V. Vijayakumar

    2012-09-01

    Full Text Available n this paper, we study the global existence of solutions for the initial value problems for Volterra-Fredholm type neutral impulsive functional integrodifferential equations. Using the Leray-Schauder's Alternative theorem, we derive conditions under which a solution exists globally. An application is provided to illustrate the theory.

  5. Numerical Solution of Nonlinear Volterra Integral Equations System Using Simpson’s 3/8 Rule

    Directory of Open Access Journals (Sweden)

    Adem Kılıçman

    2012-01-01

    Full Text Available The Simpson’s 3/8 rule is used to solve the nonlinear Volterra integral equations system. Using this rule the system is converted to a nonlinear block system and then by solving this nonlinear system we find approximate solution of nonlinear Volterra integral equations system. One of the advantages of the proposed method is its simplicity in application. Further, we investigate the convergence of the proposed method and it is shown that its convergence is of order O(h4. Numerical examples are given to show abilities of the proposed method for solving linear as well as nonlinear systems. Our results show that the proposed method is simple and effective.

  6. Development and Retrospective Clinical Assessment of a Patient-Specific Closed-Form Integro-Differential Equation Model of Plasma Dilution.

    Science.gov (United States)

    Atlas, Glen; Li, John K-J; Amin, Shawn; Hahn, Robert G

    2017-01-01

    A closed-form integro-differential equation (IDE) model of plasma dilution (PD) has been derived which represents both the intravenous (IV) infusion of crystalloid and the postinfusion period. Specifically, PD is mathematically represented using a combination of constant ratio, differential, and integral components. Furthermore, this model has successfully been applied to preexisting data, from a prior human study, in which crystalloid was infused for a period of 30 minutes at the beginning of thyroid surgery. Using Euler's formula and a Laplace transform solution to the IDE, patients could be divided into two distinct groups based on their response to PD during the infusion period. Explicitly, Group 1 patients had an infusion-based PD response which was modeled using an exponentially decaying hyperbolic sine function, whereas Group 2 patients had an infusion-based PD response which was modeled using an exponentially decaying trigonometric sine function. Both Group 1 and Group 2 patients had postinfusion PD responses which were modeled using the same combination of hyperbolic sine and hyperbolic cosine functions. Statistically significant differences, between Groups 1 and 2, were noted with respect to the area under their PD curves during both the infusion and postinfusion periods. Specifically, Group 2 patients exhibited a response to PD which was most likely consistent with a preoperative hypovolemia. Overall, this IDE model of PD appears to be highly "adaptable" and successfully fits clinically-obtained human data on a patient-specific basis, during both the infusion and postinfusion periods. In addition, patient-specific IDE modeling of PD may be a useful adjunct in perioperative fluid management and in assessing clinical volume kinetics, of crystalloid solutions, in real time.

  7. Volterra model and quark hadronization into multicomponent hadron system

    International Nuclear Information System (INIS)

    Darbaidze, Ya.Z.; Rostovtsev, V.A.

    1989-01-01

    The examples of the multiparticle process characteristic dependence on the number of a low correlated components are considered. The possibility for reducing the differential equation system, which was obtained earlier, to a dissipative type Volterra model of competing biological species for the same food is discussed. An algorithm for the analytical computation of the high order differential equation as a resultant of the of the arising system is given. The examples of linearization and solution of these equations describing the associated multiplicities of charge particles are represented. 25 refs.; 1 tab

  8. On a non classical oblique derivative problem for parabolic singular integro-differential operators

    International Nuclear Information System (INIS)

    Nguyen Minh Chuong; Le Quang Trung

    1989-10-01

    In this paper an oblique derivative problem for parabolic singular integro-differential operators was studied. In this problem the direction of the derivative may be tangent to the boundary of the domain. By the large parameter method theorems of existence and uniqueness of solutions of the problem were obtained. (author). 10 refs

  9. Lie Symmetry of the Diffusive Lotka–Volterra System with Time-Dependent Coefficients

    Directory of Open Access Journals (Sweden)

    Vasyl’ Davydovych

    2018-02-01

    Full Text Available Lie symmetry classification of the diffusive Lotka–Volterra system with time-dependent coefficients in the case of a single space variable is studied. A set of such symmetries in an explicit form is constructed. A nontrivial ansatz reducing the Lotka–Volterra system with correctly-specified coefficients to the system of ordinary differential equations (ODEs and an example of the exact solution with a biological interpretation are found.

  10. A Two-Species Cooperative Lotka-Volterra System of Degenerate Parabolic Equations

    OpenAIRE

    Sun, Jiebao; Zhang, Dazhi; Wu, Boying

    2011-01-01

    We consider a cooperating two-species Lotka-Volterra model of degenerate parabolic equations. We are interested in the coexistence of the species in a bounded domain. We establish the existence of global generalized solutions of the initial boundary value problem by means of parabolic regularization and also consider the existence of the nontrivial time-periodic solution for this system.

  11. Algebraic features of some generalizations of the Lotka-Volterra system

    Science.gov (United States)

    Bibik, Yu. V.; Sarancha, D. A.

    2010-10-01

    For generalizations of the Lotka-Volterra system, an integration method is proposed based on the nontrivial algebraic structure of these generalizations. The method makes use of an auxiliary first-order differential equation derived from the phase curve equation with the help of this algebraic structure. Based on this equation, a Hamiltonian approach can be developed and canonical variables (moreover, action-angle variables) can be constructed.

  12. A predictor-corrector scheme for solving the Volterra integral equation

    KAUST Repository

    Al Jarro, Ahmed

    2011-08-01

    The occurrence of late time instabilities is a common problem of almost all time marching methods developed for solving time domain integral equations. Implicit marching algorithms are now considered stable with various efforts that have been developed for removing low and high frequency instabilities. On the other hand, literature on stabilizing explicit schemes, which might be considered more efficient since they do not require a matrix inversion at each time step, is practically non-existent. In this work, a stable but still explicit predictor-corrector scheme is proposed for solving the Volterra integral equation and its efficacy is verified numerically. © 2011 IEEE.

  13. Estimates for Solutions of Differential Equations in a Banach Space via Commutators

    Directory of Open Access Journals (Sweden)

    Gil’ Michael

    2018-02-01

    Full Text Available In a Banach space we consider the equation dx(t/dt = (A + B(t×(t (t ≥ 0, where A is a constant bounded operator, and B(t is a bounded variable operator.Norm estimates for the solutions of the considered equation are derived in terms of the commutator AB(t − B(tA. These estimates give us sharp stability conditions. Our results are new even in the finite dimensional case.We also discuss applications of the obtained results to a class of integro-differential equations.

  14. Existence of Mild Solutions for Impulsive Fractional Integro-Differential Inclusions with State-Dependent Delay

    Directory of Open Access Journals (Sweden)

    Selvaraj Suganya

    2017-01-01

    Full Text Available In this manuscript, we implement Bohnenblust–Karlin’s fixed point theorem to demonstrate the existence of mild solutions for a class of impulsive fractional integro-differential inclusions (IFIDI with state-dependent delay (SDD in Banach spaces. An example is provided to illustrate the obtained abstract results.

  15. Integrability of some generalized Lotka - Volterra systems

    Energy Technology Data Exchange (ETDEWEB)

    Bountis, T.C.; Bier, M.; Hijmans, J.

    1983-08-08

    Several integrable systems of nonlinear ordinary differential equations of the Lotka-Volterra type are identified by the Painleve property and completely integrated. One such integrable case of N first order ode's is found, with N - 2 free parameters and N arbitrary. The concept of integrability of a general dynamical system, not necessarily derived from a hamiltonian, is also discussed.

  16. Lotka-Volterra representation of general nonlinear systems.

    Science.gov (United States)

    Hernández-Bermejo, B; Fairén, V

    1997-02-01

    In this article we elaborate on the structure of the generalized Lotka-Volterra (GLV) form for nonlinear differential equations. We discuss here the algebraic properties of the GLV family, such as the invariance under quasimonomial transformations and the underlying structure of classes of equivalence. Each class possesses a unique representative under the classical quadratic Lotka-Volterra form. We show how other standard modeling forms of biological interest, such as S-systems or mass-action systems, are naturally embedded into the GLV form, which thus provides a formal framework for their comparison and for the establishment of transformation rules. We also focus on the issue of recasting of general nonlinear systems into the GLV format. We present a procedure for doing so and point at possible sources of ambiguity that could make the resulting Lotka-Volterra system dependent on the path followed. We then provide some general theorems that define the operational and algorithmic framework in which this is not the case.

  17. The conditions of existence of first integrals and Hamiltonian structures of Lotka-Volterra and Volterra systems

    International Nuclear Information System (INIS)

    Dubovik, V.M.; Galperin, A.G.; Richvitsky, V.S.; Slepnyov, S.K.

    2000-01-01

    A study of a certain subset of Volterra equations has revealed that some statements about time-independent constants of motion, Hamiltonian functions, and Poisson structure matrices appearing in the Lotka-Volterra equations, either regarded as proven or of the sort that could be proven, are not valid, in fact. Particular cases are given as examples to explain the reasons for the occurring phenomena

  18. Integrable deformations of Lotka-Volterra systems

    International Nuclear Information System (INIS)

    Ballesteros, Angel; Blasco, Alfonso; Musso, Fabio

    2011-01-01

    The Hamiltonian structure of a class of three-dimensional (3D) Lotka-Volterra (LV) equations is revisited from a novel point of view by showing that the quadratic Poisson structure underlying its integrability structure is just a real three-dimensional Poisson-Lie group. As a consequence, the Poisson coalgebra map Δ (2) that is given by the group multiplication provides the keystone for the explicit construction of a new family of 3N-dimensional integrable systems that, under certain constraints, contain N sets of deformed versions of the 3D LV equations. Moreover, by considering the most generic Poisson-Lie structure on this group, a new two-parametric integrable perturbation of the 3D LV system through polynomial and rational perturbation terms is explicitly found. -- Highlights: → A new Poisson-Lie approach to the integrability of Lotka-Volterra system is given. → New integrable deformations of the 3D Lotka-Volterra system are obtained. → Integrable Lotka-Volterra-type equations in 3N dimensions are deduced.

  19. 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

  20. Asymptotic Behaviour and Extinction of Delay Lotka-Volterra Model with Jump-Diffusion

    OpenAIRE

    Dan Li; Jing’an Cui; Guohua Song

    2014-01-01

    This paper studies the effect of jump-diffusion random environmental perturbations on the asymptotic behaviour and extinction of Lotka-Volterra population dynamics with delays. The contributions of this paper lie in the following: (a) to consider delay stochastic differential equation with jumps, we introduce a proper initial data space, in which the initial data may be discontinuous function with downward jumps; (b) we show that the delay stochastic differential equation with jumps associate...

  1. Approximate representations of propagators in an external field

    International Nuclear Information System (INIS)

    Fried, H.M.

    1979-01-01

    A method of forming approximate representations for propagators with external field dependence is suggested and discussed in the context of potential scattering. An integro-differential equation in D+1 variables, where D represents the dimensionality of Euclidian space-time, is replaced by a Volterra equation in one variable. Approximate solutions to the latter provide a generalization of the Bloch-Nordsieck representation, containing the effects of all powers of hard-potential interactions, each modified by a characteristic soft-potential dependence [fr

  2. A textbook on ordinary differential equations

    CERN Document Server

    Ahmad, Shair

    2014-01-01

    The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with  knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...

  3. On the integrability of some generalized Lotka-Volterra systems

    Science.gov (United States)

    Bier, M.; Hijmans, J.; Bountis, T. C.

    1983-08-01

    Several integrable systems of nonlinear ordinary differential equations of the Lotka-Volterra type are identified by the Painleveproperty and completely integrated. One such integrable case of N first order ode's is found, with N-2 free parameters and N arbitrary. The concept of integrability of a general dynamical system, not necessarily derived from a Hamiltonian, is also discussed.

  4. Periodic dynamics of delayed Lotka–Volterra competition systems with discontinuous harvesting policies via differential inclusions

    International Nuclear Information System (INIS)

    Cai, Zuowei; Huang, Lihong

    2013-01-01

    Highlights: • A more practical form of harvesting management policy (DHP) has been proposed. • We analyze the periodic dynamics of a class of discontinuous and delayed Lotka–Volterra competition systems. • We present a new method to obtain the existence of positive periodic solutions via differential inclusions. • The global convergence in measure of harvesting solution is discussed. -- Abstract: This paper considers a general class of delayed Lotka–Volterra competition systems where the harvesting policies are modeled by discontinuous functions or by non-Lipschitz functions. By means of differential inclusions theory, cone expansion and compression fixed point theorem of multi-valued maps and nonsmooth analysis theory with generalized Lyapunov approach, a series of useful criteria on existence, uniqueness and global asymptotic stability of the positive periodic solution is established for the delayed Lotka–Volterra competition systems with discontinuous right-hand sides. Moreover, the global convergence in measure of harvesting solution is discussed. Our results improve and extend previous works on periodic dynamics of delayed Lotka–Volterra competition systems with not only continuous or even Lipschitz continuous but also discontinuous harvesting functions. Finally, we give some corollaries and numerical examples to show the applicability and effectiveness of the proposed criteria

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

    Science.gov (United States)

    Fikri, Fariz Fahmi; Nuraini, Nuning

    2018-03-01

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

  6. Asymptotic analysis and optimal control of an integro-differential system modelling healthy and cancer cells exposed to chemotherapy

    KAUST Repository

    Pouchol, Camille

    2017-10-27

    We consider a system of two coupled integro-differential equations modelling populations of healthy and cancer cells under chemotherapy. Both populations are structured by a phenotypic variable, representing their level of resistance to the treatment. We analyse the asymptotic behaviour of the model under constant infusion of drugs. By designing an appropriate Lyapunov function, we prove that both cell densities converge to Dirac masses. We then define an optimal control problem, by considering all possible infusion protocols and minimising the number of cancer cells over a prescribed time frame. We provide a quasi-optimal strategy and prove that it solves this problem for large final times. For this modelling framework, we illustrate our results with numerical simulations, and compare our optimal strategy with periodic treatment schedules.

  7. Modern nonlinear equations

    CERN Document Server

    Saaty, Thomas L

    1981-01-01

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

  8. A unified construction for the algebro-geometric quasiperiodic solutions of the Lotka-Volterra and relativistic Lotka-Volterra hierarchy

    Science.gov (United States)

    Zhao, Peng; Fan, Engui

    2015-04-01

    In this paper, a new type of integrable differential-difference hierarchy, namely, the generalized relativistic Lotka-Volterra (GRLV) hierarchy, is introduced. This hierarchy is closely related to Lotka-Volterra lattice and relativistic Lotka-Volterra lattice, which allows us to provide a unified and effective way to obtain some exact solutions for both the Lotka-Volterra hierarchy and the relativistic Lotka-Volterra hierarchy. In particular, we shall construct algebro-geometric quasiperiodic solutions for the LV hierarchy and the RLV hierarchy in a unified manner on the basis of the finite gap integration theory.

  9. On Regularly Varying and History-Dependent Convergence Rates of Solutions of a Volterra Equation with Infinite Memory

    OpenAIRE

    John A. D. Appleby

    2010-01-01

    We consider the rate of convergence to equilibrium of Volterra integrodifferential equations with infinite memory. We show that if the kernel of Volterra operator is regularly varying at infinity, and the initial history is regularly varying at minus infinity, then the rate of convergence to the equilibrium is regularly varying at infinity, and the exact pointwise rate of convergence can be determined in terms of the rate of decay of the kernel and the rate of growth of the initial history. ...

  10. Explicit solution of the Volterra integral equation for transient fields on inhomogeneous arbitrarily shaped dielectric bodies

    KAUST Repository

    Al Jarro, Ahmed

    2011-09-01

    A new predictor-corrector scheme for solving the Volterra integral equation to analyze transient electromagnetic wave interactions with arbitrarily shaped inhomogeneous dielectric bodies is considered. Numerical results demonstrating stability and accuracy of the proposed method are presented. © 2011 IEEE.

  11. Formal Derivation of Lotka-Volterra-Haken Amplitude Equations of Task-Related Brain Activity in Multiple, Consecutively Performed Tasks

    Science.gov (United States)

    Frank, T. D.

    The Lotka-Volterra-Haken equations have been frequently used in ecology and pattern formation. Recently, the equations have been proposed by several research groups as amplitude equations for task-related patterns of brain activity. In this theoretical study, the focus is on the circular causality aspect of pattern formation systems as formulated within the framework of synergetics. Accordingly, the stable modes of a pattern formation system inhibit the unstable modes, whereas the unstable modes excite the stable modes. Using this circular causality principle it is shown that under certain conditions the Lotka-Volterra-Haken amplitude equations can be derived from a general model of brain activity akin to the Wilson-Cowan model. The model captures the amplitude dynamics for brain activity patterns in experiments involving several consecutively performed multiple-choice tasks. This is explicitly demonstrated for two-choice tasks involving grasping and walking. A comment on the relevance of the theoretical framework for clinical psychology and schizophrenia is given as well.

  12. Multi-Hamiltonian structure of Lotka-Volterra and quantum Volterra models

    International Nuclear Information System (INIS)

    Cronstroem, C.; Noga, M.

    1995-01-01

    We consider evolution equations of the Lotka-Volterra type, and elucidate especially their formulation as canonical Hamiltonian systems. The general conditions under which these equations admit several conserved quantities (multi-Hamiltonians) are analysed. A special case, which is related to the Liouville model on a lattice, is considered in detail, both as a classical and as a quantum system. (orig.)

  13. He's homotopy perturbation method for solving systems of Volterra integral equations of the second kind

    International Nuclear Information System (INIS)

    Biazar, J.; Ghazvini, H.

    2009-01-01

    In this paper, the He's homotopy perturbation method is applied to solve systems of Volterra integral equations of the second kind. Some examples are presented to illustrate the ability of the method for linear and non-linear such systems. The results reveal that the method is very effective and simple.

