Lie algebras and linear differential equations.
NASA Technical Reports Server (NTRS)
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.
Fault Detection in Differential Algebraic Equations
NASA Astrophysics Data System (ADS)
Scott, Jason Roderick
Fault detection and identification (FDI) is important in almost all real systems. Fault detection is the supervision of technical processes aimed at detecting undesired or unpermitted states (faults) and taking appropriate actions to avoid dangerous situations, or to ensure efficiency in a system. This dissertation develops and extends fault detection techniques for systems modeled by differential algebraic equations (DAEs). First, a passive, observer-based approach is developed and linear filters are constructed to identify faults by filtering residual information. The method presented here uses the least squares completion to compute an ordinary differential equation (ODE) that contains the solution of the DAE and applies the observer directly to this ODE. While observers have been applied to ODE models for the purpose of fault detection in the past, the use of observers on completions of DAEs is a new idea. Moreover, the resulting residuals are modified requiring additional analysis. Robustness with respect to disturbances is also addressed by a novel frequency filtering technique. Active detection, as opposed to passive detection where outputs are passively monitored, allows the injection of an auxiliary control signal to test the system. These algorithms compute an auxiliary input signal guaranteeing fault detection, assuming bounded noise. In the second part of this dissertation, a novel active detection approach for DAE models is developed by taking linear transformations of the DAEs and solving a bi-layer optimization problem. An efficient real-time detection algorithm is also provided, as is the extension to model uncertainty. The existence of a class of problems where the algorithm breaks down is revealed and an alternative algorithm that finds a nearly minimal auxiliary signal is presented. Finally, asynchronous signal design, that is, applying the test signal on a different interval than the observation window, is explored and discussed.
Allidina, A.Y.; Malinowski, K.; Singh, M.G.
1982-12-01
The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.
Affine Vertex Operator Algebras and Modular Linear Differential Equations
NASA Astrophysics Data System (ADS)
Arike, Yusuke; Kaneko, Masanobu; Nagatomo, Kiyokazu; Sakai, Yuichi
2016-05-01
In this paper, we list all affine vertex operator algebras of positive integral levels whose dimensions of spaces of characters are at most 5 and show that a basis of the space of characters of each affine vertex operator algebra in the list gives a fundamental system of solutions of a modular linear differential equation. Further, we determine the dimensions of the spaces of characters of affine vertex operator algebras whose numbers of inequivalent simple modules are not exceeding 20.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
Algebraic Riccati equations in zero-sum differential games
NASA Technical Reports Server (NTRS)
Johnson, T. L.; Chao, A.
1974-01-01
The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.
Algebraic calculation of stroboscopic maps of ordinary, nonlinear differential equations
Wackerbauer, R. ); Huebler, A. . Center for Complex Systems Research); Mayer-Kress, G. California Univ., Santa Cruz, CA . Dept. of Mathematics)
1991-07-25
The relation between the parameters of a differential equation and corresponding discrete maps are becoming increasingly important in the study of nonlinear dynamical systems. Maps are well adopted for numerical computation and several universal properties of them are known. Therefore some perturbation methods have been proposed to deduce them for physical systems, which can be modeled by an ordinary differential equation (ODE) with a small nonlinearity. A new iterative, rigorous algebraic method for the calculation of the coefficients of a Taylor expansion of a stroboscopic map from ODE's with not necessarily small nonlinearities is presented. It is shown analytically that most of the coefficients are small for a small integration time and grow slowly in the course of time if the flow vector field of the ODE is polynomial and if the ODE has fixed point in the origin. Approximations of different orders respectively of the rest term are investigated for several nonlinear systems. 31 refs., 16 figs.
Computing spacetime curvature via differential-algebraic equations
Ashby, S.F.; Lee, S.L.; Petzold, L.R.; Saylor, P.E.; Seidel, E.
1996-01-01
The equations that govern the behavior of physical systems can often solved numerically using a method of lines approach and differential-algebraic equation (DAE) solvers. For example, such an approach can be used to solve the Einstein field equations of general relativity, and thereby simulate significant astrophysical events. In this paper, we describe some preliminary work in which two model problems in general relativity are formulated, spatially discretized, and then numerically solved as a DAE. In particular, we seek to reproduce the solution to the spherically symmetric Schwarzschild spacetime. This is an important testbed calculation in numerical relativity since the solution is the steady-state for the collision of two (or more) non-rotating black holes. Moreover, analytic late-time properties of the Schwarzschild spacetime are well known and can be used the accuracy of the simulation.
The coquaternion algebra and complex partial differential equations
NASA Astrophysics Data System (ADS)
Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir
2009-11-01
In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.
ERIC Educational Resources Information Center
Maat, Siti Mistima; Zakaria, Effandi
2011-01-01
Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…
NASA Astrophysics Data System (ADS)
Man, Yiu-Kwong
2010-10-01
In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.
Modeling boyciana-fish-human interaction with partial differential algebraic equations.
Jiang, Yushan; Zhang, Qingling; Wang, Haiyan
2016-07-01
Under the influence of human population distribution, the boyciana-fish ecological system is considered. First, the system can be described as a nonlinear partial differential algebraic equations system (PDAEs) with Neumann boundary conditions and ratio-dependent functional response. Second, we examine the system's persistence properties: the loacl stabilities of positive steady states, the absorbtion region and the global stability. And the proposed approach is illustrated by numerical simulation. Finally, by using the realistic data collected in the past fourteen years, the PDAEs parameter optimization model is built to predict the boyciana population. PMID:27155570
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. PMID:27330880
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Ahmadi, A. R.; Kachapi, Sayyid H. Hashemi
2014-03-01
In the current paper, a simplified model of Tower Cranes has been presented in order to investigate and analyze the nonlinear differential equation governing on the presented system in three different cases by Algebraic Method (AGM). Comparisons have been made between AGM and Numerical Solution, and these results have been indicated that this approach is very efficient and easy so it can be applied for other nonlinear equations. It is citable that there are some valuable advantages in this way of solving differential equations and also the answer of various sets of complicated differential equations can be achieved in this manner which in the other methods, so far, they have not had acceptable solutions. The simplification of the solution procedure in Algebraic Method and its application for solving a wide variety of differential equations not only in Vibrations but also in different fields of study such as fluid mechanics, chemical engineering, etc. make AGM be a powerful and useful role model for researchers in order to solve complicated nonlinear differential equations.
NASA Astrophysics Data System (ADS)
Napora, Jolanta
2000-10-01
A given Riccati equation, as is well known, can be naturally reduced to a system of nonlinear evolution equations on an infinite-dimensional functional manifold with Cauchy-Goursat initial data. We describe the Lie algebraic reduction procedure of nonlocal type for this infinite-dimensional dynamical system upon the set of critical points of an invariant Lagrangian functional. As one of our main results, we show that the reduced dynamical system generates the completely integrable Hamiltonian flow on this submanifold with respect to the canonical symplectic structure upon it. The above also makes it possible to find effectively its finite-dimensional Lax type representation via both the well known Moser type reduction procedure and the dual momentum mapping scheme on some matrix manifold.
NASA Astrophysics Data System (ADS)
Campoamor-Stursberg, R.
2016-06-01
A functional realization of the Lie algebra s l (" separators=" 3 , R) as a Vessiot-Guldberg-Lie algebra of second order differential equation (SODE) Lie systems is proposed. It is shown that a minimal Vessiot-Guldberg-Lie algebra L V G is obtained from proper subalgebras of s l (" separators=" 3 , R) for each of the SODE Lie systems of this type by particularization of one functional and two scalar parameters of the s l (" separators=" 3 , R) -realization. The relation between the various Vessiot-Guldberg-Lie algebras by means of a limiting process in the scalar parameters further allows to define a notion of contraction of SODE Lie systems.
NASA Astrophysics Data System (ADS)
Folly-Gbetoula, Mensah; Kara, A. H.
2015-04-01
Solutions of linear iterative equations and expressions for these solutions in terms of the parameters of the first-order source equation are obtained. Based on certain properties of iterative equations, finding the solutions is reduced to finding solutions of the second-order source equation. We have therefore found classes of solutions to the source equations by letting the parameters of the source equation be functions of a specific type such as monomials, functions of exponential and logarithmic type.
Hopf algebras and Dyson-Schwinger equations
NASA Astrophysics Data System (ADS)
Weinzierl, Stefan
2016-06-01
In this paper I discuss Hopf algebras and Dyson-Schwinger equations. This paper starts with an introduction to Hopf algebras, followed by a review of the contribution and application of Hopf algebras to particle physics. The final part of the paper is devoted to the relation between Hopf algebras and Dyson-Schwinger equations.
Optical systolic solutions of linear algebraic equations
NASA Technical Reports Server (NTRS)
Neuman, C. P.; Casasent, D.
1984-01-01
The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.
NASA Astrophysics Data System (ADS)
Mathai, Pramod P.
the uncertainty in the parameters of the differential equations. There is a clear need to design better experiments for IEF without the current overhead of expensive chemicals and labor. We show how with a simpler modeling of the underlying chemistry, we can still achieve the accuracy that has been achieved in existing literature for modeling small ranges of pH (hydrogen ion concentration) in IEF, but with far less computational time. We investigate a further reduction of time by modeling the IEF problem using the Proper Orthogonal Decomposition (POD) technique and show why POD may not be sufficient due to the underlying constraints. The final problem that we address in this thesis addresses a certain class of dynamics with high stiffness - in particular, differential algebraic equations. With the help of simple examples, we show how the traditional POD procedure will fail to model certain high stiffness problems due to a particular behavior of the vector field which we will denote as twist. We further show how a novel augmentation to the traditional POD algorithm can model-reduce problems with twist in a computationally cheap manner without any additional data requirements.
Solving Absolute Value Equations Algebraically and Geometrically
ERIC Educational Resources Information Center
Shiyuan, Wei
2005-01-01
The way in which students can improve their comprehension by understanding the geometrical meaning of algebraic equations or solving algebraic equation geometrically is described. Students can experiment with the conditions of the absolute value equation presented, for an interesting way to form an overall understanding of the concept.
NASA Astrophysics Data System (ADS)
Kipps, Mark R.
