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Sample records for fractional differential equation

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. On the singular perturbations for fractional differential equation.

    PubMed

    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

  6. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

    We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.

  7. 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.

  8. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations

    PubMed Central

    Baranwal, Vipul K.; Pandey, Ram K.

    2014-01-01

    We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ0, γ1, γ2,… and auxiliary functions H0(x), H1(x), H2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

  9. A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

    PubMed Central

    Güner, Özkan; Cevikel, Adem C.

    2014-01-01

    We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972

  10. Approximate solutions for non-linear iterative fractional differential equations

    NASA Astrophysics Data System (ADS)

    Damag, Faten H.; Kiliçman, Adem; Ibrahim, Rabha W.

    2016-06-01

    This paper establishes approximate solution for non-linear iterative fractional differential equations: d/γv (s ) d sγ =ℵ (s ,v ,v (v )), where γ ∈ (0, 1], s ∈ I := [0, 1]. Our method is based on some convergence tools for analytic solution in a connected region. We show that the suggested solution is unique and convergent by some well known geometric functions.

  11. A Solution to the Fundamental Linear Fractional Order Differential Equation

    NASA Technical Reports Server (NTRS)

    Hartley, Tom T.; Lorenzo, Carl F.

    1998-01-01

    This paper provides a solution to the fundamental linear fractional order differential equation, namely, (sub c)d(sup q, sub t) + ax(t) = bu(t). The impulse response solution is shown to be a series, named the F-function, which generalizes the normal exponential function. The F-function provides the basis for a qth order "fractional pole". Complex plane behavior is elucidated and a simple example, the inductor terminated semi- infinite lossy line, is used to demonstrate the theory.

  12. Matrix approach to discrete fractional calculus II: Partial fractional differential equations

    NASA Astrophysics Data System (ADS)

    Podlubny, Igor; Chechkin, Aleksei; Skovranek, Tomas; Chen, YangQuan; Vinagre Jara, Blas M.

    2009-05-01

    A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of various types of fractional diffusion equation. The suggested method is the development of Podlubny's matrix approach [I. Podlubny, Matrix approach to discrete fractional calculus, Fractional Calculus and Applied Analysis 3 (4) (2000) 359-386]. Four examples of numerical solution of fractional diffusion equation with various combinations of time-/space-fractional derivatives (integer/integer, fractional/integer, integer/fractional, and fractional/fractional) with respect to time and to the spatial variable are provided in order to illustrate how simple and general is the suggested approach. The fifth example illustrates that the method can be equally simply used for fractional differential equations with delays. A set of MATLAB routines for the implementation of the method as well as sample code used to solve the examples have been developed.

  13. Lie group analysis method for two classes of fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Chen, Cheng; Jiang, Yao-Lin

    2015-09-01

    In this paper we deal with two classes of fractional partial differential equation: n order linear fractional partial differential equation and nonlinear fractional reaction diffusion convection equation, by using the Lie group analysis method. The infinitesimal generators general formula of n order linear fractional partial differential equation is obtained. For nonlinear fractional reaction diffusion convection equation, the properties of their infinitesimal generators are considered. The four special cases are exhaustively investigated respectively. At the same time some examples of the corresponding case are also given. So it is very convenient to solve the infinitesimal generator of some fractional partial differential equation.

  14. A Study of Impulsive Multiterm Fractional Differential Equations with Single and Multiple Base Points and Applications

    PubMed Central

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

    We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models. PMID:24578623

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

    NASA Astrophysics Data System (ADS)

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

    2014-11-01

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

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

    NASA Astrophysics Data System (ADS)

    Feng, Qing-Hua

    2013-05-01

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

  17. Exponential rational function method for space-time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet

    2016-04-01

    In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.

  18. Numerical solution of fractional differential equations using cubic B-spline wavelet collocation method

    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.

  19. Constructing conservation laws for fractional-order integro-differential equations

    NASA Astrophysics Data System (ADS)

    Lukashchuk, S. Yu.

    2015-08-01

    In a class of functions depending on linear integro-differential fractional-order variables, we prove an analogue of the fundamental operator identity relating the infinitesimal operator of a point transformation group, the Euler-Lagrange differential operator, and Noether operators. Using this identity, we prove fractional-differential analogues of the Noether theorem and its generalizations applicable to equations with fractional-order integrals and derivatives of various types that are Euler-Lagrange equations. In explicit form, we give fractional-differential generalizations of Noether operators that gives an efficient way to construct conservation laws, which we illustrate with three examples.

  20. A class of nonlinear differential equations with fractional integrable impulses

    NASA Astrophysics Data System (ADS)

    Wang, JinRong; Zhang, Yuruo

    2014-09-01

    In this paper, we introduce a new class of impulsive differential equations, which is more suitable to characterize memory processes of the drugs in the bloodstream and the consequent absorption for the body. This fact offers many difficulties in applying the usual methods to analysis and novel techniques in Bielecki's normed Banach spaces and thus makes the study of existence and uniqueness theorems interesting. Meanwhile, new concepts of Bielecki-Ulam's type stability are introduced and generalized Ulam-Hyers-Rassias stability results on a compact interval are established. This is another novelty of this paper. Finally, an interesting example is given to illustrate our theory results.

  1. Solving Fractional Partial Differential Equations with Variable Coefficients by the Reconstruction of Variational Iteration Method

    NASA Astrophysics Data System (ADS)

    Hesameddini, Esmail; Rahimi, Azam

    2015-05-01

    In this article, we propose a new approach for solving fractional partial differential equations with variable coefficients, which is very effective and can also be applied to other types of differential equations. The main advantage of the method lies in its flexibility for obtaining the approximate solutions of time fractional and space fractional equations. The fractional derivatives are described based on the Caputo sense. Our method contains an iterative formula that can provide rapidly convergent successive approximations of the exact solution if such a closed form solution exists. Several examples are given, and the numerical results are shown to demonstrate the efficiency of the newly proposed method.

  2. A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

    NASA Technical Reports Server (NTRS)

    Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)

    2002-01-01

    We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.

  3. 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.

  4. 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.

  5. Couple of the variational iteration method and fractional-order Legendre functions method for fractional differential equations.

    PubMed

    Yin, Fukang; Song, Junqiang; Leng, Hongze; Lu, Fengshun

    2014-01-01

    We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid "noise terms" is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303

  6. A hybrid algorithm for Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Salgado, G. H. O.; Aguirre, L. A.

    2016-04-01

    This paper is concerned with the numerical solution of fractional initial value problems (FIVP) in sense of Caputo's definition for dynamical systems. Unlike for integer-order derivatives that have a single definition, there is more than one definition of non integer-order derivatives and the solution of an FIVP is definition-dependent. In this paper, the chief differences of the main definitions of fractional derivatives are revisited and a numerical algorithm to solve an FIVP for Caputo derivative is proposed. The main advantages of the algorithm are twofold: it can be initialized with integer-order derivatives, and it is faster than the corresponding standard algorithm. The performance of the proposed algorithm is illustrated with examples which suggest that it requires about half the computation time to achieve the same accuracy than the standard algorithm.

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

    NASA Astrophysics Data System (ADS)

    İsmail, Aslan

    2014-05-01

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

  8. Boundedness of the solutions for certain classes of fractional differential equations with application to adaptive systems.

    PubMed

    Aguila-Camacho, Norelys; Duarte-Mermoud, Manuel A

    2016-01-01

    This paper presents the analysis of three classes of fractional differential equations appearing in the field of fractional adaptive systems, for the case when the fractional order is in the interval α∈(0,1] and the Caputo definition for fractional derivatives is used. The boundedness of the solutions is proved for all three cases, and the convergence to zero of the mean value of one of the variables is also proved. Applications of the obtained results to fractional adaptive schemes in the context of identification and control problems are presented at the end of the paper, including numerical simulations which support the analytical results. PMID:26632495

  9. New Operational Matrices for Solving Fractional Differential Equations on the Half-Line

    PubMed Central

    2015-01-01

    In this paper, the fractional-order generalized Laguerre operational matrices (FGLOM) of fractional derivatives and fractional integration are derived. These operational matrices are used together with spectral tau method for solving linear fractional differential equations (FDEs) of order ν (0 < ν < 1) on the half line. An upper bound of the absolute errors is obtained for the approximate and exact solutions. Fractional-order generalized Laguerre pseudo-spectral approximation is investigated for solving nonlinear initial value problem of fractional order ν. The extension of the fractional-order generalized Laguerre pseudo-spectral method is given to solve systems of FDEs. We present the advantages of using the spectral schemes based on fractional-order generalized Laguerre functions and compare them with other methods. Several numerical examples are implemented for FDEs and systems of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques. PMID:25996369

  10. 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.

  11. Cantor-type cylindrical-coordinate method for differential equations with local fractional derivatives

    NASA Astrophysics Data System (ADS)

    Yang, Xiao-Jun; Srivastava, H. M.; He, Ji-Huan; Baleanu, Dumitru

    2013-10-01

    In this Letter, we propose to use the Cantor-type cylindrical-coordinate method in order to investigate a family of local fractional differential operators on Cantor sets. Some testing examples are given to illustrate the capability of the proposed method for the heat-conduction equation on a Cantor set and the damped wave equation in fractal strings. It is seen to be a powerful tool to convert differential equations on Cantor sets from Cantorian-coordinate systems to Cantor-type cylindrical-coordinate systems.