  14. Stationary Response of Lotka—Volterra System with Real Noises

    International Nuclear Information System (INIS)

    Qi Lu-Yuan; Xu Wei; Gao Wei-Ting

    2013-01-01

    A stochastic version of Lotka—Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original system is firstly transformed to a pair of Itô stochastic differential equations. The Itô formula is then carried out to obtain the Itô stochastic differential equation for the period orbit function. The orbit function is considered as slowly varying process under reasonable assumptions. By applying the stochastic averaging method to the orbit function in one period, the averaged Itô stochastic differential equation of the motion orbit and the corresponding Fokker—Planck equation are derived. The probability density functions of the two species are thus formulated. Finally, a classical real noise model is given as an example to show the proposed approximate method. The accuracy of the proposed procedure is verified by Monte Carlo simulation. (interdisciplinary physics and related areas of science and technology)

  15. Hybrid MPI/OpenMP parallelization of the explicit Volterra integral equation solver for multi-core computer architectures

    KAUST Repository

    Al Jarro, Ahmed; Bagci, Hakan

    2011-01-01

    A hybrid MPI/OpenMP scheme for efficiently parallelizing the explicit marching-on-in-time (MOT)-based solution of the time-domain volume (Volterra) integral equation (TD-VIE) is presented. The proposed scheme equally distributes tested field values

  16. The Convergence Study of the Homotopy Analysis Method for Solving Nonlinear Volterra-Fredholm Integrodifferential Equations

    Directory of Open Access Journals (Sweden)

    Behzad Ghanbari

    2014-01-01

    Full Text Available We aim to study the convergence of the homotopy analysis method (HAM in short for solving special nonlinear Volterra-Fredholm integrodifferential equations. The sufficient condition for the convergence of the method is briefly addressed. Some illustrative examples are also presented to demonstrate the validity and applicability of the technique. Comparison of the obtained results HAM with exact solution shows that the method is reliable and capable of providing analytic treatment for solving such equations.

  17. A Fibonacci collocation method for solving a class of Fredholm–Volterra integral equations in two-dimensional spaces

    Directory of Open Access Journals (Sweden)

    Farshid Mirzaee

    2014-06-01

    Full Text Available In this paper, we present a numerical method for solving two-dimensional Fredholm–Volterra integral equations (F-VIE. The method reduces the solution of these integral equations to the solution of a linear system of algebraic equations. The existence and uniqueness of the solution and error analysis of proposed method are discussed. The method is computationally very simple and attractive. Finally, numerical examples illustrate the efficiency and accuracy of the method.

  18. Application of homotopy perturbation method for systems of Volterra integral equations of the first kind

    International Nuclear Information System (INIS)

    Biazar, J.; Eslami, M.; Aminikhah, H.

    2009-01-01

    In this article, an application of He's homotopy perturbation method is applied to solve systems of Volterra integral equations of the first kind. Some non-linear examples are prepared to illustrate the efficiency and simplicity of the method. Applying the method for linear systems is so easily that it does not worth to have any example.

  19. Automatic Control Systems Modeling by Volterra Polynomials

    Directory of Open Access Journals (Sweden)

    S. V. Solodusha

    2012-01-01

    Full Text Available The problem of the existence of the solutions of polynomial Volterra integral equations of the first kind of the second degree is considered. An algorithm of the numerical solution of one class of Volterra nonlinear systems of the first kind is developed. Numerical results for test examples are presented.

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

    Directory of Open Access Journals (Sweden)

    Thomas Gomez

    2018-04-01

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

  1. On the Volterra integral equation relating creep and relaxation

    International Nuclear Information System (INIS)

    Anderssen, R S; De Hoog, F R; Davies, A R

    2008-01-01

    The evolving stress–strain response of a material to an applied deformation is causal. If the current response depends on the earlier history of the stress–strain dynamics of the material (i.e. the material has memory), then Volterra integral equations become the natural framework within which to model the response. For viscoelastic materials, when the response is linear, the dual linear Boltzmann causal integral equations are the appropriate model. The choice of one rather than the other depends on whether the applied deformation is a stress or a strain, and the associated response is, respectively, a creep or a relaxation. The duality between creep and relaxation is known explicitly and is referred to as the 'interconversion equation'. Rheologically, its importance relates to the fact that it allows the creep to be determined from knowledge of the relaxation and vice versa. Computationally, it has been known for some time that the recovery of the relaxation from the creep is more problematic than the creep from the relaxation. Recent research, using discrete models for the creep and relaxation, has confirmed that this is an essential feature of interconversion. In this paper, the corresponding result is generalized for continuous models of the creep and relaxation

  2. Variational Iteration Method for Volterra Functional Integrodifferential Equations with Vanishing Linear Delays

    Directory of Open Access Journals (Sweden)

    Ali Konuralp

    2014-01-01

    Full Text Available Application process of variational iteration method is presented in order to solve the Volterra functional integrodifferential equations which have multi terms and vanishing delays where the delay function θ(t vanishes inside the integral limits such that θ(t=qt for 0

  3. On various integrable discretizations of a general two-component Volterra system

    International Nuclear Information System (INIS)

    Babalic, Corina N; Carstea, A S

    2013-01-01

    We present two integrable discretizations of a general differential–difference bicomponent Volterra system. The results are obtained by discretizing directly the corresponding Hirota bilinear equations in two different ways. Multisoliton solutions are presented together with a new discrete form of Lotka–Volterra equation obtained by an alternative bilinearization. (paper)

  4. Noncommutative operational calculus

    Directory of Open Access Journals (Sweden)

    Henry E. Heatherly

    1999-12-01

    Full Text Available Oliver Heaviside's operational calculus was placed on a rigorous mathematical basis by Jan Mikusinski, who constructed an algebraic setting for the operational methods. In this paper, we generalize Mikusi'{n}ski's methods to solve linear ordinary differential equations in which the unknown is a matrix- or linear operator-valued function. Because these functions can be zero-divisors and do not necessarily commute, Mikusi'{n}ski's one-dimensional calculus cannot be used. The noncommuative operational calculus developed here,however, is used to solve a wide class of such equations. In addition, we provide new proofs of existence and uniqueness theorems for certain matrix- and operator valued Volterra integral and integro-differential equations. Several examples are given which demonstrate these new methods.

  5. Aeroelastic System Development Using Proper Orthogonal Decomposition and Volterra Theory

    Science.gov (United States)

    Lucia, David J.; Beran, Philip S.; Silva, Walter A.

    2003-01-01

    This research combines Volterra theory and proper orthogonal decomposition (POD) into a hybrid methodology for reduced-order modeling of aeroelastic systems. The out-come of the method is a set of linear ordinary differential equations (ODEs) describing the modal amplitudes associated with both the structural modes and the POD basis functions for the uid. For this research, the structural modes are sine waves of varying frequency, and the Volterra-POD approach is applied to the fluid dynamics equations. The structural modes are treated as forcing terms which are impulsed as part of the uid model realization. Using this approach, structural and uid operators are coupled into a single aeroelastic operator. This coupling converts a free boundary uid problem into an initial value problem, while preserving the parameter (or parameters) of interest for sensitivity analysis. The approach is applied to an elastic panel in supersonic cross ow. The hybrid Volterra-POD approach provides a low-order uid model in state-space form. The linear uid model is tightly coupled with a nonlinear panel model using an implicit integration scheme. The resulting aeroelastic model provides correct limit-cycle oscillation prediction over a wide range of panel dynamic pressure values. Time integration of the reduced-order aeroelastic model is four orders of magnitude faster than the high-order solution procedure developed for this research using traditional uid and structural solvers.

  6. Comparative analysis of the influence of creep of concrete composite beams of steel - concrete model based on Volterra integral equation

    Directory of Open Access Journals (Sweden)

    Partov Doncho

    2017-01-01

    Full Text Available The paper presents analysis of the stress-strain behaviour and deflection changes due to creep in statically determinate composite steel-concrete beam according to EUROCODE 2, ACI209R-92 and Gardner&Lockman models. The mathematical model involves the equation of equilibrium, compatibility and constitutive relationship, i.e. an elastic law for the steel part and an integral-type creep law of Boltzmann - Volterra for the concrete part considering the above mentioned models. On the basis of the theory of viscoelastic body of Maslov-Arutyunian-Trost-Zerna-Bažant for determining the redistribution of stresses in beam section between concrete plate and steel beam with respect to time 't', two independent Volterra integral equations of the second kind have been derived. Numerical method based on linear approximation of the singular kernel function in the integral equation is presented. Example with the model proposed is investigated.

  7. The diffusive Lotka-Volterra predator-prey system with delay.

    Science.gov (United States)

    Al Noufaey, K S; Marchant, T R; Edwards, M P

    2015-12-01

    Semi-analytical solutions for the diffusive Lotka-Volterra predator-prey system with delay are considered in one and two-dimensional domains. The Galerkin method is applied, which approximates the spatial structure of both the predator and prey populations. This approach is used to obtain a lower-order, ordinary differential delay equation model for the system of governing delay partial differential equations. Steady-state and transient solutions and the region of parameter space, in which Hopf bifurcations occur, are all found. In some cases simple linear expressions are found as approximations, to describe steady-state solutions and the Hopf parameter regions. An asymptotic analysis for the periodic solution near the Hopf bifurcation point is performed for the one-dimensional domain. An excellent agreement is shown in comparisons between semi-analytical and numerical solutions of the governing equations. Copyright © 2015 Elsevier Inc. All rights reserved.

  8. On nonlocal symmetries of some shallow water equations

    Energy Technology Data Exchange (ETDEWEB)

    Reyes, Enrique G [Departamento de Matematicas y Ciencia de la Computacion, Universidad de Santiago de Chile, Casilla 307 Correo 2 Santiago (Chile)

    2007-04-27

    A recent construction of nonlocal symmetries for the Korteweg-de Vries, Camassa-Holm and Hunter-Saxton equations is reviewed, and it is pointed out that-in the Camassa-Holm and Hunter-Saxton case-these symmetries can be considered as (nonlocal) symmetries of integro-differential equations.

  9. A semigroup approach to equations with infinite delay and application to a problem of viscoelasticity

    Science.gov (United States)

    Renardy, M.

    1981-10-01

    A semigroup approach to differential-delay equations is developed which seems more suitable for certain partial integro-differential equations than the standard theory. On a formal level, it is demonstrated that the stretching of filaments of viscoelastic liquids can be described by an equation of this form.

  10. New and old symmetries of the Maxwell and Dirac equations

    International Nuclear Information System (INIS)

    Fushchich, V.I.; Nikitin, A.G.

    1983-01-01

    The symmetry properties of Maxwell's equations for the electromagnetic field and also of the Dirac and Kemmer-Duffin-Petiau equations are analyzed. In the framework of a ''non-Lie'' approach it is shown that, besides the well-known invariance with respect to the conformal group and the Heaviside-Larmor-Rainich transformations, Maxwell's equations have an additional symmetry with respect to the group U(2)xU(2) and with respect to the 23-dimensional Lie algebra A 23 . The transformations of the additional symmetry are given by nonlocal (integro-differential) operators. The symmetry of the Dirac equation in the class of differential and integro-differential transformations is investigated. It is shown that this equation is invariant with respect to an 18-parameter group, which includes the Poincare group as a subgroup. A 28-parameter invariance group of the Kemmer-Duffin-Petiau equation is found. Finite transformations of the conformal group for a massless field with arbitrary spin are obtained. The explicit form of conformal transformations for the electromagnetic field and also for the Dirac and Weyl fields is given

  11. Solutions of First-Order Volterra Type Linear Integrodifferential Equations by Collocation Method

    Directory of Open Access Journals (Sweden)

    Olumuyiwa A. Agbolade

    2017-01-01

    Full Text Available The numerical solutions of linear integrodifferential equations of Volterra type have been considered. Power series is used as the basis polynomial to approximate the solution of the problem. Furthermore, standard and Chebyshev-Gauss-Lobatto collocation points were, respectively, chosen to collocate the approximate solution. Numerical experiments are performed on some sample problems already solved by homotopy analysis method and finite difference methods. Comparison of the absolute error is obtained from the present method and those from aforementioned methods. It is also observed that the absolute errors obtained are very low establishing convergence and computational efficiency.

  12. The period function of the generalized Lotka-Volterra centers

    Science.gov (United States)

    Villadelprat, J.

    2008-05-01

    The present paper deals with the period function of the quadratic centers. In the literature different terminologies are used to classify these centers, but essentially there are four families: Hamiltonian, reversible , codimension four Q4 and generalized Lotka-Volterra systems . Chicone [C. Chicone, Review in MathSciNet, Ref. 94h:58072] conjectured that the reversible centers have at most two critical periods, and that the centers of the three other families have a monotonic period function. With regard to the second part of this conjecture, only the monotonicity of the Hamiltonian and Q4 families [W.A. Coppel, L. Gavrilov, The period function of a Hamiltonian quadratic system, Differential Integral Equations 6 (1993) 1357-1365; Y. Zhao, The monotonicity of period function for codimension four quadratic system Q4, J. Differential Equations 185 (2002) 370-387] has been proved. Concerning the family, no substantial progress has been made since the middle 80s, when several authors showed independently the monotonicity of the classical Lotka-Volterra centers [F. Rothe, The periods of the Volterra-Lokta system, J. Reine Angew. Math. 355 (1985) 129-138; R. Schaaf, Global behaviour of solution branches for some Neumann problems depending on one or several parameters, J. Reine Angew. Math. 346 (1984) 1-31; J. Waldvogel, The period in the Lotka-Volterra system is monotonic, J. Math. Anal. Appl. 114 (1986) 178-184]. By means of the first period constant one can easily conclude that the period function of the centers in the family is monotone increasing near the inner boundary of its period annulus (i.e., the center itself). Thus, according to Chicone's conjecture, it should be also monotone increasing near the outer boundary, which in the Poincaré disc is a polycycle. In this paper we show that this is true. In addition we prove that, except for a zero measure subset of the parameter plane, there is no bifurcation of critical periods from the outer boundary. Finally we

  13. Conservation laws for two (2 + 1)-dimensional differential-difference systems

    International Nuclear Information System (INIS)

    Yu Guofu; Tam, H.-W.

    2006-01-01

    Two integrable differential-difference equations are considered. One is derived from the discrete BKP equation and the other is a symmetric (2 + 1)-dimensional Lotka-Volterra equation. An infinite number of conservation laws for the two differential-difference equations are deduced

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

    Science.gov (United States)

    Bai, Shirong; Skodje, Rex T

    2017-08-17

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

  15. Lie Point Symmetries and Exact Solutions of the Coupled Volterra System

    International Nuclear Information System (INIS)

    Ping, Liu; Sen-Yue, Lou

    2010-01-01

    The coupled Volterra system, an integrable discrete form of a coupled Korteweg–de Vries (KdV) system applied widely in fluids, Bose–Einstein condensation and atmospheric dynamics, is studied with the help of the Lie point symmetries. Two types of delayed differential reduction systems are derived from the coupled Volterra system by means of the symmetry reduction approach and symbolic computation. Cnoidal wave and solitary wave solutions for a delayed differential reduction system and the coupled Volterra system are proposed, respectively. (general)

  16. On new and old symmetries of Maxwell and Dirac equations

    International Nuclear Information System (INIS)

    Fushchich, V.I.; Nikitin, A.G.

    1983-01-01

    Symmetry properties of the Maxwell equation for the electromagnetic field are analysed as well as of the Dirac and Kemmer-Duffin-Petiau one. In the frame of the non-geometrical approach it is demonstrated, that besides to the well-known invariance under the conformal group and Heaviside-Larmor-Rainich transformation, Maxwell equation possess the additional symmetry under the group U(2)xU(2) and under the 23-dimensional Lie algebra A 23 . The additional symmetry transformations are realized by the non-local (integro-differential) operators. The symmetry of the Dirac. equation under the differential and integro-differential transformations is investio.ated. It is shown that this equation is invariant under the 18-parametrical group, which includes the Poincare group as a subgroup. The 28-parametrical invariance group of the Kemmer-Duffin-Petiau equation is found. The finite conformal group transformations for a massless field of any spin are obtained. The explicit form of the conformal transformations for the electromagnetic field as well as for the Dirac and Weyl fields is given

  17. [Generalization of the Lotka-Volterra equation].

    Science.gov (United States)

    Nazarenko, V G

    1976-01-01

    A complete qualitative study of Lotka--Volterra model with cooperative interactions in the system predator-prey is carried out. The model is as follows: (see abstract). The character of all possible stationary states is investigated in the first quadrant of the phase plane of the model variables depending on the system parameters. It is shown that for the generalized model considered unstable and stable limit cycles only of the infinite amplitude are possible in the first quadrant.

  18. A numerical study of the integral equations for the laser fields in free-electron lasers

    International Nuclear Information System (INIS)

    Yoo, J. G.; Park, S. H.; Jeong, Y. U.; Lee, B. C.; Rhee, Y. J.; Cho, S. O.

    2004-01-01

    The dynamics of the radiation fields in free-electron lasers is investigated on the basis of the integro-differential equations in the one-dimensional formulation. For simple cases we solved the integro-differential equations analytically and numerically to test our numerical procedures developed on the basis of the Filon method. The numerical results showed good agreement with the analytical solutions. To confirm the legitimacy of the numerical package, we carried out numerical studies on the inhomogeneous broadening effects, where no analytic solutions are available, due to the energy spread and the emittance of the electron beam.

  19. Convergence Analysis of Generalized Jacobi-Galerkin Methods for Second Kind Volterra Integral Equations with Weakly Singular Kernels

    Directory of Open Access Journals (Sweden)

    Haotao Cai

    2017-01-01

    Full Text Available We develop a generalized Jacobi-Galerkin method for second kind Volterra integral equations with weakly singular kernels. In this method, we first introduce some known singular nonpolynomial functions in the approximation space of the conventional Jacobi-Galerkin method. Secondly, we use the Gauss-Jacobi quadrature rules to approximate the integral term in the resulting equation so as to obtain high-order accuracy for the approximation. Then, we establish that the approximate equation has a unique solution and the approximate solution arrives at an optimal convergence order. One numerical example is presented to demonstrate the effectiveness of the proposed method.