1994-03-01
The modeling of power systems has been primarily driven by the commercial power utility industry. These models usually involve the assumption that system bus voltage and frequency are constant. However, in applications such as shipboard power systems this infinite bus assumption is not valid. This thesis investigates the modeling of a synchronous generator and various loads in a modular fashion on a finite bus. The simulation presented allows the interconnection of multiple state-space models via a bus voltage model. The major difficulty encountered in building a model which computes bus voltage at each time step is that bus voltage is a function of current and current derivative terms. Bus voltage is also an input to the state equations which produce the current and current derivatives. This creates an algebraic loop which is a form of implicit differential equation. A routine has been developed by Linda Petzold of Lawrence Livermore Laboratory for solving these types of equations. The routine, called Differential Algebraic System Solver (DASSL), has been implemented in a pre-release version of the software Advanced Continuous Simulation Language (ACSL) and has been made available to the Naval Postgraduate School on a trial basis. An isolated power system is modeled using this software and the DASSL routine. The system response to several dynamic situations is studied and the results are presented.
Conservation laws, differential identities, and constraints of partial differential equations
NASA Astrophysics Data System (ADS)
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
One-Equation Algebraic Model Of Turbulence
NASA Technical Reports Server (NTRS)
Baldwin, B. S.; Barth, T. J.
1993-01-01
One-equation model of turbulence based on standard equations of k-epsilon model of turbulence, where k is turbulent energy and e is rate of dissipation of k. Derivation of one-equation model motivated partly by inaccuracies of flows computed by some Navier-Stokes-equations-solving algorithms incorporating algebraic models of turbulence. Satisfies need to avoid having to determine algebraic length scales.
An algebraic approach to the scattering equations
NASA Astrophysics Data System (ADS)
Huang, Rijun; Rao, Junjie; Feng, Bo; He, Yang-Hui
2015-12-01
We employ the so-called companion matrix method from computational algebraic geometry, tailored for zero-dimensional ideals, to study the scattering equations. The method renders the CHY-integrand of scattering amplitudes computable using simple linear algebra and is amenable to an algorithmic approach. Certain identities in the amplitudes as well as rationality of the final integrand become immediate in this formalism.
On a Equation in Finite Algebraically Structures
ERIC Educational Resources Information Center
Valcan, Dumitru
2013-01-01
Solving equations in finite algebraically structures (semigroups with identity, groups, rings or fields) many times is not easy. Even the professionals can have trouble in such cases. Therefore, in this paper we proposed to solve in the various finite groups or fields, a binomial equation of the form (1). We specify that this equation has been…
Description of DASSL: a differential/algebraic system solver
Petzold, L.R.
1982-09-01
This paper describes a new code DASSL, for the numerical solution of implicit systems of differential/algebraic equations. These equations are written in the form F(t,y,y') = 0, and they can include systems which are substantially more complex than standard form ODE systems y' = f(t,y). Differential/algebraic equations occur in several diverse applications in the physical world. We outline the algorithms and strategies used in DASSL, and explain some of the features of the code. In addition, we outline briefly what needs to be done to solve a problem using DASSL.
The kinematic algebras from the scattering equations
NASA Astrophysics Data System (ADS)
Monteiro, Ricardo; O'Connell, Donal
2014-03-01
We study kinematic algebras associated to the recently proposed scattering equations, which arise in the description of the scattering of massless particles. In particular, we describe the role that these algebras play in the BCJ duality between colour and kinematics in gauge theory, and its relation to gravity. We find that the scattering equations are a consistency condition for a self-dual-type vertex which is associated to each solution of those equations. We also identify an extension of the anti-self-dual vertex, such that the two vertices are not conjugate in general. Both vertices correspond to the structure constants of Lie algebras. We give a prescription for the use of the generators of these Lie algebras in trivalent graphs that leads to a natural set of BCJ numerators. In particular, we write BCJ numerators for each contribution to the amplitude associated to a solution of the scattering equations. This leads to a decomposition of the determinant of a certain kinematic matrix, which appears naturally in the amplitudes, in terms of trivalent graphs. We also present the kinematic analogues of colour traces, according to these algebras, and the associated decomposition of that determinant.
Partial Differential Algebraic Sensitivity Analysis Code
Energy Science and Technology Software Center (ESTSC)
1995-05-15
PDASAC solves stiff, nonlinear initial-boundary-value in a timelike dimension t and a space dimension x. Plane, circular cylindrical or spherical boundaries can be handled. Mixed-order systems of partial differential and algebraic equations can be analyzed with members of order or 0 or 1 in t, 0,1 or 2 in x. Parametric sensitivities of the calculated states are compted simultaneously on request, via the Jacobian of the state equations. Initial and boundary conditions are efficiently reconciled.more » Local error control (in the max-norm or the 2-norm) is provided for the state vector and can include the parametric sensitivites if desired.« less
The Dirac equation and Hestenes' geometric algebra
NASA Astrophysics Data System (ADS)
Hamilton, J. Dwayne
1984-06-01
Hestenes' geometric algebra and Dirac spinors are reviewed and united into a common mathematical formalism, a unification that establishes the Dirac equation as being manifestly covariant under the Lorentz group, and one that needs no matrix representation of the Dirac algebra. New and simple methods of amplitude or ``trace'' calculations are then described. A number of problems are then considered within the context of the new approach, such as relativistic spin projections, new and covariant C and T-transformations and spinors for massless and Majorana fields.
A Unified Introduction to Ordinary Differential Equations
ERIC Educational Resources Information Center
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
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.
Nonlinear differential equations
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.
Laurent phenomenon algebras and the discrete BKP equation
NASA Astrophysics Data System (ADS)
Okubo, Naoto
2016-09-01
We construct the Laurent phenomenon algebras the cluster variables of which satisfy the discrete BKP equation, the discrete Sawada–Kotera equation and other difference equations obtained by its reduction. These Laurent phenomenon algebras are constructed from seeds with a generalization of mutation-period property. We show that a reduction of a seed corresponds to a reduction of a difference equation.
Confluences of the Painlevé equations, Cherednik algebras and q-Askey scheme
NASA Astrophysics Data System (ADS)
Mazzocco, Marta
2016-09-01
In this paper we produce seven new algebras as confluences of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} and we characterise their spherical-sub-algebras. The limit of the spherical sub-algebra of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} is the monodromy manifold of the Painlevé VI equation (Oblomkov 2004 Int. Math. Res. Not. 2004 877–912). Here we prove that by considering the limits of the spherical sub-algebras of our new confluent algebras, one obtains the monodromy manifolds of all other Painlevé differential equations. Moreover, we introduce confluent versions of the Zhedanov algebra and prove that each of them (quotiented by their Casimir) is isomorphic to the corresponding spherical sub-algebra of our new confluent Cherednik algebras. We show that in the basic representation our confluent Zhedanov algebras act as symmetries of certain elements of the q-Askey scheme, thus setting a stepping stone towards the solution of the open problem of finding the corresponding quantum algebra for each element of the q-Askey scheme. These results establish a new link between the theory of the Painlevé equations and the theory of the q-Askey scheme making a step towards the construction of a representation theoretic approach for the Painlevé theory.
Solving Differential Equations in R: Package deSolve
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...
Double Precision Differential/Algebraic Sensitivity Analysis Code
Energy Science and Technology Software Center (ESTSC)
1995-06-02
DDASAC solves nonlinear initial-value problems involving stiff implicit systems of ordinary differential and algebraic equations. Purely algebraic nonlinear systems can also be solved, given an initial guess within the region of attraction of a solution. Options include automatic reconciliation of inconsistent initial states and derivatives, automatic initial step selection, direct concurrent parametric sensitivity analysis, and stopping at a prescribed value of any user-defined functional of the current solution vector. Local error control (in the max-normmore » or the 2-norm) is provided for the state vector and can include the sensitivities on request.« less
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
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.
A New Reynolds Stress Algebraic Equation Model
NASA Technical Reports Server (NTRS)
Shih, Tsan-Hsing; Zhu, Jiang; Lumley, John L.
1994-01-01
A general turbulent constitutive relation is directly applied to propose a new Reynolds stress algebraic equation model. In the development of this model, the constraints based on rapid distortion theory and realizability (i.e. the positivity of the normal Reynolds stresses and the Schwarz' inequality between turbulent velocity correlations) are imposed. Model coefficients are calibrated using well-studied basic flows such as homogeneous shear flow and the surface flow in the inertial sublayer. The performance of this model is then tested in complex turbulent flows including the separated flow over a backward-facing step and the flow in a confined jet. The calculation results are encouraging and point to the success of the present model in modeling turbulent flows with complex geometries.
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Do Differential Equations Swing?
ERIC Educational Resources Information Center
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
Symmetries of stochastic differential equations: A geometric approach
NASA Astrophysics Data System (ADS)
De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2016-06-01
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
Dual algebraic formulation of differential GPS
NASA Astrophysics Data System (ADS)
Lannes, A.; Dur, S.
2003-05-01
A new approach to differential GPS is presented. The corresponding theoretical framework calls on elementary concepts of algebraic graph theory. The notion of double difference, which is related to that of closure in the sense of Kirchhoff, is revisited in this context. The Moore-Penrose pseudo-inverse of the closure operator plays a key role in the corresponding dual formulation. This approach, which is very attractive from a conceptual point of view, sheds a new light on the Teunissen formulation.
Algebraic methods for the solution of some linear matrix equations
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1979-01-01
The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.
Differential geometry on Hopf algebras and quantum groups
Watts, P.
1994-12-15
The differential geometry on a Hopf algebra is constructed, by using the basic axioms of Hopf algebras and noncommutative differential geometry. The space of generalized derivations on a Hopf algebra of functions is presented via the smash product, and used to define and discuss quantum Lie algebras and their properties. The Cartan calculus of the exterior derivative, Lie derivative, and inner derivation is found for both the universal and general differential calculi of an arbitrary Hopf algebra, and, by restricting to the quasitriangular case and using the numerical R-matrix formalism, the aforementioned structures for quantum groups are determined.
Exact solution of some linear matrix equations using algebraic methods
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1977-01-01
A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.
Dual spaces of differential Lie algebras
Kupershmidt, B.A.
1982-01-01
We present a mathematical scheme which serves as an infinite-dimensional generalization of Poisson structures on dual spaces of finite-dimensional Lie algebras, which are well known and widely used in classical mechanics. These structures have recently appeared in the theory of Lax equations, long waves in hydrodynamics, and various other physical models: compressible hydrodynamics, magnetohydrodynamics, multifluid plasmas, elasticity, superfluid /sup 4/He and /sup 3/He-A, Ginzburg-Landau theory of superconductors, and classical chromohydrodynamics (the generalization of plasma physics to Yang-Mills interactions).
Differential equations, associators, and recurrences for amplitudes
NASA Astrophysics Data System (ADS)
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
Stability of Linear Equations--Algebraic Approach
ERIC Educational Resources Information Center
Cherif, Chokri; Goldstein, Avraham; Prado, Lucio M. G.