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

    NASA Astrophysics Data System (ADS)

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

    2015-07-01

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

  13. A matrix approach for partial differential equations with Riesz space fractional derivatives

    NASA Astrophysics Data System (ADS)

    Popolizio, M.

    2013-09-01

    Fractional partial differential equations are emerging in many scientific fields and their numerical solution is becoming a fundamental topic. In this paper we consider the Riesz fractional derivative operator and its discretization by fractional centered differences. The resulting matrix is studied, with an interesting result on a connection between the decay behavior of its entries and the short memory principle from fractional calculus. The Shift-and-Invert method is then applied to approximate the solution of the partial differential equation as the action of the matrix exponential on a suitable vector which mimics the given initial conditions. The numerical results confirm the good approximation quality and encourage the use of the proposed approach.

  14. Existence results for a system of coupled hybrid fractional differential equations.

    PubMed

    Ahmad, Bashir; Ntouyas, Sotiris K; Alsaedi, Ahmed

    2014-01-01

    This paper studies the existence of solutions for a system of coupled hybrid fractional differential equations with Dirichlet boundary conditions. We make use of the standard tools of the fixed point theory to establish the main results. The existence and uniqueness result is elaborated with the aid of an example. PMID:25215320

  15. Toward the existence and uniqueness of solutions for fractional integro-differential equations under uncertainty

    NASA Astrophysics Data System (ADS)

    Ahmadian, A.; Ismail, F.; Senu, N.; Salahshour, S.; Suleiman, M.

    2016-06-01

    The main contribution of the current paper is to obtain new results on the existence and uniqueness of the solution of fractional integro-differential equations under uncertainty with nonlocal conditions. For this purpose, we have used two basic tools, the contraction mapping principle and Krasnoselskii's fixed-point theorem. Indeed, we have considered the original problem involving fuzzy Caputo differentiability, together with fuzzy nonlinear condition.

  16. A New Mixed Element Method for a Class of Time-Fractional Partial Differential Equations

    PubMed Central

    Li, Hong; Gao, Wei; He, Siriguleng; Fang, Zhichao

    2014-01-01

    A kind of new mixed element method for time-fractional partial differential equations is studied. The Caputo-fractional derivative of time direction is approximated by two-step difference method and the spatial direction is discretized by a new mixed element method, whose gradient belongs to the simple (L2(Ω)2) space replacing the complex H(div; Ω) space. Some a priori error estimates in L2-norm for the scalar unknown u and in (L2)2-norm for its gradient σ. Moreover, we also discuss a priori error estimates in H1-norm for the scalar unknown u. PMID:24737957

  17. An improved non-classical method for the solution of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Birk, Carolin; Song, Chongmin

    2010-10-01

    A procedure to construct temporally local schemes for the computation of fractional derivatives is proposed. The frequency-domain counterpart (i ω) α of the fractional differential operator of order α is expressed as an improper integral of a rational function in i ω. After applying a quadrature rule, the improper integral is approximated by a series of partial fractions. Each term of the partial fractions corresponds to an exponential kernel in the time domain. The convolution integral in a fractional derivative can be evaluated recursively leading to a local scheme. As the arguments of the exponential functions are always real and negative, the scheme is stable. The present procedure provides a convenient way to evaluate the quality of a given algorithm by examining its accuracy in fitting the function (i ω) α . It is revealed that the non-classical solution methods for fractional differential equations proposed by Yuan and Agrawal (ASME J Vib Acoust 124:321-324, 2002) and by Diethelm (Numer Algorithms 47:361-390, 2008) can also be interpreted as applying specific quadrature rules to evaluate the improper integral numerically. Over a wider range of frequencies, Diethelm’s algorithm provides a more accurate fitting than the YA algorithm. Therefore, it leads to better performance. Further exploiting this advantage of the proposed derivation, a novel quadrature rule leading to an even better performance than Diethelm’s algorithm is proposed. Significant gains in accuracy are achieved at the extreme ends of the frequency range. This results in significant improvements in accuracy for late time responses. Several numerical examples, including fractional differential equations of degree α = 0.3 and α = 1.5, demonstrate the accuracy and efficiency of the proposed method.

  18. Finite difference methods with non-uniform meshes for nonlinear fractional differential equations

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Yi, Qian; Chen, An

    2016-07-01

    In this article, finite difference methods with non-uniform meshes for solving nonlinear fractional differential equations are presented, where the non-equidistant stepsize is non-decreasing. The rectangle formula and trapezoid formula are proposed based on the non-uniform meshes. Combining the above two methods, we then establish the predictor-corrector scheme. The error and stability analysis are carefully investigated. At last, numerical examples are carried out to verify the theoretical analysis. Besides, the comparisons between non-uniform and uniform meshes are given, where the non-uniform meshes show the better performance when dealing with the less smooth problems.

  19. Symbolic computation of analytic approximate solutions for nonlinear fractional differential equations

    NASA Astrophysics Data System (ADS)

    Lin, Yezhi; Liu, Yinping; Li, Zhibin

    2013-01-01

    The Adomian decomposition method (ADM) is one of the most effective methods to construct analytic approximate solutions for nonlinear differential equations. In this paper, based on the new definition of the Adomian polynomials, Rach (2008) [22], the Adomian decomposition method and the Padé approximants technique, a new algorithm is proposed to construct analytic approximate solutions for nonlinear fractional differential equations with initial or boundary conditions. Furthermore, a MAPLE software package is developed to implement this new algorithm, which is user-friendly and efficient. One only needs to input the system equation, initial or boundary conditions and several necessary parameters, then our package will automatically deliver the analytic approximate solutions within a few seconds. Several different types of examples are given to illustrate the scope and demonstrate the validity of our package, especially for non-smooth initial value problems. Our package provides a helpful and easy-to-use tool in science and engineering simulations. Program summaryProgram title: ADMP Catalogue identifier: AENE_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENE_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 12011 No. of bytes in distributed program, including test data, etc.: 575551 Distribution format: tar.gz Programming language: MAPLE R15. Computer: PCs. Operating system: Windows XP/7. RAM: 2 Gbytes Classification: 4.3. Nature of problem: Constructing analytic approximate solutions of nonlinear fractional differential equations with initial or boundary conditions. Non-smooth initial value problems can be solved by this program. Solution method: Based on the new definition of the Adomian polynomials [1], the Adomian decomposition method and the Pad

  20. On the convergence of a new reliable algorithm for solving multi-order fractional differential equations

    NASA Astrophysics Data System (ADS)

    Hesameddini, Esmail; Rahimi, Azam; Asadollahifard, Elham

    2016-05-01

    In this paper, we will introduce the reconstruction of variational iteration method (RVIM) to solve multi-order fractional differential equations (M-FDEs), which include linear and nonlinear ones. We will easily obtain approximate analytical solutions of M-FDEs by means of the RVIM based on the properties of fractional calculus. Moreover, the convergence of proposed method will be shown. Our scheme has been constructed for the fully general set of M-FDEs without any special assumptions, and is easy to implement numerically. Therefore, our method is more practical and helpful for solving a broad class of M-FDEs. Numerical results are carried out to confirm the accuracy and efficiency of proposed method. Several numerical examples are presented in the format of table and graphs to make comparison with the results that previously obtained by some other well known methods.

  1. Application of the principal fractional meta-trigonometric functions for the solution of linear commensurate-order time-invariant fractional differential equations.

    PubMed

    Lorenzo, C F; Hartley, T T; Malti, R

    2013-05-13

    A new and simplified method for the solution of linear constant coefficient fractional differential equations of any commensurate order is presented. The solutions are based on the R-function and on specialized Laplace transform pairs derived from the principal fractional meta-trigonometric functions. The new method simplifies the solution of such fractional differential equations and presents the solutions in the form of real functions as opposed to fractional complex exponential functions, and thus is directly applicable to real-world physics. PMID:23547228

  2. Fractional vector calculus and fractional Maxwell's equations

    SciTech Connect

    Tarasov, Vasily E.

    2008-11-15

    The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC) has only 10 years. The main approaches to formulate a FVC, which are used in the physics during the past few years, will be briefly described in this paper. We solve some problems of consistent formulations of FVC by using a fractional generalization of the Fundamental Theorem of Calculus. We define the differential and integral vector operations. The fractional Green's, Stokes' and Gauss's theorems are formulated. The proofs of these theorems are realized for simplest regions. A fractional generalization of exterior differential calculus of differential forms is discussed. Fractional nonlocal Maxwell's equations and the corresponding fractional wave equations are considered.

  3. Legendre wavelet operational matrix of fractional derivative through wavelet-polynomial transformation and its applications on non-linear system of fractional order differential equations

    NASA Astrophysics Data System (ADS)

    Isah, Abdulnasir; Chang, Phang

    2016-06-01

    In this article we propose the wavelet operational method based on shifted Legendre polynomial to obtain the numerical solutions of non-linear systems of fractional order differential equations (NSFDEs). The operational matrix of fractional derivative derived through wavelet-polynomial transformation are used together with the collocation method to turn the NSFDEs to a system of non-linear algebraic equations. Illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed techniques.