  20. On a functional equation related to the intermediate long wave equation

    International Nuclear Information System (INIS)

    Hone, A N W; Novikov, V S

    2004-01-01

    We resolve an open problem stated by Ablowitz et al (1982 J. Phys. A: Math. Gen. 15 781) concerning the integral operator appearing in the intermediate long wave equation. We explain how this is resolved using the perturbative symmetry approach introduced by one of us with Mikhailov. By solving a certain functional equation, we prove that the intermediate long wave equation and the Benjamin-Ono equation are the unique integrable cases within a particular class of integro-differential equations. Furthermore, we explain how the perturbative symmetry approach is naturally extended to treat equations on a periodic domain. (letter to the editor)

  1. 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)

  2. Numerical approximations of nonlinear fractional differential difference equations by using modified He-Laplace method

    Directory of Open Access Journals (Sweden)

    J. Prakash

    2016-03-01

    Full Text Available In this paper, a numerical algorithm based on a modified He-Laplace method (MHLM is proposed to solve space and time nonlinear fractional differential-difference equations (NFDDEs arising in physical phenomena such as wave phenomena in fluids, coupled nonlinear optical waveguides and nanotechnology fields. The modified He-Laplace method is a combined form of the fractional homotopy perturbation method and Laplace transforms method. The nonlinear terms can be easily decomposed by the use of He’s polynomials. This algorithm has been tested against time-fractional differential-difference equations such as the modified Lotka Volterra and discrete (modified KdV equations. The proposed scheme grants the solution in the form of a rapidly convergent series. Three examples have been employed to illustrate the preciseness and effectiveness of the proposed method. The achieved results expose that the MHLM is very accurate, efficient, simple and can be applied to other nonlinear FDDEs.

  3. A generalised groundwater flow equation using the concept of non ...

    African Journals Online (AJOL)

    2006-01-01

    Jan 1, 2006 ... 2 Institute for Groundwater Studies, University of the Free State, PO Box 339, Bloemfontein, South Africa. Abstract ... Keywords: porous media, Darcy Law, integro-differential equations .... f(x) satisfies the boundary conditions.

  4. Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes

    International Nuclear Information System (INIS)

    Biswas, Imran H.; Jakobsen, Espen R.; Karlsen, Kenneth H.

    2010-01-01

    We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partial differential equations (IPDEs) related to stochastic optimal switching and control problems or stochastic games. In the case of stochastic optimal switching and control, we prove via dynamic programming methods that the value function is a viscosity solution of the IPDEs. In our setting the value functions or the solutions of the IPDEs are not smooth, so classical verification theorems do not apply.

  5. Exponential Convergence for Numerical Solution of Integral Equations Using Radial Basis Functions

    Directory of Open Access Journals (Sweden)

    Zakieh Avazzadeh

    2014-01-01

    Full Text Available We solve some different type of Urysohn integral equations by using the radial basis functions. These types include the linear and nonlinear Fredholm, Volterra, and mixed Volterra-Fredholm integral equations. Our main aim is to investigate the rate of convergence to solve these equations using the radial basis functions which have normic structure that utilize approximation in higher dimensions. Of course, the use of this method often leads to ill-posed systems. Thus we propose an algorithm to improve the results. Numerical results show that this method leads to the exponential convergence for solving integral equations as it was already confirmed for partial and ordinary differential equations.

  6. Boundary value problemfor multidimensional fractional advection-dispersion equation

    Directory of Open Access Journals (Sweden)

    Khasambiev Mokhammad Vakhaevich

    2015-05-01

    Full Text Available In recent time there is a very great interest in the study of differential equations of fractional order, in which the unknown function is under the symbol of fractional derivative. It is due to the development of the theory of fractional integro-differential theory and application of it in different fields.The fractional integrals and derivatives of fractional integro-differential equations are widely used in modern investigations of theoretical physics, mechanics, and applied mathematics. The fractional calculus is a very powerful tool for describing physical systems, which have a memory and are non-local. Many processes in complex systems have nonlocality and long-time memory. Fractional integral operators and fractional differential operators allow describing some of these properties. The use of the fractional calculus will be helpful for obtaining the dynamical models, in which integro-differential operators describe power long-time memory by time and coordinates, and three-dimensional nonlocality for complex medium and processes.Differential equations of fractional order appear when we use fractal conception in physics of the condensed medium. The transfer, described by the operator with fractional derivatives at a long distance from the sources, leads to other behavior of relatively small concentrations as compared with classic diffusion. This fact redefines the existing ideas about safety, based on the ideas on exponential velocity of damping. Fractional calculus in the fractal theory and the systems with memory have the same importance as the classic analysis in mechanics of continuous medium.In recent years, the application of fractional derivatives for describing and studying the physical processes of stochastic transfer is very popular too. Many problems of filtration of liquids in fractal (high porous medium lead to the need to study boundary value problems for partial differential equations in fractional order.In this paper the

  7. The solution of linear and nonlinear systems of Volterra functional equations using Adomian-Pade technique

    International Nuclear Information System (INIS)

    Dehghan, Mehdi; Shakourifar, Mohammad; Hamidi, Asgar

    2009-01-01

    The purpose of this study is to implement Adomian-Pade (Modified Adomian-Pade) technique, which is a combination of Adomian decomposition method (Modified Adomian decomposition method) and Pade approximation, for solving linear and nonlinear systems of Volterra functional equations. The results obtained by using Adomian-Pade (Modified Adomian-Pade) technique, are compared to those obtained by using Adomian decomposition method (Modified Adomian decomposition method) alone. The numerical results, demonstrate that ADM-PADE (MADM-PADE) technique, gives the approximate solution with faster convergence rate and higher accuracy than using the standard ADM (MADM).

  8. Prediction of rotor blade-vortex interaction using Volterra integrals

    Energy Technology Data Exchange (ETDEWEB)

    Wong, A.; Nitzsche, F. [Carleton Univ., Dept. of Mechanical and Aerospace Engineering, Ottawa, Ontario (Canada)]. E-mail: Fred_Nitzsche@carleton.ca; Khalid, M. [National Research Council Canada, Inst. for Aerospace Research, Ottawa, Ontario (Canada)

    2004-07-01

    The theory of Volterra integral equations for nonlinear system is applied to the prediction of the nonlinear aerodynamic response of an NACA 0012 airfoil experiencing blade-vortex interaction. The phenomenon is first modeled in two-dimensions using an Euler/Navier-Stoke code, and the resulting unsteady aerodynamic flow field sequences are appropriately combined to form a training dataset. The Volterra kernels are identified in the time-domain characteristics of the selected data, which is in turn used to predict the nonlinear aerodynamic response of the airfoil. The Volterra kernel based data is then compared against a standard airfoil response. The predicted lift time histories of the airfoil are shown to be in good agreement with the aerodynamic data. (author)

  9. Prediction of rotor blade-vortex interaction using Volterra integrals

    International Nuclear Information System (INIS)

    Wong, A.; Nitzsche, F.; Khalid, M.

    2004-01-01

    The theory of Volterra integral equations for nonlinear system is applied to the prediction of the nonlinear aerodynamic response of an NACA 0012 airfoil experiencing blade-vortex interaction. The phenomenon is first modeled in two-dimensions using an Euler/Navier-Stoke code, and the resulting unsteady aerodynamic flow field sequences are appropriately combined to form a training dataset. The Volterra kernels are identified in the time-domain characteristics of the selected data, which is in turn used to predict the nonlinear aerodynamic response of the airfoil. The Volterra kernel based data is then compared against a standard airfoil response. The predicted lift time histories of the airfoil are shown to be in good agreement with the aerodynamic data. (author)

  10. 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.

  11. Generalized Fokker-Planck equations for coloured, multiplicative Gaussian noise

    International Nuclear Information System (INIS)

    Cetto, A.M.; Pena, L. de la; Velasco, R.M.

    1984-01-01

    With the help of Novikov's theorem, it is possible to derive a master equation for a coloured, multiplicative, Gaussian random process; the coefficients of this master equation satisfy a complicated auxiliary integro-differential equation. For small values of the Kubo number, the master equation reduces to an approximate generalized Fokker-Planck equation. The diffusion coefficient is explicitly written in terms of correlation functions. Finally, a straightforward and elementary second order perturbative treatment is proposed to derive the same approximate Fokker-Planck equation. (author)

  12. A class of quasilinear parabolic equations with infinite delay and application to a problem of viscoelasticity

    Science.gov (United States)

    Renardy, M.

    A semigroup approach to differential-delay equations is developed which reduces such equations to ordinary differential equations on a Banach space of histories and seems more suitable for certain partial integro-differential equations than the standard theory. The method is applied to prove a local-time existence theorem for equations of the form utt = g( uxt, uxt) x, where {∂g}/{∂u xt} > 0 . On a formal level, it is demonstrated that the stretching of filaments of viscoelastic liquids can be described by an equation of this form.

  13. Stochastic Lotka-Volterra equations: A model of lagged diffusion of technology in an interconnected world

    Science.gov (United States)

    Chakrabarti, Anindya S.

    2016-01-01

    We present a model of technological evolution due to interaction between multiple countries and the resultant effects on the corresponding macro variables. The world consists of a set of economies where some countries are leaders and some are followers in the technology ladder. All of them potentially gain from technological breakthroughs. Applying Lotka-Volterra (LV) equations to model evolution of the technology frontier, we show that the way technology diffuses creates repercussions in the partner economies. This process captures the spill-over effects on major macro variables seen in the current highly globalized world due to trickle-down effects of technology.

  14. Asymptotic Behaviour and Extinction of Delay Lotka-Volterra Model with Jump-Diffusion

    Directory of Open Access Journals (Sweden)

    Dan Li

    2014-01-01

    Full Text Available This paper studies the effect of jump-diffusion random environmental perturbations on the asymptotic behaviour and extinction of Lotka-Volterra population dynamics with delays. The contributions of this paper lie in the following: (a to consider delay stochastic differential equation with jumps, we introduce a proper initial data space, in which the initial data may be discontinuous function with downward jumps; (b we show that the delay stochastic differential equation with jumps associated with our model has a unique global positive solution and give sufficient conditions that ensure stochastically ultimate boundedness, moment average boundedness in time, and asymptotic polynomial growth of our model; (c the sufficient conditions for the extinction of the system are obtained, which generalized the former results and showed that the sufficiently large random jump magnitudes and intensity (average rate of jump events arrival may lead to extinction of the population.

  15. Complete factorisation and analytic solutions of generalized Lotka-Volterra equations

    Science.gov (United States)

    Brenig, L.

    1988-11-01

    It is shown that many systems of nonlinear differential equations of interest in various fields are naturally imbedded in a new family of differential equations. This family is invariant under nonlinear transformations based on the concept of matrix power of a vector. Each equation belonging to that family can be brought into a factorized canonical form for which integrable cases can be easily identified and solutions can be found by quadratures.

  16. Transcendental smallness in singularly perturbed equations of volterra type

    International Nuclear Information System (INIS)

    Bijura, Angelina M.

    2003-11-01

    The application of different limit processes to a physical problem is an important tool in layer type techniques. Hence the study of initial layer correction functions is of central importance for understanding layer-type problems. It is shown that for singularly perturbed problems of Volterra type, the concept of transcendental smallness is an asymptotic one. Transcendentally small terms may be numerically important. (author)

  17. On vector analogs of the modified Volterra lattice

    Energy Technology Data Exchange (ETDEWEB)

    Adler, V E; Postnikov, V V [L D Landau Institute for Theoretical Physics, 1a Semenov pr, 142432 Chernogolovka (Russian Federation); Sochi Branch of Peoples' Friendship University of Russia, 32 Kuibyshev str, 354000 Sochi (Russian Federation)], E-mail: adler@itp.ac.ru, E-mail: postnikovvv@rambler.ru

    2008-11-14

    The zero curvature representations, Baecklund transformations, nonlinear superposition principle and the simplest explicit solutions of soliton and breather type are presented for two vector generalizations of modified Volterra lattice. The relations with some other integrable equations are established.

  18. Differential Equations Compatible with KZ Equations

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  19. Food Web Assembly Rules for Generalized Lotka-Volterra Equations.

    Directory of Open Access Journals (Sweden)

    Jan O Haerter

    2016-02-01

    Full Text Available In food webs, many interacting species coexist despite the restrictions imposed by the competitive exclusion principle and apparent competition. For the generalized Lotka-Volterra equations, sustainable coexistence necessitates nonzero determinant of the interaction matrix. Here we show that this requirement is equivalent to demanding that each species be part of a non-overlapping pairing, which substantially constrains the food web structure. We demonstrate that a stable food web can always be obtained if a non-overlapping pairing exists. If it does not, the matrix rank can be used to quantify the lack of niches, corresponding to unpaired species. For the species richness at each trophic level, we derive the food web assembly rules, which specify sustainable combinations. In neighboring levels, these rules allow the higher level to avert competitive exclusion at the lower, thereby incorporating apparent competition. In agreement with data, the assembly rules predict high species numbers at intermediate levels and thinning at the top and bottom. Using comprehensive food web data, we demonstrate how omnivores or parasites with hosts at multiple trophic levels can loosen the constraints and help obtain coexistence in food webs. Hence, omnivory may be the glue that keeps communities intact even under extinction or ecological release of species.

  20. Food Web Assembly Rules for Generalized Lotka-Volterra Equations.

    Science.gov (United States)

    Haerter, Jan O; Mitarai, Namiko; Sneppen, Kim

    2016-02-01

    In food webs, many interacting species coexist despite the restrictions imposed by the competitive exclusion principle and apparent competition. For the generalized Lotka-Volterra equations, sustainable coexistence necessitates nonzero determinant of the interaction matrix. Here we show that this requirement is equivalent to demanding that each species be part of a non-overlapping pairing, which substantially constrains the food web structure. We demonstrate that a stable food web can always be obtained if a non-overlapping pairing exists. If it does not, the matrix rank can be used to quantify the lack of niches, corresponding to unpaired species. For the species richness at each trophic level, we derive the food web assembly rules, which specify sustainable combinations. In neighboring levels, these rules allow the higher level to avert competitive exclusion at the lower, thereby incorporating apparent competition. In agreement with data, the assembly rules predict high species numbers at intermediate levels and thinning at the top and bottom. Using comprehensive food web data, we demonstrate how omnivores or parasites with hosts at multiple trophic levels can loosen the constraints and help obtain coexistence in food webs. Hence, omnivory may be the glue that keeps communities intact even under extinction or ecological release of species.

  1. Lax pairs and conservation laws for two differential-difference systems

    International Nuclear Information System (INIS)

    Li Chunxia

    2003-01-01

    A coupled extended Lotka-Volterra lattice and a special Toda lattice are derived from the existing bilinear equations. Starting from the corresponding bilinear Baecklund transformation, Lax pairs for these two differential-difference systems are obtained. Furthermore, an infinite number of conservation laws for the differential-difference equations are deduced from the Lax pairs in a systematic way

  2. Differential equations

    CERN Document Server

    Barbu, Viorel

    2016-01-01

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

  3. Convergence analysis of the alternating RGLS algorithm for the identification of the reduced complexity Volterra model.

    Science.gov (United States)

    Laamiri, Imen; Khouaja, Anis; Messaoud, Hassani

    2015-03-01

    In this paper we provide a convergence analysis of the alternating RGLS (Recursive Generalized Least Square) algorithm used for the identification of the reduced complexity Volterra model describing stochastic non-linear systems. The reduced Volterra model used is the 3rd order SVD-PARAFC-Volterra model provided using the Singular Value Decomposition (SVD) and the Parallel Factor (PARAFAC) tensor decomposition of the quadratic and the cubic kernels respectively of the classical Volterra model. The Alternating RGLS (ARGLS) algorithm consists on the execution of the classical RGLS algorithm in alternating way. The ARGLS convergence was proved using the Ordinary Differential Equation (ODE) method. It is noted that the algorithm convergence canno׳t be ensured when the disturbance acting on the system to be identified has specific features. The ARGLS algorithm is tested in simulations on a numerical example by satisfying the determined convergence conditions. To raise the elegies of the proposed algorithm, we proceed to its comparison with the classical Alternating Recursive Least Squares (ARLS) presented in the literature. The comparison has been built on a non-linear satellite channel and a benchmark system CSTR (Continuous Stirred Tank Reactor). Moreover the efficiency of the proposed identification approach is proved on an experimental Communicating Two Tank system (CTTS). Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

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

    International Nuclear Information System (INIS)

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

    2002-01-01

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

  5. A phenomenological Hamiltonian for the Lotka-Volterra problem

    International Nuclear Information System (INIS)

    Georgian, T.; Findley, G.L.

    1996-01-01

    We have presented a Hamiltonian theory of phenomenological chemical kinetics. In the present paper, we extend this treatment to the Lotka-Volterra model of sustained oscillations. Our approach begins with the usual definition of an intrinsic reaction coordinate space (x 1 ,x 2 ) for the Lotka-Volterra problem, which leads to the rate equations x 1 =ax 1 -bx 1 x 2 , x 2 =-cx 2 +bx 1 x 2 , with a,b and c being real constants. We thereafter present a Hamiltonian function H(x,y)[y 1 = x 1 and y 2 = x 2 ] and an associated holonomic constraint, which give rise to the above rates as half of Hamilton's equations. We provide trajectories by numerical integration (4th order Runge-Kutta) and show that H(x,y) is a constant of the motion. Finally, issues involved in developing an analytic solution to this problem are discussed

  6. Numerical solutions of stochastic Lotka-Volterra equations via operational matrices

    Directory of Open Access Journals (Sweden)

    F. Hosseini Shekarabi

    2016-03-01

    Full Text Available In this paper, an efficient and convenient method for numerical solutions of stochastic Lotka-Volterra dynamical system is proposed. Here, we consider block pulse functions and their operational matrices of integration. Illustrative example is included to demonstrate the procedure and accuracy of the operational matrices based on block pulse functions.

  7. Alternative formulation of the monokinetic transport equation

    International Nuclear Information System (INIS)

    Coppa, G.; Ravetto, P.; Sumini, M.

    1985-01-01

    After recalling a technique already exploited in stationary neutron transport, the dynamic linear monokinetic equation for general geometry is cast into an integro-differential form where a second order space Laplace operator and both a second and first time derivatives appear. The introduced unknowns are given a physical interpretation for plane geometry and their relations with the total flux and current are derived

  8. Differential equations a dynamical systems approach ordinary differential equations

    CERN Document Server

    Hubbard, John H

    1991-01-01

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

  9. Some new retarded nonlinear Volterra-Fredholm type integral inequalities with maxima in two variables and their applications.

    Science.gov (United States)

    Xu, Run; Ma, Xiangting

    2017-01-01

    In this paper, we establish some new retarded nonlinear Volterra-Fredholm type integral inequalities with maxima in two independent variables, and we present the applications to research the boundedness of solutions to retarded nonlinear Volterra-Fredholm type integral equations.

  10. 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.

  11. Hamiltonian structure and Darboux theorem for families of generalized Lotka-Volterra systems

    Science.gov (United States)

    Hernández-Bermejo, Benito; Fairén, Víctor

    1998-11-01

    This work is devoted to the establishment of a Poisson structure for a format of equations known as generalized Lotka-Volterra systems. These equations, which include the classical Lotka-Volterra systems as a particular case, have been deeply studied in the literature. They have been shown to constitute a whole hierarchy of systems, the characterization of which is made in the context of simple algebra. Our main result is to show that this algebraic structure is completely translatable into the Poisson domain. Important Poisson structures features, such as the symplectic foliation and the Darboux canonical representation, rise as a result of rather simple matrix manipulations.

  12. On kinetic Boltzmann equations and related hydrodynamic flows with dry viscosity

    Directory of Open Access Journals (Sweden)

    Nikolai N. Bogoliubov (Jr.

    2007-01-01

    Full Text Available A two-component particle model of Boltzmann-Vlasov type kinetic equations in the form of special nonlinear integro-differential hydrodynamic systems on an infinite-dimensional functional manifold is discussed. We show that such systems are naturally connected with the nonlinear kinetic Boltzmann-Vlasov equations for some one-dimensional particle flows with pointwise interaction potential between particles. A new type of hydrodynamic two-component Benney equations is constructed and their Hamiltonian structure is analyzed.

  13. 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.

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

    Science.gov (United States)

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

    2018-04-01

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

  15. The cyclicity of period annulus of a quadratic reversible Lotka–Volterra system

    International Nuclear Information System (INIS)

    Li, Chengzhi; Llibre, Jaume

    2009-01-01

    We prove that by perturbing the periodic annulus of the quadratic polynomial reversible Lotka–Volterra differential system, inside the class of all quadratic polynomial differential systems we can obtain at most two limit cycles

  16. Hybrid MPI/OpenMP parallelization of the explicit Volterra integral equation solver for multi-core computer architectures

    KAUST Repository

    Al Jarro, Ahmed

    2011-08-01

    A hybrid MPI/OpenMP scheme for efficiently parallelizing the explicit marching-on-in-time (MOT)-based solution of the time-domain volume (Volterra) integral equation (TD-VIE) is presented. The proposed scheme equally distributes tested field values and operations pertinent to the computation of tested fields among the nodes using the MPI standard; while the source field values are stored in all nodes. Within each node, OpenMP standard is used to further accelerate the computation of the tested fields. Numerical results demonstrate that the proposed parallelization scheme scales well for problems involving three million or more spatial discretization elements. © 2011 IEEE.

  17. Handbook of integral equations

    CERN Document Server

    Polyanin, Andrei D

    2008-01-01

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

  18. An hp-adaptive strategy for the solution of the exact kernel curved wire Pocklington equation

    NARCIS (Netherlands)

    D.J.P. Lahaye (Domenico); P.W. Hemker (Piet)

    2007-01-01

    textabstractIn this paper we introduce an adaptive method for the numerical solution of the Pocklington integro-differential equation with exact kernel for the current induced in a smoothly curved thin wire antenna. The hp-adaptive technique is based on the representation of the discrete solution,

  19. QCD evolution equations for high energy partons in nuclear matter

    CERN Document Server

    Kinder-Geiger, Klaus; Geiger, Klaus; Mueller, Berndt

    1994-01-01

    We derive a generalized form of Altarelli-Parisi equations to decribe the time evolution of parton distributions in a nuclear medium. In the framework of the leading logarithmic approximation, we obtain a set of coupled integro- differential equations for the parton distribution functions and equations for the virtuality (``age'') distribution of partons. In addition to parton branching processes, we take into account fusion and scattering processes that are specific to QCD in medium. Detailed balance between gain and loss terms in the resulting evolution equations correctly accounts for both real and virtual contributions which yields a natural cancellation of infrared divergences.

  20. Application of Boltzmann equation to electron transmission and seconary electron emission

    International Nuclear Information System (INIS)

    Lanteri, H.; Bindi, R.; Rostaing, P.

    1979-01-01

    A method is presented for numerical treatment of integro-differential equation, based upon finite difference techniques. This method allows to formulate in a satisfactory manner the Boltzmann's equation applied to backscattering, transmission and secondary emission of metallic targets, avoiding must of the restrictive hypothesis, used until now in these models. For aluminium, the calculated energy spectra, angular distribution, transmission and backscattering coefficients, and secondary emission yield, are found to be in good agreement with experiment [fr

  1. Nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Dresner, L.

    1988-01-01

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

  2. Nonlinear differential equations

    International Nuclear Information System (INIS)

    Dresner, L.

    1988-01-01

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

  3. Differential equations for dummies

    CERN Document Server

    Holzner, Steven

    2008-01-01

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

  4. Classification of integrable Volterra-type lattices on the sphere: isotropic case

    International Nuclear Information System (INIS)

    Adler, V E

    2008-01-01

    The symmetry approach is used for classification of integrable isotropic vector Volterra lattices on the sphere. The list of integrable lattices consists mainly of new equations. Their symplectic structure and associated PDE of vector NLS type are discussed

  5. Model calculations of doubly closed shell nuclei in the integral-differential equation approach describing the two body correlations

    International Nuclear Information System (INIS)

    Brizzi, R.; Fabre de la Ripelle, M.; Lassaut, M.

    1999-01-01

    The binding energies and root mean square radii obtained from the Integro-Differential Equation Approach (IDEA) and from the Weight Function Approximation (WFA) of the IDEA for an even number of bosons and for 12 C, 16 O and 40 Ca are compared to those recently obtained by the Variational Monte Carlo, Fermi Hypernetted Chain and Coupled Cluster expansion method with model potentials. The IDEA provides numbers very similar to those obtained by other methods although it takes only two-body correlations into account. The analytical expression of the wave function for the WFA is given for bosons in ground state when the interaction pair is outside the potential range. Due to its simple structure, the equations of the IDEA can easily be extended to realistic interaction for nuclei like it has already been done for the tri-nucleon and the 4 He. (authors)

  6. Asymptotic Comparison of the Solutions of Linear Time-Delay Systems with Point and Distributed Lags with Those of Their Limiting Equations

    Directory of Open Access Journals (Sweden)

    M. De la Sen

    2009-01-01

    Full Text Available This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed linear autonomous differential equations, and the associate ones of the corresponding perturbed functional differential equation. Both differential equations involve point and distributed delayed dynamics including Volterra class dynamics. The proofs are based on a Perron-type theorem for functional equations so that the comparison is governed by the real part of a dominant zero of the characteristic equation of the nominal differential equation. The obtained results are also applied to investigate the global stability of the perturbed equation based on that of its corresponding limiting equation.

  7. The Jungle Universe: coupled cosmological models in a Lotka-Volterra framework

    Science.gov (United States)

    Perez, Jérôme; Füzfa, André; Carletti, Timoteo; Mélot, Laurence; Guedezounme, Lazare

    2014-06-01

    In this paper, we exploit the fact that the dynamics of homogeneous and isotropic Friedmann-Lemaître universes is a special case of generalized Lotka-Volterra system where the competitive species are the barotropic fluids filling the Universe. Without coupling between those fluids, Lotka-Volterra formulation offers a pedagogical and simple way to interpret usual Friedmann-Lemaître cosmological dynamics. A natural and physical coupling between cosmological fluids is proposed which preserves the structure of the dynamical equations. Using the standard tools of Lotka-Volterra dynamics, we obtain the general Lyapunov function of the system when one of the fluids is coupled to dark energy. This provides in a rigorous form a generic asymptotic behavior for cosmic expansion in presence of coupled species, beyond the standard de Sitter, Einstein-de Sitter and Milne cosmologies. Finally, we conjecture that chaos can appear for at least four interacting fluids.

  8. Predicting the effects of ionising radiation on ecosystems by a generic model based on the Lotka-Volterra equations

    International Nuclear Information System (INIS)

    Monte, Luigi

    2009-01-01

    The present work describes a model for predicting the population dynamics of the main components (resources and consumers) of terrestrial ecosystems exposed to ionising radiation. The ecosystem is modelled by the Lotka-Volterra equations with consumer competition. Linear dose-response relationships without threshold are assumed to relate the values of the model parameters to the dose rates. The model accounts for the migration of consumers from areas characterised by different levels of radionuclide contamination. The criteria to select the model parameter values are motivated by accounting for the results of the empirical studies of past decades. Examples of predictions for long-term chronic exposure are reported and discussed.

  9. 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...

  10. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

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

  11. Positive Periodic Solution for the Generalized Neutral Differential Equation with Multiple Delays and Impulse

    Directory of Open Access Journals (Sweden)

    Zhenguo Luo

    2014-01-01

    Full Text Available By using a fixed point theorem of strict-set-contraction, which is different from Gaines and Mawhin's continuation theorem and abstract continuation theory for k-set contraction, we established some new criteria for the existence of positive periodic solution of the following generalized neutral delay functional differential equation with impulse: x'(t=x(t[a(t-f(t,x(t,x(t-τ1(t,x(t,…,x(t-τn(t,x(t,x'(t-γ1(t,x(t,…,x'(t-γm(t,x(t],  t≠tk,  k∈Z+;  x(tk+=x(tk-+θk(x(tk,  k∈Z+. As applications of our results, we also give some applications to several Lotka-Volterra models and new results are obtained.

  12. Differential Equation over Banach Algebra

    OpenAIRE

    Kleyn, Aleks

    2018-01-01

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

  13. Bifurcation analysis in the diffusive Lotka-Volterra system: An application to market economy

    International Nuclear Information System (INIS)

    Wijeratne, A.W.; Yi Fengqi; Wei Junjie

    2009-01-01

    A diffusive Lotka-Volterra system is formulated in this paper that represents the dynamics of market share at duopoly. A case in Sri Lankan mobile telecom market was considered that conceptualized the model in interest. Detailed Hopf bifurcation, transcritical and pitchfork bifurcation analysis were performed. The distribution of roots of the characteristic equation suggests that a stable coexistence equilibrium can be achieved by increasing the innovation while minimizing competition by each competitor while regulating existing policies and introducing new ones for product differentiation and value addition. The avenue is open for future research that may use real time information in order to formulate mathematically sound tools for decision making in competitive business environments.

  14. Bifurcation analysis in the diffusive Lotka-Volterra system: An application to market economy

    Energy Technology Data Exchange (ETDEWEB)

    Wijeratne, A.W. [Department of Mathematics, Harbin Institute of Technology, Harbin 150001 (China); Department of Agri-Business Management, Sabaragamuwa University of Sri Lanka, Belihuloya 70140 (Sri Lanka); Yi Fengqi [Department of Mathematics, Harbin Institute of Technology, Harbin 150001 (China); Wei Junjie [Department of Mathematics, Harbin Institute of Technology, Harbin 150001 (China)], E-mail: weijj@hit.edu.cn

    2009-04-30

    A diffusive Lotka-Volterra system is formulated in this paper that represents the dynamics of market share at duopoly. A case in Sri Lankan mobile telecom market was considered that conceptualized the model in interest. Detailed Hopf bifurcation, transcritical and pitchfork bifurcation analysis were performed. The distribution of roots of the characteristic equation suggests that a stable coexistence equilibrium can be achieved by increasing the innovation while minimizing competition by each competitor while regulating existing policies and introducing new ones for product differentiation and value addition. The avenue is open for future research that may use real time information in order to formulate mathematically sound tools for decision making in competitive business environments.

  15. Ordinary differential equations

    CERN Document Server

    Greenberg, Michael D

    2014-01-01

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

  16. Ordinary differential equations

    CERN Document Server

    Miller, Richard K

    1982-01-01

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

  17. Uncertain differential equations

    CERN Document Server

    Yao, Kai

    2016-01-01

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

  18. An integral equation method for discrete and continuous distribution of centres in thermoluminescence kinetics

    International Nuclear Information System (INIS)

    Kantorovich, L.N.; Fogel, G.M.; Gotlib, V.I.

    1990-01-01

    Thermoluminescence kinetics is discussed within the framework of a band model containing an arbitrary number of types of recombination and trapping centres at an arbitrary correlation of all centre parameters. It is shown that the initial system of kinetic equations is reduced to an equivalent system consisting of two integro-differential equations which permit one to perform an accurate generalisation, in the case of a continuous centre distribution, to their parameters for the description of irradiation and thermoluminescence, taking into account charge carrier redistribution to both types of centre. In addition, if only one electron (hole) channel is taken into account, only one integro-differential equation is obtained. On the basis of this equation a precise algebraic equation is obtained for calculation of the area of an arbitrary part of the thermoluminescence curve (TLC), consisting of one or several peaks, which slightly overlap with other peaks. It is shown that at doses which are less than the saturation dose, when the centres are not completely filled by the charge carriers, the dose dependences of such a part of the TLC may have a non-linear character at a simultaneous linear dependence of the area of the whole TLC. At doses which are greater than the saturation dose, the dose dependences of the area of the whole TLC, as well as of its separate parts, undergo breaks at the saturation doses. (author)

  19. Equation-free modeling unravels the behavior of complex ecological systems

    Science.gov (United States)

    DeAngelis, Donald L.; Yurek, Simeon

    2015-01-01

    Ye et al. (1) address a critical problem confronting the management of natural ecosystems: How can we make forecasts of possible future changes in populations to help guide management actions? This problem is especially acute for marine and anadromous fisheries, where the large interannual fluctuations of populations, arising from complex nonlinear interactions among species and with varying environmental factors, have defied prediction over even short time scales. The empirical dynamic modeling (EDM) described in Ye et al.’s report, the latest in a series of papers by Sugihara and his colleagues, offers a promising quantitative approach to building models using time series to successfully project dynamics into the future. With the term “equation-free” in the article title, Ye et al. (1) are suggesting broader implications of their approach, considering the centrality of equations in modern science. From the 1700s on, nature has been increasingly described by mathematical equations, with differential or difference equations forming the basic framework for describing dynamics. The use of mathematical equations for ecological systems came much later, pioneered by Lotka and Volterra, who showed that population cycles might be described in terms of simple coupled nonlinear differential equations. It took decades for Lotka–Volterra-type models to become established, but the development of appropriate differential equations is now routine in modeling ecological dynamics. There is no question that the injection of mathematical equations, by forcing “clarity and precision into conjecture” (2), has led to increased understanding of population and community dynamics. As in science in general, in ecology equations are a key method of communication and of framing hypotheses. These equations serve as compact representations of an enormous amount of empirical data and can be analyzed by the powerful methods of mathematics.

  20. Approximate solutions for the two-dimensional integral transport equation. The critically mixed methods of resolution

    International Nuclear Information System (INIS)

    Sanchez, Richard.

    1980-11-01

    This work is divided into two part the first part (note CEA-N-2165) deals with the solution of complex two-dimensional transport problems, the second one treats the critically mixed methods of resolution. These methods are applied for one-dimensional geometries with highly anisotropic scattering. In order to simplify the set of integral equation provided by the integral transport equation, the integro-differential equation is used to obtain relations that allow to lower the number of integral equation to solve; a general mathematical and numerical study is presented [fr

  1. 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.

  2. 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.

  3. Numerical approximations of difference functional equations and applications

    Directory of Open Access Journals (Sweden)

    Zdzisław Kamont

    2005-01-01

    Full Text Available We give a theorem on the error estimate of approximate solutions for difference functional equations of the Volterra type. We apply this general result in the investigation of the stability of difference schemes generated by nonlinear first order partial differential functional equations and by parabolic problems. We show that all known results on difference methods for initial or initial boundary value problems can be obtained as particular cases of this general and simple result. We assume that the right hand sides of equations satisfy nonlinear estimates of the Perron type with respect to functional variables.

  4. Evolution of Black-Box Models Based on Volterra Series

    Directory of Open Access Journals (Sweden)

    Daniel D. Silveira

    2015-01-01

    Full Text Available This paper presents a historical review of the many behavioral models actually used to model radio frequency power amplifiers and a new classification of these behavioral models. It also discusses the evolution of these models, from a single polynomial to multirate Volterra models, presenting equations and estimation methods. New trends in RF power amplifier behavioral modeling are suggested.

  5. Nonlinear wave propagation through a ferromagnet with damping in ...

    Indian Academy of Sciences (India)

    magnetic waves in a ferromagnet can be reduced to an integro-differential equation. Keywords. Solitons; integro-differential equations; reductive perturbation method. PACS Nos 41.20 Jb; 05.45 Yv; 03.50 De; 78.20 Ls. 1. Introduction. The phenomenon of propagation of electromagnetic waves in ferromagnets are not only.

  6. 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

  7. On quantization, the generalised Schroedinger equation and classical mechanics

    International Nuclear Information System (INIS)

    Jones, K.R.W.