2012-01-01
This article could be of interest to teachers of applied mathematics as well as to people who are interested in applications of linear algebra. We give a comprehensive study of linear systems from an application point of view. Specifically, we give an overview of linear systems and problems that can occur with the computed solution when the…
Exact solution of some linear matrix equations using algebraic methods
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1979-01-01
Algebraic methods are used to construct the exact solution P of the linear matrix equation PA + BP = - C, where A, B, and C are matrices with real entries. The emphasis of this equation is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The paper is divided into six sections which include the proof of the basic lemma, the Liapunov equation, and the computer implementation for the rational, integer and modular algorithms. Two numerical examples are given and the entire calculation process is depicted.
Zeta functional equation on Jordan algebras of type II
NASA Astrophysics Data System (ADS)
Kayoya, J. B.
2005-02-01
Using the Jordan algebras methods, specially the properties of Peirce decomposition and the Frobenius transformation, we compute the coefficients of the zeta functional equation, in the case of Jordan algebras of type II. As particular cases of our result, we can cite the case of studied by Gelbart [Mem. Amer. Math. Soc. 108 (1971)] and Godement and Jacquet [Zeta functions of simple algebras, Lecture Notes in Math., vol. 260, Springer-Verlag, Berlin, 1972], and the case of studied by Muro [Adv. Stud. Pure Math. 15 (1989) 429]. Let us also mention, that recently, Bopp and Rubenthaler have obtained a more general result on the zeta functional equation by using methods based on the algebraic properties of regular graded algebras which are in one-to-one correspondence with simple Jordan algebras [Local Zeta Functions Attached to the Minimal Spherical Series for a Class of Symmetric Spaces, IRMA, Strasbourg, 2003]. The method used in this paper is a direct application of specific properties of Jordan algebras of type II.
Integrable maps from Galois differential algebras, Borel transforms and number sequences
NASA Astrophysics Data System (ADS)
Tempesta, Piergiulio
A new class of integrable maps, obtained as lattice versions of polynomial dynamical systems is introduced. These systems are obtained by means of a discretization procedure that preserves several analytic and algebraic properties of a given differential equation, in particular symmetries and integrability (see Tempesta, 2010 [40]). Our approach is based on the properties of a suitable Galois differential algebra, that we shall call a Rota algebra. A formulation of the procedure in terms of category theory is proposed. In order to render the lattice dynamics confined, a Borel regularization is also adopted. As a byproduct of the theory, a connection between number sequences and integrability is discussed.
Algebraic Approach to the Computation of the Defining Polynomial of the Algebraic Riccati Equation
NASA Astrophysics Data System (ADS)
Kitamoto, Takuya
The algebraic Riccati equation, which we denote by ’ARE’ in the rest of the paper, is one of the most important equations of the post modern control theory. It plays important role for solving H 2 and H ∞ optimal control problems.
ERIC Educational Resources Information Center
Falcon, Raymond
2009-01-01
Teachers use action research in order to improve their teaching and student learning. This action research will analyze students' algebraic reasoning in finding values of variables in systems of equations pictorially and algebraically. This research will look at students solving linear systems of equations without knowing the algebraic algorithms.…
Differential/algebraic systems and matrix pencils
Gear, C.W.; Petzold, L.R.
1982-04-01
In this paper we study the numerical solution of the differential/algebraic systems F(t, y, y') = 0. Many of these systems can be solved conveniently and economically using a range of ODE methods. Others can be solved only by a small subset of ODE methods, and still others present insurmountable difficulty for all current ODE methods. We examine the first two groups of problems and indicate which methods we believe to be best for them. Then we explore the properties of the third group which cause the methods to fail. The important factor which determines the solvability of systems of linear problems is a quantity called the global nilpotency. This differs from the usual nilpotency for matrix pencils when the problem is time dependent, so that techniques based on matrix transformations are unlikely to be successful.
On some differential transformations of hypergeometric equations
NASA Astrophysics Data System (ADS)
Hounkonnou, M. N.; Ronveaux, A.
2015-04-01
Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.
Differential algebras without differentials: An easy C++ implementation
Michelotti, L.
1989-03-01
Automated differentiation can be motivated and explained rather plainly without any reference to infinitesimals or differentials whatsoever. We shall describe one possible approach in this paper. The method which we shall use will suggest its own implementation. However, FORTRAN is not the most natural language in which to carry it out. In the second section we shall describe an almost trivial implementation using C++. (Indeed, one of the motivations for writing this paper is to persuade militant FORTRAN extremists to invest the four or five days necessary to learn this powerful and easy language.) Take heed, however, that what we describe below is only a stripped-down implementation, written in three days, of differential algebra's most essential features; it is not as robust as and does not contain the battery of tools available in Berz's DA package, the product of a significant amount of work. 10 refs.
Reconstruction of symmetric Dirac-Maxwell equations using nonassociative algebra
NASA Astrophysics Data System (ADS)
Kalauni, Pushpa; Barata, J. C. A.
2015-01-01
In the presence of sources, the usual Maxwell equations are neither symmetric nor invariant with respect to the duality transformation between electric and magnetic fields. Dirac proposed the existence of magnetic monopoles for symmetrizing the Maxwell equations. In the present work, we obtain the fully symmetric Dirac-Maxwell's equations (i.e. with electric and magnetic charges and currents) as a single equation by using 4 × 4 matrix presentation of fields and derivative operators. This matrix representation has been derived with the help of the algebraic properties of quaternions and octonions. Such description gives a compact representation of electric and magnetic counterparts of the field in a single equation.
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
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.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Rational approximations to solutions of linear differential equations
Chudnovsky, D. V.; Chudnovsky, G. V.
1983-01-01
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. PMID:16593357
Muehlhoff, Rainer
2011-02-15
Existence and uniqueness of advanced and retarded fundamental solutions (Green's functions) and of global solutions to the Cauchy problem is proved for a general class of first order linear differential operators on vector bundles over globally hyperbolic Lorentzian manifolds. This is a core ingredient to CAR-/CCR-algebraic constructions of quantum field theories on curved spacetimes, particularly for higher spin field equations.
A Realizable Reynolds Stress Algebraic Equation Model
NASA Technical Reports Server (NTRS)
Shih, Tsan-Hsing; Zhu, Jiang; Lumley, John L.
1993-01-01
The invariance theory in continuum mechanics is applied to analyze Reynolds stresses in high Reynolds number turbulent flows. The analysis leads to a turbulent constitutive relation that relates the Reynolds stresses to the mean velocity gradients in a more general form in which the classical isotropic eddy viscosity model is just the linear approximation of the general form. On the basis of realizability analysis, a set of model coefficients are obtained which are functions of the time scale ratios of the turbulence to the mean strain rate and the mean rotation rate. The coefficients will ensure the positivity of each component of the mean rotation rate. These coefficients will ensure the positivity of each component of the turbulent kinetic energy - realizability that most existing turbulence models fail to satisfy. Separated flows over backward-facing step configurations are taken as applications. The calculations are performed with a conservative finite-volume method. Grid-independent and numerical diffusion-free solutions are obtained by using differencing schemes of second-order accuracy on sufficiently fine grids. The calculated results are compared in detail with the experimental data for both mean and turbulent quantities. The comparison shows that the present proposal significantly improves the predictive capability of K-epsilon based two equation models. In addition, the proposed model is able to simulate rotational homogeneous shear flows with large rotation rates which all conventional eddy viscosity models fail to simulate.
On Generating Discrete Integrable Systems via Lie Algebras and Commutator Equations
NASA Astrophysics Data System (ADS)
Zhang, Yu-Feng; Honwah, Tam
2016-03-01
In the paper, we introduce the Lie algebras and the commutator equations to rewrite the Tu-d scheme for generating discrete integrable systems regularly. By the approach the various loop algebras of the Lie algebra A1 are defined so that the well-known Toda hierarchy and a novel discrete integrable system are obtained, respectively. A reduction of the later hierarchy is just right the famous Ablowitz-Ladik hierarchy. Finally, via two different enlarging Lie algebras of the Lie algebra A1, we derive two resulting differential-difference integrable couplings of the Toda hierarchy, of course, they are all various discrete expanding integrable models of the Toda hierarchy. When the introduced spectral matrices are higher degrees, the way presented in the paper is more convenient to generate discrete integrable equations than the Tu-d scheme by using the software Maple. Supported by the National Natural Science Foundation of China under Grant No. 11371361, the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), and Hong Kong Research Grant Council under Grant No. HKBU202512, as well as the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016
On Generating Discrete Integrable Systems via Lie Algebras and Commutator Equations
NASA Astrophysics Data System (ADS)
Zhang, Yu-Feng; Tam, Honwah
2016-03-01
In the paper, we introduce the Lie algebras and the commutator equations to rewrite the Tu-d scheme for generating discrete integrable systems regularly. By the approach the various loop algebras of the Lie algebra A1 are defined so that the well-known Toda hierarchy and a novel discrete integrable system are obtained, respectively. A reduction of the later hierarchy is just right the famous Ablowitz–Ladik hierarchy. Finally, via two different enlarging Lie algebras of the Lie algebra A1, we derive two resulting differential-difference integrable couplings of the Toda hierarchy, of course, they are all various discrete expanding integrable models of the Toda hierarchy. When the introduced spectral matrices are higher degrees, the way presented in the paper is more convenient to generate discrete integrable equations than the Tu-d scheme by using the software Maple. Supported by the National Natural Science Foundation of China under Grant No. 11371361, the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), and Hong Kong Research Grant Council under Grant No. HKBU202512, as well as the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016
Using trees to compute approximate solutions to ordinary differential equations exactly
NASA Technical Reports Server (NTRS)
Grossman, Robert
1991-01-01
Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2013-02-01
In the present paper we continue the project of systematic construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we call 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduce the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G ' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E 7(7) which is parabolically related to the CLA E 7(-25) , the parabolic subalgebras including E 6(6) and E 6(-26). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so( n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so( n - 1, 1) and its analogs so( p - 1, q - 1). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14) , the parabolic subalgebras including real forms of sl(6). We also give a formula for the number of representations in the main multiplets valid for CLAs and all algebras that are parabolically related to them. In all considered cases we give the main multiplets of indecomposable elementary representations including the necessary data for all relevant invariant differential operators. In the case of so( p, q) we give also the reduced multiplets. We should stress that the multiplets are given in the most economic way in pairs of shadow fields. Furthermore we should stress that the classification of all invariant differential operators includes as special cases all possible conservation laws and conserved currents, unitary or not.
Similarity analysis of differential equations by Lie group.