  4. Diffusion in heterogeneous media: An iterative scheme for finding approximate solutions to fractional differential equations with time-dependent coefficients

    NASA Astrophysics Data System (ADS)

    Bologna, Mauro; Svenkeson, Adam; West, Bruce J.; Grigolini, Paolo

    2015-07-01

    Diffusion processes in heterogeneous media, and biological systems in particular, are riddled with the difficult theoretical issue of whether the true origin of anomalous behavior is renewal or memory, or a special combination of the two. Accounting for the possible mixture of renewal and memory sources of subdiffusion is challenging from a computational point of view as well. This problem is exacerbated by the limited number of techniques available for solving fractional diffusion equations with time-dependent coefficients. We propose an iterative scheme for solving fractional differential equations with time-dependent coefficients that is based on a parametric expansion in the fractional index. We demonstrate how this method can be used to predict the long-time behavior of nonautonomous fractional differential equations by studying the anomalous diffusion process arising from a mixture of renewal and memory sources.

  5. A preconditioned fast finite volume scheme for a fractional differential equation discretized on a locally refined composite mesh

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-10-01

    Numerical methods for fractional differential equations generate full stiffness matrices, which were traditionally solved via Gaussian type direct solvers that require O (N3) of computational work and O (N2) of memory to store where N is the number of spatial grid points in the discretization. We develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite volume schemes defined on a locally refined composite mesh for fractional differential equations to resolve boundary layers of the solutions. Numerical results are presented to show the utility of the method.

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

    PubMed

    Kleinert, H; Zatloukal, V

    2013-11-01

    The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration. PMID:24329213

  7. A general fractional differential equation associated with an integral operator with the H-function in the kernel

    NASA Astrophysics Data System (ADS)

    Srivastava, H. M.; Harjule, P.; Jain, R.

    2015-01-01

    In this paper, we introduce and investigate a fractional integral operator which contains Fox's H-function in its kernel. We find solutions to some fractional differential equations by using this operator. The results derived in this paper generalize the results obtained in earlier works by Kilbas et al. [7] and Srivastava and Tomovski [23]. A number of corollaries and consequences of the main results are also considered. Using some of these corollaries, graphical illustrations are presented and it is found that the graphs given here are quite comparable to the physical phenomena of decay processes.

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

    NASA Astrophysics Data System (ADS)

    Kiryakova, Virginia S.

    2012-11-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

  10. Relativistic equations with fractional and pseudodifferential operators

    SciTech Connect

    Babusci, D.; Dattoli, G.; Quattromini, M.

    2011-06-15

    In this paper we use different techniques from the fractional and pseudo-operators calculus to solve partial differential equations involving operators with noninteger exponents. We apply the method to equations resembling generalizations of the heat equations and discuss the possibility of extending the procedure to the relativistic Schroedinger and Dirac equations.

  11. An efficient algorithm for solving fractional differential equations with boundary conditions

    NASA Astrophysics Data System (ADS)

    Alkan, Sertan; Yildirim, Kenan; Secer, Aydin

    2016-01-01

    In this paper, a sinc-collocation method is described to determine the approximate solution of fractional order boundary value problem (FBVP). The results obtained are presented as two new theorems. The fractional derivatives are defined in the Caputo sense, which is often used in fractional calculus. In order to demonstrate the efficiency and capacity of the present method, it is applied to some FBVP with variable coefficients. Obtained results are compared to exact solutions as well as Cubic Spline solutions. The comparisons can be used to conclude that sinc-collocation method is powerful and promising method for determining the approximate solutions of FBVPs in different types of scenarios.

  12. Exact solution to fractional logistic equation

    NASA Astrophysics Data System (ADS)

    West, Bruce J.

    2015-07-01

    The logistic equation is one of the most familiar nonlinear differential equations in the biological and social sciences. Herein we provide an exact solution to an extension of this equation to incorporate memory through the use of fractional derivatives in time. The solution to the fractional logistic equation (FLE) is obtained using the Carleman embedding technique that allows the nonlinear equation to be replaced by an infinite-order set of linear equations, which we then solve exactly. The formal series expansion for the initial value solution of the FLE is shown to be expressed in terms of a series of weighted Mittag-Leffler functions that reduces to the well known analytic solution in the limit where the fractional index for the derivative approaches unity. The numerical integration to the FLE provides an excellent fit to the analytic solution. We propose this approach as a general technique for solving a class of nonlinear fractional differential equations.

  13. Equation of motion using fractional calculus

    SciTech Connect

    Kihong, Kwon.

    1991-01-01

    One-dimensional motion of a particle was studied using fractional calculus, which is the differentiation and the integration of arbitrary order. By fractional differentiation, equation of motion could be written in compact form. Fractional parameters were numerically calculated by using the known solutions of general relativistic free fall motion. Also, from the approximate forms for fractional parameters, the physical meanings were found. The fractional parameters depended on the proper time, the mass of gravitating body, and the initial radial coordinate of the particle.

  14. 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.

  15. Nonlinear differential equations

    SciTech Connect

    Dresner, L.

    1988-01-01

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

  16. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

    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.

  17. 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…

  18. 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…

  19. Exact solutions of the time-fractional Fisher equation by using modified trial equation method

    NASA Astrophysics Data System (ADS)

    Tandogan, Yusuf Ali; Bildik, Necdet

    2016-06-01

    In this study, modified trial equation method has been proposed to obtain precise solutions of nonlinear fractional differential equation. Using the modified test equation method, we obtained some new exact solutions of the time fractional nonlinear Fisher equation. The obtained results are classified as a soliton solution, singular solutions, rational function solutions and periodic solutions.

  20. Fractional-calculus diffusion equation

    PubMed Central

    2010-01-01

    Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. Conclusions The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis. PMID:20492677

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  2. Power-law spatial dispersion from fractional Liouville equation

    SciTech Connect

    Tarasov, Vasily E.

    2013-10-15

    A microscopic model in the framework of fractional kinetics to describe spatial dispersion of power-law type is suggested. The Liouville equation with the Caputo fractional derivatives is used to obtain the power-law dependence of the absolute permittivity on the wave vector. The fractional differential equations for electrostatic potential in the media with power-law spatial dispersion are derived. The particular solutions of these equations for the electric potential of point charge in this media are considered.

  3. Fractional telegrapher's equation from fractional persistent random walks.

    PubMed

    Masoliver, Jaume

    2016-05-01

    We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses. PMID:27300830

  4. Fractional telegrapher's equation from fractional persistent random walks

    NASA Astrophysics Data System (ADS)

    Masoliver, Jaume

    2016-05-01

    We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.

  5. A Fractional Variational Approach to the Fractional Basset-Type Equation

    NASA Astrophysics Data System (ADS)

    Baleanu, Dumitru; Garra, Roberto; Petras, Ivo

    2013-08-01

    In this paper we discuss an application of fractional variational calculus to the Basset-type fractional equations. It is well known that the unsteady motion of a sphere immersed in a Stokes fluid is described by an integro-differential equation involving derivative of real order. Here we study the inverse problem, i.e. we consider the problem from a Lagrangian point of view in the framework of fractional variational calculus. In this way we find an application of fractional variational methods to a classical physical model, finding a Basset-type fractional equation starting from a Lagrangian depending on derivatives of fractional order.

  6. Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation

    NASA Astrophysics Data System (ADS)

    Rui, Wenjuan; Zhang, Xiangzhi

    2016-05-01

    This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.

  7. The Riesz-Bessel Fractional Diffusion Equation

    SciTech Connect

    Anh, V.V. McVinish, R.

    2004-05-15

    This paper examines the properties of a fractional diffusion equation defined by the composition of the inverses of the Riesz potential and the Bessel potential. The first part determines the conditions under which the Green function of this equation is the transition probability density function of a Levy motion. This Levy motion is obtained by the subordination of Brownian motion, and the Levy representation of the subordinator is determined. The second part studies the semigroup formed by the Green function of the fractional diffusion equation. Applications of these results to certain evolution equations is considered. Some results on the numerical solution of the fractional diffusion equation are also provided.

  8. 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.

  9. Solving Differential Equations in R

    EPA Science Inventory

    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...

  10. Discrete Fractional Diffusion Equation of Chaotic Order

    NASA Astrophysics Data System (ADS)

    Wu, Guo-Cheng; Baleanu, Dumitru; Xie, He-Ping; Zeng, Sheng-Da

    Discrete fractional calculus is suggested in diffusion modeling in porous media. A variable-order fractional diffusion equation is proposed on discrete time scales. A function of the variable order is constructed by a chaotic map. The model shows some new random behaviors in comparison with other variable-order cases.

  11. Space–time fractional Zener wave equation

    PubMed Central

    Atanackovic, T.M.; Janev, M.; Oparnica, Lj.; Pilipovic, S.; Zorica, D.

    2015-01-01

    The space–time fractional Zener wave equation, describing viscoelastic materials obeying the time-fractional Zener model and the space-fractional strain measure, is derived and analysed. This model includes waves with finite speed, as well as non-propagating disturbances. The existence and the uniqueness of the solution to the generalized Cauchy problem are proved. Special cases are investigated and numerical examples are presented. PMID:25663807

  12. Fractional transport equation on random fractals

    NASA Astrophysics Data System (ADS)

    Zeng, Qiuhua; Li, Houqiang; Fang, Yaquan

    1998-12-01

    According to the ways of H.E. Roman and M. Giona with the constitutive equation of diffusive particles in isotropic and homogeneous three dimensions and the Laplace transform we derive the multiscaling fractional transport equation in disordered fractal media, whose solution is consistent with literature results.

  13. Fractional diffusion equations coupled by reaction terms

    NASA Astrophysics Data System (ADS)

    Lenzi, E. K.; Menechini Neto, R.; Tateishi, A. A.; Lenzi, M. K.; Ribeiro, H. V.

    2016-09-01

    We investigate the behavior for a set of fractional reaction-diffusion equations that extend the usual ones by the presence of spatial fractional derivatives of distributed order in the diffusive term. These equations are coupled via the reaction terms which may represent reversible or irreversible processes. For these equations, we find exact solutions and show that the spreading of the distributions is asymptotically governed by the same the long-tailed distribution. Furthermore, we observe that the coupling introduced by reaction terms creates an interplay between different diffusive regimes leading us to a rich class of behaviors related to anomalous diffusion.

  14. A two-sided fractional conservation of mass equation

    NASA Astrophysics Data System (ADS)

    Olsen, Jeffrey S.; Mortensen, Jeff; Telyakovskiy, Aleksey S.

    2016-05-01

    A two-sided fractional conservation of mass equation is derived by using left and right fractional Mean Value Theorems. This equation extends the one-sided fractional conservation of mass equation of Wheatcraft and Meerschaert. Also, a two-sided fractional advection-dispersion equation is derived. The derivations are based on Caputo fractional derivatives.

  15. Fractional Fokker-Planck equation for fractal media.

    PubMed

    Tarasov, Vasily E

    2005-06-01

    We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived from the fractional Chapman-Kolmogorov equation. Using the Fourier transform, we get the Fokker-Planck-Zaslavsky equations that have fractional coordinate derivatives. The Fokker-Planck equation for the fractal media is an equation with fractional derivatives in the dual space. PMID:16035878

  16. 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.

  17. 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…

  18. Fractional kinetic equation for Hamiltonian chaos

    NASA Astrophysics Data System (ADS)

    Zaslavsky, G. M.

    1994-09-01

    Hamiltonian chaotic dynamics of particles (or passive particles in fluids) can be described by a fractional generalization of the Fokker-Planck-Kolmogorov equation (FFPK) which is defined by two fractional critical exponents (α, β) responsible for the space and time derivatives of the distribution function correspondingly. A renormalization method has been proposed to determine (α, β) from the first principles (ie. from the Hamiltonian). The anomalous transport exponent μ is derived as μ = β/α or μ = β/2α for the first order mean displacement in self-similar transport.

  19. Laplace homotopy perturbation method for Burgers equation with space- and time-fractional order

    NASA Astrophysics Data System (ADS)

    Johnston, S. J.; Jafari, H.; Moshokoa, S. P.; Ariyan, V. M.; Baleanu, D.

    2016-07-01

    The fractional Burgers equation describes the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Laplace homotopy perturbation method is discussed to obtain the approximate analytical solution of space-fractional and time-fractional Burgers equations. The method used combines the Laplace transform and the homotopy perturbation method. Numerical results show that the approach is easy to implement and accurate when applied to partial differential equations of fractional orders.

  20. Analytical Solution of the Space-Time Fractional Nonlinear Schrödinger Equation

    NASA Astrophysics Data System (ADS)

    Abdel-Salam, Emad A.-B.; Yousif, Eltayeb A.; El-Aasser, Mostafa A.

    2016-02-01

    The space-time fractional nonlinear Schrödinger equation is solved by mean of on the fractional Riccati expansion method. These solutions include generalized trigonometric and hyperbolic functions which could be useful for further understanding of mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time.

  1. On the Time Fractional Generalized Fisher Equation: Group Similarities and Analytical Solutions

    NASA Astrophysics Data System (ADS)

    M. S., Hashemi; Baleanu, D.

    2016-01-01

    In this letter, the Lie point symmetries of the time fractional Fisher (TFF) equation have been derived using a systematic investigation. Using the obtained Lie point symmetries, TFF equation has been transformed into a different nonlinear fractional ordinary differential equations with the Erdélyi-Kober fractional derivative which depends on the parameter α. After that some invariant solutions of underlying equation are reported.

  2. Critical exponent of the fractional Langevin equation.

    PubMed

    Burov, S; Barkai, E

    2008-02-22

    We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent alpha(c)=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase. The critical exponent alpha(R)=0.441... marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the underdamped, the overdamped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal. PMID:18352535

  3. A fractional diffusion equation model for cancer tumor

    NASA Astrophysics Data System (ADS)

    Iyiola, Olaniyi Samuel; Zaman, F. D.

    2014-10-01

    In this article, we consider cancer tumor models and investigate the need for fractional order derivative as compared to the classical first order derivative in time. Three different cases of the net killing rate are taken into account including the case where net killing rate of the cancer cells is dependent on the concentration of the cells. At first, we use a relatively new analytical technique called q-Homotopy Analysis Method on the resulting time-fractional partial differential equations to obtain analytical solution in form of convergent series with easily computable components. Our numerical analysis enables us to give some recommendations on the appropriate order (fractional) of derivative in time to be used in modeling cancer tumor.

  4. Integro-differential diffusion equation and neutron scattering experiment

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok

    2015-02-01

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.

  5. Note on parallel processing techniques for algebraic equations, ordinary differential equations and partial differential equations

    SciTech Connect

    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.

  6. Lie symmetry analysis, conservation laws and exact solutions of the seventh-order time fractional Sawada-Kotera-Ito equation

    NASA Astrophysics Data System (ADS)

    Yaşar, Emrullah; Yıldırım, Yakup; Khalique, Chaudry Masood

    In this paper Lie symmetry analysis of the seventh-order time fractional Sawada-Kotera-Ito (FSKI) equation with Riemann-Liouville derivative is performed. Using the Lie point symmetries of FSKI equation, it is shown that it can be transformed into a nonlinear ordinary differential equation of fractional order with a new dependent variable. In the reduced equation the derivative is in Erdelyi-Kober sense. Furthermore, adapting the Ibragimov's nonlocal conservation method to time fractional partial differential equations, we obtain conservation laws of the underlying equation. In addition, we construct some exact travelling wave solutions for the FSKI equation using the sub-equation method.

  7. Fractional-order difference equations for physical lattices and some applications

    SciTech Connect

    Tarasov, Vasily E.

    2015-10-15

    Fractional-order operators for physical lattice models based on the Grünwald-Letnikov fractional differences are suggested. We use an approach based on the models of lattices with long-range particle interactions. The fractional-order operators of differentiation and integration on physical lattices are represented by kernels of lattice long-range interactions. In continuum limit, these discrete operators of non-integer orders give the fractional-order derivatives and integrals with respect to coordinates of the Grünwald-Letnikov types. As examples of the fractional-order difference equations for physical lattices, we give difference analogs of the fractional nonlocal Navier-Stokes equations and the fractional nonlocal Maxwell equations for lattices with long-range interactions. Continuum limits of these fractional-order difference equations are also suggested.

  8. On exact traveling-wave solutions for local fractional Korteweg-de Vries equation

    NASA Astrophysics Data System (ADS)

    Yang, Xiao-Jun; Tenreiro Machado, J. A.; Baleanu, Dumitru; Cattani, Carlo

    2016-08-01

    This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces.

  9. On exact traveling-wave solutions for local fractional Korteweg-de Vries equation.

    PubMed

    Yang, Xiao-Jun; Tenreiro Machado, J A; Baleanu, Dumitru; Cattani, Carlo

    2016-08-01

    This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces. PMID:27586629

  10. 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.

  11. 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.

  12. 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)

  13. 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.

  14. 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…

  15. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    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.

  16. Sparse dynamics for partial differential equations

    PubMed Central

    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

  17. Uniqueness in inverse boundary value problems for fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Li, Zhiyuan; Imanuvilov, Oleg Yu; Yamamoto, Masahiro

    2016-01-01

    We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining the number of fractional time-derivative terms, the orders of the derivatives and spatially varying coefficients.

  18. New Exact Solutions of Fractional Zakharov—Kuznetsov and Modified Zakharov—Kuznetsov Equations Using Fractional Sub-Equation Method

    NASA Astrophysics Data System (ADS)

    Saha, Ray S.; Sahoo, S.

    2015-01-01

    In the present paper, we construct the analytical exact solutions of some nonlinear evolution equations in mathematical physics; namely the space-time fractional Zakharov—Kuznetsov (ZK) and modified Zakharov—Kuznetsov (mZK) equations by using fractional sub-equation method. As a result, new types of exact analytical solutions are obtained. The obtained results are shown graphically. Here the fractional derivative is described in the Jumarie' modified Riemann—Liouville sense.

  19. 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.

  20. Fractional Klein-Gordon Equations and Related Stochastic Processes

    NASA Astrophysics Data System (ADS)

    Garra, Roberto; Orsingher, Enzo; Polito, Federico

    2014-03-01

    This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order α in (0,1] . A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into Erdélyi-Kober integral operators. Special attention is payed to the fractional telegraph process whose space-dependent distribution solves a non-homogeneous fractional Klein-Gordon equation. The distribution of the fractional telegraph process for α = 1 coincides with that of the classical telegraph process and its driving equation converts into the homogeneous Klein-Gordon equation. Fractional planar random motions at finite velocity are also investigated, the corresponding distributions obtained as well as the explicit form of the governing equations. Fractionality is reflected into the underlying random motion because in each time interval a binomial number of deviations B(n,α ) (with uniformly-distributed orientation) are considered. The parameter n of B(n,α ) is itself a random variable with fractional Poisson distribution, so that fractionality acts as a subsampling of the changes of direction. Finally the behaviour of each coordinate of the planar motion is examined and the corresponding densities obtained. Extensions to N -dimensional fractional random flights are envisaged as well as the fractional counterpart of the Euler-Poisson-Darboux equation to which our theory applies.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.)

  6. 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.

  7. Sobolev type equations of time-fractional order with periodical boundary conditions

    NASA Astrophysics Data System (ADS)

    Plekhanova, Marina

    2016-08-01

    The existence of a unique local solution for a class of time-fractional Sobolev type partial differential equations endowed by the Cauchy initial conditions and periodical with respect to every spatial variable boundary conditions on a parallelepiped is proved. General results are applied to study of the unique solvability for the initial boundary value problem to Benjamin-Bona-Mahony-Burgers and Allair partial differential equations.

  8. Numerical solution of fractional sub-diffusion and time-fractional diffusion-wave equations via fractional-order Legendre functions

    NASA Astrophysics Data System (ADS)

    Hooshmandasl, M. R.; Heydari, M. H.; Cattani, C.

    2016-08-01

    Fractional calculus has been used to model physical and engineering processes that are best described by fractional differential equations. Therefore designing efficient and reliable techniques for the solution of such equations is an important task. In this paper, we propose an efficient and accurate Galerkin method based on the fractional-order Legendre functions (FLFs) for solving the fractional sub-diffusion equation (FSDE) and the time-fractional diffusion-wave equation (FDWE). The time-fractional derivatives for FSDE are described in the Riemann-Liouville sense, while for FDWE are described in the Caputo sense. To this end, we first derive a new operational matrix of fractional integration (OMFI) in the Riemann-Liouville sense for FLFs. Next, we transform the original FSDE into an equivalent problem with fractional derivatives in the Caputo sense. Then the FLFs and their OMFI together with the Galerkin method are used to transform the problems under consideration into the corresponding linear systems of algebraic equations, which can be simply solved to achieve the numerical solutions of the problems. The proposed method is very convenient for solving such kind of problems, since the initial and boundary conditions are taken into account automatically. Furthermore, the efficiency of the proposed method is shown for some concrete examples. The results reveal that the proposed method is very accurate and efficient.

  9. 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.

  10. Lipschitz regularity of solutions for mixed integro-differential equations

    NASA Astrophysics Data System (ADS)

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

    We establish new Hölder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hölder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.

  11. Differential equation models for sharp threshold dynamics.

    PubMed

    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

  12. 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.

  13. 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.

  14. 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.

  15. Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations

    SciTech Connect

    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.

  16. Multiscale functions, scale dynamics, and applications to partial differential equations

    NASA Astrophysics Data System (ADS)

    Cresson, Jacky; Pierret, Frédéric

    2016-05-01

    Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.

  17. Spectral analysis and structure preserving preconditioners for fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Donatelli, Marco; Mazza, Mariarosa; Serra-Capizzano, Stefano

    2016-02-01

    Fractional partial order diffusion equations are a generalization of classical partial differential equations, used to model anomalous diffusion phenomena. When using the implicit Euler formula and the shifted Grünwald formula, it has been shown that the related discretizations lead to a linear system whose coefficient matrix has a Toeplitz-like structure. In this paper we focus our attention on the case of variable diffusion coefficients. Under appropriate conditions, we show that the sequence of the coefficient matrices belongs to the Generalized Locally Toeplitz class and we compute the symbol describing its asymptotic eigenvalue/singular value distribution, as the matrix size diverges. We employ the spectral information for analyzing known methods of preconditioned Krylov and multigrid type, with both positive and negative results and with a look forward to the multidimensional setting. We also propose two new tridiagonal structure preserving preconditioners to solve the resulting linear system, with Krylov methods such as CGNR and GMRES. A number of numerical examples show that our proposal is more effective than recently used circulant preconditioners.

  18. 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.

  19. 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.

  20. Numerical solution of the one-dimensional fractional convection diffusion equations based on Chebyshev operational matrix.

    PubMed

    Xie, Jiaquan; Huang, Qingxue; Yang, Xia

    2016-01-01

    In this paper, we are concerned with nonlinear one-dimensional fractional convection diffusion equations. An effective approach based on Chebyshev operational matrix is constructed to obtain the numerical solution of fractional convection diffusion equations with variable coefficients. The principal characteristic of the approach is the new orthogonal functions based on Chebyshev polynomials to the fractional calculus. The corresponding fractional differential operational matrix is derived. Then the matrix with the Tau method is utilized to transform the solution of this problem into the solution of a system of linear algebraic equations. By solving the linear algebraic equations, the numerical solution is obtained. The approach is tested via examples. It is shown that the proposed algorithm yields better results. Finally, error analysis shows that the algorithm is convergent. PMID:27504247

  1. Non-probabilistic solutions of imprecisely defined fractional-order diffusion equations

    NASA Astrophysics Data System (ADS)

    Chakraverty, S.; Smita, Tapaswini

    2014-12-01

    The fractional diffusion equation is one of the most important partial differential equations (PDEs) to model problems in mathematical physics. These PDEs are more practical when those are combined with uncertainties. Accordingly, this paper investigates the numerical solution of a non-probabilistic viz. fuzzy fractional-order diffusion equation subjected to various external forces. A fuzzy diffusion equation having fractional order 0 < α <= 1 with fuzzy initial condition is taken into consideration. Fuzziness appearing in the initial conditions is modelled through convex normalized triangular and Gaussian fuzzy numbers. A new computational technique is proposed based on double parametric form of fuzzy numbers to handle the fuzzy fractional diffusion equation. Using the single parametric form of fuzzy numbers, the original fuzzy diffusion equation is converted first into an interval-based fuzzy differential equation. Next, this equation is transformed into crisp form by using the proposed double parametric form of fuzzy numbers. Finally, the same is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds of the solution. Computed results are depicted in terms of plots. Results obtained by the proposed method are compared with the existing results in special cases.

  2. Approximate Solution to the Fractional Second-Type Lane-Emden Equation

    NASA Astrophysics Data System (ADS)

    Abdel-Salam, E. A.-B.; Nouh, M. I.

    2016-09-01

    The spherical isothermal Lane-Emden equation is a second-order nonlinear differential equation that models many configurations in astrophysics. Using the fractal index technique and the power series expansion, we solve the fractional Lane-Emden equation involving the modified Riemann-Liouville derivative. The results indicate that the series converges over the range of radii 0≤ x< 2200 for a wide spread of values for the fractional parameter α. Comparison with the numerical solution reveals good agreement with a maximum relative error of 0.05.

  3. Improved generalized F-expansion method for the time fractional modified KdV(fmKdV) equation

    NASA Astrophysics Data System (ADS)

    Sonmezoglu, Abdullah

    2016-06-01

    In this article, an improved generalized F-expansion method is used for solving the time fractional modified KdV(fmKdV) equation. Using this approach new Jacobi elliptic function solutions are obtained. This method can be suitable for solving other nonlinear fractional differential equations.

  4. 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.

  5. 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…

  6. New analytical exact solutions of time fractional KdV–KZK equation by Kudryashov methods

    NASA Astrophysics Data System (ADS)

    S Saha, Ray

    2016-04-01

    In this paper, new exact solutions of the time fractional KdV–Khokhlov–Zabolotskaya–Kuznetsov (KdV–KZK) equation are obtained by the classical Kudryashov method and modified Kudryashov method respectively. For this purpose, the modified Riemann–Liouville derivative is used to convert the nonlinear time fractional KdV–KZK equation into the nonlinear ordinary differential equation. In the present analysis, the classical Kudryashov method and modified Kudryashov method are both used successively to compute the analytical solutions of the time fractional KdV–KZK equation. As a result, new exact solutions involving the symmetrical Fibonacci function, hyperbolic function and exponential function are obtained for the first time. The methods under consideration are reliable and efficient, and can be used as an alternative to establish new exact solutions of different types of fractional differential equations arising from mathematical physics. The obtained results are exhibited graphically in order to demonstrate the efficiencies and applicabilities of these proposed methods of solving the nonlinear time fractional KdV–KZK equation.

  7. 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.

  8. Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

    NASA Astrophysics Data System (ADS)

    Liang, Jin-Rong; Wang, Jun; Lǔ, Long-Jin; Gu, Hui; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-01-01

    In statistical physics, anomalous diffusion plays an important role, whose applications have been found in many areas. In this paper, we introduce a composite-diffusive fractional Brownian motion X α, H ( t)= X H ( S α ( t)), 0< α, H<1, driven by anomalous diffusions as a model of asset prices and discuss the corresponding fractional Fokker-Planck equation and Black-Scholes formula. We obtain the fractional Fokker-Planck equation governing the dynamics of the probability density function of the composite-diffusive fractional Brownian motion and find the Black-Scholes differential equation driven by the stock asset X α, H ( t) and the corresponding Black-Scholes formula for the fair prices of European option.

  9. A unified approach for the numerical solution of time fractional Burgers' type equations

    NASA Astrophysics Data System (ADS)

    Esen, A.; Bulut, F.; Oruç, Ö.

    2016-04-01

    In this paper, a relatively new approach is devised for obtaining approximate solution of time fractional partial differential equations. Time fractional diffusion equation and time fractional Burgers-Fisher equation are solved with Haar wavelet method where fractional derivatives are Caputo derivative. Time discretization of the problems made by L1 discretization formula and space derivatives discretized by Haar series. L2 and L_{∞} error norms are used for measuring accuracy of the proposed method. Numerical results obtained with proposed method compared with exact solutions as well as with available results from the literature. The numerical results verify the feasibility of Haar wavelet combined with L1 discretization formula for the considered problems.

  10. Reply to "Comment on `Fractional quantum mechanics' and `Fractional Schrödinger equation' "

    NASA Astrophysics Data System (ADS)

    Laskin, Nick

    2016-06-01

    The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics.

  11. Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".

    PubMed

    Laskin, Nick

    2016-06-01

    The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics. PMID:27415398

  12. Differential equation-based seismic data filtering

    SciTech Connect

    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.

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

    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.

  14. Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

    PubMed Central

    Singh, Brajesh K.; Srivastava, Vineet K.

    2015-01-01

    The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

  15. Numerical Study of Fractional Ensemble Average Transport Equations

    NASA Astrophysics Data System (ADS)

    Kim, S.; Park, Y.; Gyeong, C. B.; Lee, O.

    2014-12-01

    In this presentation, a newly developed theory is applied to the case of stationary and non-stationary stochastic advective flow field, and a numerical solution method is presented for the resulting fractional Fokker-Planck equation (fFPE), which describes the evolution of the probability density function (PDF) of contaminant concentration. The derived fFPE is evaluated for three different form: 1) purely advective form, 2) second-order moment form and 3) second-order cumulant form. The Monte Carlo analysis of the fractional governing equation is then performed in a stochastic flow field, generated by a fractional Brownian motion for the stationary and non-stationary stochastic advection, in order to provide a benchmark for the results obtained from the fFPEs. When compared to the Monte Carlo simulation based PDFs and their ensemble average, the second-order cumulant form gives a good fit in terms of the shape and mode of the PDF of the contaminant concentration. Therefore, it is quite promising that the non-Fickian transport behavior can be modeled by the derived fractional ensemble average transport equations either by means of the long memory in the underlying stochastic flow, or by means of the time-space non-stationarity of the underlying stochastic flow, or by means of the time and space fractional derivatives of the transport equations. This subject is supported by Korea Ministry of Environment as "The Eco Innovation Project : Non-point source pollution control research group"

  16. Numerical simulation of fractional Cable equation of spiny neuronal dendrites.

    PubMed

    Sweilam, N H; Khader, M M; Adel, M

    2014-03-01

    In this article, numerical study for the fractional Cable equation which is fundamental equations for modeling neuronal dynamics is introduced by using weighted average of finite difference methods. The stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. A simple and an accurate stability criterion valid for different discretization schemes of the fractional derivative and arbitrary weight factor is introduced and checked numerically. Numerical results, figures, and comparisons have been presented to confirm the theoretical results and efficiency of the proposed method. PMID:25685492

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. Partial differential equation models in macroeconomics.

    PubMed

    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

  2. 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…

  3. 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.

  4. Symmetries and exact solutions of the time fractional Harry-Dym equation with Riemann-Liouville derivative

    NASA Astrophysics Data System (ADS)

    Huang, Qing; Zhdanov, Renat

    2014-09-01

    In this paper, group analysis of the time fractional Harry-Dym equation with Riemann-Liouville derivative is performed. Its maximal symmetry group in Lie’s sense and the corresponding optimal system of subgroups are determined. Similarity reductions of the equation under study are performed. As a result, the reduced fractional ordinary differential equations are deduced, and some group invariant solutions in explicit form are obtained as well.

  5. 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.

  6. Constructing general partial differential equations using polynomial and neural networks.

    PubMed

    Zjavka, Ladislav; Pedrycz, Witold

    2016-01-01

    Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. PMID:26547244

  7. Paradox of enrichment: A fractional differential approach with memory

    NASA Astrophysics Data System (ADS)

    Rana, Sourav; Bhattacharya, Sabyasachi; Pal, Joydeep; N'Guérékata, Gaston M.; Chattopadhyay, Joydev

    2013-09-01

    The paradox of enrichment (PoE) proposed by Rosenzweig [M. Rosenzweig, The paradox of enrichment, Science 171 (1971) 385-387] is still a fundamental problem in ecology. Most of the solutions have been proposed at an individual species level of organization and solutions at community level are lacking. Knowledge of how learning and memory modify behavioral responses to species is a key factor in making a crucial link between species and community levels. PoE resolution via these two organizational levels can be interpreted as a microscopic- and macroscopic-level solution. Fractional derivatives provide an excellent tool for describing this memory and the hereditary properties of various materials and processes. The derivatives can be physically interpreted via two time scales that are considered simultaneously: the ideal, equably flowing homogeneous local time, and the cosmic (inhomogeneous) non-local time. Several mechanisms and theories have been proposed to resolve the PoE problem, but a universally accepted theory is still lacking because most studies have focused on local effects and ignored non-local effects, which capture memory. Here we formulate the fractional counterpart of the Rosenzweig model and analyze the stability behavior of a system. We conclude that there is a threshold for the memory effect parameter beyond which the Rosenzweig model is stable and may be used as a potential agent to resolve PoE from a new perspective via fractional differential equations.

  8. 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.

  9. 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‧.

  10. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    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.

  11. Numerical approximation of Lévy-Feller fractional diffusion equation via Chebyshev-Legendre collocation method

    NASA Astrophysics Data System (ADS)

    Sweilam, N. H.; Abou Hasan, M. M.

    2016-08-01

    This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.

  12. Group iterative methods for the solution of two-dimensional time-fractional diffusion equation

    NASA Astrophysics Data System (ADS)

    Balasim, Alla Tareq; Ali, Norhashidah Hj. Mohd.

    2016-06-01

    Variety of problems in science and engineering may be described by fractional partial differential equations (FPDE) in relation to space and/or time fractional derivatives. The difference between time fractional diffusion equations and standard diffusion equations lies primarily in the time derivative. Over the last few years, iterative schemes derived from the rotated finite difference approximation have been proven to work well in solving standard diffusion equations. However, its application on time fractional diffusion counterpart is still yet to be investigated. In this paper, we will present a preliminary study on the formulation and analysis of new explicit group iterative methods in solving a two-dimensional time fractional diffusion equation. These methods were derived from the standard and rotated Crank-Nicolson difference approximation formula. Several numerical experiments were conducted to show the efficiency of the developed schemes in terms of CPU time and iteration number. At the request of all authors of the paper an updated version of this article was published on 7 July 2016. The original version supplied to AIP Publishing contained an error in Table 1 and References 15 and 16 were incomplete. These errors have been corrected in the updated and republished article.

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

    PubMed

    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

  14. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

    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...

  15. Approximate Solution of Time-Fractional Advection-Dispersion Equation via Fractional Variational Iteration Method

    PubMed Central

    İbiş, Birol

    2014-01-01

    This paper aims to obtain the approximate solution of time-fractional advection-dispersion equation (FADE) involving Jumarie's modification of Riemann-Liouville derivative by the fractional variational iteration method (FVIM). FVIM provides an analytical approximate solution in the form of a convergent series. Some examples are given and the results indicate that the FVIM is of high accuracy, more efficient, and more convenient for solving time FADEs. PMID:24578662

  16. Approximate solution of time-fractional advection-dispersion equation via fractional variational iteration method.

    PubMed

    Ibiş, Birol; Bayram, Mustafa

    2014-01-01

    This paper aims to obtain the approximate solution of time-fractional advection-dispersion equation (FADE) involving Jumarie's modification of Riemann-Liouville derivative by the fractional variational iteration method (FVIM). FVIM provides an analytical approximate solution in the form of a convergent series. Some examples are given and the results indicate that the FVIM is of high accuracy, more efficient, and more convenient for solving time FADEs. PMID:24578662

  17. Characteristic exponents of impulsive differential equations in a Banach space

    SciTech Connect

    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.

  18. 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.

  19. 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.

  20. Numerical Methods for Stochastic Partial Differential Equations

    SciTech Connect

    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.

  1. Numerical study of fractional nonlinear Schrödinger equations.

    PubMed

    Klein, Christian; Sparber, Christof; Markowich, Peter

    2014-12-01

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604

  2. Numerical study of fractional nonlinear Schrödinger equations

    PubMed Central

    Klein, Christian; Sparber, Christof; Markowich, Peter

    2014-01-01

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604

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

    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.

  4. Lattice Boltzmann method for the fractional advection-diffusion equation

    NASA Astrophysics Data System (ADS)

    Zhou, J. G.; Haygarth, P. M.; Withers, P. J. A.; Macleod, C. J. A.; Falloon, P. D.; Beven, K. J.; Ockenden, M. C.; Forber, K. J.; Hollaway, M. J.; Evans, R.; Collins, A. L.; Hiscock, K. M.; Wearing, C.; Kahana, R.; Villamizar Velez, M. L.

    2016-04-01

    Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β , the fractional order α , and the single relaxation time τ , the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.

  5. Lattice Boltzmann method for the fractional advection-diffusion equation.

    PubMed

    Zhou, J G; Haygarth, P M; Withers, P J A; Macleod, C J A; Falloon, P D; Beven, K J; Ockenden, M C; Forber, K J; Hollaway, M J; Evans, R; Collins, A L; Hiscock, K M; Wearing, C; Kahana, R; Villamizar Velez, M L

    2016-04-01

    Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering. PMID:27176431

  6. Time fractional dual-phase-lag heat conduction equation

    NASA Astrophysics Data System (ADS)

    Xu, Huan-Ying; Jiang, Xiao-Yun

    2015-03-01

    We build a fractional dual-phase-lag model and the corresponding bioheat transfer equation, which we use to interpret the experiment results for processed meat that have been explained by applying the hyperbolic conduction. Analytical solutions expressed by H-functions are obtained by using the Laplace and Fourier transforms method. The inverse fractional dual-phase-lag heat conduction problem for the simultaneous estimation of two relaxation times and orders of fractionality is solved by applying the nonlinear least-square method. The estimated model parameters are given. Finally, the measured and the calculated temperatures versus time are compared and discussed. Some numerical examples are also given and discussed. Project supported by the National Natural Science Foundation of China (Grant Nos. 11102102, 11472161, and 91130017), the Natural Science Foundation of Shandong Province, China (Grant No. ZR2014AQ015), and the Independent Innovation Foundation of Shandong University, China (Grant No. 2013ZRYQ002).

  7. Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-07-01

    Numerical methods for space-fractional diffusion equations often generate dense or even full stiffness matrices. Traditionally, these methods were solved via Gaussian type direct solvers, which requires O (N3) of computational work per time step and O (N2) of memory to store where N is the number of spatial grid points in the discretization. In this paper we develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite difference methods (both steady-state and time-dependent) space-fractional diffusion equations with fractional derivative boundary conditions in one space dimension. The method requires O (N) of memory and O (Nlog ⁡ N) of operations per iteration. Due to the application of effective preconditioners, significantly reduced numbers of iterations were achieved that further reduces the computational cost of the fast method. Numerical results are presented to show the utility of the method.

  8. 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.

  9. 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.

  10. 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).

  11. 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.

  12. On fractional differential inclusions with the Jumarie derivative

    SciTech Connect

    Kamocki, Rafał; Obczyński, Cezary

    2014-02-15

    In the paper, fractional differential inclusions with the Jumarie derivative are studied. We discuss the existence and uniqueness of a solution to such problems. Our study relies on standard variational methods.

  13. 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.

  14. 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.

  15. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    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

  16. Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation

    NASA Astrophysics Data System (ADS)

    Jaworska, K.

    2008-09-01

    In this paper, we try to model the dynamics of short term interest rate using the fractional nonhomogeneous differential equation with stochastic free term. This type of equation is similar to one which represents the viscoelastic behavior of certain materials from rheologic point of view. As a final result we obtain the closed formula for prices of zero-coupon bonds. They are analogous to those in Vasiček model, where instead of the exponential functions we have the Mittag-Leffler ones.

  17. 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.

  18. Bifurcation dynamics of the tempered fractional Langevin equation.

    PubMed

    Zeng, Caibin; Yang, Qigui; Chen, YangQuan

    2016-08-01

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings. PMID:27586627

  19. Bifurcation dynamics of the tempered fractional Langevin equation

    NASA Astrophysics Data System (ADS)

    Zeng, Caibin; Yang, Qigui; Chen, YangQuan

    2016-08-01

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  20. Ground state solutions for non-autonomous fractional Choquard equations

    NASA Astrophysics Data System (ADS)

    Chen, Yan-Hong; Liu, Chungen

    2016-06-01

    We consider the following nonlinear fractional Choquard equation, {(‑Δ)su+u=(1+a(x))(Iα ∗ (|u| p))|u| p‑2uin RN,u(x)→0as |x|→∞, here s\\in (0,1) , α \\in (0,N) , p\\in ≤ft[2,∞ \\right) and \\frac{N-2s}{N+α}<\\frac{1}{p}<\\frac{N}{N+α} . Assume {{\\lim}|x|\\to ∞}a(x)=0 and satisfying suitable assumptions but not requiring any symmetry property on a(x), we prove the existence of ground state solutions for (0.1).

  1. Vortex equations governing the fractional quantum Hall effect

    SciTech Connect

    Medina, Luciano

    2015-09-15

    An existence theory is established for a coupled non-linear elliptic system, known as “vortex equations,” describing the fractional quantum Hall effect in 2-dimensional double-layered electron systems. Via variational methods, we prove the existence and uniqueness of multiple vortices over a doubly periodic domain and the full plane. In the doubly periodic situation, explicit sufficient and necessary conditions are obtained that relate the size of the domain and the vortex numbers. For the full plane case, existence is established for all finite-energy solutions and exponential decay estimates are proved. Quantization phenomena of the magnetic flux are found in both cases.

  2. 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.

  3. Transport in the spatially tempered, fractional Fokker-Planck equation

    SciTech Connect

    Kullberg, A.; Del-Castillo-Negrete, Diego B

    2012-01-01

    A study of truncated Levy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, lambda, and on the order of the fractional derivative in space, alpha. An expansion of the TFD operator for large lambda is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit lambda -> infinity, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (lambda > 0) truncations, and alpha not equal 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit lambda -> infinity, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for alpha not equal 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any lambda > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with lambda, as J similar to lambda(-zeta), for alpha >= 1.75. However, for alpha <= 1.5, the steady-state current decays exponentially with lambda, as J similar to e(-xi lambda). In the presence of an asymmetry in the TFD operator, the tempering can lead

  4. Transport in the spatially tempered, fractional Fokker-Planck equation

    NASA Astrophysics Data System (ADS)

    Kullberg, A.; del-Castillo-Negrete, D.

    2012-06-01

    A study of truncated Lévy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, λ, and on the order of the fractional derivative in space, α. An expansion of the TFD operator for large λ is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit λ → ∞, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (λ > 0) truncations, and α ≠ 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit λ → ∞, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for α ≠ 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any λ > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with λ, as J ˜ λ-ζ, for α ⩾ 1.75. However, for α ⩽ 1.5, the steady-state current decays exponentially with λ, as J ˜ e-ξλ. In the presence of an asymmetry in the TFD operator, the tempering can lead to a current reversal. A detailed numerical study is presented on the dependence of the

  5. In-fiber all-optical fractional differentiator.

    PubMed

    Cuadrado-Laborde, C; Andrés, M V

    2009-03-15

    We demonstrate that an asymmetrical pi phase-shifted fiber Bragg grating operated in reflection can provide the required spectral response for implementing an all-optical fractional differentiator. There are different (but equivalent) ways to design it, e.g., by using different gratings lengths and keeping the same index modulation depth at both sides of the pi phase shift, or vice versa. Analytical expressions were found relating the fractional differentiator order with the grating parameters. The device shows a good accuracy calculating the fractional time derivatives of the complex field of an arbitrary input optical waveform. The introduced concept is supported by numerical simulations. PMID:19282948

  6. 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.

  7. Differential form of the Skornyakov-Ter-Martirosyan Equations

    SciTech Connect

    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.

  8. Patchwork sampling of stochastic differential equations.

    PubMed

    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

  9. 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.

  10. Parameter Estimation of Partial Differential Equation Models

    PubMed Central

    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

  11. Parameter Estimation of Partial Differential Equation Models.

    PubMed

    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

  12. Robust estimation for ordinary differential equation models.

    PubMed

    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

  13. 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.

  14. Regularized Semiparametric Estimation for Ordinary Differential Equations

    PubMed Central

    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

  15. 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

  16. Space fractional Wigner equation and its semiclassical limit

    SciTech Connect

    Stickler, B. A.; Schachinger, E.

    2011-12-15

    Manifestations of space fractional quantum mechanics (SFQM), as it was formulated by Laskin [Phys. Rev. E 62, 3135 (2000)], are deemed to offer a better physical interpretation of Levy flight statistics on a quantum mechanical level. We start with the SFQM Schroedinger equation characterized by a Levy flight index {alpha} is an element of (1,2), perform a Wigner transform, and draw the limit (({h_bar}/2{pi})/E{tau}){yields}0 (i.e., let the observed energy scale E go to infinity in comparison to the quantization given by ({h_bar}/2{pi})/{tau}). In order to obtain classical transport equations two possible substitutions for the terms |p|{sup {alpha}} and |p{sup '}|{sup {alpha}} which appear in von Neumann's equation are presented. It is demonstrated that they conform to the criteria for a successful Wigner transform. Their benefits and caveats are discussed in detail. We find, that, indeed, SFQM manifests itself in an anomalous kinetic term of the free particle's motion and, assuming an external potential diagonal in momentum space for the sake of simplicity, in corresponding anomalous terms in the resulting drift current. All our results reduce to the classical forms in the limit {alpha}=2.

  17. 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.

  18. Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

    NASA Astrophysics Data System (ADS)

    Moroney, Timothy; Yang, Qianqian

    2013-08-01

    We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space-fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Grünwald finite difference formulas to approximate the two-sided (i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobian-free Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space-fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

  19. Face recognition with histograms of fractional differential gradients

    NASA Astrophysics Data System (ADS)

    Yu, Lei; Ma, Yan; Cao, Qi

    2014-05-01

    It has proved that fractional differentiation can enhance the edge information and nonlinearly preserve textural detailed information in an image. This paper investigates its ability for face recognition and presents a local descriptor called histograms of fractional differential gradients (HFDG) to extract facial visual features. HFDG encodes a face image into gradient patterns using multiorientation fractional differential masks, from which histograms of gradient directions are computed as the face representation. Experimental results on Yale, face recognition technology (FERET), Carnegie Mellon University pose, illumination, and expression (CMU PIE), and A. Martinez and R. Benavente (AR) databases validate the feasibility of the proposed method and show that HFDG outperforms local binary patterns (LBP), histograms of oriented gradients (HOG), enhanced local directional patterns (ELDP), and Gabor feature-based methods.

  20. 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…

  1. 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…

  2. BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.

    PubMed

    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

  3. 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…

  4. 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…

  5. 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…

  6. 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.

  7. Fractional Langevin equation: overdamped, underdamped, and critical behaviors.

    PubMed

    Burov, S; Barkai, E

    2008-09-01

    The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) alpha_{c}=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase, (ii) alpha_{R}=0.441... marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) alpha_{chi_{1}}=0.527... and (iv) alpha_{chi_{2}}=0.707... mark transitions to a double-peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal. PMID:18850998

  8. 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.

  9. Stochastic Oscillations of General Relativistic Disks Described by a Fractional Langevin Equation with Fractional Gaussian Noise

    NASA Astrophysics Data System (ADS)

    Zhi-Yun, Wang; Pei-Jie, Chen

    2016-06-01

    A generalized Langevin equation driven by fractional Brownian motion is used to describe the vertical oscillations of general relativistic disks. By means of numerical calculation method, the displacements, velocities and luminosities of oscillating disks are explicitly obtained for different Hurst exponent H. The results show that as H increases, the energies and luminosities of oscillating disk are enhanced, and the spectral slope at high frequencies of the power spectrum density of disk luminosity is also increased. This could explain the observational features related to the Intra Day Variability of the BL Lac objects.

  10. 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.

  11. 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…

  12. 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…

  13. A parallel algorithm for the two-dimensional time fractional diffusion equation with implicit difference method.

    PubMed

    Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

    2014-01-01

    It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future. PMID:24744680

  14. A Parallel Algorithm for the Two-Dimensional Time Fractional Diffusion Equation with Implicit Difference Method

    PubMed Central

    Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

    2014-01-01

    It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(MxMyN2). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16–4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future. PMID:24744680

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

    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…

  16. Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

    SciTech Connect

    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.

  17. Fractional domain varying-order differential denoising method

    NASA Astrophysics Data System (ADS)

    Zhang, Yan-Shan; Zhang, Feng; Li, Bing-Zhao; Tao, Ran

    2014-10-01

    Removal of noise is an important step in the image restoration process, and it remains a challenging problem in image processing. Denoising is a process used to remove the noise from the corrupted image, while retaining the edges and other detailed features as much as possible. Recently, denoising in the fractional domain is a hot research topic. The fractional-order anisotropic diffusion method can bring a less blocky effect and preserve edges in image denoising, a method that has received much interest in the literature. Based on this method, we propose a new method for image denoising, in which fractional-varying-order differential, rather than constant-order differential, is used. The theoretical analysis and experimental results show that compared with the state-of-the-art fractional-order anisotropic diffusion method, the proposed fractional-varying-order differential denoising model can preserve structure and texture well, while quickly removing noise, and yields good visual effects and better peak signal-to-noise ratio.

  18. Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation"

    NASA Astrophysics Data System (ADS)

    Wei, Yuchuan

    2016-06-01

    In this Comment we point out some shortcomings in two papers [N. Laskin, Phys. Rev. E 62, 3135 (2000), 10.1103/PhysRevE.62.3135; N. Laskin, Phys. Rev. E 66, 056108 (2002), 10.1103/PhysRevE.66.056108]. We prove that the fractional uncertainty relation does not hold generally. The probability continuity equation in fractional quantum mechanics has a missing source term, which leads to particle teleportation, i.e., a particle can teleport from a place to another. Since the relativistic kinetic energy can be viewed as an approximate realization of the fractional kinetic energy, the particle teleportation should be an observable relativistic effect in quantum mechanics. With the help of this concept, superconductivity could be viewed as the teleportation of electrons from one side of a superconductor to another and superfluidity could be viewed as the teleportation of helium atoms from one end of a capillary tube to the other. We also point out how to teleport a particle to an arbitrary destination.

  19. Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation".

    PubMed

    Wei, Yuchuan

    2016-06-01

    In this Comment we point out some shortcomings in two papers [N. Laskin, Phys. Rev. E 62, 3135 (2000)10.1103/PhysRevE.62.3135; N. Laskin, Phys. Rev. E 66, 056108 (2002)10.1103/PhysRevE.66.056108]. We prove that the fractional uncertainty relation does not hold generally. The probability continuity equation in fractional quantum mechanics has a missing source term, which leads to particle teleportation, i.e., a particle can teleport from a place to another. Since the relativistic kinetic energy can be viewed as an approximate realization of the fractional kinetic energy, the particle teleportation should be an observable relativistic effect in quantum mechanics. With the help of this concept, superconductivity could be viewed as the teleportation of electrons from one side of a superconductor to another and superfluidity could be viewed as the teleportation of helium atoms from one end of a capillary tube to the other. We also point out how to teleport a particle to an arbitrary destination. PMID:27415397

  20. 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.

  1. 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.

  2. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

    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.

  3. Rational approximations to solutions of linear differential equations

    PubMed Central

    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

  4. 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.

  5. Soliton solutions to a few fractional nonlinear evolution equations in shallow water wave dynamics

    NASA Astrophysics Data System (ADS)

    Mirzazadeh, Mohammad; Ekici, Mehmet; Sonmezoglu, Abdullah; Ortakaya, Sami; Eslami, Mostafa; Biswas, Anjan

    2016-05-01

    This paper studies a few nonlinear evolution equations that appear with fractional temporal evolution and fractional spatial derivatives. These are Benjamin-Bona-Mahoney equation, dispersive long wave equation and Nizhnik-Novikov-Veselov equation. The extended Jacobi's elliptic function expansion method is implemented to obtain soliton and other periodic singular solutions to these equations. In the limiting case, when the modulus of ellipticity approaches zero or unity, these doubly periodic functions approach solitary waves or shock waves or periodic singular solutions emerge.

  6. 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.

  7. New solutions for conformable fractional Boussinesq and combined KdV-mKdV equations using Jacobi elliptic function expansion method

    NASA Astrophysics Data System (ADS)

    Tasbozan, Orkun; Çenesiz, Yücel; Kurt, Ali

    2016-07-01

    In this paper, the Jacobi elliptic function expansion method is proposed for the first time to construct the exact solutions of the time conformable fractional two-dimensional Boussinesq equation and the combined KdV-mKdV equation. New exact solutions are found. This method is based on Jacobi elliptic functions. The results obtained confirm that the proposed method is an efficient technique for analytic treatment of a wide variety of nonlinear conformable time-fractional partial differential equations.

  8. Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise

    SciTech Connect

    Shu, Ji E-mail: 530282863@qq.com; Li, Ping E-mail: 530282863@qq.com; Zhang, Jia; Liao, Ou

    2015-10-15

    This paper is concerned with the stochastic coupled fractional Ginzburg-Landau equation with additive noise. We first transform the stochastic coupled fractional Ginzburg-Landau equation into random equations whose solutions generate a random dynamical system. Then we prove the existence of random attractor for random dynamical system.

  9. Existence of anti-periodic (differentiable) mild solutions to semilinear differential equations with nondense domain.

    PubMed

    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

  10. 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.

  11. 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.

  12. Oscillation theorems for second order nonlinear forced differential equations.

    PubMed

    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

  13. 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.

  14. 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.

  15. 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.

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

    SciTech Connect

    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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. Fractional corresponding operator in quantum mechanics and applications: A uniform fractional Schrödinger equation in form and fractional quantization methods

    SciTech Connect

    Zhang, Xiao; Wei, Chaozhen; Liu, Yingming; Luo, Maokang

    2014-11-15

    In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same.

  2. Symbolic computation of recurrence equations for the Chebyshev series solution of linear ODE's. [ordinary differential equations

    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.

  3. Cosmic ray anisotropy in fractional differential models of anomalous diffusion

    SciTech Connect

    Uchaikin, V. V.

    2013-06-15

    The problem of galactic cosmic ray anisotropy is considered in two versions of the fractional differential model for anomalous diffusion. The simplest problem of cosmic ray propagation from a point instantaneous source in an unbounded medium is used as an example to show that the transition from the standard diffusion model to the Lagutin-Uchaikin fractional differential model (with characteristic exponent {alpha} = 3/5 and a finite velocity of free particle motion), which gives rise to a knee in the energy spectrum at 10{sup 6} GeV, increases the anisotropy coefficient only by 20%, while the anisotropy coefficient in the Lagutin-Tyumentsev model (with exponents {alpha} = 0.3 and {beta} = 0.8, a long stay of particles in traps, and an infinite velocity of their jumps) is close to one. This is because the parameters of the Lagutin-Tyumentsev model have been chosen improperly.

  4. 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…

  5. The Use of Kruskal-Newton Diagrams for Differential Equations

    SciTech Connect

    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.

  6. 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.

  7. 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.

  8. FORSIM. Solution of Partial or Ordinary Differential Equations

    SciTech Connect

    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.

  9. Stochastic differential equations for non-linear hydrodynamics

    NASA Astrophysics Data System (ADS)

    Español, Pep

    1998-02-01

    We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stres tensor and random heat flux as in the Landau and Lifshitz theory. However, the equations are non-linear and the random forces are non-Gaussian. We provide explicit expressions for these random quantities in terms of the well-defined increments of the Wienner process.

  10. 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.