Couple of the Variational Iteration Method and Fractional-Order Legendre Functions Method for Fractional Differential Equations

PubMed Central

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-06-01

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

Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.

PubMed

Shah, Kamal; Khan, Rahmat Ali

2016-01-01

In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results.

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.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

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

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

Parareal algorithms with local time-integrators for time fractional differential equations

NASA Astrophysics Data System (ADS)

Wu, Shu-Lin; Zhou, Tao

2018-04-01

It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.

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

NASA Astrophysics Data System (ADS)

Ford, Neville J.; Connolly, Joseph A.

2009-07-01

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

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.

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

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

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

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

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

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.

Novel Numerical Methods for Optimal Control Problems Involving Fractional-Order Differential Equations

DTIC Science & Technology

2018-03-14

pricing, Appl. Math . Comp. Vol.305, 174-187 (2017) 5. W. Li, S. Wang, Pricing European options with proportional transaction costs and stochastic...for fractional differential equation. Numer. Math . Theor. Methods Appl. 5, 229–241, 2012. [23] Kilbas A.A. and Marzan, S.A., Cauchy problem for...numerical technique for solving fractional optimal control problems, Comput. Math . Appl., 62, Issue 3, 1055–1067, 2011. [26] Lotfi A., Yousefi SA., Dehghan M

Existence and discrete approximation for optimization problems governed by fractional differential equations

NASA Astrophysics Data System (ADS)

Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

2018-06-01

We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

Robust fast controller design via nonlinear fractional differential equations.

PubMed

Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong

2017-07-01

A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Spectral iterative method and convergence analysis for solving nonlinear fractional differential equation

NASA Astrophysics Data System (ADS)

Yarmohammadi, M.; Javadi, S.; Babolian, E.

2018-04-01

In this study a new spectral iterative method (SIM) based on fractional interpolation is presented for solving nonlinear fractional differential equations (FDEs) involving Caputo derivative. This method is equipped with a pre-algorithm to find the singularity index of solution of the problem. This pre-algorithm gives us a real parameter as the index of the fractional interpolation basis, for which the SIM achieves the highest order of convergence. In comparison with some recent results about the error estimates for fractional approximations, a more accurate convergence rate has been attained. We have also proposed the order of convergence for fractional interpolation error under the L2-norm. Finally, general error analysis of SIM has been considered. The numerical results clearly demonstrate the capability of the proposed method.

New operational matrices for solving fractional differential equations on the half-line.

PubMed

Bhrawy, Ali H; Taha, Taha M; Alzahrani, Ebraheem O; Alzahrani, Ebrahim O; Baleanu, Dumitru; Alzahrani, Abdulrahim A

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.

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

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

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

PubMed

Khader, M M

2013-10-01

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

A new modification in the exponential rational function method for nonlinear fractional differential equations

NASA Astrophysics Data System (ADS)

Ahmed, Naveed; Bibi, Sadaf; Khan, Umar; Mohyud-Din, Syed Tauseef

2018-02-01

We have modified the traditional exponential rational function method (ERFM) and have used it to find the exact solutions of two different fractional partial differential equations, one is the time fractional Boussinesq equation and the other is the (2+1)-dimensional time fractional Zoomeron equation. In both the cases it is observed that the modified scheme provides more types of solutions than the traditional one. Moreover, a comparison of the recent solutions is made with some already existing solutions. We can confidently conclude that the modified scheme works better and provides more types of solutions with almost similar computational cost. Our generalized solutions include periodic, soliton-like, singular soliton and kink solutions. A graphical simulation of all types of solutions is provided and the correctness of the solution is verified by direct substitution. The extended version of the solutions is expected to provide more flexibility to scientists working in the relevant field to test their simulation data.

A study of fractional Schrödinger equation composed of Jumarie fractional derivative

NASA Astrophysics Data System (ADS)

Banerjee, Joydip; Ghosh, Uttam; Sarkar, Susmita; Das, Shantanu

2017-04-01

In this paper we have derived the fractional-order Schrödinger equation composed of Jumarie fractional derivative. The solution of this fractional-order Schrödinger equation is obtained in terms of Mittag-Leffler function with complex arguments, and fractional trigonometric functions. A few important properties of the fractional Schrödinger equation are then described for the case of particles in one-dimensional infinite potential well. One of the motivations for using fractional calculus in physical systems is that the space and time variables, which we often deal with, exhibit coarse-grained phenomena. This means infinitesimal quantities cannot be arbitrarily taken to zero - rather they are non-zero with a minimum spread. This type of non-zero spread arises in the microscopic to mesoscopic levels of system dynamics, which means that, if we denote x as the point in space and t as the point in time, then limit of the differentials d x (and d t) cannot be taken as zero. To take the concept of coarse graining into account, use the infinitesimal quantities as (Δ x) α (and (Δ t) α ) with 0 < α < 1; called as `fractional differentials'. For arbitrarily small Δ x and Δ t (tending towards zero), these `fractional' differentials are greater than Δ x (and Δ t), i.e. (Δ x) α > Δ x and (Δ t) α > Δ t. This way of defining the fractional differentials helps us to use fractional derivatives in the study of dynamic systems.

Stable Numerical Approach for Fractional Delay Differential Equations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Boundary value problems for multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

Discrete fractional solutions of a Legendre equation

NASA Astrophysics Data System (ADS)

Yılmazer, Resat

2018-01-01

One of the most popular research interests of science and engineering is the fractional calculus theory in recent times. Discrete fractional calculus has also an important position in fractional calculus. In this work, we acquire new discrete fractional solutions of the homogeneous and non homogeneous Legendre differential equation by using discrete fractional nabla operator.

Power-law spatial dispersion from fractional Liouville equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

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.

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations.

PubMed

Sánchez, R; Carreras, B A; van Milligen, B Ph

2005-01-01

The fluid limit of a recently introduced family of nonintegrable (nonlinear) continuous-time random walks is derived in terms of fractional differential equations. In this limit, it is shown that the formalism allows for the modeling of the interaction between multiple transport mechanisms with not only disparate spatial scales but also different temporal scales. For this reason, the resulting fluid equations may find application in the study of a large number of nonlinear multiscale transport problems, ranging from the study of self-organized criticality to the modeling of turbulent transport in fluids and plasmas.

Exact solutions of fractional mBBM equation and coupled system of fractional Boussinesq-Burgers

NASA Astrophysics Data System (ADS)

Javeed, Shumaila; Saif, Summaya; Waheed, Asif; Baleanu, Dumitru

2018-06-01

The new exact solutions of nonlinear fractional partial differential equations (FPDEs) are established by adopting first integral method (FIM). The Riemann-Liouville (R-L) derivative and the local conformable derivative definitions are used to deal with the fractional order derivatives. The proposed method is applied to get exact solutions for space-time fractional modified Benjamin-Bona-Mahony (mBBM) equation and coupled time-fractional Boussinesq-Burgers equation. The suggested technique is easily applicable and effectual which can be implemented successfully to obtain the solutions for different types of nonlinear FPDEs.

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

PubMed

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

2013-01-01

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

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

PubMed Central

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

2013-01-01

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

Analytic solution for the space-time fractional Klein-Gordon and coupled conformable Boussinesq equations

NASA Astrophysics Data System (ADS)

Shallal, Muhannad A.; Jabbar, Hawraz N.; Ali, Khalid K.

2018-03-01

In this paper, we constructed a travelling wave solution for space-time fractional nonlinear partial differential equations by using the modified extended Tanh method with Riccati equation. The method is used to obtain analytic solutions for the space-time fractional Klein-Gordon and coupled conformable space-time fractional Boussinesq equations. The fractional complex transforms and the properties of modified Riemann-Liouville derivative have been used to convert these equations into nonlinear ordinary differential equations.

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.

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

PubMed

Edelman, Mark

2015-07-01

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

An efficient technique for higher order fractional differential equation.

PubMed

Ali, Ayyaz; Iqbal, Muhammad Asad; Ul-Hassan, Qazi Mahmood; Ahmad, Jamshad; Mohyud-Din, Syed Tauseef

2016-01-01

In this study, we establish exact solutions of fractional Kawahara equation by using the idea of [Formula: see text]-expansion method. The results of different studies show that the method is very effective and can be used as an alternative for finding exact solutions of nonlinear evolution equations (NLEEs) in mathematical physics. The solitary wave solutions are expressed by the hyperbolic, trigonometric, exponential and rational functions. Graphical representations along with the numerical data reinforce the efficacy of the used procedure. The specified idea is very effective, expedient for fractional PDEs, and could be extended to other physical problems.

Ultrasound speckle reduction based on fractional order differentiation.

PubMed

Shao, Dangguo; Zhou, Ting; Liu, Fan; Yi, Sanli; Xiang, Yan; Ma, Lei; Xiong, Xin; He, Jianfeng

2017-07-01

Ultrasound images show a granular pattern of noise known as speckle that diminishes their quality and results in difficulties in diagnosis. To preserve edges and features, this paper proposes a fractional differentiation-based image operator to reduce speckle in ultrasound. An image de-noising model based on fractional partial differential equations with balance relation between k (gradient modulus threshold that controls the conduction) and v (the order of fractional differentiation) was constructed by the effective combination of fractional calculus theory and a partial differential equation, and the numerical algorithm of it was achieved using a fractional differential mask operator. The proposed algorithm has better speckle reduction and structure preservation than the three existing methods [P-M model, the speckle reducing anisotropic diffusion (SRAD) technique, and the detail preserving anisotropic diffusion (DPAD) technique]. And it is significantly faster than bilateral filtering (BF) in producing virtually the same experimental results. Ultrasound phantom testing and in vivo imaging show that the proposed method can improve the quality of an ultrasound image in terms of tissue SNR, CNR, and FOM values.

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. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Fractional-order difference equations for physical lattices and some applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

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.more » Continuum limits of these fractional-order difference equations are also suggested.« less

Analytical approach for the fractional differential equations by using the extended tanh method

NASA Astrophysics Data System (ADS)

Pandir, Yusuf; Yildirim, Ayse

2018-07-01

In this study, we consider analytical solutions of space-time fractional derivative foam drainage equation, the nonlinear Korteweg-de Vries equation with time and space-fractional derivatives and time-fractional reaction-diffusion equation by using the extended tanh method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, various exact analytical solutions consisting of trigonometric function solutions, kink-shaped soliton solutions and new exact solitary wave solutions are obtained.

Second-order numerical methods for multi-term fractional differential equations: Smooth and non-smooth solutions

NASA Astrophysics Data System (ADS)

Zeng, Fanhai; Zhang, Zhongqiang; Karniadakis, George Em

2017-12-01

Starting with the asymptotic expansion of the error equation of the shifted Gr\\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then apply one special case of the modified WSGL formula to solve multi-term fractional ordinary and partial differential equations, and we prove the linear stability and second-order convergence for both smooth and non-smooth solutions. We show theoretically and numerically that numerical solutions up to certain accuracy can be obtained with only a few correction terms. Moreover, the correction terms can be tuned according to the fractional derivative orders without explicitly knowing the analytical solutions. Numerical simulations verify the theoretical results and demonstrate that the new formula leads to better performance compared to other known numerical approximations with similar resolution.

Hipergeometric solutions to some nonhomogeneous equations of fractional order

NASA Astrophysics Data System (ADS)

Olivares, Jorge; Martin, Pablo; Maass, Fernando

2017-12-01

In this paper a study is performed to the solution of the linear non homogeneous fractional order alpha differential equation equal to I 0(x), where I 0(x) is the modified Bessel function of order zero, the initial condition is f(0)=0 and 0 < alpha < 1. Caputo definition for the fractional derivatives is considered. Fractional derivatives have become important in physical and chemical phenomena as visco-elasticity and visco-plasticity, anomalous diffusion and electric circuits. In particular in this work the values of alpha=1/2, 1/4 and 3/4. are explicitly considered . In these cases Laplace transform is applied, and later the inverse Laplace transform leads to the solutions of the differential equation, which become hypergeometric functions.

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

Some Properties of the Fractional Equation of Continuity and the Fractional Diffusion Equation

NASA Astrophysics Data System (ADS)

Fukunaga, Masataka

2006-05-01

The fractional equation of continuity (FEC) and the fractional diffusion equation (FDE) show peculiar behaviors that are in the opposite sense to those expected from the equation of continuity and the diffusion equation, respectively. The behaviors are interpreted in terms of the memory effect of the fractional time derivatives included in the equations. Some examples are given by solutions of the FDE.

Time-fractional Cahn-Allen and time-fractional Klein-Gordon equations: Lie symmetry analysis, explicit solutions and convergence analysis

NASA Astrophysics Data System (ADS)

Inc, Mustafa; Yusuf, Abdullahi; Isa Aliyu, Aliyu; Baleanu, Dumitru

2018-03-01

This research analyzes the symmetry analysis, explicit solutions and convergence analysis to the time fractional Cahn-Allen (CA) and time-fractional Klein-Gordon (KG) equations with Riemann-Liouville (RL) derivative. The time fractional CA and time fractional KG are reduced to respective nonlinear ordinary differential equation of fractional order. We solve the reduced fractional ODEs using an explicit power series method. The convergence analysis for the obtained explicit solutions are investigated. Some figures for the obtained explicit solutions are also presented.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Multidimensional fractional Schrödinger equation

NASA Astrophysics Data System (ADS)

Rodrigues, M. M.; Vieira, N.

2012-11-01

This work is intended to investigate the multi-dimensional space-time fractional Schrödinger equation of the form (CDt0+αu)(t,x) = iħ/2m(C∇βu)(t,x), with ħ the Planck's constant divided by 2π, m is the mass and u(t,x) is a wave function of the particle. Here (CDt0+α,C∇β are operators of the Caputo fractional derivatives, where α ∈]0,1] and β ∈]1,2]. The wave function is obtained using Laplace and Fourier transforms methods and a symbolic operational form of solutions in terms of the Mittag-Leffler functions is exhibited. It is presented an expression for the wave function and for the quantum mechanical probability density. Using Banach fixed point theorem, the existence and uniqueness of solutions is studied for this kind of fractional differential equations.

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.

Analyzing Lie symmetry and constructing conservation laws for time-fractional Benny-Lin equation

NASA Astrophysics Data System (ADS)

Rashidi, Saeede; Hejazi, S. Reza

This paper investigates the invariance properties of the time fractional Benny-Lin equation with Riemann-Liouville and Caputo derivatives. This equation can be reduced to the Kawahara equation, fifth-order Kdv equation, the Kuramoto-Sivashinsky equation and Navier-Stokes equation. By using the Lie group analysis method of fractional differential equations (FDEs), we derive Lie symmetries for the Benny-Lin equation. Conservation laws for this equation are obtained with the aid of the concept of nonlinear self-adjointness and the fractional generalization of the Noether’s operators. Furthermore, by means of the invariant subspace method, exact solutions of the equation are also constructed.

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.

Solution of the Bagley Torvik equation by fractional DTM

NASA Astrophysics Data System (ADS)

Arora, Geeta; Pratiksha

2017-07-01

In this paper, fractional differential transform method(DTM) is implemented on the Bagley Torvik equation. This equation models the viscoelastic behavior of geological strata, metals, glasses etc. It explains the motion of a rigid plate immersed in a Newtonian fluid. DTM is a simple, reliable and efficient method that gives a series solution. Caputo fractional derivative is considered throughout this work. Two examples are given to demonstrate the validity and applicability of the method and comparison is made with the existing results.

Existence and uniqueness theorems for impulsive fractional differential equations with the two-point and integral boundary conditions.

PubMed

Mardanov, M J; Mahmudov, N I; Sharifov, Y A

2014-01-01

We study a boundary value problem for the system of nonlinear impulsive fractional differential equations of order α (0 < α ≤ 1) involving the two-point and integral boundary conditions. Some new results on existence and uniqueness of a solution are established by using fixed point theorems. Some illustrative examples are also presented. We extend previous results even in the integer case α = 1.

General solution of the Bagley-Torvik equation with fractional-order derivative

NASA Astrophysics Data System (ADS)

Wang, Z. H.; Wang, X.

2010-05-01

This paper investigates the general solution of the Bagley-Torvik equation with 1/2-order derivative or 3/2-order derivative. This fractional-order differential equation is changed into a sequential fractional-order differential equation (SFDE) with constant coefficients. Then the general solution of the SFDE is expressed as the linear combination of fundamental solutions that are in terms of α-exponential functions, a kind of functions that play the same role of the classical exponential function. Because the number of fundamental solutions of the SFDE is greater than 2, the general solution of the SFDE depends on more than two free (independent) constants. This paper shows that the general solution of the Bagley-Torvik equation involves actually two free constants only, and it can be determined fully by the initial displacement and initial velocity.

Application of the enhanced homotopy perturbation method to solve the fractional-order Bagley-Torvik differential equation

NASA Astrophysics Data System (ADS)

Zolfaghari, M.; Ghaderi, R.; Sheikhol Eslami, A.; Ranjbar, A.; Hosseinnia, S. H.; Momani, S.; Sadati, J.

2009-10-01

The enhanced homotopy perturbation method (EHPM) is applied for finding improved approximate solutions of the well-known Bagley-Torvik equation for three different cases. The main characteristic of the EHPM is using a stabilized linear part, which guarantees the stability and convergence of the overall solution. The results are finally compared with the Adams-Bashforth-Moulton numerical method, the Adomian decomposition method (ADM) and the fractional differential transform method (FDTM) to verify the performance of the EHPM.

Khater method for nonlinear Sharma Tasso-Olever (STO) equation of fractional order

NASA Astrophysics Data System (ADS)

Bibi, Sadaf; Mohyud-Din, Syed Tauseef; Khan, Umar; Ahmed, Naveed

In this work, we have implemented a direct method, known as Khater method to establish exact solutions of nonlinear partial differential equations of fractional order. Number of solutions provided by this method is greater than other traditional methods. Exact solutions of nonlinear fractional order Sharma Tasso-Olever (STO) equation are expressed in terms of kink, travelling wave, periodic and solitary wave solutions. Modified Riemann-Liouville derivative and Fractional complex transform have been used for compatibility with fractional order sense. Solutions have been graphically simulated for understanding the physical aspects and importance of the method. A comparative discussion between our established results and the results obtained by existing ones is also presented. Our results clearly reveal that the proposed method is an effective, powerful and straightforward technique to work out new solutions of various types of differential equations of non-integer order in the fields of applied sciences and engineering.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

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

PubMed

Singh, Brajesh K; Srivastava, Vineet K

2015-04-01

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.

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

Fractional Diffusion Equations and Anomalous Diffusion

NASA Astrophysics Data System (ADS)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

Preface; 1. Mathematical preliminaries; 2. A survey of the fractional calculus; 3. From normal to anomalous diffusion; 4. Fractional diffusion equations: elementary applications; 5. Fractional diffusion equations: surface effects; 6. Fractional nonlinear diffusion equation; 7. Anomalous diffusion: anisotropic case; 8. Fractional Schrödinger equations; 9. Anomalous diffusion and impedance spectroscopy; 10. The Poisson–Nernst–Planck anomalous (PNPA) models; References; Index.

Fractional Number Operator and Associated Fractional Diffusion Equations

NASA Astrophysics Data System (ADS)

Rguigui, Hafedh

2018-03-01

In this paper, we study the fractional number operator as an analog of the finite-dimensional fractional Laplacian. An important relation with the Ornstein-Uhlenbeck process is given. Using a semigroup approach, the solution of the Cauchy problem associated to the fractional number operator is presented. By means of the Mittag-Leffler function and the Laplace transform, we give the solution of the Caputo time fractional diffusion equation and Riemann-Liouville time fractional diffusion equation in infinite dimensions associated to the fractional number operator.

Fractional analysis for nonlinear electrical transmission line and nonlinear Schroedinger equations with incomplete sub-equation

NASA Astrophysics Data System (ADS)

Fendzi-Donfack, Emmanuel; Nguenang, Jean Pierre; Nana, Laurent

2018-02-01

We use the fractional complex transform with the modified Riemann-Liouville derivative operator to establish the exact and generalized solutions of two fractional partial differential equations. We determine the solutions of fractional nonlinear electrical transmission lines (NETL) and the perturbed nonlinear Schroedinger (NLS) equation with the Kerr law nonlinearity term. The solutions are obtained for the parameters in the range (0<α≤1) of the derivative operator and we found the traditional solutions for the limiting case of α =1. We show that according to the modified Riemann-Liouville derivative, the solutions found can describe physical systems with memory effect, transient effects in electrical systems and nonlinear transmission lines, and other systems such as optical fiber.

PREFACE: Fractional Differentiation and its Applications (FDA08) Fractional Differentiation and its Applications (FDA08)

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Tenreiro Machado, J. A.

2009-10-01

The international workshop, Fractional Differentiation and its Applications (FDA08), held at Cankaya University, Ankara, Turkey on 5-7 November 2008, was the third in an ongoing series of conferences dedicated to exploring applications of fractional calculus in science, engineering, economics and finance. Fractional calculus, which deals with derivatives and integrals of any order, is now recognized as playing an important role in modeling multi-scale problems that span a wide range of time or length scales. Fractional calculus provides a natural link to the intermediate-order dynamics that often reflects the complexity of micro- and nanostructures through fractional-order differential equations. Unlike the more established techniques of mathematical physics, the methods of fractional differentiation are still under development; while it is true that the ideas of fractional calculus are as old as the classical integer-order differential operators, modern work is proceeding by both expanding the capabilities of this mathematical tool and by widening its range of applications. Hence, the interested reader will find papers here that focus on the underlying mathematics of fractional calculus, that extend fractional-order operators into new domains, and that apply well established methods to experimental and theoretical problems. The organizing committee invited presentations from experts representing the international community of scholars in fractional calculus and welcomed contributions from the growing number of researchers who are applying fractional differentiation to complex technical problems. The selection of papers in this topical issue of Physica Scripta reflects the success of the FDA08 workshop, with the emergence of a variety of novel areas of application. With these ideas in mind, the guest editors would like to honor the many distinguished scientists that have promoted the development of fractional calculus and, in particular, Professor George M

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.

Density-Dependent Conformable Space-time Fractional Diffusion-Reaction Equation and Its Exact Solutions

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Bekir, Ahmet; Guner, Ozkan

2018-01-01

In this article, a special type of fractional differential equations (FDEs) named the density-dependent conformable fractional diffusion-reaction (DDCFDR) equation is studied. Aforementioned equation has a significant role in the modelling of some phenomena arising in the applied science. The well-organized methods, including the \\exp (-φ (\\varepsilon )) -expansion and modified Kudryashov methods are exerted to generate the exact solutions of this equation such that some of the solutions are new and have been reported for the first time. Results illustrate that both methods have a great performance in handling the DDCFDR equation.

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.

Closed form solutions of two time fractional nonlinear wave equations

NASA Astrophysics Data System (ADS)

Akbar, M. Ali; Ali, Norhashidah Hj. Mohd.; Roy, Ripan

2018-06-01

In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G‧ / G) -expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics.

Solution of time fractional Black-Scholes European option pricing equation arising in financial market

NASA Astrophysics Data System (ADS)

Ravi Kanth, A. S. V.; Aruna, K.

2016-12-01

In this paper, we present fractional differential transform method (FDTM) and modified fractional differential transform method (MFDTM) for the solution of time fractional Black-Scholes European option pricing equation. The method finds the solution without any discretization, transformation, or restrictive assumptions with the use of appropriate initial or boundary conditions. The efficiency and exactitude of the proposed methods are tested by means of three examples.

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

NASA Astrophysics Data System (ADS)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

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.

Lie symmetry analysis, exact solutions and conservation laws for the time fractional Caudrey-Dodd-Gibbon-Sawada-Kotera equation

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa

2018-06-01

In this work, we investigate the Lie symmetry analysis, exact solutions and conservation laws (Cls) to the time fractional Caudrey-Dodd-Gibbon-Sawada-Kotera (CDGDK) equation with Riemann-Liouville (RL) derivative. The time fractional CDGDK is reduced to nonlinear ordinary differential equation (ODE) of fractional order. New exact traveling wave solutions for the time fractional CDGDK are obtained by fractional sub-equation method. In the reduced equation, the derivative is in Erdelyi-Kober (EK) sense. Ibragimov's nonlocal conservation method is applied to construct Cls for time fractional CDGDK.

Bright and singular soliton solutions of the conformable time-fractional Klein-Gordon equations with different nonlinearities

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Ansari, Reza

2018-07-01

Finding the exact solutions of nonlinear fractional differential equations has gained considerable attention, during the past two decades. In this paper, the conformable time-fractional Klein-Gordon equations with quadratic and cubic nonlinearities are studied. Several exact soliton solutions, including the bright (non-topological) and singular soliton solutions are formally extracted by making use of the ansatz method. Results demonstrate that the method can efficiently handle the time-fractional Klein-Gordon equations with different nonlinearities.

A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations

NASA Astrophysics Data System (ADS)

Lin, Zeng; Wang, Dongdong

2017-10-01

Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.

Nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 ismore » 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.« less

A modification of \\mathsf {WKB} method for fractional differential operators of Schrödinger's type

NASA Astrophysics Data System (ADS)

Sayevand, K.; Pichaghchi, K.

2017-09-01

In this paper, we were concerned with the description of the singularly perturbed differential equations within the scope of fractional calculus. However, we shall note that one of the main methods used to solve these problems is the so-called WKB method. We should mention that this was not achievable via the existing fractional derivative definitions, because they do not obey the chain rule. In order to accommodate the WKB to the scope of fractional derivative, we proposed a relatively new derivative called the local fractional derivative. By use of properties of local fractional derivative, we extend the WKB method in the scope of the fractional differential equation. By means of this extension, the WKB analysis based on the Borel resummation, for fractional differential operators of WKB type are investigated. The convergence and the Mittag-Leffler stability of the proposed approach is proven. The obtained results are in excellent agreement with the existing ones in open literature and it is shown that the present approach is very effective and accurate. Furthermore, we are mainly interested to construct the solution of fractional Schrödinger equation in the Mittag-Leffler form and how it leads naturally to this semi-classical approximation namely modified WKB.

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.

A unifying fractional wave equation for compressional and shear waves.

PubMed

Holm, Sverre; Sinkus, Ralph

2010-01-01

This study has been motivated by the observed difference in the range of the power-law attenuation exponent for compressional and shear waves. Usually compressional attenuation increases with frequency to a power between 1 and 2, while shear wave attenuation often is described with powers less than 1. Another motivation is the apparent lack of partial differential equations with desirable properties such as causality that describe such wave propagation. Starting with a constitutive equation which is a generalized Hooke's law with a loss term containing a fractional derivative, one can derive a causal fractional wave equation previously given by Caputo [Geophys J. R. Astron. Soc. 13, 529-539 (1967)] and Wismer [J. Acoust. Soc. Am. 120, 3493-3502 (2006)]. In the low omegatau (low-frequency) case, this equation has an attenuation with a power-law in the range from 1 to 2. This is consistent with, e.g., attenuation in tissue. In the often neglected high omegatau (high-frequency) case, it describes attenuation with a power-law between 0 and 1, consistent with what is observed in, e.g., dynamic elastography. Thus a unifying wave equation derived properly from constitutive equations can describe both cases.

Numerical analysis for distributed-order differential equations

NASA Astrophysics Data System (ADS)

Diethelm, Kai; Ford, Neville J.

2009-03-01

In this paper we present and analyse a numerical method for the solution of a distributed-order differential equation of the general form where m is a positive real number and where the derivative is taken to be a fractional derivative of Caputo type of order r. We give a convergence theory for our method and conclude with some numerical examples.

Lie symmetry analysis, explicit solutions and conservation laws for the space-time fractional nonlinear evolution equations

NASA Astrophysics Data System (ADS)

Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa; Baleanu, Dumitru

2018-04-01

This paper studies the symmetry analysis, explicit solutions, convergence analysis, and conservation laws (Cls) for two different space-time fractional nonlinear evolution equations with Riemann-Liouville (RL) derivative. The governing equations are reduced to nonlinear ordinary differential equation (ODE) of fractional order using their Lie point symmetries. In the reduced equations, the derivative is in Erdelyi-Kober (EK) sense, power series technique is applied to derive an explicit solutions for the reduced fractional ODEs. The convergence of the obtained power series solutions is also presented. Moreover, the new conservation theorem and the generalization of the Noether operators are developed to construct the nonlocal Cls for the equations . Some interesting figures for the obtained explicit solutions are presented.

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

Recently, a modified fractional diffusion equation has been proposed [I. Sokolov, J. Klafter, From diffusion to anomalous diffusion: a century after Einstein's brownian motion, Chaos 15 (2005) 026103; A.V. Chechkin, R. Gorenflo, I.M. Sokolov, V.Yu. Gonchar, Distributed order time fractional diffusion equation, Frac. Calc. Appl. Anal. 6 (3) (2003) 259279; I.M. Sokolov, A.V. Checkin, J. Klafter, Distributed-order fractional kinetics, Acta. Phys. Pol. B 35 (2004) 1323.] for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. In this letter we give the solution of the modified equation on an infinite domain. In contrast to the solution of the traditional fractional diffusion equation, the solution of the modified equation requires an infinite series of Fox functions instead of a single Fox function.

Time-domain comparisons of power law attenuation in causal and noncausal time-fractional wave equations

PubMed Central

Zhao, Xiaofeng; McGough, Robert J.

2016-01-01

The attenuation of ultrasound propagating in human tissue follows a power law with respect to frequency that is modeled by several different causal and noncausal fractional partial differential equations. To demonstrate some of the similarities and differences that are observed in three related time-fractional partial differential equations, time-domain Green's functions are calculated numerically for the power law wave equation, the Szabo wave equation, and for the Caputo wave equation. These Green's functions are evaluated for water with a power law exponent of y = 2, breast with a power law exponent of y = 1.5, and liver with a power law exponent of y = 1.139. Simulation results show that the noncausal features of the numerically calculated time-domain response are only evident very close to the source and that these causal and noncausal time-domain Green's functions converge to the same result away from the source. When noncausal time-domain Green's functions are convolved with a short pulse, no evidence of noncausal behavior remains in the time-domain, which suggests that these causal and noncausal time-fractional models are equally effective for these numerical calculations. PMID:27250193

Approximate solution of space and time fractional higher order phase field equation

NASA Astrophysics Data System (ADS)

Shamseldeen, S.

2018-03-01

This paper is concerned with a class of space and time fractional partial differential equation (STFDE) with Riesz derivative in space and Caputo in time. The proposed STFDE is considered as a generalization of a sixth-order partial phase field equation. We describe the application of the optimal homotopy analysis method (OHAM) to obtain an approximate solution for the suggested fractional initial value problem. An averaged-squared residual error function is defined and used to determine the optimal convergence control parameter. Two numerical examples are studied, considering periodic and non-periodic initial conditions, to justify the efficiency and the accuracy of the adopted iterative approach. The dependence of the solution on the order of the fractional derivative in space and time and model parameters is investigated.

Extremely low order time-fractional differential equation and application in combustion process

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Xu, Yufeng

2018-11-01

Fractional blow-up model, especially which is of very low order of fractional derivative, plays a significant role in combustion process. The order of time-fractional derivative in diffusion model essentially distinguishes the super-diffusion and sub-diffusion processes when it is relatively high or low accordingly. In this paper, the blow-up phenomenon and condition of its appearance are theoretically proved. The blow-up moment is estimated by using differential inequalities. To numerically study the behavior around blow-up point, a mixed numerical method based on adaptive finite difference on temporal direction and highly effective discontinuous Galerkin method on spatial direction is proposed. The time of blow-up is calculated accurately. In simulation, we analyze the dynamics of fractional blow-up model under different orders of fractional derivative. It is found that the lower the order, the earlier the blow-up comes, by fixing the other parameters in the model. Our results confirm the physical truth that a combustor for explosion cannot be too small.

Nonlinear acoustic wave equations with fractional loss operators.

PubMed

Prieur, Fabrice; Holm, Sverre

2011-09-01

Fractional derivatives are well suited to describe wave propagation in complex media. When introduced in classical wave equations, they allow a modeling of attenuation and dispersion that better describes sound propagation in biological tissues. Traditional constitutive equations from solid mechanics and heat conduction are modified using fractional derivatives. They are used to derive a nonlinear wave equation which describes attenuation and dispersion laws that match observations. This wave equation is a generalization of the Westervelt equation, and also leads to a fractional version of the Khokhlov-Zabolotskaya-Kuznetsov and Burgers' equations. © 2011 Acoustical Society of America

Periodicity computation of generalized mathematical biology problems involving delay differential equations.

PubMed

Jasim Mohammed, M; Ibrahim, Rabha W; Ahmad, M Z

2017-03-01

In this paper, we consider a low initial population model. Our aim is to study the periodicity computation of this model by using neutral differential equations, which are recognized in various studies including biology. We generalize the neutral Rayleigh equation for the third-order by exploiting the model of fractional calculus, in particular the Riemann-Liouville differential operator. We establish the existence and uniqueness of a periodic computational outcome. The technique depends on the continuation theorem of the coincidence degree theory. Besides, an example is presented to demonstrate the finding.

Varieties of operator manipulation. [for solving differential equations and calculating finite differences

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

A change in MACSYMA syntax is proposed to accommodate the operator manipulators necessary to implement direct and indirect methods for the solution of differential equations, calculus of finite differences, and the fractional calculus, as well as their modern counterparts. To illustrate the benefits and convenience of this syntax extension, an example is given to show how MACSYMA's pattern-matching capability can be used to implement a particular set of operator identities which can then be used to obtain exact solutions to nonlinear differential equations.

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.

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.

Solution of fractional kinetic equation by a class of integral transform of pathway type

NASA Astrophysics Data System (ADS)

Kumar, Dilip

2013-04-01

Solutions of fractional kinetic equations are obtained through an integral transform named Pα-transform introduced in this paper. The Pα-transform is a binomial type transform containing many class of transforms including the well known Laplace transform. The paper is motivated by the idea of pathway model introduced by Mathai [Linear Algebra Appl. 396, 317-328 (2005), 10.1016/j.laa.2004.09.022]. The composition of the transform with differential and integral operators are proved along with convolution theorem. As an illustration of applications to the general theory of differential equations, a simple differential equation is solved by the new transform. Being a new transform, the Pα-transform of some elementary functions as well as some generalized special functions such as H-function, G-function, Wright generalized hypergeometric function, generalized hypergeometric function, and Mittag-Leffler function are also obtained. The results for the classical Laplace transform is retrieved by letting α → 1.

Fractional Poisson Fields and Martingales

NASA Astrophysics Data System (ADS)

Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely

2018-02-01

We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

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

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. Copyright © 2015 Elsevier Ltd. All rights reserved.

On the comparison of perturbation-iteration algorithm and residual power series method to solve fractional Zakharov-Kuznetsov equation

NASA Astrophysics Data System (ADS)

Şenol, Mehmet; Alquran, Marwan; Kasmaei, Hamed Daei

2018-06-01

In this paper, we present analytic-approximate solution of time-fractional Zakharov-Kuznetsov equation. This model demonstrates the behavior of weakly nonlinear ion acoustic waves in a plasma bearing cold ions and hot isothermal electrons in the presence of a uniform magnetic field. Basic definitions of fractional derivatives are described in the Caputo sense. Perturbation-iteration algorithm (PIA) and residual power series method (RPSM) are applied to solve this equation with success. The convergence analysis is also presented for both methods. Numerical results are given and then they are compared with the exact solutions. Comparison of the results reveal that both methods are competitive, powerful, reliable, simple to use and ready to apply to wide range of fractional partial differential equations.

Fractional Klein-Gordon equation composed of Jumarie fractional derivative and its interpretation by a smoothness parameter

NASA Astrophysics Data System (ADS)

Ghosh, Uttam; Banerjee, Joydip; Sarkar, Susmita; Das, Shantanu

2018-06-01

Klein-Gordon equation is one of the basic steps towards relativistic quantum mechanics. In this paper, we have formulated fractional Klein-Gordon equation via Jumarie fractional derivative and found two types of solutions. Zero-mass solution satisfies photon criteria and non-zero mass satisfies general theory of relativity. Further, we have developed rest mass condition which leads us to the concept of hidden wave. Classical Klein-Gordon equation fails to explain a chargeless system as well as a single-particle system. Using the fractional Klein-Gordon equation, we can overcome the problem. The fractional Klein-Gordon equation also leads to the smoothness parameter which is the measurement of the bumpiness of space. Here, by using this smoothness parameter, we have defined and interpreted the various cases.

Fractional dynamics pharmacokinetics–pharmacodynamic models

PubMed Central

2010-01-01

While an increasing number of fractional order integrals and differential equations applications have been reported in the physics, signal processing, engineering and bioengineering literatures, little attention has been paid to this class of models in the pharmacokinetics–pharmacodynamic (PKPD) literature. One of the reasons is computational: while the analytical solution of fractional differential equations is available in special cases, it this turns out that even the simplest PKPD models that can be constructed using fractional calculus do not allow an analytical solution. In this paper, we first introduce new families of PKPD models incorporating fractional order integrals and differential equations, and, second, exemplify and investigate their qualitative behavior. The families represent extensions of frequently used PK link and PD direct and indirect action models, using the tools of fractional calculus. In addition the PD models can be a function of a variable, the active drug, which can smoothly transition from concentration to exposure, to hyper-exposure, according to a fractional integral transformation. To investigate the behavior of the models we propose, we implement numerical algorithms for fractional integration and for the numerical solution of a system of fractional differential equations. For simplicity, in our investigation we concentrate on the pharmacodynamic side of the models, assuming standard (integer order) pharmacokinetics. PMID:20455076

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

Dichotomies for generalized ordinary differential equations and applications

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Legendre-tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1986-01-01

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

Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

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

Stochastic differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sobczyk, K.

1990-01-01

This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshoremore » structures.« less

On the solutions of fractional order of evolution equations

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Taneco-Hernández, M. A.; Gómez-Aguilar, J. F.

2017-01-01

In this paper we present a discussion of generalized Cauchy problems in a diffusion wave process, we consider bi-fractional-order evolution equations in the Riemann-Liouville, Liouville-Caputo, and Caputo-Fabrizio sense. Through Fourier transforms and Laplace transform we derive closed-form solutions to the Cauchy problems mentioned above. Similarly, we establish fundamental solutions. Finally, we give an application of the above results to the determination of decompositions of Dirac type for bi-fractional-order equations and write a formula for the moments for the fractional vibration of a beam equation. This type of decomposition allows us to speak of internal degrees of freedom in the vibration of a beam equation.

Analytical solutions of the space-time fractional Telegraph and advection-diffusion equations

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Schlickeiser, Reinhard; Elhanbaly, A.

2018-02-01

The aim of this paper is to develop a fractional derivative model of energetic particle transport for both uniform and non-uniform large-scale magnetic field by studying the fractional Telegraph equation and the fractional advection-diffusion equation. Analytical solutions of the space-time fractional Telegraph equation and space-time fractional advection-diffusion equation are obtained by use of the Caputo fractional derivative and the Laplace-Fourier technique. The solutions are given in terms of Fox's H function. As an illustration they are applied to the case of solar energetic particles.

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

Analytical study of fractional equations describing anomalous diffusion of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, A. M.; Fichtner, H.; Schlickeiser, R.; Elhanbaly, A.

2017-06-01

To present the main influence of anomalous diffusion on the energetic particle propagation, the fractional derivative model of transport is developed by deriving the fractional modified Telegraph and Rayleigh equations. Analytical solutions of the fractional modified Telegraph and the fractional Rayleigh equations, which are defined in terms of Caputo fractional derivatives, are obtained by using the Laplace transform and the Mittag-Leffler function method. The solutions of these fractional equations are given in terms of special functions like Fox’s H, Mittag-Leffler, Hermite and Hyper-geometric functions. The predicted travelling pulse solutions are discussed in each case for different values of fractional order.

A new analysis of the Fornberg-Whitham equation pertaining to a fractional derivative with Mittag-Leffler-type kernel

NASA Astrophysics Data System (ADS)

Kumar, Devendra; Singh, Jagdev; Baleanu, Dumitru

2018-02-01

The mathematical model of breaking of non-linear dispersive water waves with memory effect is very important in mathematical physics. In the present article, we examine a novel fractional extension of the non-linear Fornberg-Whitham equation occurring in wave breaking. We consider the most recent theory of differentiation involving the non-singular kernel based on the extended Mittag-Leffler-type function to modify the Fornberg-Whitham equation. We examine the existence of the solution of the non-linear Fornberg-Whitham equation of fractional order. Further, we show the uniqueness of the solution. We obtain the numerical solution of the new arbitrary order model of the non-linear Fornberg-Whitham equation with the aid of the Laplace decomposition technique. The numerical outcomes are displayed in the form of graphs and tables. The results indicate that the Laplace decomposition algorithm is a very user-friendly and reliable scheme for handling such type of non-linear problems of fractional order.

Correcting the initialization of models with fractional derivatives via history-dependent conditions

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann-Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.

On implicit abstract neutral nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie

2016-04-15

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

A Fractional Differential Kinetic Equation and Applications to Modelling Bursts in Turbulent Nonlinear Space Plasmas

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Rosenberg, S.; Sanchez, R.; Chapman, S. C.; Credgington, D.

2008-12-01

Since the 1960s Mandelbrot has advocated the use of fractals for the description of the non-Euclidean geometry of many aspects of nature. In particular he proposed two kinds of model to capture persistence in time (his Joseph effect, common in hydrology and with fractional Brownian motion as the prototype) and/or prone to heavy tailed jumps (the Noah effect, typical of economic indices, for which he proposed Lévy flights as an exemplar). Both effects are now well demonstrated in space plasmas, notably in the turbulent solar wind. Models have, however, typically emphasised one of the Noah and Joseph parameters (the Lévy exponent μ and the temporal exponent β) at the other's expense. I will describe recent work in which we studied a simple self-affine stable model-linear fractional stable motion, LFSM, which unifies both effects and present a recently-derived diffusion equation for LFSM. This replaces the second order spatial derivative in the equation of fBm with a fractional derivative of order μ, but retains a diffusion coefficient with a power law time dependence rather than a fractional derivative in time. I will also show work in progress using an LFSM model and simple analytic scaling arguments to study the problem of the area between an LFSM curve and a threshold. This problem relates to the burst size measure introduced by Takalo and Consolini into solar-terrestrial physics and further studied by Freeman et al [PRE, 2000] on solar wind Poynting flux near L1. We test how expressions derived by other authors generalise to the non-Gaussian, constant threshold problem. Ongoing work on extension of these LFSM results to multifractals will also be discussed.

Analysis of the cable equation with non-local and non-singular kernel fractional derivative

NASA Astrophysics Data System (ADS)

Karaagac, Berat

2018-02-01

Recently a new concept of differentiation was introduced in the literature where the kernel was converted from non-local singular to non-local and non-singular. One of the great advantages of this new kernel is its ability to portray fading memory and also well defined memory of the system under investigation. In this paper the cable equation which is used to develop mathematical models of signal decay in submarine or underwater telegraphic cables will be analysed using the Atangana-Baleanu fractional derivative due to the ability of the new fractional derivative to describe non-local fading memory. The existence and uniqueness of the more generalized model is presented in detail via the fixed point theorem. A new numerical scheme is used to solve the new equation. In addition, stability, convergence and numerical simulations are presented.

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

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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

Ordinary differential equations.

PubMed

Lebl, Jiří

2013-01-01

In this chapter we provide an overview of the basic theory of ordinary differential equations (ODE). We give the basics of analytical methods for their solutions and also review numerical methods. The chapter should serve as a primer for the basic application of ODEs and systems of ODEs in practice. As an example, we work out the equations arising in Michaelis-Menten kinetics and give a short introduction to using Matlab for their numerical solution.

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.

Fractional diffusion on bounded domains

DOE PAGES

Defterli, Ozlem; D'Elia, Marta; Du, Qiang; ...

2015-03-13

We found that the mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. In this paper we discuss the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

Transient aging in fractional Brownian and Langevin-equation motion.

PubMed

Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf

2013-12-01

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

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...

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.

A structure-preserving method for a class of nonlinear dissipative wave equations with Riesz space-fractional derivatives

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2017-12-01

In this manuscript, we consider an initial-boundary-value problem governed by a (1 + 1)-dimensional hyperbolic partial differential equation with constant damping that generalizes many nonlinear wave equations from mathematical physics. The model considers the presence of a spatial Laplacian of fractional order which is defined in terms of Riesz fractional derivatives, as well as the inclusion of a generic continuously differentiable potential. It is known that the undamped regime has an associated positive energy functional, and we show here that it is preserved throughout time under suitable boundary conditions. To approximate the solutions of this model, we propose a finite-difference discretization based on fractional centered differences. Some discrete quantities are proposed in this work to estimate the energy functional, and we show that the numerical method is capable of conserving the discrete energy under the same boundary conditions for which the continuous model is conservative. Moreover, we establish suitable computational constraints under which the discrete energy of the system is positive. The method is consistent of second order, and is both stable and convergent. The numerical simulations shown here illustrate the most important features of our numerical methodology.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Xiao; Science and Technology on Electronic Information Control Laboratory, 610036, Chengdu, Sichuan; Wei, Chaozhen

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 thatmore » 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.« less

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.

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.

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

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

Fractional vector calculus and fluid mechanics

NASA Astrophysics Data System (ADS)

Lazopoulos, Konstantinos A.; Lazopoulos, Anastasios K.

2017-04-01

Basic fluid mechanics equations are studied and revised under the prism of fractional continuum mechanics (FCM), a very promising research field that satisfies both experimental and theoretical demands. The geometry of the fractional differential has been clarified corrected and the geometry of the fractional tangent spaces of a manifold has been studied in Lazopoulos and Lazopoulos (Lazopoulos KA, Lazopoulos AK. Progr. Fract. Differ. Appl. 2016, 2, 85-104), providing the bases of the missing fractional differential geometry. Therefore, a lot can be contributed to fractional hydrodynamics: the basic fractional fluid equations (Navier Stokes, Euler and Bernoulli) are derived and fractional Darcy's flow in porous media is studied.

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

Systematic derivation of reaction-diffusion equations with distributed delays and relations to fractional reaction-diffusion equations and hyperbolic transport equations: application to the theory of Neolithic transition.

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.

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…

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.

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.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

Probing Schrodinger equation with a continued fraction potential

NASA Astrophysics Data System (ADS)

Ahmed, Nasr; Alamri, Sultan Z.; Rassem, M.

2018-06-01

We suggest a new perturbed form of the quantum potential and investigate the possible solutions of Schrodinger equation. The new form can be written as a finite or infinite continued fraction. a comparison has been given between the continued fractional potential and the non-perturbed potential. We suggest the validity of this continued fractional quantum form in some quantum systems. As the order of the continued fraction increases the difference between the perturbed and the ordinary potentials decreases. The physically acceptable solutions critically depend on the values of the continued fraction coefficients αi .

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.

Fractional differential equations based modeling of microbial survival and growth curves: model development and experimental validation.

PubMed

Kaur, A; Takhar, P S; Smith, D M; Mann, J E; Brashears, M M

2008-10-01

A fractional differential equations (FDEs)-based theory involving 1- and 2-term equations was developed to predict the nonlinear survival and growth curves of foodborne pathogens. It is interesting to note that the solution of 1-term FDE leads to the Weibull model. Nonlinear regression (Gauss-Newton method) was performed to calculate the parameters of the 1-term and 2-term FDEs. The experimental inactivation data of Salmonella cocktail in ground turkey breast, ground turkey thigh, and pork shoulder; and cocktail of Salmonella, E. coli, and Listeria monocytogenes in ground beef exposed at isothermal cooking conditions of 50 to 66 degrees C were used for validation. To evaluate the performance of 2-term FDE in predicting the growth curves-growth of Salmonella typhimurium, Salmonella Enteritidis, and background flora in ground pork and boneless pork chops; and E. coli O157:H7 in ground beef in the temperature range of 22.2 to 4.4 degrees C were chosen. A program was written in Matlab to predict the model parameters and survival and growth curves. Two-term FDE was more successful in describing the complex shapes of microbial survival and growth curves as compared to the linear and Weibull models. Predicted curves of 2-term FDE had higher magnitudes of R(2) (0.89 to 0.99) and lower magnitudes of root mean square error (0.0182 to 0.5461) for all experimental cases in comparison to the linear and Weibull models. This model was capable of predicting the tails in survival curves, which was not possible using Weibull and linear models. The developed model can be used for other foodborne pathogens in a variety of food products to study the destruction and growth behavior.

The first boundary-value problem for a fractional diffusion-wave equation in a non-cylindrical domain

NASA Astrophysics Data System (ADS)

Pskhu, A. V.

2017-12-01

We solve the first boundary-value problem in a non-cylindrical domain for a diffusion-wave equation with the Dzhrbashyan- Nersesyan operator of fractional differentiation with respect to the time variable. We prove an existence and uniqueness theorem for this problem, and construct a representation of the solution. We show that a sufficient condition for unique solubility is the condition of Hölder smoothness for the lateral boundary of the domain. The corresponding results for equations with Riemann- Liouville and Caputo derivatives are particular cases of results obtained here.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

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

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.

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

Anomalous diffusion associated with nonlinear fractional derivative fokker-planck-like equation: exact time-dependent solutions

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinityequation), thus exhibiting nonuniform convergence.

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

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

1968-01-01

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

Modular Expression Language for Ordinary Differential Equation Editing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Blake, Robert C.

MELODEEis a system for describing systems of initial value problem ordinary differential equations, and a compiler for the language that produces optimized code to integrate the differential equations. Features include rational polynomial approximation for expensive functions and automatic differentiation for symbolic jacobians

Laplace and the era of differential equations

NASA Astrophysics Data System (ADS)

Weinberger, Peter

2012-11-01

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

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.

Investigation of the Dirac Equation by Using the Conformable Fractional Derivative

NASA Astrophysics Data System (ADS)

Mozaffari, F. S.; Hassanabadi, H.; Sobhani, H.; Chung, W. S.

2018-05-01

In this paper,the Dirac equation is constructed using the conformable fractional derivative so that in its limit for the fractional parameter, the normal version is recovered. Then, the Cornell potential is considered as the interaction of the system. In this case, the wave function and the energy eigenvalue equation are derived with the aim of the bi-confluent Heun functions. use of the conformable fractional derivative is proven to lead to a branching treatment for the energy of the system. Such a treatment is obvious for small values of the fractional parameter, and a united value as the fractional parameter approaches unity.

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).

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…

Variable-mesh method of solving differential equations

NASA Technical Reports Server (NTRS)

Van Wyk, R.

1969-01-01

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

Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

PubMed

Jeon, Jae-Hyung; Metzler, Ralf

2010-02-01

Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

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.

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

Grima, Ramon

2011-11-01

The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

Exact solutions for STO and (3+1)-dimensional KdV-ZK equations using (G‧/G2) -expansion method

NASA Astrophysics Data System (ADS)

Bibi, Sadaf; Mohyud-Din, Syed Tauseef; Ullah, Rahmat; Ahmed, Naveed; Khan, Umar

This article deals with finding some exact solutions of nonlinear fractional differential equations (NLFDEs) by applying a relatively new method known as (G‧/G2) -expansion method. Solutions of space-time fractional Sharma-Tasso-Olever (STO) equation of fractional order and (3+1)-dimensional KdV-Zakharov Kuznetsov (KdV-ZK) equation of fractional order are reckoned to demonstrate the validity of this method. The fractional derivative version of modified Riemann-Liouville, linked with Fractional complex transform is employed to transform fractional differential equations into the corresponding ordinary differential equations.

Numerical treatment for solving two-dimensional space-fractional advection-dispersion equation using meshless method

NASA Astrophysics Data System (ADS)

Cheng, Rongjun; Sun, Fengxin; Wei, Qi; Wang, Jufeng

2018-02-01

Space-fractional advection-dispersion equation (SFADE) can describe particle transport in a variety of fields more accurately than the classical models of integer-order derivative. Because of nonlocal property of integro-differential operator of space-fractional derivative, it is very challenging to deal with fractional model, and few have been reported in the literature. In this paper, a numerical analysis of the two-dimensional SFADE is carried out by the element-free Galerkin (EFG) method. The trial functions for the SFADE are constructed by the moving least-square (MLS) approximation. By the Galerkin weak form, the energy functional is formulated. Employing the energy functional minimization procedure, the final algebraic equations system is obtained. The Riemann-Liouville operator is discretized by the Grünwald formula. With center difference method, EFG method and Grünwald formula, the fully discrete approximation schemes for SFADE are established. Comparing with exact results and available results by other well-known methods, the computed approximate solutions are presented in the format of tables and graphs. The presented results demonstrate the validity, efficiency and accuracy of the proposed techniques. Furthermore, the error is computed and the proposed method has reasonable convergence rates in spatial and temporal discretizations.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.

PubMed

Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q

2013-03-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

PubMed Central

Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

2013-01-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

The Vertical Linear Fractional Initialization Problem

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

This paper presents a solution to the initialization problem for a system of linear fractional-order differential equations. The scalar problem is considered first, and solutions are obtained both generally and for a specific initialization. Next the vector fractional order differential equation is considered. In this case, the solution is obtained in the form of matrix F-functions. Some control implications of the vector case are discussed. The suggested method of problem solution is shown via an example.

The differential equation of an arbitrary reflecting surface

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

Generalized fractional diffusion equations for subdiffusion in arbitrarily growing domains

NASA Astrophysics Data System (ADS)

Angstmann, C. N.; Henry, B. I.; McGann, A. V.

2017-10-01

The ubiquity of subdiffusive transport in physical and biological systems has led to intensive efforts to provide robust theoretical models for this phenomena. These models often involve fractional derivatives. The important physical extension of this work to processes occurring in growing materials has proven highly nontrivial. Here we derive evolution equations for modeling subdiffusive transport in a growing medium. The derivation is based on a continuous-time random walk. The concise formulation of these evolution equations requires the introduction of a new, comoving, fractional derivative. The implementation of the evolution equation is illustrated with a simple model of subdiffusing proteins in a growing membrane.

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

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

Garifullin, R. N.; Yamilov, R. I.; Levi, D.

2016-09-01

We discuss aspects of the theory of non-invertible transformations of differential-difference equations and, in particular, the notion of Miura type transformation. We introduce the concept of non-Miura type linearizable transformation and we present techniques that allow one to construct simple linearizable transformations and might help one to solve classification problems. This theory is illustrated by the example of a new integrable differential-difference equation depending on five lattice points, interesting from the viewpoint of the non-invertible transformation, which relate it to an Itoh-Narita-Bogoyavlensky equation.

Exact soliton of (2 + 1)-dimensional fractional Schrödinger equation

NASA Astrophysics Data System (ADS)

Rizvi, S. T. R.; Ali, K.; Bashir, S.; Younis, M.; Ashraf, R.; Ahmad, M. O.

2017-07-01

The nonlinear fractional Schrödinger equation is the basic equation of fractional quantum mechanics introduced by Nick Laskin in 2002. We apply three tools to solve this mathematical-physical model. First, we find the solitary wave solutions including the trigonometric traveling wave solutions, bell and kink shape solitons using the F-expansion and Improve F-expansion method. We also obtain the soliton solution, singular soliton solutions, rational function solution and elliptic integral function solutions, with the help of the extended trial equation method.

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.

Lie Symmetry Analysis and Explicit Solutions of the Time Fractional Fifth-Order KdV Equation

PubMed Central

Wang, Gang wei; Xu, Tian zhou; Feng, Tao

2014-01-01

In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last, by virtue of the sub-equation method, some exact solutions to the fractional fifth-order KdV equation are provided. PMID:24523885

A new approach to Catalan numbers using differential equations

NASA Astrophysics Data System (ADS)

Kim, D. S.; Kim, T.

2017-10-01

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

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.

An explicit dissipation-preserving method for Riesz space-fractional nonlinear wave equations in multiple dimensions

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2018-06-01

In this work, we investigate numerically a model governed by a multidimensional nonlinear wave equation with damping and fractional diffusion. The governing partial differential equation considers the presence of Riesz space-fractional derivatives of orders in (1, 2], and homogeneous Dirichlet boundary data are imposed on a closed and bounded spatial domain. The model under investigation possesses an energy function which is preserved in the undamped regime. In the damped case, we establish the property of energy dissipation of the model using arguments from functional analysis. Motivated by these results, we propose an explicit finite-difference discretization of our fractional model based on the use of fractional centered differences. Associated to our discrete model, we also propose discretizations of the energy quantities. We establish that the discrete energy is conserved in the undamped regime, and that it dissipates in the damped scenario. Among the most important numerical features of our scheme, we show that the method has a consistency of second order, that it is stable and that it has a quadratic order of convergence. Some one- and two-dimensional simulations are shown in this work to illustrate the fact that the technique is capable of preserving the discrete energy in the undamped regime. For the sake of convenience, we provide a Matlab implementation of our method for the one-dimensional scenario.

Fractional Bateman—Feshbach Tikochinsky Oscillator

NASA Astrophysics Data System (ADS)

Dumitru, Baleanu; Jihad, H. Asad; Ivo, Petras

2014-02-01

In the last few years the numerical methods for solving the fractional differential equations started to be applied intensively to real world phenomena. Having these things in mind in this manuscript we focus on the fractional Lagrangian and Hamiltonian of the complex Bateman—Feshbach Tikochinsky oscillator. The numerical analysis of the corresponding fractional Euler-Lagrange equations is given within the Grünwald—Letnikov approach, which is power series expansion of the generating function.

Differential Equation Models for Sharp Threshold Dynamics

DTIC Science & Technology

2012-08-01

dynamics, and the Lanchester model of armed conflict, where the loss of a key capability drastically changes dynamics. We derive and demonstrate a step...dynamics using differential equations. 15. SUBJECT TERMS Differential Equations, Markov Population Process, S-I-R Epidemic, Lanchester Model 16...infection, where a detection event drastically changes dynamics, and the Lanchester model of armed conflict, where the loss of a key capability

Quasi-Newton methods for parameter estimation in functional differential equations

NASA Technical Reports Server (NTRS)

Brewer, Dennis W.

1988-01-01

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

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.

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…

Liouvillian propagators, Riccati equation and differential Galois theory

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo; Suazo, Erwin

2013-11-01

In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented.

Numerical study of fractional nonlinear Schrödinger equations.

PubMed

Klein, Christian; Sparber, Christof; Markowich, Peter

2014-12-08

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.

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

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

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.

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

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. Published by Elsevier Inc.

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.

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.

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…

Differential equations for loop integrals in Baikov representation

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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…

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…

A novel approach for solitary wave solutions of the generalized fractional Zakharov-Kuznetsov equation

NASA Astrophysics Data System (ADS)

Batool, Fiza; Akram, Ghazala

2018-01-01

In this article the solitary wave solutions of generalized fractional Zakharov-Kuznetsov (GZK) equation which appear in the electrical transmission line model are investigated. The (G'/G)-expansion method is used to obtain the solitary solutions of fractional GZK equation via local fractional derivative. Three classes of solutions, hyperbolic, trigonometric and rational wave solutions of the associated equation are characterized with some free parameters. The obtained solutions reveal that the proposed technique is effective and powerful.

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

Benson, David A.; Meerschaert, Mark M.; Revielle, Jordan

2013-01-01

Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. PMID:23524449

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.

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.

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

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.

Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

PubMed

Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

2017-04-07

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

Solving constant-coefficient differential equations with dielectric metamaterials

NASA Astrophysics Data System (ADS)

Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

2016-07-01

Recently, the concept of metamaterial analog computing has been proposed (Silva et al 2014 Science 343 160-3). Some mathematical operations such as spatial differentiation, integration, and convolution, have been performed by using designed metamaterial blocks. Motivated by this work, we propose a practical approach based on dielectric metamaterial to solve differential equations. The ordinary differential equation can be solved accurately by the correctly designed metamaterial system. The numerical simulations using well-established numerical routines have been performed to successfully verify all theoretical analyses.

All-optical computation system for solving differential equations based on optical intensity differentiator.

PubMed

Tan, Sisi; Wu, Zhao; Lei, Lei; Hu, Shoujin; Dong, Jianji; Zhang, Xinliang

2013-03-25

We propose and experimentally demonstrate an all-optical differentiator-based computation system used for solving constant-coefficient first-order linear ordinary differential equations. It consists of an all-optical intensity differentiator and a wavelength converter, both based on a semiconductor optical amplifier (SOA) and an optical filter (OF). The equation is solved for various values of the constant-coefficient and two considered input waveforms, namely, super-Gaussian and Gaussian signals. An excellent agreement between the numerical simulation and the experimental results is obtained.

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

ERIC Educational Resources Information Center

Winkel, Brian

2015-01-01

We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…

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...

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

Maximal regularity in lp spaces for discrete time fractional shifted equations

NASA Astrophysics Data System (ADS)

Lizama, Carlos; Murillo-Arcila, Marina

2017-09-01

In this paper, we are presenting a new method based on operator-valued Fourier multipliers to characterize the existence and uniqueness of ℓp-solutions for discrete time fractional models in the form where A is a closed linear operator defined on a Banach space X and Δα denotes the Grünwald-Letnikov fractional derivative of order α > 0. If X is a UMD space, we provide this characterization only in terms of the R-boundedness of the operator-valued symbol associated to the abstract model. To illustrate our results, we derive new qualitative properties of nonlinear difference equations with shiftings, including fractional versions of the logistic and Nagumo equations.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

PubMed

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

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.

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Nallasamy, Kumaresan; Ratnavelu, Kuru; Kamali, M. Z. M.

2017-11-01

In this paper, a numerical solution of fuzzy quadratic Riccati differential equation is estimated using a proposed new approach that provides mixture of polynomials where iteratively the right mixture will be generated. This mixture provide a generalized formalism of traditional Neural Networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). This 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 Polynomial Mixture Method (PMM) shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over Mabood et al, RK-4, Multi-Agent NN and Neuro Method (NM).

Partial Fractions via Calculus

ERIC Educational Resources Information Center

Bauldry, William C.

2018-01-01

The standard technique taught in calculus courses for partial fraction expansions uses undetermined coefficients to generate a system of linear equations; we present a derivative-based technique that calculus and differential equations instructors can use to reinforce connections to calculus. Simple algebra shows that we can use the derivative to…

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.

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan

2015-10-01

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

A neuro approach to solve fuzzy Riccati differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com; Telekom Malaysia, R&D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor; Kumaresan, N., E-mail: drnk2008@gmail.com

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.

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…

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

PubMed Central

Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

2015-01-01

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Ground states for fractional Schrödinger equations with critical growth

NASA Astrophysics Data System (ADS)

Li, Quanqing; Teng, Kaimin; Wu, Xian

2018-03-01

In this paper, we study the following critical fractional Schrödinger equation: (-Δ) su +V (x ) u =|u |2s*-2u +λ f (x ,u ) , x ∈RN, where λ > 0, 0 < s < 1, N > 2s, 2s*=2/N N -2 s , (-Δ)s denotes the fractional Laplacian of order s, and f is a continuous superlinear but subcritical function. When V and f are asymptotically periodic in x, we prove that the equation has a ground state solution for large λ by the Nehari method.

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.

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

A perturbative solution to metadynamics ordinary differential equation

NASA Astrophysics Data System (ADS)

Tiwary, Pratyush; Dama, James F.; Parrinello, Michele

2015-12-01

Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

A perturbative solution to metadynamics ordinary differential equation.

PubMed

Tiwary, Pratyush; Dama, James F; Parrinello, Michele

2015-12-21

Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

Analytical solutions for the motion of a charged particle in electric and magnetic fields via non-singular fractional derivatives

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Gómez-Aguilar, J. F.; Taneco-Hernandez, M. A.

2017-12-01

In this work we propose fractional differential equations for the motion of a charged particle in electric, magnetic and electromagnetic fields. Exact solutions are obtained for the fractional differential equations by employing the Laplace transform method. The temporal fractional differential equations are considered in the Caputo-Fabrizio-Caputo and Atangana-Baleanu-Caputo sense. Application examples consider constant, ramp and harmonic fields. In addition, we present numerical results for different values of the fractional order. In all cases, when α = 1, we recover the standard electrodynamics.

Estimation of Supercapacitor Energy Storage Based on Fractional Differential Equations.

PubMed

Kopka, Ryszard

2017-12-22

In this paper, new results on using only voltage measurements on supercapacitor terminals for estimation of accumulated energy are presented. For this purpose, a study based on application of fractional-order models of supercapacitor charging/discharging circuits is undertaken. Parameter estimates of the models are then used to assess the amount of the energy accumulated in supercapacitor. The obtained results are compared with energy determined experimentally by measuring voltage and current on supercapacitor terminals. All the tests are repeated for various input signal shapes and parameters. Very high consistency between estimated and experimental results fully confirm suitability of the proposed approach and thus applicability of the fractional calculus to modelling of supercapacitor energy storage.

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

We study the problem of the compatibility of nonlinear partial differential equations. We introduce the algebra of convergent power series, the module of derivations of this algebra, and the module of Pfaffian forms. Systems of differential equations are given by power series in the space of infinite jets. We develop a technique for studying the compatibility of differential systems analogous to the Gröbner bases. Using certain assumptions, we prove that compatible systems generate infinite manifolds.

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.

Algorithmic framework for group analysis of differential equations and its application to generalized Zakharov-Kuznetsov equations

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.

On the integration of a class of nonlinear systems of ordinary differential equations

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

For each associative, commutative, and unitary algebra over the field of real or complex numbers and an integrable nonlinear ordinary differential equation we can to construct integrable systems of ordinary differential equations and integrable systems of partial differential equations. In this paper we consider in some sense the inverse problem. Determine the conditions under which a given system of ordinary differential equations can be represented as a differential equation in some associative, commutative and unitary algebra. It is also shown that associativity is not a necessary condition.

BOOK REVIEW: Partial Differential Equations in General Relativity

NASA Astrophysics Data System (ADS)

Halburd, Rodney G.

2008-11-01

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

A more fundamental approach to the derivation of nonlinear acoustic wave equations with fractional loss operators (L).

PubMed

Prieur, Fabrice; Vilenskiy, Gregory; Holm, Sverre

2012-10-01

A corrected derivation of nonlinear wave propagation equations with fractional loss operators is presented. The fundamental approach is based on fractional formulations of the stress-strain and heat flux definitions but uses the energy equation and thermodynamic identities to link density and pressure instead of an erroneous fractional form of the entropy equation as done in Prieur and Holm ["Nonlinear acoustic wave equations with fractional loss operators," J. Acoust. Soc. Am. 130(3), 1125-1132 (2011)]. The loss operator of the obtained nonlinear wave equations differs from the previous derivations as well as the dispersion equation, but when approximating for low frequencies the expressions for the frequency dependent attenuation and velocity dispersion remain unchanged.

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…

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…

Illness-death model: statistical perspective and differential equations.

PubMed

Brinks, Ralph; Hoyer, Annika

2018-01-27

The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.

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.)

Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights

NASA Astrophysics Data System (ADS)

Chechkin, A. V.; Gonchar, V. Yu.; Gorenflo, R.; Korabel, N.; Sokolov, I. M.

2008-08-01

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by diffusion equations with fractional derivatives of distributed order. Such equations were introduced in A. V. Chechkin, R. Gorenflo, and I. Sokolov [Phys. Rev. E 66, 046129 (2002)] for the description of the processes getting more anomalous in the course of time (decelerating subdiffusion and accelerating superdiffusion). Here we discuss the properties of diffusion equations with fractional derivatives of the distributed order for the description of anomalous relaxation and diffusion phenomena getting less anomalous in the course of time, which we call, respectively, accelerating subdiffusion and decelerating superdiffusion. For the former process, by taking a relatively simple particular example with two fixed anomalous diffusion exponents we show that the proposed equation effectively describes the subdiffusion phenomenon with diffusion exponent varying in time. For the latter process we demonstrate by a particular example how the power-law truncated Lévy stable distribution evolves in time to the distribution with power-law asymptotics and Gaussian shape in the central part. The special case of two different orders is characteristic for the general situation in which the extreme orders dominate the asymptotics.

Numerical analysis for trajectory controllability of a coupled multi-order fractional delay differential system via the shifted Jacobi method

NASA Astrophysics Data System (ADS)

Priya, B. Ganesh; Muthukumar, P.

2018-02-01

This paper deals with the trajectory controllability for a class of multi-order fractional linear systems subject to a constant delay in state vector. The solution for the coupled fractional delay differential equation is established by the Mittag-Leffler function. The necessary and sufficient condition for the trajectory controllability is formulated and proved by the generalized Gronwall's inequality. The approximate trajectory for the proposed system is obtained through the shifted Jacobi operational matrix method. The numerical simulation of the approximate solution shows the theoretical results. Finally, some remarks and comments on the existing results of constrained controllability for the fractional dynamical system are also presented.

Dark Soliton Solutions of Space-Time Fractional Sharma-Tasso-Olver and Potential Kadomtsev-Petviashvili Equations

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Korkmaz, Alper; Bekir, Ahmet

2017-02-01

Dark soliton solutions for space-time fractional Sharma-Tasso-Olver and space-time fractional potential Kadomtsev-Petviashvili equations are determined by using the properties of modified Riemann-Liouville derivative and fractional complex transform. After reducing both equations to nonlinear ODEs with constant coefficients, the \\tanh ansatz is substituted into the resultant nonlinear ODEs. The coefficients of the solutions in the ansatz are calculated by algebraic computer computations. Two different solutions are obtained for the Sharma-Tasso-Olver equation as only one solution for the potential Kadomtsev-Petviashvili equation. The solution profiles are demonstrated in 3D plots in finite domains of time and space.

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

PubMed

Zhukovsky, K

2014-01-01

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

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

NASA Astrophysics Data System (ADS)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

A new Jacobi spectral collocation method for solving 1+1 fractional Schrödinger equations and fractional coupled Schrödinger systems

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Ezz-Eldien, S. S.; Van Gorder, Robert A.

2014-12-01

The Jacobi spectral collocation method (JSCM) is constructed and used in combination with the operational matrix of fractional derivatives (described in the Caputo sense) for the numerical solution of the time-fractional Schrödinger equation (T-FSE) and the space-fractional Schrödinger equation (S-FSE). The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations, which greatly simplifies the solution process. In addition, the presented approach is also applied to solve the time-fractional coupled Schrödinger system (T-FCSS). In order to demonstrate the validity and accuracy of the numerical scheme proposed, several numerical examples with their approximate solutions are presented with comparisons between our numerical results and those obtained by other methods.

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

PubMed

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

2016-01-01

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

Chaotic attractors in tumor growth and decay: a differential equation model.

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

Tumorigenesis can be modeled as a system of chaotic nonlinear differential equations. A simulation of the system is realized by converting the differential equations to difference equations. The results of the simulation show that an increase in glucose in the presence of low oxygen levels decreases tumor growth.

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1992-01-01

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

Entropy and convexity for nonlinear partial differential equations

PubMed Central

Ball, John M.; Chen, Gui-Qiang G.

2013-01-01

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

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

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

PubMed

Murase, Kenya

2014-01-01

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

Dual exponential polynomials and linear differential equations

NASA Astrophysics Data System (ADS)

Wen, Zhi-Tao; Gundersen, Gary G.; Heittokangas, Janne

2018-01-01

We study linear differential equations with exponential polynomial coefficients, where exactly one coefficient is of order greater than all the others. The main result shows that a nontrivial exponential polynomial solution of such an equation has a certain dual relationship with the maximum order coefficient. Several examples illustrate our results and exhibit possibilities that can occur.

A class of traveling wave solutions for space-time fractional biological population model in mathematical physics

NASA Astrophysics Data System (ADS)

Akram, Ghazala; Batool, Fiza

2017-10-01

The (G'/G)-expansion method is utilized for a reliable treatment of space-time fractional biological population model. The method has been applied in the sense of the Jumarie's modified Riemann-Liouville derivative. Three classes of exact traveling wave solutions, hyperbolic, trigonometric and rational solutions of the associated equation are characterized with some free parameters. A generalized fractional complex transform is applied to convert the fractional equations to ordinary differential equations which subsequently resulted in number of exact solutions. It should be mentioned that the (G'/G)-expansion method is very effective and convenient for solving nonlinear partial differential equations of fractional order whose balancing number is a negative integer.

R-Function Relationships for Application in the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

2000-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, e(t), and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, el, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

R-function relationships for application in the fractional calculus.

PubMed

Lorenzo, Carl F; Hartley, Tom T

2008-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, et, and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, et, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

Global uniqueness in an inverse problem for time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Kian, Y.; Oksanen, L.; Soccorsi, E.; Yamamoto, M.

2018-01-01

Given (M , g), a compact connected Riemannian manifold of dimension d ⩾ 2, with boundary ∂M, we consider an initial boundary value problem for a fractional diffusion equation on (0 , T) × M, T > 0, with time-fractional Caputo derivative of order α ∈ (0 , 1) ∪ (1 , 2). We prove uniqueness in the inverse problem of determining the smooth manifold (M , g) (up to an isometry), and various time-independent smooth coefficients appearing in this equation, from measurements of the solutions on a subset of ∂M at fixed time. In the "flat" case where M is a compact subset of Rd, two out the three coefficients ρ (density), a (conductivity) and q (potential) appearing in the equation ρ ∂tα u - div (a∇u) + qu = 0 on (0 , T) × M are recovered simultaneously.

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…

A new numerical approximation of the fractal ordinary differential equation

NASA Astrophysics Data System (ADS)

Atangana, Abdon; Jain, Sonal

2018-02-01

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

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.

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

PubMed

Murase, Kenya

2015-01-01

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

Analytical Solutions, Moments, and Their Asymptotic Behaviors for the Time-Space Fractional Cable Equation

NASA Astrophysics Data System (ADS)

Li, Can; Deng, Wei-Hua

2014-07-01

Following the fractional cable equation established in the letter [B.I. Henry, T.A.M. Langlands, and S.L. Wearne, Phys. Rev. Lett. 100 (2008) 128103], we present the time-space fractional cable equation which describes the anomalous transport of electrodiffusion in nerve cells. The derivation is based on the generalized fractional Ohm's law; and the temporal memory effects and spatial-nonlocality are involved in the time-space fractional model. With the help of integral transform method we derive the analytical solutions expressed by the Green's function; the corresponding fractional moments are calculated; and their asymptotic behaviors are discussed. In addition, the explicit solutions of the considered model with two different external current injections are also presented.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Generalized Functions for the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

Previous papers have used two important functions for the solution of fractional order differential equations, the Mittag-Leffler functionE(sub q)[at(exp q)](1903a, 1903b, 1905), and the F-function F(sub q)[a,t] of Hartley & Lorenzo (1998). These functions provided direct solution and important understanding for the fundamental linear fractional order differential equation and for the related initial value problem (Hartley and Lorenzo, 1999). This paper examines related functions and their Laplace transforms. Presented for consideration are two generalized functions, the R-function and the G-function, useful in analysis and as a basis for computation in the fractional calculus. The R-function is unique in that it contains all of the derivatives and integrals of the F-function. The R-function also returns itself on qth order differ-integration. An example application of the R-function is provided. A further generalization of the R-function, called the G-function brings in the effects of repeated and partially repeated fractional poles.

A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.

Homotopy decomposition method for solving one-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Abuasad, Salah; Hashim, Ishak

2018-04-01

In this paper, we present the homotopy decomposition method with a modified definition of beta fractional derivative for the first time to find exact solution of one-dimensional time-fractional diffusion equation. In this method, the solution takes the form of a convergent series with easily computable terms. The exact solution obtained by the proposed method is compared with the exact solution obtained by using fractional variational homotopy perturbation iteration method via a modified Riemann-Liouville derivative.

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…

Iron isotope fractionation during magmatic differentiation in Kilauea Iki lava lake.

PubMed

Teng, Fang-Zhen; Dauphas, Nicolas; Helz, Rosalind T

2008-06-20

Magmatic differentiation helps produce the chemical and petrographic diversity of terrestrial rocks. The extent to which magmatic differentiation fractionates nonradiogenic isotopes is uncertain for some elements. We report analyses of iron isotopes in basalts from Kilauea Iki lava lake, Hawaii. The iron isotopic compositions (56Fe/54Fe) of late-stagemeltveins are 0.2 permil (per thousand) greater than values for olivine cumulates. Olivine phenocrysts are up to 1.2 per thousand lighter than those of whole rocks. These results demonstrate that iron isotopes fractionate during magmatic differentiation at both whole-rock and crystal scales. This characteristic of iron relative to the characteristics of magnesium and lithium, for which no fractionation has been found, may be related to its complex redox chemistry in magmatic systems and makes iron a potential tool for studying planetary differentiation.

Iron isotope fractionation during magmatic differentiation in Kilauea Iki lava lake

USGS Publications Warehouse

Teng, F.-Z.; Dauphas, N.; Helz, R.T.

2008-01-01

Magmatic differentiation helps produce the chemical and petrographic diversity of terrestrial rocks. The extent to which magmatic differentiation fractionates nonradiogenic isotopes is uncertain for some elements. We report analyses of iron isotopes in basalts from Kilauea Iki lava lake, Hawaii. The iron isotopic compositions (56Fe/54Fe) of late-stage melt veins are 0.2 per mil (???) greater than values for olivine cumulates. Olivine phenocrysts are up to 1.2??? lighter than those of whole rocks. These results demonstrate that iron isotopes fractionate during magmatic differentiation at both whole-rock and crystal scales. This characteristic of iron relative to the characteristics of magnesium and lithium, for which no fractionation has been found, may be related to its complex redox chemistry in magmatic systems and makes iron a potential tool for studying planetary differentiation.

An Engineering-Oriented Approach to the Introductory Differential Equations Course

ERIC Educational Resources Information Center

Pennell, S.; Avitabile, P.; White, J.

2009-01-01

The introductory differential equations course can be made more relevant to engineering students by including more of the engineering viewpoint, in which differential equations are regarded as systems with inputs and outputs. This can be done without sacrificing any of the usual topical coverage. This point of view is conducive to student…

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.

Fractional power-law spatial dispersion in electrodynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru; Departamento de Análisis Matemático, Universidad de La Laguna, 38271 La Laguna, Tenerife; Trujillo, Juan J., E-mail: jtrujill@ullmat.es

2013-07-15

Electric fields in non-local media with power-law spatial dispersion are discussed. Equations involving a fractional Laplacian in the Riesz form that describe the electric fields in such non-local media are studied. The generalizations of Coulomb’s law and Debye’s screening for power-law non-local media are characterized. We consider simple models with anomalous behavior of plasma-like media with power-law spatial dispersions. The suggested fractional differential models for these plasma-like media are discussed to describe non-local properties of power-law type. -- Highlights: •Plasma-like non-local media with power-law spatial dispersion. •Fractional differential equations for electric fields in the media. •The generalizations of Coulomb’s lawmore » and Debye’s screening for the media.« less

Numerical simulation for solution of space-time fractional telegraphs equations with local fractional derivatives via HAFSTM

NASA Astrophysics Data System (ADS)

Pandey, Rishi Kumar; Mishra, Hradyesh Kumar

2017-11-01

In this paper, the semi-analytic numerical technique for the solution of time-space fractional telegraph equation is applied. This numerical technique is based on coupling of the homotopy analysis method and sumudu transform. It shows the clear advantage with mess methods like finite difference method and also with polynomial methods similar to perturbation and Adomian decomposition methods. It is easily transform the complex fractional order derivatives in simple time domain and interpret the results in same meaning.

General solution of a fractional Parker diffusion-convection equation describing the superdiffusive transport of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Elhanbaly, A.; Schlickeiser, Reinhard

2018-06-01

Anomalous diffusion models of energetic particles in space plasmas are developed by introducing the fractional Parker diffusion-convection equation. Analytical solution of the space-time fractional equation is obtained by use of the Caputo and Riesz-Feller fractional derivatives with the Laplace-Fourier transforms. The solution is given in terms of the Fox H-function. Profiles of particle densities are illustrated for different values of the space fractional order and the so-called skewness parameter.

Razumikhin-Type Stability Criteria for Differential Equations with Delayed Impulses.

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

This paper studies stability problems of general impulsive differential equations where time delays occur in both differential and difference equations. Based on the method of Lyapunov functions, Razumikhin technique and mathematical induction, several stability criteria are obtained for differential equations with delayed impulses. Our results show that some systems with delayed impulses may be exponentially stabilized by impulses even if the system matrices are unstable. Some less restrictive sufficient conditions are also given to keep the good stability property of systems subject to certain type of impulsive perturbations. Examples with numerical simulations are discussed to illustrate the theorems. Our results may be applied to complex problems where impulses depend on both current and past states.

Effect of Differential Item Functioning on Test Equating

ERIC Educational Resources Information Center

Kabasakal, Kübra Atalay; Kelecioglu, Hülya

2015-01-01

This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…

Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes

ERIC Educational Resources Information Center

Seaman, Brian; Osler, Thomas J.

2004-01-01

A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…

Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

NASA Astrophysics Data System (ADS)

Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.

2018-04-01

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.

Analysis of backward differentiation formula for nonlinear differential-algebraic equations with 2 delays.

PubMed

Sun, Leping

2016-01-01

This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true.

Transforming parts of a differential equations system to difference equations as a method for run-time savings in NONMEM.

PubMed

Petersson, K J F; Friberg, L E; Karlsson, M O

2010-10-01

Computer models of biological systems grow more complex as computing power increase. Often these models are defined as differential equations and no analytical solutions exist. Numerical integration is used to approximate the solution; this can be computationally intensive, time consuming and be a large proportion of the total computer runtime. The performance of different integration methods depend on the mathematical properties of the differential equations system at hand. In this paper we investigate the possibility of runtime gains by calculating parts of or the whole differential equations system at given time intervals, outside of the differential equations solver. This approach was tested on nine models defined as differential equations with the goal to reduce runtime while maintaining model fit, based on the objective function value. The software used was NONMEM. In four models the computational runtime was successfully reduced (by 59-96%). The differences in parameter estimates, compared to using only the differential equations solver were less than 12% for all fixed effects parameters. For the variance parameters, estimates were within 10% for the majority of the parameters. Population and individual predictions were similar and the differences in OFV were between 1 and -14 units. When computational runtime seriously affects the usefulness of a model we suggest evaluating this approach for repetitive elements of model building and evaluation such as covariate inclusions or bootstraps.

Explicit expressions for meromorphic solutions of autonomous nonlinear ordinary differential equations

NASA Astrophysics Data System (ADS)

Demina, Maria V.; Kudryashov, Nikolay A.

2011-03-01

Meromorphic solutions of autonomous nonlinear ordinary differential equations are studied. An algorithm for constructing meromorphic solutions in explicit form is presented. General expressions for meromorphic solutions (including rational, periodic, elliptic) are found for a wide class of autonomous nonlinear ordinary differential equations.

Modeling transport across the running-sandpile cellular automaton by means of fractional transport equations

NASA Astrophysics Data System (ADS)

Sánchez, R.; Newman, D. E.; Mier, J. A.

2018-05-01

Fractional transport equations are used to build an effective model for transport across the running sandpile cellular automaton [Hwa et al., Phys. Rev. A 45, 7002 (1992), 10.1103/PhysRevA.45.7002]. It is shown that both temporal and spatial fractional derivatives must be considered to properly reproduce the sandpile transport features, which are governed by self-organized criticality, at least over sufficiently long or large scales. In contrast to previous applications of fractional transport equations to other systems, the specifics of sand motion require in this case that the spatial fractional derivatives used for the running sandpile must be of the completely asymmetrical Riesz-Feller type. Appropriate values for the fractional exponents that define these derivatives in the case of the running sandpile are obtained numerically.

On the origins of generalized fractional calculus

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia

2015-11-01

In Fractional Calculus (FC), as in the (classical) Calculus, the notions of derivatives and integrals (of first, second, etc. or arbitrary, incl. non-integer order) are basic and co-related. One of the most frequent approach in FC is to define first the Riemann-Liouville (R-L) integral of fractional order, and then by means of suitable integer-order differentiation operation applied over it (or under its sign) a fractional derivative is defined - in the R-L sense (or in Caputo sense). The first mentioned (R-L type) is closer to the theoretical studies in analysis, but has some shortages - from the point of view of interpretation of the initial conditions for Cauchy problems for fractional differential equations (stated also by means of fractional order derivatives/ integrals), and also for the analysts' confusion that such a derivative of a constant is not zero in general. The Caputo (C-) derivative, arising first in geophysical studies, helps to overcome these problems and to describe models of applied problems with physically consistent initial conditions. The operators of the Generalized Fractional Calculus - GFC (integrals and derivatives) are based on commuting m-tuple (m = 1, 2, 3, …) compositions of operators of the classical FC with power weights (the so-called Erdélyi-Kober operators), but represented in compact and explicit form by means of integral, integro-differential (R-L type) or differential-integral (C-type) operators, where the kernels are special functions of most general hypergeometric kind. The foundations of this theory are given in Kiryakova 18. In this survey we present the genesis of the definitions of the GFC - the generalized fractional integrals and derivatives (of fractional multi-order) of R-L type and Caputo type, analyze their properties and applications. Their special cases are all the known operators of classical FC, their generalizations introduced by other authors, the hyper-Bessel differential operators of higher integer

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

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

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

An Estimation Theory for Differential Equations and other Problems, with Applications.

DTIC Science & Technology

1981-11-01

order differential -8- operators and M-operators, in particular, the Perron - Frobenius theory and generalizations. Convergence theory for iterative... THEORY FOR DIFFERENTIAL 0EQUATIONS AND OTHER FROBLEMS, WITH APPLICATIONS 0 ,Final Technical Report by Johann Schr6der November, 1981 EUROPEAN RESEARCH...COVERED An estimation theory for differential equations Final Report and other problrms, with app)lications A981 6. PERFORMING ORG. RN,-ORT NUMfFR 7

Modelling Evolutionary Algorithms with Stochastic Differential Equations.

PubMed

Heredia, Jorge Pérez

2017-11-20

There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.

Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis

NASA Astrophysics Data System (ADS)

Jiao, Yujian; Wang, Li-Lian; Huang, Can

2016-01-01

The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general Jacobi-Gauss-Lobatto (JGL) points. We show that in the Caputo case, it suffices to compute F-PSDM of order μ ∈ (0 , 1) to compute that of any order k + μ with integer k ≥ 0, while in the modified RL case, it is only necessary to evaluate a fractional integral matrix of order μ ∈ (0 , 1). Secondly, we introduce suitable fractional JGL Birkhoff interpolation problems leading to new interpolation polynomial basis functions with remarkable properties: (i) the matrix generated from the new basis yields the exact inverse of F-PSDM at "interior" JGL points; (ii) the matrix of the highest fractional derivative in a collocation scheme under the new basis is diagonal; and (iii) the resulted linear system is well-conditioned in the Caputo case, while in the modified RL case, the eigenvalues of the coefficient matrix are highly concentrated. In both cases, the linear systems of the collocation schemes using the new basis can be solved by an iterative solver within a few iterations. Notably, the inverse can be computed in a very stable manner, so this offers optimal preconditioners for usual fractional collocation methods for fractional differential equations (FDEs). It is also noteworthy that the choice of certain special JGL points with parameters related to the order of the equations can ease the implementation. We highlight that the use of the Bateman's fractional integral formulas and fast transforms between Jacobi polynomials with different parameters, is essential for our algorithm development.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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.

An accessible four-dimensional treatment of Maxwell's equations in terms of differential forms

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

Maxwell’s equations are derived in terms of differential forms in the four-dimensional Minkowski representation, starting from the three-dimensional vector calculus differential version of these equations. Introducing all the mathematical and physical concepts needed (including the tool of differential forms), using only knowledge of elementary vector calculus and the local vector version of Maxwell’s equations, the equations are reduced to a simple and elegant set of two equations for a unified quantity, the electromagnetic field. The treatment should be accessible for students taking a first course on electromagnetism.

Alternate solution to generalized Bernoulli equations via an integrating factor: an exact differential equation approach

NASA Astrophysics Data System (ADS)

Tisdell, C. C.

2017-08-01

Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem through a substitution. The purpose of this note is to present an alternative approach using 'exact methods', illustrating that a substitution and linearization of the problem is unnecessary. The ideas may be seen as forming a complimentary and arguably simpler approach to Azevedo and Valentino that have the potential to be assimilated and adapted to pedagogical needs of those learning and teaching exact differential equations in schools, colleges, universities and polytechnics. We illustrate how to apply the ideas through an analysis of the Gompertz equation, which is of interest in biomathematical models of tumour growth.

Nonlinear subdiffusive fractional equations and the aggregation phenomenon.

PubMed

Fedotov, Sergei

2013-09-01

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on the mean density of particles. We derive a set of nonlinear subdiffusive fractional master equations and consider their diffusion approximations. We show that these equations describe the transition from an intermediate subdiffusive regime to asymptotically normal advection-diffusion transport regime. This transition is governed by nonlinear tempering parameter that generalizes the standard linear tempering. We illustrate the general results through the use of the examples from cell and population biology. We find that a nonuniform anomalous exponent has a strong influence on the aggregation phenomenon.

Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.

2010-01-01

Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…

Variational iteration method — a promising technique for constructing equivalent integral equations of fractional order

NASA Astrophysics Data System (ADS)

Wang, Yi-Hong; Wu, Guo-Cheng; Baleanu, Dumitru

2013-10-01

The variational iteration method is newly used to construct various integral equations of fractional order. Some iterative schemes are proposed which fully use the method and the predictor-corrector approach. The fractional Bagley-Torvik equation is then illustrated as an example of multi-order and the results show the efficiency of the variational iteration method's new role.

Size-dependent geometrically nonlinear free vibration analysis of fractional viscoelastic nanobeams based on the nonlocal elasticity theory

NASA Astrophysics Data System (ADS)

Ansari, R.; Faraji Oskouie, M.; Gholami, R.

2016-01-01

In recent decades, mathematical modeling and engineering applications of fractional-order calculus have been extensively utilized to provide efficient simulation tools in the field of solid mechanics. In this paper, a nonlinear fractional nonlocal Euler-Bernoulli beam model is established using the concept of fractional derivative and nonlocal elasticity theory to investigate the size-dependent geometrically nonlinear free vibration of fractional viscoelastic nanobeams. The non-classical fractional integro-differential Euler-Bernoulli beam model contains the nonlocal parameter, viscoelasticity coefficient and order of the fractional derivative to interpret the size effect, viscoelastic material and fractional behavior in the nanoscale fractional viscoelastic structures, respectively. In the solution procedure, the Galerkin method is employed to reduce the fractional integro-partial differential governing equation to a fractional ordinary differential equation in the time domain. Afterwards, the predictor-corrector method is used to solve the nonlinear fractional time-dependent equation. Finally, the influences of nonlocal parameter, order of fractional derivative and viscoelasticity coefficient on the nonlinear time response of fractional viscoelastic nanobeams are discussed in detail. Moreover, comparisons are made between the time responses of linear and nonlinear models.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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.

A pseudo energy-invariant method for relativistic wave equations with Riesz space-fractional derivatives

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.; Hendy, A. S.; De Staelen, R. H.

2018-03-01

In this work, we investigate a general nonlinear wave equation with Riesz space-fractional derivatives that generalizes various classical hyperbolic models, including the sine-Gordon and the Klein-Gordon equations from relativistic quantum mechanics. A finite-difference discretization of the model is provided using fractional centered differences. The method is a technique that is capable of preserving an energy-like quantity at each iteration. Some computational comparisons against solutions available in the literature are performed in order to assess the capability of the method to preserve the invariant. Our experiments confirm that the technique yields good approximations to the solutions considered. As an application of our scheme, we provide simulations that confirm, for the first time in the literature, the presence of the phenomenon of nonlinear supratransmission in Riesz space-fractional Klein-Gordon equations driven by a harmonic perturbation at the boundary.

Ground state sign-changing solutions for fractional Kirchhoff equations in bounded domains

NASA Astrophysics Data System (ADS)

Luo, Huxiao; Tang, Xianhua; Gao, Zu

2018-03-01

We study the existence of ground state sign-changing solutions for the fractional Kirchhoff problem. Under mild assumptions on the nonlinearity, by using some new analytical skills and the non-Nehari manifold method, we prove that the fractional Kirchhoff problem possesses a ground state sign-changing solution ub. Moreover, we show that the energy of ub is strictly larger than twice that of the ground state solutions of Nehari-type. Finally, we establish the convergence property of ub as the parameter b ↘ 0. Our results generalize some results obtained by Shuai [J. Differ. Equations 259, 1256 (2015)] and Tang and Cheng [J. Differ. Equations 261, 2384 (2016)].

Zirconium and hafnium fractionation in differentiation of alkali carbonatite magmatic systems

NASA Astrophysics Data System (ADS)

Kogarko, L. N.

2016-05-01

Zirconium and hafnium are valuable strategic metals which are in high demand in industry. The Zr and Hf contents are elevated in the final products of magmatic differentiation of alkali carbonatite rocks in the Polar Siberia region (Guli Complex) and Ukraine (Chernigov Massif). Early pyroxene fractionation led to an increase in the Zr/Hf ratio in the evolution of the ultramafic-alkali magmatic system due to a higher distribution coefficient of Hf in pyroxene with respect to Zr. The Rayleigh equation was used to calculate a quantitative model of variation in the Zr/Hf ratio in the development of the Guli magmatic system. Alkali carbonatite rocks originated from rare element-rich mantle reservoirs, in particular, the metasomatized mantle. Carbonated mantle xenoliths are characterized by a high Zr/Hf ratio due to clinopyroxene development during metasomatic replacement of orthopyroxene by carbonate fluid melt.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression

PubMed Central

Ding, A. Adam; Wu, Hulin

2015-01-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method. PMID:26401093

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

NASA Astrophysics Data System (ADS)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

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

Computation and visualization of geometric partial differential equations

NASA Astrophysics Data System (ADS)

Tiee, Christopher L.

The chief goal of this work is to explore a modern framework for the study and approximation of partial differential equations, recast common partial differential equations into this framework, and prove theorems about such equations and their approximations. A central motivation is to recognize and respect the essential geometric nature of such problems, and take it into consideration when approximating. The hope is that this process will lead to the discovery of more refined algorithms and processes and apply them to new problems. In the first part, we introduce our quantities of interest and reformulate traditional boundary value problems in the modern framework. We see how Hilbert complexes capture and abstract the most important properties of such boundary value problems, leading to generalizations of important classical results such as the Hodge decomposition theorem. They also provide the proper setting for numerical approximations. We also provide an abstract framework for evolution problems in these spaces: Bochner spaces. We next turn to approximation. We build layers of abstraction, progressing from functions, to differential forms, and finally, to Hilbert complexes. We explore finite element exterior calculus (FEEC), which allows us to approximate solutions involving differential forms, and analyze the approximation error. In the second part, we prove our central results. We first prove an extension of current error estimates for the elliptic problem in Hilbert complexes. This extension handles solutions with nonzero harmonic part. Next, we consider evolution problems in Hilbert complexes and prove abstract error estimates. We apply these estimates to the problem for Riemannian hypersurfaces in R. {n+1},generalizing current results for open subsets of R. {n}. Finally, we applysome of the concepts to a nonlinear problem, the Ricci flow on surfaces, and use tools from nonlinear analysis to help develop and analyze the equations. In the appendices, we

New optical solitons of space-time conformable fractional perturbed Gerdjikov-Ivanov equation by sine-Gordon equation method

NASA Astrophysics Data System (ADS)

Yaşar, Elif; Yıldırım, Yakup; Yaşar, Emrullah

2018-06-01

This paper devotes to conformable fractional space-time perturbed Gerdjikov-Ivanov (GI) equation which appears in nonlinear fiber optics and photonic crystal fibers (PCF). We consider the model with full nonlinearity in order to give a generalized flavor. The sine-Gordon equation approach is carried out to model equation for retrieving the dark, bright, dark-bright, singular and combined singular optical solitons. The constraint conditions are also reported for guaranteeing the existence of these solitons. We also present some graphical simulations of the solutions for better understanding the physical phenomena of the behind the considered model.

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

Exact traveling wave solutions of fractional order Boussinesq-like equations by applying Exp-function method

NASA Astrophysics Data System (ADS)

Rahmatullah; Ellahi, Rahmat; Mohyud-Din, Syed Tauseef; Khan, Umar

2018-03-01

We have computed new exact traveling wave solutions, including complex solutions of fractional order Boussinesq-Like equations, occurring in physical sciences and engineering, by applying Exp-function method. The method is blended with fractional complex transformation and modified Riemann-Liouville fractional order operator. Our obtained solutions are verified by substituting back into their corresponding equations. To the best of our knowledge, no other technique has been reported to cope with the said fractional order nonlinear problems combined with variety of exact solutions. Graphically, fractional order solution curves are shown to be strongly related to each other and most importantly, tend to fixate on their integer order solution curve. Our solutions comprise high frequencies and very small amplitude of the wave responses.

Modular forms, Schwarzian conditions, and symmetries of differential equations in physics

NASA Astrophysics Data System (ADS)

Abdelaziz, Y.; Maillard, J.-M.

2017-05-01

We give examples of infinite order rational transformations that leave linear differential equations covariant. These examples are non-trivial yet simple enough illustrations of exact representations of the renormalization group. We first illustrate covariance properties on order-two linear differential operators associated with identities relating the same {}_2F1 hypergeometric function with different rational pullbacks. These rational transformations are solutions of a differentially algebraic equation that already emerged in a paper by Casale on the Galoisian envelopes. We provide two new and more general results of the previous covariance by rational functions: a new Heun function example and a higher genus {}_2F1 hypergeometric function example. We then focus on identities relating the same {}_2F1 hypergeometric function with two different algebraic pullback transformations: such remarkable identities correspond to modular forms, the algebraic transformations being solution of another differentially algebraic Schwarzian equation that also emerged in Casale’s paper. Further, we show that the first differentially algebraic equation can be seen as a subcase of the last Schwarzian differential condition, the restriction corresponding to a factorization condition of some associated order-two linear differential operator. Finally, we also explore generalizations of these results, for instance, to {}_3F2 , hypergeometric functions, and show that one just reduces to the previous {}_2F1 cases through a Clausen identity. The question of the reduction of these Schwarzian conditions to modular correspondences remains an open question. In a _2F1 hypergeometric framework the Schwarzian condition encapsulates all the modular forms and modular equations of the theory of elliptic curves, but these two conditions are actually richer than elliptic curves or {}_2F1 hypergeometric functions, as can be seen on the Heun and higher genus example. This work is a strong incentive to

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

numerical solution of fluid dynamics problems is presented. However, the method is applicable to the numer- ical evaluation of any partial differential...emphasis is being placed on numerical solution of the governing differential equations by finite difference methods . In the past two decades, considerable...original equations presented in that paper. The solution of the second problem is more difficult. 2 The method of Thompson et al. provides control for

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramsey, Scott D.; Baty, Roy S.

Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE PAGES

Ramsey, Scott D.; Baty, Roy S.

2017-11-21

Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.

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

ERIC Educational Resources Information Center

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

2016-01-01

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

Differential equations with applications in cancer diseases.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2013-01-01

Mathematical modeling is a process by which a real world problem is described by a mathematical formulation. The cancer modeling is a highly challenging problem at the frontier of applied mathematics. A variety of modeling strategies have been developed, each focusing on one or more aspects of cancer. The vast majority of mathematical models in cancer diseases biology are formulated in terms of differential equations. We propose an original mathematical model with small parameter for the interactions between these two cancer cell sub-populations and the mathematical model of a vascular tumor. We work on the assumption that, the quiescent cells' nutrient consumption is long. One the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. MATLAB simulations obtained for transition rate from the quiescent cells' nutrient consumption is long, we show a similar asymptotic behavior for two solutions of the perturbed problem. In this system, the small parameter is an asymptotic variable, different from the independent variable. The graphical output for a mathematical model of a vascular tumor shows the differences in the evolution of the tumor populations of proliferating, quiescent and necrotic cells. The nutrient concentration decreases sharply through the viable rim and tends to a constant level in the core due to the nearly complete necrosis in this region. Many mathematical models can be quantitatively characterized by ordinary differential equations or partial differential equations. The use of MATLAB in this article illustrates the important role of informatics in research in mathematical modeling. The study of avascular tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.

Differential Equations and Computational Simulations

DTIC Science & Technology

1999-06-18

divergence operator of a vector field, which can be defined in terms of the Levi - Civita connection. Let $(x, t) be the orbit passing through x g M...differential equations 31 Junping Chen and Dadi Yang The limit cycle of two species predator-prey model with general functional response > 34 S. S...analysis of two -species nonlinear competition system with periodic coefficients 286 X. H. Tang and J. S. Yu Oscillation of first order delay

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

PubMed

Murase, Kenya

2016-01-01

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

Network Reconstruction From High-Dimensional Ordinary Differential Equations.

PubMed

Chen, Shizhe; Shojaie, Ali; Witten, Daniela M

2017-01-01

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical system nonparametrically as a system of additive ordinary differential equations. Most existing methods for parameter estimation in ordinary differential equations estimate the derivatives from noisy observations. This is known to be challenging and inefficient. We propose a novel approach that does not involve derivative estimation. We show that the proposed method can consistently recover the true network structure even in high dimensions, and we demonstrate empirical improvement over competing approaches. Supplementary materials for this article are available online.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

Zhou, Bin; Cai, Guang-Bin; Duan, Guang-Ren

2013-02-01

This article studies stabilisation problem for time-varying linear systems via state feedback. Two types of controllers are designed by utilising solutions to Lyapunov differential equations. The first type of feedback controllers involves the unique positive-definite solution to a parametric Lyapunov differential equation, which can be solved when either the state transition matrix of the open-loop system is exactly known, or the future information of the system matrices are accessible in advance. Different from the first class of controllers which may be difficult to implement in practice, the second type of controllers can be easily implemented by solving a state-dependent Lyapunov differential equation with a given positive-definite initial condition. In both cases, explicit conditions are obtained to guarantee the exponentially asymptotic stability of the associated closed-loop systems. Numerical examples show the effectiveness of the proposed approaches.

Application of fractional derivative with exponential law to bi-fractional-order wave equation with frictional memory kernel

NASA Astrophysics Data System (ADS)

Cuahutenango-Barro, B.; Taneco-Hernández, M. A.; Gómez-Aguilar, J. F.

2017-12-01

Analytical solutions of the wave equation with bi-fractional-order and frictional memory kernel of Mittag-Leffler type are obtained via Caputo-Fabrizio fractional derivative in the Liouville-Caputo sense. Through the method of separation of variables and Laplace transform method we derive closed-form solutions and establish fundamental solutions. Special cases with homogeneous Dirichlet boundary conditions and nonhomogeneous initial conditions, as well as for the external force are considered. Numerical simulations of the special solutions were done and novel behaviors are obtained.

Alternate Solution to Generalized Bernoulli Equations via an Integrating Factor: An Exact Differential Equation Approach

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…

Andrei Andreevich Bolibrukh's works on the analytic theory of differential equations

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

This paper contains an account of A.A. Bolibrukh's results obtained in the new directions of research that arose in the analytic theory of differential equations as a consequence of his sensational counterexample to the Riemann-Hilbert problem. A survey of results of his students in developing topics first considered by Bolibrukh is also presented. The main focus is on the role of the reducibility/irreducibility of systems of linear differential equations and their monodromy representations. A brief synopsis of results on the multidimensional Riemann-Hilbert problem and on isomonodromic deformations of Fuchsian systems is presented, and the main methods in the modern analytic theory of differential equations are sketched. Bibliography: 69 titles.

Noncommutative differential geometry related to the Young-Baxter equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gurevich, D.; Radul, A.; Rubtsov, V.

1995-11-10

An analogue of the differential calculus associated with a unitary solution of the quantum Young-Baxter equation is constructed. An example of a ring sheaf Z`s considered in which local solutions of the Young-Baxter quantum equation are defined but there is no global section.

Fractional cable equation models for anomalous electrodiffusion in nerve cells: infinite domain solutions.

PubMed

Langlands, T A M; Henry, B I; Wearne, S L

2009-12-01

We introduce fractional Nernst-Planck equations and derive fractional cable equations as macroscopic models for electrodiffusion of ions in nerve cells when molecular diffusion is anomalous subdiffusion due to binding, crowding or trapping. The anomalous subdiffusion is modelled by replacing diffusion constants with time dependent operators parameterized by fractional order exponents. Solutions are obtained as functions of the scaling parameters for infinite cables and semi-infinite cables with instantaneous current injections. Voltage attenuation along dendrites in response to alpha function synaptic inputs is computed. Action potential firing rates are also derived based on simple integrate and fire versions of the models. Our results show that electrotonic properties and firing rates of nerve cells are altered by anomalous subdiffusion in these models. We have suggested electrophysiological experiments to calibrate and validate the models.

Approximation of eigenvalues of some differential equations by zeros of orthogonal polynomials

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

Sequences of polynomials, orthogonal with respect to signed measures, are associated with a class of differential equations including the Mathieu, Lame and Whittaker-Hill equation. It is shown that the zeros of pn form sequences which converge to the eigenvalues of the corresponding differential equations. Moreover, interlacing properties of the zeros of pn are found. Applications to the numerical treatment of eigenvalue problems are given.

On the Solution of Elliptic Partial Differential Equations on Regions with Corners

DTIC Science & Technology

2015-07-09

In this report we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations . We observe...that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of...efficient numerical algorithms. The results are illustrated by a number of numerical examples. On the solution of elliptic partial differential equations on

Power-spectral-density relationship for retarded differential equations

NASA Technical Reports Server (NTRS)

Barker, L. K.

1974-01-01

The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.

Spatial complexity of solutions of higher order partial differential equations

NASA Astrophysics Data System (ADS)

Kukavica, Igor

2004-03-01

We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .

A new medical image segmentation model based on fractional order differentiation and level set

NASA Astrophysics Data System (ADS)

Chen, Bo; Huang, Shan; Xie, Feifei; Li, Lihong; Chen, Wensheng; Liang, Zhengrong

2018-03-01

Segmenting medical images is still a challenging task for both traditional local and global methods because the image intensity inhomogeneous. In this paper, two contributions are made: (i) on the one hand, a new hybrid model is proposed for medical image segmentation, which is built based on fractional order differentiation, level set description and curve evolution; and (ii) on the other hand, three popular definitions of Fourier-domain, Grünwald-Letnikov (G-L) and Riemann-Liouville (R-L) fractional order differentiation are investigated and compared through experimental results. Because of the merits of enhancing high frequency features of images and preserving low frequency features of images in a nonlinear manner by the fractional order differentiation definitions, one fractional order differentiation definition is used in our hybrid model to perform segmentation of inhomogeneous images. The proposed hybrid model also integrates fractional order differentiation, fractional order gradient magnitude and difference image information. The widely-used dice similarity coefficient metric is employed to evaluate quantitatively the segmentation results. Firstly, experimental results demonstrated that a slight difference exists among the three expressions of Fourier-domain, G-L, RL fractional order differentiation. This outcome supports our selection of one of the three definitions in our hybrid model. Secondly, further experiments were performed for comparison between our hybrid segmentation model and other existing segmentation models. A noticeable gain was seen by our hybrid model in segmenting intensity inhomogeneous images.

On Partial Fraction Decompositions by Repeated Polynomial Divisions

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2017-01-01

We present a method for finding partial fraction decompositions of rational functions with linear or quadratic factors in the denominators by means of repeated polynomial divisions. This method does not involve differentiation or solving linear equations for obtaining the unknown partial fraction coefficients, which is very suitable for either…

A partial differential equation for pseudocontact shift.

PubMed

Charnock, G T P; Kuprov, Ilya

2014-10-07

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

On the Number of Periodic Solutions of Delay Differential Equations

NASA Astrophysics Data System (ADS)

Han, Maoan; Xu, Bing; Tian, Huanhuan; Bai, Yuzhen

In this paper, we consider the existence and number of periodic solutions for a class of delay differential equations of the form ẋ(t) = bx(t ‑ 1) + 𝜀f(x(t),x(t ‑ 1),𝜀), based on the Kaplan-Yorke method. Especially, we consider a kind of delay differential equations with f as a polynomial having parameters and find the number of periodic solutions with period 4 4k+1 or 4 4k+3.

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…

Solving Nonlinear Differential Equations in the Engineering Curriculum

ERIC Educational Resources Information Center

Auslander, David M.

1977-01-01

Described is the Dynamic System Simulation Language (SIM) mini-computer system utilized at the University of California, Los Angeles. It is used by engineering students for solving nonlinear differential equations. (SL)

Algebraic Riccati equations in zero-sum differential games

NASA Technical Reports Server (NTRS)

Johnson, T. L.; Chao, A.

1974-01-01

The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.

The Use of Kruskal-Newton Diagrams for Differential Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

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.

Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations

ERIC Educational Resources Information Center

Robin, W.

2007-01-01

The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…

Generalised and Fractional Langevin Equations-Implications for Energy Balance Models

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Chapman, S. C.; Chechkin, A.; Ford, I.; Klages, R.; Stainforth, D. A.

2017-12-01

Energy Balance Models (EBMs) have a long heritage in climate science, including their use in modelling anomalies in global mean temperature. Many types of EBM have now been studied, and this presentation concerns the stochastic EBMs, which allow direct treatment of climate fluctuations and noise. Some recent stochastic EBMs (e.g. [1]) map on to Langevin's original form of his equation, with temperature anomaly replacing velocity, and other corresponding replacements being made. Considerable sophistication has now been reached in the application of multivariate stochastic Langevin modelling in many areas of climate. Our work is complementary in intent and investigates the Mori-Kubo "Generalised Langevin Equation" (GLE) which incorporates non-Markovian noise and response in a univariate framework, as a tool for modelling GMT [2]. We show how, if it is present, long memory simplifies the GLE to a fractional Langevin equation (FLE). Evidence for long range memory in global temperature, and the success of fractional Gaussian noise in its prediction [5] has already motivated investigation of a power law response model [3,4,5]. We go beyond this work to ask whether an EBM of FLE-type exists, and what its solutions would be. [l] Padilla et al, J. Climate (2011); [2] Watkins, GRL (2013); [3] Rypdal, JGR (2012); [4] Rypdal and Rypdal, J. Climate (2014); [5] Lovejoy et al, ESDD (2015).

A semi-analytical method for the computation of the Lyapunov exponents of fractional-order systems

NASA Astrophysics Data System (ADS)

Caponetto, Riccardo; Fazzino, Stefano

2013-01-01

Fractional-order differential equations are interesting for their applications in the construction of mathematical models in finance, materials science or diffusion. In this paper, an application of a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equation is employed for calculating Lyapunov exponents of fractional order systems. It is known that the Lyapunov exponents, first introduced by Oseledec, play a crucial role in characterizing the behaviour of dynamical systems. They can be used to analyze the sensitive dependence on initial conditions and the presence of chaotic attractors. The results reveal that the proposed method is very effective and simple and leads to accurate, approximately convergent solutions.

The numerical solution of ordinary differential equations by the Taylor series method

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.

Lie group classification of first-order delay ordinary differential equations

NASA Astrophysics Data System (ADS)

Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel

2018-05-01

A group classification of first-order delay ordinary differential equations (DODEs) accompanied by an equation for the delay parameter (delay relation) is presented. A subset of such systems (delay ordinary differential systems or DODSs), which consists of linear DODEs and solution-independent delay relations, have infinite-dimensional symmetry algebras—as do nonlinear ones that are linearizable by an invertible transformation of variables. Genuinely nonlinear DODSs have symmetry algebras of dimension n, . It is shown how exact analytical solutions of invariant DODSs can be obtained using symmetry reduction.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Kudryashov, N. A.; Volkov, A. K.

2017-07-01

New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.

The method of averages applied to the KS differential equations

NASA Technical Reports Server (NTRS)

Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.

1977-01-01

A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg–de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable. PMID:28508044

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

New stability conditions for mixed linear Levin-Nohel integro-differential equations

NASA Astrophysics Data System (ADS)

Dung, Nguyen Tien

2013-08-01

For the mixed Levin-Nohel integro-differential equation, we obtain new necessary and sufficient conditions of asymptotic stability. These results improve those obtained by Becker and Burton ["Stability, fixed points and inverse of delays," Proc. - R. Soc. Edinburgh, Sect. A 136, 245-275 (2006)], 10.1017/S0308210500004546 and Jin and Luo ["Stability of an integro-differential equation," Comput. Math. Appl. 57(7), 1080-1088 (2009)], 10.1016/j.camwa.2009.01.006 when b(t) = 0 and supplement the 3/2-stability theorem when a(t, s) = 0. In addition, the case of the equations with several delays is discussed as well.

Maximum Rate of Growth of Enstrophy in Solutions of the Fractional Burgers Equation

NASA Astrophysics Data System (ADS)

Yun, Dongfang; Protas, Bartosz

2018-02-01

This investigation is a part of a research program aiming to characterize the extreme behavior possible in hydrodynamic models by analyzing the maximum growth of certain fundamental quantities. We consider here the rate of growth of the classical and fractional enstrophy in the fractional Burgers equation in the subcritical and supercritical regimes. Since solutions to this equation exhibit, respectively, globally well-posed behavior and finite-time blowup in these two regimes, this makes it a useful model to study the maximum instantaneous growth of enstrophy possible in these two distinct situations. First, we obtain estimates on the rates of growth and then show that these estimates are sharp up to numerical prefactors. This is done by numerically solving suitably defined constrained maximization problems and then demonstrating that for different values of the fractional dissipation exponent the obtained maximizers saturate the upper bounds in the estimates as the enstrophy increases. We conclude that the power-law dependence of the enstrophy rate of growth on the fractional dissipation exponent has the same global form in the subcritical, critical and parts of the supercritical regime. This indicates that the maximum enstrophy rate of growth changes smoothly as global well-posedness is lost when the fractional dissipation exponent attains supercritical values. In addition, nontrivial behavior is revealed for the maximum rate of growth of the fractional enstrophy obtained for small values of the fractional dissipation exponents. We also characterize the structure of the maximizers in different cases.

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

PubMed

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

2016-01-01

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

Dielectric metasurfaces solve differential and integro-differential equations.

PubMed

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

2017-04-01

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

A differential equation for the Generalized Born radii.

PubMed

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

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

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Enriched reproducing kernel particle method for fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Ying, Yuping; Lian, Yanping; Tang, Shaoqiang; Liu, Wing Kam

2018-06-01

The reproducing kernel particle method (RKPM) has been efficiently applied to problems with large deformations, high gradients and high modal density. In this paper, it is extended to solve a nonlocal problem modeled by a fractional advection-diffusion equation (FADE), which exhibits a boundary layer with low regularity. We formulate this method on a moving least-square approach. Via the enrichment of fractional-order power functions to the traditional integer-order basis for RKPM, leading terms of the solution to the FADE can be exactly reproduced, which guarantees a good approximation to the boundary layer. Numerical tests are performed to verify the proposed approach.

Revealing Numerical Solutions of a Differential Equation

ERIC Educational Resources Information Center

Glaister, P.

2006-01-01

In this article, the author considers a student exercise that involves determining the exact and numerical solutions of a particular differential equation. He shows how a typical student solution is at variance with a numerical solution, suggesting that the numerical solution is incorrect. However, further investigation shows that this numerical…

Revisited Fisher's equation in a new outlook: A fractional derivative approach

NASA Astrophysics Data System (ADS)

Alquran, Marwan; Al-Khaled, Kamel; Sardar, Tridip; Chattopadhyay, Joydev

2015-11-01

The well-known Fisher equation with fractional derivative is considered to provide some characteristics of memory embedded into the system. The modified model is analyzed both analytically and numerically. A comparatively new technique residual power series method is used for finding approximate solutions of the modified Fisher model. A new technique combining Sinc-collocation and finite difference method is used for numerical study. The abundance of the bird species Phalacrocorax carbois considered as a test bed to validate the model outcome using estimated parameters. We conjecture non-diffusive and diffusive fractional Fisher equation represents the same dynamics in the interval (memory index, α ∈(0.8384 , 0.9986)). We also observe that when the value of memory index is close to zero, the solutions bifurcate and produce a wave-like pattern. We conclude that the survivability of the species increases for long range memory index. These findings are similar to Fisher observation and act in a similar fashion that advantageous genes do.

Stationary conditions for stochastic differential equations

NASA Technical Reports Server (NTRS)

Adomian, G.; Walker, W. W.

1972-01-01

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

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.

Dimensional analysis yields the general second-order differential equation underlying many natural phenomena: the mathematical properties of a phenomenon's data plot then specify a unique differential equation for it.

PubMed

Kepner, Gordon R

2014-08-27

This study uses dimensional analysis to derive the general second-order differential equation that underlies numerous physical and natural phenomena described by common mathematical functions. It eschews assumptions about empirical constants and mechanisms. It relies only on the data plot's mathematical properties to provide the conditions and constraints needed to specify a second-order differential equation that is free of empirical constants for each phenomenon. A practical example of each function is analyzed using the general form of the underlying differential equation and the observable unique mathematical properties of each data plot, including boundary conditions. This yields a differential equation that describes the relationship among the physical variables governing the phenomenon's behavior. Complex phenomena such as the Standard Normal Distribution, the Logistic Growth Function, and Hill Ligand binding, which are characterized by data plots of distinctly different sigmoidal character, are readily analyzed by this approach. It provides an alternative, simple, unifying basis for analyzing each of these varied phenomena from a common perspective that ties them together and offers new insights into the appropriate empirical constants for describing each phenomenon.

Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing the user to efficiently integrate differential equations from a higher-level interpreted language. The presented modules are particularly suited for large systems of differential equations such as those used to describe dynamics on complex networks. Through the selected method of input, the presented modules also allow almost complete automatization of the process of estimating regular as well as transversal Lyapunov exponents for ordinary and delay differential equations. We conceptually discuss the modules' design, analyze their performance, and demonstrate their capabilities by application to timely problems.

A Tutorial Review on Fractal Spacetime and Fractional Calculus

NASA Astrophysics Data System (ADS)

He, Ji-Huan

2014-11-01

This tutorial review of fractal-Cantorian spacetime and fractional calculus begins with Leibniz's notation for derivative without limits which can be generalized to discontinuous media like fractal derivative and q-derivative of quantum calculus. Fractal spacetime is used to elucidate some basic properties of fractal which is the foundation of fractional calculus, and El Naschie's mass-energy equation for the dark energy. The variational iteration method is used to introduce the definition of fractional derivatives. Fractal derivative is explained geometrically and q-derivative is motivated by quantum mechanics. Some effective analytical approaches to fractional differential equations, e.g., the variational iteration method, the homotopy perturbation method, the exp-function method, the fractional complex transform, and Yang-Laplace transform, are outlined and the main solution processes are given.

Perturbations of linear delay differential equations at the verge of instability.

PubMed

Lingala, N; Namachchivaya, N Sri

2016-06-01

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.

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

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

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

Weak Solution Classes for Parabolic Integro-Differential Equations

DTIC Science & Technology

1982-09-01

different existence argument for solutions of (I). It is partly based on a method that was used in (2) and (6] to treat a Hilbert - space version of (I) and...xx Differential Equations 35 (1980), 200-231. 121 V. Barbut Integro-Oifferential Squatton. in Hilbert Spaces. Ann. St. Univ. *Al. 1. Cuaxa 19 (1973... Greenberg : O,% the Existence, Uniqueness, and stability of the Equation 00 Xtt - 3(XX)X) AX *x . J Math. Anal. Appl. 25 (1969), S75-591. (131 7

Advanced methods for the solution of differential equations

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

Sensitivity of rough differential equations: An approach through the Omega lemma

NASA Astrophysics Data System (ADS)

Coutin, Laure; Lejay, Antoine

2018-03-01

The Itô map gives the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the Itô map is Hölder or Lipschitz continuous with respect to all its parameters. This result unifies and weakens the hypotheses of the regularity results already established in the literature.

Unsplit complex frequency shifted perfectly matched layer for second-order wave equation using auxiliary differential equations.

PubMed

Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

2015-12-01

The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.

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.

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.

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.

Efficient numerical simulation of non-integer-order space-fractional reaction-diffusion equation via the Riemann-Liouville operator

NASA Astrophysics Data System (ADS)

Owolabi, Kolade M.

2018-03-01

In this work, we are concerned with the solution of non-integer space-fractional reaction-diffusion equations with the Riemann-Liouville space-fractional derivative in high dimensions. We approximate the Riemann-Liouville derivative with the Fourier transform method and advance the resulting system in time with any time-stepping solver. In the numerical experiments, we expect the travelling wave to arise from the given initial condition on the computational domain (-∞, ∞), which we terminate in the numerical experiments with a large but truncated value of L. It is necessary to choose L large enough to allow the waves to have enough space to distribute. Experimental results in high dimensions on the space-fractional reaction-diffusion models with applications to biological models (Fisher and Allen-Cahn equations) are considered. Simulation results reveal that fractional reaction-diffusion equations can give rise to a range of physical phenomena when compared to non-integer-order cases. As a result, most meaningful and practical situations are found to be modelled with the concept of fractional calculus.

Asymptotic problems for stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Salins, Michael

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

Singular Hopf bifurcation in a differential equation with large state-dependent delay

PubMed Central

Kozyreff, G.; Erneux, T.

2014-01-01

We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol’s equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays. PMID:24511255

Singular Hopf bifurcation in a differential equation with large state-dependent delay.

PubMed

Kozyreff, G; Erneux, T

2014-02-08

We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol's equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays.

Representing Sudden Shifts in Intensive Dyadic Interaction Data Using Differential Equation Models with Regime Switching.

PubMed

Chow, Sy-Miin; Ou, Lu; Ciptadi, Arridhana; Prince, Emily B; You, Dongjun; Hunter, Michael D; Rehg, James M; Rozga, Agata; Messinger, Daniel S

2018-06-01

A growing number of social scientists have turned to differential equations as a tool for capturing the dynamic interdependence among a system of variables. Current tools for fitting differential equation models do not provide a straightforward mechanism for diagnosing evidence for qualitative shifts in dynamics, nor do they provide ways of identifying the timing and possible determinants of such shifts. In this paper, we discuss regime-switching differential equation models, a novel modeling framework for representing abrupt changes in a system of differential equation models. Estimation was performed by combining the Kim filter (Kim and Nelson State-space models with regime switching: classical and Gibbs-sampling approaches with applications, MIT Press, Cambridge, 1999) and a numerical differential equation solver that can handle both ordinary and stochastic differential equations. The proposed approach was motivated by the need to represent discrete shifts in the movement dynamics of [Formula: see text] mother-infant dyads during the Strange Situation Procedure (SSP), a behavioral assessment where the infant is separated from and reunited with the mother twice. We illustrate the utility of a novel regime-switching differential equation model in representing children's tendency to exhibit shifts between the goal of staying close to their mothers and intermittent interest in moving away from their mothers to explore the room during the SSP. Results from empirical model fitting were supplemented with a Monte Carlo simulation study to evaluate the use of information criterion measures to diagnose sudden shifts in dynamics.

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.

Numerical modelling in biosciences using delay differential equations

NASA Astrophysics Data System (ADS)

Bocharov, Gennadii A.; Rihan, Fathalla A.

2000-12-01

Our principal purposes here are (i) to consider, from the perspective of applied mathematics, models of phenomena in the biosciences that are based on delay differential equations and for which numerical approaches are a major tool in understanding their dynamics, (ii) to review the application of numerical techniques to investigate these models. We show that there are prima facie reasons for using such models: (i) they have a richer mathematical framework (compared with ordinary differential equations) for the analysis of biosystem dynamics, (ii) they display better consistency with the nature of certain biological processes and predictive results. We analyze both the qualitative and quantitative role that delays play in basic time-lag models proposed in population dynamics, epidemiology, physiology, immunology, neural networks and cell kinetics. We then indicate suitable computational techniques for the numerical treatment of mathematical problems emerging in the biosciences, comparing them with those implemented by the bio-modellers.

Differential equation of exospheric lateral transport and its application to terrestrial hydrogen

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.

Interpreting experimental data on egg production--applications of dynamic differential equations.

PubMed

France, J; Lopez, S; Kebreab, E; Dijkstra, J

2013-09-01

This contribution focuses on applying mathematical models based on systems of ordinary first-order differential equations to synthesize and interpret data from egg production experiments. Models based on linear systems of differential equations are contrasted with those based on nonlinear systems. Regression equations arising from analytical solutions to linear compartmental schemes are considered as candidate functions for describing egg production curves, together with aspects of parameter estimation. Extant candidate functions are reviewed, a role for growth functions such as the Gompertz equation suggested, and a function based on a simple new model outlined. Structurally, the new model comprises a single pool with an inflow and an outflow. Compartmental simulation models based on nonlinear systems of differential equations, and thus requiring numerical solution, are next discussed, and aspects of parameter estimation considered. This type of model is illustrated in relation to development and evaluation of a dynamic model of calcium and phosphorus flows in layers. The model consists of 8 state variables representing calcium and phosphorus pools in the crop, stomachs, plasma, and bone. The flow equations are described by Michaelis-Menten or mass action forms. Experiments that measure Ca and P uptake in layers fed different calcium concentrations during shell-forming days are used to evaluate the model. In addition to providing a useful management tool, such a simulation model also provides a means to evaluate feeding strategies aimed at reducing excretion of potential pollutants in poultry manure to the environment.

Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.

Given a one-step numerical scheme, on which ordinary differential equations is it exact?

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

A necessary condition for a (non-autonomous) ordinary differential equation to be exactly solved by a one-step, finite difference method is that the principal term of its local truncation error be null. A procedure to determine some ordinary differential equations exactly solved by a given numerical scheme is developed. Examples of differential equations exactly solved by the explicit Euler, implicit Euler, trapezoidal rule, second-order Taylor, third-order Taylor, van Niekerk's second-order rational, and van Niekerk's third-order rational methods are presented.

Multigrid methods for differential equations with highly oscillatory coefficients

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Luo, Erding

1993-01-01

New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.