NASA Technical Reports Server (NTRS)
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
The Differential Graded Odd NilHecke Algebra
NASA Astrophysics Data System (ADS)
Ellis, Alexander P.; Qi, You
2016-05-01
We equip the odd nilHecke algebra and its associated thick calculus category with diagrammatically local differentials. The resulting differential graded Grothendieck groups are isomorphic to two different forms of the positive part of quantum {{{sl}_2}} at a fourth root of unity.
ERIC Educational Resources Information Center
Novotna, Jarmila; Hoch, Maureen
2008-01-01
Many students have difficulties with basic algebraic concepts at high school and at university. In this paper two levels of algebraic structure sense are defined: for high school algebra and for university algebra. We suggest that high school algebra structure sense components are sub-components of some university algebra structure sense…
Pendulum Motion and Differential Equations
ERIC Educational Resources Information Center
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Ordinary Differential Equation System Solver
Energy Science and Technology Software Center (ESTSC)
1992-03-05
LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.
NASA Astrophysics Data System (ADS)
Boyko, Vyacheslav M.; Popovych, Roman O.; Shapoval, Nataliya M.
2015-06-01
Admissible point transformations of classes of rth order linear ordinary differential equations (in particular, the whole class of such equations and its subclasses of equations in the rational form, the Laguerre-Forsyth form, the first and second Arnold forms) are exhaustively described. Using these results, the group classification of such equations is carried out within the algebraic approach in three different ways.
NASA Technical Reports Server (NTRS)
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
Solving the generalized Langevin equation with the algebraically correlated noise
NASA Astrophysics Data System (ADS)
Srokowski, T.; Płoszajczak, M.
1998-04-01
We solve the Langevin equation with the memory kernel. The stochastic force possesses algebraic correlations, proportional to 1/t. The velocity autocorrelation function and related quantities characterizing transport properties are calculated with the assumption that the system is in thermal equilibrium. Stochastic trajectories are simulated numerically, using the kangaroo process as a noise generator. Results of this simulation resemble Lévy walks with divergent moments of the velocity distribution. We consider motion of a Brownian particle, both without any external potential and in the harmonic oscillator field, in particular the escape from a potential well. The results are compared with memory-free calculations for the Brownian particle.
Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M
2013-01-01
Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach. PMID:23564972
NASA Astrophysics Data System (ADS)
Okubo, Naoto
2015-08-01
We construct cluster algebras the variables and coefficients of which satisfy the discrete mKdV equation, the discrete Toda equation and other integrable bilinear equations, several of which lead to q-discrete Painlevé equations. These cluster algebras are obtained from quivers with an infinite number of vertices or with the mutation-period property. We will also show that a suitable transformation of quivers corresponds to a reduction of the difference equation.
Hopf-algebraic structure of combinatorial objects and differential operators
NASA Technical Reports Server (NTRS)
Grossman, Robert; Larson, Richard G.
1989-01-01
A Hopf-algebraic structure on a vector space which has as basis a family of trees is described. Some applications of this structure to combinatorics and to differential operators are surveyed. Some possible future directions for this work are indicated.
ERIC Educational Resources Information Center
Wasserman, Nicholas H.
2014-01-01
Algebraic structures are a necessary aspect of algebraic thinking for K-12 students and teachers. An approach for introducing the algebraic structure of groups and fields through the arithmetic properties required for solving simple equations is summarized; the collective (not individual) importance of these axioms as a foundation for algebraic…
ERIC Educational Resources Information Center
Capraro, Mary Margaret; Joffrion, Heather
2006-01-01
Using symbolic algebra to represent and solve linear equations is one of the expectations within the "Algebra" content standard for the 6-8-grade band in the National Council of Teachers of Mathematics (NCTM) "Principles and Standards for School Mathematics" (2000). Students' understanding of these concepts, even before a formal algebra course,…
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
NASA Astrophysics Data System (ADS)
Toutounji, Mohamad
2015-02-01
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron-phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
NASA Astrophysics Data System (ADS)
Pogrebkov, A. K.
2016-06-01
We show that the non-Abelian Hirota difference equation is directly related to a commutator identity on an associative algebra. Evolutions generated by similarity transformations of elements of this algebra lead to a linear difference equation. We develop a special dressing procedure that results in an integrable non-Abelian Hirota difference equation and propose two regular reduction procedures that lead to a set of known equations, Abelian or non-Abelian, and also to some new integrable equations.
Symmetries of the Schrödinger equation and algebra/superalgebra duality
NASA Astrophysics Data System (ADS)
Toppan, Francesco
2015-04-01
Some key features of the symmetries of the Schrodinger equation that are common to a much broader class of dynamical systems (some under construction) are illustrated. I discuss the algebra/superalgebra duality involving first and second-order differential operators. It provides different viewpoints for the spectrum-generating subalgebras. The representation- dependent notion of on-shell symmetry is introduced. The difference in associating the time-derivative symmetry operator with either a root or a Cartan generator of the sl(2) subalgebra is discussed. In application to one-dimensional Lagrangian superconformal sigma-models it implies superconformal actions which are either supersymmetric or non-supersymmetric.
NASA Astrophysics Data System (ADS)
Aghaei, S.; Chenaghlou, A.
2014-02-01
The Dirac equation with scalar and vector potentials of equal magnitude is considered. For the two-dimensional harmonic oscillator superintegrable potential, the superintegrable potentials of E8 (case (3b)), S4 and S2, the Schrödinger-like equations are studied. The quadratic algebras of these quasi-Hamiltonians are derived. By using the realization of the quadratic algebras in a deformed oscillator algebra, the structure function and the energy eigenvalues are obtained.
Supporting Students' Understanding of Linear Equations with One Variable Using Algebra Tiles
ERIC Educational Resources Information Center
Saraswati, Sari; Putri, Ratu Ilma Indra; Somakim
2016-01-01
This research aimed to describe how algebra tiles can support students' understanding of linear equations with one variable. This article is a part of a larger research on learning design of linear equations with one variable using algebra tiles combined with balancing method. Therefore, it will merely discuss one activity focused on how students…
Differential operator multiplication method for fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
ERIC Educational Resources Information Center
Camporesi, Roberto
2011-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…
Differential algebraic method for aberration analysis of typical electrostatic lenses.
Liu, Zhixiong
2006-02-01
In this paper up to fifth-order geometric and third-order chromatic aberration coefficients of typical electrostatic lenses are calculated by means of the charged particle optics code, COSY INFINITY, based on the differential algebraic (DA) method. A two-tube immersion lens and a symmetric einzel lens have been chosen as two examples, whose axial potential distributions are numerically calculated by a FORTRAN program using the finite difference method. The DA results are in good agreement with those evaluated by the aberration integrals in electron optics. The DA method presented here can easily be extended to aberration analysis of other numerically computed electron lenses, including magnetic lenses. PMID:16125845
Modeling Projects in a Differential Equations Course.
ERIC Educational Resources Information Center
Claus-McGahan, Elly
1998-01-01
Discusses the value of student-designed, in-depth, modeling projects in a differential equations course and how to prepare students. Provides excerpts from worksheets, a list of computer software for Macintosh that can be used in teaching differential equations, and an annotated bibliography. (Author/ASK)
Solving Differential Equations Using Modified Picard Iteration
ERIC Educational Resources Information Center
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…
MACSYMA's symbolic ordinary differential equation solver
NASA Technical Reports Server (NTRS)
Golden, J. P.
1977-01-01
The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.
Symbolic Solution of Linear Differential Equations
NASA Technical Reports Server (NTRS)
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
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.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
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. PMID:23533273
NASA Technical Reports Server (NTRS)
Ito, Kazufumi
1987-01-01
The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.
NASA Astrophysics Data System (ADS)
Alam Khan, Najeeb; Razzaq, Oyoon Abdul
2016-03-01
In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.
Energy Science and Technology Software Center (ESTSC)
2014-06-01
ARKode is part of a software family called SUNDIALS: SUite of Nonlinear and Differential/ALgebraic equation Solvers [1]. The ARKode solver library provides an adaptive-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs) using Runge Kutta methods [2].
Connecting Related Rates and Differential Equations
ERIC Educational Resources Information Center
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
Normal Forms for Nonautonomous Differential Equations
NASA Astrophysics Data System (ADS)
Siegmund, Stefan
2002-01-01
We extend Henry Poincarés normal form theory for autonomous differential equations x=f(x) to nonautonomous differential equations x=f(t, x). Poincarés nonresonance condition λj-∑ni=1 ℓiλi≠0 for eigenvalues is generalized to the new nonresonance condition λj∩∑ni=1 ℓiλi=∅ for spectral intervals.
Program for solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Sloate, H.
1973-01-01
A program for the solution of linear and nonlinear first order ordinary differential equations is described and user instructions are included. The program contains a new integration algorithm for the solution of initial value problems which is particularly efficient for the solution of differential equations with a wide range of eigenvalues. The program in its present form handles up to ten state variables, but expansion to handle up to fifty state variables is being investigated.
ODE methods for the solution of differential/algebraic systems
Gear, C.W.; Petzold, L.R.
1982-09-01
In this paper we study the numerical solution of the differential/algebraic systems F(t, y, y') = 0. Many of these systems can be solved conveniently and economically using a range of ODE methods. Others can be solved only by a small subset of ODE methods, and still others present insurmountable difficulty for all current ODE methods. We examine the first two groups of problems and indicate which methods we believe to be best for them. Then we explore the properties of the third group which cause the methods to fail. We describe a reduction technique which allows systems to be reduced to ones that can be solved. It also provides a tool for the analytical study of the structure of systems.
The Algebra Solution to Mathematics Reform: Completing the Equation
ERIC Educational Resources Information Center
Spielhagen, Frances R.
2011-01-01
How can we increase mathematics achievement among all students? This book provides a straightforward explanation of how changing mathematics tracking policies to provide algebra instruction to all students by at least eighth grade can bring about changes in both student achievement and teacher performance. Spielhagen chronicles the success of a…
Computer Algebra Systems in Undergraduate Instruction.
ERIC Educational Resources Information Center
Small, Don; And Others
1986-01-01
Computer algebra systems (such as MACSYMA and muMath) can carry out many of the operations of calculus, linear algebra, and differential equations. Use of them with sketching graphs of rational functions and with other topics is discussed. (MNS)
Hartwig, J. T.; Stokman, J. V.
