Differential operator multiplication method for fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Emad A-B., Abdel-Salam; Gamal, F. Hassan
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
Existence of a coupled system of fractional differential equations
Ibrahim, Rabha W.; Siri, Zailan
2015-10-22
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations
Baranwal, Vipul K.; Pandey, Ram K.
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ0, γ1, γ2,… and auxiliary functions H0(x), H1(x), H2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
Approximate solutions for non-linear iterative fractional differential equations
NASA Astrophysics Data System (ADS)
Damag, Faten H.; Kiliçman, Adem; Ibrahim, Rabha W.
2016-06-01
This paper establishes approximate solution for non-linear iterative fractional differential equations: d/γv (s ) d sγ =ℵ (s ,v ,v (v )), where γ ∈ (0, 1], s ∈ I := [0, 1]. Our method is based on some convergence tools for analytic solution in a connected region. We show that the suggested solution is unique and convergent by some well known geometric functions.
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.
Matrix approach to discrete fractional calculus II: Partial fractional differential equations
NASA Astrophysics Data System (ADS)
Podlubny, Igor; Chechkin, Aleksei; Skovranek, Tomas; Chen, YangQuan; Vinagre Jara, Blas M.
2009-05-01
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of various types of fractional diffusion equation. The suggested method is the development of Podlubny's matrix approach [I. Podlubny, Matrix approach to discrete fractional calculus, Fractional Calculus and Applied Analysis 3 (4) (2000) 359-386]. Four examples of numerical solution of fractional diffusion equation with various combinations of time-/space-fractional derivatives (integer/integer, fractional/integer, integer/fractional, and fractional/fractional) with respect to time and to the spatial variable are provided in order to illustrate how simple and general is the suggested approach. The fifth example illustrates that the method can be equally simply used for fractional differential equations with delays. A set of MATLAB routines for the implementation of the method as well as sample code used to solve the examples have been developed.
Lie group analysis method for two classes of fractional partial differential equations
NASA Astrophysics Data System (ADS)
Chen, Cheng; Jiang, Yao-Lin
2015-09-01
In this paper we deal with two classes of fractional partial differential equation: n order linear fractional partial differential equation and nonlinear fractional reaction diffusion convection equation, by using the Lie group analysis method. The infinitesimal generators general formula of n order linear fractional partial differential equation is obtained. For nonlinear fractional reaction diffusion convection equation, the properties of their infinitesimal generators are considered. The four special cases are exhaustively investigated respectively. At the same time some examples of the corresponding case are also given. So it is very convenient to solve the infinitesimal generator of some fractional partial differential equation.
Liu, Yuji; Ahmad, Bashir
2014-01-01
We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models. PMID:24578623
NASA Astrophysics Data System (ADS)
Yao, Ruo-Xia; Wang, Wei; Chen, Ting-Hua
2014-11-01
Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.
NASA Astrophysics Data System (ADS)
Feng, Qing-Hua
2013-05-01
In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established.
Exponential rational function method for space-time fractional differential equations
NASA Astrophysics Data System (ADS)
Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet
2016-04-01
In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.
NASA Astrophysics Data System (ADS)
Li, Xinxiu
2012-10-01
Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.
Constructing conservation laws for fractional-order integro-differential equations
NASA Astrophysics Data System (ADS)
Lukashchuk, S. Yu.
2015-08-01
In a class of functions depending on linear integro-differential fractional-order variables, we prove an analogue of the fundamental operator identity relating the infinitesimal operator of a point transformation group, the Euler-Lagrange differential operator, and Noether operators. Using this identity, we prove fractional-differential analogues of the Noether theorem and its generalizations applicable to equations with fractional-order integrals and derivatives of various types that are Euler-Lagrange equations. In explicit form, we give fractional-differential generalizations of Noether operators that gives an efficient way to construct conservation laws, which we illustrate with three examples.
A class of nonlinear differential equations with fractional integrable impulses
NASA Astrophysics Data System (ADS)
Wang, JinRong; Zhang, Yuruo
2014-09-01
In this paper, we introduce a new class of impulsive differential equations, which is more suitable to characterize memory processes of the drugs in the bloodstream and the consequent absorption for the body. This fact offers many difficulties in applying the usual methods to analysis and novel techniques in Bielecki's normed Banach spaces and thus makes the study of existence and uniqueness theorems interesting. Meanwhile, new concepts of Bielecki-Ulam's type stability are introduced and generalized Ulam-Hyers-Rassias stability results on a compact interval are established. This is another novelty of this paper. Finally, an interesting example is given to illustrate our theory results.
NASA Astrophysics Data System (ADS)
Hesameddini, Esmail; Rahimi, Azam
2015-05-01
In this article, we propose a new approach for solving fractional partial differential equations with variable coefficients, which is very effective and can also be applied to other types of differential equations. The main advantage of the method lies in its flexibility for obtaining the approximate solutions of time fractional and space fractional equations. The fractional derivatives are described based on the Caputo sense. Our method contains an iterative formula that can provide rapidly convergent successive approximations of the exact solution if such a closed form solution exists. Several examples are given, and the numerical results are shown to demonstrate the efficiency of the newly proposed method.
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.
Numerical solution of distributed order fractional differential equations by hybrid functions
NASA Astrophysics Data System (ADS)
Mashayekhi, S.; Razzaghi, M.
2016-06-01
In this paper, a new numerical method for solving the distributed fractional differential equations is presented. The method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The Riemann-Liouville fractional integral operator for hybrid functions is introduced. This operator is then utilized to reduce the solution of the distributed fractional differential equations to a system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
Exact solutions for the fractional differential equations by using the first integral method
NASA Astrophysics Data System (ADS)
Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi
2015-03-01
In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.
Yin, Fukang; Song, Junqiang; Leng, Hongze; Lu, Fengshun
2014-01-01
We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid "noise terms" is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303
A hybrid algorithm for Caputo fractional differential equations
NASA Astrophysics Data System (ADS)
Salgado, G. H. O.; Aguirre, L. A.
2016-04-01
This paper is concerned with the numerical solution of fractional initial value problems (FIVP) in sense of Caputo's definition for dynamical systems. Unlike for integer-order derivatives that have a single definition, there is more than one definition of non integer-order derivatives and the solution of an FIVP is definition-dependent. In this paper, the chief differences of the main definitions of fractional derivatives are revisited and a numerical algorithm to solve an FIVP for Caputo derivative is proposed. The main advantages of the algorithm are twofold: it can be initialized with integer-order derivatives, and it is faster than the corresponding standard algorithm. The performance of the proposed algorithm is illustrated with examples which suggest that it requires about half the computation time to achieve the same accuracy than the standard algorithm.
NASA Astrophysics Data System (ADS)
İsmail, Aslan
2014-05-01
The extended simplest equation method is used to solve exactly a new differential-difference equation of fractional-type, proposed by Narita [J. Math. Anal. Appl. 381 (2011) 963] quite recently, related to the discrete MKdV equation. It is shown that the model supports three types of exact solutions with arbitrary parameters: hyperbolic, trigonometric and rational, which have not been reported before.
Aguila-Camacho, Norelys; Duarte-Mermoud, Manuel A
2016-01-01
This paper presents the analysis of three classes of fractional differential equations appearing in the field of fractional adaptive systems, for the case when the fractional order is in the interval α∈(0,1] and the Caputo definition for fractional derivatives is used. The boundedness of the solutions is proved for all three cases, and the convergence to zero of the mean value of one of the variables is also proved. Applications of the obtained results to fractional adaptive schemes in the context of identification and control problems are presented at the end of the paper, including numerical simulations which support the analytical results. PMID:26632495
New Operational Matrices for Solving Fractional Differential Equations on the Half-Line
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
NASA Astrophysics Data System (ADS)
Yang, Xiao-Jun; Srivastava, H. M.; He, Ji-Huan; Baleanu, Dumitru
2013-10-01
In this Letter, we propose to use the Cantor-type cylindrical-coordinate method in order to investigate a family of local fractional differential operators on Cantor sets. Some testing examples are given to illustrate the capability of the proposed method for the heat-conduction equation on a Cantor set and the damped wave equation in fractal strings. It is seen to be a powerful tool to convert differential equations on Cantor sets from Cantorian-coordinate systems to Cantor-type cylindrical-coordinate systems.
Mellin transform approach for the solution of coupled systems of fractional differential equations
NASA Astrophysics Data System (ADS)
Butera, Salvatore; Di Paola, Mario
2015-01-01
In this paper, the solution of a multi-order, multi-degree-of-freedom fractional differential equation is addressed by using the Mellin integral transform. By taking advantage of a technique that relates the transformed function, in points of the complex plane differing in the value of their real part, the solution is found in the Mellin domain by solving a linear set of algebraic equations. The approximate solution of the differential (or integral) equation is restored, in the time domain, by using the inverse Mellin transform in its discretized form.
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.
A matrix approach for partial differential equations with Riesz space fractional derivatives
NASA Astrophysics Data System (ADS)
Popolizio, M.
2013-09-01
Fractional partial differential equations are emerging in many scientific fields and their numerical solution is becoming a fundamental topic. In this paper we consider the Riesz fractional derivative operator and its discretization by fractional centered differences. The resulting matrix is studied, with an interesting result on a connection between the decay behavior of its entries and the short memory principle from fractional calculus. The Shift-and-Invert method is then applied to approximate the solution of the partial differential equation as the action of the matrix exponential on a suitable vector which mimics the given initial conditions. The numerical results confirm the good approximation quality and encourage the use of the proposed approach.
Existence results for a system of coupled hybrid fractional differential equations.
Ahmad, Bashir; Ntouyas, Sotiris K; Alsaedi, Ahmed
2014-01-01
This paper studies the existence of solutions for a system of coupled hybrid fractional differential equations with Dirichlet boundary conditions. We make use of the standard tools of the fixed point theory to establish the main results. The existence and uniqueness result is elaborated with the aid of an example. PMID:25215320
NASA Astrophysics Data System (ADS)
Ahmadian, A.; Ismail, F.; Senu, N.; Salahshour, S.; Suleiman, M.
2016-06-01
The main contribution of the current paper is to obtain new results on the existence and uniqueness of the solution of fractional integro-differential equations under uncertainty with nonlocal conditions. For this purpose, we have used two basic tools, the contraction mapping principle and Krasnoselskii's fixed-point theorem. Indeed, we have considered the original problem involving fuzzy Caputo differentiability, together with fuzzy nonlinear condition.
A New Mixed Element Method for a Class of Time-Fractional Partial Differential Equations
Li, Hong; Gao, Wei; He, Siriguleng; Fang, Zhichao
2014-01-01
A kind of new mixed element method for time-fractional partial differential equations is studied. The Caputo-fractional derivative of time direction is approximated by two-step difference method and the spatial direction is discretized by a new mixed element method, whose gradient belongs to the simple (L2(Ω)2) space replacing the complex H(div; Ω) space. Some a priori error estimates in L2-norm for the scalar unknown u and in (L2)2-norm for its gradient σ. Moreover, we also discuss a priori error estimates in H1-norm for the scalar unknown u. PMID:24737957
An improved non-classical method for the solution of fractional differential equations
NASA Astrophysics Data System (ADS)
Birk, Carolin; Song, Chongmin
2010-10-01
A procedure to construct temporally local schemes for the computation of fractional derivatives is proposed. The frequency-domain counterpart (i ω) α of the fractional differential operator of order α is expressed as an improper integral of a rational function in i ω. After applying a quadrature rule, the improper integral is approximated by a series of partial fractions. Each term of the partial fractions corresponds to an exponential kernel in the time domain. The convolution integral in a fractional derivative can be evaluated recursively leading to a local scheme. As the arguments of the exponential functions are always real and negative, the scheme is stable. The present procedure provides a convenient way to evaluate the quality of a given algorithm by examining its accuracy in fitting the function (i ω) α . It is revealed that the non-classical solution methods for fractional differential equations proposed by Yuan and Agrawal (ASME J Vib Acoust 124:321-324, 2002) and by Diethelm (Numer Algorithms 47:361-390, 2008) can also be interpreted as applying specific quadrature rules to evaluate the improper integral numerically. Over a wider range of frequencies, Diethelm’s algorithm provides a more accurate fitting than the YA algorithm. Therefore, it leads to better performance. Further exploiting this advantage of the proposed derivation, a novel quadrature rule leading to an even better performance than Diethelm’s algorithm is proposed. Significant gains in accuracy are achieved at the extreme ends of the frequency range. This results in significant improvements in accuracy for late time responses. Several numerical examples, including fractional differential equations of degree α = 0.3 and α = 1.5, demonstrate the accuracy and efficiency of the proposed method.
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations
NASA Astrophysics Data System (ADS)
Li, Changpin; Yi, Qian; Chen, An
2016-07-01
In this article, finite difference methods with non-uniform meshes for solving nonlinear fractional differential equations are presented, where the non-equidistant stepsize is non-decreasing. The rectangle formula and trapezoid formula are proposed based on the non-uniform meshes. Combining the above two methods, we then establish the predictor-corrector scheme. The error and stability analysis are carefully investigated. At last, numerical examples are carried out to verify the theoretical analysis. Besides, the comparisons between non-uniform and uniform meshes are given, where the non-uniform meshes show the better performance when dealing with the less smooth problems.
NASA Astrophysics Data System (ADS)
Lin, Yezhi; Liu, Yinping; Li, Zhibin
2013-01-01
The Adomian decomposition method (ADM) is one of the most effective methods to construct analytic approximate solutions for nonlinear differential equations. In this paper, based on the new definition of the Adomian polynomials, Rach (2008) [22], the Adomian decomposition method and the Padé approximants technique, a new algorithm is proposed to construct analytic approximate solutions for nonlinear fractional differential equations with initial or boundary conditions. Furthermore, a MAPLE software package is developed to implement this new algorithm, which is user-friendly and efficient. One only needs to input the system equation, initial or boundary conditions and several necessary parameters, then our package will automatically deliver the analytic approximate solutions within a few seconds. Several different types of examples are given to illustrate the scope and demonstrate the validity of our package, especially for non-smooth initial value problems. Our package provides a helpful and easy-to-use tool in science and engineering simulations. Program summaryProgram title: ADMP Catalogue identifier: AENE_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENE_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 12011 No. of bytes in distributed program, including test data, etc.: 575551 Distribution format: tar.gz Programming language: MAPLE R15. Computer: PCs. Operating system: Windows XP/7. RAM: 2 Gbytes Classification: 4.3. Nature of problem: Constructing analytic approximate solutions of nonlinear fractional differential equations with initial or boundary conditions. Non-smooth initial value problems can be solved by this program. Solution method: Based on the new definition of the Adomian polynomials [1], the Adomian decomposition method and the Pad
NASA Astrophysics Data System (ADS)
Hesameddini, Esmail; Rahimi, Azam; Asadollahifard, Elham
2016-05-01
In this paper, we will introduce the reconstruction of variational iteration method (RVIM) to solve multi-order fractional differential equations (M-FDEs), which include linear and nonlinear ones. We will easily obtain approximate analytical solutions of M-FDEs by means of the RVIM based on the properties of fractional calculus. Moreover, the convergence of proposed method will be shown. Our scheme has been constructed for the fully general set of M-FDEs without any special assumptions, and is easy to implement numerically. Therefore, our method is more practical and helpful for solving a broad class of M-FDEs. Numerical results are carried out to confirm the accuracy and efficiency of proposed method. Several numerical examples are presented in the format of table and graphs to make comparison with the results that previously obtained by some other well known methods.
Lorenzo, C F; Hartley, T T; Malti, R
2013-05-13
A new and simplified method for the solution of linear constant coefficient fractional differential equations of any commensurate order is presented. The solutions are based on the R-function and on specialized Laplace transform pairs derived from the principal fractional meta-trigonometric functions. The new method simplifies the solution of such fractional differential equations and presents the solutions in the form of real functions as opposed to fractional complex exponential functions, and thus is directly applicable to real-world physics. PMID:23547228
Fractional vector calculus and fractional Maxwell's equations
Tarasov, Vasily E.
2008-11-15
The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC) has only 10 years. The main approaches to formulate a FVC, which are used in the physics during the past few years, will be briefly described in this paper. We solve some problems of consistent formulations of FVC by using a fractional generalization of the Fundamental Theorem of Calculus. We define the differential and integral vector operations. The fractional Green's, Stokes' and Gauss's theorems are formulated. The proofs of these theorems are realized for simplest regions. A fractional generalization of exterior differential calculus of differential forms is discussed. Fractional nonlocal Maxwell's equations and the corresponding fractional wave equations are considered.
NASA Astrophysics Data System (ADS)
Isah, Abdulnasir; Chang, Phang
2016-06-01
In this article we propose the wavelet operational method based on shifted Legendre polynomial to obtain the numerical solutions of non-linear systems of fractional order differential equations (NSFDEs). The operational matrix of fractional derivative derived through wavelet-polynomial transformation are used together with the collocation method to turn the NSFDEs to a system of non-linear algebraic equations. Illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed techniques.
NASA Astrophysics Data System (ADS)
Bologna, Mauro; Svenkeson, Adam; West, Bruce J.; Grigolini, Paolo
2015-07-01
Diffusion processes in heterogeneous media, and biological systems in particular, are riddled with the difficult theoretical issue of whether the true origin of anomalous behavior is renewal or memory, or a special combination of the two. Accounting for the possible mixture of renewal and memory sources of subdiffusion is challenging from a computational point of view as well. This problem is exacerbated by the limited number of techniques available for solving fractional diffusion equations with time-dependent coefficients. We propose an iterative scheme for solving fractional differential equations with time-dependent coefficients that is based on a parametric expansion in the fractional index. We demonstrate how this method can be used to predict the long-time behavior of nonautonomous fractional differential equations by studying the anomalous diffusion process arising from a mixture of renewal and memory sources.
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2015-10-01
Numerical methods for fractional differential equations generate full stiffness matrices, which were traditionally solved via Gaussian type direct solvers that require O (N3) of computational work and O (N2) of memory to store where N is the number of spatial grid points in the discretization. We develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite volume schemes defined on a locally refined composite mesh for fractional differential equations to resolve boundary layers of the solutions. Numerical results are presented to show the utility of the method.
Kleinert, H; Zatloukal, V
2013-11-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration. PMID:24329213
NASA Astrophysics Data System (ADS)
Srivastava, H. M.; Harjule, P.; Jain, R.
2015-01-01
In this paper, we introduce and investigate a fractional integral operator which contains Fox's H-function in its kernel. We find solutions to some fractional differential equations by using this operator. The results derived in this paper generalize the results obtained in earlier works by Kilbas et al. [7] and Srivastava and Tomovski [23]. A number of corollaries and consequences of the main results are also considered. Using some of these corollaries, graphical illustrations are presented and it is found that the graphs given here are quite comparable to the physical phenomena of decay processes.
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
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.
Relativistic equations with fractional and pseudodifferential operators
Babusci, D.; Dattoli, G.; Quattromini, M.
2011-06-15
In this paper we use different techniques from the fractional and pseudo-operators calculus to solve partial differential equations involving operators with noninteger exponents. We apply the method to equations resembling generalizations of the heat equations and discuss the possibility of extending the procedure to the relativistic Schroedinger and Dirac equations.
An efficient algorithm for solving fractional differential equations with boundary conditions
NASA Astrophysics Data System (ADS)
Alkan, Sertan; Yildirim, Kenan; Secer, Aydin
2016-01-01
In this paper, a sinc-collocation method is described to determine the approximate solution of fractional order boundary value problem (FBVP). The results obtained are presented as two new theorems. The fractional derivatives are defined in the Caputo sense, which is often used in fractional calculus. In order to demonstrate the efficiency and capacity of the present method, it is applied to some FBVP with variable coefficients. Obtained results are compared to exact solutions as well as Cubic Spline solutions. The comparisons can be used to conclude that sinc-collocation method is powerful and promising method for determining the approximate solutions of FBVPs in different types of scenarios.
Exact solution to fractional logistic equation
NASA Astrophysics Data System (ADS)
West, Bruce J.
2015-07-01
The logistic equation is one of the most familiar nonlinear differential equations in the biological and social sciences. Herein we provide an exact solution to an extension of this equation to incorporate memory through the use of fractional derivatives in time. The solution to the fractional logistic equation (FLE) is obtained using the Carleman embedding technique that allows the nonlinear equation to be replaced by an infinite-order set of linear equations, which we then solve exactly. The formal series expansion for the initial value solution of the FLE is shown to be expressed in terms of a series of weighted Mittag-Leffler functions that reduces to the well known analytic solution in the limit where the fractional index for the derivative approaches unity. The numerical integration to the FLE provides an excellent fit to the analytic solution. We propose this approach as a general technique for solving a class of nonlinear fractional differential equations.
Equation of motion using fractional calculus
Kihong, Kwon.
1991-01-01
One-dimensional motion of a particle was studied using fractional calculus, which is the differentiation and the integration of arbitrary order. By fractional differentiation, equation of motion could be written in compact form. Fractional parameters were numerically calculated by using the known solutions of general relativistic free fall motion. Also, from the approximate forms for fractional parameters, the physical meanings were found. The fractional parameters depended on the proper time, the mass of gravitating body, and the initial radial coordinate of the particle.
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Do Differential Equations Swing?
ERIC Educational Resources Information Center
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
Exact solutions of the time-fractional Fisher equation by using modified trial equation method
NASA Astrophysics Data System (ADS)
Tandogan, Yusuf Ali; Bildik, Necdet
2016-06-01
In this study, modified trial equation method has been proposed to obtain precise solutions of nonlinear fractional differential equation. Using the modified test equation method, we obtained some new exact solutions of the time fractional nonlinear Fisher equation. The obtained results are classified as a soliton solution, singular solutions, rational function solutions and periodic solutions.
Fractional-calculus diffusion equation
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
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.
Power-law spatial dispersion from fractional Liouville equation
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.
Fractional telegrapher's equation from fractional persistent random walks
NASA Astrophysics Data System (ADS)
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Fractional telegrapher's equation from fractional persistent random walks.
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses. PMID:27300830
A Fractional Variational Approach to the Fractional Basset-Type Equation
NASA Astrophysics Data System (ADS)
Baleanu, Dumitru; Garra, Roberto; Petras, Ivo
2013-08-01
In this paper we discuss an application of fractional variational calculus to the Basset-type fractional equations. It is well known that the unsteady motion of a sphere immersed in a Stokes fluid is described by an integro-differential equation involving derivative of real order. Here we study the inverse problem, i.e. we consider the problem from a Lagrangian point of view in the framework of fractional variational calculus. In this way we find an application of fractional variational methods to a classical physical model, finding a Basset-type fractional equation starting from a Lagrangian depending on derivatives of fractional order.
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.
The Riesz-Bessel Fractional Diffusion Equation
Anh, V.V. McVinish, R.
