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.
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.
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.
Slyusarchuk, Vasilii E
2010-10-06
Conditions for the existence of solutions to the nonlinear functional-differential equation (d{sup m}x(t))/dt{sup m} + (fx)(t)=h(t), t element of R in the space of functions bounded on the axes are obtained by using local linear approximation to the operator F. Bibliography: 21 items.
NASA Technical Reports Server (NTRS)
Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.
Partial differential equation-based localization of a monopole source from a circular array.
Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa
2013-10-01
Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method. PMID:24116418
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…
Chen, Yi; Jakeman, John; Gittelson, Claude; Xiu, Dongbin
2015-01-08
In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained from the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.
NASA Astrophysics Data System (ADS)
Si, Jianguo; Ma, Minghuan
2007-03-01
This paper is concerned with a functional differential equation of the formx'(z)=1/x(az+bx'(z)) with the distinctive feature that the argument of the unknown function depends on the state derivative, where a,b are two complex numbers. By reducing the equation with the Schroder transformation to another functional differential equation with proportional delay, we give existence of its local invertible analytic solutions. We discuss not only that the constant [alpha] given in Schroder transformation at resonance, i.e., at a root of the unity, but also those [alpha] near resonance (near a root of the unity) under the Brjuno condition.
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.
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.
NASA Astrophysics Data System (ADS)
Si, Jianguo; Zhao, Houyu
2007-11-01
In this paper, we are concerned with the existence of analytic solutions of a class of iterative differential equation in the complex field , where , , fi(z) denotes ith iterate of f(z), i=1,2,...,n. The above equation is closely related to a discrete derivatives sequence F'(m) (see [Y.-F.S. Pétermann, Jean-Luc Rémy, Ilan Vardi, Discrete derivative of sequences, Adv. in Appl. Math. 27 (2001) 562-584]). We first give the existence of analytic solutions of the form of power functions for such an equation. Then by constructing a convergent power series solution y(z) of an auxiliary equation of the formx'(z)=K[alpha]x'([alpha]z)(x([alpha]z))a1(x([alpha]2z))a2...(x([alpha]nz))an, invertible analytic solutions of the form f(z)=x([alpha]x-1(z)) for the original equation are obtained. We discuss not only the constant [alpha] at resonance, i.e. at a root of the unity, but also those [alpha] near resonance (near a root of the unity) under the Brjuno condition.
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…
Xie, G.; Li, J.; Majer, E.; Zuo, D.
1998-07-01
This paper describes a new 3D parallel GILD electromagnetic (EM) modeling and nonlinear inversion algorithm. The algorithm consists of: (a) a new magnetic integral equation instead of the electric integral equation to solve the electromagnetic forward modeling and inverse problem; (b) a collocation finite element method for solving the magnetic integral and a Galerkin finite element method for the magnetic differential equations; (c) a nonlinear regularizing optimization method to make the inversion stable and of high resolution; and (d) a new parallel 3D modeling and inversion using a global integral and local differential domain decomposition technique (GILD). The new 3D nonlinear electromagnetic inversion has been tested with synthetic data and field data. The authors obtained very good imaging for the synthetic data and reasonable subsurface EM imaging for the field data. The parallel algorithm has high parallel efficiency over 90% and can be a parallel solver for elliptic, parabolic, and hyperbolic modeling and inversion. The parallel GILD algorithm can be extended to develop a high resolution and large scale seismic and hydrology modeling and inversion in the massively parallel computer.
NASA Astrophysics Data System (ADS)
Simpson, D. J. W.
2016-09-01
An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical evidence is provided to show that this invariant set can be chaotic. The transition occurs locally (in a neighbourhood of a point) and instantaneously (for a single critical parameter value). This phenomenon is illustrated for the normal form of a boundary equilibrium bifurcation in three dimensions using parameter values adapted from of a piecewise-linear model of a chaotic electrical circuit. The variation of a secondary parameter reveals a period-doubling cascade to chaos with windows of periodicity. The dynamics is well approximated by a one-dimensional unimodal map which explains the bifurcation structure. The robustness of the attractor is also investigated by studying the influence of nonlinear terms.
NASA Astrophysics Data System (ADS)
Shishkin, G. I.
2012-06-01
The Dirichlet problem for a singularly perturbed ordinary differential convection-diffusion equation with a small parameter ɛ (ɛ ∈ (0, 1]) multiplying the higher order derivative is considered. For the problem, a difference scheme on locally uniform meshes is constructed that converges in the maximum norm conditionally, i.e., depending on the relation between the parameter ɛ and the value N defining the number of nodes in the mesh used; in particular, the scheme converges almost ɛ-uniformly (i.e., its accuracy depends weakly on ɛ). The stability of the scheme with respect to perturbations in the data and its conditioning are analyzed. The scheme is constructed using classical monotone approximations of the boundary value problem on a priori adapted grids, which are uniform on subdomains where the solution is improved. The boundaries of these subdomains are determined by a majorant of the singular component of the discrete solution. On locally uniform meshes, the difference scheme converges at a rate of O(min[ɛ-1 N - K ln N, 1] + N -1ln N), where K is a prescribed number of iterations for refining the discrete solution. The scheme converges almost ɛ-uniformly at a rate of O( N -1ln N) if N -1 ≤ ɛν, where ν (the defect of ɛ-uniform convergence) determines the required number K of iterations ( K = K(ν) ˜ ν-1) and can be chosen arbitrarily small from the half-open interval (0, 1]. The condition number of the difference scheme satisfies the bound κ P = O(ɛ-1/ K ln1/ K ɛ-1δ-( K + 1)/ K ), where δ is the accuracy of the solution of the scheme in the maximum norm in the absence of perturbations. For sufficiently large K, the scheme is almost ɛ-uniformly strongly stable.
NASA Technical Reports Server (NTRS)
Kibler, K. S.; Mcdaniel, G. A.
1981-01-01
A digital local linearization technique was used to solve a system of stiff differential equations which simulate a magnetic bearing assembly. The results prove the technique to be accurate, stable, and efficient when compared to a general purpose variable order Adams method with a stiff option.
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.
NASA Technical Reports Server (NTRS)
Chang, S. C.
1986-01-01
A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.
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...
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 Technical Reports Server (NTRS)
Chang, S. C.
1986-01-01
An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.
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.
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.
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.
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.
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.
Sargolzaie, Narjes; Miri-Moghaddam, Ebrahim
2014-01-01
The most common differential diagnosis of β-thalassemia (β-thal) trait is iron deficiency anemia. Several red blood cell equations were introduced during different studies for differential diagnosis between β-thal trait and iron deficiency anemia. Due to genetic variations in different regions, these equations cannot be useful in all population. The aim of this study was to determine a native equation with high accuracy for differential diagnosis of β-thal trait and iron deficiency anemia for the Sistan and Baluchestan population by logistic regression analysis. We selected 77 iron deficiency anemia and 100 β-thal trait cases. We used binary logistic regression analysis and determined best equations for probability prediction of β-thal trait against iron deficiency anemia in our population. We compared diagnostic values and receiver operative characteristic (ROC) curve related to this equation and another 10 published equations in discriminating β-thal trait and iron deficiency anemia. The binary logistic regression analysis determined the best equation for best probability prediction of β-thal trait against iron deficiency anemia with area under curve (AUC) 0.998. Based on ROC curves and AUC, Green & King, England & Frazer, and then Sirdah indices, respectively, had the most accuracy after our equation. We suggest that to get the best equation and cut-off in each region, one needs to evaluate specific information of each region, specifically in areas where populations are homogeneous, to provide a specific formula for differentiating between β-thal trait and iron deficiency anemia. PMID:25155260
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
Local Observed-Score Kernel Equating
ERIC Educational Resources Information Center
Wiberg, Marie; van der Linden, Wim J.; von Davier, Alina A.
2014-01-01
Three local observed-score kernel equating methods that integrate methods from the local equating and kernel equating frameworks are proposed. The new methods were compared with their earlier counterparts with respect to such measures as bias--as defined by Lord's criterion of equity--and percent relative error. The local kernel item response…
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.
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.)
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.
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.
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.
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.
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.
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.
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.
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 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
Differential equation-based seismic data filtering
Li, Jianchao; Larner, K.
1992-05-01
Suppressing noise and enhancing useful seismic signal by filtering is one of the important tasks of seismic data processing. conventional filtering methods are implemented through either the convolution operation or various mathematical transforms. In this paper, we describe a methodology for studying and implementing filters, which, unlike those conventional filtering methods, is based on solving differential equations in the time and space domain. We call this kind of filtering differential equation-based filtering (DEBF). DEBF does not require that seismic data be stationary, so filtering parameters can vary with every time and space point. Also, in 2-D and 3-D, DEBF has higher computational efficiency than do conventional multiple-trace filtering methods. Examples with synthetic and field seismic data show the DEBF methods presented here to be efficient and effective.
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
Observability of discretized partial differential equations
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
ERIC Educational Resources Information Center
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Synchronization with propagation - The functional differential equations
NASA Astrophysics Data System (ADS)
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
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.
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‧.
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...
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 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.
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.
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
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.
Improved local linearization algorithm for solving the quaternion equations
NASA Technical Reports Server (NTRS)
Yen, K.; Cook, G.
1980-01-01
The objective of this paper is to develop a new and more accurate local linearization algorithm for numerically solving sets of linear time-varying differential equations. Of special interest is the application of this algorithm to the quaternion rate equations. The results are compared, both analytically and experimentally, with previous results using local linearization methods. The new algorithm requires approximately one-third more calculations per step than the previously developed local linearization algorithm; however, this disadvantage could be reduced by using parallel implementation. For some cases the new algorithm yields significant improvement in accuracy, even with an enlarged sampling interval. The reverse is true in other cases. The errors depend on the values of angular velocity, angular acceleration, and integration step size. One important result is that for the worst case the new algorithm can guarantee eigenvalues nearer the region of stability than can the previously developed algorithm.
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
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.
Differential form of the Skornyakov-Ter-Martirosyan Equations
NASA Astrophysics Data System (ADS)
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J.; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Robust estimation for ordinary differential equation models.
Cao, J; Wang, L; Xu, J
2011-12-01
Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. PMID:21401565
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Electrocardiogram classification using delay differential equations
NASA Astrophysics Data System (ADS)
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Patchwork sampling of stochastic differential equations
NASA Astrophysics Data System (ADS)
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
A complex Noether approach for variational partial differential equations
NASA Astrophysics Data System (ADS)
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
Stochastic partial differential equations in turbulence related problems
NASA Technical Reports Server (NTRS)
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
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
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081
Undergraduate Students' Mental Operations in Systems of Differential Equations
ERIC Educational Resources Information Center
Whitehead, Karen; Rasmussen, Chris
2003-01-01
This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…
Parameter Estimates in Differential Equation Models for Chemical Kinetics
ERIC Educational Resources Information Center
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Monograph - The Numerical Integration of Ordinary Differential Equations.
ERIC Educational Resources Information Center
Hull, T. E.
The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…
Nonstandard Topics for Student Presentations in Differential Equations
ERIC Educational Resources Information Center
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
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…
Local search strategies for equational satisfiability.
Keefe, K.
2004-09-21
The search for models of an algebra is an important and demanding aspect of automated reasoning. Typically, a model is represented in the form of a matrix or a set of matrices. When a model is found that satisfies all the given theorems of an algebra, it is called a solution model. This paper considers algebras that can be represented by using a single operation, by way of the Sheffer stroke. The characteristic of needing only one operation to represent an algebra reduces the problem by requiring a search through all instances of a single matrix. This search is simple when the domain size is small, say 2, but for a larger domain size, say 10, the search space increases dramatically. Clearly, a method other than a brute-force, global search is desirable. Most modern model-finding programs use a global search; instead of checking every possible matrix, however a set of heuristics is used that allows the search space to be dramatically smaller and thus increases the likelihood of reaching a solution. An alternative approach is local search. This paper discusses several local search strategies that were applied to the problem of equational satisfiability.
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.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
Almost automorphic solutions for some partial functional differential equations
NASA Astrophysics Data System (ADS)
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Emad A-B., Abdel-Salam; Gamal, F. Hassan
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature. PMID:25077054
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
ERIC Educational Resources Information Center
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Nonlinear ordinary differential equations: A discussion on symmetries and singularities
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos; Leach, P. G. L.
2016-06-01
Two essential methods, the symmetry analysis and the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations is the purpose of this work. The main similarities and the differences of these two different methods are discussed.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
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.
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.
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.
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.
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.
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.
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
Differential flow: Locally Generated or Coronal Artifact?
NASA Astrophysics Data System (ADS)
Alterman, B. L.; Kasper, J. C.; Stevens, M. L.; Szabo, A.; Koval, A.
2015-12-01
Alpha particles and proton beams differentially flow in the solar wind with respect to the proton core by about an Alfvén speed. Whether differential flow is an artifact of coronal physics or a signature of local acceleration as the solar wind propagates earthward is undetermined. A new analysis of Wind spacecraft observations in the solar wind combines Faraday Cup ion distribution functions with vector magnetic field measurements to characterize the bulk properties of the proton core, proton beam, and alpha particles with 92s time resolution. We utilize this data set to examine the occurrence of differential flow at 1 AU as a function of solar wind conditions and other parameters. We discuss the implications of observed trends on our understanding of differential flow's origin.
Differentiable Cohomology on Locally Compact Groups
Whyburn, Kenneth
1970-01-01
In this paper the notions of vector field and differential form are extended to locally compact groups which are the inverse limit of Lie groups. This is done using Bruhat's definition of [unk]c∞ functions on such a group. Vector fields are defined as derivations on the [unk]c∞ functions. Then tangent vectors at a point are defined as elements of the inverse limit of the tangent spaces of the Lie groups. Tangent vectors then are put together to form vector fields, corresponding to a bundle definition, and the two notions are shown to be equivalent. Differential forms are defined using a bundle type definition from continuous linear functional on the tangent space. An existence and uniqueness theorem is proven for the exterior differential. Then an analog of the Poincaré lemma leads to the de Rham theorem relating the Cech cohomology with real coefficients to the cohomology of the differential forms. PMID:16591866
Differentiable cohomology on locally compact groups.
Whyburn, K
1970-09-01
In this paper the notions of vector field and differential form are extended to locally compact groups which are the inverse limit of Lie groups. This is done using Bruhat's definition of [unk](c) (infinity) functions on such a group. Vector fields are defined as derivations on the [unk](c) (infinity) functions. Then tangent vectors at a point are defined as elements of the inverse limit of the tangent spaces of the Lie groups. Tangent vectors then are put together to form vector fields, corresponding to a bundle definition, and the two notions are shown to be equivalent. Differential forms are defined using a bundle type definition from continuous linear functional on the tangent space. An existence and uniqueness theorem is proven for the exterior differential. Then an analog of the Poincaré lemma leads to the de Rham theorem relating the Cech cohomology with real coefficients to the cohomology of the differential forms. PMID:16591866
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.
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
Normal and quasinormal forms for systems of difference and differential-difference equations
NASA Astrophysics Data System (ADS)
Kashchenko, Ilya; Kaschenko, Sergey
2016-09-01
The local dynamics of systems of difference and singularly perturbed differential-difference equations is studied in the neighborhood of a zero equilibrium state. Critical cases in the problem of stability of its state of equilibrium have infinite dimension. Special nonlinear evolution equations, which act as normal forms, are set up. It is shown that their dynamics defines the behavior of solutions to the initial system.
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.
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.
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
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.
Translationally invariant conservation laws of local Lindblad equations
Žnidarič, Marko; Benenti, Giuliano; Casati, Giulio
2014-02-15
We study the conditions under which one can conserve local translationally invariant operators by local translationally invariant Lindblad equations in one-dimensional rings of spin-1/2 particles. We prove that for any 1-local operator (e.g., particle density) there exist Lindblad dissipators that conserve that operator, while on the other hand we prove that among 2-local operators (e.g., energy density) only trivial ones of the Ising type can be conserved, while all the other cannot be conserved, neither locally nor globally, by any 2- or 3-local translationally invariant Lindblad equation. Our statements hold for rings of any finite length larger than some minimal length determined by the locality of Lindblad equation. These results show in particular that conservation of energy density in interacting systems is fundamentally more difficult than conservation of 1-local quantities.
NASA Astrophysics Data System (ADS)
Afanas'ev, A. P.; Dzyuba, S. M.
2015-10-01
A method for constructing approximate analytic solutions of systems of ordinary differential equations with a polynomial right-hand side is proposed. The implementation of the method is based on the Picard method of successive approximations and a procedure of continuation of local solutions. As an application, the problem of constructing the minimal sets of the Lorenz system is considered.
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.
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.
ERIC Educational Resources Information Center
González, B. Jorge; von Davier, Matthias
2013-01-01
Based on Lord's criterion of equity of equating, van der Linden (this issue) revisits the so-called local equating method and offers alternative as well as new thoughts on several topics including the types of transformations, symmetry, reliability, and population invariance appropriate for equating. A remarkable aspect is to define equating…
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.
NASA Astrophysics Data System (ADS)
Zatloukal, Václav
2016-04-01
Classical field theory is considered as a theory of unparametrized surfaces embedded in a configuration space, which accommodates, in a symmetric way, spacetime positions and field values. Dynamics is defined by a (Hamiltonian) constraint between multivector-valued generalized momenta, and points in the configuration space. Starting from a variational principle, we derive local equations of motion, that is, differential equations that determine classical surfaces and momenta. A local Hamilton-Jacobi equation applicable in the field theory then follows readily. The general method is illustrated with three examples: non-relativistic Hamiltonian mechanics, De Donder-Weyl scalar field theory, and string theory.
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…
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.
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.
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.
[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
Local Integral Estimates for Quasilinear Equations with Measure Data
Tian, Qiaoyu; Zhang, Shengzhi; Xu, Yonglin; Mu, Jia
2016-01-01
Local integral estimates as well as local nonexistence results for a class of quasilinear equations −Δpu = σP(u) + ω for p > 1 and Hessian equations Fk[−u] = σP(u) + ω were established, where σ is a nonnegative locally integrable function or, more generally, a locally finite measure, ω is a positive Radon measure, and P(u) ~ expαuβ with α > 0 and β ≥ 1 or P(u) = up−1. PMID:27294190
Local Integral Estimates for Quasilinear Equations with Measure Data.
Tian, Qiaoyu; Zhang, Shengzhi; Xu, Yonglin; Mu, Jia
2016-01-01
Local integral estimates as well as local nonexistence results for a class of quasilinear equations -Δ p u = σP(u) + ω for p > 1 and Hessian equations F k [-u] = σP(u) + ω were established, where σ is a nonnegative locally integrable function or, more generally, a locally finite measure, ω is a positive Radon measure, and P(u) ~ expαu (β) with α > 0 and β ≥ 1 or P(u) = u (p-1). PMID:27294190
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
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
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.
On discrete three-dimensional equations associated with the local Yang-Baxter relation
NASA Astrophysics Data System (ADS)
Kashaev, R. M.
1996-12-01
The local Yang-Baxter equation (YBE), introduced by Maillet and Nijhoff, is a proper generalization to three dimensions of the zero curvature relation. Recently, Korepanov has constructed an infinite set of integrable three-dimensional lattice models, and has related them to solutions to the local YBE. The simplest Korepanov model is related to the star-triangle relation in the Ising model. In this Letter the corresponding discrete equation is derived. In the continuous limit it leads to a differential three-dimensional equation, which is symmetric with respect to all permutations of the three coordinates. A similar analysis of the star-triangle transformation in electric networks leads to the discrete bilinear equation of Miwa, associated with the BKP hierarchy. Some related operator solutions to the tetrahedron equation are also constructed.
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…
Local Influence Analysis of Nonlinear Structural Equation Models
ERIC Educational Resources Information Center
Lee, Sik-Yum; Tang, Nian-Sheng
2004-01-01
By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…
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.
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
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.
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.
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.
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
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
A differential equation with state-dependent delay from cell population biology
NASA Astrophysics Data System (ADS)
Getto, Philipp; Waurick, Marcus
2016-04-01
We analyze a differential equation, describing the maturation of a stem cell population, with a state-dependent delay, which is implicitly defined via the solution of an ODE. We elaborate smoothness conditions for the model ingredients, in particular vital rates, that guarantee the existence of a local semiflow and allow to specify the linear variational equation. The proofs are based on theoretical results of Hartung et al. combined with implicit function arguments in infinite dimensions. Moreover we elaborate a criterion for global existence for differential equations with state-dependent delay. To prove the result we adapt a theorem by Hale and Lunel to the C1-topology and use a result on metric spaces from Diekmann et al.
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.
Applying integrals of motion to the numerical solution of differential equations
NASA Technical Reports Server (NTRS)
Jezewski, D. J.
1979-01-01
A method is developed for using the integrals of systems of nonlinear, ordinary differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scaler or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.
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.
Flow equation approach to one-body and many-body localization
NASA Astrophysics Data System (ADS)
Quito, Victor; Bhattacharjee, Paraj; Pekker, David; Refael, Gil
2014-03-01
We study one-body and many-body localization using the flow equation technique applied to spin-1/2 Hamiltonians. This technique, first introduced by Wegner, allows us to exact diagonalize interacting systems by solving a set of first-order differential equations for coupling constants. Besides, by the flow of individual operators we also compute physical properties, such as correlation and localization lengths, by looking at the flow of probability distributions of couplings in the Hilbert space. As a first example, we analyze the one-body localization problem written in terms of spins, the disordered XY model with a random transverse field. We compare the results obtained in the flow equation approach with the diagonalization in the fermionic language. For the many-body problem, we investigate the physical properties of the disordered XXZ Hamiltonian with a random transverse field in the z-direction.
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.
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
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.
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 Solution to the Fundamental Linear Fractional Order Differential Equation
NASA Technical Reports Server (NTRS)
Hartley, Tom T.; Lorenzo, Carl F.
1998-01-01
This paper provides a solution to the fundamental linear fractional order differential equation, namely, (sub c)d(sup q, sub t) + ax(t) = bu(t). The impulse response solution is shown to be a series, named the F-function, which generalizes the normal exponential function. The F-function provides the basis for a qth order "fractional pole". Complex plane behavior is elucidated and a simple example, the inductor terminated semi- infinite lossy line, is used to demonstrate the theory.
A 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.
Monotone waves for non-monotone and non-local monostable reaction-diffusion equations
NASA Astrophysics Data System (ADS)
Trofimchuk, Elena; Pinto, Manuel; Trofimchuk, Sergei
2016-07-01
We propose a new approach for proving existence of monotone wavefronts in non-monotone and non-local monostable diffusive equations. This allows to extend recent results established for the particular case of equations with local delayed reaction. In addition, we demonstrate the uniqueness (modulo translations) of obtained monotone wavefront within the class of all monotone wavefronts (such a kind of conditional uniqueness was recently established for the non-local KPP-Fisher equation by Fang and Zhao). Moreover, we show that if delayed reaction is local then each monotone wavefront is unique (modulo translations) within the class of all non-constant traveling waves. Our approach is based on the construction of suitable fundamental solutions for linear integral-differential equations. We consider two alternative scenarios: in the first one, the fundamental solution is negative (typically holds for the Mackey-Glass diffusive equations) while in the second one, the fundamental solution is non-negative (typically holds for the KPP-Fisher diffusive equations).
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].
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.
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.
The geometric approach to sets of ordinary differential equations and Hamiltonian dynamics
NASA Technical Reports Server (NTRS)
Estabrook, F. B.; Wahlquist, H. D.
1975-01-01
The calculus of differential forms is used to discuss the local integration theory of a general set of autonomous first order ordinary differential equations. Geometrically, such a set is a vector field V in the space of dependent variables. Integration consists of seeking associated geometric structures invariant along V: scalar fields, forms, vectors, and integrals over subspaces. It is shown that to any field V can be associated a Hamiltonian structure of forms if, when dealing with an odd number of dependent variables, an arbitrary equation of constraint is also added. Families of integral invariants are an immediate consequence. Poisson brackets are isomorphic to Lie products of associated CT-generating vector fields. Hamilton's variational principle follows from the fact that the maximal regular integral manifolds of a closed set of forms must include the characteristics of the set.
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.
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.
Helical localized wave solutions of the scalar wave equation.
Overfelt, P L
2001-08-01
A right-handed helical nonorthogonal coordinate system is used to determine helical localized wave solutions of the homogeneous scalar wave equation. Introducing the characteristic variables in the helical system, i.e., u = zeta - ct and v = zeta + ct, where zeta is the coordinate along the helical axis, we can use the bidirectional traveling plane wave representation and obtain sets of elementary bidirectional helical solutions to the wave equation. Not only are these sets bidirectional, i.e., based on a product of plane waves, but they may also be broken up into right-handed and left-handed solutions. The elementary helical solutions may in turn be used to create general superpositions, both Fourier and bidirectional, from which new solutions to the wave equation may be synthesized. These new solutions, based on the helical bidirectional superposition, are members of the class of localized waves. Examples of these new solutions are a helical fundamental Gaussian focus wave mode, a helical Bessel-Gauss pulse, and a helical acoustic directed energy pulse train. Some of these solutions have the interesting feature that their shape and localization properties depend not only on the wave number governing propagation along the longitudinal axis but also on the normalized helical pitch. PMID:11488494
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.
SIVA/DIVA- INITIAL VALUE ORDINARY DIFFERENTIAL EQUATION SOLUTION VIA A VARIABLE ORDER ADAMS METHOD
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1994-01-01
The SIVA/DIVA package is a collection of subroutines for the solution of ordinary differential equations. There are versions for single precision and double precision arithmetic. These solutions are applicable to stiff or nonstiff differential equations of first or second order. SIVA/DIVA requires fewer evaluations of derivatives than other variable order Adams predictor-corrector methods. There is an option for the direct integration of second order equations which can make integration of trajectory problems significantly more efficient. Other capabilities of SIVA/DIVA include: monitoring a user supplied function which can be separate from the derivative; dynamically controlling the step size; displaying or not displaying output at initial, final, and step size change points; saving the estimated local error; and reverse communication where subroutines return to the user for output or computation of derivatives instead of automatically performing calculations. The user must supply SIVA/DIVA with: 1) the number of equations; 2) initial values for the dependent and independent variables, integration stepsize, error tolerance, etc.; and 3) the driver program and operational parameters necessary for subroutine execution. SIVA/DIVA contains an extensive diagnostic message library should errors occur during execution. SIVA/DIVA is written in FORTRAN 77 for batch execution and is machine independent. It has a central memory requirement of approximately 120K of 8 bit bytes. This program was developed in 1983 and last updated in 1987.
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.
Adaptive-grid methods for time-dependent partial differential equations
Hedstrom, G.W.; Rodrique, G.H.
1981-01-01
This paper contains a survey of recent developments of adaptive-grid algorithms for time-dependent partial differential equations. Two lines of research are discussed. One involves the automatic selection of moving grids to follow propagating waves. The other is based on stationary grids but uses local mesh refinement in both space and time. Advantages and disadvantages of both approaches are discussed. The development of adaptive-grid schemes shows promise of greatly increasing our ability to solve problems in several spatial dimensions.
2–stage stochastic Runge–Kutta for stochastic delay differential equations
Rosli, Norhayati; Jusoh Awang, Rahimah; Bahar, Arifah; Yeak, S. H.
2015-05-15
This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.
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.
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)
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
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.
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
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.
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.
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.
Early-warning signs for pattern-formation in stochastic partial differential equations
NASA Astrophysics Data System (ADS)
Gowda, Karna; Kuehn, Christian
2015-05-01
There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.
NASA Technical Reports Server (NTRS)
Fehlberg, E.
1974-01-01
Runge-Kutta-Nystrom formulas of the seventh, sixth, and fifth order were derived for the general second order (vector) differential equation written as the second derivative of x = f(t, x, the first derivative of x). The formulas include a stepsize control procedure, based on a complete coverage of the leading term of the local truncation error in x, and they require no more evaluations per step than the earlier Runge-Kutta formulas for the first derivative of x = f(t, x). The developed formulas are expected to be time saving in comparison to the Runge-Kutta formulas for first-order differential equations, since it is not necessary to convert the second-order differential equations into twice as many first-order differential equations. The examples shown saved from 25 percent to 60 percent more computer time than the earlier formulas for first-order differential equations, and are comparable in accuracy.
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
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)
Adaptive methods and parallel computation for partial differential equations. Final report
Biswas, R.; Benantar, M.; Flaherty, J.E.
1992-05-01
Consider the adaptive solution of two-dimensional vector systems of hyperbolic and elliptic partial differential equations on shared-memory parallel computers. Hyperbolic systems are approximated by an explicit finite volume technique and solved by a recursive local mesh refinement procedure on a tree-structured grid. Local refinement of the time steps and spatial cells of a coarse base mesh is performed in regions where a refinement indicator exceeds a prescribed tolerance. Computational procedures that sequentially traverse the tree while processing solutions on each grid in parallel, that process solutions at the same tree level in parallel, and that dynamically assign processors to nodes of the tree have been developed and applied to an example. Computational results comparing a variety of heuristic processor load balancing techniques and refinement strategies are presented.
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.
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 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.
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…
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.
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.
Local dynamics and spatiotemporal chaos. The Kuramoto- Sivashinsky equation: A case study
NASA Astrophysics Data System (ADS)
Wittenberg, Ralf Werner
The nature of spatiotemporal chaos in extended continuous systems is not yet well-understood. In this thesis, a model partial differential equation, the Kuramoto- Sivashinsky (KS) equation ut+uxxxx+uxx+uux =0 on a large one-dimensional periodic domain, is studied analytically, numerically, and through modeling to obtain a more detailed understanding of the observed spatiotemporally complex dynamics. In particular, with the aid of a wavelet decomposition, the relevant dynamical interactions are shown to be localized in space and scale. Motivated by these results, and by the idea that the attractor on a large domain may be understood via attractors on smaller domains, a spatially localized low- dimensional model for a minimal chaotic box is proposed. A (de)stabilized extension of the KS equation has recently attracted increased interest; for this situation, dissipativity and analyticity areproven, and an explicit shock-like solution is constructed which sheds light on the difficulties in obtaining optimal bounds for the KS equation. For the usual KS equation, the spatiotemporally chaotic state is carefully characterized in real, Fourier and wavelet space. The wavelet decomposition provides good scale separation which isolates the three characteristic regions of the dynamics: large scales of slow Gaussian fluctuations, active scales containing localized interactions of coherent structures, and small scales. Space localization is shown through a comparison of various correlation lengths and a numerical experiment in which different modes are uncoupled to estimate a dynamic interaction length. A detailed picture of the contributions of different scales to the spatiotemporally complex dynamics is obtained via a Galerkin projection of the KS equation onto the wavelet basis, and an extensive series of numerical experiments in which different combinations of wavelet levels are eliminated or forced. These results, and a formalism to derive an effective equation for
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.
Differential Localization of Antioxidants in Maize Leaves.
Doulis, A. G.; Debian, N.; Kingston-Smith, A. H.; Foyer, C. H.
1997-01-01
The aim of this work was to determine the compartmentation of antioxidants between the bundle-sheath and mesophyll cells of maize (Zea mays L.) leaves. Rapid fractionation of the mesophyll compartment was used to minimize modifications in the antioxidant status and composition due to extraction procedures. The purity of the mesophyll isolates was assessed via the distribution of enzyme and metabolite markers. Ribulose-1,5 bisphosphate and ribulose-1,5-bisphosphate carboxylase/oxygenase were used as bundle-sheath markers and phosphoenolpyruvate carboxylase was used as the mesophyll marker enzyme. Glutathione reductase and dehydroascorbate reductase were almost exclusively localized in the mesophyll tissue, whereas ascorbate, ascorbate peroxidase, and superoxide dismutase were largely absent from the mesophyll fraction. Catalase, reduced glutathione, and monodehydroascorbate reductase were found to be approximately equally distributed between the two cell types. It is interesting that, whereas H2O2 levels were relatively high in maize leaves, this oxidant was largely restricted to the mesophyll compartment. We conclude that the antioxidants in maize leaves are partitioned between the two cell types according to the availability of reducing power and NADPH and that oxidized glutathione and dehydroascorbate produced in the bundle-sheat tissues have to be transported to the mesophyll for re-reduction to their reduced forms. PMID:12223757
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…
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.
Application of locally one-dimensional semi-implicit scheme in phase-field equations
NASA Astrophysics Data System (ADS)
Cai, Dan; Zhang, Lijun; Du, Yong
2015-07-01
A locally one-dimensional (LOD) semi-implicit scheme is proposed for improving the numerical efficiency in the solving of parabolic partial differential equations in phase-field simulations. With LOD splitting, multi-dimensional parabolic problems can be numerically approximated by treating each of the spatial variables individually in single cycles. Additionally, each spatial variable can be treated in either real or Fourier space, allowing equations to be solved across a range of boundary conditions, including periodic, non-periodic, and even partial periodic. The proposed LOD semi-implicit scheme exhibits noticeable advantages over both explicit and implicit traditional schemes in terms of computational efficiency and accuracy, as demonstrated by two standard numerical tests. It is anticipated that future large-scale phase-field simulations will benefit greatly from the use of this LOD scheme.
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.
Localized axial Green's function method for the convection-diffusion equations in arbitrary domains
NASA Astrophysics Data System (ADS)
Lee, Wanho; Kim, Do Wan
2014-10-01
A localized axial Green's function method (LAGM) is proposed for the convection-diffusion equation. The axial Green's function method (AGM) enables us to calculate the numerical solution of a multi-dimensional problem using only one-dimensional Green's functions for the axially split differential operators. This AGM has been developed not only for the elliptic boundary value problems but also for the steady Stokes flows, however, this paper is concerned with the localization of the AGM. This localization of the method is needed for practical purpose when computing the axial Green's function, specifically for the convection-diffusion equation on a line segment that we call the local axial line. Although our focus is mainly on the convection-dominated cases in arbitrary domains, this method can solve other cases in a unified way. Numerical results show that, despite irregular types of discretization on an arbitrary domain, we can calculate the numerical solutions using the LAGM without loss of accuracy even in cases of large convection. In particular, it is also shown that randomly distributed axial lines are available in our LAGM and complicated domains are not a burden.
Liang, Hua; Wu, Hulin
2008-12-01
Differential equation (DE) models are widely used in many scientific fields that include engineering, physics and biomedical sciences. The so-called "forward problem", the problem of simulations and predictions of state variables for given parameter values in the DE models, has been extensively studied by mathematicians, physicists, engineers and other scientists. However, the "inverse problem", the problem of parameter estimation based on the measurements of output variables, has not been well explored using modern statistical methods, although some least squares-based approaches have been proposed and studied. In this paper, we propose parameter estimation methods for ordinary differential equation models (ODE) based on the local smoothing approach and a pseudo-least squares (PsLS) principle under a framework of measurement error in regression models. The asymptotic properties of the proposed PsLS estimator are established. We also compare the PsLS method to the corresponding SIMEX method and evaluate their finite sample performances via simulation studies. We illustrate the proposed approach using an application example from an HIV dynamic study. PMID:19956350
NASA Astrophysics Data System (ADS)
Li, Xinxiu
2012-10-01
Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.
Numerical solution of 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.
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
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
Solution of Poisson's Equation with Global, Local and Nonlocal Boundary Conditions
ERIC Educational Resources Information Center
Aliev, Nihan; Jahanshahi, Mohammad
2002-01-01
Boundary value problems (BVPs) for partial differential equations are common in mathematical physics. The differential equation is often considered in simple and symmetric regions, such as a circle, cube, cylinder, etc., with global and separable boundary conditions. In this paper and other works of the authors, a general method is used for the…
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)
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.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Irving, A. D.; Dewson, T.
1997-02-01
A new method is described for extracting mixed linear-nonlinear coupled differential equations from multivariate discrete time series data. It is assumed in the present work that the solution of the coupled ordinary differential equations can be represented as a multivariate Volterra functional expansion. A tractable hierarchy of moment equations is generated by operating on a suitably truncated Volterra functional expansion. The hierarchy facilitates the calculation of the coefficients of the coupled differential equations. In order to demonstrate the method's ability to accurately estimate the coefficients of the governing differential equations, it is applied to data derived from the numerical solution of the Lorenz equations with additive noise. The method is then used to construct a dynamic global mid- and high-magnetic latitude ionospheric model where nonlinear phenomena such as period doubling and quenching occur. It is shown that the estimated inhomogeneous coupled second-order differential equation model for the ionospheric foF2 peak plasma density can accurately forecast the future behaviour of a set of ionosonde stations which encompass the earth. Finally, the method is used to forecast the future behaviour of a portfolio of Japanese common stock prices. The hierarchy method can be used to characterise the observed behaviour of a wide class of coupled linear and mixed linear-nonlinear phenomena.
Differential invariants and exact solutions of the Einstein equations
NASA Astrophysics Data System (ADS)
Lychagin, Valentin; Yumaguzhin, Valeriy
2016-03-01
In this paper (cf. Lychagin and Yumaguzhin, in Anal Math Phys, 2016) a class of totally geodesics solutions for the vacuum Einstein equations is introduced. It consists of Einstein metrics of signature (1,3) such that 2-dimensional distributions, defined by the Weyl tensor, are completely integrable and totally geodesic. The complete and explicit description of metrics from these class is given. It is shown that these metrics depend on two functions in one variable and one harmonic function.
Automatic multirate methods for ordinary differential equations. [Adaptive time steps
Gear, C.W.
1980-01-01
A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.
Choas and instabilities in finite difference approximations to nonlinear differential equations
Cloutman, L. D., LLNL
1998-07-01
The numerical solution of time-dependent ordinary and partial differential equations by finite difference techniques is a common task in computational physics and engineering The rate equations for chemical kinetics in combustion modeling are an important example. They not only are nonlinear, but they tend to be stiff, which makes their solution a challenge for transient problems. We show that one must be very careful how such equations are solved In addition to the danger of large time-marching errors, there can be unphysical chaotic solutions that remain numerically stable for a range of time steps that depends on the particular finite difference method used We point out that the solutions of the finite difference equations converge to those of the differential equations only in the limit as the time step approaches zero for stable and consistent finite difference approximations The chaotic behavior observed for finite time steps in some nonlinear difference equations is unrelated to solutions of the differential equations, but is connected with the onset of numerical instabilities of the finite difference equations This behavior suggests that the use of the theory of chaos in nonlinear iterated maps may be useful in stability anlaysis of finite difference approximations to nonlinear differential equations, providing more stringent time step limits than the formal linear stability analysis that tests only for unbounded solutions This observation implies that apparently stable numerical solutions of nonlinear differential equations by finite difference techniques may in fact be contaminated (if not dominated) by nonphysical chaotic parasitic solutions that degrade the accuracy of the numerical solution We demonstrate this phenomenon with some solutions of the logistic equation and a simple two-dimensional computational fluid dynamics example
NASA Astrophysics Data System (ADS)
Khairullin, Ermek
2016-08-01
In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.
Multilinear Littlewood-Paley estimates with applications to partial differential equations
Fabes, Eugene B.; Jerison, David S.; Kenig, Carlos E.
1982-01-01
We obtain a collection of multilinear Littlewood-Paley estimates, which we then apply to two problems in partial differential equations. The first problem is the estimation of the square root of an elliptic operator in divergence form, and the second is the estimation of solutions to the Cauchy problem for nondivergence-form parabolic equations. PMID:16593230
NASA Astrophysics Data System (ADS)
Wang, Jing; You, Jiangong
2016-07-01
We study the boundedness of solutions for non-linear quasi-periodic differential equations with Liouvillean frequencies. We proved that if the forcing is quasi-periodic in time with two frequencies which is not super-Liouvillean, then all solutions of the equation are bounded. The proof is based on action-angle variables and modified KAM theory.
NASA Technical Reports Server (NTRS)
Pflaum, Christoph
1996-01-01
A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
A note on a corrector formula for the numerical solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Chien, Y.-C.; Agrawal, K. M.
1979-01-01
A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
IDSOLVER: A general purpose solver for nth-order integro-differential equations
NASA Astrophysics Data System (ADS)
Gelmi, Claudio A.; Jorquera, Héctor
2014-01-01
Many mathematical models of complex processes may be posed as integro-differential equations (IDE). Many numerical methods have been proposed for solving those equations, but most of them are ad hoc thus new equations have to be solved from scratch for translating the IDE into the framework of the specific method chosen. Furthermore, there is a paucity of general-purpose numerical solvers that free the user from additional tasks.
ERIC Educational Resources Information Center
Camporesi, Roberto
2011-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…
Some properties of solutions of a functional-differential equation of second order with delay.
Ilea, Veronica Ana; Otrocol, Diana
2014-01-01
Existence, uniqueness, data dependence (monotony, continuity, and differentiability with respect to parameter), and Ulam-Hyers stability results for the solutions of a system of functional-differential equations with delays are proved. The techniques used are Perov's fixed point theorem and weakly Picard operator theory. PMID:24683363
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.
Symmetry and Lie-Frobenius reduction of differential equations
NASA Astrophysics Data System (ADS)
Gaeta, G.
2015-01-01
Twisted symmetries, widely studied in the last decade, have proved to be as effective as standard ones in the analysis and reduction of nonlinear equations. We explain this effectiveness in terms of a Lie-Frobenius reduction; this requires focus not just on the prolonged (symmetry) vector fields, but on the distributions spanned by these and on systems of vector fields in involution in the Frobenius sense, not necessarily spanning a Lie algebra. Research partially supported by MIUR-PRIN program under project 2010-JJ4KPA.
Numerical solution of distributed order fractional differential equations by hybrid functions
NASA Astrophysics Data System (ADS)
Mashayekhi, S.; Razzaghi, M.
2016-06-01
In this paper, a new numerical method for solving the distributed fractional differential equations is presented. The method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The Riemann-Liouville fractional integral operator for hybrid functions is introduced. This operator is then utilized to reduce the solution of the distributed fractional differential equations to a system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
NASA Astrophysics Data System (ADS)
Tanaka, Hiroshi; Nakajima, Asumi; Nishiyama, Akinobu; Tokihiro, Tetsuji
2009-03-01
A differential equation exhibiting replicative time-evolution patterns is derived by inverse ultradiscretizatrion of Fredkin’s game, which is one of the simplest replicative cellular automaton (CA) in two dimensions. This is achieved by employing a certain filter and a clock function in the equation. These techniques are applicable to the inverse ultra-discretization (IUD) of other CA and stabilize the time-evolution of the obtained differential equation. Application to the game of life, another CA in two dimensions, is also presented.
NASA Astrophysics Data System (ADS)
Tirani, M. Dadkhah; Sohrabi, F.; Almasieh, H.; Kajani, M. Tavassoli
2015-10-01
In this paper, a collocation method based on Taylor polynomials is developed for solving systems linear differential-difference equations with variable coefficients defined in large intervals. By using Taylor polynomials and their properties in obtaining operational matrices, the solution of the differential-difference equation system with given conditions is reduced to the solution of a system of linear algebraic equations. We first divide the large interval into M equal subintervals and then Taylor polynomials solutions are obtained in each interval, separately. Some numerical examples are given and results are compared with analytical solutions and other techniques in the literature to demonstrate the validity and applicability of the proposed method.
Mellin transform approach for the solution of coupled systems of fractional differential equations
NASA Astrophysics Data System (ADS)
Butera, Salvatore; Di Paola, Mario
2015-01-01
In this paper, the solution of a multi-order, multi-degree-of-freedom fractional differential equation is addressed by using the Mellin integral transform. By taking advantage of a technique that relates the transformed function, in points of the complex plane differing in the value of their real part, the solution is found in the Mellin domain by solving a linear set of algebraic equations. The approximate solution of the differential (or integral) equation is restored, in the time domain, by using the inverse Mellin transform in its discretized form.
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.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1971-01-01
Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.
A non-local evolution equation model of cell–cell adhesion in higher dimensional space
Dyson, Janet; Gourley, Stephen A.; Webb, Glenn F.
2013-01-01
A model for cell–cell adhesion, based on an equation originally proposed by Armstrong et al. [A continuum approach to modelling cell–cell adhesion, J. Theor. Biol. 243 (2006), pp. 98–113], is considered. The model consists of a nonlinear partial differential equation for the cell density in an N-dimensional infinite domain. It has a non-local flux term which models the component of cell motion attributable to cells having formed bonds with other nearby cells. Using the theory of fractional powers of analytic semigroup generators and working in spaces with bounded uniformly continuous derivatives, the local existence of classical solutions is proved. Positivity and boundedness of solutions is then established, leading to global existence of solutions. Finally, the asymptotic behaviour of solutions about the spatially uniform state is considered. The model is illustrated by simulations that can be applied to in vitro wound closure experiments. AMS Classifications: 35A01; 35B09; 35B40; 35K57; 92C17 PMID:23289870
Solving the quantum brachistochrone equation through differential geometry
NASA Astrophysics Data System (ADS)
You, Chenglong; Wilde, Mark; Dowling, Jonathan; Wang, Xiaoting
2016-05-01
The ability of generating a particular quantum state, or model a physical quantum device by exploring quantum state transfer, is important in many applications such as quantum chemistry, quantum information processing, quantum metrology and cooling. Due to the environmental noise, a quantum device suffers from decoherence causing information loss. Hence, completing the state-generation task in a time-optimal way can be considered as a straightforward method to reduce decoherence. For a quantum system whose Hamiltonian has a fixed type and a finite energy bandwidth, it has been found that the time-optimal quantum evolution can be characterized by the quantum brachistochrone equation. In addition, the brachistochrone curve is found to have a geometric interpretation: it is the limit of a one-parameter family of geodesics on a sub-Riemannian model. Such geodesic-brachistochrone connection provides an efficient numerical method to solve the quantum brachistochrone equation. In this work, we will demonstrate this numerical method by studying the time-optimal state-generating problem on a given quantum spin system. We also find that the Pareto weighted-sum optimization turns out to be a simple but efficient method in solving the quantum time-optimal problems. We would like to acknowledge support from NSF under Award No. CCF-1350397.
Approximate controllability of impulsive differential equations with state-dependent delay
NASA Astrophysics Data System (ADS)
Sakthivel, R.; Anandhi, E. R.
2010-02-01
In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations have been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive differential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive differential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.
The numerical solution of ordinary differential equations by the Taylor series method
NASA Technical Reports Server (NTRS)
Silver, A. H.; Sullivan, E.
1973-01-01
A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.
Wavelet transforms as solutions of partial differential equations
Zweig, G.
1997-10-01
This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.
Local random potentials of high differentiability to model the Landscape
Battefeld, T.; Modi, C.
2015-03-09
We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class C{sup k}, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble (other ensembles might be chosen if desired). Potentials in such higher differentiability classes (k≥2) are required/desirable to model string theoretical landscapes, for instance to compute cosmological perturbations (e.g., k=2 for the power-spectrum) or to search for minima (e.g., suitable de Sitter vacua for our universe). Since potentials are created locally, numerical studies become feasible even if the dimension of field space is large (D∼100). In addition to the theoretical prescription, we provide some numerical examples to highlight properties of such potentials; concrete cosmological applications will be discussed in companion publications.
Local random potentials of high differentiability to model the Landscape
NASA Astrophysics Data System (ADS)
Battefeld, T.; Modi, C.
2015-03-01
We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class Ck, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble (other ensembles might be chosen if desired). Potentials in such higher differentiability classes (k>= 2) are required/desirable to model string theoretical landscapes, for instance to compute cosmological perturbations (e.g., k=2 for the power-spectrum) or to search for minima (e.g., suitable de Sitter vacua for our universe). Since potentials are created locally, numerical studies become feasible even if the dimension of field space is large (0D~ 10). In addition to the theoretical prescription, we provide some numerical examples to highlight properties of such potentials; concrete cosmological applications will be discussed in companion publications.
Rauch, J; Vandamme, D; Mack, B; McCann, B; Volinsky, N; Blanco, A; Gires, O; Kolch, W
2016-08-01
A-Raf belongs to the family of oncogenic Raf kinases that are involved in mitogenic signaling by activating the MEK-ERK pathway. Low kinase activity of A-Raf toward MEK suggested that A-Raf might have alternative functions. We recently identified A-Raf as a potent inhibitor of the proapoptotic mammalian sterile 20-like kinase (MST2) tumor suppressor pathway in several cancer entities including head and neck, colon, and breast. Independent of kinase activity, A-Raf binds to MST2 thereby efficiently inhibiting apoptosis. Here, we show that the interaction of A-Raf with the MST2 pathway is regulated by subcellular compartmentalization. Although in proliferating normal cells and tumor cells A-Raf localizes to the mitochondria, differentiated non-carcinogenic cells of head and neck epithelia, which express A-Raf at the plasma membrane. The constitutive or induced re-localization of A-Raf to the plasma membrane compromises its ability to efficiently sequester and inactivate MST2, thus rendering cells susceptible to apoptosis. Physiologically, A-Raf re-localizes to the plasma membrane upon epithelial differentiation in vivo. This re-distribution is regulated by the scaffold protein kinase suppressor of Ras 2 (KSR2). Downregulation of KSR2 during mammary epithelial cell differentiation or siRNA-mediated knockdown re-localizes A-Raf to the plasma membrane causing the release of MST2. By using the MCF7 cell differentiation system, we could demonstrate that overexpression of A-Raf in MCF7 cells, which induces differentiation. Our findings offer a new paradigm to understand how differential localization of Raf complexes affects diverse signaling functions in normal cells and carcinomas. PMID:26891695
Perturbations of linear delay differential equations at the verge of instability
NASA Astrophysics Data System (ADS)
Lingala, N.; Namachchivaya, N. Sri
2016-06-01
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.
Differential equation of exospheric lateral transport and its application to terrestrial hydrogen
NASA Technical Reports Server (NTRS)
Hodges, R. R., Jr.
1973-01-01
The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.
U(1)-invariant membranes: The geometric formulation, Abel, and pendulum differential equations
Zheltukhin, A. A.; Trzetrzelewski, M.
2010-06-15
The geometric approach to study the dynamics of U(1)-invariant membranes is developed. The approach reveals an important role of the Abel nonlinear differential equation of the first type with variable coefficients depending on time and one of the membrane extendedness parameters. The general solution of the Abel equation is constructed. Exact solutions of the whole system of membrane equations in the D=5 Minkowski space-time are found and classified. It is shown that if the radial component of the membrane world vector is only time dependent, then the dynamics is described by the pendulum equation.
Initial-value problem for a linear ordinary differential equation of noninteger order
Pskhu, Arsen V
2011-04-30
An initial-value problem for a linear ordinary differential equation of noninteger order with Riemann-Liouville derivatives is stated and solved. The initial conditions of the problem ensure that (by contrast with the Cauchy problem) it is uniquely solvable for an arbitrary set of parameters specifying the orders of the derivatives involved in the equation; these conditions are necessary for the equation under consideration. The problem is reduced to an integral equation; an explicit representation of the solution in terms of the Wright function is constructed. As a consequence of these results, necessary and sufficient conditions for the solvability of the Cauchy problem are obtained. Bibliography: 7 titles.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, Michael; Johnson, Christopher R.; Smith, Philip J.; Fogelson, Aaron
1998-12-08
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.
NASA Astrophysics Data System (ADS)
AL-Jawary, M. A.; AL-Qaissy, H. R.
2015-04-01
In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.
NASA Technical Reports Server (NTRS)
Dinar, N.
1978-01-01
Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1988-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1990-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
Solving nonlinear differential equations of Vanderpol, Rayleigh and Duffing by AGM
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Majidian, A.; Ahmadi, A. R.
2014-06-01
In the present paper, three complicated nonlinear differential equations in the field of vibration, which are Vanderpol, Rayleigh and Duffing equations, have been analyzed and solved completely by Algebraic Method (AGM). Investigating this kind of equations is a very hard task to do and the obtained solution is not accurate and reliable. This issue will be emerged after comparing the achieved solutions by numerical method (Runge-Kutte 4th). Based on the comparisons which have been made between the gained solutions by AGM and numerical method, it is possible to indicate that AGM can be successfully applied for various differential equations particularly for difficult ones. The results reveal that this method is not only very effective and simple, but also reliable, and can be applied for other complicated nonlinear problems.
NASA Astrophysics Data System (ADS)
Sharma, Dinkar; Singh, Prince; Chauhan, Shubha
2016-01-01
In this paper, a combined form of the Laplace transform method with the homotopy perturbation method (HPTM) is applied to solve nonlinear systems of partial differential equations viz. the system of third order KdV Equations and the systems of coupled Burgers' equations in one- and two- dimensions. The nonlinear terms can be easily handled by the use of He's polynomials. The results shows that the HPTM is very efficient, simple and avoids the round-off errors. Four test examples are considered to illustrate the present scheme. Further the results are compared with Homotopy perturbation method (HPM) which shows that this method is a suitable method for solving systems of partial differential equations.
Analytical solutions for non-linear differential equations with the help of a digital computer
NASA Technical Reports Server (NTRS)
Cromwell, P. C.
1964-01-01
A technique was developed with the help of a digital computer for analytic (algebraic) solutions of autonomous and nonautonomous equations. Two operational transform techniques have been programmed for the solution of these equations. Only relatively simple nonlinear differential equations have been considered. In the cases considered it has been possible to assimilate the secular terms into the solutions. For cases where f(t) is not a bounded function, a direct series solution is developed which can be shown to be an analytic function. All solutions have been checked against results obtained by numerical integration for given initial conditions and constants. It is evident that certain nonlinear differential equations can be solved with the help of a digital computer.
An Enhanced Differential Evolution with Elite Chaotic Local Search
Guo, Zhaolu; Huang, Haixia; Deng, Changshou; Yue, Xuezhi; Wu, Zhijian
2015-01-01
Differential evolution (DE) is a simple yet efficient evolutionary algorithm for real-world engineering problems. However, its search ability should be further enhanced to obtain better solutions when DE is applied to solve complex optimization problems. This paper presents an enhanced differential evolution with elite chaotic local search (DEECL). In DEECL, it utilizes a chaotic search strategy based on the heuristic information from the elite individuals to promote the exploitation power. Moreover, DEECL employs a simple and effective parameter adaptation mechanism to enhance the robustness. Experiments are conducted on a set of classical test functions. The experimental results show that DEECL is very competitive on the majority of the test functions. PMID:26379703
An Enhanced Differential Evolution with Elite Chaotic Local Search.
Guo, Zhaolu; Huang, Haixia; Deng, Changshou; Yue, Xuezhi; Wu, Zhijian
2015-01-01
Differential evolution (DE) is a simple yet efficient evolutionary algorithm for real-world engineering problems. However, its search ability should be further enhanced to obtain better solutions when DE is applied to solve complex optimization problems. This paper presents an enhanced differential evolution with elite chaotic local search (DEECL). In DEECL, it utilizes a chaotic search strategy based on the heuristic information from the elite individuals to promote the exploitation power. Moreover, DEECL employs a simple and effective parameter adaptation mechanism to enhance the robustness. Experiments are conducted on a set of classical test functions. The experimental results show that DEECL is very competitive on the majority of the test functions. PMID:26379703
On the solution of elliptic partial differential equations on regions with corners
NASA Astrophysics Data System (ADS)
Serkh, Kirill; Rokhlin, Vladimir
2016-01-01
In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.
Finite-difference models of ordinary differential equations - Influence of denominator functions
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.; Smith, Arthur
1990-01-01
This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.
The ATOMFT integrator - Using Taylor series to solve ordinary differential equations
NASA Technical Reports Server (NTRS)
Berryman, Kenneth W.; Stanford, Richard H.; Breckheimer, Peter J.
1988-01-01
This paper discusses the application of ATOMFT, an integration package based on Taylor series solution with a sophisticated user interface. ATOMFT has the capabilities to allow the implementation of user defined functions and the solution of stiff and algebraic equations. Detailed examples, including the solutions to several astrodynamics problems, are presented. Comparisons with its predecessor ATOMCC and other modern integrators indicate that ATOMFT is a fast, accurate, and easy method to use to solve many differential equation problems.
NASA Astrophysics Data System (ADS)
Jiang, Heping; Jiang, Jiao; Song, Yongli
In this paper, we firstly employ the normal form theory of delayed differential equations according to Faria and Magalhães to derive the normal form of saddle-node-Hopf bifurcation for the general retarded functional differential equations. Then, the dynamical behaviors of a Leslie-Gower predator-prey model with time delay and nonmonotonic functional response are considered. Specially, the dynamical classification near the saddle-node-Hopf bifurcation point is investigated by using the normal form and the center manifold approaches. Finally, the numerical simulations are employed to support the theoretical results.
High-order all-optical differential equation solver based on microring resonators.
Tan, Sisi; Xiang, Lei; Zou, Jinghui; Zhang, Qiang; Wu, Zhao; Yu, Yu; Dong, Jianji; Zhang, Xinliang
2013-10-01
We propose and experimentally demonstrate a feasible integrated scheme to solve all-optical differential equations using microring resonators (MRRs) that is capable of solving first- and second-order linear ordinary differential equations with different constant coefficients. Employing two cascaded MRRs with different radii, an excellent agreement between the numerical simulation and the experimental results is obtained. Due to the inherent merits of silicon-based devices for all-optical computing, such as low power consumption, small size, and high speed, this finding may motivate the development of integrated optical signal processors and further extend optical computing technologies. PMID:24081039
A note on the nonlocal boundary value problem for a third order partial differential equation
NASA Astrophysics Data System (ADS)
Belakroum, Kheireddine; Ashyralyev, Allaberen; Guezane-Lakoud, Assia
2016-08-01
The nonlocal boundary-value problem for a third order partial differential equation d/3u (t ) d t3 +A d/u (t ) d t =f (t ), 0
Stochastic differential equations applied to the study of geophysical and financial time series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.
2016-02-01
This work is devoted to the study of modeling geophysical and financial time series. We propose a stochastic differential equation arising from the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ(a, b) process. Superposition of independent Γ(a, b) Ornstein-Uhlenbeck processes offers analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to geophysics and finance by fitting the superposed Γ(a, b) Ornstein-Uhlenbeck model to typical geophysical and financial time series.
Description and use of LSODE, the Livermore Solver for Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Radhakrishnan, Krishnan; Hindmarsh, Alan C.
1993-01-01
LSODE, the Livermore Solver for Ordinary Differential Equations, is a package of FORTRAN subroutines designed for the numerical solution of the initial value problem for a system of ordinary differential equations. It is particularly well suited for 'stiff' differential systems, for which the backward differentiation formula method of orders 1 to 5 is provided. The code includes the Adams-Moulton method of orders 1 to 12, so it can be used for nonstiff problems as well. In addition, the user can easily switch methods to increase computational efficiency for problems that change character. For both methods a variety of corrector iteration techniques is included in the code. Also, to minimize computational work, both the step size and method order are varied dynamically. This report presents complete descriptions of the code and integration methods, including their implementation. It also provides a detailed guide to the use of the code, as well as an illustrative example problem.
Smoothness of semiflows for parabolic partial differential equations with state-dependent delay
NASA Astrophysics Data System (ADS)
Lv, Yunfei; Yuan, Rong; Pei, Yongzhen
2016-04-01
In this paper, the smoothness properties of semiflows on C1-solution submanifold of a parabolic partial differential equations with state-dependent delay are investigated. The problem is formulated as an abstract ordinary retarded functional differential equation of the form du (t) / dt = Au (t) + F (ut) with a continuously differentiable map G from an open subset U of the space C1 ([ - h , 0 ] ,L2 (Ω)), where A is the infinitesimal generator of a compact C0-semigroup. The present study is continuation of a previous work [14] that highlights the classical solutions and C1-smoothness of solution manifold. Here, we further prove the continuous differentiability of the semiflow. We finally verify all hypotheses by a biological example which describes a stage structured diffusive model where the delay, which is the time taken from birth to maturity, is assumed as a function of a immature species population.
NASA Astrophysics Data System (ADS)
Mel'nikov, A. V.
1996-10-01
Contents Introduction Chapter I. Basic notions and results from contemporary martingale theory §1.1. General notions of the martingale theory §1.2. Convergence (a.s.) of semimartingales. The strong law of large numbers and the law of the iterated logarithm Chapter II. Stochastic differential equations driven by semimartingales §2.1. Basic notions and results of the theory of stochastic differential equations driven by semimartingales §2.2. The method of monotone approximations. Existence of strong solutions of stochastic equations with non-smooth coefficients §2.3. Linear stochastic equations. Properties of stochastic exponentials §2.4. Linear stochastic equations. Applications to models of the financial market Chapter III. Procedures of stochastic approximation as solutions of stochastic differential equations driven by semimartingales §3.1. Formulation of the problem. A general model and its relation to the classical one §3.2. A general description of the approach to the procedures of stochastic approximation. Convergence (a.s.) and asymptotic normality §3.3. The Gaussian model of stochastic approximation. Averaged procedures and their effectiveness Chapter IV. Statistical estimation in regression models with martingale noises §4.1. The formulation of the problem and classical regression models §4.2. Asymptotic properties of MLS-estimators. Strong consistency, asymptotic normality, the law of the iterated logarithm §4.3. Regression models with deterministic regressors §4.4. Sequential MLS-estimators with guaranteed accuracy and sequential statistical inferences Bibliography
Interpreting experimental data on egg production--applications of dynamic differential equations.
France, J; Lopez, S; Kebreab, E; Dijkstra, J
2013-09-01
This contribution focuses on applying mathematical models based on systems of ordinary first-order differential equations to synthesize and interpret data from egg production experiments. Models based on linear systems of differential equations are contrasted with those based on nonlinear systems. Regression equations arising from analytical solutions to linear compartmental schemes are considered as candidate functions for describing egg production curves, together with aspects of parameter estimation. Extant candidate functions are reviewed, a role for growth functions such as the Gompertz equation suggested, and a function based on a simple new model outlined. Structurally, the new model comprises a single pool with an inflow and an outflow. Compartmental simulation models based on nonlinear systems of differential equations, and thus requiring numerical solution, are next discussed, and aspects of parameter estimation considered. This type of model is illustrated in relation to development and evaluation of a dynamic model of calcium and phosphorus flows in layers. The model consists of 8 state variables representing calcium and phosphorus pools in the crop, stomachs, plasma, and bone. The flow equations are described by Michaelis-Menten or mass action forms. Experiments that measure Ca and P uptake in layers fed different calcium concentrations during shell-forming days are used to evaluate the model. In addition to providing a useful management tool, such a simulation model also provides a means to evaluate feeding strategies aimed at reducing excretion of potential pollutants in poultry manure to the environment. PMID:23960135
NASA Astrophysics Data System (ADS)
Minchev, Emil; Yoshida, Norio
2003-02-01
Vector parabolic differential equations with functional arguments are studied and the oscillations of solutions of boundary value problems are investigated. Our approach is to reduce the oscillation problems to the nonexistence of positive solutions of scalar differential inequalities by employing the concept of H-oscillation introduced by Domslak (see: R. Courant, D. Hilbert, Methods of Mathematical Physics, Vol. I, Interscience, New York, 1996), where H denotes a unit vector.
Using the Homotopy Method to Find Periodic Solutions of Forced Nonlinear Differential Equations
ERIC Educational Resources Information Center
Fay, Temple H.; Lott, P. Aaron
2002-01-01
This paper discusses a result of Li and Shen which proves the existence of a unique periodic solution for the differential equation x[dots above] + kx[dot above] + g(x,t) = [epsilon](t) where k is a constant; g is continuous, continuously differentiable with respect to x , and is periodic of period P in the variable t; [epsilon](t) is continuous…
Using trees to compute approximate solutions to ordinary differential equations exactly
NASA Technical Reports Server (NTRS)
Grossman, Robert
1991-01-01
Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.
NASA Astrophysics Data System (ADS)
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.
Exact solutions for the fractional differential equations by using the first integral method
NASA Astrophysics Data System (ADS)
Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi
2015-03-01
In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.
NASA Astrophysics Data System (ADS)
Chen, Lin-Jie; Ma, Chang-Feng
2010-01-01
This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.
A procedure on the first integrals of second-order nonlinear ordinary differential equations
NASA Astrophysics Data System (ADS)
Yasar, Emrullah; Yıldırım, Yakup
2015-12-01
In this article, we demonstrate the applicability of the integrating factor method to path equation describing minimum drag work, and a special Hamiltonian equation corresponding Riemann zeros for obtaining the first integrals. The effectiveness and powerfullness of this method is verified by applying it for two selected second-order nonlinear ordinary differential equations (NLODEs). As a result integrating factors and first integrals for them are succesfully established. The obtained results show that the integrating factor approach can also be applied to other NLODEs.
Local error estimates for discontinuous solutions of nonlinear hyperbolic equations
NASA Technical Reports Server (NTRS)
Tadmor, Eitan
1989-01-01
Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.
Symbolic computation of hyperbolic tangent solutions for nonlinear differential-difference equations
NASA Astrophysics Data System (ADS)
Baldwin, D.; Göktaş, Ü.; Hereman, W.
2004-10-01
A new algorithm is presented to find exact traveling wave solutions of differential-difference equations in terms of tanh functions. For systems with parameters, the algorithm determines the conditions on the parameters so that the equations might admit polynomial solutions in tanh. Examples illustrate the key steps of the algorithm. Through discussion and example, parallels are drawn to the tanh-method for partial differential equations. The new algorithm is implemented in Mathematica. The package DDESpecialSolutions.m can be used to automatically compute traveling wave solutions of nonlinear polynomial differential-difference equations. Use of the package, implementation issues, scope, and limitations of the software are addressed. Program summaryTitle of program: DDESpecialSolutions.m Catalogue identifier:ADUJ Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADUJ Program obtainable from:CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: Created using a PC, but can be run on UNIX and Apple machines Operating systems under which the program has been tested: Windows 2000 and Windows XP Programming language used: Mathematica, version 3.0 or higher Memory required to execute with typical data: 9 MB Number of processors used: 1 Has the code been vectorised or parallelized?: No Number of lines in distributed program, including test data, etc.: 3221 Number of bytes in distributed program, including test data, etc.: 23 745 Nature of physical problem: The program computes exact solutions to differential-difference equations in terms of the tanh function. Such solutions describe particle vibrations in lattices, currents in electrical networks, pulses in biological chains, etc. Method of solution: After the differential-difference equation is put in a traveling frame of reference, the coefficients of a candidate polynomial solution in tanh are solved for. The resulting traveling wave solutions are tested by
NASA Astrophysics Data System (ADS)
Du, Peng; Li, Michael Y.
2014-10-01
The global dynamics of coupled systems of differential equations defined on an interaction network are investigated. Local dynamics at each vertex, when interactions are absent, are assumed to be simple: solutions to each vertex system are assumed to converge to an equilibrium, either on the boundary or in the interior of the feasible region. The interest is to investigate the collective behaviours of the coupled system when interactions among vertex systems are present. It was shown in Li and Shuai (2010) that, if the interaction network is strongly connected, then solutions to the coupled system synchronize at a single equilibrium. We focus on the case when the underlying network is not strongly connected and the coupled system may have mixed equilibria whose coordinates are in the interior at some vertices while on the boundary at others. We show that solutions on a strongly connected component of the network will synchronize. Considering a condensed digraph by collapsing each strongly connected component, we are able to introduce a partial order on the set P of all equilibria, and show that all solutions of the coupled system converge to a unique equilibrium P∗ that is the maximizer in P. We further establish that behaviours of the coupled system at minimal elements of the condensed digraph determine whether the global limit P∗ is a mixed equilibrium. The theory are applied to mathematical models from epidemiology and spatial ecology.
NASA Astrophysics Data System (ADS)
Bagderina, Yulia Yu
2016-04-01
Scalar second-order ordinary differential equations with cubic nonlinearity in the first-order derivative are considered. Lie symmetries admitted by an arbitrary equation are described in terms of the invariants of this family of equations. Constructing the first integrals is discussed. We study also the equations which have the first integral rational in the first-order derivative.
NASA Astrophysics Data System (ADS)
Shaldanbayev, Amir; Shomanbayeva, Manat; Kopzhassarova, Asylzat
2016-08-01
This paper proposes a fundamentally new method of investigation of a singularly perturbed Cauchy problem for a linear system of ordinary differential equations based on the spectral theory of equations with deviating argument.
Local multiplicative Schwarz algorithms for convection-diffusion equations
NASA Technical Reports Server (NTRS)
Cai, Xiao-Chuan; Sarkis, Marcus
1995-01-01
We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.
ERIC Educational Resources Information Center
Camacho-Machín, M.; Guerrero-Ortiz, C.
2015-01-01
The aim of this paper is to present and discuss some of the evidence regarding the resources that students use when they establish relationships between a contextual situation and an ordinary differential equation (ODE). We present research results obtained from work by seven students in a graduate level course in mathematics education, where they…
ERIC Educational Resources Information Center
Rowland, David R.; Jovanoski, Zlatko
2004-01-01
A study of first-year undergraduate students' interpretational difficulties with first-order ordinary differential equations (ODEs) in modelling contexts was conducted using a diagnostic quiz, exam questions and follow-up interviews. These investigations indicate that when thinking about such ODEs, many students muddle thinking about the function…
ERIC Educational Resources Information Center
Mohammed, Ahmed; Zeleke, Aklilu
2015-01-01
We introduce a class of second-order ordinary differential equations (ODEs) with variable coefficients whose closed-form solutions can be obtained by the same method used to solve ODEs with constant coefficients. General solutions for the homogeneous case are discussed.
Second derivative multistep method for solving first-order ordinary differential equations
NASA Astrophysics Data System (ADS)
Turki, Mohammed Yousif; Ismail, Fudziah; Senu, Norazak; Ibrahim, Zarina Bibi
2016-06-01
In this paper, a new second derivative multistep method was constructed to solve first order ordinary differential equations (ODEs). In particular, we used the new method as a corrector method and 5-steps Adam's Bashforth method as a predictor method to solve first order (ODEs). Numerical results were compared with the existing methods which clearly showed the efficiency of the new method.
Solving Second-Order Ordinary Differential Equations without Using Complex Numbers
ERIC Educational Resources Information Center
Kougias, Ioannis E.
2009-01-01
Ordinary differential equations (ODEs) is a subject with a wide range of applications and the need of introducing it to students often arises in the last year of high school, as well as in the early stages of tertiary education. The usual methods of solving second-order ODEs with constant coefficients, among others, rely upon the use of complex…
ERIC Educational Resources Information Center
Maat, Siti Mistima; Zakaria, Effandi
2011-01-01
Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…
Period doubling and chaos in partial differential equations for thermosolutal convection
NASA Technical Reports Server (NTRS)
Moore, D. R.; Toomre, J.; Knobloch, E.; Weiss, N. O.
1983-01-01
Numerical experiments on two-dimensional thermosolutal convection reveal a transition from periodic oscillations to chaos through a sequence of period-doubling bifurcations. Within the chaotic region there are narrow periodic windows. This is the first example of period-doubling in solutions of partial differential equations. A truncated model indicates that this behavior is associated with heteroclinic explosions.
Matrix Solution of Coupled Differential Equations and Looped Car Following Models
ERIC Educational Resources Information Center
McCartney, Mark
2008-01-01
A simple mathematical model for the behaviour of how vehicles follow each other along a looped stretch of road is described. The resulting coupled first order differential equations are solved using appropriate matrix techniques and the physical significance of the model is discussed. A number possible classroom exercises are suggested to help…
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
Conic Sections and the Discovery of a Novel Curve Using Differential Equations
ERIC Educational Resources Information Center
de Alwis, Amal
2013-01-01
We began by observing a variety of properties related to the tangent and normal lines of three conic sections: a parabola, an ellipse, and a hyperbola. Some of these properties include specific relationships between the x- and y-intercepts of the tangent and normal lines. Using these properties, we were able to form several differential equations.…
Sustainability in a Differential Equations Course: A Case Study of Easter Island
ERIC Educational Resources Information Center
Koss, Lorelei
2011-01-01
Easter Island is a fascinating example of resource depletion and population collapse, and its relatively short period of human habitation combined with its isolation lends itself well to investigation by students in a first-semester ordinary differential equations course. This article describes curricular materials for a semester-long case study…
Introducing Differential Equations Students to the Fredholm Alternative--In Staggered Doses
ERIC Educational Resources Information Center
Savoye, Philippe
2011-01-01
The development, in an introductory differential equations course, of boundary value problems in parallel with initial value problems and the Fredholm Alternative. Examples are provided of pairs of homogeneous and nonhomogeneous boundary value problems for which existence and uniqueness issues are considered jointly. How this heightens students'…
Lines of Eigenvectors and Solutions to Systems of Linear Differential Equations
ERIC Educational Resources Information Center
Rasmussen, Chris; Keynes, Michael
2003-01-01
The purpose of this paper is to describe an instructional sequence where students invent a method for locating lines of eigenvectors and corresponding solutions to systems of two first order linear ordinary differential equations with constant coefficients. The significance of this paper is two-fold. First, it represents an innovative alternative…
Latent Differential Equation Modeling of Self-Regulatory and Coregulatory Affective Processes
ERIC Educational Resources Information Center
Steele, Joel S.; Ferrer, Emilio
2011-01-01
We examine emotion self-regulation and coregulation in romantic couples using daily self-reports of positive and negative affect. We fit these data using a damped linear oscillator model specified as a latent differential equation to investigate affect dynamics at the individual level and coupled influences for the 2 partners in each couple.…
Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers
ERIC Educational Resources Information Center
Dana-Picard, Thierry; Kidron, Ivy
2008-01-01
We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…
Control of functional differential equations to target sets in function space
NASA Technical Reports Server (NTRS)
Banks, H. T.; Kent, G. A.
1971-01-01
Optimal control of systems governed by functional differential equations of retarded and neutral type is considered. Problems with function space initial and terminal manifolds are investigated. Existence of optimal controls, regularity, and bang-bang properties are discussed. Necessary and sufficient conditions are derived, and several solved examples which illustrate the theory are presented.
Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M
2013-01-01
Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach. PMID:23564972
Amiraliyev, Gabil M; Ucar, Aysenur
2013-01-01
The periodical in time problem for singularly perturbed second order linear ordinary differential equation is considered. The boundary layer behavior of the solution and its first and second derivatives have been established. An example supporting the theoretical analysis is presented. PMID:24369452
NASA Astrophysics Data System (ADS)
Bidaibekov, Yessen Y.; Kornilov, Viktor S.; Kamalova, Guldina B.; Akimzhan, Nagima Sh.
2015-09-01
Methodical aspects of teaching students of higher educational institutions of natural science orientations of training of inverse problems for differential equations are considered in the article. A fact that an academic knowledge and competence in the field of applied mathematics is formed during such training is taken into consideration.
ERIC Educational Resources Information Center
Winkel, Brian
2012-01-01
We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)
SciCADE 95: International conference on scientific computation and differential equations
1995-12-31
This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included.
The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems
ERIC Educational Resources Information Center
Decker, Robert
2011-01-01
Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…
ERIC Educational Resources Information Center
Hajra, Sayonita Ghosh; Das, Ujjaini
2015-01-01
This paper uses collaborative learning strategies to examine students' perceptions in a differential equations mathematics course. Students' perceptions were analyzed using three collaborative learning strategies including collaborative activity, group-quiz and online discussion. The study results show that students identified both strengths and…
Differential operator equations with interface conditions in modified direct sum spaces
NASA Astrophysics Data System (ADS)
Aydemir, Kadriye; Mukhtarov, Oktay Sh.; Olǧar, Hayati
2016-08-01
We investigate a new type boundary value problem consisting of a differential-operator equation, eigendependent boundary conditions and two supplementary conditions so-called interface conditions. We give a characterisation of some spectral properties of the considered problem. Particularly, it is established such properties as isomorphism and coerciveness, discreteness of the spectrum and find asymptotic formulas for eigenvalues.
Student Perceptions of Writing Projects in a University Differential-Equations Course
ERIC Educational Resources Information Center
Latulippe, Christine; Latulippe, Joe
2014-01-01
This qualitative study surveyed 102 differential-equations students in order to investigate how students participating in writing projects in university-level mathematics courses perceive the benefits of writing in the mathematics classroom. Based on previous literature on writing in mathematics, students were asked specifically about the benefits…
One-loop pentagon integral in d dimensions from differential equations in ɛ-form
NASA Astrophysics Data System (ADS)
Kozlov, Mikhail G.; Lee, Roman N.
2016-02-01
We apply the differential equation technique to the calculation of the one-loop massless diagram with five onshell legs. Using the reduction to ɛ-form, we manage to obtain a simple one-fold integral representation exact in space-time dimensionality. The expansion of the obtained result in ɛ and the analytical continuation to physical regions are discussed.
The Use of Graphs in Specific Situations of the Initial Conditions of Linear Differential Equations
ERIC Educational Resources Information Center
Buendía, Gabriela; Cordero, Francisco
2013-01-01
In this article, we present a discussion on the role of graphs and its significance in the relation between the number of initial conditions and the order of a linear differential equation, which is known as the initial value problem. We propose to make a functional framework for the use of graphs that intends to broaden the explanations of the…
NASA Technical Reports Server (NTRS)
Banks, H. T.; Kunisch, K.
1982-01-01
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
Mathematical Modeling with a "CAS" in an Introductory Course 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 includes not only course contents, but also the sequence of introduction to various topics and…
EFFICIENT ALGORITHMS FOR SOLVING SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS FOR ECOSYSTEM MODELING
This report presents three packages of subroutines for the numerical solution of systems of first order ordinary differential equations. The three integration methods were chosen to provide an efficient means of solving the full range of initial value problems encountered in basi...
Technology, Cooperative Learning, and Assessment in the Teaching of Ordinary Differential Equations.
ERIC Educational Resources Information Center
Barber, Fredrick; Narayan, Jack
1994-01-01
Reports on the use of technology to enhance the teaching of ordinary differential equations, gives examples of laboratory activities using cooperative learning, and discusses assessment of student learning. MacMath, TI-81 graphing calculators, and Maple were used in the course. (Author/MKR)
On the Well-Definedness of the Order of an Ordinary Differential Equation
ERIC Educational Resources Information Center
Dobbs, David E.
2006-01-01
It is proved that if the differential equations "y[(n)] = f(x,y,y[prime],...,y[(n-1)])" and "y[(m)] = g(x,y,y[prime],...,y[(m-1)])" have the same particular solutions in a suitable region where "f" and "g" are continuous real-valued functions with continuous partial derivatives (alternatively, continuous functions satisfying the classical…
ERIC Educational Resources Information Center
Creese, T. M.
1978-01-01
A course on ordinary differential equations preceding multivariable calculus can be made to suit present-day engineering curricula and resolve certain difficulties concerning the undergraduate engineering student's motivation, technical skill, ability to retain and use mathematical material, and potential for further growth. (Author/MP)
NASA Technical Reports Server (NTRS)
Grossman, Robert
1991-01-01
Algorithms previously developed by the author give formulas which can be used for the efficient symbolic computation of series expansions to solutions of nonlinear systems of ordinary differential equations. As a by product of this analysis, formulas are derived which relate to trees to the coefficients of the series expansions, similar to the work of Leroux and Viennot, and Lamnabhi, Leroux and Viennot.
ERIC Educational Resources Information Center
Kwon, Oh Nam
The undergraduate curriculum in differential equations has undergone important changes in favor of the visual and numerical aspects of the course primarily because of recent technological advances. Yet, research findings that have analyzed students' thinking and understanding in a reformed setting are still lacking. This paper discusses an ongoing…
NASA Technical Reports Server (NTRS)
Taylor, Lawrence W., Jr.; Rajiyah, H.
1991-01-01
Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.
An Exploration of Metacognition and Its Effect on Mathematical Performance in Differential Equations
ERIC Educational Resources Information Center
Smith, Mary Jarratt
2013-01-01
Research suggests that students in certain contexts who are "metacognitively aware learners" demonstrate better academic performance (Shraw & Dennison, 1994; Md. Yunus & Ali, 2008). In this research, the metacognitive levels for two classes of differential equations students were studied. Students completed a survey adapted from…
Introduction of the Notion of Differential Equations by Modelling Based Teaching
ERIC Educational Resources Information Center
Budinski, Natalija; Takaci, Djurdjica
2011-01-01
This paper proposes modelling based learning as a tool for learning and teaching mathematics. The example of modelling real world problems leading to the exponential function as the solution of differential equations is described, as well as the observations about students' activities during the process. The students were acquainted with the…
Who Solved the Bernoulli Differential Equation and How Did They Do It?
ERIC Educational Resources Information Center
Parker, Adam E.
2013-01-01
The Bernoulli brothers, Jacob and Johann, and Leibniz: Any of these might have been first to solve what is called the Bernoulli differential equation. We explore their ideas and the chronology of their work, finding out, among other things, that variation of parameters was used in 1697, 78 years before 1775, when Lagrange introduced it in general.
NASA Technical Reports Server (NTRS)
Cockrell, C. R.
1989-01-01
Numerical solutions of the differential equation which describe the electric field within an inhomogeneous layer of permittivity, upon which a perpendicularly-polarized plane wave is incident, are considered. Richmond's method and the Runge-Kutta method are compared for linear and exponential profiles of permittivities. These two approximate solutions are also compared with the exact solutions.
Keep Your Distance! Using Second-Order Ordinary Differential Equations to Model Traffic Flow
ERIC Educational Resources Information Center
McCartney, Mark
2004-01-01
A simple mathematical model for how vehicles follow each other along a stretch of road is presented. The resulting linear second-order differential equation with constant coefficients is solved and interpreted. The model can be used as an application of solution techniques taught at first-year undergraduate level and as a motivator to encourage…
Nuclear space-valued stochastic differential equations driven by Poisson random measures
Xiong, J.
1992-01-01
The thesis is devoted primarily to the study of stochastic differential equations on duals of nuclear spaces driven by Poisson random measures. The existence of a weak solution is obtained by the Galerkin method and the uniqueness is established by implementing the Yamada-Watanabe argument in the present setup. When the magnitudes of the driving terms are small enough and the Poisson streams occur frequently enough, it is proved that the stochastic differential equations mentioned above can be approximated by diffusion equations. Finally, the author considers a system of interacting stochastic differential equations driven by Poisson random measures. Let (X[sup n][sub i](t), [center dot][center dot][center dot], X[sup n][sub n](t)) be the solution of this system and consider the empirical measures [zeta]n([omega],B) [identical to] (1/n) (sum of j=1 to n) [delta]x[sup n][sub j]([center dot],[omega])(B) (n[>=]1). It is provided that [zeta][sub n] converges in distribution to a non-random measure which is the unique solution of a McKean-Vlasov equation. The above problems are motivated by applications to neurophysiology, in particular, to the fluctuation of voltage potentials of spatially distributed neurons and to the study of asymptotic behavior of large systems of interacting neurons.
New stability conditions for mixed linear Levin-Nohel integro-differential equations
NASA Astrophysics Data System (ADS)
Dung, Nguyen Tien
2013-08-01
For the mixed Levin-Nohel integro-differential equation, we obtain new necessary and sufficient conditions of asymptotic stability. These results improve those obtained by Becker and Burton ["Stability, fixed points and inverse of delays," Proc. - R. Soc. Edinburgh, Sect. A 136, 245-275 (2006)], 10.1017/S0308210500004546 and Jin and Luo ["Stability of an integro-differential equation," Comput. Math. Appl. 57(7), 1080-1088 (2009)], 10.1016/j.camwa.2009.01.006 when b(t) = 0 and supplement the 3/2-stability theorem when a(t, s) = 0. In addition, the case of the equations with several delays is discussed as well.
Semi-implicit spectral deferred correction methods for ordinary differential equations
Minion, Michael L.
2002-10-06
A semi-implicit formulation of the method of spectral deferred corrections (SISDC) for ordinary differential equations with both stiff and non-stiff terms is presented. Several modifications and variations to the original spectral deferred corrections method by Dutt, Greengard, and Rokhlin concerning the choice of integration points and the form of the correction iteration are presented. The stability and accuracy of the resulting ODE methods are explored analytically and numerically. The SISDC methods are intended to be combined with the method of lines approach to yield a flexible framework for creating higher-order semi-implicit methods for partial differential equations. A discussion and numerical examples of the SISDC method applied to advection-diffusion type equations are included. The results suggest that higher-order SISDC methods are more efficient than semi-implicit Runge-Kutta methods for moderately stiff problems in terms of accuracy per function evaluation.
NASA Astrophysics Data System (ADS)
Vrettas, Michail D.; Opper, Manfred; Cornford, Dan
2015-01-01
This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.
NASA Astrophysics Data System (ADS)
McCarthy, S.; Rachinskii, D.
2011-01-01
We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.
NASA Astrophysics Data System (ADS)
Al-Islam, Najja Shakir
In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.
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
Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam
2016-01-01
Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation. PMID:27391255
Global Stability Analysis of Some Nonlinear Delay Differential Equations in Population Dynamics
NASA Astrophysics Data System (ADS)
Huang, Gang; Liu, Anping; Foryś, Urszula
2016-02-01
By using the direct Lyapunov method and constructing appropriate Lyapunov functionals, we investigate the global stability for the following scalar delay differential equation with nonlinear term y'(t)=f(1-y(t), y(t-τ ))-cy(t), where c is a positive constant and f: {R}^2 → R is of class C^1 and satisfies some additional requirements. This equation is a generalization of the SIS model proposed by Cooke (Rocky Mt J Math 7: 253-263, 1979). Criterions of global stability for the trivial and the positive equilibria of this delay equation are given. A special case of the function f depending only on the variable y(t-τ ) is also considered. Both general and special cases of this equation are often used in biomathematical modelling.
Isostable reduction with applications to time-dependent partial differential equations.
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system. PMID:27575127
The effect of oscillations in the dynamics of differential equations with delay
NASA Astrophysics Data System (ADS)
Qesmi, R.; Hbid, M. L.
2007-11-01
The purpose of this paper is to study the dynamic behavior of delay differential equations of the form provided that a and f meet some hypotheses. By augmenting the above equation, the explicit time-dependent terms are replaced by state-dependent terms. The augmented system is autonomous and has a pair of purely imaginary and simple zero eigenvalues. Applying the center manifold reduction, the existence of an attractive integral manifold with periodic structure for the original equation is shown. Furthermore, we give a description of the flow on the obtained manifold. This allows us to determine the sufficient conditions for existence of saddle-node bifurcation. To illustrate our results, we consider an autonomous equation perturbed by a periodic function.
Isostable reduction with applications to time-dependent partial differential equations
NASA Astrophysics Data System (ADS)
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.
Differential cellular localization of antioxidant enzymes in the trigeminal ganglion.
Sato, H; Shibata, M; Shimizu, T; Shibata, S; Toriumi, H; Ebine, T; Kuroi, T; Iwashita, T; Funakubo, M; Kayama, Y; Akazawa, C; Wajima, K; Nakagawa, T; Okano, H; Suzuki, N
2013-09-17
Because of its high oxygen demands, neural tissue is predisposed to oxidative stress. Here, our aim was to clarify the cellular localization of antioxidant enzymes in the trigeminal ganglion. We found that the transcriptional factor Sox10 is localized exclusively in satellite glial cells (SGCs) in the adult trigeminal ganglion. The use of transgenic mice that express the fluorescent protein Venus under the Sox10 promoter enabled us to distinguish between neurons and SGCs. Although both superoxide dismutases 1 and 2 were present in the neurons, only superoxide dismutase 1 was identified in SGCs. The enzymes relevant to hydrogen peroxide degradation displayed differential cellular localization, such that neurons were endowed with glutathione peroxidase 1 and thioredoxin 2, and catalase and thioredoxin 2 were present in SGCs. Our immunohistochemical finding showed that only SGCs were labeled by the oxidative damage marker 8-hydroxy-2'-deoxyguanosine, which indicates that the antioxidant systems of SGCs were less potent. The transient receptor potential vanilloid subfamily member 1 (TRPV1), the capsaicin receptor, is implicated in inflammatory hyperalgesia, and we demonstrated that topical capsaicin application causes short-lasting mechanical hyperalgesia in the face. Our cell-based assay revealed that TRPV1 agonist stimulation in the presence of TRPV1 overexpression caused reactive oxygen species-mediated caspase-3 activation. Moreover, capsaicin induced the cellular demise of primary TRPV1-positive trigeminal ganglion neurons in a dose-dependent manner, and this effect was inhibited by a free radical scavenger and a pancaspase inhibitor. This study delineates the localization of antioxidative stress-related enzymes in the trigeminal ganglion and reveals the importance of the pivotal role of reactive oxygen species in the TRPV1-mediated caspase-dependent cell death of trigeminal ganglion neurons. Therapeutic measures for antioxidative stress should be taken to prevent
Singular Hopf bifurcation in a differential equation with large state-dependent delay.
Kozyreff, G; Erneux, T
2014-02-01
We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol's equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays. PMID:24511255
Singular Hopf bifurcation in a differential equation with large state-dependent delay
Kozyreff, G.; Erneux, T.
2014-01-01
We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol’s equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays. PMID:24511255
A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology
NASA Astrophysics Data System (ADS)
Del Bene, Kevin; Lingevitch, Joseph; Doschek, George
2016-08-01
A wide-angle parabolic-wave-equation algorithm is developed and validated for local-helioseismic wave propagation. The parabolic equation is derived from a factorization of the linearized acousto-gravity wave equation. We apply the parabolic-wave equation to modeling acoustic propagation in a plane-parallel waveguide with physical properties derived from helioseismic data. The wavenumber power spectrum and wave-packet arrival-time structure for receivers in the photosphere with separation up to 30° is computed, and good agreement is demonstrated with measured values and a reference spectral model.
A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology
NASA Astrophysics Data System (ADS)
Del Bene, Kevin; Lingevitch, Joseph; Doschek, George
2016-07-01
A wide-angle parabolic-wave-equation algorithm is developed and validated for local-helioseismic wave propagation. The parabolic equation is derived from a factorization of the linearized acousto-gravity wave equation. We apply the parabolic-wave equation to modeling acoustic propagation in a plane-parallel waveguide with physical properties derived from helioseismic data. The wavenumber power spectrum and wave-packet arrival-time structure for receivers in the photosphere with separation up to 30° is computed, and good agreement is demonstrated with measured values and a reference spectral model.
The automatic solution of partial differential equations using a global spectral method
NASA Astrophysics Data System (ADS)
Townsend, Alex; Olver, Sheehan
2015-10-01
A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential operators and the one-dimensional ultraspherical spectral method. If a partial differential operator is of splitting rank 2, such as the operator associated with Poisson or Helmholtz, the corresponding PDE is solved via a generalized Sylvester matrix equation, and a bivariate polynomial approximation of the solution of degree (nx ,ny) is computed in O ((nxny) 3 / 2) operations. Partial differential operators of splitting rank ≥3 are solved via a linear system involving a block-banded matrix in O (min (nx3 ny ,nx ny3)) operations. Numerical examples demonstrate the applicability of our 2D spectral method to a broad class of PDEs, which includes elliptic and dispersive time-evolution equations. The resulting PDE solver is written in MATLAB and is publicly available as part of CHEBFUN. It can resolve solutions requiring over a million degrees of freedom in under 60 seconds. An experimental implementation in the JULIA language can currently perform the same solve in 10 seconds.
Lie group analysis of a generalized Krichever-Novikov differential-difference equation
NASA Astrophysics Data System (ADS)
Levi, Decio; Ricca, Eugenio; Thomova, Zora; Winternitz, Pavel
2014-10-01
The symmetry algebra of the differential-difference equation dot{u}_n = N/D with D = un+1 - un-1 and N = P(un)un+1un-1 + Q(un)(un+1 + un-1) + R(un), where P, Q, and R are arbitrary analytic functions is shown to have the dimension 1 ⩽ dimL ⩽ 5. When P, Q, and R are specific second order polynomials in un (depending on 6 constants) this is the integrable discretization of the Krichever-Novikov equation. We find 3 cases when the arbitrary functions are not polynomials and the symmetry algebra satisfies dimL = 2. These cases are shown not to be integrable. The symmetry algebras are used to reduce the equations to purely difference ones. The symmetry group is also used to impose periodicity un+N = un and thus to reduce the differential-difference equation to a system of N coupled ordinary three points difference equations.
ERIC Educational Resources Information Center
Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.
2008-01-01
Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…
ERIC Educational Resources Information Center
Khotimah, Rita Pramujiyanti; Masduki
2016-01-01
Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…
Energy Science and Technology Software Center (ESTSC)
2014-06-01
ARKode is part of a software family called SUNDIALS: SUite of Nonlinear and Differential/ALgebraic equation Solvers [1]. The ARKode solver library provides an adaptive-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs) using Runge Kutta methods [2].
Application of multiquadric method for numerical solution of elliptic partial differential equations
Sharan, M.; Kansa, E.J.; Gupta, S.
1994-01-01
We have used the multiquadric (MQ) approximation scheme for the solution of elliptic partial differential equations with Dirichlet and/or Neumann boundary conditions. The scheme has the advantage to use the data points in arbitrary locations with an arbitrary ordering. Two dimensional Laplace, Poisson and Biharmonic equations describing the various physical processes, have been taken as the test examples. The agreement is found to be very good between the computed and exact solutions. The method also provides an excellent approximation with curve boundary.
NASA Astrophysics Data System (ADS)
Rupšys, P.
2015-10-01
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Rupšys, P.
2015-10-28
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Stability and bifurcation analysis of a generalized scalar delay differential equation.
Bhalekar, Sachin
2016-08-01
This paper deals with the stability and bifurcation analysis of a general form of equation D(α)x(t)=g(x(t),x(t-τ)) involving the derivative of order α ∈ (0, 1] and a constant delay τ ≥ 0. The stability of equilibrium points is presented in terms of the stability regions and critical surfaces. We provide a necessary condition to exist chaos in the system also. A wide range of delay differential equations involving a constant delay can be analyzed using the results proposed in this paper. The illustrative examples are provided to explain the theory. PMID:27586623
Simulation of quantum dynamics based on the quantum stochastic differential equation.
Li, Ming
2013-01-01
The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm. PMID:23781156
Stability and bifurcation analysis of a generalized scalar delay differential equation
NASA Astrophysics Data System (ADS)
Bhalekar, Sachin
2016-08-01
This paper deals with the stability and bifurcation analysis of a general form of equation D α x ( t ) = g ( x ( t ) , x ( t - τ ) ) involving the derivative of order α ∈ (0, 1] and a constant delay τ ≥ 0. The stability of equilibrium points is presented in terms of the stability regions and critical surfaces. We provide a necessary condition to exist chaos in the system also. A wide range of delay differential equations involving a constant delay can be analyzed using the results proposed in this paper. The illustrative examples are provided to explain the theory.
Survey of the status of finite element methods for partial differential equations
NASA Technical Reports Server (NTRS)
Temam, Roger
1986-01-01
The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.
Integro-differential equations and the stability of neural networks with dendritic structure.
Bressloff, P C
1995-08-01
We analyse the effects of dendritic structure on the stability of a recurrent neural network in terms of a set of coupled, non-linear Volterra integro-differential equations. These, which describe the dynamics of the somatic membrane potentials, are obtained by eliminating the dendritic potentials from the underlying compartmental model or cable equations. We then derive conditions for Turing-like instability as a precursor for pattern formation in a spatially organized network. These conditions depend on the spatial distribution of axo-dendritic connections across the network. PMID:7548316
Operational method of solution of linear non-integer ordinary and partial differential equations.
Zhukovsky, K V
2016-01-01
We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique. PMID:26900541
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1976-01-01
If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.
On exponential stability of linear Levin-Nohel integro-differential equations
NASA Astrophysics Data System (ADS)
Tien Dung, Nguyen
2015-02-01
The aim of this paper is to investigate the exponential stability for linear Levin-Nohel integro-differential equations with time-varying delays. To the best of our knowledge, the exponential stability for such equations has not yet been discussed. In addition, since we do not require that the kernel and delay are continuous, our results improve those obtained in Becker and Burton [Proc. R. Soc. Edinburgh, Sect. A: Math. 136, 245-275 (2006)]; Dung [J. Math. Phys. 54, 082705 (2013)]; and Jin and Luo [Comput. Math. Appl. 57(7), 1080-1088 (2009)].
On stochastic differential equations driven by the renormalized square of the Gaussian white noise
NASA Astrophysics Data System (ADS)
Ben Ammou, Bilel Kacem; Lanconelli, Alberto
2015-11-01
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform nonlinear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of nonlinear functions. We prove an Itô-type formula and solve stochastic differential equations driven by the renormalized square of the Gaussian white noise. Our approach works with standard assumptions on the coefficients of the equations, global Lipschitz continuity, and produces existence and uniqueness results in the space where the noise lives. The linear case is studied in details and positivity of the solution is proved.
NASA Technical Reports Server (NTRS)
Steger, Joseph L.
1989-01-01
Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, an extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.
Graphical construction of a local perspective on differentiation and integration
NASA Astrophysics Data System (ADS)
Hong, Ye Yoon; Thomas, Michael O. J.
2015-06-01
Recent studies of the transition from school to university mathematics have identified a number of epistemological gaps, including the need to change from an emphasis on equality to that of inequality. Another crucial epistemological change during this transition involves the movement from the pointwise and global perspectives of functions usually established through the school curriculum to a view of function that includes a local, or interval, perspective. This is necessary for study of concepts such as continuity and limit that underpin calculus and analysis at university. In this study, a first-year university calculus course in Korea was constructed that integrated use of digital technology and considered the epistemic value of the associated techniques. The aim was to encourage versatile thinking about functions, especially in relation to properties arising from a graphical investigation of differentiation and integration. In this paper, the results of this approach for the learning of derivative and antiderivative, based on integrated technology use, are presented. They show the persistence of what Tall ( Mathematics Education Research Journal, 20(2), 5-24, 2008) describes as symbolic world algebraic thinking on the part of a significant minority of students, who feel the need to introduce algebraic methods, in spite of its disadvantages, even when no explicit algebra is provided. However, the results also demonstrate the ability of many of the students to use technology mediation to build local or interval conceptual thinking about derivative and antiderivative functions.
NASA Astrophysics Data System (ADS)
Amengonu, Yawo H.; Kakad, Yogendra P.
2014-07-01
Quasivelocity techniques such as Maggi's and Boltzmann-Hamel's equations eliminate Lagrange multipliers from the beginning as opposed to the Euler-Lagrange method where one has to solve for the n configuration variables and the multipliers as functions of time when there are m nonholonomic constraints. Maggi's equation produces n second-order differential equations of which (n-m) are derived using (n-m) independent quasivelocities and the time derivative of the m kinematic constraints which add the remaining m second order differential equations. This technique is applied to derive the dynamics of a differential mobile robot and a controller which takes into account these dynamics is developed.
Time-local Heisenberg-Langevin equations and the driven qubit
NASA Astrophysics Data System (ADS)
Whalen, S. J.; Carmichael, H. J.
2016-06-01
The time-local master equation for a driven boson system interacting with a boson environment is derived by way of a time-local Heisenberg-Langevin equation. Extension to the driven qubit fails—except for weak excitation—due to the lost linearity of the system-environment interaction. We show that a reported time-local master equation for the driven qubit is incorrect. As a corollary to our demonstration, we also uncover odd asymptotic behavior in the "repackaged" time-local dynamics of a system driven to a far-from-equilibrium steady state: the density operator becomes steady while time-dependent coefficients oscillate (with periodic singularities) forever.
NASA Astrophysics Data System (ADS)
Burlutskaya, M. Sh.
2014-01-01
The Fourier method is used to find a classical solution of the mixed problem for a first-order differential equation with involution and periodic boundary conditions. The application of the Fourier method is substantiated using refined asymptotic formulas obtained for the eigenvalues and eigenfunctions of the corresponding spectral problem. The Fourier series representing the formal solution is transformed using certain techniques, and the possibility of its term-by-term differentiation is proved. Minimal requirements are imposed on the initial data of the problem.
NASA Astrophysics Data System (ADS)
Fernández-Guasti, M.
2015-03-01
The solution to a non-autonomous second order ordinary differential equation is presented. The real function, dependent on the differentiation variable, is a squared hyperbolic tangent function plus a term that involves the quotient of hyperbolic functions. This function varies from one limiting value to another without having any singularities. The solution is remarkably simple and involves only trigonometric and hyperbolic trigonometric functions. The solution is analyzed in the context of wave propagation in an inhomogeneous one-dimensional medium. The profile is shown to act as a perfect anti-reflection interface, providing a possible alternative route to the fabrication of reflectionless surfaces.