2013-02-15
We realize an extended version of the trigonometric Cherednik algebra as affine Dunkl operators involving Heaviside functions. We use the quadratic Casimir element of the extended trigonometric Cherednik algebra to define an explicit nonstationary Schroedinger equation with delta-potential. We use coordinate Bethe ansatz methods to construct solutions of the nonstationary Schroedinger equation in terms of generalized Bethe wave functions. It is shown that the generalized Bethe wave functions satisfy affine difference Knizhnik-Zamolodchikov equations as functions of the momenta. The relation to the vector valued root system analogs of the quantum Bose gas on the circle with delta-function interactions is indicated.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
Cognitive Load in Algebra: Element Interactivity in Solving Equations
ERIC Educational Resources Information Center
Ngu, Bing Hiong; Chung, Siu Fung; Yeung, Alexander Seeshing
2015-01-01
Central to equation solving is the maintenance of equivalence on both sides of the equation. However, when the process involves an interaction of multiple elements, solving an equation can impose a high cognitive load. The balance method requires operations on both sides of the equation, whereas the inverse method involves operations on one side…
Some problems in fractal differential equations
NASA Astrophysics Data System (ADS)
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers
ERIC Educational Resources Information Center
Dana-Picard, Thierry; Kidron, Ivy
2008-01-01
We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…
The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems
ERIC Educational Resources Information Center
Decker, Robert
2011-01-01
Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…
Solving the Langevin equation with stochastic algebraically correlated noise
NASA Astrophysics Data System (ADS)
Płoszajczak, M.; Srokowski, T.
1997-05-01
The long time tail in the velocity and force autocorrelation function has been found recently in molecular dynamics simulations of peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. In this paper we propose a Markovian process, the multidimensional kangaroo process, which permits the description of various algebraically correlated stochastic processes.
Differential geometry techniques for sets of nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Differential equation models for sharp threshold dynamics.
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. PMID:24184349
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-05-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Radiative Damping and Functional Differential Equations
NASA Astrophysics Data System (ADS)
Raju, Suvrat; Raju, C. K.
We propose a general technique to solve the classical many-body problem with radiative damping. We modify the short-distance structure of Maxwell electrodynamics. This allows us to avoid runaway solutions as if we had a covariant model of extended particles. The resulting equations of motion are functional differential equations (FDEs) rather than ordinary differential equations (ODEs). Using recently developed numerical techniques for stiff, retarded FDEs, we solve these equations for the one-body central force problem with radiative damping. Our results indicate that locally the magnitude of radiation damping may be well approximated by the standard third-order expression but the global properties of our solutions are dramatically different. We comment on the two-body problem and applications to quantum field theory and quantum mechanics.
The ATOMFT integrator - Using Taylor series to solve ordinary differential equations
NASA Technical Reports Server (NTRS)
Berryman, Kenneth W.; Stanford, Richard H.; Breckheimer, Peter J.
1988-01-01
This paper discusses the application of ATOMFT, an integration package based on Taylor series solution with a sophisticated user interface. ATOMFT has the capabilities to allow the implementation of user defined functions and the solution of stiff and algebraic equations. Detailed examples, including the solutions to several astrodynamics problems, are presented. Comparisons with its predecessor ATOMCC and other modern integrators indicate that ATOMFT is a fast, accurate, and easy method to use to solve many differential equation problems.
Algorithms For Integrating Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
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.
NASA Astrophysics Data System (ADS)
Li, Xinxiu
2012-10-01
Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.
Numerical solution of distributed order fractional differential equations by hybrid functions
NASA Astrophysics Data System (ADS)
Mashayekhi, S.; Razzaghi, M.
2016-06-01
In this paper, a new numerical method for solving the distributed fractional differential equations is presented. The method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The Riemann-Liouville fractional integral operator for hybrid functions is introduced. This operator is then utilized to reduce the solution of the distributed fractional differential equations to a system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
NASA Astrophysics Data System (ADS)
Tirani, M. Dadkhah; Sohrabi, F.; Almasieh, H.; Kajani, M. Tavassoli
2015-10-01
In this paper, a collocation method based on Taylor polynomials is developed for solving systems linear differential-difference equations with variable coefficients defined in large intervals. By using Taylor polynomials and their properties in obtaining operational matrices, the solution of the differential-difference equation system with given conditions is reduced to the solution of a system of linear algebraic equations. We first divide the large interval into M equal subintervals and then Taylor polynomials solutions are obtained in each interval, separately. Some numerical examples are given and results are compared with analytical solutions and other techniques in the literature to demonstrate the validity and applicability of the proposed method.
Mellin transform approach for the solution of coupled systems of fractional differential equations
NASA Astrophysics Data System (ADS)
Butera, Salvatore; Di Paola, Mario
2015-01-01
In this paper, the solution of a multi-order, multi-degree-of-freedom fractional differential equation is addressed by using the Mellin integral transform. By taking advantage of a technique that relates the transformed function, in points of the complex plane differing in the value of their real part, the solution is found in the Mellin domain by solving a linear set of algebraic equations. The approximate solution of the differential (or integral) equation is restored, in the time domain, by using the inverse Mellin transform in its discretized form.
Computational Differential Equations: A Pilot Project
ERIC Educational Resources Information Center
Roubides, Pascal
2004-01-01
The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2014-05-01
In the present paper we review the progress of the project of classification and construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we called earlier 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduced recently the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E7(7) which is parabolically related to the CLA E7(-25). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so(n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so(n - 1,1) and its analogs so(p - 1, q - 1). Further we consider the algebras sl(2n, Bbb R) and for n = 2k the algebras su* (4k) which are parabolically related to the CLA su(n,n). Further we consider the algebras sp(r,r) which are parabolically related to the CLA sp(2r, Bbb R). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14),
Applications of differential algebra to single-particle dynamics in storage rings
Yan, Y.
1991-09-01
Recent developments in the use of differential algebra to study single-particle beam dynamics in charged-particle storage rings are the subject of this paper. Chapter 2 gives a brief review of storage rings. The concepts of betatron motion and synchrotron motion, and their associated resonances, are introduced. Also introduced are the concepts of imperfections, such as off-momentum, misalignment, and random and systematic errors, and their associated corrections. The chapter concludes with a discussion of numerical simulation principles and the concept of one-turn periodic maps. In Chapter 3, the discussion becomes more focused with the introduction of differential algebras. The most critical test for differential algebraic mapping techniques -- their application to long-term stability studies -- is discussed in Chapter 4. Chapter 5 presents a discussion of differential algebraic treatment of dispersed betatron motion. The paper concludes in Chapter 6 with a discussion of parameterization of high-order maps.
ERIC Educational Resources Information Center
Camporesi, Roberto
2016-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as…
ERIC Educational Resources Information Center
Tonisson, Eno
2015-01-01
Sometimes Computer Algebra Systems (CAS) offer an answer that is somewhat different from the answer that is probably expected by the student or teacher. These (somewhat unexpected) answers could serve as a catalyst for rich mathematical discussion. In this study, over 120 equations from school mathematics were solved using 8 different CAS. Many…
Flipping an Algebra Classroom: Analyzing, Modeling, and Solving Systems of Linear Equations
ERIC Educational Resources Information Center
Kirvan, Rebecca; Rakes, Christopher R.; Zamora, Regie
2015-01-01
The present study investigated whether flipping an algebra classroom led to a stronger focus on conceptual understanding and improved learning of systems of linear equations for 54 seventh- and eighth-grade students using teacher journal data and district-mandated unit exam items. Multivariate analysis of covariance was used to compare scores on…
Using Spreadsheets to Make Algebra More Accessible--Part 2: Solutions to Equations
ERIC Educational Resources Information Center
Green, John
2009-01-01
This article is the second in a series of two papers which suggest some practical, spreadsheet-based ideas for helping students to make appropriate connections between particular algebraic concepts. Solving equations has traditionally been taught as a pen-and-paper process. Spreadsheets, such as that of Excel, provide a contemporary, and powerful…
Alternative Representations for Algebraic Problem Solving: When Are Graphs Better than Equations?
ERIC Educational Resources Information Center
Mielicki, Marta K.; Wiley, Jennifer
2016-01-01
Successful algebraic problem solving entails adaptability of solution methods using different representations. Prior research has suggested that students are more likely to prefer symbolic solution methods (equations) over graphical ones, even when graphical methods should be more efficient. However, this research has not tested how representation…
ERIC Educational Resources Information Center
Gasyna, Zbigniew L.
2008-01-01
Computational experiment is proposed in which a linear algebra method is applied to the solution of the Schrodinger equation for a diatomic oscillator. Calculations of the vibration-rotation spectrum for the HCl molecule are presented and the results show excellent agreement with experimental data. (Contains 1 table and 1 figure.)
Translation of Algebraic Equations and Its Relation to Formal Operational Reasoning.
ERIC Educational Resources Information Center
Niaz, Mansoor
A large proportion of college students majoring in science are unable to translate even simple sentences into algebraic equations. Given the following sentence, "There are six times as many students (S) as professors (P) at this university," 37% of 150 freshmen engineering students in a study conducted in 1981 by Clement, Lockhead, and Monk wrote…
New solutions of reflection equation derived from type B BMW algebras
NASA Astrophysics Data System (ADS)
Häring-Oldenburg, Reinhard
1996-09-01
We use B-type knot theory to find new solutions of Sklyanin's reflection equation in a systematic way. This generalizes the well known Baxterization of Birman - Wenzl algebras and should describe integrable systems which are restricted to a half plane.
ERIC Educational Resources Information Center
Foley, Greg
2011-01-01
Continuous feed and bleed ultrafiltration, modeled with the gel polarization model for the limiting flux, is shown to provide a rich source of non-linear algebraic equations that can be readily solved using numerical and graphical techniques familiar to undergraduate students. We present a variety of numerical problems in the design, analysis, and…
Solving Parker's transport equation with stochastic differential equations on GPUs
NASA Astrophysics Data System (ADS)
Dunzlaff, P.; Strauss, R. D.; Potgieter, M. S.
2015-07-01
The numerical solution of transport equations for energetic charged particles in space is generally very costly in terms of time. Besides the use of multi-core CPUs and computer clusters in order to decrease the computation times, high performance calculations on graphics processing units (GPUs) have become available during the last years. In this work we introduce and describe a GPU-accelerated implementation of Parker's equation using Stochastic Differential Equations (SDEs) for the simulation of the transport of energetic charged particles with the CUDA toolkit, which is the focus of this work. We briefly discuss the set of SDEs arising from Parker's transport equation and their application to boundary value problems such as that of the Jovian magnetosphere. We compare the runtimes of the GPU code with a CPU version of the same algorithm. Compared to the CPU implementation (using OpenMP and eight threads) we find a performance increase of about a factor of 10-60, depending on the assumed set of parameters. Furthermore, we benchmark our simulation using the results of an existing SDE implementation of Parker's transport equation.