2004-05-15
This paper examines the properties of a fractional diffusion equation defined by the composition of the inverses of the Riesz potential and the Bessel potential. The first part determines the conditions under which the Green function of this equation is the transition probability density function of a Levy motion. This Levy motion is obtained by the subordination of Brownian motion, and the Levy representation of the subordinator is determined. The second part studies the semigroup formed by the Green function of the fractional diffusion equation. Applications of these results to certain evolution equations is considered. Some results on the numerical solution of the fractional diffusion equation are also provided.
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Discrete Fractional Diffusion Equation of Chaotic Order
NASA Astrophysics Data System (ADS)
Wu, Guo-Cheng; Baleanu, Dumitru; Xie, He-Ping; Zeng, Sheng-Da
Discrete fractional calculus is suggested in diffusion modeling in porous media. A variable-order fractional diffusion equation is proposed on discrete time scales. A function of the variable order is constructed by a chaotic map. The model shows some new random behaviors in comparison with other variable-order cases.
Space–time fractional Zener wave equation
Atanackovic, T.M.; Janev, M.; Oparnica, Lj.; Pilipovic, S.; Zorica, D.
2015-01-01
The space–time fractional Zener wave equation, describing viscoelastic materials obeying the time-fractional Zener model and the space-fractional strain measure, is derived and analysed. This model includes waves with finite speed, as well as non-propagating disturbances. The existence and the uniqueness of the solution to the generalized Cauchy problem are proved. Special cases are investigated and numerical examples are presented. PMID:25663807
Fractional transport equation on random fractals
NASA Astrophysics Data System (ADS)
Zeng, Qiuhua; Li, Houqiang; Fang, Yaquan
1998-12-01
According to the ways of H.E. Roman and M. Giona with the constitutive equation of diffusive particles in isotropic and homogeneous three dimensions and the Laplace transform we derive the multiscaling fractional transport equation in disordered fractal media, whose solution is consistent with literature results.
Fractional diffusion equations coupled by reaction terms
NASA Astrophysics Data System (ADS)
Lenzi, E. K.; Menechini Neto, R.; Tateishi, A. A.; Lenzi, M. K.; Ribeiro, H. V.
2016-09-01
We investigate the behavior for a set of fractional reaction-diffusion equations that extend the usual ones by the presence of spatial fractional derivatives of distributed order in the diffusive term. These equations are coupled via the reaction terms which may represent reversible or irreversible processes. For these equations, we find exact solutions and show that the spreading of the distributions is asymptotically governed by the same the long-tailed distribution. Furthermore, we observe that the coupling introduced by reaction terms creates an interplay between different diffusive regimes leading us to a rich class of behaviors related to anomalous diffusion.
A two-sided fractional conservation of mass equation
NASA Astrophysics Data System (ADS)
Olsen, Jeffrey S.; Mortensen, Jeff; Telyakovskiy, Aleksey S.
2016-05-01
A two-sided fractional conservation of mass equation is derived by using left and right fractional Mean Value Theorems. This equation extends the one-sided fractional conservation of mass equation of Wheatcraft and Meerschaert. Also, a two-sided fractional advection-dispersion equation is derived. The derivations are based on Caputo fractional derivatives.
Fractional Fokker-Planck equation for fractal media.
Tarasov, Vasily E
2005-06-01
We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived from the fractional Chapman-Kolmogorov equation. Using the Fourier transform, we get the Fokker-Planck-Zaslavsky equations that have fractional coordinate derivatives. The Fokker-Planck equation for the fractal media is an equation with fractional derivatives in the dual space. PMID:16035878
Pendulum Motion and Differential Equations
ERIC Educational Resources Information Center
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Ordinary Differential Equation System Solver
Energy Science and Technology Software Center (ESTSC)
1992-03-05
LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.
Fractional kinetic equation for Hamiltonian chaos
NASA Astrophysics Data System (ADS)
Zaslavsky, G. M.
1994-09-01
Hamiltonian chaotic dynamics of particles (or passive particles in fluids) can be described by a fractional generalization of the Fokker-Planck-Kolmogorov equation (FFPK) which is defined by two fractional critical exponents (α, β) responsible for the space and time derivatives of the distribution function correspondingly. A renormalization method has been proposed to determine (α, β) from the first principles (ie. from the Hamiltonian). The anomalous transport exponent μ is derived as μ = β/α or μ = β/2α for the first order mean displacement in self-similar transport.
Laplace homotopy perturbation method for Burgers equation with space- and time-fractional order
NASA Astrophysics Data System (ADS)
Johnston, S. J.; Jafari, H.; Moshokoa, S. P.; Ariyan, V. M.; Baleanu, D.
2016-07-01
The fractional Burgers equation describes the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Laplace homotopy perturbation method is discussed to obtain the approximate analytical solution of space-fractional and time-fractional Burgers equations. The method used combines the Laplace transform and the homotopy perturbation method. Numerical results show that the approach is easy to implement and accurate when applied to partial differential equations of fractional orders.
Analytical Solution of the Space-Time Fractional Nonlinear Schrödinger Equation
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Yousif, Eltayeb A.; El-Aasser, Mostafa A.
2016-02-01
The space-time fractional nonlinear Schrödinger equation is solved by mean of on the fractional Riccati expansion method. These solutions include generalized trigonometric and hyperbolic functions which could be useful for further understanding of mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time.
On the Time Fractional Generalized Fisher Equation: Group Similarities and Analytical Solutions
NASA Astrophysics Data System (ADS)
M. S., Hashemi; Baleanu, D.
2016-01-01
In this letter, the Lie point symmetries of the time fractional Fisher (TFF) equation have been derived using a systematic investigation. Using the obtained Lie point symmetries, TFF equation has been transformed into a different nonlinear fractional ordinary differential equations with the Erdélyi-Kober fractional derivative which depends on the parameter α. After that some invariant solutions of underlying equation are reported.
Critical exponent of the fractional Langevin equation.
Burov, S; Barkai, E
2008-02-22
We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent alpha(c)=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase. The critical exponent alpha(R)=0.441... marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the underdamped, the overdamped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal. PMID:18352535
A fractional diffusion equation model for cancer tumor
NASA Astrophysics Data System (ADS)
Iyiola, Olaniyi Samuel; Zaman, F. D.
2014-10-01
In this article, we consider cancer tumor models and investigate the need for fractional order derivative as compared to the classical first order derivative in time. Three different cases of the net killing rate are taken into account including the case where net killing rate of the cancer cells is dependent on the concentration of the cells. At first, we use a relatively new analytical technique called q-Homotopy Analysis Method on the resulting time-fractional partial differential equations to obtain analytical solution in form of convergent series with easily computable components. Our numerical analysis enables us to give some recommendations on the appropriate order (fractional) of derivative in time to be used in modeling cancer tumor.
Integro-differential diffusion equation and neutron scattering experiment
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2015-02-01
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.
Allidina, A.Y.; Malinowski, K.; Singh, M.G.
1982-12-01
The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; Yıldırım, Yakup; Khalique, Chaudry Masood
In this paper Lie symmetry analysis of the seventh-order time fractional Sawada-Kotera-Ito (FSKI) equation with Riemann-Liouville derivative is performed. Using the Lie point symmetries of FSKI equation, it is shown that it can be transformed into a nonlinear ordinary differential equation of fractional order with a new dependent variable. In the reduced equation the derivative is in Erdelyi-Kober sense. Furthermore, adapting the Ibragimov's nonlocal conservation method to time fractional partial differential equations, we obtain conservation laws of the underlying equation. In addition, we construct some exact travelling wave solutions for the FSKI equation using the sub-equation method.
Fractional-order difference equations for physical lattices and some applications
Tarasov, Vasily E.
2015-10-15
Fractional-order operators for physical lattice models based on the Grünwald-Letnikov fractional differences are suggested. We use an approach based on the models of lattices with long-range particle interactions. The fractional-order operators of differentiation and integration on physical lattices are represented by kernels of lattice long-range interactions. In continuum limit, these discrete operators of non-integer orders give the fractional-order derivatives and integrals with respect to coordinates of the Grünwald-Letnikov types. As examples of the fractional-order difference equations for physical lattices, we give difference analogs of the fractional nonlocal Navier-Stokes equations and the fractional nonlocal Maxwell equations for lattices with long-range interactions. Continuum limits of these fractional-order difference equations are also suggested.
On exact traveling-wave solutions for local fractional Korteweg-de Vries equation
NASA Astrophysics Data System (ADS)
Yang, Xiao-Jun; Tenreiro Machado, J. A.; Baleanu, Dumitru; Cattani, Carlo
2016-08-01
This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces.
On exact traveling-wave solutions for local fractional Korteweg-de Vries equation.
Yang, Xiao-Jun; Tenreiro Machado, J A; Baleanu, Dumitru; Cattani, Carlo
2016-08-01
This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces. PMID:27586629
Modeling Projects in a Differential Equations Course.
ERIC Educational Resources Information Center
Claus-McGahan, Elly
1998-01-01
Discusses the value of student-designed, in-depth, modeling projects in a differential equations course and how to prepare students. Provides excerpts from worksheets, a list of computer software for Macintosh that can be used in teaching differential equations, and an annotated bibliography. (Author/ASK)
Solving Differential Equations Using Modified Picard Iteration
ERIC Educational Resources Information Center
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
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.
MACSYMA's symbolic ordinary differential equation solver
NASA Technical Reports Server (NTRS)
Golden, J. P.
1977-01-01
The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.
Symbolic Solution of Linear Differential Equations
NASA Technical Reports Server (NTRS)
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273
Uniqueness in inverse boundary value problems for fractional diffusion equations
NASA Astrophysics Data System (ADS)
Li, Zhiyuan; Imanuvilov, Oleg Yu; Yamamoto, Masahiro
2016-01-01
We consider an inverse boundary value problem for diffusion equations with multiple fractional time derivatives. We prove the uniqueness in determining the number of fractional time-derivative terms, the orders of the derivatives and spatially varying coefficients.
NASA Astrophysics Data System (ADS)
Saha, Ray S.; Sahoo, S.
2015-01-01
In the present paper, we construct the analytical exact solutions of some nonlinear evolution equations in mathematical physics; namely the space-time fractional Zakharov—Kuznetsov (ZK) and modified Zakharov—Kuznetsov (mZK) equations by using fractional sub-equation method. As a result, new types of exact analytical solutions are obtained. The obtained results are shown graphically. Here the fractional derivative is described in the Jumarie' modified Riemann—Liouville sense.
Conservation laws, differential identities, and constraints of partial differential equations
NASA Astrophysics Data System (ADS)
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
Fractional Klein-Gordon Equations and Related Stochastic Processes
NASA Astrophysics Data System (ADS)
Garra, Roberto; Orsingher, Enzo; Polito, Federico
2014-03-01
This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order α in (0,1] . A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into Erdélyi-Kober integral operators. Special attention is payed to the fractional telegraph process whose space-dependent distribution solves a non-homogeneous fractional Klein-Gordon equation. The distribution of the fractional telegraph process for α = 1 coincides with that of the classical telegraph process and its driving equation converts into the homogeneous Klein-Gordon equation. Fractional planar random motions at finite velocity are also investigated, the corresponding distributions obtained as well as the explicit form of the governing equations. Fractionality is reflected into the underlying random motion because in each time interval a binomial number of deviations B(n,α ) (with uniformly-distributed orientation) are considered. The parameter n of B(n,α ) is itself a random variable with fractional Poisson distribution, so that fractionality acts as a subsampling of the changes of direction. Finally the behaviour of each coordinate of the planar motion is examined and the corresponding densities obtained. Extensions to N -dimensional fractional random flights are envisaged as well as the fractional counterpart of the Euler-Poisson-Darboux equation to which our theory applies.
Connecting Related Rates and Differential Equations
ERIC Educational Resources Information Center
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
Normal Forms for Nonautonomous Differential Equations
NASA Astrophysics Data System (ADS)
Siegmund, Stefan
2002-01-01
We extend Henry Poincarés normal form theory for autonomous differential equations x=f(x) to nonautonomous differential equations x=f(t, x). Poincarés nonresonance condition λj-∑ni=1 ℓiλi≠0 for eigenvalues is generalized to the new nonresonance condition λj∩∑ni=1 ℓiλi=∅ for spectral intervals.
Program for solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Sloate, H.
1973-01-01
A program for the solution of linear and nonlinear first order ordinary differential equations is described and user instructions are included. The program contains a new integration algorithm for the solution of initial value problems which is particularly efficient for the solution of differential equations with a wide range of eigenvalues. The program in its present form handles up to ten state variables, but expansion to handle up to fifty state variables is being investigated.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
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.)
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.
NASA Astrophysics Data System (ADS)
Hooshmandasl, M. R.; Heydari, M. H.; Cattani, C.
2016-08-01
Fractional calculus has been used to model physical and engineering processes that are best described by fractional differential equations. Therefore designing efficient and reliable techniques for the solution of such equations is an important task. In this paper, we propose an efficient and accurate Galerkin method based on the fractional-order Legendre functions (FLFs) for solving the fractional sub-diffusion equation (FSDE) and the time-fractional diffusion-wave equation (FDWE). The time-fractional derivatives for FSDE are described in the Riemann-Liouville sense, while for FDWE are described in the Caputo sense. To this end, we first derive a new operational matrix of fractional integration (OMFI) in the Riemann-Liouville sense for FLFs. Next, we transform the original FSDE into an equivalent problem with fractional derivatives in the Caputo sense. Then the FLFs and their OMFI together with the Galerkin method are used to transform the problems under consideration into the corresponding linear systems of algebraic equations, which can be simply solved to achieve the numerical solutions of the problems. The proposed method is very convenient for solving such kind of problems, since the initial and boundary conditions are taken into account automatically. Furthermore, the efficiency of the proposed method is shown for some concrete examples. The results reveal that the proposed method is very accurate and efficient.
Sobolev type equations of time-fractional order with periodical boundary conditions
NASA Astrophysics Data System (ADS)
Plekhanova, Marina
2016-08-01
The existence of a unique local solution for a class of time-fractional Sobolev type partial differential equations endowed by the Cauchy initial conditions and periodical with respect to every spatial variable boundary conditions on a parallelepiped is proved. General results are applied to study of the unique solvability for the initial boundary value problem to Benjamin-Bona-Mahony-Burgers and Allair partial differential equations.
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.
Lipschitz regularity of solutions for mixed integro-differential equations
NASA Astrophysics Data System (ADS)
Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril
We establish new Hölder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hölder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. PMID:24184349
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-05-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Radiative Damping and Functional Differential Equations
NASA Astrophysics Data System (ADS)
Raju, Suvrat; Raju, C. K.
We propose a general technique to solve the classical many-body problem with radiative damping. We modify the short-distance structure of Maxwell electrodynamics. This allows us to avoid runaway solutions as if we had a covariant model of extended particles. The resulting equations of motion are functional differential equations (FDEs) rather than ordinary differential equations (ODEs). Using recently developed numerical techniques for stiff, retarded FDEs, we solve these equations for the one-body central force problem with radiative damping. Our results indicate that locally the magnitude of radiation damping may be well approximated by the standard third-order expression but the global properties of our solutions are dramatically different. We comment on the two-body problem and applications to quantum field theory and quantum mechanics.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
Spectral analysis and structure preserving preconditioners for fractional diffusion equations
NASA Astrophysics Data System (ADS)
Donatelli, Marco; Mazza, Mariarosa; Serra-Capizzano, Stefano
2016-02-01
Fractional partial order diffusion equations are a generalization of classical partial differential equations, used to model anomalous diffusion phenomena. When using the implicit Euler formula and the shifted Grünwald formula, it has been shown that the related discretizations lead to a linear system whose coefficient matrix has a Toeplitz-like structure. In this paper we focus our attention on the case of variable diffusion coefficients. Under appropriate conditions, we show that the sequence of the coefficient matrices belongs to the Generalized Locally Toeplitz class and we compute the symbol describing its asymptotic eigenvalue/singular value distribution, as the matrix size diverges. We employ the spectral information for analyzing known methods of preconditioned Krylov and multigrid type, with both positive and negative results and with a look forward to the multidimensional setting. We also propose two new tridiagonal structure preserving preconditioners to solve the resulting linear system, with Krylov methods such as CGNR and GMRES. A number of numerical examples show that our proposal is more effective than recently used circulant preconditioners.
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.
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.
On some differential transformations of hypergeometric equations
NASA Astrophysics Data System (ADS)
Hounkonnou, M. N.; Ronveaux, A.
2015-04-01
Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.
Xie, Jiaquan; Huang, Qingxue; Yang, Xia
2016-01-01
In this paper, we are concerned with nonlinear one-dimensional fractional convection diffusion equations. An effective approach based on Chebyshev operational matrix is constructed to obtain the numerical solution of fractional convection diffusion equations with variable coefficients. The principal characteristic of the approach is the new orthogonal functions based on Chebyshev polynomials to the fractional calculus. The corresponding fractional differential operational matrix is derived. Then the matrix with the Tau method is utilized to transform the solution of this problem into the solution of a system of linear algebraic equations. By solving the linear algebraic equations, the numerical solution is obtained. The approach is tested via examples. It is shown that the proposed algorithm yields better results. Finally, error analysis shows that the algorithm is convergent. PMID:27504247
Non-probabilistic solutions of imprecisely defined fractional-order diffusion equations
NASA Astrophysics Data System (ADS)
Chakraverty, S.; Smita, Tapaswini
2014-12-01
The fractional diffusion equation is one of the most important partial differential equations (PDEs) to model problems in mathematical physics. These PDEs are more practical when those are combined with uncertainties. Accordingly, this paper investigates the numerical solution of a non-probabilistic viz. fuzzy fractional-order diffusion equation subjected to various external forces. A fuzzy diffusion equation having fractional order 0 < α <= 1 with fuzzy initial condition is taken into consideration. Fuzziness appearing in the initial conditions is modelled through convex normalized triangular and Gaussian fuzzy numbers. A new computational technique is proposed based on double parametric form of fuzzy numbers to handle the fuzzy fractional diffusion equation. Using the single parametric form of fuzzy numbers, the original fuzzy diffusion equation is converted first into an interval-based fuzzy differential equation. Next, this equation is transformed into crisp form by using the proposed double parametric form of fuzzy numbers. Finally, the same is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds of the solution. Computed results are depicted in terms of plots. Results obtained by the proposed method are compared with the existing results in special cases.
Approximate Solution to the Fractional Second-Type Lane-Emden Equation
NASA Astrophysics Data System (ADS)
Abdel-Salam, E. A.-B.; Nouh, M. I.
2016-09-01
The spherical isothermal Lane-Emden equation is a second-order nonlinear differential equation that models many configurations in astrophysics. Using the fractal index technique and the power series expansion, we solve the fractional Lane-Emden equation involving the modified Riemann-Liouville derivative. The results indicate that the series converges over the range of radii 0≤ x< 2200 for a wide spread of values for the fractional parameter α. Comparison with the numerical solution reveals good agreement with a maximum relative error of 0.05.
Improved generalized F-expansion method for the time fractional modified KdV(fmKdV) equation
NASA Astrophysics Data System (ADS)
Sonmezoglu, Abdullah
2016-06-01
In this article, an improved generalized F-expansion method is used for solving the time fractional modified KdV(fmKdV) equation. Using this approach new Jacobi elliptic function solutions are obtained. This method can be suitable for solving other nonlinear fractional differential equations.
Computational Differential Equations: A Pilot Project
ERIC Educational Resources Information Center
Roubides, Pascal
2004-01-01
The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
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.
Solving Parker's transport equation with stochastic differential equations on GPUs
NASA Astrophysics Data System (ADS)
Dunzlaff, P.; Strauss, R. D.; Potgieter, M. S.
2015-07-01
The numerical solution of transport equations for energetic charged particles in space is generally very costly in terms of time. Besides the use of multi-core CPUs and computer clusters in order to decrease the computation times, high performance calculations on graphics processing units (GPUs) have become available during the last years. In this work we introduce and describe a GPU-accelerated implementation of Parker's equation using Stochastic Differential Equations (SDEs) for the simulation of the transport of energetic charged particles with the CUDA toolkit, which is the focus of this work. We briefly discuss the set of SDEs arising from Parker's transport equation and their application to boundary value problems such as that of the Jovian magnetosphere. We compare the runtimes of the GPU code with a CPU version of the same algorithm. Compared to the CPU implementation (using OpenMP and eight threads) we find a performance increase of about a factor of 10-60, depending on the assumed set of parameters. Furthermore, we benchmark our simulation using the results of an existing SDE implementation of Parker's transport equation.
Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime
NASA Astrophysics Data System (ADS)
Liang, Jin-Rong; Wang, Jun; Lǔ, Long-Jin; Gu, Hui; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-01-01
In statistical physics, anomalous diffusion plays an important role, whose applications have been found in many areas. In this paper, we introduce a composite-diffusive fractional Brownian motion X α, H ( t)= X H ( S α ( t)), 0< α, H<1, driven by anomalous diffusions as a model of asset prices and discuss the corresponding fractional Fokker-Planck equation and Black-Scholes formula. We obtain the fractional Fokker-Planck equation governing the dynamics of the probability density function of the composite-diffusive fractional Brownian motion and find the Black-Scholes differential equation driven by the stock asset X α, H ( t) and the corresponding Black-Scholes formula for the fair prices of European option.
A unified approach for the numerical solution of time fractional Burgers' type equations
NASA Astrophysics Data System (ADS)
Esen, A.; Bulut, F.; Oruç, Ö.
2016-04-01
In this paper, a relatively new approach is devised for obtaining approximate solution of time fractional partial differential equations. Time fractional diffusion equation and time fractional Burgers-Fisher equation are solved with Haar wavelet method where fractional derivatives are Caputo derivative. Time discretization of the problems made by L1 discretization formula and space derivatives discretized by Haar series. L2 and L_{∞} error norms are used for measuring accuracy of the proposed method. Numerical results obtained with proposed method compared with exact solutions as well as with available results from the literature. The numerical results verify the feasibility of Haar wavelet combined with L1 discretization formula for the considered problems.
Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".
Laskin, Nick
2016-06-01
The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics. PMID:27415398
Reply to "Comment on `Fractional quantum mechanics' and `Fractional Schrödinger equation' "
NASA Astrophysics Data System (ADS)
Laskin, Nick
2016-06-01
The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics.
Differential equation-based seismic data filtering
Li, Jianchao; Larner, K.
1992-05-01
Suppressing noise and enhancing useful seismic signal by filtering is one of the important tasks of seismic data processing. conventional filtering methods are implemented through either the convolution operation or various mathematical transforms. In this paper, we describe a methodology for studying and implementing filters, which, unlike those conventional filtering methods, is based on solving differential equations in the time and space domain. We call this kind of filtering differential equation-based filtering (DEBF). DEBF does not require that seismic data be stationary, so filtering parameters can vary with every time and space point. Also, in 2-D and 3-D, DEBF has higher computational efficiency than do conventional multiple-trace filtering methods. Examples with synthetic and field seismic data show the DEBF methods presented here to be efficient and effective.
Numerical Study of Fractional Ensemble Average Transport Equations
NASA Astrophysics Data System (ADS)
Kim, S.; Park, Y.; Gyeong, C. B.; Lee, O.
2014-12-01
In this presentation, a newly developed theory is applied to the case of stationary and non-stationary stochastic advective flow field, and a numerical solution method is presented for the resulting fractional Fokker-Planck equation (fFPE), which describes the evolution of the probability density function (PDF) of contaminant concentration. The derived fFPE is evaluated for three different form: 1) purely advective form, 2) second-order moment form and 3) second-order cumulant form. The Monte Carlo analysis of the fractional governing equation is then performed in a stochastic flow field, generated by a fractional Brownian motion for the stationary and non-stationary stochastic advection, in order to provide a benchmark for the results obtained from the fFPEs. When compared to the Monte Carlo simulation based PDFs and their ensemble average, the second-order cumulant form gives a good fit in terms of the shape and mode of the PDF of the contaminant concentration. Therefore, it is quite promising that the non-Fickian transport behavior can be modeled by the derived fractional ensemble average transport equations either by means of the long memory in the underlying stochastic flow, or by means of the time-space non-stationarity of the underlying stochastic flow, or by means of the time and space fractional derivatives of the transport equations.
Numerical simulation of fractional Cable equation of spiny neuronal dendrites.
Sweilam, N H; Khader, M M; Adel, M
2014-03-01
In this article, numerical study for the fractional Cable equation which is fundamental equations for modeling neuronal dynamics is introduced by using weighted average of finite difference methods. The stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. A simple and an accurate stability criterion valid for different discretization schemes of the fractional derivative and arbitrary weight factor is introduced and checked numerically. Numerical results, figures, and comparisons have been presented to confirm the theoretical results and efficiency of the proposed method. PMID:25685492
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
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
Observability of discretized partial differential equations
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
ERIC Educational Resources Information Center
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Synchronization with propagation - The functional differential equations
NASA Astrophysics Data System (ADS)
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
NASA Astrophysics Data System (ADS)
Huang, Qing; Zhdanov, Renat
2014-09-01
In this paper, group analysis of the time fractional Harry-Dym equation with Riemann-Liouville derivative is performed. Its maximal symmetry group in Lie’s sense and the corresponding optimal system of subgroups are determined. Similarity reductions of the equation under study are performed. As a result, the reduced fractional ordinary differential equations are deduced, and some group invariant solutions in explicit form are obtained as well.
Generalized Halanay inequalities for dissipativity of Volterra functional differential equations
NASA Astrophysics Data System (ADS)
Wen, Liping; Yu, Yuexin; Wang, Wansheng
2008-11-01
This paper is concerned with the dissipativity of theoretical solutions to nonlinear Volterra functional differential equations (VFDEs). At first, we give some generalizations of Halanay's inequality which play an important role in study of dissipativity and stability of differential equations. Then, by applying the generalization of Halanay's inequality, the dissipativity results of VFDEs are obtained, which provides unified theoretical foundation for the dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay-integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice.
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. PMID:26547244
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.
Stability at systems of usual differential equations in virus dynamics
NASA Astrophysics Data System (ADS)
Schröer, H.
In this paper we discuss different models of differential equations systems, that describe virus dynamics in different situations (HIV-virus and Hepatitis B-virus). We inquire the stability of differential equations. We use theorems of the stability theory.
Solving Partial Differential Equations on Overlapping Grids
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
Differential equations, associators, and recurrences for amplitudes
NASA Astrophysics Data System (ADS)
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
NASA Astrophysics Data System (ADS)
Sweilam, N. H.; Abou Hasan, M. M.
2016-08-01
This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.
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.
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
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
Ibiş, Birol; Bayram, Mustafa
2014-01-01
This paper aims to obtain the approximate solution of time-fractional advection-dispersion equation (FADE) involving Jumarie's modification of Riemann-Liouville derivative by the fractional variational iteration method (FVIM). FVIM provides an analytical approximate solution in the form of a convergent series. Some examples are given and the results indicate that the FVIM is of high accuracy, more efficient, and more convenient for solving time FADEs. PMID:24578662
Characteristic exponents of impulsive differential equations in a Banach space
Zabreiko, P.P.; Bainov, D.D.; Kostadinov, S.I.
1988-06-01
The notion of general exponent of impulsive homogeneous differential equations is defined. A formula for the solution of impulsive nonhomogeneous differential equations is obtained and is used to establish a dependence between the existence of bounded solutions of such equations and the general exponent of the respective homogeneous equation.
Spherical harmonics approach to parabolic partial differential equations
NASA Astrophysics Data System (ADS)
SenGupta, Indranil; Mariani, Maria C.
2012-12-01
This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black-Scholes equation are solved by using the method of spherical harmonics.
A differential equation for specific catchment area
NASA Astrophysics Data System (ADS)
Gallant, John C.; Hutchinson, Michael F.
2011-05-01
Analysis of the behavior of specific catchment area in a stream tube leads to a simple nonlinear differential equation describing the rate of change of specific catchment area along a flow path. The differential equation can be integrated numerically along a flow path to calculate specific catchment area at any point on a digital elevation model without requiring the usual estimates of catchment area and width. The method is more computationally intensive than most grid-based methods for calculating specific catchment area, so its main application is as a reference against which conventional methods can be tested. This is the first method that provides a benchmark for more approximate methods in complex terrain with both convergent and divergent areas, not just on simple surfaces for which analytical solutions are known. Preliminary evaluation of the D8, M8, digital elevation model networks (DEMON), and D∞ methods indicate that the D∞ method is the best of those methods for estimating specific catchment area, but all methods overestimate in divergent terrain.
Numerical study of fractional nonlinear Schrödinger equations
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
Numerical study of fractional nonlinear Schrödinger equations.
Klein, Christian; Sparber, Christof; Markowich, Peter
2014-12-01
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
Lattice Boltzmann method for the fractional advection-diffusion equation
NASA Astrophysics Data System (ADS)
Zhou, J. G.; Haygarth, P. M.; Withers, P. J. A.; Macleod, C. J. A.; Falloon, P. D.; Beven, K. J.; Ockenden, M. C.; Forber, K. J.; Hollaway, M. J.; Evans, R.; Collins, A. L.; Hiscock, K. M.; Wearing, C.; Kahana, R.; Villamizar Velez, M. L.
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β , the fractional order α , and the single relaxation time τ , the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.
Lattice Boltzmann method for the fractional advection-diffusion equation.
Zhou, J G; Haygarth, P M; Withers, P J A; Macleod, C J A; Falloon, P D; Beven, K J; Ockenden, M C; Forber, K J; Hollaway, M J; Evans, R; Collins, A L; Hiscock, K M; Wearing, C; Kahana, R; Villamizar Velez, M L
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering. PMID:27176431
Time fractional dual-phase-lag heat conduction equation
NASA Astrophysics Data System (ADS)
Xu, Huan-Ying; Jiang, Xiao-Yun
2015-03-01
We build a fractional dual-phase-lag model and the corresponding bioheat transfer equation, which we use to interpret the experiment results for processed meat that have been explained by applying the hyperbolic conduction. Analytical solutions expressed by H-functions are obtained by using the Laplace and Fourier transforms method. The inverse fractional dual-phase-lag heat conduction problem for the simultaneous estimation of two relaxation times and orders of fractionality is solved by applying the nonlinear least-square method. The estimated model parameters are given. Finally, the measured and the calculated temperatures versus time are compared and discussed. Some numerical examples are also given and discussed. Project supported by the National Natural Science Foundation of China (Grant Nos. 11102102, 11472161, and 91130017), the Natural Science Foundation of Shandong Province, China (Grant No. ZR2014AQ015), and the Independent Innovation Foundation of Shandong University, China (Grant No. 2013ZRYQ002).
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2015-07-01
Numerical methods for space-fractional diffusion equations often generate dense or even full stiffness matrices. Traditionally, these methods were solved via Gaussian type direct solvers, which requires O (N3) of computational work per time step and O (N2) of memory to store where N is the number of spatial grid points in the discretization. In this paper we develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite difference methods (both steady-state and time-dependent) space-fractional diffusion equations with fractional derivative boundary conditions in one space dimension. The method requires O (N) of memory and O (Nlog N) of operations per iteration. Due to the application of effective preconditioners, significantly reduced numbers of iterations were achieved that further reduces the computational cost of the fast method. Numerical results are presented to show the utility of the method.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
Fault Detection in Differential Algebraic Equations
NASA Astrophysics Data System (ADS)
Scott, Jason Roderick
Fault detection and identification (FDI) is important in almost all real systems. Fault detection is the supervision of technical processes aimed at detecting undesired or unpermitted states (faults) and taking appropriate actions to avoid dangerous situations, or to ensure efficiency in a system. This dissertation develops and extends fault detection techniques for systems modeled by differential algebraic equations (DAEs). First, a passive, observer-based approach is developed and linear filters are constructed to identify faults by filtering residual information. The method presented here uses the least squares completion to compute an ordinary differential equation (ODE) that contains the solution of the DAE and applies the observer directly to this ODE. While observers have been applied to ODE models for the purpose of fault detection in the past, the use of observers on completions of DAEs is a new idea. Moreover, the resulting residuals are modified requiring additional analysis. Robustness with respect to disturbances is also addressed by a novel frequency filtering technique. Active detection, as opposed to passive detection where outputs are passively monitored, allows the injection of an auxiliary control signal to test the system. These algorithms compute an auxiliary input signal guaranteeing fault detection, assuming bounded noise. In the second part of this dissertation, a novel active detection approach for DAE models is developed by taking linear transformations of the DAEs and solving a bi-layer optimization problem. An efficient real-time detection algorithm is also provided, as is the extension to model uncertainty. The existence of a class of problems where the algorithm breaks down is revealed and an alternative algorithm that finds a nearly minimal auxiliary signal is presented. Finally, asynchronous signal design, that is, applying the test signal on a different interval than the observation window, is explored and discussed.
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
First-order partial differential equations in classical dynamics
NASA Astrophysics Data System (ADS)
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
On fractional differential inclusions with the Jumarie derivative
Kamocki, Rafał; Obczyński, Cezary
2014-02-15
In the paper, fractional differential inclusions with the Jumarie derivative are studied. We discuss the existence and uniqueness of a solution to such problems. Our study relies on standard variational methods.
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Modelling of Short Term Interest Rate Based on Fractional Relaxation Equation
NASA Astrophysics Data System (ADS)
Jaworska, K.
2008-09-01
In this paper, we try to model the dynamics of short term interest rate using the fractional nonhomogeneous differential equation with stochastic free term. This type of equation is similar to one which represents the viscoelastic behavior of certain materials from rheologic point of view. As a final result we obtain the closed formula for prices of zero-coupon bonds. They are analogous to those in Vasiček model, where instead of the exponential functions we have the Mittag-Leffler ones.
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
Bifurcation dynamics of the tempered fractional Langevin equation.
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings. PMID:27586627
Bifurcation dynamics of the tempered fractional Langevin equation
NASA Astrophysics Data System (ADS)
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.
Ground state solutions for non-autonomous fractional Choquard equations
NASA Astrophysics Data System (ADS)
Chen, Yan-Hong; Liu, Chungen
2016-06-01
We consider the following nonlinear fractional Choquard equation, {(‑Δ)su+u=(1+a(x))(Iα ∗ (|u| p))|u| p‑2uin RN,u(x)→0as |x|→∞, here s\\in (0,1) , α \\in (0,N) , p\\in ≤ft[2,∞ \\right) and \\frac{N-2s}{N+α}<\\frac{1}{p}<\\frac{N}{N+α} . Assume {{\\lim}|x|\\to ∞}a(x)=0 and satisfying suitable assumptions but not requiring any symmetry property on a(x), we prove the existence of ground state solutions for (0.1).
Vortex equations governing the fractional quantum Hall effect
Medina, Luciano
2015-09-15
An existence theory is established for a coupled non-linear elliptic system, known as “vortex equations,” describing the fractional quantum Hall effect in 2-dimensional double-layered electron systems. Via variational methods, we prove the existence and uniqueness of multiple vortices over a doubly periodic domain and the full plane. In the doubly periodic situation, explicit sufficient and necessary conditions are obtained that relate the size of the domain and the vortex numbers. For the full plane case, existence is established for all finite-energy solutions and exponential decay estimates are proved. Quantization phenomena of the magnetic flux are found in both cases.
Transport in the spatially tempered, fractional Fokker-Planck equation
NASA Astrophysics Data System (ADS)
Kullberg, A.; del-Castillo-Negrete, D.
2012-06-01
A study of truncated Lévy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, λ, and on the order of the fractional derivative in space, α. An expansion of the TFD operator for large λ is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit λ → ∞, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (λ > 0) truncations, and α ≠ 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit λ → ∞, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for α ≠ 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any λ > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with λ, as J ˜ λ-ζ, for α ⩾ 1.75. However, for α ⩽ 1.5, the steady-state current decays exponentially with λ, as J ˜ e-ξλ. In the presence of an asymmetry in the TFD operator, the tempering can lead to a current reversal. A detailed numerical study is presented on the dependence of the
Transport in the spatially tempered, fractional Fokker-Planck equation
Kullberg, A.; Del-Castillo-Negrete, Diego B
2012-01-01
A study of truncated Levy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, lambda, and on the order of the fractional derivative in space, alpha. An expansion of the TFD operator for large lambda is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit lambda -> infinity, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (lambda > 0) truncations, and alpha not equal 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit lambda -> infinity, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for alpha not equal 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any lambda > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with lambda, as J similar to lambda(-zeta), for alpha >= 1.75. However, for alpha <= 1.5, the steady-state current decays exponentially with lambda, as J similar to e(-xi lambda). In the presence of an asymmetry in the TFD operator, the tempering can lead
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.
In-fiber all-optical fractional differentiator.
Cuadrado-Laborde, C; Andrés, M V
2009-03-15
We demonstrate that an asymmetrical pi phase-shifted fiber Bragg grating operated in reflection can provide the required spectral response for implementing an all-optical fractional differentiator. There are different (but equivalent) ways to design it, e.g., by using different gratings lengths and keeping the same index modulation depth at both sides of the pi phase shift, or vice versa. Analytical expressions were found relating the fractional differentiator order with the grating parameters. The device shows a good accuracy calculating the fractional time derivatives of the complex field of an arbitrary input optical waveform. The introduced concept is supported by numerical simulations. PMID:19282948
Differential form of the Skornyakov-Ter-Martirosyan Equations
NASA Astrophysics Data System (ADS)
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J.; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Robust estimation for ordinary differential equation models.
Cao, J; Wang, L; Xu, J
2011-12-01
Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. PMID:21401565
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Electrocardiogram classification using delay differential equations
NASA Astrophysics Data System (ADS)
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Patchwork sampling of stochastic differential equations
NASA Astrophysics Data System (ADS)
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
A complex Noether approach for variational partial differential equations
NASA Astrophysics Data System (ADS)
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
Space fractional Wigner equation and its semiclassical limit
Stickler, B. A.; Schachinger, E.
2011-12-15
Manifestations of space fractional quantum mechanics (SFQM), as it was formulated by Laskin [Phys. Rev. E 62, 3135 (2000)], are deemed to offer a better physical interpretation of Levy flight statistics on a quantum mechanical level. We start with the SFQM Schroedinger equation characterized by a Levy flight index {alpha} is an element of (1,2), perform a Wigner transform, and draw the limit (({h_bar}/2{pi})/E{tau}){yields}0 (i.e., let the observed energy scale E go to infinity in comparison to the quantization given by ({h_bar}/2{pi})/{tau}). In order to obtain classical transport equations two possible substitutions for the terms |p|{sup {alpha}} and |p{sup '}|{sup {alpha}} which appear in von Neumann's equation are presented. It is demonstrated that they conform to the criteria for a successful Wigner transform. Their benefits and caveats are discussed in detail. We find, that, indeed, SFQM manifests itself in an anomalous kinetic term of the free particle's motion and, assuming an external potential diagonal in momentum space for the sake of simplicity, in corresponding anomalous terms in the resulting drift current. All our results reduce to the classical forms in the limit {alpha}=2.
Stochastic partial differential equations in turbulence related problems
NASA Technical Reports Server (NTRS)
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
NASA Astrophysics Data System (ADS)
Moroney, Timothy; Yang, Qianqian
2013-08-01
We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space-fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Grünwald finite difference formulas to approximate the two-sided (i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobian-free Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space-fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.
Face recognition with histograms of fractional differential gradients
NASA Astrophysics Data System (ADS)
Yu, Lei; Ma, Yan; Cao, Qi
2014-05-01
It has proved that fractional differentiation can enhance the edge information and nonlinearly preserve textural detailed information in an image. This paper investigates its ability for face recognition and presents a local descriptor called histograms of fractional differential gradients (HFDG) to extract facial visual features. HFDG encodes a face image into gradient patterns using multiorientation fractional differential masks, from which histograms of gradient directions are computed as the face representation. Experimental results on Yale, face recognition technology (FERET), Carnegie Mellon University pose, illumination, and expression (CMU PIE), and A. Martinez and R. Benavente (AR) databases validate the feasibility of the proposed method and show that HFDG outperforms local binary patterns (LBP), histograms of oriented gradients (HOG), enhanced local directional patterns (ELDP), and Gabor feature-based methods.
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081
Undergraduate Students' Mental Operations in Systems of Differential Equations
ERIC Educational Resources Information Center
Whitehead, Karen; Rasmussen, Chris
2003-01-01
This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…
Parameter Estimates in Differential Equation Models for Chemical Kinetics
ERIC Educational Resources Information Center
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Monograph - The Numerical Integration of Ordinary Differential Equations.
ERIC Educational Resources Information Center
Hull, T. E.
The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…
Nonstandard Topics for Student Presentations in Differential Equations
ERIC Educational Resources Information Center
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Fractional Langevin equation: overdamped, underdamped, and critical behaviors.
Burov, S; Barkai, E
2008-09-01
The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) alpha_{c}=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase, (ii) alpha_{R}=0.441... marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) alpha_{chi_{1}}=0.527... and (iv) alpha_{chi_{2}}=0.707... mark transitions to a double-peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal. PMID:18850998
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
NASA Astrophysics Data System (ADS)
Zhi-Yun, Wang; Pei-Jie, Chen
2016-06-01
A generalized Langevin equation driven by fractional Brownian motion is used to describe the vertical oscillations of general relativistic disks. By means of numerical calculation method, the displacements, velocities and luminosities of oscillating disks are explicitly obtained for different Hurst exponent H. The results show that as H increases, the energies and luminosities of oscillating disk are enhanced, and the spectral slope at high frequencies of the power spectrum density of disk luminosity is also increased. This could explain the observational features related to the Intra Day Variability of the BL Lac objects.
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie
2014-01-01
It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(MxMyN2). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16–4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future. PMID:24744680
Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie
2014-01-01
It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future. PMID:24744680
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…
Fuhrman, Marco Tessitore, Gianmario
2005-05-15
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type.
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.
Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation".
Wei, Yuchuan
2016-06-01
In this Comment we point out some shortcomings in two papers [N. Laskin, Phys. Rev. E 62, 3135 (2000)10.1103/PhysRevE.62.3135; N. Laskin, Phys. Rev. E 66, 056108 (2002)10.1103/PhysRevE.66.056108]. We prove that the fractional uncertainty relation does not hold generally. The probability continuity equation in fractional quantum mechanics has a missing source term, which leads to particle teleportation, i.e., a particle can teleport from a place to another. Since the relativistic kinetic energy can be viewed as an approximate realization of the fractional kinetic energy, the particle teleportation should be an observable relativistic effect in quantum mechanics. With the help of this concept, superconductivity could be viewed as the teleportation of electrons from one side of a superconductor to another and superfluidity could be viewed as the teleportation of helium atoms from one end of a capillary tube to the other. We also point out how to teleport a particle to an arbitrary destination. PMID:27415397
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.
New exact solutions to some difference differential equations
NASA Astrophysics Data System (ADS)
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
NASA Astrophysics Data System (ADS)
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
Rational approximations to solutions of linear differential equations
Chudnovsky, D. V.; Chudnovsky, G. V.
1983-01-01
Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be “better” than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the “Roth's theorem” holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions. PMID:16593357
A neuro approach to solve fuzzy Riccati differential equations
NASA Astrophysics Data System (ADS)
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N. Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Soliton solutions to a few fractional nonlinear evolution equations in shallow water wave dynamics
NASA Astrophysics Data System (ADS)
Mirzazadeh, Mohammad; Ekici, Mehmet; Sonmezoglu, Abdullah; Ortakaya, Sami; Eslami, Mostafa; Biswas, Anjan
2016-05-01
This paper studies a few nonlinear evolution equations that appear with fractional temporal evolution and fractional spatial derivatives. These are Benjamin-Bona-Mahoney equation, dispersive long wave equation and Nizhnik-Novikov-Veselov equation. The extended Jacobi's elliptic function expansion method is implemented to obtain soliton and other periodic singular solutions to these equations. In the limiting case, when the modulus of ellipticity approaches zero or unity, these doubly periodic functions approach solitary waves or shock waves or periodic singular solutions emerge.
Almost automorphic solutions for some partial functional differential equations
NASA Astrophysics Data System (ADS)
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
NASA Astrophysics Data System (ADS)
Tasbozan, Orkun; Çenesiz, Yücel; Kurt, Ali
2016-07-01
In this paper, the Jacobi elliptic function expansion method is proposed for the first time to construct the exact solutions of the time conformable fractional two-dimensional Boussinesq equation and the combined KdV-mKdV equation. New exact solutions are found. This method is based on Jacobi elliptic functions. The results obtained confirm that the proposed method is an efficient technique for analytic treatment of a wide variety of nonlinear conformable time-fractional partial differential equations.
Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise
Shu, Ji E-mail: 530282863@qq.com; Li, Ping E-mail: 530282863@qq.com; Zhang, Jia; Liao, Ou
2015-10-15
This paper is concerned with the stochastic coupled fractional Ginzburg-Landau equation with additive noise. We first transform the stochastic coupled fractional Ginzburg-Landau equation into random equations whose solutions generate a random dynamical system. Then we prove the existence of random attractor for random dynamical system.
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature. PMID:25077054
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
ERIC Educational Resources Information Center
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Nonlinear ordinary differential equations: A discussion on symmetries and singularities
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos; Leach, P. G. L.
2016-06-01
Two essential methods, the symmetry analysis and the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations is the purpose of this work. The main similarities and the differences of these two different methods are discussed.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Symmetries of stochastic differential equations: A geometric approach
NASA Astrophysics Data System (ADS)
De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2016-06-01
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
Rough differential equations driven by signals in Besov spaces
NASA Astrophysics Data System (ADS)
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Chaotic Dynamics in Partial Differential Equations.
NASA Astrophysics Data System (ADS)
Li, Yanguang
The existence of chaotic behavior, for a certain damped and driven perturbation of the nonlinear Schroedinger equation under even periodic boundary conditions, is established. More specifically, the existence of a symmetric pair of homoclinic orbits is established for the perturbed NLS equation through two main arguments: Argument 1 is a combination of Melnikov analysis and a geometric singular perturbation theory for the pde. The geometric singular perturbation theory involves the theory of persistence of invariant manifolds for the pde and the theory of Hadamard-Fenichel fiber coordinatization for those invariant manifolds. Argument 2 is a purely geometric argument. Finally, an argument is sketched which, we believe, provides a core of an existence proof for Smale "horseshoes" and a symbolic dynamics in a neighborhood of the persistent homoclinic orbits.
Zhang, Xiao; Wei, Chaozhen; Liu, Yingming; Luo, Maokang
2014-11-15
In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same.
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.
Cosmic ray anisotropy in fractional differential models of anomalous diffusion
Uchaikin, V. V.
2013-06-15
The problem of galactic cosmic ray anisotropy is considered in two versions of the fractional differential model for anomalous diffusion. The simplest problem of cosmic ray propagation from a point instantaneous source in an unbounded medium is used as an example to show that the transition from the standard diffusion model to the Lagutin-Uchaikin fractional differential model (with characteristic exponent {alpha} = 3/5 and a finite velocity of free particle motion), which gives rise to a knee in the energy spectrum at 10{sup 6} GeV, increases the anisotropy coefficient only by 20%, while the anisotropy coefficient in the Lagutin-Tyumentsev model (with exponents {alpha} = 0.3 and {beta} = 0.8, a long stay of particles in traps, and an infinite velocity of their jumps) is close to one. This is because the parameters of the Lagutin-Tyumentsev model have been chosen improperly.
Local Analytic Solutions of a Functional Differential Equation
NASA Astrophysics Data System (ADS)
Liu, Lingxia
This paper is concerned with the existence of analytic solutions of an iterative functional differential equation. Employing the method of majorant series, we need to discuss the constant α given in Schröder transformation. we study analytic solutions of the equation in the case of α at resonance and the case of α near resonance under the Brjuno condition.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
The Use of Kruskal-Newton Diagrams for Differential Equations
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Student Difficulties with Units in Differential Equations in Modelling Contexts
ERIC Educational Resources Information Center
Rowland, David R.
2006-01-01
First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…
FORSIM. Solution of Partial or Ordinary Differential Equations
Chiao, P.
1980-10-10
FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration.
Stochastic differential equations for non-linear hydrodynamics
NASA Astrophysics Data System (ADS)
Español, Pep
1998-02-01
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stres tensor and random heat flux as in the Landau and Lifshitz theory. However, the equations are non-linear and the random forces are non-Gaussian. We provide explicit expressions for these random quantities in terms of the well-defined increments of the Wienner process.
Similarity analysis of differential equations by Lie group.
NASA Technical Reports Server (NTRS)
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
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.
Generating functionals and Lagrangian partial differential equations
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
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.
Numerical integration of ordinary differential equations on manifolds
NASA Astrophysics Data System (ADS)
Crouch, P. E.; Grossman, R.
1993-12-01
This paper is concerned with the problem of developing numerical integration algorithms for differential equations that, when viewed as equations in some Euclidean space, naturally evolve on some embedded submanifold. It is desired to construct algorithms whose iterates also evolve on the same manifold. These algorithms can therefore be viewed as integrating ordinary differential equations on manifolds. The basic method “decouples” the computation of flows on the submanifold from the numerical integration process. It is shown that two classes of single-step and multistep algorithms can be posed and analyzed theoretically, using the concept of “freezing” the coefficients of differential operators obtained from the defining vector field. Explicit third-order algorithms are derived, with additional equations augmenting those of their classical counterparts, obtained from “obstructions” defined by nonvanishing Lie brackets.
Fractional Schroedinger equation for a particle moving in a potential well
Luchko, Yuri
2013-01-15
In this paper, the fractional Schroedinger equation that contains the quantum Riesz fractional derivative instead of the Laplace operator is revisited for the case of a particle moving in the infinite potential well. In the recent papers [M. Jeng, S.-L.-Y. Xu, E. Hawkins, and J. M. Schwarz, 'On the nonlocality of the fractional Schroedinger equation,' J. Math. Phys. 51, 062102 (2010)] and [S. S. Bayin, 'On the consistency of the solutions of the space fractional Schroedinger equation,' J. Math. Phys. 53, 042105 (2012)] published in this journal, controversial opinions regarding solutions to the fractional Schroedinger equation for a particle moving in the infinite potential well that were derived by Laskin ['Fractals and quantum mechanics,' Chaos 10, 780-790 (2000)] have been given. In this paper, a thorough mathematical treatment of these matters is provided. The problem under consideration is reformulated in terms of three integral equations with the power kernels. Even if the equations look not very complicated, no solution to these equations in explicit form is known. Still, the obtained equations are used to show that the eigenvalues and eigenfunctions of the fractional Schroedinger equation for a particle moving in the infinite potential well given by Laskin ['Fractals and quantum mechanics,' Chaos 10, 780-790 (2000)] and many other papers by different authors cannot be valid as has been first stated by Jeng et al. ['On the nonlocality of the fractional Schroedinger equation,' J. Math. Phys. 51, 062102 (2010)].
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. PMID:22181475
Zhao, Xiaofeng; McGough, Robert J
2016-05-01
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
Dedalus: Flexible framework for spectrally solving differential equations
NASA Astrophysics Data System (ADS)
Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff
2016-03-01
Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.
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.
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
NASA Astrophysics Data System (ADS)
Abdulle, Assyr; Blumenthal, Adrian
2013-10-01
A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates because of the time step restriction to resolve the fastest scales that prevents to exploit all the levels of the MLMC approach. We show that by switching to explicit stabilized stochastic methods and balancing the stabilization procedure simultaneously with the hierarchical sampling strategy of MLMC methods, the computational cost for stiff systems is significantly reduced, while keeping the computational algorithm fully explicit and easy to implement. Numerical experiments on linear and nonlinear stochastic differential equations and on a stochastic partial differential equation illustrate the performance of the stabilized MLMC method and corroborate our theoretical findings.
A perturbative solution to metadynamics ordinary differential equation.
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. PMID:26696051
Entropy and convexity for nonlinear partial differential equations
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
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
Stability of solutions to stochastic partial differential equations
NASA Astrophysics Data System (ADS)
Gess, Benjamin; Tölle, Jonas M.
2016-03-01
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.
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.
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.
Numerical integration of asymptotic solutions of ordinary differential equations
NASA Technical Reports Server (NTRS)
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
Reproducibility of Differential Proteomic Technologies in CPTAC Fractionated Xenografts
2015-01-01
The NCI Clinical Proteomic Tumor Analysis Consortium (CPTAC) employed a pair of reference xenograft proteomes for initial platform validation and ongoing quality control of its data collection for The Cancer Genome Atlas (TCGA) tumors. These two xenografts, representing basal and luminal-B human breast cancer, were fractionated and analyzed on six mass spectrometers in a total of 46 replicates divided between iTRAQ and label-free technologies, spanning a total of 1095 LC–MS/MS experiments. These data represent a unique opportunity to evaluate the stability of proteomic differentiation by mass spectrometry over many months of time for individual instruments or across instruments running dissimilar workflows. We evaluated iTRAQ reporter ions, label-free spectral counts, and label-free extracted ion chromatograms as strategies for data interpretation (source code is available from http://homepages.uc.edu/~wang2x7/Research.htm). From these assessments, we found that differential genes from a single replicate were confirmed by other replicates on the same instrument from 61 to 93% of the time. When comparing across different instruments and quantitative technologies, using multiple replicates, differential genes were reproduced by other data sets from 67 to 99% of the time. Projecting gene differences to biological pathways and networks increased the degree of similarity. These overlaps send an encouraging message about the maturity of technologies for proteomic differentiation. PMID:26653538
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.
Hong, Baojian; Lu, Dianchen
2014-01-01
Based on He's variational iteration method idea, we modified the fractional variational iteration method and applied it to construct some approximate solutions of the generalized time-space fractional Schrödinger equation (GFNLS). The fractional derivatives are described in the sense of Caputo. With the help of symbolic computation, some approximate solutions and their iterative structure of the GFNLS are investigated. Furthermore, the approximate iterative series and numerical results show that the modified fractional variational iteration method is powerful, reliable, and effective when compared with some classic traditional methods such as homotopy analysis method, homotopy perturbation method, adomian decomposition method, and variational iteration method in searching for approximate solutions of the Schrödinger equations. PMID:25276865
Power series solutions of ordinary differential equations in MACSYMA
NASA Technical Reports Server (NTRS)
Lafferty, E. L.
1977-01-01
A program is described which extends the differential equation solving capability of MACSYMA to power series solutions and is available via the SHARE library. The program is directed toward those classes of equations with variable coefficients (in particular, those with singularities) and uses the method of Frobenius. Probably the most important distinction between this package and others currently available or being developed is that, wherever possible, this program will attempt to provide a complete solution to the equation rather than an approximation, i.e., a finite number of terms. This solution will take the form of a sum of infinite series.
Exact solutions of fractional Schroedinger-like equation with a nonlocal term
Jiang Xiaoyun; Xu Mingyu; Qi Haitao
2011-04-15
We study the time-space fractional Schroedinger equation with a nonlocal potential. By the method of Fourier transform and Laplace transform, the Green function, and hence the wave function, is expressed in terms of H-functions. Graphical analysis demonstrates that the influence of both the space-fractal parameter {alpha} and the nonlocal parameter {nu} on the fractional quantum system is strong. Indeed, the nonlocal potential may act similar to a fractional spatial derivative as well as fractional time derivative.
Dong, Jianping
2014-03-15
The 2D space-fractional Schrödinger equation in the time-independent and time-dependent cases for the scattering problems in the fractional quantum mechanics is studied. We define the Green's functions for the two cases and give the mathematical expression of them in infinite series form and in terms of some special functions. The asymptotic formulas of the Green's functions are also given, and applied to get the approximate wave functions for the fractional quantum scattering problems. These results contain those in the standard (integer) quantum mechanics as special cases, and can be applied to study the complex quantum systems.
Cosets of meromorphic CFTs and modular differential equations
NASA Astrophysics Data System (ADS)
Gaberdiel, Matthias R.; Hampapura, Harsha R.; Mukhi, Sunil
2016-04-01
Some relations between families of two-character CFTs are explained using a slightly generalised coset construction, and the underlying theories (whose existence was only conjectured based on the modular differential equation) are constructed. The same method also gives rise to interesting new examples of CFTs with three and four characters.
Parameter Estimates in Differential Equation Models for Population Growth
ERIC Educational Resources Information Center
Winkel, Brian J.
2011-01-01
We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…
Climate Modeling in the Calculus and Differential Equations Classroom
ERIC Educational Resources Information Center
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
A Simple Derivation of Kepler's Laws without Solving Differential Equations
ERIC Educational Resources Information Center
Provost, J.-P.; Bracco, C.
2009-01-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…
Bounded and periodic solutions of nonlinear functional differential equations
Slyusarchuk, Vasilii E
2012-05-31
Conditions for the existence of bounded and periodic solutions of the nonlinear functional differential equation d{sup m}x(t)/dt{sup m} + (Fx)(t) = h(t), t element of R, are presented, involving local linear approximations to the operator F. Bibliography: 23 titles.
Building Context with Tumor Growth Modeling Projects in Differential Equations
ERIC Educational Resources Information Center
Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.
2015-01-01
The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…
Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
NASA Astrophysics Data System (ADS)
Wang, Feng-Yu; Xiong, Jie; Xu, Lihu
2016-06-01
Using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the sample entropy production rate of a family of stochastic differential equations.
Integration of CAS in the Didactics of Differential Equations.
ERIC Educational Resources Information Center
Balderas Puga, Angel
In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…
Phaser-Based Courseware for Ordinary Differential Equations.
ERIC Educational Resources Information Center
Zia, Lee l.
1991-01-01
Presented are classroom-tested examples of instructional materials (courseware) for ordinary differential equations using the software package PHASER. All of the examples include in-class demonstration techniques and commentaries for instructor use, student homework and laboratory exercises, and suggestions for in-class examination questions. (JJK)
A Second-Year Undergraduate Course in Applied Differential Equations.
ERIC Educational Resources Information Center
Fahidy, Thomas Z.
1991-01-01
Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…
Do Students Really Understand What an Ordinary Differential Equation Is?
ERIC Educational Resources Information Center
Arslan, Selahattin
2010-01-01
Differential equations (DEs) are important in mathematics as well as in science and the social sciences. Thus, the study of DEs has been included in various courses in different departments in higher education. The importance of DEs has attracted the attention of many researchers who have generally focussed on the content and instruction of DEs.…
Numerical Aspects of Solving Differential Equations: Laboratory Approach for Students.
ERIC Educational Resources Information Center
Witt, Ana
1997-01-01
Describes three labs designed to help students in a first course on ordinary differential equations with three of the most common numerical difficulties they might encounter when solving initial value problems with a numerical software package. The goal of these labs is to help students advance to independent work on common numerical anomalies.…
Solving Second-Order Differential Equations with Variable Coefficients
ERIC Educational Resources Information Center
Wilmer, A., III; Costa, G. B.
2008-01-01
A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…
Solutions of differential equations in a Bernstein polynomial basis
NASA Astrophysics Data System (ADS)
Idrees Bhatti, M.; Bracken, P.
2007-08-01
An algorithm for approximating solutions to differential equations in a modified new Bernstein polynomial basis is introduced. The algorithm expands the desired solution in terms of a set of continuous polynomials over a closed interval and then makes use of the Galerkin method to determine the expansion coefficients to construct a solution. Matrix formulation is used throughout the entire procedure. However, accuracy and efficiency are dependent on the size of the set of Bernstein polynomials and the procedure is much simpler compared to the piecewise B spline method for solving differential equations. A recursive definition of the Bernstein polynomials and their derivatives are also presented. The current procedure is implemented to solve three linear equations and one nonlinear equation, and excellent agreement is found between the exact and approximate solutions. In addition, the algorithm improves the accuracy and efficiency of the traditional methods for solving differential equations that rely on much more complicated numerical techniques. This procedure has great potential to be implemented in more complex systems where there are no exact solutions available except approximations.
Approximate analytical time-domain Green's functions for the Caputo fractional wave equation.
Kelly, James F; McGough, Robert J
2016-08-01
The Caputo fractional wave equation [Geophys. J. R. Astron. Soc. 13, 529-539 (1967)] models power-law attenuation and dispersion for both viscoelastic and ultrasound wave propagation. The Caputo model can be derived from an underlying fractional constitutive equation and is causal. In this study, an approximate analytical time-domain Green's function is derived for the Caputo equation in three dimensions (3D) for power law exponents greater than one. The Green's function consists of a shifted and scaled maximally skewed stable distribution multiplied by a spherical spreading factor 1/(4πR). The approximate one dimensional (1D) and two dimensional (2D) Green's functions are also computed in terms of stable distributions. Finally, this Green's function is decomposed into a loss component and a diffraction component, revealing that the Caputo wave equation may be approximated by a coupled lossless wave equation and a fractional diffusion equation. PMID:27586735
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 .
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.
On the Solution of Burgers' Equation with the New Fractional Derivative
NASA Astrophysics Data System (ADS)
Kurt, Ali; Çenesiz, Yücel; Tasbozan, Orkun
2015-12-01
Firstly in this article, the exact solution of a time fractional Burgers' equation, where the derivative is conformable fractional derivative, with dirichlet and initial conditions is found byHopf-Cole transform. Thereafter the approximate analytical solution of the time conformable fractional Burger's equation is determined by using a Homotopy Analysis Method(HAM). This solution involves an auxiliary parameter ~ which we also determine. The numerical solution of Burgers' equation with the analytical solution obtained by using the Hopf-Cole transform is compared.
Anomalous rotational relaxation: a fractional Fokker-Planck equation approach.
Aydiner, Ekrem
2005-04-01
In this study we have analytically obtained the relaxation function in terms of rotational correlation functions based on Brownian motion for complex disordered systems in a stochastic framework. We found out that the rotational relaxation function has a fractional form for complex disordered systems, which indicates that relaxation has nonexponential character and obeys the Kohlrausch-William-Watts law, following the Mittag-Leffler decay. PMID:15903722
The method of patches for solving stiff nonlinear differential equations
NASA Astrophysics Data System (ADS)
Brydon, David Van George, Jr.
1998-12-01
This dissertation describes a new method for solving very stiff sets of ordinary differential equations. The basic idea is to replace the original nonlinear equations with a set of equally stiff equations that are piecewise linear, and therefore can be solved exactly. We demonstrate the value of the method on small systems of equations for which some other methods are inefficient or produce spurious solutions, estimate error bounds, and discuss extensions of the method to larger systems of equations and to partial differential equations. Putzer's method is developed in a novel way for efficient and accurate solution of dx/dt = Ax+b. The physical problem of interest is spatial pattern formation in open reaction-diffusion chemical systems, as studied in the experiments of Kyoung Lee, Harry Swinney, et al. I develop a new experiment model that agrees reasonably well with experimental results. I solve the model, applying the new method to the two-variable Gaspar- Showalter chemical kinetics in two space dimensions. Because of time and computer limitations, only preliminary pattern-formation results are achieved and reported.
Lattice fractional diffusion equation in terms of a Riesz-Caputo difference
NASA Astrophysics Data System (ADS)
Wu, Guo-Cheng; Baleanu, Dumitru; Deng, Zhen-Guo; Zeng, Sheng-Da
2015-11-01
A fractional difference is defined by the use of the right and the left Caputo fractional differences. The definition is a two-sided operator of Riesz type and introduces back and forward memory effects in space difference. Then, a fractional difference equation method is suggested for anomalous diffusion in discrete finite domains. A lattice fractional diffusion equation is proposed and the numerical simulation of the diffusion process is discussed for various difference orders. The result shows that the Riesz difference model is particularly suitable for modeling complicated dynamical behaviors on discrete media.
NASA Astrophysics Data System (ADS)
Yu, Tao; Zhang, Lu; Luo, Mao-Kang
2013-10-01
First we study the time and frequency characteristics of fractional calculus, which reflect the memory and gain properties of fractional-order systems. Then, the fractional Langevin equation driven by multiplicative colored noise and periodically modulated noise is investigated in the over-damped case. Using the moment equation method, the exact analytical expression of the output amplitude is derived. Numerical results indicate that the output amplitude presents stochastic resonance driven by periodically modulated noise. For low frequency signal, the higher the system order is, the bigger the resonance intensity will be; while the result of high frequency signal is quite the contrary. This is consistent with the frequency characteristics of fractional calculus.
A Stochastic Differential Equation Approach To Multiphase Flow In Porous Media
NASA Astrophysics Data System (ADS)
Dean, D.; Russell, T.
2003-12-01
The motivation for using stochastic differential equations in multiphase flow systems stems from our work in developing an upscaling methodology for single phase flow. The long term goals of this project include: I. Extending this work to a nonlinear upscaling methodology II. Developing a macro-scale stochastic theory of multiphase flow and transport that accounts for micro-scale heterogeneities and interfaces. In this talk, we present a stochastic differential equation approach to multiphase flow, a typical example of which is flow in the unsaturated domain. Specifically, a two phase problem is studied which consists of a wetting phase and a non-wetting phase. The approach given results in a nonlinear stochastic differential equation describing the position of the non-wetting phase fluid particle. Our fundamental assumption is that the flow of fluid particles is described by a stochastic process and that the positions of the fluid particles over time are governed by the law of the process. It is this law which we seek to determine. The nonlinearity in the stochastic differential equation arises because both the drift and diffusion coefficients depend on the volumetric fraction of the phase which in turn depends on the position of the fluid particles in the experimental domain. The concept of a fluid particle is central to the development of the model described in this talk. Expressions for both saturation and volumetric fraction are developed using the fluid particle concept. Darcy's law and the continuity equation are then used to derive a Fokker-Planck equation using these expressions. The Ito calculus is then applied to derive a stochastic differential equation for the non-wetting phase. This equation has both drift and diffusion terms which depend on the volumetric fraction of the non-wetting phase. Standard stochastic theories based on the Ito calculus and the Wiener process and the equivalent Fokker-Planck PDE's are typically used to model dispersion
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].
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. PMID:26502494
Application of The Full-Sweep AOR Iteration Concept for Space-Fractional Diffusion Equation
NASA Astrophysics Data System (ADS)
Sunarto, A.; Sulaiman, J.; Saudi, A.
2016-04-01
The aim of this paper is to investigate the effectiveness of the Full-Sweep AOR Iterative method by using Full-Sweep Caputo’s approximation equation to solve space-fractional diffusion equations. The governing space-fractional diffusion equations were discretized by using Full-Sweep Caputo’s implicit finite difference scheme to generate a system of linear equations. Then, the Full-Sweep AOR iterative method is applied to solve the generated linear system To examine the application of FSAOR method two numerical tests are conducted to show that the FSAOR method is superior to the FSSOR and FSGS methods.
A differential equation for the Generalized Born radii.
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. PMID:23676843
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. PMID:24892051
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. PMID:24892051
The reservoir model: a differential equation model of psychological regulation.
Deboeck, Pascal R; Bergeman, C S
2013-06-01
Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might "add up" over time (e.g., life stressors, inputs), but individuals simultaneously take action to "blow off steam" (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the "height" (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. PMID:23527605
Fractional Cahn-Hilliard, Allen-Cahn and porous medium equations
NASA Astrophysics Data System (ADS)
Akagi, Goro; Schimperna, Giulio; Segatti, Antonio
2016-09-01
We introduce a fractional variant of the Cahn-Hilliard equation settled in a bounded domain Ω ⊂RN and complemented with homogeneous Dirichlet boundary conditions of solid type (i.e., imposed in the whole of RN ∖ Ω). After setting a proper functional framework, we prove existence and uniqueness of weak solutions to the related initial-boundary value problem. Then, we investigate some significant singular limits obtained as the order of either of the fractional Laplacians appearing in the equation is let tend to 0. In particular, we can rigorously prove that the fractional Allen-Cahn, fractional porous medium, and fractional fast-diffusion equations can be obtained in the limit. Finally, in the last part of the paper, we discuss existence and qualitative properties of stationary solutions of our problem and of its singular limits.
Fractional Diffusion Equation, Quantum Subdynamics and EINSTEIN'S Theory of Brownian Motion
NASA Astrophysics Data System (ADS)
Abe, Sumiyoshi
The fractional diffusion equation for describing the anomalous diffusion phenomenon is derived in the spirit of Einstein's 1905 theory of Brownian motion. It is shown how naturally fractional calculus appears in the theory. Then, Einstein's theory is examined in view of quantum theory. An isolated quantum system composed of the objective system and the environment is considered, and then subdynamics of the objective system is formulated. The resulting quantum master equation is found to be of the Lindblad type.
Solution of partial differential equations on vector and parallel computers
NASA Technical Reports Server (NTRS)
Ortega, J. M.; Voigt, R. G.
1985-01-01
The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.
Computer transformation of partial differential equations into any coordinate system
NASA Technical Reports Server (NTRS)
Sullivan, R. D.
1977-01-01
The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.
ERIC Educational Resources Information Center
Mallet, D. G.; McCue, S. W.
2009-01-01
The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…
Various methods for solving time fractional KdV-Zakharov-Kuznetsov equation
NASA Astrophysics Data System (ADS)
Guner, Ozkan; Aksoy, Esin; Bekir, Ahmet; Cevikel, Adem C.
2016-06-01
This paper presents the exact analytical solution of the (3+1)-dimensional time fractional KdV-Zakharov-Kuznetsov (KdV-ZK) equation with the help of the Kudryashov method, the exp-function method and the functional variable method. The fractional derivatives are described in Jumarie's sense.
Algebraic calculation of stroboscopic maps of ordinary, nonlinear differential equations
Wackerbauer, R. ); Huebler, A. . Center for Complex Systems Research); Mayer-Kress, G. California Univ., Santa Cruz, CA . Dept. of Mathematics)
1991-07-25
The relation between the parameters of a differential equation and corresponding discrete maps are becoming increasingly important in the study of nonlinear dynamical systems. Maps are well adopted for numerical computation and several universal properties of them are known. Therefore some perturbation methods have been proposed to deduce them for physical systems, which can be modeled by an ordinary differential equation (ODE) with a small nonlinearity. A new iterative, rigorous algebraic method for the calculation of the coefficients of a Taylor expansion of a stroboscopic map from ODE's with not necessarily small nonlinearities is presented. It is shown analytically that most of the coefficients are small for a small integration time and grow slowly in the course of time if the flow vector field of the ODE is polynomial and if the ODE has fixed point in the origin. Approximations of different orders respectively of the rest term are investigated for several nonlinear systems. 31 refs., 16 figs.
Analytic solution of differential equation for gyroscope's motions
NASA Astrophysics Data System (ADS)
Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.
2016-08-01
Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.
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.
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.
Some recent advances in the numerical solution of differential equations
NASA Astrophysics Data System (ADS)
D'Ambrosio, Raffaele
2016-06-01
The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.
Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations
NASA Astrophysics Data System (ADS)
Junaid, Ali Khan; Muhammad, Asif Zahoor Raja; Ijaz Mansoor, Qureshi
2011-02-01
We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.
An ordinary differential equation based solution path algorithm.
Wu, Yichao
2011-01-01
Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solution path. However it is largely unknown how to extend this solution path algorithm to models beyond the least squares regression. In this work, we propose an extension of the LAR for generalized linear models and the quasi-likelihood model by showing that the corresponding solution path is piecewise given by solutions of ordinary differential equation systems. Our contribution is twofold. First, we provide a theoretical understanding on how the corresponding solution path propagates. Second, we propose an ordinary differential equation based algorithm to obtain the whole solution path. PMID:21532936
General solution of a fractional diffusion-advection equation for solar cosmic-ray transport
NASA Astrophysics Data System (ADS)
Rocca, M. C.; Plastino, A. R.; Plastino, A.; Ferri, G. L.; de Paoli, A.
2016-04-01
In this effort we exactly solve the fractional diffusion-advection equation for solar cosmic-ray transport and give its general solution in terms of hypergeometric distributions. Numerical analysis of this equation shows that its solutions resemble power-laws.
Invariant analysis and conservation laws for the time fractional foam drainage equation
NASA Astrophysics Data System (ADS)
Rui, Wenjuan; Zhang, Xiangzhi
2015-10-01
In this paper, the Lie group analysis method is applied to derive Lie point symmetries of the time fractional foam drainage equation with the Riemann-Liouville derivative. Symmetry reductions are constructed and conservation laws are obtained by using the Lie symmetries of the equation.
A convex penalty for switching control of partial differential equations
Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.
2016-01-19
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.
Affine Vertex Operator Algebras and Modular Linear Differential Equations
NASA Astrophysics Data System (ADS)
Arike, Yusuke; Kaneko, Masanobu; Nagatomo, Kiyokazu; Sakai, Yuichi
2016-05-01
In this paper, we list all affine vertex operator algebras of positive integral levels whose dimensions of spaces of characters are at most 5 and show that a basis of the space of characters of each affine vertex operator algebra in the list gives a fundamental system of solutions of a modular linear differential equation. Further, we determine the dimensions of the spaces of characters of affine vertex operator algebras whose numbers of inequivalent simple modules are not exceeding 20.
A differential delay equation arising from the sieve of Eratosthenes
NASA Technical Reports Server (NTRS)
Cheer, A. Y.; Goldston, D. A.
1990-01-01
Consideration is given to the differential delay equation introduced by Buchstab (1937) in connection with an asymptotic formula for the uncanceled terms in the sieve of Eratosthenes. Maier (1985) used this result to show there is unexpected irreqularity in the distribution of primes in short intervals. The function omega(u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.
Higher order matrix differential equations with singular coefficient matrices
Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.
2015-03-10
In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.
The pentabox Master Integrals with the Simplified Differential Equations approach
NASA Astrophysics Data System (ADS)
Papadopoulos, Costas G.; Tommasini, Damiano; Wever, Christopher
2016-04-01
We present the calculation of massless two-loop Master Integrals relevant to five-point amplitudes with one off-shell external leg and derive the complete set of planar Master Integrals with five on-mass-shell legs, that contribute to many 2 → 3 amplitudes of interest at the LHC, as for instance three jet production, γ , V, H + 2 jets etc., based on the Simplified Differential Equations approach.
Polynomial Solutions of Nth Order Non-Homogeneous Differential Equations
ERIC Educational Resources Information Center
Levine, Lawrence E.; Maleh, Ray
2002-01-01
It was shown by Costa and Levine that the homogeneous differential equation (1-x[superscript N])y([superscript N]) + A[subscript N-1]x[superscript N-1)y([superscript N-1]) + A[subscript N-2]x[superscript N-2])y([superscript N-2]) + ... + A[subscript 1]xy[prime] + A[subscript 0]y = 0 has a finite polynomial solution if and only if [for…
On approximating hereditary dynamics by systems of ordinary differential equations
NASA Technical Reports Server (NTRS)
Cliff, E. M.; Burns, J. A.
1978-01-01
The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.
A stability analysis for a semilinear parabolic partial differential equation
NASA Technical Reports Server (NTRS)
Chafee, N.
1973-01-01
The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
NASA Astrophysics Data System (ADS)
Toutounji, Mohamad
2015-02-01
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron-phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
New Improved Fractional Order Differentiator Models Based on Optimized Digital Differentiators
Gupta, Maneesha
2014-01-01
Different evolutionary algorithms (EAs), namely, particle swarm optimization (PSO), genetic algorithm (GA), and PSO-GA hybrid optimization, have been used to optimize digital differential operators so that these can be better fitted to exemplify their new improved fractional order differentiator counterparts. First, the paper aims to provide efficient 2nd and 3rd order operators in connection with process of minimization of error fitness function by registering mean, median, and standard deviation values in different random iterations to ascertain the best results among them, using all the abovementioned EAs. Later, these optimized operators are discretized for half differentiator models for utilizing their restored qualities inhibited from their optimization. Simulation results present the comparisons of the proposed half differentiators with the existing and amongst different models based on 2nd and 3rd order optimized operators. Proposed half differentiators have been observed to approximate the ideal half differentiator and also outperform the existing ones reasonably well in complete range of Nyquist frequency. PMID:24688426
Analysis of time-fractional hunter-saxton equation: a model of neumatic liquid crystal
NASA Astrophysics Data System (ADS)
Atangana, Abdon; Baleanu, Dumitru; Alsaedi, Ahmed
2016-04-01
In this work, a theoretical study of diffusion of neumatic liquid crystals was done using the concept of fractional order derivative. This version of fractional derivative is very easy to handle and obey to almost all the properties satisfied by the conventional Newtonian concept of derivative. The mathematical equation underpinning this physical phenomenon was solved analytically via the so-called homotopy decomposition method. In order to show the accuracy of this iteration method, we constructed a Hilbert space in which we proved its stability for the time-fractional Hunder-Saxton equation.
Midpoint criteria for solving Pell's equation using the nearest square continued fraction
NASA Astrophysics Data System (ADS)
Matthews, Keith; Robertson, John; White, Jim
2010-01-01
We derive midpoint criteria for solving Pell's equation x^2-Dy^2=± 1 , using the nearest square continued fraction expansion of √{D} . The period of the expansion is on average 70% that of the regular continued fraction. We derive similar criteria for the diophantine equation x^2-xy-{(D-1)}/{4}y^2=±1 , where D≡ 1±od{4} . We also present some numerical results and conclude with a comparison of the computational performance of the regular, nearest square and nearest integer continued fraction algorithms.
Global well-posedness of the 2D Boussinesq equations with fractional Laplacian dissipation
NASA Astrophysics Data System (ADS)
Ye, Zhuan; Xu, Xiaojing
2016-04-01
As a continuation of the previous work [48], in this paper we focus on the Cauchy problem of the two-dimensional (2D) incompressible Boussinesq equations with fractional Laplacian dissipation. We give an elementary proof of the global regularity of the smooth solutions of the 2D Boussinesq equations with a new range of fractional powers of the Laplacian. The argument is based on the nonlinear lower bounds for the fractional Laplacian established in [13]. Consequently, this result significantly improves the recent works [13,45,48].
ISDEP: Integrator of stochastic differential equations for plasmas
NASA Astrophysics Data System (ADS)
Velasco, J. L.; Bustos, A.; Castejón, F.; Fernández, L. A.; Martin-Mayor, V.; Tarancón, A.
2012-09-01
In this paper we present a general description of the ISDEP code (Integrator of Stochastic Differential Equations for Plasmas) and a brief overview of its physical results and applications so far. ISDEP is a Monte Carlo code that calculates the distribution function of a minority population of ions in a magnetized plasma. It solves the ion equations of motion taking into account the complex 3D structure of fusion devices, the confining electromagnetic field and collisions with other plasma species. The Monte Carlo method used is based on the equivalence between the Fokker-Planck and Langevin equations. This allows ISDEP to run in distributed computing platforms without communication between nodes with almost linear scaling. This paper intends to be a general description and a reference paper in ISDEP.
Computing spacetime curvature via differential-algebraic equations
Ashby, S.F.; Lee, S.L.; Petzold, L.R.; Saylor, P.E.; Seidel, E.
1996-01-01
The equations that govern the behavior of physical systems can often solved numerically using a method of lines approach and differential-algebraic equation (DAE) solvers. For example, such an approach can be used to solve the Einstein field equations of general relativity, and thereby simulate significant astrophysical events. In this paper, we describe some preliminary work in which two model problems in general relativity are formulated, spatially discretized, and then numerically solved as a DAE. In particular, we seek to reproduce the solution to the spherically symmetric Schwarzschild spacetime. This is an important testbed calculation in numerical relativity since the solution is the steady-state for the collision of two (or more) non-rotating black holes. Moreover, analytic late-time properties of the Schwarzschild spacetime are well known and can be used the accuracy of the simulation.
Modelling biochemical reaction systems by stochastic differential equations with reflection.
Niu, Yuanling; Burrage, Kevin; Chen, Luonan
2016-05-01
In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. PMID:26920245
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.
NASA Technical Reports Server (NTRS)
Cooke, K. L.; Meyer, K. R.
1966-01-01
Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution
Computations of Wall Distances Based on Differential Equations
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.
2004-01-01
The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.
Stochastic Calculus and Differential Equations for Physics and Finance
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
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.
Minimal parameter solution of the orthogonal matrix differential equation
NASA Technical Reports Server (NTRS)
Baritzhack, Itzhack Y.; Markley, F. Landis
1988-01-01
As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed employing the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.
Minimal parameter solution of the orthogonal matrix differential equation
NASA Technical Reports Server (NTRS)
Bar-Itzhack, Itzhack Y.; Markley, F. Landis
1990-01-01
As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.
Paraconformal structures, ordinary differential equations and totally geodesic manifolds
NASA Astrophysics Data System (ADS)
Kryński, Wojciech
2016-05-01
We construct point invariants of ordinary differential equations of arbitrary order that generalise the Tresse and Cartan invariants of equations of order two and three, respectively. The vanishing of the invariants is equivalent to the existence of a totally geodesic paraconformal structure which consists of a paraconformal structure, an adapted GL(2 , R) -connection and a two-parameter family of totally geodesic hypersurfaces on the solution space. The structures coincide with the projective structures in dimension 2 and with the Einstein-Weyl structures of Lorentzian signature in dimension 3. We show that the totally geodesic paraconformal structures in higher dimensions can be described by a natural analogue of the Hitchin twistor construction. We present a general example of Veronese webs that generalise the hyper-CR Einstein-Weyl structures in dimension 3. The Veronese webs are described by a hierarchy of integrable systems.
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095
Dynamical properties of non-Markovian stochastic differential equations
NASA Astrophysics Data System (ADS)
Hernández-Machado, A.; San Miguel, M.
1984-04-01
We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an Ornstein-Uhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.
Bringing partial differential equations to life for students
NASA Astrophysics Data System (ADS)
José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco
2015-05-01
Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.
Two-derivative Runge-Kutta methods for differential equations
NASA Astrophysics Data System (ADS)
Chan, Robert P. K.; Wang, Shixiao; Tsai, Angela Y. J.
2012-09-01
Two-derivative Runge-Kutta (TDRK) methods are a special case of multi-derivative Runge-Kutta methods first studied by Kastlunger and Wanner [1, 2]. These methods incorporate derivatives of order higher than the first in their formulation but we consider only the first and second derivatives. In this paper we first present our study of both explicit [3] and implicit TDRK methods on stiff ODE problems. We then extend the applications of these TDRK methods to various partial differential equations [4]. In particular, we show how a 2-stage implicit TDRK method of order 4 and stage order 4 can be adapted to solve diffusion equations more efficiently than the popular Crank-Nicolson method.
A unique transformation from ordinary differential equations to reaction networks.
Soliman, Sylvain; Heiner, Monika
2010-01-01
Many models in Systems Biology are described as a system of Ordinary Differential Equations, which allows for transient, steady-state or bifurcation analysis when kinetic information is available. Complementary structure-related qualitative analysis techniques have become increasingly popular in recent years, like qualitative model checking or pathway analysis (elementary modes, invariants, flux balance analysis, graph-based analyses, chemical organization theory, etc.). They do not rely on kinetic information but require a well-defined structure as stochastic analysis techniques equally do. In this article, we look into the structure inference problem for a model described by a system of Ordinary Differential Equations and provide conditions for the uniqueness of its solution. We describe a method to extract a structured reaction network model, represented as a bipartite multigraph, for example, a continuous Petri net (CPN), from a system of Ordinary Differential Equations (ODEs). A CPN uniquely defines an ODE, and each ODE can be transformed into a CPN. However, it is not obvious under which conditions the transformation of an ODE into a CPN is unique, that is, when a given ODE defines exactly one CPN. We provide biochemically relevant sufficient conditions under which the derived structure is unique and counterexamples showing the necessity of each condition. Our method is implemented and available; we illustrate it on some signal transduction models from the BioModels database. A prototype implementation of the method is made available to modellers at http://contraintes.inria.fr/~soliman/ode2pn.html, and the data mentioned in the "Results" section at http://contraintes.inria.fr/~soliman/ode2pn_data/. Our results yield a new recommendation for the import/export feature of tools supporting the SBML exchange format. PMID:21203560
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
Population Uncertainty in Model Ecosystem: Analysis by Stochastic Differential Equation
NASA Astrophysics Data System (ADS)
Morita, Satoru; Tainaka, Kei-ichi; Nagata, Hiroyasu; Yoshimura, Jin
2008-09-01
Perturbation experiments are carried out by the numerical simulations of a contact process and its mean-field version. Here, the mortality rate increases or decreases suddenly. It is known that fluctuation enhancement (FE) occurs after perturbation, where FE indicates population uncertainty. In the present paper, we develop a new theory of stochastic differential equation. The agreement between the theory and the mean-field simulation is almost perfect. This theory enables us to find a much stronger FE than that reported previously. We discuss the population uncertainty in the recovering process of endangered species.
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814
Neural network error correction for solving coupled ordinary differential equations
NASA Technical Reports Server (NTRS)
Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.
1992-01-01
A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.
Investigation of ODE integrators using interactive graphics. [Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Brown, R. L.
1978-01-01
Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.
A differential delay equation arising from the sieve of Eratosthenes
NASA Astrophysics Data System (ADS)
Cheer, A. Y.; Goldston, D. A.
1990-07-01
The differential delay equation defined by ω (u) = 1/u for 1 ≤ u ≤ 2 and (uω (u))' = ω (u - 1) for u ≥ 2 was introduced by Buchstab in connection with an asymptotic formula for the number of uncanceled terms in the sieve of Eratosthenes. Maier has recently used this result to show there is unexpected irregularity in the distribution of primes in short intervals. The function ω (u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation
NASA Astrophysics Data System (ADS)
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation.
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system. PMID:27586626
NASA Astrophysics Data System (ADS)
Narita, K.
1998-03-01
We present two types of mixed 1-rational N-soliton solutions and two types of special solutions for four types of Volterra-related difference-differential equations arising in Mikhailov, Shabat and Yamilov's lists. We also find new expressions of mixed 1-rational N-soliton solutions for the Volterra and the Toda lattice equations based on the invariance of Gibbon and Tabor's equation (J. Math. Phys. 26 (1985), 1956) under the fractional linear transformation. By taking appropriate limits of wave numbers, we find some new rational solutions for the Volterra and the Toda lattice equations. We also present elliptic function solutions for the Volterra and the Toda lattice equations different from known ones based on the same formulation.
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…
NASA Astrophysics Data System (ADS)
Yuan, Rong
2007-06-01
In this paper, we study almost periodic logistic delay differential equations. The existence and module of almost periodic solutions are investigated. In particular, we extend some results of Seifert in [G. Seifert, Almost periodic solutions of certain differential equations with piecewise constant delays and almost periodic time dependence, J. Differential Equations 164 (2000) 451-458].
NASA Astrophysics Data System (ADS)
Pucéat, E.; Joachimski, M. M.; Bouilloux, A.; Monna, F.; Bonin, A.; Motreuil, S.; Morinière, P.; Hénard, S.; Mourin, J.; Dera, G.; Quesne, D.
2010-09-01
Oxygen isotopes of biogenic apatite have been widely used to reassess anomalous temperatures inferred from oxygen isotope ratios of ancient biogenic calcite, more prone to diagenetic alteration. However, recent studies have highlighted that oxygen isotope ratios of biogenic apatite differ dependent on used analytical techniques. This questions the applicability of the phosphate-water fractionation equations established over 25 years ago using earlier analytical techniques to more recently acquired data. In this work we present a new phosphate-water oxygen isotope fractionation equation based on oxygen isotopes determined on fish raised in aquariums at controlled temperature and with monitored water oxygen isotope composition. The new equation reveals a similar slope, but an offset of about + 2‰ to the earlier published equations. This work has major implications for paleoclimatic reconstructions using oxygen isotopes of biogenic apatite since calculated temperatures have been underestimated by about 4 to 8 °C depending on applied techniques and standardization of the analyses.
A forced fractional Schrödinger equation with a Neumann boundary condition
NASA Astrophysics Data System (ADS)
Esquivel, L.; Kaikina, Elena I.
2016-07-01
We study the initial-boundary value problem for the nonlinear fractional Schrödinger equation {ut+i(uxx+12π∫0∞sign(x‑y)|x‑y|12uy( y)dy)+i|u|2u=0, t>0, x>0u(x,0)=u0(x), x>0,ux(0,t)=h(t), t>0. We prove the global-in-time existence of solutions for a nonlinear fractional Schrödinger equation with inhomogeneous Neumann boundary conditions. We are also interested in the study of the asymptotic behaviour of the solutions.
Lie Symmetry Analysis and Explicit Solutions of the Time Fractional Fifth-Order KdV Equation
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
Lie symmetry analysis and explicit solutions of the time fractional fifth-order KdV equation.
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
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…
Runge-Kutta Methods for Linear Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Zingg, David W.; Chisholm, Todd T.
1997-01-01
Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.
Partial differential equations and fractal analysis to plant leaf identification
NASA Astrophysics Data System (ADS)
Brandoli Machado, Bruno; Casanova, Dalcimar; Nunes Gonçalves, Wesley; Martinez Bruno, Odemir
2013-02-01
Texture is an important visual attribute used to plant leaf identification. Although there are many methods of texture analysis, some of them specifically for interpreting leaf images is still a challenging task because of the huge pattern variation found in nature. In this paper, we investigate the leaf texture modeling based on the partial differential equations and fractal dimension theory. Here, we are first interested in decomposing the original texture image into two components f = u + v, such that u represents a cartoon component, while v represents the oscillatory component. We demonstrate how this procedure enhance the texture component on images. Our modeling uses the non-linear partial differential equation (PDE) of Perona-Malik. Based on the enhanced texture component, we estimated the fractal dimension by the Bouligand-Minkowski method due to its precision in quantifying structural properties of images. The feature vectors are then used as inputs to our classification system, based on linear discriminant analysis. We validate our approach on a benchmark with 8000 leaf samples. Experimental results indicate that the proposed approach improves average classification rates in comparison with traditional methods. The results suggest that the proposed approach can be a feasible step for plant leaf identification, as well as different real-world applications.
A hybrid Pade-Galerkin technique for differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Andersen, Carl M.
1993-01-01
A three-step hybrid analysis technique, which successively uses the regular perturbation expansion method, the Pade expansion method, and then a Galerkin approximation, is presented and applied to some model boundary value problems. In the first step of the method, the regular perturbation method is used to construct an approximation to the solution in the form of a finite power series in a small parameter epsilon associated with the problem. In the second step of the method, the series approximation obtained in step one is used to construct a Pade approximation in the form of a rational function in the parameter epsilon. In the third step, the various powers of epsilon which appear in the Pade approximation are replaced by new (unknown) parameters (delta(sub j)). These new parameters are determined by requiring that the residual formed by substituting the new approximation into the governing differential equation is orthogonal to each of the perturbation coordinate functions used in step one. The technique is applied to model problems involving ordinary or partial differential equations. In general, the technique appears to provide good approximations to the solution even when the perturbation and Pade approximations fail to do so. The method is discussed and topics for future investigations are indicated.
Quantifying uncertainty, variability and likelihood for ordinary differential equation models
2010-01-01
Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations. PMID:21029410
Pseudospectral collocation methods for fourth order differential equations
NASA Technical Reports Server (NTRS)
Malek, Alaeddin; Phillips, Timothy N.
1994-01-01
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
Differential Forms Basis Functions for Better Conditioned Integral Equations
Fasenfest, B; White, D; Stowell, M; Rieben, R; Sharpe, R; Madsen, N; Rockway, J D; Champagne, N J; Jandhyala, V; Pingenot, J
2005-01-13
Differential forms offer a convenient way to classify physical quantities and set up computational problems. By observing the dimensionality and type of derivatives (divergence,curl,gradient) applied to a quantity, an appropriate differential form can be chosen for that quantity. To use these differential forms in a simulation, the forms must be discretized using basis functions. The 0-form through 2-form basis functions are formed for surfaces. Twisted 1-form and 2-form bases will be presented in this paper. Twisted 1-form (1-forms) basis functions ({Lambda}) are divergence-conforming edge basis functions with units m{sup -1}. They are appropriate for representing vector quantities with continuous normal components, and they belong to the same function space as the commonly used RWG bases [1]. They are used here to formulate the frequency-domain EFIE with Galerkin testing. The 2-form basis functions (f) are scalar basis functions with units m{sup -2} and with no enforced continuity between elements. At lowest order, the 2-form basis functions are similar to pulse basis functions. They are used here to formulate an electrostatic integral equation. It should be noted that the derivative of an n-form differential form basis function is an (n+1)-form, i.e. the derivative of a 1-form basis function is a 2-form. Because the basis functions are constructed such that they have spatial units, the spatial units are removed from the degrees of freedom, leading to a better-conditioned system matrix. In this conference paper, we look at the performance of these differential forms and bases by examining the conditioning of matrix systems for electrostatics and the EFIE. The meshes used were refined across the object to consider the behavior of these basis transforms for elements of different sizes.
NASA Astrophysics Data System (ADS)
Zhao, Jihong
2016-05-01
In this paper, we first generalize a new energy approach, developed by Guo and Wang [Commun. Partial Differ. Equations 37, 2165-2208 (2012)] in the framework of homogeneous Besov spaces for proving the optimal temporal decay rates of solutions to the fractional power dissipative equation, then we apply this approach to the critical and supercritical surface quasi-geostrophic equation and the critical Keller-Segel system. We show that certain weighted negative Besov norm of solutions is preserved along time evolution and obtain the optimal temporal decay rates of the spatial derivatives of solutions by the Fourier splitting approach and the interpolation techniques.
Analytical method for space-fractional telegraph equation by homotopy perturbation transform method
NASA Astrophysics Data System (ADS)
Prakash, Amit
2016-06-01
The object of the present article is to study spacefractional telegraph equation by fractional Homotopy perturbation transform method (FHPTM). The homotopy perturbation transform method is an innovative adjustment in Laplace transform algorithm. Three test examples are presented to show the efficiency of the proposed technique.
A fast finite volume method for conservative space-fractional diffusion equations in convex domains
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2016-04-01
We develop a fast finite volume method for variable-coefficient, conservative space-fractional diffusion equations in convex domains via a volume-penalization approach. The method has an optimal storage and an almost linear computational complexity. The method retains second-order accuracy without requiring a Richardson extrapolation. Numerical results are presented to show the utility of the method.
FRACTIONAL SOLUTE TRANSPORT EQUATION EVALUATED WITH THE MISCIBLE DISPLACEMENT EXPERIMENTAL DATA
Technology Transfer Automated Retrieval System (TEKTRAN)
A new solute transport model has been recently developed assuming that the movements of solute particles in hierarchically-structured porous media belongs to the family of Lévy motions rather than to the Brownian motion. The one-dimensional fractional advective-dispersive transport equation, or FADE...
A new Sumudu transform iterative method for time-fractional Cauchy reaction-diffusion equation.
Wang, Kangle; Liu, Sanyang
2016-01-01
In this paper, a new Sumudu transform iterative method is established and successfully applied to find the approximate analytical solutions for time-fractional Cauchy reaction-diffusion equations. The approach is easy to implement and understand. The numerical results show that the proposed method is very simple and efficient. PMID:27386314
NASA Technical Reports Server (NTRS)
Shepperd, Stanley W.
1988-01-01
A family of functions involving integrals of universal functions is introduced. These functions have some interesting mathematical properties including the fact that they may be expressed as Gaussian continued fractions. A unique method of performing the integration is demonstrated which indicates why these functions may be important in the variation of Kepler's equation.
Technology Transfer Automated Retrieval System (TEKTRAN)
It has been reported that this model cannot take into account several important features of solute movement through soil. Recently, a new model has been suggested that results in a solute transport equation with fractional spatial derivatives, or FADE. We have assembled a database on published solu...
NASA Astrophysics Data System (ADS)
Wang, Xiu-Bin; Tian, Shou-Fu; Qin, Chun-Yan; Zhang, Tian-Tian
2016-04-01
Under investigation in this work are the invariance properties of the generalized time fractional Burgers equation, which can be used to describe the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Lie group analysis method is applied to consider its vector fields and symmetry reductions. Furthermore, based on the sub-equation method, a new type of explicit solutions for the equation is well constructed with a detailed analysis. By means of the power series theory, exact power series solutions of the equation are also constructed. Finally, by using the new conservation theorem, conservation laws of the equation are well constructed with a detailed derivation.
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. PMID:19221755
A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs
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. PMID:27051461
Fractional diffusion equation for an n -dimensional correlated Lévy walk
NASA Astrophysics Data System (ADS)
Taylor-King, Jake P.; Klages, Rainer; Fedotov, Sergei; Van Gorder, Robert A.
2016-07-01
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n -dimensional correlated Lévy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short-range auto-correlated Lévy walks in the large time limit, and we solve it. Our derivation discloses different dynamical mechanisms leading to correlated Lévy walk diffusion in terms of quantities that can be measured experimentally.
A space-time spectral collocation algorithm for the variable order fractional wave equation.
Bhrawy, A H; Doha, E H; Alzaidy, J F; Abdelkawy, M A
2016-01-01
The variable order wave equation plays a major role in acoustics, electromagnetics, and fluid dynamics. In this paper, we consider the space-time variable order fractional wave equation with variable coefficients. We propose an effective numerical method for solving the aforementioned problem in a bounded domain. The shifted Jacobi polynomials are used as basis functions, and the variable-order fractional derivative is described in the Caputo sense. The proposed method is a combination of shifted Jacobi-Gauss-Lobatto collocation scheme for the spatial discretization and the shifted Jacobi-Gauss-Radau collocation scheme for temporal discretization. The aforementioned problem is then reduced to a problem consists of a system of easily solvable algebraic equations. Finally, numerical examples are presented to show the effectiveness of the proposed numerical method. PMID:27536504
Fractional diffusion equation for an n-dimensional correlated Lévy walk.
Taylor-King, Jake P; Klages, Rainer; Fedotov, Sergei; Van Gorder, Robert A
2016-07-01
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Lévy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short-range auto-correlated Lévy walks in the large time limit, and we solve it. Our derivation discloses different dynamical mechanisms leading to correlated Lévy walk diffusion in terms of quantities that can be measured experimentally. PMID:27575074
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.
A comprehensive theoretical model for on-chip microring-based photonic fractional differentiators
Jin, Boyuan; Yuan, Jinhui; Wang, Kuiru; Sang, Xinzhu; Yan, Binbin; Wu, Qiang; Li, Feng; Zhou, Xian; Zhou, Guiyao; Yu, Chongxiu; Lu, Chao; Yaw Tam, Hwa; Wai, P. K. A.
2015-01-01
Microring-based photonic fractional differentiators play an important role in the on-chip all-optical signal processing. Unfortunately, the previous works do not consider the time-reversal and the time delay characteristics of the microring-based fractional differentiator. They also do not include the effect of input pulse width on the output. In particular, it cannot explain why the microring-based differentiator with the differentiation order n > 1 has larger output deviation than that with n < 1, and why the microring-based differentiator cannot reproduce the three-peak output waveform of an ideal differentiator with n > 1. In this paper, a comprehensive theoretical model is proposed. The critically-coupled microring resonator is modeled as an ideal first-order differentiator, while the under-coupled and over-coupled resonators are modeled as the time-reversed ideal fractional differentiators. Traditionally, the over-coupled microring resonators are used to form the differentiators with 1 < n < 2. However, we demonstrate that smaller fitting error can be obtained if the over-coupled microring resonator is fitted by an ideal differentiator with n < 1. The time delay of the differentiator is also considered. Finally, the influences of some key factors on the output waveform and deviation are discussed. The proposed theoretical model is beneficial for the design and application of the microring-based fractional differentiators. PMID:26381934
Computationally efficient statistical differential equation modeling using homogenization
Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.
2013-01-01
Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.
A data storage model for novel partial differential equation descretizations.
Doyle, Wendy S.K.; Thompson, David C.; Pebay, Philippe Pierre
2007-04-01
The purpose of this report is to define a standard interface for storing and retrieving novel, non-traditional partial differential equation (PDE) discretizations. Although it focuses specifically on finite elements where state is associated with edges and faces of volumetric elements rather than nodes and the elements themselves (as implemented in ALEGRA), the proposed interface should be general enough to accommodate most discretizations, including hp-adaptive finite elements and even mimetic techniques that define fields over arbitrary polyhedra. This report reviews the representation of edge and face elements as implemented by ALEGRA. It then specifies a convention for storing these elements in EXODUS files by extending the EXODUS API to include edge and face blocks in addition to element blocks. Finally, it presents several techniques for rendering edge and face elements using VTK and ParaView, including the use of VTK's generic dataset interface for interpolating values interior to edges and faces.
Numerical solution of differential equations by artificial neural networks
NASA Technical Reports Server (NTRS)
Meade, Andrew J., Jr.
1995-01-01
Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.
A partial differential equation model of metastasized prostatic cancer.
Friedman, Avner; Jain, Harsh Vardhan
2013-06-01
Biochemically failing metastatic prostate cancer is typically treated with androgen ablation. However, due to the emergence of castration-resistant cells that can survive in low androgen concentrations, such therapy eventually fails. Here, we develop a partial differential equation model of the growth and response to treatment of prostate cancer that has metastasized to the bone. Existence and uniqueness results are derived for the resulting free boundary problem. In particular, existence and uniqueness of solutions for all time are proven for the radially symmetric case. Finally, numerical simulations of a tumor growing in 2-dimensions with radial symmetry are carried in order to evaluate the therapeutic potential of different treatment strategies. These simulations are able to reproduce a variety of clinically observed responses to treatment, and suggest treatment strategies that may result in tumor remission, underscoring our model's potential to make a significant contribution in the field of prostate cancer therapeutics. PMID:23906138
A fingerprint inpainting technique using improved partial differential equation methods
NASA Astrophysics Data System (ADS)
Yang, Xiukun; Wang, Dan; Yang, Zhigang
2011-10-01
In an automatic fingerprint identification system (AFIS), fingerprint inpainting is a critical step in the preprocessing procedures. Because partially fouled, breaking or scratched latent fingerprint is difficult to be correctly matched to a known fingerprint. However, fingerprint restoration proved to be a particularly challenging problem because conventional image restoration schemes can not be directly applied to fingerprint due to the unique ridge and valley structures in typical fingerprint images. Based on partial differential equations algorithm, this paper presents a fingerprint restoration algorithm composing gradient and orientation field. According to gradient and orientation field of the known pixel points, different weights are used in different orientation field in the restoration process. Experimental results demonstrate that the proposed restoration algorithm can effectively reduce the false feature points.
Workload Characterization of CFD Applications Using Partial Differential Equation Solvers
NASA Technical Reports Server (NTRS)
Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)
1998-01-01
Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.
Bayesian Estimation and Uncertainty Quantification in Differential Equation Models
NASA Astrophysics Data System (ADS)
Bhaumik, Prithwish
In engineering, physics, biomedical sciences, pharmacokinetics and pharmacodynamics (PKPD) and many other fields the regression function is often specified as solution of a system of ordinary differential equations (ODEs) given by. dƒtheta(t) / dt = F(t), ƒtheta(, t),theta), t ∈ [0, 1]; here F is a known appropriately smooth vector valued function. Our interest lies in estimating theta from the noisy data. A two-step approach to solve this problem consists of the first step fitting the data nonparametrically, and the second step estimating the parameter by minimizing the distance between the nonparametrically estimated derivative and the derivative suggested by the system of ODEs. In Chapter 2 we consider a Bayesian analog of the two step approach by putting a finite random series prior on the regression function using B-spline basis. We establish a Bernstein-von Mises theorem for the posterior distribution of the parameter of interest induced from that on the regression function with the n --1/2 contraction rate. Although this approach is computationally fast, the Bayes estimator is not asymptotically efficient. This can be remedied by directly considering the distance between the function in the nonparametric model and a Runge-Kutta (RK4) approximate solution of the ODE while inducing the posterior distribution on the parameter as done in Chapter 3. We also study the asymptotic properties of a direct Bayesian method obtained from the approximate likelihood obtained by the RK4 method in Chapter 3. Chapters 4 and 5 contain the extensions of the methods discussed so far for higher order ODE's and partial differential equations (PDE's) respectively. We have mentioned the scopes of some future works in Chapter 6.
Novel determination of differential-equation solutions: universal approximation method
NASA Astrophysics Data System (ADS)
Leephakpreeda, Thananchai
2002-09-01
In a conventional approach to numerical computation, finite difference and finite element methods are usually implemented to determine the solution of a set of differential equations (DEs). This paper presents a novel approach to solve DEs by applying the universal approximation method through an artificial intelligence utility in a simple way. In this proposed method, neural network model (NNM) and fuzzy linguistic model (FLM) are applied as universal approximators for any nonlinear continuous functions. With this outstanding capability, the solutions of DEs can be approximated by the appropriate NNM or FLM within an arbitrary accuracy. The adjustable parameters of such NNM and FLM are determined by implementing the optimization algorithm. This systematic search yields sub-optimal adjustable parameters of NNM and FLM with the satisfactory conditions and with the minimum residual errors of the governing equations subject to the constraints of boundary conditions of DEs. The simulation results are investigated for the viability of efficiently determining the solutions of the ordinary and partial nonlinear DEs.
Periodic differential equations with self-adjoint monodromy operator
NASA Astrophysics Data System (ADS)
Yudovich, V. I.
2001-04-01
A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.
From Lévy flights to the fractional kinetic equation for dynamical chaos
NASA Astrophysics Data System (ADS)
Zaslavsky, G. M.
Chaotic dynamics of Hamiltonian systems can be described by the random process which resembles the Lévy-type flights and trappings in the phase space of a system. The probability distribution function satisfies the fractional in space and time generalization of the Fokker-Planck-Kolmogorov equation. Orders of the fractional derivatives in space and time can be connected to the Pesin's dimensions of the trajectories. A new look on the problem of Maxwell's Demon is discussed in the context of the anomalous ("strange") kinetics.
NASA Astrophysics Data System (ADS)
Quaas, Alexander; Xia, Aliang
2016-06-01
In this article, we prove the existence and multiplicity of positive solutions for the following fractional elliptic equation with sign-changing weight functions: (-Δ)^α u= a_λ(x)|u|^{q-2}u+b(x)|u|^{2^*_α-1}u &in Ω, u=0&in {R}^N{setminus} Ω, where {0 < α < 1}, {Ω} is a bounded domain with smooth boundary in {{R}^N} with {N > 2 α} and {2^*_{α}=2N/(N-2α)} is the fractional critical Sobolev exponent. Our multiplicity results are based on studying the decomposition of the Nehari manifold and the Lusternik-Schnirelmann category.
Yu, Qiang; Vegh, Viktor; Liu, Fawang; Turner, Ian
2015-01-01
Texture enhancement is one of the most important techniques in digital image processing and plays an essential role in medical imaging since textures discriminate information. Most image texture enhancement techniques use classical integral order differential mask operators or fractional differential mask operators using fixed fractional order. These masks can produce excessive enhancement of low spatial frequency content, insufficient enhancement of large spatial frequency content, and retention of high spatial frequency noise. To improve upon existing approaches of texture enhancement, we derive an improved Variable Order Fractional Centered Difference (VOFCD) scheme which dynamically adjusts the fractional differential order instead of fixing it. The new VOFCD technique is based on the second order Riesz fractional differential operator using a Lagrange 3-point interpolation formula, for both grey scale and colour image enhancement. We then use this method to enhance photographs and a set of medical images related to patients with stroke and Parkinson's disease. The experiments show that our improved fractional differential mask has a higher signal to noise ratio value than the other fractional differential mask operators. Based on the corresponding quantitative analysis we conclude that the new method offers a superior texture enhancement over existing methods. PMID:26186221
Yu, Qiang; Vegh, Viktor
2015-01-01
Texture enhancement is one of the most important techniques in digital image processing and plays an essential role in medical imaging since textures discriminate information. Most image texture enhancement techniques use classical integral order differential mask operators or fractional differential mask operators using fixed fractional order. These masks can produce excessive enhancement of low spatial frequency content, insufficient enhancement of large spatial frequency content, and retention of high spatial frequency noise. To improve upon existing approaches of texture enhancement, we derive an improved Variable Order Fractional Centered Difference (VOFCD) scheme which dynamically adjusts the fractional differential order instead of fixing it. The new VOFCD technique is based on the second order Riesz fractional differential operator using a Lagrange 3-point interpolation formula, for both grey scale and colour image enhancement. We then use this method to enhance photographs and a set of medical images related to patients with stroke and Parkinson’s disease. The experiments show that our improved fractional differential mask has a higher signal to noise ratio value than the other fractional differential mask operators. Based on the corresponding quantitative analysis we conclude that the new method offers a superior texture enhancement over existing methods. PMID:26186221
NASA Astrophysics Data System (ADS)
Schulze-Halberg, Axel
We consider a triconfluent Heun equation (TCHE) possessing infinitely many Liouvillian solutions and transform it into a radial Schrödinger equation for a general power law potential. From the latter we extract three special cases, namely different singular fractional power potentials (SFPP) for which the transformed Liouvillian solutions of the original TCHE represent Schrödinger bound states. Hence we obtain an infinite set of exact Schrödinger bound state solutions and corresponding energies for each of the three SFPP.
The concentration of solutions to a fractional Schrödinger equation
NASA Astrophysics Data System (ADS)
He, Qihan; Long, Wei
2016-03-01
In this paper, we study the following fractional Schrödinger equation left\\{begin{array}{ll}({-} {Δ} )^su +V(x)u=a|u|^{4s/N} u,& quad xin {R}^N, \\ u > 0,& quad uin H^s({R}^N),right. where {N ≥ 1, s in (0,1)}, {a in {R}} and V(x) is a measurable function. We prove the existence or nonexistence of ground states for the above equation under {L2}-constraint and some assumptions on {V(x)} and a. Besides, we also analyze the behavior of ground states as a tends to some fixed constant.
Mickens, R.E.
1997-12-12
The major thrust of this proposal was to continue our investigations of so-called non-standard finite-difference schemes as formulated by other authors. These schemes do not follow the standard rules used to model continuous differential equations by discrete difference equations. The two major aspects of this procedure consist of generalizing the definition of the discrete derivative and using a nonlocal model (on the computational grid or lattice) for nonlinear terms that may occur in the differential equations. Our aim was to investigate the construction of nonstandard finite-difference schemes for several classes of ordinary and partial differential equations. These equations are simple enough to be tractable, yet, have enough complexity to be both mathematically and scientifically interesting. It should be noted that all of these equations differential equations model some physical phenomena under an appropriate set of experimental conditions. The major goal of the project was to better understand the process of constructing finite-difference models for differential equations. In particular, it demonstrates the value of using nonstandard finite-difference procedures. A secondary goal was to construct and study a variety of analytical techniques that can be used to investigate the mathematical properties of the obtained difference equations. These mathematical procedures are of interest in their own right and should be a valuable contribution to the mathematics research literature in difference equations. All of the results obtained from the research done under this project have been published in the relevant research/technical journals or submitted for publication. Our expectation is that these results will lead to improved finite difference schemes for the numerical integration of both ordinary and partial differential equations. Section G of the Appendix gives a concise summary of the major results obtained under funding by the grant.
Delay differential equations and the dose-time dependence of early radiotherapy reactions
Fenwick, John D.
2006-09-15
The dose-time dependence of early radiotherapy reactions impacts on the design of accelerated fractionation schedules--oral mucositis, for example, can be dose limiting for short treatments designed to avoid tumor repopulation. In this paper a framework for modeling early reaction dose-time dependence is developed. Variation of stem cell number with time after the start of a radiation schedule is modeled using a first-order delay differential equation (DDE), motivated by experimental observations linking the speed of compensatory proliferation in early reacting tissues to the degree of tissue damage. The modeling suggests that two types of early reaction radiation response are possible, stem cell numbers either monotonically approaching equilibrium plateau levels or overshooting before returning to equilibrium. Several formulas have been derived from the delay differential equation, predicting changes in isoeffective total radiation dose with schedule duration for different types of fractionation scheme. The formulas have been fitted to a wide range of published animal early reaction data, the fits all implying a degree of overshoot. Results are presented illustrating the scope of the delay differential model: most of the data are fitted well, although the model struggles with a few datasets measured for schedules with distinctive dose-time patterns. Ways of extending the current model to cope with these particular dose-time patterns are briefly discussed. The DDE approach is conceptually more complex than earlier descriptive dose-time models but potentially more powerful. It can be used to study issues not addressed by simpler models, such as the likely effects of increasing or decreasing the dose-per-day over time, or of splitting radiation courses into intense segments separated by gaps. It may also prove useful for modeling the effects of chemoirradiation.
Nonlinear fractional Schrödinger equation on a half-line
NASA Astrophysics Data System (ADS)
Kaikina, Elena I.
2015-09-01
We study the initial-boundary value (IBV) problem for the nonlinear fractional Schrödinger equation {u t + i u x x + i |u|2 u + i|∂x|1/2 u = 0 , t > 0 , x > 0 u ( x , 0 ) = u 0 ( x ) , x > 0 , u ( 0 , t ) = h ( t ) , t > 0 , where |∂ x|1/2 u = /1 √{ 2 π } ∫ 0 ∞ /sign ( x - y ) √{|x-y|} u y ( y ) d y . We prove the global in time existence of solutions of IBV problem for nonlinear fractional Schrödinger equation with inhomogeneous Dirichlet boundary conditions. Also, we are interested in the study of the asymptotic behavior of solutions.
A Legendre tau-Spectral Method for Solving Time-Fractional Heat Equation with Nonlocal Conditions
Bhrawy, A. H.; Alghamdi, M. A.
2014-01-01
We develop the tau-spectral method to solve the time-fractional heat equation (T-FHE) with nonlocal condition. In order to achieve highly accurate solution of this problem, the operational matrix of fractional integration (described in the Riemann-Liouville sense) for shifted Legendre polynomials is investigated in conjunction with tau-spectral scheme and the Legendre operational polynomials are used as the base function. The main advantage in using the presented scheme is that it converts the T-FHE with nonlocal condition to a system of algebraic equations that simplifies the problem. For demonstrating the validity and applicability of the developed spectral scheme, two numerical examples are presented. The logarithmic graphs of the maximum absolute errors is presented to achieve the exponential convergence of the proposed method. Comparing between our spectral method and other methods ensures that our method is more accurate than those solved similar problem. PMID:25057507
Exact solutions of a modified fractional diffusion equation in the finite and semi-infinite domains
NASA Astrophysics Data System (ADS)
Guo, Gang; Li, Kun; Wang, Yuhui
2015-01-01
We investigate the solutions of a modified fractional diffusion equation which has a secondary fractional time derivative acting on a diffusion operator. We obtain analytical solutions for the modified equation in the finite and semi-infinite domains subject to absorbing boundary conditions. Most of the results have been derived by using the Laplace transform, the Fourier Cosine transform, the Mellin transform and the properties of Fox H function. We show that the semi-infinite solution can be expressed using an infinite series of Fox H functions similar to the infinite case, while the finite solution requires double infinite series including both Fox H functions and trigonometric functions instead of one infinite series. The characteristic crossover between more and less anomalous behaviour as well as the effect of absorbing boundary conditions are clearly demonstrated according to the analytical solutions.
An asymptotic-preserving scheme for linear kinetic equation with fractional diffusion limit
NASA Astrophysics Data System (ADS)
Wang, Li; Yan, Bokai
2016-05-01
We present a new asymptotic-preserving scheme for the linear Boltzmann equation which, under appropriate scaling, leads to a fractional diffusion limit. Our scheme rests on novel micro-macro decomposition to the distribution function, which splits the original kinetic equation following a reshuffled Hilbert expansion. As opposed to classical diffusion limit, a major difficulty comes from the fat tail in the equilibrium which makes the truncation in velocity space depending on the small parameter. Our idea is, while solving the macro-micro part in a truncated velocity domain (truncation only depends on numerical accuracy), to incorporate an integrated tail over the velocity space that is beyond the truncation, and its major component can be precomputed once with any accuracy. Such an addition is essential to drive the solution to the correct asymptotic limit. Numerical experiments validate its efficiency in both kinetic and fractional diffusive regimes.
On the Fractional-Order Logistic Equation with Two Different Delays
NASA Astrophysics Data System (ADS)
El-Sayed, Ahmed M. A.; El-Saka, Hala A. A.; El-Maghrabi, Esam M.
2011-04-01
The fractional-order logistic equation with the two different delays r1, r2 > 0, Dα x(t) = ρx(t - r1)[1-x(t -r2)], t > 0 and ρ > 0, with the initial data x(t) = x0, t ≤ 0 are considered. The existence of a unique uniformly stable solution is studied and the Adams-type predictor-corrector method is applied to obtain the numerical solution.
NASA Astrophysics Data System (ADS)
Campoamor-Stursberg, R.; Rodríguez, M. A.; Winternitz, P.
2016-01-01
Ordinary differential equations (ODEs) and ordinary difference systems (OΔSs) invariant under the actions of the Lie groups {{SL}}x(2),{{SL}}y(2) and {{SL}}x(2)× {{SL}}y(2) of projective transformations of the independent variables x and dependent variables y are constructed. The ODEs are continuous limits of the OΔSs, or conversely, the OΔSs are invariant discretizations of the ODEs. The invariant OΔSs are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions.
Instantaneous frequency measurement by in-fiber 0.5th order fractional differentiation
NASA Astrophysics Data System (ADS)
Poveda-Wong, L.; Carrascosa, A.; Cuadrado-Laborde, C.; Cruz, J. L.; Díez, A.; Andrés, M. V.
2016-07-01
We experimentally demonstrate the possibility to retrieve the instantaneous frequency profile of a given temporal light pulse by in-fiber fractional order differentiation of 0.5th-order. The signal's temporal instantaneous frequency profile is obtained by simple dividing two temporal intensity profiles, namely the intensities of the input and output pulses of a spectrally-shifted fractional order differentiation. The results are supported by the experimental measurement of the instantaneous frequency profile of a mode-locked laser.
A new approach to the group analysis of one-dimensional stochastic differential equations
NASA Astrophysics Data System (ADS)
Abdullin, M. A.; Meleshko, S. V.; Nasyrov, F. S.
2014-03-01
Stochastic evolution equations are investigated using a new approach to the group analysis of stochastic differential equations. It is shown that the proposed approach reduces the problem of group analysis for this type of equations to the same problem of group analysis for evolution equations of special form without stochastic integrals.
NASA Astrophysics Data System (ADS)
Boyko, Vyacheslav M.; Popovych, Roman O.; Shapoval, Nataliya M.
2015-06-01
Admissible point transformations of classes of rth order linear ordinary differential equations (in particular, the whole class of such equations and its subclasses of equations in the rational form, the Laguerre-Forsyth form, the first and second Arnold forms) are exhaustively described. Using these results, the group classification of such equations is carried out within the algebraic approach in three different ways.
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1984-01-01
Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.
Laplace and Z Transform Solutions of Differential and Difference Equations With the HP-41C.
ERIC Educational Resources Information Center
Harden, Richard C.; Simons, Fred O., Jr.
1983-01-01
A previously developed program for the HP-41C programmable calculator is extended to handle models of differential and difference equations with multiple eigenvalues. How to obtain difference equation solutions via the Z transform is described. (MNS)
An implicit midpoint difference scheme for the fractional Ginzburg-Landau equation
NASA Astrophysics Data System (ADS)
Wang, Pengde; Huang, Chengming
2016-05-01
This paper proposes and analyzes an efficient difference scheme for the nonlinear complex Ginzburg-Landau equation involving fractional Laplacian. The scheme is based on the implicit midpoint rule for the temporal discretization and a weighted and shifted Grünwald difference operator for the spatial fractional Laplacian. By virtue of a careful analysis of the difference operator, some useful inequalities with respect to suitable fractional Sobolev norms are established. Then the numerical solution is shown to be bounded, and convergent in the lh2 norm with the optimal order O (τ2 +h2) with time step τ and mesh size h. The a priori bound as well as the convergence order holds unconditionally, in the sense that no restriction on the time step τ in terms of the mesh size h needs to be assumed. Numerical tests are performed to validate the theoretical results and effectiveness of the scheme.
Partial differential equation transform — Variational formulation and Fourier analysis
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2011-01-01
Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The
Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations
NASA Astrophysics Data System (ADS)
Wagenmaker, Timothy Roger
This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of
A discrete model of a modified Burgers' partial differential equation
NASA Technical Reports Server (NTRS)
Mickens, R. E.; Shoosmith, J. N.
1990-01-01
A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.
Fractionation of gold in a differentiated tholeiitic dolerite
Rowe, J.J.
1969-01-01
Gold content was determined, by neutron-activation analysis, in samples from a drill core through the Great Lake sheet, Tasmania, a differentiated tholeiitic dolerite. The gold content of parts of the core seems to be related to the mafic index. The variation of gold content with depth and mafic index is similar to that of copper, indicating that gold and copper may have been concomitantly crystallized from the magma. ?? 1969.
Lie Symmetry Analysis and Conservation Laws of a Generalized Time Fractional Foam Drainage Equation
NASA Astrophysics Data System (ADS)
Wang, Li; Tian, Shou-Fu; Zhao, Zhen-Tao; Song, Xiao-Qiu
2016-07-01
In this paper, a generalized time fractional nonlinear foam drainage equation is investigated by means of the Lie group analysis method. Based on the Riemann—Liouville derivative, the Lie point symmetries and symmetry reductions of the equation are derived, respectively. Furthermore, conservation laws with two kinds of independent variables of the equation are performed by making use of the nonlinear self-adjointness method. Supported by the National Training Programs of Innovation and Entrepreneurship for Undergraduates under Grant No. 201410290039, the Fundamental Research Funds for the Central Universities under Grant Nos. 2015QNA53 and 2015XKQY14, the Fundamental Research Funds for Postdoctoral at the Key Laboratory of Gas and Fire Control for Coal Mines, the General Financial Grant from the China Postdoctoral Science Foundation under Grant No. 2015M570498, and Natural Sciences Foundation of China under Grant No. 11301527
Multiple scattering of proton via stochastic differential equations
NASA Astrophysics Data System (ADS)
Kia, M. R.; Noshad, Houshyar
2015-08-01
Multiple scattering of protons through a target is explained by a set of coupled stochastic differential equations. The motion of protons in matter is calculated by analytical random sampling from Moliere and Landau probability density functions (PDF). To satisfy the Vavilov theory, the moments for energy distribution of a 49.1 MeV proton beam in aluminum target are obtained. The skewness for the PDF of energy demonstrates that the energy distribution of protons in thin thickness becomes a Landau function, whereas, by increasing the thickness of the target it does not follow a Gaussian function completely. Afterwards, the depth-dose distributions are calculated for a 60 MeV proton beam traversing soft tissue and for a 160 MeV proton beam travelling through water. The results prove that when elastic scattering is taken into account, the Bragg-peak position is decreased, while the dose deposited in the Bragg region is increased. The results obtained in this article are benchmarked by comparison of our results with the experimental data reported in the literature.
A hybrid perturbation-Galerkin technique for partial differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Anderson, Carl M.
1990-01-01
A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
A Differential Equation Model for the Dynamics of Youth Gambling
Do, Tae Sug; Lee, Young S.
2014-01-01
Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1987-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
A stochastic differential equation model of diurnal cortisol patterns
NASA Technical Reports Server (NTRS)
Brown, E. N.; Meehan, P. M.; Dempster, A. P.
2001-01-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.
A stochastic differential equation model of diurnal cortisol patterns.
Brown, E N; Meehan, P M; Dempster, A P
2001-03-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems. PMID:11171600
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1989-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
Iron isotope fractionation during magmatic differentiation in Kilauea Iki lava lake
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.
Mendoza, Carlos I; Santamaría-Holek, I
2009-01-28
We propose a simple and general model accounting for the dependence of the viscosity of a hard sphere suspension at arbitrary volume fractions. The model constitutes a continuum-medium description based on a recursive-differential method where correlations between the spheres are introduced through an effective volume fraction. In contrast to other differential methods, the introduction of the effective volume fraction as the integration variable implicitly considers interactions between the spheres of the same recursive stage. The final expression for the viscosity scales with this effective volume fraction, which allows constructing a master curve that contains all the experimental situations considered. The agreement of our expression for the viscosity with experiments at low- and high-shear rates and in the high-frequency limit is remarkable for all volume fractions. PMID:19191410
Time-fractional wave-diffusion equation in an inhomogeneous half-space
NASA Astrophysics Data System (ADS)
Liemert, André; Kienle, Alwin
2015-06-01
We consider the fundamental solution of the time-fractional wave-diffusion equation in a three-dimensional half-space medium which contains an inhomogeneity in form of a plane parallel layer. The corresponding Green’s function which is derived by means of the Fourier and Laplace transforms can be accurately and efficiently evaluated without recourse to the Mittag-Leffler or the Fox H-function. Moreover, it is shown that in the one-dimensional case the fundamental solution in an inhomogeneous half-space is no longer a probability density function. In addition, we consider the advection equation for the fractional Laplacian {{(-Δ )}\\frac{1{2}}} and the Caputo time-fractional derivative of orders 0\\lt β ≤slant 1 on a bounded domain. Simple algorithms for accurate evaluation of the M-Wright function {{M}β }(x) and the Mittag-Leffler function {{E}β }(-x) are enclosed at the end of this article.
Probabilistic delay differential equation modeling of event-related potentials.
Ostwald, Dirk; Starke, Ludger
2016-08-01
"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach. PMID:27114057
Numerical Solution of Incompressible Navier-Stokes Equations Using a Fractional-Step Approach
NASA Technical Reports Server (NTRS)
Kiris, Cetin; Kwak, Dochan
1999-01-01
A fractional step method for the solution of steady and unsteady incompressible Navier-Stokes equations is outlined. The method is based on a finite volume formulation and uses the pressure in the cell center and the mass fluxes across the faces of each cell as dependent variables. Implicit treatment of convective and viscous terms in the momentum equations enables the numerical stability restrictions to be relaxed. The linearization error in the implicit solution of momentum equations is reduced by using three subiterations in order to achieve second order temporal accuracy for time-accurate calculations. In spatial discretizations of the momentum equations, a high-order (3rd and 5th) flux-difference splitting for the convective terms and a second-order central difference for the viscous terms are used. The resulting algebraic equations are solved with a line-relaxation scheme which allows the use of large time step. A four color ZEBRA scheme is employed after the line-relaxation procedure in the solution of the Poisson equation for pressure. This procedure is applied to a Couette flow problem using a distorted computational grid to show that the method minimizes grid effects. Additional benchmark cases include the unsteady laminar flow over a circular cylinder for Reynolds Numbers of 200, and a 3-D, steady, turbulent wingtip vortex wake propagation study. The solution algorithm does a very good job in resolving the vortex core when 5th-order upwind differencing and a modified production term in the Baldwin-Barth one-equation turbulence model are used with adequate grid resolution.
NASA Astrophysics Data System (ADS)
Lin, Guoxing
2015-10-01
Pulsed field gradient (PFG) diffusion measurement has a lot of applications in NMR and MRI. Its analysis relies on the ability to obtain the signal attenuation expressions, which can be obtained by averaging over the accumulating phase shift distribution (APSD). However, current theoretical models are not robust or require approximations to get the APSD. Here, a new formalism, an effective phase shift diffusion (EPSD) equation method is presented to calculate the APSD directly. This is based on the idea that the gradient pulse effect on the change of the APSD can be viewed as a diffusion process in the virtual phase space (VPS). The EPSD has a diffusion coefficient, Kβ(t)D radβ/sα, where α is time derivative order and β is a space derivative order, respectively. The EPSD equations of VPS are built based on the diffusion equations of real space by replacing the diffusion coefficients and the coordinate system (from real space coordinate to virtual phase coordinate). Two different models, the fractal derivative model and the fractional derivative model from the literature were used to build the EPSD fractional diffusion equations. The APSD obtained from solving these EPSD equations were used to calculate the PFG signal attenuation. From the fractal derivative model the attenuation is exp(-γβgβδβDf1 tα), a stretched exponential function (SEF) attenuation, while from the fractional derivative model the attenuation is Eα,1(-γβgβδβDf2 tα), a Mittag-Leffler function (MLF) attenuation. The MLF attenuation can be reduced to SEF attenuation when α = 1, and can be approximated as a SEF attenuation when the attenuation is small. Additionally, the effect of finite gradient pulse widths (FGPW) is calculated. From the fractal derivative model, the signal attenuation including FGPW effect is exp[ -Df1 ∫0τ Kβ (t)dtα ] . The results obtained in this study are in good agreement with the results in literature. Several expressions that describe signal
Lin, Guoxing
2015-10-01
Pulsed field gradient (PFG) diffusion measurement has a lot of applications in NMR and MRI. Its analysis relies on the ability to obtain the signal attenuation expressions, which can be obtained by averaging over the accumulating phase shift distribution (APSD). However, current theoretical models are not robust or require approximations to get the APSD. Here, a new formalism, an effective phase shift diffusion (EPSD) equation method is presented to calculate the APSD directly. This is based on the idea that the gradient pulse effect on the change of the APSD can be viewed as a diffusion process in the virtual phase space (VPS). The EPSD has a diffusion coefficient, K(β)(t)D rad(β)/s(α), where α is time derivative order and β is a space derivative order, respectively. The EPSD equations of VPS are built based on the diffusion equations of real space by replacing the diffusion coefficients and the coordinate system (from real space coordinate to virtual phase coordinate). Two different models, the fractal derivative model and the fractional derivative model from the literature were used to build the EPSD fractional diffusion equations. The APSD obtained from solving these EPSD equations were used to calculate the PFG signal attenuation. From the fractal derivative model the attenuation is exp(-γ(β)g(β)δ(β)Df1t(α)), a stretched exponential function (SEF) attenuation, while from the fractional derivative model the attenuation is Eα,1(-γ(β)g(β)δ(β)Df2t(α)), a Mittag-Leffler function (MLF) attenuation. The MLF attenuation can be reduced to SEF attenuation when α=1, and can be approximated as a SEF attenuation when the attenuation is small. Additionally, the effect of finite gradient pulse widths (FGPW) is calculated. From the fractal derivative model, the signal attenuation including FGPW effect is exp[ -Df1∫0(τ) K(β)(t)dt(α)]. The results obtained in this study are in good agreement with the results in literature. Several expressions that
Slyusarchuk, V. E. E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua
2014-06-01
The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24 titles. (paper)
NASA Astrophysics Data System (ADS)
Sun, Yuan Gong; Wong, James S. W.
2007-10-01
We present new oscillation criteria for the second order forced ordinary differential equation with mixed nonlinearities: where , p(t) is positive and differentiable, [alpha]1>...>[alpha]m>1>[alpha]m+1>...>[alpha]n. No restriction is imposed on the forcing term e(t) to be the second derivative of an oscillatory function. When n=1, our results reduce to those of El-Sayed [M.A. El-Sayed, An oscillation criterion for a forced second order linear differential equation, Proc. Amer. Math. Soc. 118 (1993) 813-817], Wong [J.S.W. Wong, Oscillation criteria for a forced second linear differential equations, J. Math. Anal. Appl. 231 (1999) 235-240], Sun, Ou and Wong [Y.G. Sun, C.H. Ou, J.S.W. Wong, Interval oscillation theorems for a linear second order differential equation, Comput. Math. Appl. 48 (2004) 1693-1699] for the linear equation, Nazr [A.H. Nazr, Sufficient conditions for the oscillation of forced super-linear second order differential equations with oscillatory potential, Proc. Amer. Math. Soc. 126 (1998) 123-125] for the superlinear equation, and Sun and Wong [Y.G. Sun, J.S.W. Wong, Note on forced oscillation of nth-order sublinear differential equations, JE Math. Anal. Appl. 298 (2004) 114-119] for the sublinear equation.
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…
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…
A note on the Dirichlet problem for model complex partial differential equations
NASA Astrophysics Data System (ADS)
Ashyralyev, Allaberen; Karaca, Bahriye
2016-08-01
Complex model partial differential equations of arbitrary order are considered. The uniqueness of the Dirichlet problem is studied. It is proved that the Dirichlet problem for higher order of complex partial differential equations with one complex variable has infinitely many solutions.
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…
On group classification of normal systems of linear second-order ordinary differential equations
NASA Astrophysics Data System (ADS)
Meleshko, S. V.; Moyo, S.
2015-05-01
In this paper we study the general group classification of systems of linear second-order ordinary differential equations inspired from earlier works and recent results on the group classification of such systems. Some interesting results and subsequent theorem arising from this particular study are discussed here. This paper considers the study of irreducible systems of second-order ordinary differential equations.
A Simple Method to Find out when an Ordinary Differential Equation Is Separable
ERIC Educational Resources Information Center
Cid, Jose Angel
2009-01-01
We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…
On the stability of numerical integration routines for ordinary differential equations.
NASA Technical Reports Server (NTRS)
Glover, K.; Willems, J. C.
1973-01-01
Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.
A Laboratory Experience for Students of Differential Equations using RLC Circuits.
ERIC Educational Resources Information Center
Graham, Jeff; Barnes, Julia
1997-01-01
Argues that although differential equations are billed as applied mathematics, there is rarely any hands-on experience incorporated into the course. Presents a laboratory project that requires students to obtain data from a physics lab and use that data to compute the coefficients of the second order differential equation, which mathematically…
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…
A critical nonlinear fractional elliptic equation with saddle-like potential in ℝN
NASA Astrophysics Data System (ADS)
O. Alves, Claudianor; Miyagaki, Olimpio H.
2016-08-01
In this paper, we study the existence of positive solution for the following class of fractional elliptic equation ɛ 2 s ( - Δ ) s u + V ( z ) u = λ |" separators=" u | q - 2 u + |" separators=" u | 2s ∗ - 2 u in R N , where ɛ, λ > 0 are positive parameters, q ∈ ( 2 , 2s ∗ ) , 2s ∗ = /2 N N - 2 s , N > 2 s , s ∈ ( 0 , 1 ) , ( - Δ ) s u is the fractional Laplacian, and V is a saddle-like potential. The result is proved by using minimizing method constrained to the Nehari manifold. A special minimax level is obtained by using an argument made by Benci and Cerami.
NASA Astrophysics Data System (ADS)
Wang, Yajun; Liu, Yang; Li, Hong; Wang, Jinfeng
2016-03-01
In this article, a Galerkin finite element method combined with second-order time discrete scheme for finding the numerical solution of nonlinear time fractional Cable equation is studied and discussed. At time t_{k-α/2} , a second-order two step scheme with α -parameter is proposed to approximate the first-order derivative, and a weighted discrete scheme covering second-order approximation is used to approximate the Riemann-Liouville fractional derivative, where the approximate order is higher than the obtained results by the L1-approximation with order (2-α in the existing references. For the spatial direction, Galerkin finite element approximation is presented. The stability of scheme and the rate of convergence in L^2 -norm with O(Δ t^2+(1+Δ t^{-α})h^{m+1}) are derived in detail. Moreover, some numerical tests are shown to support our theoretical results.
NASA Astrophysics Data System (ADS)
Guo, Gang; Chen, Bin; Zhao, Xinjun; Zhao, Fang; Wang, Quanmin
2015-09-01
We investigate the first passage time (FPT) distribution for accelerating subdiffusion governed by the modified fractional diffusion equation which has a secondary fractional time derivative acting on a diffusion operator. For the FPT problem subject to absorbing barrier condition, we obtain exact analytical expressions for the FPT distribution as well as its Laplace transform in the semi-infinite interval. Most of the results have been derived by using the Laplace transform, the Fourier Cosine transform, the Mellin transform and the properties of the Fox H-function. In contrast to the Laplace transform of the FPT distribution which can be expressed elegantly and neatly, the exact solution for the FPT distribution requires an infinite series of Fox H-functions instead of a single Fox H-function. Numerical result reveals that the crossover between the two distinct scaling regimes is apparent only when the discrepancy between the two diffusion exponents becomes more pronounced.
NASA Astrophysics Data System (ADS)
Hosseini, Vahid Reza; Shivanian, Elyas; Chen, Wen
2016-05-01
The purpose of the current investigation is to determine numerical solution of time-fractional diffusion-wave equation with damping for Caputo's fractional derivative of order α (1 < α ≤ 2). A meshless local radial point interpolation (MLRPI) scheme based on Galerkin weak form is analyzed. The reason of choosing MLRPI approach is that it does not require any background integrations cells, instead integrations are implemented over local quadrature domains which are further simplified for reducing the complication of computation using regular and simple shape. The unconditional stability and convergence with order O (τ 6 - 2 α) are proved, where τ is time stepping. Also, several numerical experiments are illustrated to verify theoretical analysis.
Boergers, C.; Peskin, C.S.
1987-06-01
In the Lagrangian fractional step method introduced in this paper, the fluid velocity and pressure are defined on a collection of N fluid markers. At each time step, these markers are used to generate a Voronoi diagram, and this diagram is used to construct finite-difference operators corresponding to the divergence, gradient, and Laplacian. The splitting of the Navier--Stokes equations leads to discrete Helmholtz and Poisson problems, which we solve using a two-grid method. The nonlinear convection terms are modeled simply by the displacement of the fluid markers. We have implemented this method on a periodic domain in the plane. We describe an efficient algorithm for the numerical construction of periodic Voronoi diagrams, and we report on numerical results which indicate the the fractional step method is convergent of first order. The overall work per time step is proportional to N log N. copyright 1987 Academic Press, Inc.
The Dirichlet problem for the fractional p-Laplacian evolution equation
NASA Astrophysics Data System (ADS)
Vázquez, Juan Luis
2016-04-01
We consider a model of fractional diffusion involving a natural nonlocal version of the p-Laplacian operator. We study the Dirichlet problem posed in a bounded domain Ω of RN with zero data outside of Ω, for which the existence and uniqueness of strong nonnegative solutions is proved, and a number of quantitative properties are established. A main objective is proving the existence of a special separate variable solution U (x , t) =t - 1 / (p - 2) F (x), called the friendly giant, which produces a universal upper bound and explains the large-time behaviour of all nontrivial nonnegative solutions in a sharp way. Moreover, the spatial profile F of this solution solves an interesting nonlocal elliptic problem. We also prove everywhere positivity of nonnegative solutions with any nontrivial data, a property that separates this equation from the standard p-Laplacian equation.
Self-Similar Solutions for a Fractional Thin Film Equation Governing Hydraulic Fractures
NASA Astrophysics Data System (ADS)
Imbert, C.; Mellet, A.
2015-12-01
In this paper, self-similar solutions for a fractional thin film equation governing hydraulic fractures are constructed. One of the boundary conditions, which accounts for the energy required to break the rock, involves the toughness coefficient K ≥ 0. Mathematically, this condition plays the same role as the contact angle condition in the thin film equation. We consider two situations: The zero toughness ( K = 0) and the finite toughness K ∈ (0, ∞) cases. In the first case, we prove the existence of self-similar solutions with constant mass. In the second case, we prove that for all K > 0 there exists an injection rate for the fluid such that self-similar solutions exist.
On the blow-up solutions for the nonlinear fractional Schrödinger equation
NASA Astrophysics Data System (ADS)
Zhu, Shihui
2016-07-01
This paper is dedicated to the blow-up solutions for the nonlinear fractional Schrödinger equation arising from pseudorelativistic Boson stars. First, we compute the best constant of a gG-N inequality by the profile decomposition theory and variational arguments. Then, we find the sharp threshold mass of the existence of finite-time blow-up solutions. Finally, we study the dynamical properties of finite-time blow-up solutions around the sharp threshold mass by giving a refined compactness lemma.
Preconditioned iterative methods for space-time fractional advection-diffusion equations
NASA Astrophysics Data System (ADS)
Zhao, Zhi; Jin, Xiao-Qing; Lin, Matthew M.
2016-08-01
In this paper, we propose practical numerical methods for solving a class of initial-boundary value problems of space-time fractional advection-diffusion equations. First, we propose an implicit method based on two-sided Grünwald formulae and discuss its stability and consistency. Then, we develop the preconditioned generalized minimal residual (preconditioned GMRES) method and preconditioned conjugate gradient normal residual (preconditioned CGNR) method with easily constructed preconditioners. Importantly, because resulting systems are Toeplitz-like, fast Fourier transform can be applied to significantly reduce the computational cost. We perform numerical experiments to demonstrate the efficiency of our preconditioners, even in cases with variable coefficients.
NASA Astrophysics Data System (ADS)
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0<α<1, here dX(τ)=μX(τ)(2H+σX(τ)dBH(τ), as a model of asset prices, which captures the subdiffusive characteristic of financial markets. We find the corresponding subdiffusive Black-Scholes equation and the Black-Scholes formula for the fair prices of European option, the turnover and transaction costs of replicating strategies. We also give the total transaction costs.
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.
NASA Astrophysics Data System (ADS)
Granita, Bahar, A.
2015-03-01
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
Thandapani, Ethiraju; Kannan, Manju; Pinelas, Sandra
2016-01-01
In this paper, we present some sufficient conditions for the oscillation of all solutions of a second order forced impulsive delay differential equation with damping term. Three factors-impulse, delay and damping that affect the interval qualitative properties of solutions of equations are taken into account together. The results obtained in this paper extend and generalize some of the the known results for forced impulsive differential equations. An example is provided to illustrate the main result. PMID:27218008
Granita; Bahar, A.
2015-03-09
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
On spectral methods for Volterra-type integro-differential equations
NASA Astrophysics Data System (ADS)
Jiang, Ying-Jun
2009-08-01
This paper considers the spectral methods for a Volterra-type integro-differential equation. Firstly, the Volterra-type integro-differential equation is equivalently restated as two integral equations of the second kind. Secondly, a Legendre-collocation method is used to solve them. Then the error analysis is conducted based on the L[infinity]-norm. In addition, numerical results are presented to confirm our analysis.
ERIC Educational Resources Information Center
Quinn, Terry; Rai, Sanjay
2012-01-01
The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…
Fractional diffusion on bounded domains
Defterli, Ozlem; D'Elia, Marta; Du, Qiang; Gunzburger, Max Donald; Lehoucq, Richard B.; Meerschaert, Mark M.
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.
Integrable systems of partial differential equations determined by structure equations and Lax pair
NASA Astrophysics Data System (ADS)
Bracken, Paul
2010-01-01
It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.
NASA Astrophysics Data System (ADS)
Liang, Yingjie; Chen, Wen; Magin, Richard L.
2016-07-01
Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.
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.
Sandev, Trifce; Metzler, Ralf; Department of Physics, Tampere University of Technology, FI-33101 Tampere ; Tomovski, Živorad
2014-02-15
We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.
NASA Astrophysics Data System (ADS)
Benson, D. A.; Zhang, Y.
2006-12-01
Conservative solute transport through natural media is typically "anomalous" or non-Fickian. The anomalous transport may be characterized by faster than linear growth of the centered second moment, or non-Gaussian leading or trailing edges of a plume emanating from a point source. These characteristics develop because of non-local dependence on either past (time) or far upstream (space) concentrations. Non-local equations developed to describe anomalous dispersion usually focus on constant transport parameters and/or independence of the transport on space dimension. These simplifications have been useful for fitting simple transport processes, such as laboratory column tests or 1-D projections of field data. However, they may be insufficient for real field settings, where direction-dependent depositional processes and nonstationary heterogeneity can occur. We develop a generalized, multi-dimensional, spatiotemporal fractional advection- dispersion equation (fADE) with variable parameters to characterize regional-scale anomalous dispersion processes including trapping in immobile zones and/or super-Fickian rapid transport. A Lagrangian numerical model of the space-time fractional transport equation is developed in which solute particles can disperse in both space and time, depending on the medium heterogeneity properties, such as the connectivity and statistical distributions of high versus low-permeability deposits. In the generalized fADE, the range of the order of fractional time derivative is (0 2], representing a wide range of possible trapping behavior. The extension of the order to the range (1 2] is novel to transport theory. We apply the numerical model in 1-D and 2-D to the MADE site tritium plumes, and results indicate that this method can capture the main behaviors of realistic plumes, including local variations of spreading, direction-dependent scaling rates, and arbitrary rapid transport along preferential flow paths. Since the governing equation
Numerical solution of control problems governed by nonlinear differential equations
Heinkenschloss, M.
1994-12-31
In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.
NASA Astrophysics Data System (ADS)
Pandir, Yusuf; Duzgun, Hasan Huseyin
2016-06-01
In this study, we investigate some new analytical solutions to the fractional Sine-Gordon equation by using the new version of generalized F-expansion method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, new analytical solutions were obtained in terms Jacobi elliptic functions.
New variational principles for locating periodic orbits of differential equations.
Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V
2011-06-13
We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation. PMID:21536567
Fokker-Planck equation with arbitrary dc and ac fields: continued fraction method.
Lee, Chee Kong; Gong, Jiangbin
2011-07-01
The continued fraction method (CFM) is used to solve the Fokker-Planck equation with arbitrary dc and ac fields. With an appropriate choice of basis functions, the Fokker-Planck equation is converted into a set of linear algebraic equations with short-ranged coupling and then CFM is implemented to obtain numerical solutions with high efficiency. Both a proposed perturbative CFM and the numerically exact matrix CFM are used to study the nonlinear response of driven systems, with their results compared to assess the validity regime of the perturbative approach. The proposed perturbative CFM approach needs scalar quantities only and hence is more efficient within its validity regime. Two nonlinear systems of different nature are used as examples: molecular dipole (rotational Brownian motion) and particle in a periodic potential (translational Brownian motion). The associated full dynamics is presented in the compact form of hysteresis loops. It is observed that as the strength of an AC driving field increases, pronounced nonlinear effects are manifested in the deformation of the hysteresis loops. PMID:21867110
Traveling Wave Solutions for Nonlinear Differential-Difference Equations of Rational Types
NASA Astrophysics Data System (ADS)
İsmail, Aslan
2016-01-01
Differential-difference equations are considered to be hybrid systems because the spatial variable n is discrete while the time t is usually kept continuous. Although a considerable amount of research has been carried out in the field of nonlinear differential-difference equations, the majority of the results deal with polynomial types. Limited research has been reported regarding such equations of rational type. In this paper we present an adaptation of the (G‧/G)-expansion method to solve nonlinear rational differential-difference equations. The procedure is demonstrated using two distinct equations. Our approach allows one to construct three types of exact traveling wave solutions (hyperbolic, trigonometric, and rational) by means of the simplified form of the auxiliary equation method with reduced parameters. Our analysis leads to analytic solutions in terms of topological solitons and singular periodic functions as well.
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. PMID:26723366
NASA Astrophysics Data System (ADS)
Bracken, Paul
2010-04-01
A system of evolution equations can be developed from the structure equations for a submanifold embedded in a three-dimensional space. It is seen how these same equations can be obtained from a generalized matrix Lax pair provided a single constraint equation is imposed. This can be done in Euclidean space as well as in Minkowski space. The integrable systems which result from this process can be thought of as generalizing the SO(3) and SO(2,1) Lax pairs which have been studied previously.
NASA Astrophysics Data System (ADS)
Rubbab, Qammar; Mirza, Itrat Abbas; Qureshi, M. Zubair Akbar
2016-07-01
The time-fractional advection-diffusion equation with Caputo-Fabrizio fractional derivatives (fractional derivatives without singular kernel) is considered under the time-dependent emissions on the boundary and the first order chemical reaction. The non-dimensional problem is formulated by using suitable dimensionless variables and the fundamental solutions to the Dirichlet problem for the fractional advection-diffusion equation are determined using the integral transforms technique. The fundamental solutions for the ordinary advection-diffusion equation, fractional and ordinary diffusion equation are obtained as limiting cases of the previous model. Using Duhamel's principle, the analytical solutions to the Dirichlet problem with time-dependent boundary pulses have been obtained. The influence of the fractional parameter and of the drift parameter on the solute concentration in various spatial positions was analyzed by numerical calculations. It is found that the variation of the fractional parameter has a significant effect on the solute concentration, namely, the memory effects lead to the retardation of the mass transport.
NASA Technical Reports Server (NTRS)
Simon, M. K.
1980-01-01
A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.
NASA Technical Reports Server (NTRS)
Sloss, J. M.; Kranzler, S. K.
1972-01-01
The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.
Analytical solutions of a fractional diffusion-advection equation for solar cosmic-ray transport
Litvinenko, Yuri E.; Effenberger, Frederic
2014-12-01
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we analytically solve a one-dimensional fractional diffusion-advection equation for the particle density. We derive an exact Fourier transform solution, simplify it in a weak diffusion approximation, and compare the new solution with previously available analytical results and with a semi-numerical solution based on a Fourier series expansion. We apply the results to the problem of describing the transport of energetic particles, accelerated at a traveling heliospheric shock. Our analysis shows that significant errors may result from assuming an infinite initial distance between the shock and the observer. We argue that the shock travel time should be a parameter of a realistic superdiffusive transport model.
Diffraction-free beams in fractional Schrödinger equation.
Zhang, Yiqi; Zhong, Hua; Belić, Milivoj R; Ahmed, Noor; Zhang, Yanpeng; Xiao, Min
2016-01-01
We investigate the propagation of one-dimensional and two-dimensional (1D, 2D) Gaussian beams in the fractional Schrödinger equation (FSE) without a potential, analytically and numerically. Without chirp, a 1D Gaussian beam splits into two nondiffracting Gaussian beams during propagation, while a 2D Gaussian beam undergoes conical diffraction. When a Gaussian beam carries linear chirp, the 1D beam deflects along the trajectories z = ±2(x - x0), which are independent of the chirp. In the case of 2D Gaussian beam, the propagation is also deflected, but the trajectories align along the diffraction cone and the direction is determined by the chirp. Both 1D and 2D Gaussian beams are diffractionless and display uniform propagation. The nondiffracting property discovered in this model applies to other beams as well. Based on the nondiffracting and splitting properties, we introduce the Talbot effect of diffractionless beams in FSE. PMID:27097656
An inverse time-dependent source problem for a time-fractional diffusion equation
NASA Astrophysics Data System (ADS)
Wei, T.; Li, X. L.; Li, Y. S.
2016-08-01
This paper is devoted to identifying a time-dependent source term in a multi-dimensional time-fractional diffusion equation from boundary Cauchy data. The existence and uniqueness of a strong solution for the corresponding direct problem with homogeneous Neumann boundary condition are firstly proved. We provide the uniqueness and a stability estimate for the inverse time-dependent source problem. Then we use the Tikhonov regularization method to solve the inverse source problem and propose a conjugate gradient algorithm to find a good approximation to the minimizer of the Tikhonov regularization functional. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed method. This paper was supported by the NSF of China (11371181) and the Fundamental Research Funds for the Central Universities (lzujbky-2013-k02).
Analytical Solutions of a Fractional Diffusion-advection Equation for Solar Cosmic-Ray Transport
NASA Astrophysics Data System (ADS)
Litvinenko, Yuri E.; Effenberger, Frederic
2014-12-01
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we analytically solve a one-dimensional fractional diffusion-advection equation for the particle density. We derive an exact Fourier transform solution, simplify it in a weak diffusion approximation, and compare the new solution with previously available analytical results and with a semi-numerical solution based on a Fourier series expansion. We apply the results to the problem of describing the transport of energetic particles, accelerated at a traveling heliospheric shock. Our analysis shows that significant errors may result from assuming an infinite initial distance between the shock and the observer. We argue that the shock travel time should be a parameter of a realistic superdiffusive transport model.
Diffraction-free beams in fractional Schrödinger equation
NASA Astrophysics Data System (ADS)
Zhang, Yiqi; Zhong, Hua; Belić, Milivoj R.; Ahmed, Noor; Zhang, Yanpeng; Xiao, Min
2016-04-01
We investigate the propagation of one-dimensional and two-dimensional (1D, 2D) Gaussian beams in the fractional Schrödinger equation (FSE) without a potential, analytically and numerically. Without chirp, a 1D Gaussian beam splits into two nondiffracting Gaussian beams during propagation, while a 2D Gaussian beam undergoes conical diffraction. When a Gaussian beam carries linear chirp, the 1D beam deflects along the trajectories z = ±2(x ‑ x0), which are independent of the chirp. In the case of 2D Gaussian beam, the propagation is also deflected, but the trajectories align along the diffraction cone and the direction is determined by the chirp. Both 1D and 2D Gaussian beams are diffractionless and display uniform propagation. The nondiffracting property discovered in this model applies to other beams as well. Based on the nondiffracting and splitting properties, we introduce the Talbot effect of diffractionless beams in FSE.
Stability Criteria for Differential Equations with Variable Time Delays
ERIC Educational Resources Information Center
Schley, D.; Shail, R.; Gourley, S. A.
2002-01-01
Time delays are an important aspect of mathematical modelling, but often result in highly complicated equations which are difficult to treat analytically. In this paper it is shown how careful application of certain undergraduate tools such as the Method of Steps and the Principle of the Argument can yield significant results. Certain delay…
The coquaternion algebra and complex partial differential equations
NASA Astrophysics Data System (ADS)
Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir
2009-11-01
In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.
NASA Astrophysics Data System (ADS)
Yan, Jurang; Zhao, Aimin; Yan, Weiping
2005-09-01
Sufficient conditions are obtained for the existence and global attractivity of positive periodic solution of an impulsive delay differential equation with Allee effect. The results of this paper improve and generalize noticeably the known theorems in the literature.
Some results on the integral transforms and applications to differential equations
Eltayeb, Hassan; Kilicman, Adem
2010-11-11
In this paper we give some remark about the relationship between Sumudu and Laplace transforms, further; for the comparison purpose, we apply both transforms to solve partial differential equations to see the differences and similarities.
NASA Astrophysics Data System (ADS)
Akhmet, M. U.
2007-12-01
In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA [K.L. Cooke, J. Wiener, Retarded differential equations with piecewise constant delays, J. Math. Anal. Appl. 99 (1984) 265-297; J. Wiener, Generalized Solutions of Functional Differential Equations, World Scientific, Singapore, 1993]. The Reduction Principle [V.A. Pliss, The reduction principle in the theory of the stability of motion, Izv. Akad. Nauk SSSR Ser. Mat. 27 (1964) 1297-1324 (in Russian); V.A. Pliss, Integral Sets of Periodic Systems of Differential Equations, Nauka, Moskow, 1977 (in Russian)] is proved for EPCAG. The structure of the set of solutions is specified. We establish also the existence of global integral manifolds of quasilinear EPCAG in the so-called critical case and investigate the stability of the zero solution.
Multilayer neural networks for solving a class of partial differential equations.
He, S; Reif, K; Unbehauen, R
2000-04-01
In this paper, training the derivative of a feedforward neural network with the extended backpropagation algorithm is presented. The method is used to solve a class of first-order partial differential equations for input-to-state linearizable or approximate linearizable systems. The solution of the differential equation, together with the Lie derivatives, yields a change of coordinates. A feedback control law is then designed to keep the system in a desired behavior. The examination of the proposed method, through simulations, exhibits the advantages of it. They include easily and quickly finding approximate solutions for complicated first-order partial differential equations. Therefore, the work presented here can benefit the design of the class of nonlinear control systems, where the nontrivial solutions of the partial differential equations are difficult to find. PMID:10937971
Periodic boundary value problem for a system of ordinary differential equations with impulse effects
NASA Astrophysics Data System (ADS)
Tleulesova, Agila
2016-08-01
In this work, we investigated a nonlinear periodic boundary value problem with impulse effects. We have found some sufficient conditions for existence of isolated solution to periodic boundary value problem for system of nonlinear differential equations with impulse effects.
On testing a subroutine for the numerical integration of ordinary differential equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1973-01-01
This paper discusses how to numerically test a subroutine for the solution of ordinary differential equations. Results obtained with a variable order Adams method are given for eleven simple test cases.-
NASA Technical Reports Server (NTRS)
Toomarian, N.; Fijany, A.; Barhen, J.
1993-01-01
Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.
Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen
2015-01-01
In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457
NASA Astrophysics Data System (ADS)
Alam Khan, Najeeb; Razzaq, Oyoon Abdul
2016-03-01
In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.
NASA Technical Reports Server (NTRS)
Baker, A. J.; Soliman, M. O.
1978-01-01
A study of accuracy and convergence of linear functional finite element solution to linear parabolic and hyperbolic partial differential equations is presented. A variable-implicit integration procedure is employed for the resultant system of ordinary differential equations. Accuracy and convergence is compared for the consistent and two lumped assembly procedures for the identified initial-value matrix structure. Truncation error estimation is accomplished using Richardson extrapolation.
NASA Astrophysics Data System (ADS)
Man, Yiu-Kwong
2010-10-01
In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
An Artificial Neural Networks Method for Solving Partial Differential Equations
NASA Astrophysics Data System (ADS)
Alharbi, Abir
2010-09-01
While there already exists many analytical and numerical techniques for solving PDEs, this paper introduces an approach using artificial neural networks. The approach consists of a technique developed by combining the standard numerical method, finite-difference, with the Hopfield neural network. The method is denoted Hopfield-finite-difference (HFD). The architecture of the nets, energy function, updating equations, and algorithms are developed for the method. The HFD method has been used successfully to approximate the solution of classical PDEs, such as the Wave, Heat, Poisson and the Diffusion equations, and on a system of PDEs. The software Matlab is used to obtain the results in both tabular and graphical form. The results are similar in terms of accuracy to those obtained by standard numerical methods. In terms of speed, the parallel nature of the Hopfield nets methods makes them easier to implement on fast parallel computers while some numerical methods need extra effort for parallelization.
Fitting a stochastic partial differential equation to aquifer data
NASA Astrophysics Data System (ADS)
Jones, R. H.
1989-06-01
The steady state two dimensional groundwater flow equation with constant transmissivities was studied by Whittle in 1954 as a stochastic Laplace equation. He showed that the correlation function consisted of a modified Bessel function of the second kind, order 1, multiplied by its argument. This paper uses this pioneering work of Whittle to fit an aquifer head field to unequally spaced observations by maximum likelihood. Observational error is also included in the model. Both the isotropic and anisotropic cases are considered. The fitted field is then calculated on a two dimensional grid together with its standard deviation. The method is closely related to the use of two-dimensional splines for fitting surfaces to irregularly spaced observations.
The numerical dynamic for highly nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations
NASA Astrophysics Data System (ADS)
Gusev, Sergei V.; Shiriaev, Anton S.; Freidovich, Leonid B.
2016-07-01
Numerically finding stabilising feedback control laws for linear systems of periodic differential equations is a nontrivial task with no known reliable solutions. The most successful method requires solving matrix differential Riccati equations with periodic coefficients. All previously proposed techniques for solving such equations involve numerical integration of unstable differential equations and consequently fail whenever the period is too large or the coefficients vary too much. Here, a new method for numerical computation of stabilising solutions for matrix differential Riccati equations with periodic coefficients is proposed. Our approach does not involve numerical solution of any differential equations. The approximation for a stabilising solution is found in the form of a trigonometric polynomial, matrix coefficients of which are found solving a specially constructed finite-dimensional semidefinite programming (SDP) problem. This problem is obtained using maximality property of the stabilising solution of the Riccati equation for the associated Riccati inequality and sampling technique. Our previously published numerical comparisons with other methods shows that for a class of problems only this technique provides a working solution. Asymptotic convergence of the computed approximations to the stabilising solution is proved below under the assumption that certain combinations of the key parameters are sufficiently large. Although the rate of convergence is not analysed, it appeared to be exponential in our numerical studies.
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Rostami, A. K.; Nimafar, M.
2015-03-01
In the present paper a vibrational differential equation governing on a rigid beam on viscoelastic foundation has been investigated. The nonlinear differential equation governing on this vibrating system is solved by a simple and innovative approach, which has been called Akbari-Ganji's method (AGM). AGM is a very suitable computational process and is usable for solving various nonlinear differential equations. Moreover, using AGM which solving a set of algebraic equations, complicated nonlinear equations can easily be solved without any mathematical operations. Also, the damping ratio and energy lost per cycle for three cycles have been investigated. Furthermore, comparisons have been made between the obtained results by numerical method (Runk45) and AGM. Results showed the high accuracy of AGM. The results also showed that by increasing the amount of initial amplitude of vibration ( A), the value of damping ratio will be increased, and the energy lost per cycle decreases by increasing the number of cycle. It is concluded that AGM is a reliable and precise approach for solving differential equations. On the other hand, it is better to say that AGM is able to solve linear and nonlinear differential equations directly in most of the situations. This means that the final solution can be obtained without any dimensionless procedure. Therefore, AGM can be considered as a significant progress in nonlinear sciences.