    1991-01-01

    A ψ-dependent linear functional operator, was defined, which solves the problem of quantization in non-relativistic quantum mechanics. Weyl ordering is implemented automatically and permits derivation of many of the quantum to classical correspondences. The parameter λ presents a natural C ∞ deformation of the dynamical structure of quantum mechanics via a non-linear integro-differential 'Generalised Schroedinger Equation', admitting an infinite family of soliton solutions. All these solutions are presented and it is shown that this equation gives an exact dynamic and energetic reproduction of classical mechanics with the correct measurement theoretic limit. 23 refs

  8. 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...

  9. Introduction to differential equations

    CERN Document Server

    Taylor, Michael E

    2011-01-01

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

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

    OpenAIRE

    Buium, Alexandru; Dupuy, Taylor

    2013-01-01

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

  11. 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

  12. 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

  13. 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.

  14. Differential equations extended to superspace

    International Nuclear Information System (INIS)

    Torres, J.; Rosu, H.C.

    2003-01-01

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

  15. Differential equations extended to superspace

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-07-01

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

  16. 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

  17. Differential equations problem solver

    CERN Document Server

    Arterburn, David R

    2012-01-01

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

  18. Application of Rational Second Kind Chebyshev Functions for System of Integrodifferential Equations on Semi-Infinite Intervals

    Directory of Open Access Journals (Sweden)

    M. Tavassoli Kajani

    2012-01-01

    Full Text Available Rational Chebyshev bases and Galerkin method are used to obtain the approximate solution of a system of high-order integro-differential equations on the interval [0,∞. This method is based on replacement of the unknown functions by their truncated series of rational Chebyshev expansion. Test examples are considered to show the high accuracy, simplicity, and efficiency of this method.

  19. Diffusion equations and hard collisions in multiple scattering of charged particles

    International Nuclear Information System (INIS)

    Papiez, Lech; Tulovsky, Vladimir

    1998-01-01

    The processes of angular-spatial evolution of multiple scattering of charged particles are described by the Lewis (special case of Boltzmann) integro-differential equation. The underlying stochastic process for this evolution is the compound Poisson process with transition densities satisfying the Lewis equation. In this paper we derive the Lewis equation from the compound Poisson process and show that the effective method of the solution of this equation can be based on the idea of decomposition of the compound Poisson process into processes of soft and hard collisions. Formulas for transition densities of soft and hard collision processes are provided in this paper together with the formula expressing the general solution of the Lewis equation in terms of those transition densities

  20. Diffusion equations and hard collisions in multiple scattering of charged particles

    Energy Technology Data Exchange (ETDEWEB)

    Papiez, Lech [Department of Radiation Oncology, Indiana University, Indianapolis, IN (United States); Tulovsky, Vladimir [Department of Mathematics, St. John' s College, Staten Island, New York, NY (United States)

    1998-09-01

    The processes of angular-spatial evolution of multiple scattering of charged particles are described by the Lewis (special case of Boltzmann) integro-differential equation. The underlying stochastic process for this evolution is the compound Poisson process with transition densities satisfying the Lewis equation. In this paper we derive the Lewis equation from the compound Poisson process and show that the effective method of the solution of this equation can be based on the idea of decomposition of the compound Poisson process into processes of soft and hard collisions. Formulas for transition densities of soft and hard collision processes are provided in this paper together with the formula expressing the general solution of the Lewis equation in terms of those transition densities.

  1. The Form of the Solutions of the Linear Integro-Differential Equations of Subsonic Aeroelasticity.

    Science.gov (United States)

    1979-09-01

    coefficients w (0) are given in Table 3; it V follows that, for T > 0 and (E - K v2) non-singular, the inverse transform of M- ) has the form, using (B-I) V...degree of freedom system by expanding )M- I in the form of equation (35), obtaining its inverse transform using the v -1results of Appendix A and hence...obtaining the inverse transform of M- l . The two-dimensional case, when the characteristic equation has a zero root, is not as simple. * Assuming all

  2. Linear determining equations for differential constraints

    International Nuclear Information System (INIS)

    Kaptsov, O V

    1998-01-01

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

  3. Nonmaxwell relaxation in disordered media: Physical mechanisms and fractional relaxation equations

    International Nuclear Information System (INIS)

    Arkhincheev, V.E.

    2004-12-01

    The problem of charge relaxation in disordered systems has been solved. It is shown, that due to the inhomogeneity of the medium the charge relaxation has a non-Maxwell character. The two physical mechanisms of a such behavior have been founded. The first one is connected with the 'fractality' of conducting ways. The second mechanism of nonexponential non-Maxwell behavior is connected with the frequency dispersion of effective conductivity of heterogeneous medium, initially consisting of conducting phases without dispersion. The new generalized relaxation equations in the form of fractional temporal integro-differential equations are deduced. (author)

  4. 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.

  5. Cross-diffusional effect in a telegraph reaction diffusion Lotka-Volterra two competitive system

    International Nuclear Information System (INIS)

    Abdusalam, H.A; Fahmy, E.S.

    2003-01-01

    It is known now that, telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion in several branches of sciences. Telegraph reaction diffusion Lotka-Volterra two competitive system is considered. We observed that this system can give rise to diffusive instability only in the presence of cross-diffusion. Local and global stability analysis in the cross-diffusional effect are studied by considering suitable Lyapunov functional

  6. Algebraic entropy for differential-delay equations

    OpenAIRE

    Viallet, Claude M.

    2014-01-01

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

  7. Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

    Science.gov (United States)

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

  8. The analysis of the derivation principles of kinetic equations based on exactly solvable models of the bulk reaction A + B → Product

    International Nuclear Information System (INIS)

    Kipriyanov, A.A.; Doktorov, A.B.

    2005-01-01

    We have considered two many-particle models of the irreversible reaction A + B → Product for which closed kinetic equations for the mean concentration N A (t) of A species can be exactly obtained. These equations are identically recast into a unified form of integro-differential equation of general kinetic theory. It is shown that the memory functions for both models under consideration can be represented as a sum of the Markovian and non-Markovian parts. It is essential that the Markovian part of the Laplace transform of any kernel can be obtained using the Laplace transform of the kernel itself, and is the root of the non-Markovian part of the Laplace transform of the kernel. The properties established allowed us to perform correct approximation of the memory functions at small concentrations [B] of B species and derive the binary non-Markovian integro-differential equation. Within the binary theory accuracy this equation has been rewritten in a regular frame of a familiar rate equation satisfying general principles of binary kinetic equations. Thus using particular exactly solvable many-particle models, we have reproduced the most essential steps of the known general way for the derivation of the binary kinetic equation avoiding the sophisticated many-particle technique and the corresponding approximations. Besides, the results obtained can serve as an additional evidence of the approximations made in a general many-particle approach to the derivation of the binary kinetic equation

  9. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    Geiser, Juergen

    2011-01-01

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

  10. A Historical Gem from Vito Volterra.

    Science.gov (United States)

    Dunham, William

    1990-01-01

    Presented is the theorem proposed by Volterra based on the idea that there is no function continuous at each rational point and discontinuous at each irrational point. Discussed are the two conclusions that were drawn by Volterra based on his solution to this problem. (KR)

  11. 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

  12. Neutron transport equation - indications on homogenization and neutron diffusion

    International Nuclear Information System (INIS)

    Argaud, J.P.

    1992-06-01

    In PWR nuclear reactor, the practical study of the neutrons in the core uses diffusion equation to describe the problem. On the other hand, the most correct method to describe these neutrons is to use the Boltzmann equation, or neutron transport equation. In this paper, we give some theoretical indications to obtain a diffusion equation from the general transport equation, with some simplifying hypothesis. The work is organised as follows: (a) the most general formulations of the transport equation are presented: integro-differential equation and integral equation; (b) the theoretical approximation of this Boltzmann equation by a diffusion equation is introduced, by the way of asymptotic developments; (c) practical homogenization methods of transport equation is then presented. In particular, the relationships with some general and useful methods in neutronic are shown, and some homogenization methods in energy and space are indicated. A lot of other points of view or complements are detailed in the text or the remarks

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

    Science.gov (United States)

    Milman, Mark M.; Scheid, Robert E.

    1987-01-01

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

  14. Existence and properties of semi-bounded global solutions to the functional differential equation with Volterra-type operators on the real line

    Czech Academy of Sciences Publication Activity Database

    Hakl, Robert; Aguerrea, M.

    2017-01-01

    Roč. 147, č. 6 (2017), s. 1119-1168 ISSN 0308-2105 Institutional support: RVO:67985840 Keywords : functional differential equations * boundary-value problems * global existence Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.158, year: 2016

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

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

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

  16. Lattice defects as Lotka-Volterra societies

    Energy Technology Data Exchange (ETDEWEB)

    Yost, F.G.

    1995-07-01

    Since the early part of this century the Lotka-Volterra or predator-prey equations have been known to simulate the stability, instability, and persistent oscillations observed in many biological and ecological societies. These equations have been modified in many ways and have been used to model phenomena as varied as childhood epidemics, enzyme reactions, and conventional warfare. In the work to be described, similarities are drawn between various lattice defects and Lotka-Volterra (LV) societies. Indeed, grain boundaries are known to ``consume`` dislocations, inclusions ``infect`` grain boundaries, and dislocations ``annihilate`` dislocations. Several specific cases of lattice defect interaction kinetics models are drawn from the materials science literature to make these comparisons. Each model will be interpreted as if it were a description of a biological system. Various approaches to the modification of this class of interaction kinetics will be presented and discussed. The earliest example is the Damask-Dienes treatment of vacancy-divacancy annealing kinetics. This historical model will be modified to include the effects of an intermediate species and the results will be compared with the original model. The second example to be examined is the Clark-Alden model for deformation-enhanced grain growth. Dislocation kinetics will be added to this model and results will be discussed considering the original model. The third example to be presented is the Ananthakrishna-Sahoo model of the Portevin-Le Chatelier effect that was offered in 1985 as an extension of the classical Cottrell atmosphere explanation. Their treatment will be modified by inclusion of random interference from a pesky but peripheral species and by allowing a rate constant to be a function of time.

  17. 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

  18. Theory of the chemical effects of high-energy electrons

    International Nuclear Information System (INIS)

    Magee, J.L.; Chatterjee, A.

    1978-01-01

    The general nature of radiation chemical yields arising from electron irradiations is examined. A relationship between the G value of an arbitrary radiation product and the initial electron energy (greater than 20 keV) in the form of an integro-differential equation is derived. G values for the water decomposition products in acid solution are obtained by numerical solution of the equation and the use of a model. A differential equation equivalent to the integro-differential equation for the case of Rutherford scattering is introduced and an approximate analytical solution is found (eq 10). The latter turns out to be in agreement with the numerical solution of the integro-differential equation obtained with the more accurate Moeller cross section. Experimental data for ferrous sulfate oxidation (Fricke dosimeter) are examined and found to be in agreement with the relationships obtained here. Primary yields of the water decomposition products are also given. 4 figures, 2 tables, 35 references

  19. On matrix fractional differential equations

    OpenAIRE

    Adem Kılıçman; Wasan Ajeel Ahmood

    2017-01-01

    The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objec...

  20. Local p-Adic Differential Equations

    NARCIS (Netherlands)

    Put, Marius van der; Taelman, Lenny

    2006-01-01

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

  1. Differential equations

    CERN Document Server

    Tricomi, FG

    2013-01-01

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

  2. On a Mixed Nonlinear One Point Boundary Value Problem for an Integrodifferential Equation

    Directory of Open Access Journals (Sweden)

    Mesloub Said

    2008-01-01

    Full Text Available This paper is devoted to the study of a mixed problem for a nonlinear parabolic integro-differential equation which mainly arise from a one dimensional quasistatic contact problem. We prove the existence and uniqueness of solutions in a weighted Sobolev space. Proofs are based on some a priori estimates and on the Schauder fixed point theorem. we also give a result which helps to establish the regularity of a solution.

  3. 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)

  4. Microscopic tunneling theory of long Josephson junctions

    DEFF Research Database (Denmark)

    Grønbech-Jensen, N.; Hattel, Søren A.; Samuelsen, Mogens Rugholm

    1992-01-01

    We present a numerical scheme for solving a nonlinear partial integro-differential equation with nonlocal time dependence. The equation describes the dynamics in a long Josephson junction modeled by use of the microscopic theory for tunneling between superconductors. We demonstrate that the detai......We present a numerical scheme for solving a nonlinear partial integro-differential equation with nonlocal time dependence. The equation describes the dynamics in a long Josephson junction modeled by use of the microscopic theory for tunneling between superconductors. We demonstrate...

  5. 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

  6. Introduction to ordinary differential equations

    CERN Document Server

    Rabenstein, Albert L

    1966-01-01

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

  7. Differential equations methods and applications

    CERN Document Server

    Said-Houari, Belkacem

    2015-01-01

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

  8. A stochastic model of multiple scattering of charged particles: process, transport equation and solutions

    International Nuclear Information System (INIS)

    Papiez, L.; Moskvin, V.; Tulovsky, V.

    2001-01-01

    The process of angular-spatial evolution of multiple scattering of charged particles can be described by a special case of Boltzmann integro-differential equation called Lewis equation. The underlying stochastic process for this evolution is the compound Poisson process on the surface of the unit sphere. The significant portion of events that constitute compound Poisson process that describes multiple scattering have diffusional character. This property allows to analyze the process of angular-spatial evolution of multiple scattering of charged particles as combination of soft and hard collision processes and compute appropriately its transition densities. These computations provide a method of the approximate solution to the Lewis equation. (orig.)

  9. Abstract methods in partial differential equations

    CERN Document Server

    Carroll, Robert W

    2012-01-01

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

  10. 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

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

    OpenAIRE

    Kihara, Hironobu

    2008-01-01

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

  12. A new approach to stochastic transport via the functional Volterra expansion

    International Nuclear Information System (INIS)

    Ziya Akcasu, A.; Corngold, N.

    2005-01-01

    In this paper we present a new algorithm (FDA) for the calculation of the mean and the variance of the flux in stochastic transport when the transport equation contains a spatially random parameter θ(r), such as the density of the medium. The approach is based on the renormalized functional Volterra expansion of the flux around its mean. The attractive feature of the approach is that it explicitly displays the functional dependence of the flux on the products of θ(r i ), and hence enables one to take ensemble averages directly to calculate the moments of the flux in terms of the correlation functions of the underlying random process. The renormalized deterministic transport equation for the mean flux has been obtained to the second order in θ(r), and a functional relationship between the variance and the mean flux has been derived to calculate the variance to this order. The feasibility and accuracy of FDA has been demonstrated in the case of stochastic diffusion, using the diffusion equation with a spatially random diffusion coefficient. The connection of FDA with the well-established approximation schemes in the field of stochastic linear differential equations, such as the Bourret approximation, developed by Van Kampen using cumulant expansion, and by Terwiel using projection operator formalism, which has recently been extended to stochastic transport by Corngold. We hope that FDA's potential will be explored numerically in more realistic applications of the stochastic transport. (authors)

  13. 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

  14. On the reduction of the degree of linear differential operators

    International Nuclear Information System (INIS)

    Bobieński, Marcin; Gavrilov, Lubomir

    2011-01-01

    Let L be a linear differential operator with coefficients in some differential field k of characteristic zero with algebraically closed field of constants. Let k a be the algebraic closure of k. For a solution y 0 , Ly 0 = 0, we determine the linear differential operator of minimal degree L-tilde and coefficients in k a , such that L-tilde y 0 =0. This result is then applied to some Picard–Fuchs equations which appear in the study of perturbations of plane polynomial vector fields of Lotka–Volterra type

  15. On generalized Volterra systems

    Science.gov (United States)

    Charalambides, S. A.; Damianou, P. A.; Evripidou, C. A.

    2015-01-01

    We construct a large family of evidently integrable Hamiltonian systems which are generalizations of the KM system. The algorithm uses the root system of a complex simple Lie algebra. The Hamiltonian vector field is homogeneous cubic but in a number of cases a simple change of variables transforms such a system to a quadratic Lotka-Volterra system. We present in detail all such systems in the cases of A3, A4 and we also give some examples from higher dimensions. We classify all possible Lotka-Volterra systems that arise via this algorithm in the An case.

  16. Differential-algebraic solutions of the heat equation

    OpenAIRE

    Buchstaber, Victor M.; Netay, Elena Yu.

    2014-01-01

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

  17. 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)

  18. Skew differential fields, differential and difference equations

    NARCIS (Netherlands)

    van der Put, M

    2004-01-01

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

  19. Weak self-adjoint differential equations

    International Nuclear Information System (INIS)

    Gandarias, M L

    2011-01-01

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

  20. Nonpolynomial vector fields under the Lotka-Volterra normal form

    Science.gov (United States)

    Hernández-Bermejo, Benito; Fairén, Víctor

    1995-02-01

    We carry out the generalization of the Lotka-Volterra embedding to flows not explicitly recognizable under the generalized Lotka-Volterra format. The procedure introduces appropriate auxiliary variables, and it is shown how, to a great extent, the final Lotka-Volterra system is independent of their specific definition. Conservation of the topological equivalence during the process is also demonstrated.

  1. 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

  2. Volterra Filtering for ADC Error Correction

    Directory of Open Access Journals (Sweden)

    J. Saliga

    2001-09-01

    Full Text Available Dynamic non-linearity of analog-to-digital converters (ADCcontributes significantly to the distortion of digitized signals. Thispaper introduces a new effective method for compensation such adistortion based on application of Volterra filtering. Considering ana-priori error model of ADC allows finding an efficient inverseVolterra model for error correction. Efficiency of proposed method isdemonstrated on experimental results.

  3. Complex centers of polynomial differential equations

    Directory of Open Access Journals (Sweden)

    Mohamad Ali M. Alwash

    2007-07-01

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

  4. 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.

  5. 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...

  6. Differential equations and finite groups

    NARCIS (Netherlands)

    Put, Marius van der; Ulmer, Felix

    2000-01-01

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

  7. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

    The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp

  8. Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

    Science.gov (United States)

    Zúñiga-Galindo, W. A.

    2018-06-01

    We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

  9. ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY

    OpenAIRE

    Enrique Gonzalo Reyes Garcia

    2004-01-01

    ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY Equations in partial derivatives appeared in the 18th century as essential tools for the analytic study of physical models and, later, they proved to be fundamental for the progress of mathematics. For example, fundamental results of modern differential geometry are based on deep theorems on differential equations. Reciprocally, it is possible to study differential equations through geometrical means just like it was done by o...

  10. Dichotomies for generalized ordinary differential equations and applications

    Science.gov (United States)

    Bonotto, E. M.; Federson, M.; Santos, F. L.

    2018-03-01

    In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.

  11. Fermat type differential and difference equations

    Directory of Open Access Journals (Sweden)

    Kai Liu

    2015-06-01

    Full Text Available This article we explore the relationship between the number of differential and difference operators with the existence of meromorphic solutions of Fermat type differential and difference equations. Some Fermat differential and difference equations of certain types are also considered.

  12. Legendre-tau approximations for functional differential equations

    Science.gov (United States)

    Ito, K.; Teglas, R.

    1986-01-01

    The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.

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

    International Nuclear Information System (INIS)

    Brett, Tobias; Galla, Tobias

    2014-01-01

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

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

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2014-03-28

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

  15. PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    Korhan KARABULUT

    1998-03-01

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

  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. Non-instantaneous impulses in differential equations

    CERN Document Server

    Agarwal, Ravi; O'Regan, Donal

    2017-01-01

    This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...

  18. Quasi-exact solutions of nonlinear differential equations

    OpenAIRE

    Kudryashov, Nikolay A.; Kochanov, Mark B.

    2014-01-01

    The concept of quasi-exact solutions of nonlinear differential equations is introduced. Quasi-exact solution expands the idea of exact solution for additional values of parameters of differential equation. These solutions are approximate solutions of nonlinear differential equations but they are close to exact solutions. Quasi-exact solutions of the the Kuramoto--Sivashinsky, the Korteweg--de Vries--Burgers and the Kawahara equations are founded.

  19. Volterra Series Based Distortion Effect

    DEFF Research Database (Denmark)

    Agerkvist, Finn T.

    2010-01-01

    A large part of the characteristic sound of the electric guitar comes from nonlinearities in the signal path. Such nonlinearities may come from the input- or output-stage of the amplier, which is often equipped with vacuum tubes or a dedicated distortion pedal. In this paper the Volterra series...... expansion for non linear systems is investigated with respect to generating good distortion. The Volterra series allows for unlimited adjustment of the level and frequency dependency of each distortion component. Subjectively relevant ways of linking the dierent orders are discussed....

  20. Analytical solution for the transport equation for neutral particles in cylindrical and Cartesian geometry

    International Nuclear Information System (INIS)

    Goncalves, Glenio Aguiar

    2003-01-01

    In this work, we are reported analytical solutions for the transport equation for neutral particles in cylindrical and cartesian geometry. For the cylindrical geometry, it is applied the Hankel transform of order zero in the S N approximation of the one-dimensional cylindrical transport equation, assuming azimuthal symmetry and isotropic scattering. This procedure is coined HTSN method. The anisotropic problem is handled using the decomposition method, generating a recursive approach, which the HTSN solution is used as initial condition. For cartesian geometry, the one and two dimensional transport equation is derived in the angular variable as many time as the degree of the anisotropic scattering. This procedure leads to set of integro-differential plus one differential equation that can be really solved by the variable separation method. Following this procedure, it was possible to come out with the Case solution for the one-dimensional problem. Numerical simulations are reported for the cylindrical transport problem both isotropic and anisotropic case of quadratic degree. (author)

  1. Application of the Sumudu Transform to Discrete Dynamic Systems

    Science.gov (United States)

    Asiru, Muniru Aderemi

    2003-01-01

    The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…

  2. Embedding recurrent neural networks into predator-prey models.

    Science.gov (United States)

    Moreau, Yves; Louiès, Stephane; Vandewalle, Joos; Brenig, Leon

    1999-03-01

    We study changes of coordinates that allow the embedding of ordinary differential equations describing continuous-time recurrent neural networks into differential equations describing predator-prey models-also called Lotka-Volterra systems. We transform the equations for the neural network first into quasi-monomial form (Brenig, L. (1988). Complete factorization and analytic solutions of generalized Lotka-Volterra equations. Physics Letters A, 133(7-8), 378-382), where we express the vector field of the dynamical system as a linear combination of products of powers of the variables. In practice, this transformation is possible only if the activation function is the hyperbolic tangent or the logistic sigmoid. From this quasi-monomial form, we can directly transform the system further into Lotka-Volterra equations. The resulting Lotka-Volterra system is of higher dimension than the original system, but the behavior of its first variables is equivalent to the behavior of the original neural network. We expect that this transformation will permit the application of existing techniques for the analysis of Lotka-Volterra systems to recurrent neural networks. Furthermore, our results show that Lotka-Volterra systems are universal approximators of dynamical systems, just as are continuous-time neural networks.

  3. Volterra, Fascism, and France.

    Science.gov (United States)

    Capristo, Annalisa

    2015-12-01

    My contribution focuses on two aspects strictly related each other. On one hand, the progressive marginalization of Volterra from Italian scientific and political life after the rise of Fascism - because of his public anti-Fascist stance, both as a senator and as a professor - until his definitive exclusion on racial grounds in 1938. On the other hand, the reactions of his French colleagues and friends to this ostracism, and the support he received from them. As it emerges from several sources (Volterra's correspondence, institutional documentation, conference proceedings, etc.), it was mainly thanks to their support that he was able to escape the complete isolation and the "civil death" to which the regime condemned many of its adversaries.

  4. On a complex differential Riccati equation

    International Nuclear Information System (INIS)

    Khmelnytskaya, Kira V; Kravchenko, Vladislav V

    2008-01-01

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

  5. Dynamics of a Lotka-Volterra type model with applications to marine phage population dynamics

    International Nuclear Information System (INIS)

    Gavin, C; Pokrovskii, A; Prentice, M; Sobolev, V

    2006-01-01

    The famous Lotka-Volterra equations play a fundamental role in the mathematical modeling of various ecological and chemical systems. A new modification of these equations has been recently suggested to model the structure of marine phage populations, which are the most abundant biological entities in the biosphere. The purpose of the paper is: (i) to make some methodical remarks concerning this modification; (ii) to discuss new types of canards which arise naturally in this context; (iii) to present results of some numerical experiments

  6. Ecological communities with Lotka-Volterra dynamics

    Science.gov (United States)

    Bunin, Guy

    2017-04-01

    Ecological communities in heterogeneous environments assemble through the combined effect of species interaction and migration. Understanding the effect of these processes on the community properties is central to ecology. Here we study these processes for a single community subject to migration from a pool of species, with population dynamics described by the generalized Lotka-Volterra equations. We derive exact results for the phase diagram describing the dynamical behaviors, and for the diversity and species abundance distributions. A phase transition is found from a phase where a unique globally attractive fixed point exists to a phase where multiple dynamical attractors exist, leading to history-dependent community properties. The model is shown to possess a symmetry that also establishes a connection with other well-known models.

  7. 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

  8. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

  9. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  10. On chaos in Lotka–Volterra systems: an analytical approach

    International Nuclear Information System (INIS)

    Kozlov, Vladimir; Vakulenko, Sergey

    2013-01-01

    In this paper, we study Lotka–Volterra systems with N species and n resources. We show that the long time dynamics of these systems may be complicated. Depending on parameter choice, they can generate all types of hyperbolic dynamics, in particular, chaotic ones. Moreover, Lotka–Volterra systems can generate Lorenz dynamics. We state the conditions on the strong persistence of Lotka–Volterra systems when the number of resources is less than the number of species. (paper)

  11. 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.

  12. 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.

  13. Trends in differential equations and applications

    CERN Document Server

    Neble, María; Galván, José

    2016-01-01

    This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...

  14. Gelfand-Dikii Hamiltonian operator and co-ad joint representation of the Volterra group

    International Nuclear Information System (INIS)

    Lebedev, D.R.; Manin, Yu.I.

    1978-01-01

    It is shown that the Gelfand-Dikii Hamiltonian structure is an analogue of a very special class of finite-dimensional symplectic structures, namely, the Kirillow structures on the orbits of the co-adjoint representation of the Lie groups. The Lie group is represented by the Volterra operators. The main interest lies in the possibility of application of the ideology of ''geometric quantization'' to the Lax equations

  15. Stochastic Differential Equations and Kondratiev Spaces

    Energy Technology Data Exchange (ETDEWEB)

    Vaage, G.

    1995-05-01

    The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.

  16. Reduced Complexity Volterra Models for Nonlinear System Identification

    Directory of Open Access Journals (Sweden)

    Hacıoğlu Rıfat

    2001-01-01

    Full Text Available A broad class of nonlinear systems and filters can be modeled by the Volterra series representation. However, its practical use in nonlinear system identification is sometimes limited due to the large number of parameters associated with the Volterra filter′s structure. The parametric complexity also complicates design procedures based upon such a model. This limitation for system identification is addressed in this paper using a Fixed Pole Expansion Technique (FPET within the Volterra model structure. The FPET approach employs orthonormal basis functions derived from fixed (real or complex pole locations to expand the Volterra kernels and reduce the number of estimated parameters. That the performance of FPET can considerably reduce the number of estimated parameters is demonstrated by a digital satellite channel example in which we use the proposed method to identify the channel dynamics. Furthermore, a gradient-descent procedure that adaptively selects the pole locations in the FPET structure is developed in the paper.

  17. Spectral theories for linear differential equations

    International Nuclear Information System (INIS)

    Sell, G.R.

    1976-01-01

    The use of spectral analysis in the study of linear differential equations with constant coefficients is not only a fundamental technique but also leads to far-reaching consequences in describing the qualitative behaviour of the solutions. The spectral analysis, via the Jordan canonical form, will not only lead to a representation theorem for a basis of solutions, but will also give a rather precise statement of the (exponential) growth rates of various solutions. Various attempts have been made to extend this analysis to linear differential equations with time-varying coefficients. The most complete such extensions is the Floquet theory for equations with periodic coefficients. For time-varying linear differential equations with aperiodic coefficients several authors have attempted to ''extend'' the Foquet theory. The precise meaning of such an extension is itself a problem, and we present here several attempts in this direction that are related to the general problem of extending the spectral analysis of equations with constant coefficients. The main purpose of this paper is to introduce some problems of current research. The primary problem we shall examine occurs in the context of linear differential equations with almost periodic coefficients. We call it ''the Floquet problem''. (author)

  18. On implicit abstract neutral nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)

    2016-04-15

    In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

  19. Efficient multidimensional regularization for Volterra series estimation

    Science.gov (United States)

    Birpoutsoukis, Georgios; Csurcsia, Péter Zoltán; Schoukens, Johan

    2018-05-01

    This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The method is a novel extension of the regularization methods that have been developed for impulse response estimates of linear time invariant systems. To avoid the excessive memory needs in case of long measurements or large number of estimated parameters, a practical gradient-based estimation method is also provided, leading to the same numerical results as the proposed Volterra estimation method. Moreover, the transient effects in the simulated output are removed by a special regularization method based on the novel ideas of transient removal for Linear Time-Varying (LTV) systems. Combining the proposed methodologies, the nonparametric Volterra models of the cascaded water tanks benchmark are presented in this paper. The results for different scenarios varying from a simple Finite Impulse Response (FIR) model to a 3rd degree Volterra series with and without transient removal are compared and studied. It is clear that the obtained models capture the system dynamics when tested on a validation dataset, and their performance is comparable with the white-box (physical) models.

  20. International Conference on Differential and Difference Equations with Applications

    CERN Document Server

    Došlá, Zuzana; Došlý, Ondrej; Kloeden, Peter

    2016-01-01

    Aimed at the community of mathematicians working on ordinary and partial differential equations, difference equations, and functional equations, this book contains selected papers based on the presentations at the International Conference on Differential and Difference Equations and Applications (ICDDEA) 2015, dedicated to the memory of Professor Georg Sell. Contributions include new trends in the field of differential and difference equations, applications of differential and difference equations, as well as high-level survey results. The main aim of this recurring conference series is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with special emphasis on applications.

  1. Sparse dynamics for partial differential equations.

    Science.gov (United States)

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

    2013-04-23

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

  2. Exponentially Convergent Algorithms for Abstract Differential Equations

    CERN Document Server

    Gavrilyuk, Ivan; Vasylyk, Vitalii

    2011-01-01

    This book presents new accurate and efficient exponentially convergent methods for abstract differential equations with unbounded operator coefficients in Banach space. These methods are highly relevant for the practical scientific computing since the equations under consideration can be seen as the meta-models of systems of ordinary differential equations (ODE) as well as the partial differential equations (PDEs) describing various applied problems. The framework of functional analysis allows one to obtain very general but at the same time transparent algorithms and mathematical results which

  3. Simulation, optimal control and parametric sensitivity analysis of a molten carbonate fuel cell using a partial differential algebraic dynamic equation system; Simulation, Optimale Steuerung und Sensitivitaetsanalyse einer Schmelzkarbonat-Brennstoffzelle mithilfe eines partiellen differential-algebraischen dynamischen Gleichungssystems

    Energy Technology Data Exchange (ETDEWEB)

    Sternberg, K

    2007-02-08

    Molten carbonate fuel cells (MCFCs) allow an efficient and environmentally friendly energy production by converting the chemical energy contained in the fuel gas in virtue of electro-chemical reactions. In order to predict the effect of the electro-chemical reactions and to control the dynamical behavior of the fuel cell a mathematical model has to be found. The molten carbonate fuel cell (MCFC) can indeed be described by a highly complex,large scale, semi-linear system of partial differential algebraic equations. This system includes a reaction-diffusion-equation of parabolic type, several reaction-transport-equations of hyperbolic type, several ordinary differential equations and finally a system of integro-differential algebraic equations which describes the nonlinear non-standard boundary conditions for the entire partial differential algebraic equation system (PDAE-system). The existence of an analytical or the computability of a numerical solution for this high-dimensional PDAE-system depends on the kind of the differential equations and their special characteristics. Apart from theoretical investigations, the real process has to be controlled, more precisely optimally controlled. Hence, on the basis of the PDAE-system an optimal control problem is set up, whose analytical and numerical solvability is closely linked to the solvability of the PDAE-system. Moreover the solution of that optimal control problem is made more difficult by inaccuracies in the underlying database, which does not supply sufficiently accurate values for the model parameters. Therefore the optimal control problem must also be investigated with respect to small disturbances of model parameters. The aim of this work is to analyze the relevant dynamic behavior of MCFCs and to develop concepts for their optimal process control. Therefore this work is concerned with the simulation, the optimal control and the sensitivity analysis of a mathematical model for MCDCs, which can be characterized

  4. GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.

  5. Differential equations inverse and direct problems

    CERN Document Server

    Favini, Angelo

    2006-01-01

    DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA

  6. 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...

  7. Linear measure functional differential equations with infinite delay

    OpenAIRE

    Monteiro, G. (Giselle Antunes); Slavík, A.

    2014-01-01

    We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.

  8. Lie algebras and linear differential equations.

    Science.gov (United States)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

    Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.

  9. Introduction to differential equations with dynamical systems

    CERN Document Server

    Campbell, Stephen L

    2011-01-01

    Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Campbell and Richard Haberman--using carefully worded derivations, elementary explanations, and examples, exercises, and figures rather than theorems and proofs--have written a book that makes learning and teaching differential equations easier and more relevant. The book also presents elementary dynamical systems in a unique and flexible way that is suitable for all courses, regardless of length.

  10. On solutions of variable-order fractional differential equations

    Directory of Open Access Journals (Sweden)

    Ali Akgül

    2017-01-01

    solutions to fractional differential equations are compelling to get in real applications, due to the nonlocality and complexity of the fractional differential operators, especially for variable-order fractional differential equations. Therefore, it is significant to enhanced numerical methods for fractional differential equations. In this work, we consider variable-order fractional differential equations by reproducing kernel method. There has been much attention in the use of reproducing kernels for the solutions to many problems in the recent years. We give two examples to demonstrate how efficiently our theory can be implemented in practice.

  11. Difference and differential equations with applications in queueing theory

    CERN Document Server

    Haghighi, Aliakbar Montazer

    2013-01-01

      A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of

  12. 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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  14. 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

  15. 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

  16. Polygons of differential equations for finding exact solutions

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.; Demina, Maria V.

    2007-01-01

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

  17. 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.

  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. Asymptotic integration of differential and difference equations

    CERN Document Server

    Bodine, Sigrun

    2015-01-01

    This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...

  20. Schwarz maps of algebraic linear ordinary differential equations

    Science.gov (United States)

    Sanabria Malagón, Camilo

    2017-12-01

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

  1. NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).

  2. 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/

  3. 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…

  4. Differential equations I essentials

    CERN Document Server

    REA, Editors of

    2012-01-01

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

  5. Approximate and renormgroup symmetries

    International Nuclear Information System (INIS)

    Ibragimov, Nail H.; Kovalev, Vladimir F.

    2009-01-01

    ''Approximate and Renormgroup Symmetries'' deals with approximate transformation groups, symmetries of integro-differential equations and renormgroup symmetries. It includes a concise and self-contained introduction to basic concepts and methods of Lie group analysis, and provides an easy-to-follow introduction to the theory of approximate transformation groups and symmetries of integro-differential equations. The book is designed for specialists in nonlinear physics - mathematicians and non-mathematicians - interested in methods of applied group analysis for investigating nonlinear problems in physical science and engineering. (orig.)

  6. On a quaternionic generalisation of the Riccati differential equation

    OpenAIRE

    Kravchenko, Viktor; Kravchenko, Vladislav; Williams, Benjamin

    2001-01-01

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

  7. An introduction to differential equations using MATLAB

    CERN Document Server

    Butt, Rizwan

    2016-01-01

    An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...

  8. 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

  9. 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...

  10. The lie-algebraic structures and integrability of differential and differential-difference nonlinear dynamical systems

    International Nuclear Information System (INIS)

    Prykarpatsky, A.K.; Blackmore, D.L.; Bogolubov, N.N. Jr.

    2007-05-01

    The infinite-dimensional operator Lie algebras of the related integrable nonlocal differential-difference dynamical systems are treated as their hidden symmetries. As a result of their dimerization the Lax type representations for both local differential-difference equations and nonlocal ones are obtained. An alternative approach to the Lie-algebraic interpretation of the integrable local differential-difference systems is also proposed. The Hamiltonian representation for a hierarchy of Lax type equations on a dual space to the centrally extended Lie algebra of integro-differential operators with matrix-valued coefficients coupled with suitable eigenfunctions and adjoint eigenfunctions evolutions of associated spectral problems is obtained by means of a specially constructed Baecklund transformation. The Hamiltonian description for the corresponding set of additional symmetry hierarchies is represented. The relation of these hierarchies with Lax type integrable (3+1)-dimensional nonlinear dynamical systems and their triple Lax type linearizations is analyzed. The Lie-algebraic structures, related with centrally extended current operator Lie algebras are discussed with respect to constructing new nonlinear integrable dynamical systems on functional manifolds and super-manifolds. Special Poisson structures and related with them factorized integrable operator dynamical systems having interesting applications in modern mathematical physics, quantum computing mathematics and other fields are constructed. The previous purely computational results are explained within the approach developed. (author)

  11. Calculus & ordinary differential equations

    CERN Document Server

    Pearson, David

    1995-01-01

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

  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. Mathematical problems in the one-velocity theory of particle transport

    Energy Technology Data Exchange (ETDEWEB)

    Vladimirov, V S

    1963-01-15

    This paper describes kinetic (transport) equations which describe the process of neutron transport in a substance. These equations are linear, integro-differential equations in partial derivatives of first order.

  14. Mathematical problems in the one-velocity theory of particle transport

    International Nuclear Information System (INIS)

    Vladimirov, V.S.

    1963-01-01

    This paper describes kinetic (transport) equations which describe the process of neutron transport in a substance. These equations are linear, integro-differential equations in partial derivatives of first order.

  15. Stability analysis of impulsive functional differential equations

    CERN Document Server

    Stamova, Ivanka

    2009-01-01

    This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research

  16. Calculating differential Galois groups of parametrized differential equations, with applications to hypertranscendence

    OpenAIRE

    Hardouin, Charlotte; Minchenko, Andrei; Ovchinnikov, Alexey

    2015-01-01

    The main motivation of our work is to create an efficient algorithm that decides hypertranscendence of solutions of linear differential equations, via the parameterized differential and Galois theories. To achieve this, we expand the representation theory of linear differential algebraic groups and develop new algorithms that calculate unipotent radicals of parameterized differential Galois groups for differential equations whose coefficients are rational functions. P. Berman and M.F. Singer ...

  17. Lie symmetries in differential equations

    International Nuclear Information System (INIS)

    Pleitez, V.

    1979-01-01

    A study of ordinary and Partial Differential equations using the symmetries of Lie groups is made. Following such a study, an application to the Helmholtz, Line-Gordon, Korleweg-de Vries, Burguer, Benjamin-Bona-Mahony and wave equations is carried out [pt

  18. Lyapunov functionals and stability of stochastic functional differential equations

    CERN Document Server

    Shaikhet, Leonid

    2013-01-01

    Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...

  19. An equivalent condition for stability properties of Lotka-Volterra systems

    International Nuclear Information System (INIS)

    Chu Tianguang

    2007-01-01

    We give a solvable Lie algebraic condition for the equivalence of four typical stability notions (asymptotic stability, D-stability, total stability, and Volterra-Lyapunov stability) concerning Lotka-Volterra systems. Our approach makes use of the decomposition of the interaction matrix into symmetric and skew-symmetric parts, which may be related to the cooperative and competitive interaction pattern of a Lotka-Volterra system. The present result covers a known condition and can yield a larger set of interaction matrices for equivalence of the stability properties

  20. Nonmonotonic Behavior of Supermultiplet Pattern Formation in a Noisy Lotka-Volterra System

    International Nuclear Information System (INIS)

    Fiasconaro, A.; Valenti, D.; Spagnolo, B.

    2004-01-01

    The noise-induced pattern formation in a population dynamical model of three interacting species in the coexistence regime is investigated. A coupled map lattice of Lotka-Volterra equations in the presence of multiplicative noise is used to analyze the spatiotemporal evolution. The spatial correlation of the species concentration as a function of time and of the noise intensity is investigated. A nonmonotonic behavior of the area of the patterns as a function of both noise intensity and evolution time is found. (author)

  1. 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

  2. Solutions manual to accompany Ordinary differential equations

    CERN Document Server

    Greenberg, Michael D

    2014-01-01

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

  3. On stochastic differential equations with random delay

    International Nuclear Information System (INIS)

    Krapivsky, P L; Luck, J M; Mallick, K

    2011-01-01

    We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

  4. 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.

  5. Differential Equations Models to Study Quorum Sensing.

    Science.gov (United States)

    Pérez-Velázquez, Judith; Hense, Burkhard A

    2018-01-01

    Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

  6. Ordinary differential equations with applications in molecular biology.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

    Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances

  7. 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

  8. 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

  9. Solution of differential equations by application of transformation groups

    Science.gov (United States)

    Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.

    1968-01-01

    Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

  10. SOLVING FRACTIONAL-ORDER COMPETITIVE LOTKA-VOLTERRA MODEL BY NSFD SCHEMES

    Directory of Open Access Journals (Sweden)

    S.ZIBAEI

    2016-12-01

    Full Text Available In this paper, we introduce fractional-order into a model competitive Lotka- Volterra prey-predator system. We will discuss the stability analysis of this fractional system. The non-standard nite difference (NSFD scheme is implemented to study the dynamic behaviors in the fractional-order Lotka-Volterra system. Proposed non-standard numerical scheme is compared with the forward Euler and fourth order Runge-Kutta methods. Numerical results show that the NSFD approach is easy and accurate for implementing when applied to fractional-order Lotka-Volterra model.

  11. Approximate and renormgroup symmetries

    Energy Technology Data Exchange (ETDEWEB)

    Ibragimov, Nail H. [Blekinge Institute of Technology, Karlskrona (Sweden). Dept. of Mathematics Science; Kovalev, Vladimir F. [Russian Academy of Sciences, Moscow (Russian Federation). Inst. of Mathematical Modeling

    2009-07-01

    ''Approximate and Renormgroup Symmetries'' deals with approximate transformation groups, symmetries of integro-differential equations and renormgroup symmetries. It includes a concise and self-contained introduction to basic concepts and methods of Lie group analysis, and provides an easy-to-follow introduction to the theory of approximate transformation groups and symmetries of integro-differential equations. The book is designed for specialists in nonlinear physics - mathematicians and non-mathematicians - interested in methods of applied group analysis for investigating nonlinear problems in physical science and engineering. (orig.)

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

    International Nuclear Information System (INIS)

    Yan Zhenya

    2005-01-01

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

  13. Modified Chebyshev Collocation Method for Solving Differential Equations

    Directory of Open Access Journals (Sweden)

    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.

  14. Field Method for Integrating the First Order Differential Equation

    Institute of Scientific and Technical Information of China (English)

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

    2007-01-01

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

  15. 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...

  16. Laplace and the era of differential equations

    Science.gov (United States)

    Weinberger, Peter

    2012-11-01

    Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.

  17. A microscopic derivation of stochastic differential equations

    International Nuclear Information System (INIS)

    Arimitsu, Toshihico

    1996-01-01

    With the help of the formulation of Non-Equilibrium Thermo Field Dynamics, a unified canonical operator formalism is constructed for the quantum stochastic differential equations. In the course of its construction, it is found that there are at least two formulations, i.e. one is non-hermitian and the other is hermitian. Having settled which framework should be satisfied by the quantum stochastic differential equations, a microscopic derivation is performed for these stochastic differential equations by extending the projector methods. This investigation may open a new field for quantum systems in order to understand the deeper meaning of dissipation

  18. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    Science.gov (United States)

    Collier, D.M.; Meeks, L.A.; Palmer, J.P.

    1960-05-10

    A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.

  19. A mathematical framework for inverse wave problems in heterogeneous media

    NARCIS (Netherlands)

    Blazek, K.D.; Stolk, C.; Symes, W.W.

    2013-01-01

    This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients. The coefficients of these time-dependent partial differential equations

  20. Algebraic limit cycles in polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Llibre, Jaume; Zhao Yulin

    2007-01-01

    Using elementary tools we construct cubic polynomial systems of differential equations with algebraic limit cycles of degrees 4, 5 and 6. We also construct a cubic polynomial system of differential equations having an algebraic homoclinic loop of degree 3. Moreover, we show that there are polynomial systems of differential equations of arbitrary degree that have algebraic limit cycles of degree 3, as well as give an example of a cubic polynomial system of differential equations with two algebraic limit cycles of degree 4

  1. Problems in differential equations

    CERN Document Server

    Brenner, J L

    2013-01-01

    More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.

  2. On the long time behavior of non-autonomous Lotka-Volterra models with diffusion via the sub-supertrajectory method

    Science.gov (United States)

    Langa, José A.; Rodríguez-Bernal, Aníbal; Suárez, Antonio

    In this paper we study in detail the geometrical structure of global pullback and forwards attractors associated to non-autonomous Lotka-Volterra systems in all the three cases of competition, symbiosis or prey-predator. In particular, under some conditions on the parameters, we prove the existence of a unique nondegenerate global solution for these models, which attracts any other complete bounded trajectory. Thus, we generalize the existence of a unique strictly positive stable (stationary) solution from the autonomous case and we extend to Lotka-Volterra systems the result for scalar logistic equations. To this end we present the sub-supertrajectory tool as a generalization of the now classical sub-supersolution method. In particular, we also conclude pullback and forwards permanence for the above models.

  3. Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition

    Directory of Open Access Journals (Sweden)

    Marek T. Malinowski

    2016-01-01

    Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.

  4. Differential Equations as Actions

    DEFF Research Database (Denmark)

    Ronkko, Mauno; Ravn, Anders P.

    1997-01-01

    We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....

  5. The existence of solutions of q-difference-differential equations.

    Science.gov (United States)

    Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan

    2016-01-01

    By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

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

    OpenAIRE

    Nair, C. Radhakrishnan

    2004-01-01

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

  7. 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.

  8. 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…

  9. Special solutions of neutral functional differential equations

    Directory of Open Access Journals (Sweden)

    Győri István

    2001-01-01

    Full Text Available For a system of nonlinear neutral functional differential equations we prove the existence of an -parameter family of "special solutions" which characterize the asymptotic behavior of all solutions at infinity. For retarded functional differential equations the special solutions used in this paper were introduced by Ryabov.

  10. Numerical methods for differential equations and applications

    International Nuclear Information System (INIS)

    Ixaru, L.G.

    1984-01-01

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

  11. On Volatility Induced Stationarity for Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Albin, J.M.P.; Astrup Jensen, Bjarne; Muszta, Anders

    2006-01-01

    This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.......This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples....

  12. 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.

  13. Introduction to computation and modeling for differential equations

    CERN Document Server

    Edsberg, Lennart

    2008-01-01

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

  14. 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

  15. Fuchs indices and the first integrals of nonlinear differential equations

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.

    2005-01-01

    New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given

  16. 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.

  17. 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 ...

  18. 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.

  19. Ordinary differential equations introduction to the theory of ordinary differential equations in the real domain

    CERN Document Server

    Kurzweil, J

    1986-01-01

    The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book. Unlike many classical texts which concentrate primarily on methods of integration of differential equations, this book pursues a modern approach: the topic is discussed in full generality which, at the same time, permits us to gain a deep insight into the theory and to develop a fruitful intuition. The basic framework of the theory is expanded by considering further important topics like stability, dependence of a solution on a parameter, Car

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

    Directory of Open Access Journals (Sweden)

    Hossein Jafari

    2016-04-01

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

  1. Exact solutions to operator differential equations

    International Nuclear Information System (INIS)

    Bender, C.M.

    1992-01-01

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

  2. 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.

  3. On geometric approach to Lie symmetries of differential-difference equations

    International Nuclear Information System (INIS)

    Li Hongjing; Wang Dengshan; Wang Shikun; Wu Ke; Zhao Weizhong

    2008-01-01

    Based upon Cartan's geometric formulation of differential equations, Harrison and Estabrook proposed a geometric approach for the symmetries of differential equations. In this Letter, we extend Harrison and Estabrook's approach to analyze the symmetries of differential-difference equations. The discrete exterior differential technique is applied in our approach. The Lie symmetry of (2+1)-dimensional Toda equation is investigated by means of our approach

  4. Symmetries and casimir of an extended classical long wave system

    Indian Academy of Sciences (India)

    Keywords. Dispersionless equations; symmetries; casimir; conserved quantities. ... Application of Lie symmetry analysis to integro-differential equations or infinite systems ..... The financial support in the form of Senior Research Fellowship.

  5. Inequalities for differential and integral equations

    CERN Document Server

    Ames, William F

    1997-01-01

    Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students

  6. Delay-differential equations and the Painlevé transcendents

    Science.gov (United States)

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

    1993-07-01

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

  7. Generalized symmetries and conserved quantities of the Lotka-Volterra model

    Science.gov (United States)

    Baumann, G.; Freyberger, M.

    1991-07-01

    We examine the generalized symmetries of the Lotka-Volterra model to find the parameter values at which one time-dependent integral of motion exists. In this case the integral can be read off from the symmetries themselves. We also demonstrate the connection to a Hamiltonian structure of the Lotka-Volterra model.

  8. Nielsen number and differential equations

    Directory of Open Access Journals (Sweden)

    Andres Jan

    2005-01-01

    Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.

  9. Bounded solutions for fuzzy differential and integral equations

    Energy Technology Data Exchange (ETDEWEB)

    Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es

    2006-03-01

    We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.

  10. 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...

  11. Differential equations a concise course

    CERN Document Server

    Bear, H S

    2011-01-01

    Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.

  12. Pure soliton solutions of some nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Fuchssteiner, B.

    1977-01-01

    A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.) [de

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

    Science.gov (United States)

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

    2018-04-01

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

  14. 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...

  15. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  16. Algorithms For Integrating Nonlinear Differential Equations

    Science.gov (United States)

    Freed, A. D.; Walker, K. P.

    1994-01-01

    Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

  17. Analysis of an Nth-order nonlinear differential-delay equation

    Science.gov (United States)

    Vallée, Réal; Marriott, Christopher

    1989-01-01

    The problem of a nonlinear dynamical system with delay and an overall response time which is distributed among N individual components is analyzed. Such a system can generally be modeled by an Nth-order nonlinear differential delay equation. A linear-stability analysis as well as a numerical simulation of that equation are performed and a comparison is made with the experimental results. Finally, a parallel is established between the first-order differential equation with delay and the Nth-order differential equation without delay.

  18. Differential constraints and exact solutions of nonlinear diffusion equations

    International Nuclear Information System (INIS)

    Kaptsov, Oleg V; Verevkin, Igor V

    2003-01-01

    The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries

  19. Lotka-Volterra system in a random environment

    Science.gov (United States)

    Dimentberg, Mikhail F.

    2002-03-01

    Classical Lotka-Volterra (LV) model for oscillatory behavior of population sizes of two interacting species (predator-prey or parasite-host pairs) is conservative. This may imply unrealistically high sensitivity of the system's behavior to environmental variations. Thus, a generalized LV model is considered with the equation for preys' reproduction containing the following additional terms: quadratic ``damping'' term that accounts for interspecies competition, and term with white-noise random variations of the preys' reproduction factor that simulates the environmental variations. An exact solution is obtained for the corresponding Fokker-Planck-Kolmogorov equation for stationary probability densities (PDF's) of the population sizes. It shows that both population sizes are independent γ-distributed stationary random processes. Increasing level of the environmental variations does not lead to extinction of the populations. However it may lead to an intermittent behavior, whereby one or both population sizes experience very rare and violent short pulses or outbreaks while remaining on a very low level most of the time. This intermittency is described analytically by direct use of the solutions for the PDF's as well as by applying theory of excursions of random functions and by predicting PDF of peaks in the predators' population size.

  20. LIE GROUPS AND NUMERICAL SOLUTIONS OF DIFFERENTIAL EQUATIONS: INVARIANT DISCRETIZATION VERSUS DIFFERENTIAL APPROXIMATION

    Directory of Open Access Journals (Sweden)

    Decio Levi

    2013-10-01

    Full Text Available We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under the same Lie group as the original ordinary differential equation.

  1. A first course in differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

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

  2. A new treatment of nonlocality in scattering process

    Science.gov (United States)

    Upadhyay, N. J.; Bhagwat, A.; Jain, B. K.

    2018-01-01

    Nonlocality in the scattering potential leads to an integro-differential equation. In this equation nonlocality enters through an integral over the nonlocal potential kernel. The resulting Schrödinger equation is usually handled by approximating r,{r}{\\prime }-dependence of the nonlocal kernel. The present work proposes a novel method to solve the integro-differential equation. The method, using the mean value theorem of integral calculus, converts the nonhomogeneous term to a homogeneous term. The effective local potential in this equation turns out to be energy independent, but has relative angular momentum dependence. This method is accurate and valid for any form of nonlocality. As illustrative examples, the total and differential cross sections for neutron scattering off 12C, 56Fe and 100Mo nuclei are calculated with this method in the low energy region (up to 10 MeV) and are found to be in reasonable accord with the experiments.

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

    Science.gov (United States)

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

    2002-11-01

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

  4. The differential equation of an arbitrary reflecting surface

    Science.gov (United States)

    Melka, Richard F.; Berrettini, Vincent D.; Yousif, Hashim A.

    2018-05-01

    A differential equation describing the reflection of a light ray incident upon an arbitrary reflecting surface is obtained using the law of reflection. The derived equation is written in terms of a parameter and the value of this parameter determines the nature of the reflecting surface. Under various parametric constraints, the solution of the differential equation leads to the various conic surfaces but is not generally solvable. In addition, the dynamics of the light reflections from the conic surfaces are executed in the Mathematica software. Our derivation is the converse of the traditional approach and our analysis assumes a relation between the object distance and the image distance. This leads to the differential equation of the reflecting surface.

  5. approximate controllability of a non-autonomous differential equation

    Indian Academy of Sciences (India)

    53

    for a non-autonomous functional differential equation using the theory of linear ... approximate controllability of various functional differential equations in abstract ...... the operator A(t) and into the requirement that x(t) ∈ D(A) for all t ≥ 0.

  6. Differential equations driven by rough paths with jumps

    Science.gov (United States)

    Friz, Peter K.; Zhang, Huilin

    2018-05-01

    We develop the rough path counterpart of Itô stochastic integration and differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô/forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.

  7. Selected papers on analysis and differential equations

    CERN Document Server

    Society, American Mathematical

    2010-01-01

    This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. These papers range over a variety of topics in ordinary and partial differential equations, and in analysis. Many of them are survey papers presenting new results obtained in the last few years. This volume is suitable for graduate students and research mathematicians interested in analysis and differential equations.

  8. 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

  9. Numerical simulation of liquid film flow on revolution surfaces with momentum integral method

    International Nuclear Information System (INIS)

    Bottoni Maurizio

    2005-01-01

    The momentum integral method is applied in the frame of safety analysis of pressure water reactors under hypothetical loss of coolant accident (LOCA) conditions to simulate numerically film condensation, rewetting and vaporization on the inner surface of pressure water reactor containment. From the conservation equations of mass and momentum of a liquid film arising from condensation of steam upon the inner of the containment during a LOCA in a pressure water reactor plant, an integro-differential equation is derived, referring to an arbitrary axisymmetric surface of revolution. This equation describes the velocity distribution of the liquid film along a meridian of a surface of revolution. From the integro-differential equation and ordinary differential equation of first order for the film velocity is derived and integrated numerically. From the velocity distribution the film thickness distribution is obtained. The solution of the enthalpy equation for the liquid film yields the temperature distribution on the inner surface of the containment. (authors)

  10. A new approach to Catalan numbers using differential equations

    Science.gov (United States)

    Kim, D. S.; Kim, T.

    2017-10-01

    In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.

  11. 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...

  12. 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.

  13. Rational approximations to solutions of linear differential equations.

    Science.gov (United States)

    Chudnovsky, D V; Chudnovsky, G V

    1983-08-01

    Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be "better" than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the "Roth's theorem" holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions.

  14. On the singular perturbations for fractional differential equation.

    Science.gov (United States)

    Atangana, Abdon

    2014-01-01

    The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

  15. Quasi-Newton methods for parameter estimation in functional differential equations

    Science.gov (United States)

    Brewer, Dennis W.

    1988-01-01

    A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

  16. Solving the equation of neutron transport

    International Nuclear Information System (INIS)

    Nasfi, Rim

    2009-01-01

    This work is devoted to the study of some numerical methods of resolution of the problem of transport of the neutrons. We started by introducing the equation integro-differential transport of the neutrons. Then we applied the finite element method traditional for stationary and nonstationary linear problems in 2D. A great part is reserved for the presentation of the mixed numerical diagram and mixed hybrid with two types of uniform grids: triangular and rectangular. Thereafter we treated some numerical examples by implementations in Matlab in order to test the convergence of each method. To finish, we had results of simulation by the Monte Carlo method on a problem of two-dimensional transport with an aim of comparing them with the results resulting from the finite element method mixed hybrids. Some remarks and prospects conclude this work.

  17. An introduction to stochastic differential equations

    CERN Document Server

    Evans, Lawrence C

    2014-01-01

    These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa

  18. From differential to difference equations for first order ODEs

    Science.gov (United States)

    Freed, Alan D.; Walker, Kevin P.

    1991-01-01

    When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

  19. 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.

  20. 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…

  1. 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

  2. Accurate Evaluation of European and American Options Under the CGMY Process

    NARCIS (Netherlands)

    Almendral, A.; Oosterlee, C.W.

    2007-01-01

    A finite?difference method for integro?differential equations arising from Lévy driven asset processes in finance is discussed. The equations are discretized in space by the collocation method and in time by an explicit backward differentiation formula. The discretization is shown to be second?order

  3. Weak theorems on differential inequalities for two-dimensional functional differential systems

    Czech Academy of Sciences Publication Activity Database

    Šremr, Jiří

    2008-01-01

    Roč. 65, č. 2 (2008), s. 157-189 ISSN 0032-5155 R&D Projects: GA ČR(CZ) GA201/06/0254 Institutional research plan: CEZ:AV0Z10190503 Keywords : two-dimensional functional differential system * weak theorem on differential inequalities * Volterra operator Subject RIV: BA - General Mathematics

  4. 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

  5. Solution of fractional differential equations by using differential transform method

    International Nuclear Information System (INIS)

    Arikoglu, Aytac; Ozkol, Ibrahim

    2007-01-01

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply

  6. Solution of fractional differential equations by using differential transform method

    Energy Technology Data Exchange (ETDEWEB)

    Arikoglu, Aytac [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey); Ozkol, Ibrahim [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey)]. E-mail: ozkol@itu.edu.tr

    2007-12-15

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply.

  7. International Conference on Differential Equations and Nonlinear Mechanics

    CERN Document Server

    2001-01-01

    The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...

  8. Dynamic data analysis modeling data with differential equations

    CERN Document Server

    Ramsay, James

    2017-01-01

    This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis. The central concept of a dynamical system as a buffer that translates sudden changes in input into smooth controlled output responses has led to applications of previously analyzed data, opening up entirely new opportunities for dynamical systems. The technical level has been kept low so that those with little or no exposure to differential equations as modeling objects can be brought into this data analysis landscape. There are already many texts on the mathematical properties of ordinary differential equations, or dynamic models, and there is a large literature distributed over many fields on models for real world processes consisting of differential equations. However, a researcher interested in fitting such a model to data, or a statistician interested in...

  9. A hybrid iterative scheme for optimal control problems governed by ...

    African Journals Online (AJOL)

    MRT

    KEY WORDS: Optimal control problem; Fredholm integral equation; ... control problems governed by Fredholm integral and integro-differential equations is given in (Brunner and Yan, ..... The exact optimal trajectory and control functions are. 2.

  10. Non-classical relaxation cycle of a three-dimensional system of Lotka-Volterra equations

    International Nuclear Information System (INIS)

    Kolesov, Yu S

    2000-01-01

    A mathematical model of the well-known Belousov's reaction is the object of study. It is reasonable to assume that one coefficient in the corresponding system of differential equations is large, while the other parameters are finite. Non-standard tools taking account of the peculiarities of the problem bring one to a theorem on the existence of a relaxation cycle, allowing at the same time to reveal its characteristic features

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

    Science.gov (United States)

    Qin, Huizeng; Zheng, Bin

    2013-01-01

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

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

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  13. 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

  14. Differential Equation of Equilibrium

    African Journals Online (AJOL)

    user

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

  15. Volterra equalization of complex modulation utilizing frequency chirp in directly modulated lasers

    Science.gov (United States)

    Hu, Shaohua; Yi, Xingwen; Zhang, Jing; Song, Yang; Zhu, Mingyue; Qiu, Kun

    2018-02-01

    We apply Volterra-based equalization for complex modulated optical signals utilizing the frequency chirp in DMLs. We experimentally demonstrate that the higher order Volterra filter is necessary in the higher speed transmissions. For further study, we isolate the adiabatic chirp by injection locking and realize the optical PM transmission. We make a comparison among IM, FM and PM with Volterra equalization, finding that PM and FM are more power insensitive and suitable for high speed, power limited fiber transmission. The performance can be further improved by exploiting the diversity gain.

  16. 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.

  17. Numerov iteration method for second order integral-differential equation

    International Nuclear Information System (INIS)

    Zeng Fanan; Zhang Jiaju; Zhao Xuan

    1987-01-01

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

  18. On the Singular Perturbations for Fractional Differential Equation

    Directory of Open Access Journals (Sweden)

    Abdon Atangana

    2014-01-01

    Full Text Available The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

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

    Science.gov (United States)

    Savoye, Philippe

    2009-01-01

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

  20. Growth of meromorphic solutions of delay differential equations

    OpenAIRE

    Halburd, Rod; Korhonen, Risto

    2016-01-01

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

  1. Linear measure functional differential equations with infinite delay

    Czech Academy of Sciences Publication Activity Database

    Monteiro, Giselle Antunes; Slavík, A.

    2014-01-01

    Roč. 287, 11-12 (2014), s. 1363-1382 ISSN 0025-584X Institutional support: RVO:67985840 Keywords : measure functional differential equations * generalized ordinary differential equations * Kurzweil-Stieltjes integral Subject RIV: BA - General Mathematics Impact factor: 0.683, year: 2014 http://onlinelibrary.wiley.com/doi/10.1002/mana.201300048/abstract

  2. 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

  3. 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.

  4. 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)

  5. Differential equation models for sharp threshold dynamics.

    Science.gov (United States)

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

  6. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

    This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.

  7. Quantum hydrodynamics and nonlinear differential equations for degenerate Fermi gas

    International Nuclear Information System (INIS)

    Bettelheim, Eldad; Abanov, Alexander G; Wiegmann, Paul B

    2008-01-01

    We present new nonlinear differential equations for spacetime correlation functions of Fermi gas in one spatial dimension. The correlation functions we consider describe non-stationary processes out of equilibrium. The equations we obtain are integrable equations. They generalize known nonlinear differential equations for correlation functions at equilibrium [1-4] and provide vital tools for studying non-equilibrium dynamics of electronic systems. The method we developed is based only on Wick's theorem and the hydrodynamic description of the Fermi gas. Differential equations appear directly in bilinear form. (fast track communication)

  8. Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2013-01-01

    Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.

  9. Differential equations from the algebraic standpoint

    CERN Document Server

    Ritt, Joseph Fels

    1932-01-01

    This book can be viewed as a first attempt to systematically develop an algebraic theory of nonlinear differential equations, both ordinary and partial. The main goal of the author was to construct a theory of elimination, which "will reduce the existence problem for a finite or infinite system of algebraic differential equations to the application of the implicit function theorem taken with Cauchy's theorem in the ordinary case and Riquier's in the partial." In his 1934 review of the book, J. M. Thomas called it "concise, readable, original, precise, and stimulating", and his words still rema

  10. Charles François Sturm and Differential Equations

    DEFF Research Database (Denmark)

    Lützen, Jesper; Mingarelli, Angelo

    2008-01-01

    An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established......An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established...

  11. Monograph - The Numerical Integration of Ordinary Differential Equations.

    Science.gov (United States)

    Hull, T. E.

    The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

  12. 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.

  13. 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.

  14. 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.

  15. Differential equations for loop integrals in Baikov representation

    Science.gov (United States)

    Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang

    2018-05-01

    We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.

  16. On Fractional Order Hybrid Differential Equations

    Directory of Open Access Journals (Sweden)

    Mohamed A. E. Herzallah

    2014-01-01

    Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.

  17. Oscillation criteria for third order delay nonlinear differential equations

    Directory of Open Access Journals (Sweden)

    E. M. Elabbasy

    2012-01-01

    via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.

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

    Directory of Open Access Journals (Sweden)

    Olaniyi Samuel Iyiola

    2014-09-01

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

  19. On realization of nonlinear systems described by higher-order differential equations

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

    We consider systems of smooth nonlinear differential and algebraic equations in which some of the variables are distinguished as “external variables.” The realization problem is to replace the higher-order implicit differential equations by first-order explicit differential equations and the

  20. Modular differential equations for torus one-point functions

    International Nuclear Information System (INIS)

    Gaberdiel, Matthias R; Lang, Samuel

    2009-01-01

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

  1. Nonstandard Topics for Student Presentations in Differential Equations

    Science.gov (United States)

    LeMasurier, Michelle

    2006-01-01

    An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…

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

    CERN Document Server

    Shubin, M

    1994-01-01

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

  3. The interplay between differential geometry and differential equations

    CERN Document Server

    Lychagin, V V

    1995-01-01

    This work applies symplectic methods and discusses quantization problems to emphasize the advantage of an algebraic geometry approach to nonlinear differential equations. One common feature in most of the presentations in this book is the systematic use of the geometry of jet spaces.

  4. 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

  5. International conference on differential and difference equations with applications

    CERN Document Server

    Caraballo, Tomás; Kloeden, Peter; Graef, John

    2018-01-01

    This book gathers papers from the International Conference on Differential & Difference Equations and Applications 2017 (ICDDEA 2017), held in Lisbon, Portugal on June 5-9, 2017. The editors have compiled the strongest research presented at the conference, providing readers with valuable insights into new trends in the field, as well as applications and high-level survey results. The goal of the ICDDEA was to promote fruitful collaborations between researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with a special emphasis on applications.

  6. On the existence of solutions for functional differential equations

    International Nuclear Information System (INIS)

    Walo Omana, R.

    1994-12-01

    The aim of the paper is to extend the Granas Topological Transversality Method used in boundary value problems for functional differential equations for first and second order, to the case of n-th order functional differential equations. 15 refs

  7. Introduction to fractional and pseudo-differential equations with singular symbols

    CERN Document Server

    Umarov, Sabir

    2015-01-01

    The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version of the theory of pseudo-differential operators with meromorphic symbols based on the recently introduced complex Fourier transform is developed and applied for initial and boundary value problems for systems of complex differential and pseudo-differential equations.

  8. Surveys in differential-algebraic equations IV

    CERN Document Server

    Reis, Timo

    2017-01-01

    The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs) which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

  9. Surveys in differential-algebraic equations III

    CERN Document Server

    Reis, Timo

    2015-01-01

    The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

  10. Auto-Bäcklund transformations for a differential-delay equation

    Science.gov (United States)

    Gordoa, Pilar R.; Pickering, Andrew

    2013-03-01

    Discrete Painlevé equations have, over recent years, generated much interest. One property of such equations that is considered to be particularly important is the existence of auto-Bäcklund transformations, that is, mappings between solutions of the equation in question, usually involving changes in the values of parameters appearing as coefficients. We have recently presented extensions of discrete Painlevé equations to equations involving derivatives as well as shifts in the independent variable. Here we show how auto-Bäcklund transformations can also be constructed for such differential-delay equations. We emphasise that this is the first time that an auto-Bäcklund transformation has been given for a differential-delay equation.

  11. 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.

  12. Differential and difference equations a comparison of methods of solution

    CERN Document Server

    Maximon, Leonard C

    2016-01-01

    This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associat...

  13. Potential in stochastic differential equations: novel construction

    International Nuclear Information System (INIS)

    Ao, P

    2004-01-01

    There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)

  14. Nevanlinna theory, normal families, and algebraic differential equations

    CERN Document Server

    Steinmetz, Norbert

    2017-01-01

    This book offers a modern introduction to Nevanlinna theory and its intricate relation to the theory of normal families, algebraic functions, asymptotic series, and algebraic differential equations. Following a comprehensive treatment of Nevanlinna’s theory of value distribution, the author presents advances made since Hayman’s work on the value distribution of differential polynomials and illustrates how value- and pair-sharing problems are linked to algebraic curves and Briot–Bouquet differential equations. In addition to discussing classical applications of Nevanlinna theory, the book outlines state-of-the-art research, such as the effect of the Yosida and Zalcman–Pang method of re-scaling to algebraic differential equations, and presents the Painlevé–Yosida theorem, which relates Painlevé transcendents and solutions to selected 2D Hamiltonian systems to certain Yosida classes of meromorphic functions. Aimed at graduate students interested in recent developments in the field and researchers wor...

  15. 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.

  16. Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

    Science.gov (United States)

    Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

    2017-04-07

    In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.

  17. Wilsonian Renormalization Group and the Lippmann-Schwinger Equation with a Multitude of Cutoff Parameters

    Science.gov (United States)

    Epelbaum, E.; Gegelia, J.; Meißner, Ulf-G.

    2018-03-01

    The Wilsonian renormalization group approach to the Lippmann-Schwinger equation with a multitude of cutoff parameters is introduced. A system of integro-differential equations for the cutoff-dependent potential is obtained. As an illustration, a perturbative solution of these equations with two cutoff parameters for a simple case of an S-wave low-energy potential in the form of a Taylor series in momenta is obtained. The relevance of the obtained results for the effective field theory approach to nucleon-nucleon scattering is discussed. Supported in part by BMBF under Grant No. 05P2015 - NUSTAR R&D), DFG and NSFC through Funds Provided to the Sino- German CRC 110 “Symmetries and the Emergence of Structure in QCD”, National Natural Science Foundation of China under Grant No. 11621131001, DFG Grant No. TRR110, the Georgian Shota Rustaveli National Science Foundation (grant FR/417/6-100/14) and the CAS President’s International Fellowship Initiative (PIFI) under Grant No. 2017VMA0025

  18. Neutral Backward Stochastic Functional Differential Equations and Their Application

    OpenAIRE

    Wei, Wenning

    2013-01-01

    In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an application, we discuss the optimal control of neutral stochastic functional differential equations, establish a Pontryagin maximum principle, and give an explicit optimal value for the linear optimal control.

  19. Ordinary differential equations a graduate text

    CERN Document Server

    Bhamra, K S

    2015-01-01

    ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...

  20. The matrix realization of affine Jacobi varieties and the extended Lotka-Volterra lattice

    International Nuclear Information System (INIS)

    Inoue, Rei

    2004-01-01

    We study completely integrable Hamiltonian systems whose monodromy matrices are related to the representatives for the set of gauge equivalence classes M F of polynomial matrices. Let X be the algebraic curve given by the common characteristic equation for M F . We construct the isomorphism from the set of representatives to an affine part of the Jacobi variety of X. This variety corresponds to the invariant manifold of the system, where the Hamiltonian flow is linearized. As an application, we discuss the algebraic complete integrability of the extended Lotka-Volterra lattice with a periodic boundary condition