Phase noise in oscillators as differential-algebraic systems with colored noise sources
NASA Astrophysics Data System (ADS)
Demir, Alper
2004-05-01
Oscillators are key components of many kinds of systems, particularly electronic and opto-electronic systems. Undesired perturbations, i.e. noise, in practical systems adversely affect the spectral and timing properties of the signals generated by oscillators resulting in phase noise and timing jitter, which are key performance limiting factors, being major contributors to bit-error-rate (BER) of RF and possibly optical communication systems, and creating synchronization problems in clocked and sampled-data electronic systems. In this paper, we review our work on the theory and numerical methods for nonlinear perturbation and noise analysis of oscillators described by a system of differential-algebraic equations (DAEs) with white and colored noise sources. The bulk of the work reviewed in this paper first appeared in [1], then in [2] and [3]. Prior to the work mentioned above, we developed a theory and numerical methods for nonlinear perturbation and noise analysis of oscillators described by a system of ordinary differential equations (ODEs) with white noise sources only [4, 5]. In this paper, we also discuss some open problems and issues in the modeling and analysis of phase noise both in free running oscillators and in phase/injection-locked ones.
Differential equation-based seismic data filtering
Li, Jianchao; Larner, K.
1992-05-01
Suppressing noise and enhancing useful seismic signal by filtering is one of the important tasks of seismic data processing. conventional filtering methods are implemented through either the convolution operation or various mathematical transforms. In this paper, we describe a methodology for studying and implementing filters, which, unlike those conventional filtering methods, is based on solving differential equations in the time and space domain. We call this kind of filtering differential equation-based filtering (DEBF). DEBF does not require that seismic data be stationary, so filtering parameters can vary with every time and space point. Also, in 2-D and 3-D, DEBF has higher computational efficiency than do conventional multiple-trace filtering methods. Examples with synthetic and field seismic data show the DEBF methods presented here to be efficient and effective.
ERIC Educational Resources Information Center
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.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
Observability of discretized partial differential equations
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
ERIC Educational Resources Information Center
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…
Synchronization with propagation - The functional differential equations
NASA Astrophysics Data System (ADS)
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
Soliton equations related to the affine Kac-Moody algebra D{4/(1)}
NASA Astrophysics Data System (ADS)
Gerdjikov, V. S.; Mladenov, D. M.; Stefanov, A. A.; Varbev, S. K.
2015-06-01
We have derived the hierarchy of soliton equations associated with the untwisted affine Kac-Moody algebra D {4/(1)} by calculating the corresponding recursion operators. The Hamiltonian formulation of the equations from the hierarchy is also considered. As an example we have explicitly presented the first non-trivial member of the hierarchy, which is an one-parameter family of mKdV equations. We have also considered the spectral properties of the Lax operator and introduced a minimal set of scattering data.
Generalized Halanay inequalities for dissipativity of Volterra functional differential equations
NASA Astrophysics Data System (ADS)
Wen, Liping; Yu, Yuexin; Wang, Wansheng
2008-11-01
This paper is concerned with the dissipativity of theoretical solutions to nonlinear Volterra functional differential equations (VFDEs). At first, we give some generalizations of Halanay's inequality which play an important role in study of dissipativity and stability of differential equations. Then, by applying the generalization of Halanay's inequality, the dissipativity results of VFDEs are obtained, which provides unified theoretical foundation for the dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay-integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice.
Lie group analysis of a generalized Krichever-Novikov differential-difference equation
NASA Astrophysics Data System (ADS)
Levi, Decio; Ricca, Eugenio; Thomova, Zora; Winternitz, Pavel
2014-10-01
The symmetry algebra of the differential-difference equation dot{u}_n = N/D with D = un+1 - un-1 and N = P(un)un+1un-1 + Q(un)(un+1 + un-1) + R(un), where P, Q, and R are arbitrary analytic functions is shown to have the dimension 1 ⩽ dimL ⩽ 5. When P, Q, and R are specific second order polynomials in un (depending on 6 constants) this is the integrable discretization of the Krichever-Novikov equation. We find 3 cases when the arbitrary functions are not polynomials and the symmetry algebra satisfies dimL = 2. These cases are shown not to be integrable. The symmetry algebras are used to reduce the equations to purely difference ones. The symmetry group is also used to impose periodicity un+N = un and thus to reduce the differential-difference equation to a system of N coupled ordinary three points difference equations.
Exact solutions for the fractional differential equations by using the first integral method
NASA Astrophysics Data System (ADS)
Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi
2015-03-01
In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.
NASA Astrophysics Data System (ADS)
Khudaverdian, H. M.
2014-03-01
We consider differential operators acting on densities of arbitrary weights on manifold M identifying pencils of such operators with operators on algebra of densities of all weights. This algebra can be identified with the special subalgebra of functions on extended manifold . On one hand there is a canonical lift of projective structures on M to affine structures on extended manifold . On the other hand the restriction of algebra of all functions on extended manifold to this special subalgebra of functions implies the canonical scalar product. This leads in particular to classification of second order operators with use of Kaluza-Klein-like mechanisms.
Tracking children's mental states while solving algebra equations.
Anderson, John R; Betts, Shawn; Ferris, Jennifer L; Fincham, Jon M
2012-11-01
Behavioral and function magnetic resonance imagery (fMRI) data were combined to infer the mental states of students as they interacted with an intelligent tutoring system. Sixteen children interacted with a computer tutor for solving linear equations over a six-day period (days 0-5), with days 1 and 5 occurring in an fMRI scanner. Hidden Markov model algorithms combined a model of student behavior with multi-voxel imaging pattern data to predict the mental states of students. We separately assessed the algorithms' ability to predict which step in a problem-solving sequence was performed and whether the step was performed correctly. For day 1, the data patterns of other students were used to predict the mental states of a target student. These predictions were improved on day 5 by adding information about the target student's behavioral and imaging data from day 1. Successful tracking of mental states depended on using the combination of a behavioral model and multi-voxel pattern analysis, illustrating the effectiveness of an integrated approach to tracking the cognition of individuals in real time as they perform complex tasks. PMID:21932262
NASA Astrophysics Data System (ADS)
Nordtvedt, K.
2015-11-01
A local system of bodies in General Relativity whose exterior metric field asymptotically approaches the Minkowski metric effaces any effects of the matter distribution exterior to its Minkowski boundary condition. To enforce to all orders this property of gravity which appears to hold in nature, a method using linear algebraic scaling equations is developed which generates by an iterative process an N-body Lagrangian expansion for gravity's motion-independent potentials which fulfills exterior effacement along with needed metric potential expansions. Then additional properties of gravity - interior effacement and Lorentz time dilation and spatial contraction - produce additional iterative, linear algebraic equations for obtaining the full non-linear and motion-dependent N-body gravity Lagrangian potentials as well.
NASA Astrophysics Data System (ADS)
Huang, Ding-jiang; Ivanova, Nataliya M.
2016-02-01
In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.
Explicit travelling waves and invariant algebraic curves
NASA Astrophysics Data System (ADS)
Gasull, Armengol; Giacomini, Hector
2015-06-01
We introduce a precise definition of algebraic travelling wave solution of n-th order partial differential equations and prove that the only algebraic travelling waves solutions for the celebrated Fisher-Kolmogorov equation are the ones found in 1979 by Ablowitz and Zeppetella. This question is equivalent to study when an associated one-parameter family of planar ordinary differential systems has invariant algebraic curves.
Stability at systems of usual differential equations in virus dynamics
NASA Astrophysics Data System (ADS)
Schröer, H.
In this paper we discuss different models of differential equations systems, that describe virus dynamics in different situations (HIV-virus and Hepatitis B-virus). We inquire the stability of differential equations. We use theorems of the stability theory.
Solving Partial Differential Equations on Overlapping Grids
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
NASA Astrophysics Data System (ADS)
Knudsen, E.; Richardson, E. S.; Doran, E. M.; Pitsch, H.; Chen, J. H.
2012-05-01
Scalar dissipation rates and subfilter scalar variances are important modeling parameters in large eddy simulations (LES) of reacting flows. Currently available models capture the general behavior of these parameters, but these models do not always perform with the degree of accuracy that is needed for predictive LES. Here, two direct numerical simulations (DNS) are used to analyze LES dissipation rate and variance models, and to propose a new model for the dissipation rate that is based on a transport equation. The first DNS that is considered is a non-premixed auto-igniting C2H4 jet flame simulation originally performed by Yoo et al. [Proc. Combust. Inst. 33, 1619-1627 (2011)], 10.1016/j.proci.2010.06.147. A LES of this case is run using algebraic models for the dissipation rate and subfilter variance. It is shown that the algebraic models fail to adequately reproduce the DNS results. This motivates the introduction of a transport equation model for the LES dissipation rate. Closure of the equation is addressed by formulating a new adapted dynamic approach. This approach borrows dynamically computed information from LES quantities that, unlike the dissipation rate, do not reside on the smallest flow length scales. The adapted dynamic approach is analyzed by considering a second DNS of scalar mixing in homogeneous isotropic turbulence. Data from this second DNS are used to confirm that the adapted dynamic approach successfully closes the dissipation rate equation over a wide range of LES filter widths. The first reacting jet case is then returned to and used to test the LES transport equation models. The transport equation model for the dissipation rate is shown to be more accurate than its algebraic counterpoint, and the dissipation rate is eliminated as a source of error in the transported variance model.
Zhuk, Sergiy
2013-10-15
In this paper we present Kalman duality principle for a class of linear Differential-Algebraic Equations (DAE) with arbitrary index and time-varying coefficients. We apply it to an ill-posed minimax control problem with DAE constraint and derive a corresponding dual control problem. It turns out that the dual problem is ill-posed as well and so classical optimality conditions are not applicable in the general case. We construct a minimizing sequence u-circumflex{sub {epsilon}} for the dual problem applying Tikhonov method. Finally we represent u-circumflex{sub {epsilon}} in the feedback form using Riccati equation on a subspace which corresponds to the differential part of the DAE.
The existence of solutions of q-difference-differential equations.
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). PMID:27218006
Parabolic orbit determination. Comparison of the Olbers method and algebraic equations
NASA Astrophysics Data System (ADS)
Kuznetsov, V. B.
2016-05-01
In this paper, the Olbers method for the preliminary parabolic orbit determination (in the Lagrange-Subbotin modification) and the method based on systems of algebraic equations for two or three variables proposed by the author are compared. The maximum number of possible solutions is estimated. The problem of selection of the true solution from the set of solutions obtained both using additional equations and by the problem reduction to finding the objective function minimum is considered. The results of orbit determination of the comets 153P/Ikeya-Zhang and 2007 N3 Lulin are cited as examples.
New developments in the numerical solution of differential/algebraic systems
Petzold, L.R.
1987-04-01
In this paper we survey some recent developments in the numerical solution of nonlinear differential/algebraic equation (DAE) systems of the form 0 = F(t,y,y'), where the initial values of y are known and par. deltaF/par. deltay' may be singular. These systems arise in the simulation of electrical networks, as well as in many other applications. DAE systems include standard form ODEs as a special case, but they also include problems which are in many ways quite different from ODEs. We examine the classification of DAE systems according to the degree of singularity of the system, and present some results on the analytical structure of these systems. We give convergence results for backward differentiation formulas applied to DAEs and examine some of the software issues involved in the numerical solution of DAEs. One-step methods are potentially advantageous for solving DAE systems with frequent discontinuities. However, recent results indicate that there is a reduction in the order of accuracy of many implicit Runge-Kutta methods even for simple DAE systems. We examine the current state of solving DAE systems by implicit Runge-Kutta methods. Finding a consistent set of initial conditions is often a problem for DAEs arising in applications. We explore some numerical methods for obtaining a consistent set of initial conditions. 21 refs.
ERIC Educational Resources Information Center
Linchevski, Liora; Herscovics, Nicolas
1996-01-01
Reports the results of a teaching experiment involving like terms and equations in algebra. Seventh-grade students (n=6) experienced difficulties in decomposing an additive term into a difference. (Author/MKR)
NASA Astrophysics Data System (ADS)
Sheinman, O. K.
2015-12-01
Based on ℤ-gradings of semisimple Lie algebras and invariant polynomials on them, we construct hierarchies of Lax equations with a spectral parameter on a Riemann surface and prove the commutativity of the corresponding flows.
Characteristic exponents of impulsive differential equations in a Banach space
Zabreiko, P.P.; Bainov, D.D.; Kostadinov, S.I.
1988-06-01
The notion of general exponent of impulsive homogeneous differential equations is defined. A formula for the solution of impulsive nonhomogeneous differential equations is obtained and is used to establish a dependence between the existence of bounded solutions of such equations and the general exponent of the respective homogeneous equation.
Spherical harmonics approach to parabolic partial differential equations
NASA Astrophysics Data System (ADS)
SenGupta, Indranil; Mariani, Maria C.
2012-12-01
This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black-Scholes equation are solved by using the method of spherical harmonics.
A differential equation for specific catchment area
NASA Astrophysics Data System (ADS)
Gallant, John C.; Hutchinson, Michael F.
2011-05-01
Analysis of the behavior of specific catchment area in a stream tube leads to a simple nonlinear differential equation describing the rate of change of specific catchment area along a flow path. The differential equation can be integrated numerically along a flow path to calculate specific catchment area at any point on a digital elevation model without requiring the usual estimates of catchment area and width. The method is more computationally intensive than most grid-based methods for calculating specific catchment area, so its main application is as a reference against which conventional methods can be tested. This is the first method that provides a benchmark for more approximate methods in complex terrain with both convergent and divergent areas, not just on simple surfaces for which analytical solutions are known. Preliminary evaluation of the D8, M8, digital elevation model networks (DEMON), and D∞ methods indicate that the D∞ method is the best of those methods for estimating specific catchment area, but all methods overestimate in divergent terrain.
NASA Astrophysics Data System (ADS)
AL-Jawary, M. A.; AL-Qaissy, H. R.
2015-04-01
In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
NASA Technical Reports Server (NTRS)
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.
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Rostami, A. K.; Nimafar, M.
2015-03-01
In the present paper a vibrational differential equation governing on a rigid beam on viscoelastic foundation has been investigated. The nonlinear differential equation governing on this vibrating system is solved by a simple and innovative approach, which has been called Akbari-Ganji's method (AGM). AGM is a very suitable computational process and is usable for solving various nonlinear differential equations. Moreover, using AGM which solving a set of algebraic equations, complicated nonlinear equations can easily be solved without any mathematical operations. Also, the damping ratio and energy lost per cycle for three cycles have been investigated. Furthermore, comparisons have been made between the obtained results by numerical method (Runk45) and AGM. Results showed the high accuracy of AGM. The results also showed that by increasing the amount of initial amplitude of vibration ( A), the value of damping ratio will be increased, and the energy lost per cycle decreases by increasing the number of cycle. It is concluded that AGM is a reliable and precise approach for solving differential equations. On the other hand, it is better to say that AGM is able to solve linear and nonlinear differential equations directly in most of the situations. This means that the final solution can be obtained without any dimensionless procedure. Therefore, AGM can be considered as a significant progress in nonlinear sciences.
NASA Astrophysics Data System (ADS)
Khairullin, Ermek
2016-08-01
In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.
Solving nonlinear differential equations of Vanderpol, Rayleigh and Duffing by AGM
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Majidian, A.; Ahmadi, A. R.
2014-06-01
In the present paper, three complicated nonlinear differential equations in the field of vibration, which are Vanderpol, Rayleigh and Duffing equations, have been analyzed and solved completely by Algebraic Method (AGM). Investigating this kind of equations is a very hard task to do and the obtained solution is not accurate and reliable. This issue will be emerged after comparing the achieved solutions by numerical method (Runge-Kutte 4th). Based on the comparisons which have been made between the gained solutions by AGM and numerical method, it is possible to indicate that AGM can be successfully applied for various differential equations particularly for difficult ones. The results reveal that this method is not only very effective and simple, but also reliable, and can be applied for other complicated nonlinear problems.
Analytical solutions for non-linear differential equations with the help of a digital computer
NASA Technical Reports Server (NTRS)
Cromwell, P. C.
1964-01-01
A technique was developed with the help of a digital computer for analytic (algebraic) solutions of autonomous and nonautonomous equations. Two operational transform techniques have been programmed for the solution of these equations. Only relatively simple nonlinear differential equations have been considered. In the cases considered it has been possible to assimilate the secular terms into the solutions. For cases where f(t) is not a bounded function, a direct series solution is developed which can be shown to be an analytic function. All solutions have been checked against results obtained by numerical integration for given initial conditions and constants. It is evident that certain nonlinear differential equations can be solved with the help of a digital computer.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
NASA Astrophysics Data System (ADS)
Hereman, Willy
A direct method for the computation of polynomial conservation laws of polynomial systems of nonlinear partial differential equations (PDEs) in multi-dimensions is presented. The method avoids advanced differential-geometric tools. Instead, it is solely based on calculus, variational calculus, and linear algebra. Densities are constructed as linear combinations of scaling homogeneous terms with undetermined coefficients. The variational derivative (Euler operator) is used to compute the undetermined coefficients. The homotopy operator is used to compute the fluxes. The method is illustrated with nonlinear PDEs describing wave phenomena in fluid dynamics, plasma physics, and quantum physics. For PDEs with parameters, the method determines the conditions on the parameters so that a sequence of conserved densities might exist. The existence of a large number of conservation laws is a predictor of complete integrability. The method is algorithmic, applicable to a variety of PDEs, and can be implemented in computer algebra systems such as Mathematica, Maple, and REDUCE.
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
First-order partial differential equations in classical dynamics
NASA Astrophysics Data System (ADS)
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1987-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1989-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
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.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear 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 approximations is made.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
NASA Astrophysics Data System (ADS)
Babin, Vasile D.; Grigore, Maria; Cojocaru, Laurentiu; Ersen, Simion; Moldovan, Adrian
1998-07-01
In this work we use a technique inspired by the inverse problem in the scattering theory, that is, the calculation of partial derivatives along the characteristic directions of the D'Alembert solution of the wave equation (Maxwell and Euler). In this way, we construct a system of stochastic non-linear differential equations. The analysis of this system, using algebraic invariants, gives more information in comparison with that given by Ghelfand-Levitan-Marcenko, in the inverse problem in the scattering theory.
Writing in a Reformed Differential Equations Class.
ERIC Educational Resources Information Center
Habre, Samer
In an attempt to promote the development of understanding over rote memorization, writing in mathematics has received increased attention in recent years. In Calculus, the Rule of Three (based on communicating ideas thorough algebraic, graphical and numerical means) has been replaced by the Rule of Four in which writing plays a central role.…
Gear, C.W.
1985-01-01
This report summarizes the progress on the project over the last twelve months. Work has continued in two areas: numerical techniques for differential equations and software tools for scientific problem solving. Within these areas we have been working on the following: (1) Syntax-directed editors for mathematical software, (2) Polylith: a system for module interconnection, (3) mathematical expression input and editing, (4) a tool for examining fill-in in Gauss elimination, (5) a theoretical examination of fill-in, (6) a technique for determining the structural index of a differential-algebraic system, (7) invariant-conserving methods for differential equations, (9) iterative methods for stiff equations, (10) singular two-point boundary value problems, (11) initial value problems in Banach spaces, (12) computational error estimates for stiff ODEs, (13); multigrid solution of collocation equations, and (14) parallel techniques for ordinary differential equations.
From differential to difference equations for first order ODEs
NASA Technical Reports Server (NTRS)
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.
Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients
Kalchev, D
2012-04-02
This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-{rho}AMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the
Differential form of the Skornyakov-Ter-Martirosyan Equations
NASA Astrophysics Data System (ADS)
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J.; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Robust estimation for ordinary differential equation models.
Cao, J; Wang, L; Xu, J
2011-12-01
Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. PMID:21401565
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Electrocardiogram classification using delay differential equations
NASA Astrophysics Data System (ADS)
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Patchwork sampling of stochastic differential equations
NASA Astrophysics Data System (ADS)
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
A complex Noether approach for variational partial differential equations
NASA Astrophysics Data System (ADS)
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
Stochastic partial differential equations in turbulence related problems
NASA Technical Reports Server (NTRS)
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
Invertible linear transformations and the Lie algebras
NASA Astrophysics Data System (ADS)
Zhang, Yufeng; Tam, Honwah; Guo, Fukui
2008-07-01
With the help of invertible linear transformations and the known Lie algebras, a way to generate new Lie algebras is given. These Lie algebras obtained have a common feature, i.e. integrable couplings of solitary hierarchies could be obtained by using them, specially, the Hamiltonian structures of them could be worked out. Some ways to construct the loop algebras of the Lie algebras are presented. It follows that some various loop algebras are given. In addition, a few new Lie algebras are explicitly constructed in terms of the classification of Lie algebras proposed by Ma Wen-Xiu, which are bases for obtaining new Lie algebras by using invertible linear transformations. Finally, some solutions of a (2 + 1)-dimensional partial-differential equation hierarchy are obtained, whose Hamiltonian form-expressions are manifested by using the quadratic-form identity.
Fu, Jian; Hu, Xinhua; Velroyen, Astrid; Bech, Martin; Jiang, Ming; Pfeiffer, Franz
2015-01-01
Due to the potential of compact imaging systems with magnified spatial resolution and contrast, cone-beam x-ray differential phase-contrast computed tomography (DPC-CT) has attracted significant interest. The current proposed FDK reconstruction algorithm with the Hilbert imaginary filter will induce severe cone-beam artifacts when the cone-beam angle becomes large. In this paper, we propose an algebraic iterative reconstruction (AIR) method for cone-beam DPC-CT and report its experiment results. This approach considers the reconstruction process as the optimization of a discrete representation of the object function to satisfy a system of equations that describes the cone-beam DPC-CT imaging modality. Unlike the conventional iterative algorithms for absorption-based CT, it involves the derivative operation to the forward projections of the reconstructed intermediate image to take into account the differential nature of the DPC projections. This method is based on the algebraic reconstruction technique, reconstructs the image ray by ray, and is expected to provide better derivative estimates in iterations. This work comprises a numerical study of the algorithm and its experimental verification using a dataset measured with a three-grating interferometer and a mini-focus x-ray tube source. It is shown that the proposed method can reduce the cone-beam artifacts and performs better than FDK under large cone-beam angles. This algorithm is of interest for future cone-beam DPC-CT applications. PMID:25775480
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081
Undergraduate Students' Mental Operations in Systems of Differential Equations
ERIC Educational Resources Information Center
Whitehead, Karen; Rasmussen, Chris
2003-01-01
This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…
Parameter Estimates in Differential Equation Models for Chemical Kinetics
ERIC Educational Resources Information Center
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Monograph - The Numerical Integration of Ordinary Differential Equations.
ERIC Educational Resources Information Center
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…
Nonstandard Topics for Student Presentations in Differential Equations
ERIC Educational Resources Information Center
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…
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
Partial differential equation-based localization of a monopole source from a circular array.
Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa
2013-10-01
Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method. PMID:24116418
ERIC Educational Resources Information Center
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…
Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation
NASA Astrophysics Data System (ADS)
Rojas, A. J.
2014-11-01
In the present paper we present a closed-form solution, as a function of the closed-loop poles, for the continuous-time algebraic Riccati equations (CAREs) related to single-input single-output systems with non-repeated poles. The proposed solution trades the standard numerical algorithm approach for one based on a spectral factorisation argument, offering potential insight into any control technique based on a CARE and its solution. As an example, we present the equivalence of two fairly recent control over network results. Furthermore we apply the proposed result to the formula for the optimal regulator gain matrix k (or equivalently the Luenberger's observer gain l) and present an example. Finally, we conclude by discussing the possible extension of the proposed closed-form solution to the repeated eigenvalues case and to the case when the CARE is related to multiple-input multiple-output systems.
Fuhrman, Marco Tessitore, Gianmario
2005-05-15
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type.
NASA Astrophysics Data System (ADS)
Dodd, R. K.
2014-02-01
In this paper we derive Hirota equations associated with the simply laced affine Lie algebras {{g}}^{(1)}, where {{g}} is one of the simply laced complex Lie algebras {{a}}_n, {{d}}_n, {{e}}_6, {{e}}_7 or {{e}}_8, defined by finite order automorphisms of {{g}} which we call Lepowsky automorphisms. In particular, we investigate the Hirota equations for Lepowsky automorphisms of {{e}}_6 defined by the cuspidal class E6 of the Weyl group W(E6) of {{e}}_6. We also investigate the relationship between the Lepowsky automorphisms of the simply laced complex Lie algebras {{g}} and the conjugate canonical automorphisms defined by Kac. This analysis is applied to identify the canonical automorphisms for the cuspidal class E6 of {{e}}_6.
New exact solutions to some difference differential equations
NASA Astrophysics Data System (ADS)
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
Adaptive Algebraic Multigrid Methods
Brezina, M; Falgout, R; MacLachlan, S; Manteuffel, T; McCormick, S; Ruge, J
2004-04-09
Our ability to simulate physical processes numerically is constrained by our ability to solve the resulting linear systems, prompting substantial research into the development of multiscale iterative methods capable of solving these linear systems with an optimal amount of effort. Overcoming the limitations of geometric multigrid methods to simple geometries and differential equations, algebraic multigrid methods construct the multigrid hierarchy based only on the given matrix. While this allows for efficient black-box solution of the linear systems associated with discretizations of many elliptic differential equations, it also results in a lack of robustness due to assumptions made on the near-null spaces of these matrices. This paper introduces an extension to algebraic multigrid methods that removes the need to make such assumptions by utilizing an adaptive process. The principles which guide the adaptivity are highlighted, as well as their application to algebraic multigrid solution of certain symmetric positive-definite linear systems.
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
NASA Astrophysics Data System (ADS)
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
A neuro approach to solve fuzzy Riccati differential equations
NASA Astrophysics Data System (ADS)
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N. Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
On the singular perturbations for fractional differential equation.
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. PMID:24683357
Almost automorphic solutions for some partial functional differential equations
NASA Astrophysics Data System (ADS)
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Emad A-B., Abdel-Salam; Gamal, F. Hassan
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.
NASA Astrophysics Data System (ADS)
Mohamed, Firdawati binti; Karim, Mohamad Faisal bin Abd
2015-10-01
Modelling physical problems in mathematical form yields the governing equations that may be linear or nonlinear for known and unknown boundaries. The exact solution for those equations may or may not be obtained easily. Hence we seek an analytical approximation solution in terms of asymptotic expansion. In this study, we focus on a singular perturbation in second order ordinary differential equations. Solutions to several perturbed ordinary differential equations are obtained in terms of asymptotic expansion. The aim of this work is to find an approximate analytical solution using the classical method of matched asymptotic expansion (MMAE). The Mathematica computer algebra system is used to perform the algebraic computations. The details procedures will be discussed and the underlying concepts and principles of the MMAE will be clarified. Perturbation problem for linear equation that occurs at one boundary and two boundary layers are discussed. Approximate analytical solution obtained for both cases are illustrated by graph using selected parameter by showing the outer, inner and composite solution separately. Then, the composite solution will be compare to the exact solution to show their accuracy by graph. By comparison, MMAE is found to be one of the best methods to solve singular perturbation problems in second order ordinary differential equation since the results obtained are very close to the exact solution.
Renormalized Traces and Cocycles on the Algebra of S 1-Pseudo-differential Operators
NASA Astrophysics Data System (ADS)
Magnot, Jean-Pierre
2006-02-01
Using renormalized (or weighted) traces of classical pseudo-differential operators and calculus on formal symbols. We exhibit three cocycles on the Lie algebra of classical pseudo-differential operators Cl(S^1,mathbb{C}^n) acting on L^2(S^1,mathbb{C}^n). We first show that the Schwinger functional c_S^D associated to the Dirac operator is a cocycle on Cl(S^1,mathbb{C}^n), and not only on a restricted algebra Cl(S^1,mathbb{C}^n)^D_res. Then, we investigate two bilinear functionals c+^D and c_{++}^D, which satisfies {1 over 2}c_S^D = c_+^D - c_{++}^D. We show that c+^D and c_{++}^D are two cocycles in Cl(S^1,mathbb{C}^n), and {1 over 2}c_S^D and c_+^D have the same nonvanishing cohomology class. We finaly calculate c+^D on classical pseudo-differential operators of order 1 and on differential operators of order 1, in terms of partial symbols. By this last computation, we recover the Virasoro cocyle and the Kähler form of the loop group.
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature. PMID:25077054
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
ERIC Educational Resources Information Center
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Nonlinear ordinary differential equations: A discussion on symmetries and singularities
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos; Leach, P. G. L.
2016-06-01
Two essential methods, the symmetry analysis and the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations is the purpose of this work. The main similarities and the differences of these two different methods are discussed.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
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.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Rough differential equations driven by signals in Besov spaces
NASA Astrophysics Data System (ADS)
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Stability of algebraically unstable dispersive flows
NASA Astrophysics Data System (ADS)
King, Kristina; Zaretzky, Paula; Weinstein, Steven; Cromer, Michael; Barlow, Nathaniel
2015-11-01
A widely unexplored type of hydrodynamic instability is examined - large-time algebraic growth. Such growth occurs on the threshold of (exponentially) neutral stability. A methodology is provided for predicting the algebraic growth rate of an initial disturbance, when applied to a class of partial differential equations describing wave propagation in dispersive media. There are several morphological differences between algebraically growing disturbances and the exponentially growing wave packets inherent to classical linear stability analysis, and these are elucidated in this study.
Symmetry and Lie-Frobenius reduction of differential equations
NASA Astrophysics Data System (ADS)
Gaeta, G.
2015-01-01
Twisted symmetries, widely studied in the last decade, have proved to be as effective as standard ones in the analysis and reduction of nonlinear equations. We explain this effectiveness in terms of a Lie-Frobenius reduction; this requires focus not just on the prolonged (symmetry) vector fields, but on the distributions spanned by these and on systems of vector fields in involution in the Frobenius sense, not necessarily spanning a Lie algebra. Research partially supported by MIUR-PRIN program under project 2010-JJ4KPA.
Chaotic Dynamics in Partial Differential Equations.
NASA Astrophysics Data System (ADS)
Li, Yanguang
The existence of chaotic behavior, for a certain damped and driven perturbation of the nonlinear Schroedinger equation under even periodic boundary conditions, is established. More specifically, the existence of a symmetric pair of homoclinic orbits is established for the perturbed NLS equation through two main arguments: Argument 1 is a combination of Melnikov analysis and a geometric singular perturbation theory for the pde. The geometric singular perturbation theory involves the theory of persistence of invariant manifolds for the pde and the theory of Hadamard-Fenichel fiber coordinatization for those invariant manifolds. Argument 2 is a purely geometric argument. Finally, an argument is sketched which, we believe, provides a core of an existence proof for Smale "horseshoes" and a symbolic dynamics in a neighborhood of the persistent homoclinic orbits.
Local Analytic Solutions of a Functional Differential Equation
NASA Astrophysics Data System (ADS)
Liu, Lingxia
This paper is concerned with the existence of analytic solutions of an iterative functional differential equation. Employing the method of majorant series, we need to discuss the constant α given in Schröder transformation. we study analytic solutions of the equation in the case of α at resonance and the case of α near resonance under the Brjuno condition.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
The Use of Kruskal-Newton Diagrams for Differential Equations
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Student Difficulties with Units in Differential Equations in Modelling Contexts
ERIC Educational Resources Information Center
Rowland, David R.
2006-01-01
First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…
FORSIM. Solution of Partial or Ordinary Differential Equations
Chiao, P.
1980-10-10
FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration.