Supersymmetric fifth order evolution equations
Tian, K.; Liu, Q. P.
2010-03-08
This paper considers supersymmetric fifth order evolution equations. Within the framework of symmetry approach, we give a list containing six equations, which are (potentially) integrable systems. Among these equations, the most interesting ones include a supersymmetric Sawada-Kotera equation and a novel supersymmetric fifth order KdV equation. For the latter, we supply some properties such as a Hamiltonian structures and a possible recursion operator.
Logistic equation of arbitrary order
NASA Astrophysics Data System (ADS)
Grabowski, Franciszek
2010-08-01
The paper is concerned with the new logistic equation of arbitrary order which describes the performance of complex executive systems X vs. number of tasks N, operating at limited resources K, at non-extensive, heterogeneous self-organization processes characterized by parameter f. In contrast to the classical logistic equation which exclusively relates to the special case of sub-extensive homogeneous self-organization processes at f=1, the proposed model concerns both homogeneous and heterogeneous processes in sub-extensive and super-extensive areas. The parameter of arbitrary order f, where -∞
Discrete Fractional Diffusion Equation of Chaotic Order
NASA Astrophysics Data System (ADS)
Wu, Guo-Cheng; Baleanu, Dumitru; Xie, He-Ping; Zeng, Sheng-Da
Discrete fractional calculus is suggested in diffusion modeling in porous media. A variable-order fractional diffusion equation is proposed on discrete time scales. A function of the variable order is constructed by a chaotic map. The model shows some new random behaviors in comparison with other variable-order cases.
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.
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.
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…
Numerical integration of second order differential equations
NASA Technical Reports Server (NTRS)
Shanks, E. B.
1971-01-01
Performance characteristics of higher order approximations of Runge-Kutta type are analyzed, and performance predictors for time required on machine and for error size are developed. Technique is useful in evaluating system performance, analyzing material characteristics, and designing inertial guidance and nuclear instrumentation and materials.
High-order rogue waves for the Hirota equation
Li, Linjing; Wu, Zhiwei; Wang, Lihong; He, Jingsong
2013-07-15
The Hirota equation is better than the nonlinear Schrödinger equation when approximating deep ocean waves. In this paper, high-order rational solutions for the Hirota equation are constructed based on the parameterized Darboux transformation. Several types of this kind of solutions are classified by their structures. -- Highlights: •The determinant representation of the N-fold Darboux transformation of the Hirota equation. •Properties of the fundamental pattern of the higher order rogue wave. •Ring structure and triangular structure of the higher order rogue waves.
Drift kinetic equation exact through second order in gyroradius expansion
Simakov, Andrei N.; Catto, Peter J.
2005-01-01
The drift kinetic equation of Hazeltine [R. D. Hazeltine, Plasma Phys. 15, 77 (1973)] for a magnetized plasma of arbitrary collisionality is widely believed to be exact through the second order in the gyroradius expansion. It is demonstrated that this equation is only exact through the first order. The reason is that when evaluating the second-order gyrophase dependent distribution function, Hazeltine neglected contributions from the first-order gyrophase dependent distribution function, and then used this incomplete expression to derive the equation for the gyrophase independent distribution function. Consequently, the second-order distribution function and the stress tensor derived by this approach are incomplete. By relaxing slightly Hazeltine's orderings one is able to obtain a drift kinetic equation accurate through the second order in the gyroradius expansion. In addition, the gyroviscous stress tensor for plasmas of arbitrary collisionality is obtained.
NASA Astrophysics Data System (ADS)
Zhuravlev, V. M.
2016-03-01
We discuss an extension of the theory of multidimensional second-order equations of the elliptic and hyperbolic types related to multidimensional quasilinear autonomous first-order partial differential equations. Calculating the general integrals of these equations allows constructing exact solutions in the form of implicit functions. We establish a connection with hydrodynamic equations. We calculate the number of free functional parameters of the constructed solutions. We especially construct and analyze implicit solutions of the Laplace and d'Alembert equations in a coordinate space of arbitrary finite dimension. In particular, we construct generalized Penrose-Rindler solutions of the d'Alembert equation in 3+1 dimensions.
Third order equations of motion and the Ostrogradsky instability
NASA Astrophysics Data System (ADS)
Motohashi, Hayato; Suyama, Teruaki
2015-04-01
It is known that any nondegenerate Lagrangian containing time derivative terms higher than first order suffers from the Ostrogradsky instability, pathological excitation of positive and negative energy degrees of freedom. We show that, within the framework of analytical mechanics of point particles, any Lagrangian for third order equations of motion, which evades the nondegeneracy condition, still leads to the Ostrogradsky instability. Extension to the case of higher odd order equations of motion is also considered.
Vector order parameter in general relativity: Covariant equations
Meierovich, Boris E.
2010-07-15
Phase transitions with spontaneous symmetry breaking and vector order parameter are considered in multidimensional theory of general relativity. Covariant equations, describing the gravitational properties of topological defects, are derived. The topological defects are classified in accordance with the symmetry of the covariant derivative of the vector order parameter. The abilities of the derived equations are demonstrated in application to the braneworld concept. New solutions of the Einstein equations with a transverse vector order parameter are presented. In the vicinity of phase transition, the solutions are found analytically.
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.
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
The Poisson equation at second order in relativistic cosmology
Hidalgo, J.C.; Christopherson, Adam J.; Malik, Karim A. E-mail: Adam.Christopherson@nottingham.ac.uk
2013-08-01
We calculate the relativistic constraint equation which relates the curvature perturbation to the matter density contrast at second order in cosmological perturbation theory. This relativistic ''second order Poisson equation'' is presented in a gauge where the hydrodynamical inhomogeneities coincide with their Newtonian counterparts exactly for a perfect fluid with constant equation of state. We use this constraint to introduce primordial non-Gaussianity in the density contrast in the framework of General Relativity. We then derive expressions that can be used as the initial conditions of N-body codes for structure formation which probe the observable signature of primordial non-Gaussianity in the statistics of the evolved matter density field.
Transparent boundary conditions for iterative high-order parabolic equations
NASA Astrophysics Data System (ADS)
Petrov, P. S.; Ehrhardt, M.
2016-05-01
Recently a new approach to the construction of high-order parabolic approximations for the Helmholtz equation was developed. These approximations have the form of the system of iterative parabolic equations, where the solution of the n-th equation is used as an input term for the (n + 1)-th equation. In this study the transparent boundary conditions for such systems of coupled parabolic equations are derived. The existence and uniqueness of the solution of the initial boundary value problem for the system of iterative parabolic equations with the derived boundary conditions are proved. The well-posedness of this problem is also established and an unconditionally stable finite difference scheme for its solution is proposed.
Second-order variational equations for N-body simulations
NASA Astrophysics Data System (ADS)
Rein, Hanno; Tamayo, Daniel
2016-07-01
First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov characteristic Exponent (MLE) and the Mean Exponential Growth factor of Nearby Orbits (MEGNO). In this paper we lay out the theoretical framework to extend the idea of variational equations to higher order. We explicitly derive the differential equations that govern the evolution of second-order variations in the N-body problem. Going to second order opens the door to new applications, including optimization algorithms that require the first and second derivatives of the solution, like the classical Newton's method. Typically, these methods have faster convergence rates than derivative-free methods. Derivatives are also required for Riemann manifold Langevin and Hamiltonian Monte Carlo methods which provide significantly shorter correlation times than standard methods. Such improved optimization methods can be applied to anything from radial-velocity/transit-timing-variation fitting to spacecraft trajectory optimization to asteroid deflection. We provide an implementation of first- and second-order variational equations for the publicly available REBOUND integrator package. Our implementation allows the simultaneous integration of any number of first- and second-order variational equations with the high-accuracy IAS15 integrator. We also provide routines to generate consistent and accurate initial conditions without the need for finite differencing.
A New Low Dissipative High Order Schemes for MHD Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sjoegreen, Bjoern; Mansour, Nagi (Technical Monitor)
2002-01-01
The goal of this talk is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls to limit the amount and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvilinear grids.
Absorbing boundary conditions for second-order hyperbolic equations
NASA Technical Reports Server (NTRS)
Jiang, Hong; Wong, Yau Shu
1990-01-01
A uniform approach to construct absorbing artificial boundary conditions for second-order linear hyperbolic equations is proposed. The nonlocal boundary condition is given by a pseudodifferential operator that annihilates travelling waves. It is obtained through the dispersion relation of the differential equation by requiring that the initial-boundary value problem admits the wave solutions travelling in one direction only. Local approximation of this global boundary condition yields an nth-order differential operator. It is shown that the best approximations must be in the canonical forms which can be factorized into first-order operators. These boundary conditions are perfectly absorbing for wave packets propagating at certain group velocities. A hierarchy of absorbing boundary conditions is derived for transonic small perturbation equations of unsteady flows. These examples illustrate that the absorbing boundary conditions are easy to derive, and the effectiveness is demonstrated by the numerical experiments.
Absorbing boundary conditions for second-order hyperbolic equations
NASA Technical Reports Server (NTRS)
Jiang, Hong; Wong, Yau Shu
1989-01-01
A uniform approach to construct absorbing artificial boundary conditions for second-order linear hyperbolic equations is proposed. The nonlocal boundary condition is given by a pseudodifferential operator that annihilates travelling waves. It is obtained through the dispersion relation of the differential equation by requiring that the initial-boundary value problem admits the wave solutions travelling in one direction only. Local approximation of this global boundary condition yields an nth-order differential operator. It is shown that the best approximations must be in the canonical forms which can be factorized into first-order operators. These boundary conditions are perfectly absorbing for wave packets propagating at certain group velocities. A hierarchy of absorbing boundary conditions is derived for transonic small perturbation equations of unsteady flows. These examples illustrate that the absorbing boundary conditions are easy to derive, and the effectiveness is demonstrated by the numerical experiments.
Optimization of High-order Wave Equations for Multicore CPUs
Energy Science and Technology Software Center (ESTSC)
2011-11-01
This is a simple benchmark to guage the performance of a high-order isotropic wave equation grid. The code is optimized for both SSE and AVX and is parallelized using OpenMP (see Optimization section). Structurally, the benchmark begins, reads a few command-line parameters, allocates and pads the four arrays (current, last, next wave fields, and the spatially varying but isotropic velocity), initializes these arrays, then runs the benchmark proper. The code then benchmarks the naive, SSEmore » (if supported), and AVX (if supported implementations) by applying the wave equation stencil 100 times and taking the average performance. Boundary conditions are ignored and would noiminally be implemented by the user. THus, the benchmark measures only the performance of the wave equation stencil and not a full simulation. The naive implementation is a quadruply (z,y,x, radius) nested loop that can handle arbitrarily order wave equations. The optimized (SSE/AVX) implentations are somewhat more complex as they operate on slabs and include a case statement to select an optimized inner loop depending on wave equation order.« less
Optimization of High-order Wave Equations for Multicore CPUs
Williams, Samuel
2011-11-01
This is a simple benchmark to guage the performance of a high-order isotropic wave equation grid. The code is optimized for both SSE and AVX and is parallelized using OpenMP (see Optimization section). Structurally, the benchmark begins, reads a few command-line parameters, allocates and pads the four arrays (current, last, next wave fields, and the spatially varying but isotropic velocity), initializes these arrays, then runs the benchmark proper. The code then benchmarks the naive, SSE (if supported), and AVX (if supported implementations) by applying the wave equation stencil 100 times and taking the average performance. Boundary conditions are ignored and would noiminally be implemented by the user. THus, the benchmark measures only the performance of the wave equation stencil and not a full simulation. The naive implementation is a quadruply (z,y,x, radius) nested loop that can handle arbitrarily order wave equations. The optimized (SSE/AVX) implentations are somewhat more complex as they operate on slabs and include a case statement to select an optimized inner loop depending on wave equation order.
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 .
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.
Second-order numerical solution of time-dependent, first-order hyperbolic equations
NASA Technical Reports Server (NTRS)
Shah, Patricia L.; Hardin, Jay
1995-01-01
A finite difference scheme is developed to find an approximate solution of two similar hyperbolic equations, namely a first-order plane wave and spherical wave problem. Finite difference approximations are made for both the space and time derivatives. The result is a conditionally stable equation yielding an exact solution when the Courant number is set to one.
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…
Negative-order Korteweg-de Vries equations.
Qiao, Zhijun; Fan, Engui
2012-07-01
In this paper, based on the regular Korteweg-de Vries (KdV) system, we study negative-order KdV (NKdV) equations, particularly their Hamiltonian structures, Lax pairs, conservation laws, and explicit multisoliton and multikink wave solutions thorough bilinear Bäcklund transformations. The NKdV equations studied in our paper are differential and actually derived from the first member in the negative-order KdV hierarchy. The NKdV equations are not only gauge equivalent to the Camassa-Holm equation through reciprocal transformations but also closely related to the Ermakov-Pinney systems and the Kupershmidt deformation. The bi-Hamiltonian structures and a Darboux transformation of the NKdV equations are constructed with the aid of trace identity and their Lax pairs, respectively. The single and double kink wave and bell soliton solutions are given in an explicit formula through the Darboux transformation. The one-kink wave solution is expressed in the form of tanh while the one-bell soliton is in the form of sech, and both forms are very standard. The collisions of two-kink wave and two-bell soliton solutions are analyzed in detail, and this singular interaction differs from the regular KdV equation. Multidimensional binary Bell polynomials are employed to find bilinear formulation and Bäcklund transformations, which produce N-soliton solutions. A direct and unifying scheme is proposed for explicitly building up quasiperiodic wave solutions of the NKdV equations. Furthermore, the relations between quasiperiodic wave solutions and soliton solutions are clearly described. Finally, we show the quasiperiodic wave solution convergent to the soliton solution under some limit conditions. PMID:23005555
Classical equation of motion and anomalous dimensions at leading order
NASA Astrophysics Data System (ADS)
Nii, Keita
2016-07-01
Motivated by a recent paper by Rychkov-Tan [1], we calculate the anomalous dimensions of the composite operators at the leading order in various models including a ϕ 3-theory in (6 - ɛ) dimensions. The method presented here relies only on the classical equation of motion and the conformal symmetry. In case that only the leading expressions of the critical exponents are of interest, it is sufficient to reduce the multiplet recombination discussed in [1] to the classical equation of motion. We claim that in many cases the use of the classical equations of motion and the CFT constraint on two- and three-point functions completely determine the leading behavior of the anomalous dimensions at the Wilson-Fisher fixed point without any input of the Feynman diagrammatic calculation. The method developed here is closely related to the one presented in [1] but based on a more perturbative point of view.
Stabilization with target oriented control for higher order difference equations
NASA Astrophysics Data System (ADS)
Braverman, Elena; Franco, Daniel
2015-06-01
For a physical or biological model whose dynamics is described by a higher order difference equation un+1 = f (un ,un-1 , … ,u n - k + 1), we propose a version of a target oriented control un+1 = cT + (1 - c) f (un ,un-1 , … ,u n - k + 1), with T ≥ 0, c ∈ [ 0 , 1). In ecological systems, the method incorporates harvesting and recruitment and for a wide class of f, allows to stabilize (locally or globally) a fixed point of f. If a point which is not a fixed point of f has to be stabilized, the target oriented control is an appropriate method for achieving this goal. As a particular case, we consider pest control applied to pest populations with delayed density-dependence. This corresponds to a proportional feedback method, which includes harvesting only, for higher order equations.
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.
Second order upwind Lagrangian particle method for Euler equations
Samulyak, Roman; Chen, Hsin -Chiang; Yu, Kwangmin
2016-06-01
A new second order upwind Lagrangian particle method for solving Euler equations for compressible inviscid fluid or gas flows is proposed. Similar to smoothed particle hydrodynamics (SPH), the method represents fluid cells with Lagrangian particles and is suitable for the simulation of complex free surface / multiphase flows. The main contributions of our method, which is different from SPH in all other aspects, are (a) significant improvement of approximation of differential operators based on a polynomial fit via weighted least squares approximation and the convergence of prescribed order, (b) an upwind second-order particle-based algorithm with limiter, providing accuracy and longmore » term stability, and (c) accurate resolution of states at free interfaces. In conclusion, numerical verification tests demonstrating the convergence order for fixed domain and free surface problems are presented.« less
Point model equations for neutron correlation counting: Extension of Böhnel's equations to any order
Favalli, Andrea; Croft, Stephen; Santi, Peter
2015-06-15
Various methods of autocorrelation neutron analysis may be used to extract information about a measurement item containing spontaneously fissioning material. The two predominant approaches being the time correlation analysis (that make use of a coincidence gate) methods of multiplicity shift register logic and Feynman sampling. The common feature is that the correlated nature of the pulse train can be described by a vector of reduced factorial multiplet rates. We call these singlets, doublets, triplets etc. Within the point reactor model the multiplet rates may be related to the properties of the item, the parameters of the detector, and basic nuclear data constants by a series of coupled algebraic equations – the so called point model equations. Solving, or inverting, the point model equations using experimental calibration model parameters is how assays of unknown items is performed. Currently only the first three multiplets are routinely used. In this work we develop the point model equations to higher order multiplets using the probability generating functions approach combined with the general derivative chain rule, the so called Faà di Bruno Formula. Explicit expression up to 5th order are provided, as well the general iterative formula to calculate any order. This study represents the first necessary step towards determining if higher order multiplets can add value to nondestructive measurement practice for nuclear materials control and accountancy.
Point model equations for neutron correlation counting: Extension of Böhnel's equations to any order
Favalli, Andrea; Croft, Stephen; Santi, Peter
2015-06-15
Various methods of autocorrelation neutron analysis may be used to extract information about a measurement item containing spontaneously fissioning material. The two predominant approaches being the time correlation analysis (that make use of a coincidence gate) methods of multiplicity shift register logic and Feynman sampling. The common feature is that the correlated nature of the pulse train can be described by a vector of reduced factorial multiplet rates. We call these singlets, doublets, triplets etc. Within the point reactor model the multiplet rates may be related to the properties of the item, the parameters of the detector, and basic nuclearmore » data constants by a series of coupled algebraic equations – the so called point model equations. Solving, or inverting, the point model equations using experimental calibration model parameters is how assays of unknown items is performed. Currently only the first three multiplets are routinely used. In this work we develop the point model equations to higher order multiplets using the probability generating functions approach combined with the general derivative chain rule, the so called Faà di Bruno Formula. Explicit expression up to 5th order are provided, as well the general iterative formula to calculate any order. This study represents the first necessary step towards determining if higher order multiplets can add value to nondestructive measurement practice for nuclear materials control and accountancy.« less
Point model equations for neutron correlation counting: Extension of Böhnel's equations to any order
NASA Astrophysics Data System (ADS)
Favalli, Andrea; Croft, Stephen; Santi, Peter
2015-09-01
Various methods of autocorrelation neutron analysis may be used to extract information about a measurement item containing spontaneously fissioning material. The two predominant approaches being the time correlation analysis (that make use of a coincidence gate) methods of multiplicity shift register logic and Feynman sampling. The common feature is that the correlated nature of the pulse train can be described by a vector of reduced factorial multiplet rates. We call these singlets, doublets, triplets etc. Within the point reactor model the multiplet rates may be related to the properties of the item, the parameters of the detector, and basic nuclear data constants by a series of coupled algebraic equations - the so called point model equations. Solving, or inverting, the point model equations using experimental calibration model parameters is how assays of unknown items is performed. Currently only the first three multiplets are routinely used. In this work we develop the point model equations to higher order multiplets using the probability generating functions approach combined with the general derivative chain rule, the so called Faà di Bruno Formula. Explicit expression up to 5th order are provided, as well the general iterative formula to calculate any order. This work represents the first necessary step towards determining if higher order multiplets can add value to nondestructive measurement practice for nuclear materials control and accountancy.
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.
Ninth order block hybrid collocation method for second order ordinary differential equations
NASA Astrophysics Data System (ADS)
Yap, Lee Ken; Ismail, Fudziah
2016-02-01
A ninth order block hybrid collocation method is proposed for solving general second order ordinary differential equations directly. The derivation involves interpolation and collocation of basic polynomial that generates the main and additional methods. These methods are applied simultaneously to provide approximate solutions at five main points and three off-step points. The stability properties of the block method are discussed. Some illustrative examples are given to demonstrate the efficiency of the method.
Higher order Peregrine breathers solutions to the NLS equation
NASA Astrophysics Data System (ADS)
Gaillard, Pierre
2015-09-01
The solutions to the one dimensional focusing nonlinear Schrodinger equation (NLS) can be written as a product of an exponential depending on t by a quotient of two polynomials of degree N(N + 1) in x and t. These solutions depend on 2N - 2 parameters : when all these parameters are equal to 0, we obtain the famous Peregrine breathers which we call PN breathers. Between all quasi-rational solutions of rank N fixed by the condition that its absolute value tends to 1 at infinity and its highest maximum is located at point (x = 0,t = 0), the PN breather is distinguished by the fact that PN (0, 0) = 2N + 1. We construct Peregrine breathers of the rank N explicitly for N ≤ 11. We give figures of these PN breathers in the (x; t) plane; plots of the solutions PN (0; t), PN (x;0), never given for 6 < N < 11 are constructed in this work. It is the first time that the Peregrine breather of order 11 is explicitly constructed.
Generation and application of the equations of condition for high order Runge-Kutta methods
NASA Technical Reports Server (NTRS)
Haley, D. C.
1972-01-01
This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.
Higher-order Hamiltonian fluid reduction of Vlasov equation
Perin, M.; Chandre, C.; Morrison, P.J.; Tassi, E.
2014-09-15
From the Hamiltonian structure of the Vlasov equation, we build a Hamiltonian model for the first three moments of the Vlasov distribution function, namely, the density, the momentum density and the specific internal energy. We derive the Poisson bracket of this model from the Poisson bracket of the Vlasov equation, and we discuss the associated Casimir invariants.
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.
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
A fourth-order box method for solving the boundary layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.
Higher-order Schrödinger and Hartree–Fock equations
Carles, Rémi; Lucha, Wolfgang; Moulay, Emmanuel
2015-12-15
The domain of validity of the higher-order Schrödinger equations is analyzed for harmonic-oscillator and Coulomb potentials as typical examples. Then, the Cauchy theory for higher-order Hartree–Fock equations with bounded and Coulomb potentials is developed. Finally, the existence of associated ground states for the odd-order equations is proved. This renders these quantum equations relevant for physics.
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…
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…
Singular parabolic equations of second order on manifolds with singularities
NASA Astrophysics Data System (ADS)
Shao, Yuanzhen
2016-01-01
The main aim of this article is to establish an Lp-theory for elliptic operators on manifolds with singularities. The particular class of differential operators discussed herein may exhibit degenerate or singular behavior near the singular ends of the manifolds. Such a theory is of importance for the study of elliptic and parabolic equations on non-compact, or even incomplete manifolds, with or without boundary.
NASA Technical Reports Server (NTRS)
Park, K. C.; Belvin, W. Keith
1990-01-01
A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.
On the System of High Order Rational Difference Equations
Zhang, Qianhong; Zhang, Wenzhuan; Shao, Yuanfu; Liu, Jingzhong
2014-01-01
This paper is concerned with the boundedness, persistence, and global asymptotic behavior of positive solution for a system of two rational difference equations x n+1 = A + (x n/∑i=1 k y n−i), y n+1 = B + (y n/∑i=1 k x n−i), n = 0,1,…, k ∈ {1,2,…}, where A, B ∈ (0, ∞), x −i ∈ (0, ∞), and y −i ∈ (0, ∞), i = 0,1, 2,…, k.
A Quasi-Lie Schemes Approach to Second-Order Gambier Equations
NASA Astrophysics Data System (ADS)
Cariñena, José F.; Guha, Partha; de Lucas, Javier
2013-03-01
A quasi-Lie scheme is a geometric structure that provides t-dependent changes of variables transforming members of an associated family of systems of first-order differential equations into members of the same family. In this note we introduce two quasi-Lie schemes for studying second-order Gambier equations in a geometric way. This allows us to study the transformation of these equations into simpler canonical forms, which solves a gap in the previous literature, and other relevant differential equations, which leads to derive new constants of motion for families of second-order Gambier equations. Additionally, we describe general solutions of certain second-order Gambier equations in terms of particular solutions of Riccati equations, linear systems, and t-dependent frequency harmonic oscillators.
Stability and periodicity of high-order Lorenz–Stenflo equations
NASA Astrophysics Data System (ADS)
Park, Junho; Han, Beom-Soon; Lee, Hyunho; Jeon, Ye-Lim; Baik, Jong-Jin
2016-06-01
In this paper, we derive high-order Lorenz–Stenflo equations with 6 variables and investigate periodic behaviors as well as stability of the equations. The stability of the high-order Lorenz–Stenflo equations is investigated by the linear stability analysis for various parameters. A periodicity diagram is also computed and it shows that the high-order Lorenz–Stenflo equations exhibit very different behaviors from the original Lorenz–Stenflo equations for both periodic and chaotic solutions. For example, period 3 regime for large parameters and scattered periodic regime are newly observed, and chaotic regimes exist for smaller values of r but for larger values of s than the original equations. In contrast, similarities such as the enclosure of the chaotic regime by the periodic regime or complex periodic regimes inside the chaotic regime are also observed for both the original and high-order Lorenz–Stenflo equations.
Equations of condition for high order Runge-Kutta-Nystrom formulae
NASA Technical Reports Server (NTRS)
Bettis, D. G.
1974-01-01
Derivation of the equations of condition of order eight for a general system of second-order differential equations approximated by the basic Runge-Kutta-Nystrom algorithm. For this general case, the number of equations of condition is considerably larger than for the special case where the first derivative is not present. Specifically, it is shown that, for orders two through eight, the number of equations for each order is 1, 1, 1, 2, 3, 5, and 9 for the special case and is 1, 1, 2, 5, 13, 34, and 95 for the general case.
Soliton solutions of the KdV equation with higher-order corrections
NASA Astrophysics Data System (ADS)
Wazwaz, Abdul-Majid
2010-10-01
In this work, the Korteweg-de Vries (KdV) equation with higher-order corrections is examined. We studied the KdV equation with first-order correction and that with second-order correction that include the terms of the fifth-order Lax, Sawada-Kotera and Caudrey-Dodd-Gibbon equations. The simplified form of the bilinear method was used to show the integrability of the first-order models and therefore to obtain multiple soliton solutions for each one. The obstacles to integrability of some of the models with second-order corrections are examined as well.
Compact high-order schemes for the Euler equations
NASA Technical Reports Server (NTRS)
Abarbanel, Saul; Kumar, Ajay
1988-01-01
An implicit approximate factorization (AF) algorithm is constructed which has the following characteristics. In 2-D: the scheme is unconditionally stable, has a 3 x 3 stencil and at steady state has a fourth order spatial accuracy. The temporal evolution is time accurate either to first or second order through choice of parameter. In 3-D: the scheme has almost the same properties as in 2-D except that it is now only conditionally stable, with the stability condition (the CFL number) being dependent on the cell aspect ratios, delta y/delta x and delta z/delta x. The stencil is still compact and fourth order accuracy at steady state is maintained.
On the asymptotic solutions of the KdV equation with higher-order corrections
NASA Astrophysics Data System (ADS)
Burde, Georgy I.
2005-07-01
A method for construction of new integrable PDEs, whose properties are related to an asymptotic perturbation expansion with the leading-order term given by an integrable equation, is developed. A new integrable equation is constructed by applying the properly defined Lie-Bäcklund group of transformations to the leading-order equation. The integrable equations related to the Korteweg-de Vries (KdV) equation with higher-order corrections are used to investigate the limits of applicability of the so-called asymptotic integrability concept. It is found that the solutions of the higher-order KdV equations obtained by a near identity transform from the normal form solitary waves cannot, in principle, describe some intrinsic features of the high-order KdV solitons.
Compact high order schemes for the Euler equations
NASA Technical Reports Server (NTRS)
Abarbanel, Saul; Kumar, Ajay
1988-01-01
An implicit approximate factorization (AF) algorithm is constructed which has the following characteistics. In 2-D: The scheme is unconditionally stable, has a 3 x 3 stencil and at steady state has a fourth order spatial accuracy. The temporal evolution is time accurate either to first or second order through choice of parameter. In 3-D: The scheme has almost the same properties as in 2-D except that it is now only conditionally stable, with the stability condition (the CFL number) being dependent on the cell aspect ratios, delta y/delta x and delta z/delta x. The stencil is still compact and fourth order accuracy at steady state is maintained. Numerical experiments on a 2-D shock-reflection problem show the expected improvement over lower order schemes, not only in accuracy (measured by the L sub 2 error) but also in the dispersion. It is also shown how the same technique is immediately extendable to Runge-Kutta type schemes resulting in improved stability in addition to the enhanced accuracy.
Weak order for the discretization of the stochastic heat equation
NASA Astrophysics Data System (ADS)
Debussche, Arnaud; Printems, Jacques
2009-06-01
In this paper we study the approximation of the distribution of X_t Hilbert-valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as mathrm{d} X_t+AX_t mathrm{d} t = Q^{1/2} mathrm{d} W(t), quad X_0=x in H, quad tin[0,T], driven by a Gaussian space time noise whose covariance operator Q is given. We assume that A^{-alpha} is a finite trace operator for some alpha>0 and that Q is bounded from H into D(A^beta) for some betageq 0 . It is not required to be nuclear or to commute with A . The discretization is achieved thanks to finite element methods in space (parameter h>0 ) and a theta -method in time (parameter Delta t=T/N ). We define a discrete solution X^n_h and for suitable functions \\varphi defined on H , we show that \\vertmathbb{E} \\varphi(X^N_h) - mathbb{E} \\varphi(X_T) \\vert = O(h^{2gamma} + Delta t^gamma) where gamma<1- alpha + beta . Let us note that as in the finite dimensional case the rate of convergence is twice the one for pathwise approximations.
Convergence order vs. parallelism in the numerical simulation of the bidomain equations
NASA Astrophysics Data System (ADS)
Sharomi, Oluwaseun; Spiteri, Raymond J.
2012-10-01
The propagation of electrical activity in the human heart can be modelled mathematically by the bidomain equations. The bidomain equations represent a multi-scale reaction-diffusion model that consists of a set of ordinary differential equations governing the dynamics at the cellular level coupled with a set of partial differential equations governing the dynamics at the tissue level. Significant computation is generally required to generate clinically useful data from the bidomain equations. Contemporary developments in computer architecture, in particular multi- and many-core computers and graphics processing units, have made such computations feasible. However, the zeal to take advantage to parallel architectures has typically caused another important aspect of numerical methods for the solution of differential equations to be overlooked, namely the convergence order. It is well known that higher-order methods are generally more efficient than lower-order ones when solutions are smooth and relatively high accuracy is desired. In these situations, serial implementations of high-order methods may remain surprisingly competitive with parallel implementations of low-order methods. In this paper, we examine the effect of order on the numerical solution of the bidomain equations in parallel. We find that high-order methods, in particular high-order time-integration methods with relatively better stability properties, tend to outperform their low-order counterparts, even when the latter are run in parallel. In other words, increasing integration order often trumps increasing available computational resources, especially when relatively high accuracy is desired.
A Lagrangian description of the higher-order Painlevé equations
NASA Astrophysics Data System (ADS)
Ghose Choudhury, A.; Guha, Partha; Kudryashov, N. A.
2012-05-01
We derive the Lagrangians of the higher-order Painlevé equations using Jacobi's last multiplier technique. Some of these higher-order differential equations display certain remarkable properties like passing the Painlevé test and satisfy the conditions stated by Juráš, thus allowing for a Lagrangian description.
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…
Local well-posedness for the fifth-order KdV equations on T
NASA Astrophysics Data System (ADS)
Kwak, Chulkwang
2016-05-01
This paper is a continuation of the paper Low regularity Cauchy problem for the fifth-order modified KdV equations on T[7]. In this paper, we consider the fifth-order equation in the Korteweg-de Vries (KdV) hierarchy as following:
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.
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.
NASA Astrophysics Data System (ADS)
Tamizhmani, K. M.; Krishnakumar, K.; Leach, P. G. L.
2015-11-01
We examine the reductions of the order of certain third- and second-order nonlinear equations with arbitrary nonlinearity through their symmetries and some appropriate transformations. We use the folding transformation which enables one to change from a nonlinearity with an arbitrary exponent to a nonlinearity with a specific numerical exponent.
Second-order discrete Kalman filtering equations for control-structure interaction simulations
NASA Technical Reports Server (NTRS)
Park, K. C.; Belvin, W. Keith; Alvin, Kenneth F.
1991-01-01
A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix.
Consistency of Equations in the Second-Order Gauge-Invariant Cosmological Perturbation Theory
NASA Astrophysics Data System (ADS)
Nakamura, K.
2009-06-01
Along the general framework of the gauge-invariant perturbation theory developed in the papers [K.~Nakamura, Prog.~Theor.~Phys. 110 (2003), 723; Prog.~Theor.~Phys. 113 (2005), 481], we rederive the second-order Einstein equation on four-dimensional homogeneous isotropic background universe in a gauge-invariant manner without ignoring any mode of perturbations. We consider the perturbations both in the universe dominated by the single perfect fluid and in that dominated by the single scalar field. We also confirmed the consistency of all the equations of the second-order Einstein equation and the equations of motion for matter fields, which are derived in the paper [K.~Nakamura, arXiv:0804.3840]. This confirmation implies that all the derived equations of the second order are self-consistent and these equations are correct in this sense.
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.
Fractional-order difference equations for physical lattices and some applications
Tarasov, Vasily E.
2015-10-15
Fractional-order operators for physical lattice models based on the Grünwald-Letnikov fractional differences are suggested. We use an approach based on the models of lattices with long-range particle interactions. The fractional-order operators of differentiation and integration on physical lattices are represented by kernels of lattice long-range interactions. In continuum limit, these discrete operators of non-integer orders give the fractional-order derivatives and integrals with respect to coordinates of the Grünwald-Letnikov types. As examples of the fractional-order difference equations for physical lattices, we give difference analogs of the fractional nonlocal Navier-Stokes equations and the fractional nonlocal Maxwell equations for lattices with long-range interactions. Continuum limits of these fractional-order difference equations are also suggested.
A novel unsplit perfectly matched layer for the second-order acoustic wave equation.
Ma, Youneng; Yu, Jinhua; Wang, Yuanyuan
2014-08-01
When solving acoustic field equations by using numerical approximation technique, absorbing boundary conditions (ABCs) are widely used to truncate the simulation to a finite space. The perfectly matched layer (PML) technique has exhibited excellent absorbing efficiency as an ABC for the acoustic wave equation formulated as a first-order system. However, as the PML was originally designed for the first-order equation system, it cannot be applied to the second-order equation system directly. In this article, we aim to extend the unsplit PML to the second-order equation system. We developed an efficient unsplit implementation of PML for the second-order acoustic wave equation based on an auxiliary-differential-equation (ADE) scheme. The proposed method can benefit to the use of PML in simulations based on second-order equations. Compared with the existing PMLs, it has simpler implementation and requires less extra storage. Numerical results from finite-difference time-domain models are provided to illustrate the validity of the approach. PMID:24794509
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.
High-Order Central WENO Schemes for 1D Hamilton-Jacobi Equations
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Bryan A. (Technical Monitor)
2002-01-01
In this paper we derive fully-discrete Central WENO (CWENO) schemes for approximating solutions of one dimensional Hamilton-Jacobi (HJ) equations, which combine our previous works. We introduce third and fifth-order accurate schemes, which are the first central schemes for the HJ equations of order higher than two. The core ingredient is the derivation of our schemes is a high-order CWENO reconstructions in space.
A second order accurate embedded boundary method for the wave equation with Dirichlet data
Kreiss, H O; Petersson, N A
2004-03-02
The accuracy of Cartesian embedded boundary methods for the second order wave equation in general two-dimensional domains subject to Dirichlet boundary conditions is analyzed. Based on the analysis, we develop a numerical method where both the solution and its gradient are second order accurate. We avoid the small-cell stiffness problem without sacrificing the second order accuracy by adding a small artificial term to the Dirichlet boundary condition. Long-time stability of the method is obtained by adding a small fourth order dissipative term. Several numerical examples are provided to demonstrate the accuracy and stability of the method. The method is also used to solve the two-dimensional TM{sub z} problem for Maxwell's equations posed as a second order wave equation for the electric field coupled to ordinary differential equations for the magnetic field.
The lattice Boltzmann model for the second-order Benjamin-Ono equations
NASA Astrophysics Data System (ADS)
Lai, Huilin; Ma, Changfeng
2010-04-01
In this paper, in order to extend the lattice Boltzmann method to deal with more complicated nonlinear equations, we propose a 1D lattice Boltzmann scheme with an amending function for the second-order (1 + 1)-dimensional Benjamin-Ono equation. With the Taylor expansion and the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The equilibrium distribution function and the amending function are obtained. Numerical simulations are carried out for the 'good' Boussinesq equation and the 'bad' one to validate the proposed model. It is found that the numerical results agree well with the analytical solutions. The present model can be used to solve more kinds of nonlinear partial differential equations.
Un-collided-flux preconditioning for the first order transport equation
Rigley, M.; Koebbe, J.; Drumm, C.
2013-07-01
Two codes were tested for the first order neutron transport equation using finite element methods. The un-collided-flux solution is used as a preconditioner for each of these methods. These codes include a least squares finite element method and a discontinuous finite element method. The performance of each code is shown on problems in one and two dimensions. The un-collided-flux preconditioner shows good speedup on each of the given methods. The un-collided-flux preconditioner has been used on the second-order equation, and here we extend those results to the first order equation. (authors)
NASA Astrophysics Data System (ADS)
Tarhini, Rana
2015-12-01
In this paper, we study a nonlocal degenerate parabolic equation of order α + 2 for α ∈ (0, 2). The equation is a generalization of the one arising in the modeling of hydraulic fractures studied by Imbert and Mellet in 2011. Using the same approach, we prove the existence of solutions for this equation for 0 < α < 2 and for nonnegative initial data satisfying appropriate assumptions. The main difference is the compactness results due to different Sobolev embeddings. Furthermore, for α > 1, we construct a nonnegative solution for nonnegative initial data under weaker assumptions.
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
New multiple-soliton (kink) solutions for the high-order Boussinesq-Burgers equation
NASA Astrophysics Data System (ADS)
Guo, Peng; Wu, Xiang; Wang, Liangbi
2016-07-01
The homogeneous balance method is extended to find more new solutions of nonlinear evolution equations. As illustrative examples, many new multiple-soliton (kink) solutions of the high-order Boussinesq-Burgers equation are constructed. It is shown that the homogeneous balance method may provide us with a straightforward and effective mathematic tool for generating new multiple-soliton (kink) solutions of nonlinear evolution equations.
Special polynomials associated with the fourth order analogue to the Painlevé equations
NASA Astrophysics Data System (ADS)
Kudryashov, Nikolai A.; Demina, Maria V.
2007-04-01
Rational solutions of the fourth order analogue to the Painlevé equations are classified. Special polynomials associated with the rational solutions are introduced. The structure of the polynomials is found. Formulae for their coefficients and degrees are derived. It is shown that special solutions of the Fordy Gibbons, the Caudrey Dodd Gibbon and the Kaup Kupershmidt equations can be expressed through solutions of the equation studied.
NASA Astrophysics Data System (ADS)
Gariel, J.; Marcilhacy, G.; Santos, N. O.
2008-02-01
We extend the method of separation of variables, studied by Léauté and Marcilhacy [Ann. Inst. Henri Poincare, Sect. A 331, 363 (1979)], to obtain transcendent solutions of the field equations for stationary axisymmetric systems. These solutions depend on transcendent functions satisfying a third order differential equation. For some solutions this equation satisfies the necessary conditions, but not sufficient, to have fixed critical points.
On the basic equations for the second-order modeling of compressible turbulence
NASA Technical Reports Server (NTRS)
Liou, W. W.; Shih, T.-H.
1991-01-01
Equations for the mean and turbulent quantities for compressible turbulent flows are derived. Both the conventional Reynolds average and the mass-weighted, Favre average were employed to decompose the flow variable into a mean and a turbulent quality. These equations are to be used later in developing second order Reynolds stress models for high speed compressible flows. A few recent advances in modeling some of the terms in the equations due to compressibility effects are also summarized.
Laplace homotopy perturbation method for Burgers equation with space- and time-fractional order
NASA Astrophysics Data System (ADS)
Johnston, S. J.; Jafari, H.; Moshokoa, S. P.; Ariyan, V. M.; Baleanu, D.
2016-07-01
The fractional Burgers equation describes the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Laplace homotopy perturbation method is discussed to obtain the approximate analytical solution of space-fractional and time-fractional Burgers equations. The method used combines the Laplace transform and the homotopy perturbation method. Numerical results show that the approach is easy to implement and accurate when applied to partial differential equations of fractional orders.
Research on high-order approximation of radiative transfer equation for image reconstruction
NASA Astrophysics Data System (ADS)
Ma, Wenjuan; Gao, Feng; Wu, Linhui; Yi, Xi; Zhu, Pingping; Zhao, Huijuan
2011-03-01
In this article, we derive the two-dimensional spherical harmonics equations to three-order (P3) of Radiative Transfer Equation for anisotropic scattering. We also solved this equations using Galerkin finite element method and compared the solutions with the first-order diffusion equation and Monte Carlo simulation. the benchmark problems are tested, and we found that the developed three-order model with high absorb coefficient is able to significantly improve the diffusion solution in circle geometry, and the radiance distribution close to light source is more accurate. It is significant for accurate modeling of light propagation in small tissue geometries in small animal imaging. Then, the inverse model for the simultaneous reconstruction of the absorption images is proposed based on P3 equations, and the feasibility and effectiveness of this method are proved by the simulation.
New solutions for two integrable cases of a generalized fifth-order nonlinear equation
NASA Astrophysics Data System (ADS)
Wazwaz, Abdul-Majid
2015-05-01
Multiple-complexiton solutions for a new generalized fifth-order nonlinear integrable equation are constructed with the help of the Hirota's method and the simplified Hirota's method. By extending the real parameters into complex parameters, nonsingular complexiton solutions are obtained for two specific coefficients of the new generalized equation.
New explicit global asymptotic stability criteria for higher order difference equations
NASA Astrophysics Data System (ADS)
El-Morshedy, Hassan A.
2007-12-01
New explicit sufficient conditions for the asymptotic stability of the zero solution of higher order difference equations are obtained. These criteria can be applied to autonomous and nonautonomous equations. The celebrated Clark asymptotic stability criterion is improved. Also, applications to models from mathematical biology and macroeconomics are given.
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.
Completeness of first and second order ODE flows and of Euler-Lagrange equations
NASA Astrophysics Data System (ADS)
Minguzzi, Ettore
2015-11-01
Two results on the completeness of maximal solutions to first and second order ordinary differential equations (or inclusions) over complete Riemannian manifolds, with possibly time-dependent metrics, are obtained. Applications to Lagrangian mechanics and gravitational waves are given.
The stability of numerical methods for second order ordinary differential equations
NASA Technical Reports Server (NTRS)
Gear, C. W.
1978-01-01
An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.
Conservation laws and a new expansion method for sixth order Boussinesq equation
NASA Astrophysics Data System (ADS)
Yokuş, Asıf; Kaya, Doǧan
2015-09-01
In this study, we analyze the conservation laws of a sixth order Boussinesq equation by using variational derivative. We get sixth order Boussinesq equation's traveling wave solutions with (1/G) -expansion method which we constitute newly by being inspired with (G/G) -expansion method which is suggested in [1]. We investigate conservation laws of the analytical solutions which we obtained by the new constructed method. The analytical solution's conductions which we get according to new expansion method are given graphically.
NASA Astrophysics Data System (ADS)
Pesci, Adriana I.; Goldstein, Raymond E.; Uys, Hermann
2005-05-01
In previous work we have shown that the quantum potential can be derived from the classical kinetic equations both for particles with and without spin. Here, we extend these mappings to the relativistic case. The essence of the analysis consists of Fourier transforming the momentum coordinate of the distribution function. This procedure introduces a natural parameter η with units of angular momentum. In the non-relativistic case the ansatz of either separability, or separability and additivity, imposed on the probability distribution function produces mappings onto the Schrödinger equation and the Pauli equation, respectively. The former corresponds to an irrotational flow, the latter to a fluid with non-zero vorticity. In this work we show that the relativistic mappings lead to the Klein-Gordon equation in the irrotational case and to the second-order Dirac equation in the rotational case. These mappings are irreversible; an approximate inverse is the Wigner function. Taken together, these results provide a statistical interpretation of quantum mechanics.
A second order operator splitting method for Allen-Cahn type equations with nonlinear source terms
NASA Astrophysics Data System (ADS)
Lee, Hyun Geun; Lee, June-Yub
2015-08-01
Allen-Cahn (AC) type equations with nonlinear source terms have been applied to a wide range of problems, for example, the vector-valued AC equation for phase separation and the phase-field equation for dendritic crystal growth. In contrast to the well developed first and second order methods for the AC equation, not many second order methods are suggested for the AC type equations with nonlinear source terms due to the difficulties in dealing with the nonlinear source term numerically. In this paper, we propose a simple and stable second order operator splitting method. A core idea of the method is to decompose the original equation into three subequations with the free-energy evolution term, the heat evolution term, and a nonlinear source term, respectively. It is important to combine these three subequations in proper order to achieve the second order accuracy and stability. We propose a method with a half-time free-energy evolution solver, a half-time heat evolution solver, a full-time midpoint solver for the nonlinear source term, and a half-time heat evolution solver followed by a final half-time free-energy evolution solver. We numerically demonstrate the second order accuracy of the new numerical method through the simulations of the phase separation and the dendritic crystal growth.
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation.
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-01-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations. PMID:27086841
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation
NASA Astrophysics Data System (ADS)
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-04-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations.
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-01-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations. PMID:27086841
On the global behavior of a high-order rational difference equation
NASA Astrophysics Data System (ADS)
Dehghan, Mehdi; Rastegar, Narges
2009-06-01
In this paper, we consider the (k+1)-order rational difference equation y={p+qy+ry}/{1+y},n=0,1,2,… where k∈{1,2,3,…}, and the initial conditions y,…,y,y and the parameters p, q and r are non-negative. We investigate the global stability, the periodic character and the boundedness nature of solutions of the above mentioned difference equation. In particular, our results solve the open problem introduced by Kulenovic and Ladas in their monograph [Dynamics of Second Order Rational Difference Equations with Open Problems and Conjectures, Chapman and Hall/CRC, Boca Raton, 2002].
Closed-Form Equation of Data Dependent Jitter in First Order Low Pass System
2014-01-01
This paper presents a closed-form equation of data dependent jitter (DDJ) in first order low pass systems. The DDJ relates to the system bandwidth, the bit rate, the input rise/fall time, and the number of maximum consecutive identical bits of the data pattern. To confirm the derived equation, simulations have been done with a first order RC low pass circuit for various system bandwidths, bit rates, input rise/fall times, and data patterns. The simulation results agree well with the calculated DDJ values by the derived equation. PMID:25386614
A critical study of higher-order numerical methods for solving the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth-order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations. The efficiency of the present method is compared with other two-point and three-point higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, and the three-point spline methods. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.
Critical study of higher order numerical methods for solving the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1978-01-01
A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.
Application of higher-order numerical methods to the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1978-01-01
A fourth-order method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations for both attached and separated flows. The efficiency of the present method is compared with other higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, the three-point spline methods, and a modified finite-element method. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.
Non-probabilistic solutions of imprecisely defined fractional-order diffusion equations
NASA Astrophysics Data System (ADS)
Chakraverty, S.; Smita, Tapaswini
2014-12-01
The fractional diffusion equation is one of the most important partial differential equations (PDEs) to model problems in mathematical physics. These PDEs are more practical when those are combined with uncertainties. Accordingly, this paper investigates the numerical solution of a non-probabilistic viz. fuzzy fractional-order diffusion equation subjected to various external forces. A fuzzy diffusion equation having fractional order 0 < α <= 1 with fuzzy initial condition is taken into consideration. Fuzziness appearing in the initial conditions is modelled through convex normalized triangular and Gaussian fuzzy numbers. A new computational technique is proposed based on double parametric form of fuzzy numbers to handle the fuzzy fractional diffusion equation. Using the single parametric form of fuzzy numbers, the original fuzzy diffusion equation is converted first into an interval-based fuzzy differential equation. Next, this equation is transformed into crisp form by using the proposed double parametric form of fuzzy numbers. Finally, the same is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds of the solution. Computed results are depicted in terms of plots. Results obtained by the proposed method are compared with the existing results in special cases.
Using Kernel Equating to Assess Item Order Effects on Test Scores
ERIC Educational Resources Information Center
Moses, Tim; Yang, Wen-Ling; Wilson, Christine
2007-01-01
This study explored the use of kernel equating for integrating and extending two procedures proposed for assessing item order effects in test forms that have been administered to randomly equivalent groups. When these procedures are used together, they can provide complementary information about the extent to which item order effects impact test…
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.
Nonlocal Symmetry Reductions, CTE Method and Exact Solutions for Higher-Order KdV Equation
NASA Astrophysics Data System (ADS)
Ren, Bo; Liu, Xi-Zhong; Liu, Ping
2015-02-01
The nonlocal symmetries for the higher-order KdV equation are obtained with the truncated Painlevé method. The nonlocal symmetries can be localized to the Lie point symmetries by introducing suitable prolonged systems. The finite symmetry transformations and similarity reductions for the prolonged systems are computed. Moreover, the consistent tanh expansion (CTE) method is applied to the higher-order KdV equation. These methods lead to some novel exact solutions of the higher-order KdV system.
NASA Astrophysics Data System (ADS)
Nakamura, K.
2007-01-01
Following the general framework of the gauge invariant perturbation theory developed in the papers [K. Nakamura, Prog. Theor. Phys. 110 (2003), 723; ibid. 113 (2005), 481], we formulate second-order gauge invariant cosmological perturbation theory in a four-dimensional homogeneous isotropic universe. We consider perturbations both in the universe dominated by a single perfect fluid and in that dominated by a single scalar field. We derive all the components of the Einstein equations in the case that the first-order vector and tensor modes are negligible. All equations are derived in terms of gauge invariant variables without any gauge fixing. These equations imply that second-order vector and tensor modes may be generated due to the mode-mode coupling of the linear-order scalar perturbations. We also briefly discuss the main progress of this work through comparison with previous works.
First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity
NASA Technical Reports Server (NTRS)
Cai, Z.; Manteuffel, T. A.; McCormick, S. F.
1996-01-01
Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.
NASA Technical Reports Server (NTRS)
Mostrel, M. M.
1988-01-01
New shock-capturing finite difference approximations for solving two scalar conservation law nonlinear partial differential equations describing inviscid, isentropic, compressible flows of aerodynamics at transonic speeds are presented. A global linear stability theorem is applied to these schemes in order to derive a necessary and sufficient condition for the finite element method. A technique is proposed to render the described approximations total variation-stable by applying the flux limiters to the nonlinear terms of the difference equation dimension by dimension. An entropy theorem applying to the approximations is proved, and an implicit, forward Euler-type time discretization of the approximation is presented. Results of some numerical experiments using the approximations are reported.
Dynamics and Control of a Reduced Order System of the 2-d Navier-Stokes Equations
NASA Astrophysics Data System (ADS)
Smaoui, Nejib; Zribi, Mohamed
2014-11-01
The dynamics and control problem of a reduced order system of the 2-d Navier-Stokes (N-S) equations is analyzed. First, a seventh order system of nonlinear ordinary differential equations (ODE) which approximates the dynamical behavior of the 2-d N-S equations is obtained by using the Fourier Galerkin method. We show that the dynamics of this ODE system transforms from periodic solutions to chaotic attractors through a sequence of bifurcations including a period doubling scenarios. Then three Lyapunov based controllers are designed to either control the system of ODEs to a desired fixed point or to synchronize two ODE systems obtained from the truncation of the 2-d N-S equations under different conditions. Numerical simulations are presented to show the effectiveness of the proposed controllers. This research was supported and funded by the Research Sector, Kuwait University under Grant No. SM02/14.
Fast and Robust Sixth Order Multigrid Computation for 3D Convection Diffusion Equation.
Wang, Yin; Zhang, Jun
2010-10-15
We present a sixth order explicit compact finite difference scheme to solve the three dimensional (3D) convection diffusion equation. We first use multiscale multigrid method to solve the linear systems arising from a 19-point fourth order discretization scheme to compute the fourth order solutions on both the coarse grid and the fine grid. Then an operator based interpolation scheme combined with an extrapolation technique is used to approximate the sixth order accurate solution on the fine grid. Since the multigrid method using a standard point relaxation smoother may fail to achieve the optimal grid independent convergence rate for solving convection diffusion equation with a high Reynolds number, we implement the plane relaxation smoother in the multigrid solver to achieve better grid independency. Supporting numerical results are presented to demonstrate the efficiency and accuracy of the sixth order compact scheme (SOC), compared with the previously published fourth order compact scheme (FOC). PMID:21151737
Exact periodic solutions of the sixth-order generalized Boussinesq equation
NASA Astrophysics Data System (ADS)
Kamenov, O. Y.
2009-09-01
This paper examines a class of nonlinear sixth-order generalized Boussinesq-like equations (SGBE): utt = uxx + 3(u2)xx + uxxxx + αuxxxxxx, α in R, depending on the positive parameter α. Hirota's bilinear transformation method is applied to the above class of non-integrable equations and exact periodic solutions have been obtained. The results confirmed the well-known nonlinear superposition principle.
Optimal lower bound for the first eigenvalue of the fourth order equation
NASA Astrophysics Data System (ADS)
Meng, Gang; Yan, Ping
2016-09-01
In this paper we will find optimal lower bound for the first eigenvalue of the fourth order equation with integrable potentials when the L1 norm of potentials is known. We establish the minimization characterization for the first eigenvalue of the measure differential equation, which plays an important role in the extremal problem of ordinary differential equation. The conclusion of this paper will illustrate a new and very interesting phenomenon that the minimizing measures will no longer be located at the center of the interval when the norm is large enough.
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.
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; Yıldırım, Yakup; Khalique, Chaudry Masood
In this paper Lie symmetry analysis of the seventh-order time fractional Sawada-Kotera-Ito (FSKI) equation with Riemann-Liouville derivative is performed. Using the Lie point symmetries of FSKI equation, it is shown that it can be transformed into a nonlinear ordinary differential equation of fractional order with a new dependent variable. In the reduced equation the derivative is in Erdelyi-Kober sense. Furthermore, adapting the Ibragimov's nonlocal conservation method to time fractional partial differential equations, we obtain conservation laws of the underlying equation. In addition, we construct some exact travelling wave solutions for the FSKI equation using the sub-equation method.
A high-order element-based Galerkin Method for the global shallow water equations.
Nair, Ramachandran D.; Tufo, Henry M.; Levy, Michael Nathan
2010-08-01
The shallow water equations are used as a test for many atmospheric models because the solution mimics the horizontal aspects of atmospheric dynamics while the simplicity of the equations make them useful for numerical experiments. This study describes a high-order element-based Galerkin method for the global shallow water equations using absolute vorticity, divergence, and fluid depth (atmospheric thickness) as the prognostic variables, while the wind field is a diagnostic variable that can be calculated from the stream function and velocity potential (the Laplacians of which are the vorticity and divergence, respectively). The numerical method employed to solve the shallow water system is based on the discontinuous Galerkin and spectral element methods. The discontinuous Galerkin method, which is inherently conservative, is used to solve the equations governing two conservative variables - absolute vorticity and atmospheric thickness (mass). The spectral element method is used to solve the divergence equation and the Poisson equations for the velocity potential and the stream function. Time integration is done with an explicit strong stability-preserving second-order Runge-Kutta scheme and the wind field is updated directly from the vorticity and divergence at each stage, and the computational domain is the cubed sphere. A stable steady-state test is run and convergence results are provided, showing that the method is high-order accurate. Additionally, two tests without analytic solutions are run with comparable results to previous high-resolution runs found in the literature.
A space-time spectral collocation algorithm for the variable order fractional wave equation.
Bhrawy, A H; Doha, E H; Alzaidy, J F; Abdelkawy, M A
2016-01-01
The variable order wave equation plays a major role in acoustics, electromagnetics, and fluid dynamics. In this paper, we consider the space-time variable order fractional wave equation with variable coefficients. We propose an effective numerical method for solving the aforementioned problem in a bounded domain. The shifted Jacobi polynomials are used as basis functions, and the variable-order fractional derivative is described in the Caputo sense. The proposed method is a combination of shifted Jacobi-Gauss-Lobatto collocation scheme for the spatial discretization and the shifted Jacobi-Gauss-Radau collocation scheme for temporal discretization. The aforementioned problem is then reduced to a problem consists of a system of easily solvable algebraic equations. Finally, numerical examples are presented to show the effectiveness of the proposed numerical method. PMID:27536504
Equation for disentangling time-ordered exponentials with arbitrary quadratic generators
Budanov, V.G.
1987-12-01
In many quantum-mechanical constructions, it is necessary to disentangle an operator-valued time-ordered exponential with time-dependent generators quadratic in the creation and annihilation operators. By disentangling, one understands the finding of the matrix elements of the time-ordered exponential or, in a more general formulation. The solution of the problem can also be reduced to calculation of a matrix time-ordered exponential that solves the corresponding classical problem. However, in either case the evolution equations in their usual form do not enable one to take into account explicitly the symmetry of the system. In this paper the methods of Weyl analysis are used to find an ordinary differential equation on a matrix Lie algebra that is invariant with respect to the adjoint action of the dynamical symmetry group of a quadratic Hamiltonian and replaces the operator evolution equation for the Green's function.
A High-Order Accurate Parallel Solver for Maxwell's Equations on Overlapping Grids
Henshaw, W D
2005-09-23
A scheme for the solution of the time dependent Maxwell's equations on composite overlapping grids is described. The method uses high-order accurate approximations in space and time for Maxwell's equations written as a second-order vector wave equation. High-order accurate symmetric difference approximations to the generalized Laplace operator are constructed for curvilinear component grids. The modified equation approach is used to develop high-order accurate approximations that only use three time levels and have the same time-stepping restriction as the second-order scheme. Discrete boundary conditions for perfect electrical conductors and for material interfaces are developed and analyzed. The implementation is optimized for component grids that are Cartesian, resulting in a fast and efficient method. The solver runs on parallel machines with each component grid distributed across one or more processors. Numerical results in two- and three-dimensions are presented for the fourth-order accurate version of the method. These results demonstrate the accuracy and efficiency of the approach.
High-Order Central WENO Schemes for Multi-Dimensional Hamilton-Jacobi Equations
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)
2002-01-01
We present new third- and fifth-order Godunov-type central schemes for approximating solutions of the Hamilton-Jacobi (HJ) equation in an arbitrary number of space dimensions. These are the first central schemes for approximating solutions of the HJ equations with an order of accuracy that is greater than two. In two space dimensions we present two versions for the third-order scheme: one scheme that is based on a genuinely two-dimensional Central WENO reconstruction, and another scheme that is based on a simpler dimension-by-dimension reconstruction. The simpler dimension-by-dimension variant is then extended to a multi-dimensional fifth-order scheme. Our numerical examples in one, two and three space dimensions verify the expected order of accuracy of the schemes.
Multilevel solvers of first-order system least-squares for Stokes equations
Lai, Chen-Yao G.
1996-12-31
Recently, The use of first-order system least squares principle for the approximate solution of Stokes problems has been extensively studied by Cai, Manteuffel, and McCormick. In this paper, we study multilevel solvers of first-order system least-squares method for the generalized Stokes equations based on the velocity-vorticity-pressure formulation in three dimensions. The least-squares functionals is defined to be the sum of the L{sup 2}-norms of the residuals, which is weighted appropriately by the Reynolds number. We develop convergence analysis for additive and multiplicative multilevel methods applied to the resulting discrete equations.
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
Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong
2015-01-23
In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.
A family of solutions of a higher order PVI equation near a regular singularity
NASA Astrophysics Data System (ADS)
Shimomura, Shun
2006-09-01
Restriction of the N-dimensional Garnier system to a complex line yields a system of second-order nonlinear differential equations, which may be regarded as a higher order version of the sixth Painlevé equation. Near a regular singularity of the system, we present a 2N-parameter family of solutions expanded into convergent series. These solutions are constructed by iteration, and their convergence is proved by using a kind of majorant series. For simplicity, we describe the proof in the case N = 2.
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 Astrophysics Data System (ADS)
Kravchenko, Vladislav V.
2005-01-01
Given a particular solution of a one-dimensional stationary Schrödinger equation this equation of second order can be reduced to a first-order linear ordinary differential equation. This is done with the aid of an auxiliary Riccati differential equation. In the present work we show that the same fact is true in a multidimensional situation also. For simplicity we consider the case of two or three independent variables. One particular solution of the stationary Schrödinger equation allows us to reduce this second-order equation to a linear first-order quaternionic differential equation. As in the one-dimensional case this is done with the aid of an auxiliary quaternionic Riccati equation. The resulting first-order quaternionic equation is equivalent to the static Maxwell system and is closely related to the Dirac equation. In the case of two independent variables it is the well-known Vekua equation from theory of pseudoanalytic (or generalized analytic) functions. Nevertheless, we show that even in this case it is very useful to consider not only complex valued functions, solutions of the Vekua equation, but complete quaternionic functions. In this way the first-order quaternionic equation represents two separate Vekua equations, one of which gives us solutions of the Schrödinger equation and the other one can be considered as an auxiliary equation of a simpler structure. Moreover for the auxiliary equation we always have the corresponding Bers generating pair (F, G), the base of the Bers theory of pseudoanalytic functions, and what is very important, the Bers derivatives of solutions of the auxiliary equation give us solutions of the main Vekua equation and as a consequence of the Schrödinger equation. Based on this fact we obtain an analogue of the Cauchy integral theorem for solutions of the stationary Schrödinger equation. Other results from theory of pseudoanalytic functions can be written for solutions of the Schrödinger equation. Moreover, for an ample
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.
High order asymptotic preserving nodal discontinuous Galerkin IMEX schemes for the BGK equation
NASA Astrophysics Data System (ADS)
Xiong, Tao; Jang, Juhi; Li, Fengyan; Qiu, Jing-Mei
2015-03-01
In this paper, we develop high-order asymptotic preserving (AP) schemes for the BGK equation in a hyperbolic scaling, which leads to the macroscopic models such as the Euler and compressible Navier-Stokes equations in the asymptotic limit. Our approaches are based on the so-called micro-macro formulation of the kinetic equation which involves a natural decomposition of the problem to the equilibrium and the non-equilibrium parts. The proposed methods are formulated for the BGK equation with constant or spatially variant Knudsen number. The new ingredients for the proposed methods to achieve high order accuracy are the following: we introduce discontinuous Galerkin (DG) discretization of arbitrary order of accuracy with nodal Lagrangian basis functions in space; we employ a high order globally stiffly accurate implicit-explicit (IMEX) Runge-Kutta (RK) scheme as time discretization. Two versions of the schemes are proposed: Scheme I is a direct formulation based on the micro-macro decomposition of the BGK equation, while Scheme II, motivated by the asymptotic analysis for the continuous problem, utilizes certain properties of the projection operator. Compared with Scheme I, Scheme II not only has better computational efficiency (the computational cost is reduced by half roughly), but also allows the establishment of a formal asymptotic analysis. Specifically, it is demonstrated that when 0 < ε ≪ 1, Scheme II, up to O (ε2), becomes a local DG discretization with an explicit RK method for the macroscopic compressible Navier-Stokes equations, a method in a similar spirit to the ones in Bassi and Rebay (1997) [3], Cockburn and Shu (1998) [16]. Numerical results are presented for a wide range of Knudsen number to illustrate the effectiveness and high order accuracy of the methods.
Evolution of higher order nonlinear equation for the dust ion-acoustic waves in nonextensive plasma
Yasmin, S.; Asaduzzaman, M.; Mamun, A. A.
2012-10-15
There are three different types of nonlinear equations, namely, Korteweg-de Vries (K-dV), modified K-dV (mK-dV), and mixed modified K-dV (mixed mK-dV) equations, for the nonlinear propagation of the dust ion-acoustic (DIA) waves. The effects of electron nonextensivity on DIA solitary waves propagating in a dusty plasma (containing negatively charged stationary dust, inertial ions, and nonextensive q distributed electrons) are examined by solving these nonlinear equations. The basic features of mixed mK-dV (higher order nonlinear equation) solitons are found to exist beyond the K-dV limit. The properties of mK-dV solitons are compared with those of mixed mK-dV solitons. It is found that both positive and negative solitons are obtained depending on the q (nonextensive parameter).
Ismagilov, Timur Z.
2015-02-01
This paper presents a second order finite volume scheme for numerical solution of Maxwell's equations with discontinuous dielectric permittivity and magnetic permeability on unstructured meshes. The scheme is based on Godunov scheme and employs approaches of Van Leer and Lax–Wendroff to increase the order of approximation. To keep the second order of approximation near dielectric permittivity and magnetic permeability discontinuities a novel technique for gradient calculation and limitation is applied near discontinuities. Results of test computations for problems with linear and curvilinear discontinuities confirm second order of approximation. The scheme was applied to modelling propagation of electromagnetic waves inside photonic crystal waveguides with a bend.
NASA Astrophysics Data System (ADS)
Huang, Juntao; Hu, Zexi; Yong, Wen-An
2016-04-01
In this paper, we present a kind of second-order curved boundary treatments for the lattice Boltzmann method solving two-dimensional convection-diffusion equations with general nonlinear Robin boundary conditions. The key idea is to derive approximate boundary values or normal derivatives on computational boundaries, with second-order accuracy, by using the prescribed boundary condition. Once the approximate information is known, the second-order bounce-back schemes can be perfectly adopted. Our boundary treatments are validated with a number of numerical examples. The results show the utility of our boundary treatments and very well support our theoretical predications on the second-order accuracy thereof. The idea is quite universal. It can be directly generalized to 3-dimensional problems, multiple-relaxation-time models, and the Navier-Stokes equations.
The 2nd-order Post-Newtonian Orbit Equation of Light
NASA Astrophysics Data System (ADS)
Xiao, Yu; Fei, Bao-Jun; Sun, Wei-Jin; Ji, Cheng-Xiang
2008-10-01
Based on the 2nd-order post-Newtonian approximation under the DSX frame of the general relativity theory, the 2nd-order post-Newtonian orbital equation of light in the axis-symmetrical stationary spacetime is derived, and from this, the angle of deflection of light propagating in the equatorial plane is derived. The obtained results are consistent with those of the Schwarzchild and Kerr metrics within the limits of measuring precision.
Uniqueness of a high-order accurate bicompact scheme for quasilinear hyperbolic equations
NASA Astrophysics Data System (ADS)
Bragin, M. D.; Rogov, B. V.
2014-05-01
The possibility of constructing new third- and fourth-order accurate differential-difference bicompact schemes is explored. The schemes are constructed for the one-dimensional quasilinear advection equation on a symmetric three-point spatial stencil. It is proved that this family of schemes consists of a single fourth-order accurate bicompact scheme. The result is extended to the case of an asymmetric three-point stencil.
A high-order Lagrangian-decoupling method for the incompressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Ho, Lee-Wing; Maday, Yvon; Patera, Anthony T.; Ronquist, Einar M.
1989-01-01
A high-order Lagrangian-decoupling method is presented for the unsteady convection-diffusion and incompressible Navier-Stokes equations. The method is based upon: (1) Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem; (2) implicit high-order backward-differentiation finite-difference schemes for integration along characteristics; (3) finite element or spectral element spatial discretizations; and (4) mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high order accuracy, and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.
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
ERIC Educational Resources Information Center
Budsankom, Prayoonsri; Sawangboon, Tatsirin; Damrongpanit, Suntorapot; Chuensirimongkol, Jariya
2015-01-01
The purpose of the research is to develop and identify the validity of factors affecting higher order thinking skills (HOTS) of students. The thinking skills can be divided into three types: analytical, critical, and creative thinking. This analysis is done by applying the meta-analytic structural equation modeling (MASEM) based on a database of…
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…
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…
Using 4th order Runge-Kutta method for solving a twisted Skyrme string equation
NASA Astrophysics Data System (ADS)
Hadi, Miftachul; Anderson, Malcolm; Husein, Andri
2016-03-01
We study numerical solution, especially using 4th order Runge-Kutta method, for solving a twisted Skyrme string equation. We find numerically that the value of minimum energy per unit length of vortex solution for a twisted Skyrmion string is 20.37 × 1060 eV/m.
Panov, E Yu
2013-10-31
The concept of a renormalized entropy solution of the Cauchy problem for an inhomogeneous quasilinear equation of the first order is introduced. Existence and uniqueness theorems are proved, together with a comparison principle. Connections with generalized entropy solutions are investigated. Bibliography: 10 titles.
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…
Efficient High Order Central Schemes for Multi-Dimensional Hamilton-Jacobi Equations: Talk Slides
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Brian R. (Technical Monitor)
2002-01-01
This viewgraph presentation presents information on the attempt to produce high-order, efficient, central methods that scale well to high dimension. The central philosophy is that the equations should evolve to the point where the data is smooth. This is accomplished by a cyclic pattern of reconstruction, evolution, and re-projection. One dimensional and two dimensional representational methods are detailed, as well.
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.
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.
Lie Symmetry Analysis and Explicit Solutions of the Time Fractional Fifth-Order KdV Equation
Wang, Gang wei; Xu, Tian zhou; Feng, Tao
2014-01-01
In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last, by virtue of the sub-equation method, some exact solutions to the fractional fifth-order KdV equation are provided. PMID:24523885
Lie symmetry analysis and explicit solutions of the time fractional fifth-order KdV equation.
Wang, Gang Wei; Xu, Tian Zhou; Feng, Tao
2014-01-01
In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last, by virtue of the sub-equation method, some exact solutions to the fractional fifth-order KdV equation are provided. PMID:24523885
Masses from an inhomogeneous partial difference equation with higher-order isospin contributions
Masson, P.J.; Jaenecke, J.
1988-07-01
In the present work, a mass equation obtained as the solution of an inhomogeneous partial difference equation is used to predict masses of unknown neutron-rich and proton-rich nuclei. The inhomogeneous source terms contain shell-dependent symmetry energy expressions (quadratic in isospin), and include, as well, an independently derived shell-model Coulomb energy equation which describes all known Coulomb displacement energies with a standarad deviation of sigma/sub c/ = 41 keV. Perturbations of higher order in isospin, previously recognized as a cause of systematic effects in long-range mass extrapolations, are also incorporated. The most general solutions of the inhomogeneous difference equation have been deduced from a chi/sup 2/-minimization procedure based on the recent atomic mass adjustment of Wapstra, Audi, and Hoekstra. Subjecting the solutions further to the condition of charge symmetry preserves the accuracy of Coulomb energies and allows mass predictions for nuclei with both Ngreater than or equal toZ and Z>N. The solutions correspond to a mass equation with 470 parameters. Using this equation, 4385 mass values have been calculated for nuclei with Agreater than or equal to16 (except N = Z = odd for A<40), with a standard deviation of sigma/sub m/ = 194 keV from the experimental masses. copyright 1988 Academic Press, Inc.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation
NASA Astrophysics Data System (ADS)
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system.
A High-Order Direct Solver for Helmholtz Equations with Neumann Boundary Conditions
NASA Technical Reports Server (NTRS)
Sun, Xian-He; Zhuang, Yu
1997-01-01
In this study, a compact finite-difference discretization is first developed for Helmholtz equations on rectangular domains. Special treatments are then introduced for Neumann and Neumann-Dirichlet boundary conditions to achieve accuracy and separability. Finally, a Fast Fourier Transform (FFT) based technique is used to yield a fast direct solver. Analytical and experimental results show this newly proposed solver is comparable to the conventional second-order elliptic solver when accuracy is not a primary concern, and is significantly faster than that of the conventional solver if a highly accurate solution is required. In addition, this newly proposed fourth order Helmholtz solver is parallel in nature. It is readily available for parallel and distributed computers. The compact scheme introduced in this study is likely extendible for sixth-order accurate algorithms and for more general elliptic equations.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation.
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system. PMID:27586626
The second-order post-newtonian orbit equation of light
NASA Astrophysics Data System (ADS)
Xiao, Y.; Fei, B. J.; Sun, W. J.; Ji, C. X.
2008-04-01
The photon's orbital equation is often used to discuss the movement of man-made satellite, small planet and photon in the solar system. It is also applied to the studies of astronomical measure such as VLBI, GPS and XNAV etc. In this paper, based on the second-order post-Newtonian approximation under the DSX scheme of GTR, it is educed that the second-order post-Newtonian orbit equation of light in axis-symmetrical stationary space-time using Lagrange equation. From here, the orbit equation and deflection angle of light propagating in equatorial plane are got. The conclusions are consistent with that of Schwarzchild and Kerr metric in the precision of measure. Because the oblateness of star is considered, it is more accurate than that of Kerr metric. The great advantage of the second-order post-Newtonian approximation under the DSX scheme of GTR is satisfy linear superposition. So, the conclusions in the paper can be applied to deal with the motion of light in multiple systems, but in this situation Kerr metric is of no effect.
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.
Second order non-linear equations of motion for spinning highly flexible line elements
NASA Technical Reports Server (NTRS)
Salama, M.; Trubert, M.; Essawi, M.; Utku, S.
1982-01-01
The second order nonlinear equations of motion are formulated for spinning line elements having little or no intrinsic structural stiffness. The derivation is based on the extended Hamilton's principle and includes the effect of initial geometric imperfections (axial, curvature, and twist) on the line element dynamics. For comparison with previous work, the nonlinear equations are reduced to a linearized form frequently found in the literature. The comparison revealed several new spin-stiffening terms that have not been previously identified and/or retained. They combine geometric imperfections, rotary inertia, Coriolis, and gyroscopic terms.
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
Travelling wave solutions for higher-order wave equations of kdv type (iii).
Li, Jibin; Rui, Weigou; Long, Yao; He, Bin
2006-01-01
By using the theory of planar dynamical systems to the travelling wave equation of a higher order nonlinear wave equations of KdV type, the existence of smooth solitary wave, kink wave and anti-kink wave solutions and uncountably infinite many smooth and non-smooth periodic wave solutions are proved. In different regions of the parametric space, the sufficient conditions to guarantee the existence of the above solutions are given. In some conditions, exact explicit parametric representations of these waves are obtain. PMID:20361813
NASA Astrophysics Data System (ADS)
Wang, Yajun; Liu, Yang; Li, Hong; Wang, Jinfeng
2016-03-01
In this article, a Galerkin finite element method combined with second-order time discrete scheme for finding the numerical solution of nonlinear time fractional Cable equation is studied and discussed. At time t_{k-α/2} , a second-order two step scheme with α -parameter is proposed to approximate the first-order derivative, and a weighted discrete scheme covering second-order approximation is used to approximate the Riemann-Liouville fractional derivative, where the approximate order is higher than the obtained results by the L1-approximation with order (2-α in the existing references. For the spatial direction, Galerkin finite element approximation is presented. The stability of scheme and the rate of convergence in L^2 -norm with O(Δ t^2+(1+Δ t^{-α})h^{m+1}) are derived in detail. Moreover, some numerical tests are shown to support our theoretical results.
High-order rogue waves in vector nonlinear Schrödinger equations.
Ling, Liming; Guo, Boling; Zhao, Li-Chen
2014-04-01
We study the dynamics of high-order rogue waves (RWs) in two-component coupled nonlinear Schrödinger equations. We find that four fundamental rogue waves can emerge from second-order vector RWs in the coupled system, in contrast to the high-order ones in single-component systems. The distribution shape can be quadrilateral, triangle, and line structures by varying the proper initial excitations given by the exact analytical solutions. The distribution pattern for vector RWs is more abundant than that for scalar rogue waves. Possibilities to observe these new patterns for rogue waves are discussed for a nonlinear fiber. PMID:24827185
Next-to-leading order Balitsky-Kovchegov equation with resummation
Lappi, T.; Mantysaari, H.
2016-05-03
Here, we solve the Balitsky-Kovchegov evolution equation at next-to-leading order accuracy including a resummation of large single and double transverse momentum logarithms to all orders. We numerically determine an optimal value for the constant under the large transverse momentum logarithm that enables including a maximal amount of the full NLO result in the resummation. When this value is used, the contribution from the α2s terms without large logarithms is found to be small at large saturation scales and at small dipoles. Close to initial conditions relevant for phenomenological applications, these fixed-order corrections are shown to be numerically important.
Bayat, M.; Khatami, Z.; Mehri, B.
2008-09-17
In this paper, we study the existence of periodic solutions for autonomous nonlinear ordinary differential equations of order n. Our method is based on the evaluation of Brouwer's degree theory and making use of the homotopy invariance property of the topological degree and also suitable norm inequalities. For this, we prove two lemmas about the second and third order ODE systems and then present two theorems about the sufficient conditions for the existence of periodic solutions for the even and odd n-order ODE respectively.
Modulational instability of a modified Gross-Pitaevskii equation with higher-order nonlinearity.
Qi, Xiu-Ying; Xue, Ju-Kui
2012-07-01
We consider the modulational instability (MI) of Bose-Einstein condensate (BEC) described by a modified Gross-Pitaevskii (GP) equation with higher-order nonlinearity both analytically and numerically. A new explicit time-dependent criterion for exciting the MI is obtained. It is shown that the higher-order term can either suppress or enhance the MI, which is interesting for control of the system instability. Importantly, we predict that with the help of the higher-order nonlinearity, the MI can also take place in a BEC with repulsively contact interactions. The analytical results are confirmed by direct numerical simulations. PMID:23005569
Next-to-leading order Balitsky-Kovchegov equation with resummation
NASA Astrophysics Data System (ADS)
Lappi, T.; Mäntysaari, H.
2016-05-01
We solve the Balitsky-Kovchegov evolution equation at next-to-leading order accuracy including a resummation of large single and double transverse momentum logarithms to all orders. We numerically determine an optimal value for the constant under the large transverse momentum logarithm that enables including a maximal amount of the full NLO result in the resummation. When this value is used, the contribution from the αs2 terms without large logarithms is found to be small at large saturation scales and at small dipoles. Close to initial conditions relevant for phenomenological applications, these fixed-order corrections are shown to be numerically important.
Second-order accurate kinetic schemes for the ultra-relativistic Euler equations
NASA Astrophysics Data System (ADS)
Kunik, Matthias; Qamar, Shamsul; Warnecke, Gerald
2003-12-01
A second-order accurate kinetic scheme for the numerical solution of the relativistic Euler equations is presented. These equations describe the flow of a perfect fluid in terms of the particle density n, the spatial part of the four-velocity u and the pressure p. The kinetic scheme, is based on the well-known fact that the relativistic Euler equations are the moments of the relativistic Boltzmann equation of the kinetic theory of gases when the distribution function is a relativistic Maxwellian. The kinetic scheme consists of two phases, the convection phase (free-flight) and collision phase. The velocity distribution function at the end of the free-flight is the solution of the collisionless transport equation. The collision phase instantaneously relaxes the distribution to the local Maxwellian distribution. The fluid dynamic variables of density, velocity, and internal energy are obtained as moments of the velocity distribution function at the end of the free-flight phase. The scheme presented here is an explicit method and unconditionally stable. The conservation laws of mass, momentum and energy as well as the entropy inequality are everywhere exactly satisfied by the solution of the kinetic scheme. The scheme also satisfies positivity and L1-stability. The scheme can be easily made into a total variation diminishing method for the distribution function through a suitable choice of the interpolation strategy. In the numerical case studies the results obtained from the first- and second-order kinetic schemes are compared with the first- and second-order upwind and central schemes. We also calculate the experimental order of convergence and numerical L1-stability of the scheme for smooth initial data.
NASA Astrophysics Data System (ADS)
Yang, Yun-Qing; Chen, Yong
2011-01-01
Based on the method developed by Nucci, the pseudopotentials, Lax pairs and the singularity manifold equations of the generalized fifth-order KdV equation are derived. By choosing different coefficient, the corresponding results and the Bäcklund transformations can be obtained on three conditioners which include Caudrey—Dodd—Gibbon—Sawada—Kotera equation, the Lax equation and the Kaup-kupershmidt equation.
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.
NASA Technical Reports Server (NTRS)
Park, K. C.; Alvin, K. F.; Belvin, W. Keith
1991-01-01
A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.
Long-time behavior of a finite volume discretization for a fourth order diffusion equation
NASA Astrophysics Data System (ADS)
Maas, Jan; Matthes, Daniel
2016-07-01
We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the d-dimensional cube, for arbitrary d≥slant 1 . The scheme preserves two important structural properties of the equation: the first is the interpretation as a gradient flow in a mass transportation metric, and the second is an intimate relation to a linear Fokker–Planck equation. Thanks to these structural properties, the scheme possesses two discrete Lyapunov functionals. These functionals approximate the entropy and the Fisher information, respectively, and their dissipation rates converge to the optimal ones in the discrete-to-continuous limit. Using the dissipation, we derive estimates on the long-time asymptotics of the discrete solutions. Finally, we present results from numerical experiments which indicate that our discretization is able to capture significant features of the complex original dynamics, even with a rather coarse spatial resolution.
NASA Astrophysics Data System (ADS)
Zakeri, Gholam-Ali; Yomba, Emmanuel
2015-06-01
A generalized (2+1)-dimensional coupled cubic-quintic Ginzburg-Landau equation with higher-order nonlinearities is fully investigated for modulational instability regions. We obtained the constraints that allow the modulational instability (MI) procedure to transform the system under consideration into an analysis of the roots of a polynomial equation of the fourth degree. Because of the complexity of the dispersion relation and its dependence on many parameters, we study numerous examples that are presented graphically. A numerical simulation based on a split-step Fourier method is implemented on the above equation. In addition to the general case, we have considered some special cases that allow us to investigate the behavior of MI in different regions.
Zakeri, Gholam-Ali; Yomba, Emmanuel
2015-06-01
A generalized (2+1)-dimensional coupled cubic-quintic Ginzburg-Landau equation with higher-order nonlinearities is fully investigated for modulational instability regions. We obtained the constraints that allow the modulational instability (MI) procedure to transform the system under consideration into an analysis of the roots of a polynomial equation of the fourth degree. Because of the complexity of the dispersion relation and its dependence on many parameters, we study numerous examples that are presented graphically. A numerical simulation based on a split-step Fourier method is implemented on the above equation. In addition to the general case, we have considered some special cases that allow us to investigate the behavior of MI in different regions. PMID:26172769
Reduced-order-model based feedback control of the Modified Hasegawa-Wakatani equations
NASA Astrophysics Data System (ADS)
Goumiri, Imene; Rowley, Clarence; Ma, Zhanhua; Gates, David; Parker, Jeffrey; Krommes, John
2012-10-01
In this study, we demonstrate the development of model-based feedback control for stabilization of an unstable equilibrium obtained in the Modified Hasegawa-Wakatani (MHW) equations, a classic model in plasma turbulence. First, a balanced truncation is applied; a model reduction technique that has been proved successful in flow control design problems, to obtain a low dimensional model of the linearized MHW equation. A model-based feedback controller is then designed for the reduced order model using linear quadratic regulators (LQR) then a linear quadratic gaussian (LQG) control. The controllers are then applied on the original linearized and nonlinear MHW equations to stabilize the equilibrium and suppress the transition to drift-wave induced turbulences.
On Higher-order Corrections to Gyrokinetic Vlasov-Poisson Equations in the Long Wavelength Limit
W.W. Lee and R.A. Kolesnikov
2009-02-17
In this paper, we present a simple iterative procedure for obtaining the higher order E x B and dE/dt (polarization) drifts associated with the gyrokinetic Vlasov-Poisson equations in the long wavelength limit of k⊥ρi ~ o(ε) and k⊥L ~ o(1), where ρi is the ion gyroradius, L is the scale length of the background inhomogeneity and ε is a smallness parameter. It can be shown that these new higher order k⊥ρi terms, which are also related to the higher order perturbations of the electrostatic potential Φ, should have negligible effects on turbulent and neoclassical transport in tokamaks, regardless of the form of the background distribution and the amplitude of the perturbation. To address further the issue of a non-Maxwellian plasma, higher order finite Larmor radius terms in the gyrokinetic Poisson's equation have been studied and shown to be unimportant as well. On the other hand, the terms of o(k2⊥ρi2) ~ o(ε) and k⊥L ~ o(1) can indeed have impact on microturbulence, especially in the linear stage, such as those arising from the difference between the guiding center and the gyrocenter densities due to the presence of the background gradients. These results will be compared with a recent study questioning the validity of the commonly used gyrokinetic equations for long time simulations.
Evaluation of a higher order differencing method for the solution of the fluid flow equations
Tzanos, C.P.
1991-01-01
For the numerical solution of the transport equations that describe the convection and diffusion of various physical quantities (e.g., momentum, heat, material concentrations), first-order upwind schemes are widely used. These schemes are simple and give physically plausible solutions. However, due to false diffusion, at high Peclet or Reynolds numbers, their accuracy on practical meshes is poor. On the other hand, at these numbers, central difference schemes and Galerkin finite-element methods require a fine mesh to eliminate spurious spatial oscillations. A higher order differencing method was recently presented by Tzanos that even with a coarse mesh produces oscillation-free solutions and of superior accuracy than those of the upwind scheme. This method has been successfully tested for the solution of the heat transfer equations with a known flow field, and for the solution of the incompressible fluid flow equations in the vorticity-stream function formulation. In this work this method was evaluated for the solution of the incompressible fluid flow equations in their primitive-variables (velocities, pressure) formulation. The flow in a square cavity was used as a test problem. 6 refs., 1 tab.
Extension of Low Dissipative High Order Hydrodynamics Schemes for MHD Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sjoegreen, Bjoern; Mansour, Nagi (Technical Monitor)
2002-01-01
The objective of this paper is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD (magnetohydrodynamic) equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls to limit the amount and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvi-linear grids. The three features of the present MHD scheme over existing schemes in the open literature are as follows. First, the scheme is constructed for long-time integrations of shock/turbulence/combustion magnetized flows. Available schemes are too diffusive for long-time integrations and/or turbulence/combustion problems. Second, unlike existing schemes for the conservative MHD equations which suffer from ill-conditioned eigen-decompositions, the present scheme makes use of a well-conditioned eigen-decomposition to solve the conservative form of the MHD equations. This is due to, partly. the fact that the divergence of the magnetic field condition is a different type of constraint from its incompressible Navier-Stokes cousin. Third, a new approach to minimize the numerical error of the divergence free magnetic condition for high order scheme is introduced.
NASA Technical Reports Server (NTRS)
Pototzky, Anthony S.
2010-01-01
A methodology is described for generating first-order plant equations of motion for aeroelastic and aeroservoelastic applications. The description begins with the process of generating data files representing specialized mode-shapes, such as rigid-body and control surface modes, using both PATRAN and NASTRAN analysis. NASTRAN executes the 146 solution sequence using numerous Direct Matrix Abstraction Program (DMAP) calls to import the mode-shape files and to perform the aeroelastic response analysis. The aeroelastic response analysis calculates and extracts structural frequencies, generalized masses, frequency-dependent generalized aerodynamic force (GAF) coefficients, sensor deflections and load coefficients data as text-formatted data files. The data files are then re-sequenced and re-formatted using a custom written FORTRAN program. The text-formatted data files are stored and coefficients for s-plane equations are fitted to the frequency-dependent GAF coefficients using two Interactions of Structures, Aerodynamics and Controls (ISAC) programs. With tabular files from stored data created by ISAC, MATLAB generates the first-order aeroservoelastic plant equations of motion. These equations include control-surface actuator, turbulence, sensor and load modeling. Altitude varying root-locus plot and PSD plot results for a model of the F-18 aircraft are presented to demonstrate the capability.
NASA Technical Reports Server (NTRS)
Walker, K. P.; Freed, A. D.
1991-01-01
New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.
Maxwell's second- and third-order equations of transfer for non-Maxwellian gases
NASA Technical Reports Server (NTRS)
Baganoff, D.
1992-01-01
Condensed algebraic forms for Maxwell's second- and third-order equations of transfer are developed for the case of molecules described by either elastic hard spheres, inverse-power potentials, or by Bird's variable hard-sphere model. These hardly reduced, yet exact, equations provide a new point of origin, when using the moment method, in seeking approximate solutions in the kinetic theory of gases for molecular models that are physically more realistic than that provided by the Maxwell model. An important by-product of the analysis when using these second- and third-order relations is that a clear mathematical connection develops between Bird's variable hard-sphere model and that for the inverse-power potential.
On the Fractional-Order Logistic Equation with Two Different Delays
NASA Astrophysics Data System (ADS)
El-Sayed, Ahmed M. A.; El-Saka, Hala A. A.; El-Maghrabi, Esam M.
2011-04-01
The fractional-order logistic equation with the two different delays r1, r2 > 0, Dα x(t) = ρx(t - r1)[1-x(t -r2)], t > 0 and ρ > 0, with the initial data x(t) = x0, t ≤ 0 are considered. The existence of a unique uniformly stable solution is studied and the Adams-type predictor-corrector method is applied to obtain the numerical solution.
Scattering theory for the fourth-order Schrödinger equation in low dimensions
NASA Astrophysics Data System (ADS)
Pausader, Benoit; Xia, Suxia
2013-08-01
We prove scattering for the defocusing fourth-order Schrödinger equation in low spatial dimensions (1 ⩽ n ⩽ 4). Inspired by the method in (Pausader 2010 Indiana Univ. Math. J. 59 791-822), we utilize a strategy from Kenig and Merle (2006 Invent. Math. 166 645-75) to compensate for the absence of a Morawetz-type estimate, then we use a new virial-type ingredient to finish the proof.
Parallel Implementation of a High Order Implicit Collocation Method for the Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules; Halem, Milton (Technical Monitor)
2000-01-01
We combine a high order compact finite difference approximation and collocation techniques to numerically solve the two dimensional heat equation. The resulting method is implicit arid can be parallelized with a strategy that allows parallelization across both time and space. We compare the parallel implementation of the new method with a classical implicit method, namely the Crank-Nicolson method, where the parallelization is done across space only. Numerical experiments are carried out on the SGI Origin 2000.
Chaotic attractors based on unstable dissipative systems via third-order differential equation
NASA Astrophysics Data System (ADS)
Campos-Cantón, E.
2016-07-01
In this paper, we present an approach how to yield 1D, 2D and 3D-grid multi-scroll chaotic systems in R3 based on unstable dissipative systems via third-order differential equation. This class of systems is constructed by a switching control law(SCL) changing the equilibrium point of an unstable dissipative system. The switching control law that governs the position of the equilibrium point varies according to the number of scrolls displayed in the attractor.
Higher-order numerical solutions using cubic splines. [for partial differential equations
NASA Technical Reports Server (NTRS)
Rubin, S. G.; Khosla, P. K.
1975-01-01
A cubic spline collocation procedure has recently been developed for the numerical solution of partial differential equations. In the present paper, this spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a non-uniform mesh and overall fourth-order accuracy for a uniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, will be presented for several model problems.-
New high order iterative scheme in the solution of convection-diffusion equation
NASA Astrophysics Data System (ADS)
Ling, Sam Teek; Ali, Norhashidah Hj. Mohd.
2014-07-01
In this paper, a new fourth-order nine-point finite difference scheme based on the rotated grid combined with the traditional Successive Over Relaxation (SOR)-type iterative method is discussed in solving the two-dimensional convection-diffusion partial differential equation (pde) with variable coefficients. Numerical experiments are carried out to verify the high accuracy solution of the scheme. Comparisons with the exact solutions also show that the rotated scheme converges faster than the existing compact scheme of the same order.
POD/DEIM nonlinear model order reduction of an ADI implicit shallow water equations model
NASA Astrophysics Data System (ADS)
Ştefănescu, R.; Navon, I. M.
2013-03-01
In the present paper we consider a 2-D shallow-water equations (SWE) model on a β-plane solved using an alternating direction fully implicit (ADI) finite-difference scheme on a rectangular domain. The scheme was shown to be unconditionally stable for the linearized equations. The discretization yields a number of nonlinear systems of algebraic equations. We then use a proper orthogonal decomposition (POD) to reduce the dimension of the SWE model. Due to the model nonlinearities, the computational complexity of the reduced model still depends on the number of variables of the full shallow - water equations model. By employing the discrete empirical interpolation method (DEIM) we reduce the computational complexity of the reduced order model due to its depending on the nonlinear full dimension model and regain the full model reduction expected from the POD model. To emphasize the CPU gain in performance due to use of POD/DEIM, we also propose testing an explicit Euler finite difference scheme (EE) as an alternative to the ADI implicit scheme for solving the swallow water equations model. We then proceed to assess the efficiency of POD/DEIM as a function of number of spatial discretization points, time steps, and POD basis functions. As was expected, our numerical experiments showed that the CPU time performances of POD/DEIM schemes are proportional to the number of mesh points. Once the number of spatial discretization points exceeded 10000 and for 90 DEIM interpolation points, the CPU time decreased by a factor of 10 in case of POD/DEIM implicit SWE scheme and by a factor of 15 for the POD/DEIM explicit SWE scheme in comparison with the corresponding POD SWE schemes. Moreover, our numerical tests revealed that if the number of points selected by DEIM algorithm reached 50, the approximation errors due to POD/DEIM and POD reduced systems have the same orders of magnitude, thus supporting the theoretical results existing in the literature.
Fourth-order partial differential equation noise removal on welding images
Halim, Suhaila Abd; Ibrahim, Arsmah; Sulong, Tuan Nurul Norazura Tuan; Manurung, Yupiter HP
2015-10-22
Partial differential equation (PDE) has become one of the important topics in mathematics and is widely used in various fields. It can be used for image denoising in the image analysis field. In this paper, a fourth-order PDE is discussed and implemented as a denoising method on digital images. The fourth-order PDE is solved computationally using finite difference approach and then implemented on a set of digital radiographic images with welding defects. The performance of the discretized model is evaluated using Peak Signal to Noise Ratio (PSNR). Simulation is carried out on the discretized model on different level of Gaussian noise in order to get the maximum PSNR value. The convergence criteria chosen to determine the number of iterations required is measured based on the highest PSNR value. Results obtained show that the fourth-order PDE model produced promising results as an image denoising tool compared with median filter.
A Fourth Order Difference Scheme for the Maxwell Equations on Yee Grid
Fathy, Aly E; Wilson, Joshua L
2008-09-01
The Maxwell equations are solved by a long-stencil fourth order finite difference method over a Yee grid, in which different physical variables are located at staggered mesh points. A careful treatment of the numerical values near the boundary is introduced, which in turn leads to a 'symmetric image' formula at the 'ghost' grid points. Such a symmetric formula assures the stability of the boundary extrapolation. In turn, the fourth order discrete curl operator for the electric and magnetic vectors gives a complete set of eigenvalues in the purely imaginary axis. To advance the dynamic equations, the four-stage Runge-Kutta method is utilized, which results in a full fourth order accuracy in both time and space. A stability constraint for the time step is formulated at both the theoretical and numerical levels, using an argument of stability domain. An accuracy check is presented to verify the fourth order precision, using a comparison between exact solution and numerical solutions at a fixed final time. In addition, some numerical simulations of a loss-less rectangular cavity are also carried out and the frequency is measured precisely.
A high-order conservative collocation scheme and its application to global shallow-water equations
NASA Astrophysics Data System (ADS)
Chen, C.; Li, X.; Shen, X.; Xiao, F.
2015-02-01
In this paper, an efficient and conservative collocation method is proposed and used to develop a global shallow-water model. Being a nodal type high-order scheme, the present method solves the pointwise values of dependent variables as the unknowns within each control volume. The solution points are arranged as Gauss-Legendre points to achieve high-order accuracy. The time evolution equations to update the unknowns are derived under the flux reconstruction (FR) framework (Huynh, 2007). Constraint conditions used to build the spatial reconstruction for the flux function include the pointwise values of flux function at the solution points, which are computed directly from the dependent variables, as well as the numerical fluxes at the boundaries of the computational element, which are obtained as Riemann solutions between the adjacent elements. Given the reconstructed flux function, the time tendencies of the unknowns can be obtained directly from the governing equations of differential form. The resulting schemes have super convergence and rigorous numerical conservativeness. A three-point scheme of fifth-order accuracy is presented and analyzed in this paper. The proposed scheme is adopted to develop the global shallow-water model on the cubed-sphere grid, where the local high-order reconstruction is very beneficial for the data communications between adjacent patches. We have used the standard benchmark tests to verify the numerical model, which reveals its great potential as a candidate formulation for developing high-performance general circulation models.
High-order nite volume WENO schemes for the shallow water equations with dry states
Xing, Yulong; Shu, Chi-wang
2011-01-01
The shallow water equations are used to model flows in rivers and coastal areas, and have wide applications in ocean, hydraulic engineering, and atmospheric modeling. These equations have still water steady state solutions in which the flux gradients are balanced by the source term. It is desirable to develop numerical methods which preserve exactly these steady state solutions. Another main difficulty usually arising from the simulation of dam breaks and flood waves flows is the appearance of dry areas where no water is present. If no special attention is paid, standard numerical methods may fail near dry/wet front and produce non-physical negative water height. A high-order accurate finite volume weighted essentially non-oscillatory (WENO) scheme is proposed in this paper to address these difficulties and to provide an efficient and robust method for solving the shallow water equations. A simple, easy-to-implement positivity-preserving limiter is introduced. One- and two-dimensional numerical examples are provided to verify the positivity-preserving property, well-balanced property, high-order accuracy, and good resolution for smooth and discontinuous solutions.
Higher-Order Equation-of-Motion Coupled-Cluster Methods
Hirata, So
2004-07-01
The equation-of-motion coupled-cluster (EOM-CC) methods with cluster and linear excitation operators truncated after double, triple, or quadruple excitation level (EOM-CCSD, EOM-CCSDT, and EOM-CCSDTQ) for excitation energies, excited-state dipole moments, and transition moments, and also related Λ equation solvers for coupled-cluster (CC) methods through and up to connected quadruple excitation (CCSD, CCSDT, and CCSDTQ) have been implemented into programs that execute in parallel, taking advantage of spin, spatial (real Abelian), and permutation symmetries simultaneously and fully (within the spin-orbital formalisms). This has been achieved by virtue of the new implementation paradigm of using an algebraic and symbolic manipulation program that automated the formula derivation and implementation altogether. The EOM-CC methods and CC Λ equations introduce a new class of second quantized ansatz with a de-excitation operator ( ), an arbitrary number of excitation operators ( ), and a physical (e.g., the Hamiltonian) operator ( ), the tensor contraction expressions of which can be performed in the order of or at the minimal peak operation cost. Any intermediate tensor resulting from either contraction order is shown to have at most six groups of permutable indices, which finding is used to guide the computer-synthesized programs to fully exploit the permutation symmetry of any tensor to minimize the arithmetic and memory costs.
Primitive-Equation-Based Low-Order Models with Seasonal Cycle. Part I: Model Construction.
NASA Astrophysics Data System (ADS)
Achatz, Ulrich; Opsteegh, J. D.
2003-02-01
In a continuation of previous investigations on deterministic reduced atmosphere models with compact state space representation, two main modifications are introduced. First, primitive equation dynamics is used to describe the nonlinear interactions between resolved scales. Second, the seasonal cycle in its main aspects is incorporated. Stability considerations lead to a gridpoint formulation of the basic equations in the dynamical core. A total energy metric consistent with the equations can be derived, provided surface pressure is treated as constant in time. Using this metric, a reduction in the number of degrees of freedom is achieved by a projection onto three-dimensional empirical orthogonal functions (EOFs), each of them encompassing simultaneously all prognostic variables (winds and temperature). The impact of unresolved scales and not explicitly described physical processes is incorporated via an empirical linear parameterization. The basis patterns having been determined from 3 sigma levels from a GCM dataset, it is found that, in spite of the presence of a seasonal cycle, at most 500 are needed for describing 90% of the variance produced by the GCM. If compared to previous low-order models with quasigeostrophic dynamics, the reduced models exhibit at this and lower-order truncations, a considerably enhanced capability to predict GCM tendencies. An analysis of the dynamical impact of the empirical parameterization is given, hinting at an important role in controlling the seasonally dependent storm track dynamics.
The spatial fourth-order energy-conserved S-FDTD scheme for Maxwell's equations
NASA Astrophysics Data System (ADS)
Liang, Dong; Yuan, Qiang
2013-06-01
In this paper we develop a new spatial fourth-order energy-conserved splitting finite-difference time-domain method for Maxwell's equations. Based on the staggered grids, the splitting technique is applied to lead to a three-stage energy-conserved splitting scheme. At each stage, using the spatial fourth-order difference operators on the strict interior nodes by a linear combination of two central differences, one with a spatial step and the other with three spatial steps, we first propose the spatial high-order near boundary differences on the near boundary nodes which ensure the scheme to preserve energy conservations and to have fourth-order accuracy in space step. The proposed scheme has the important properties: energy-conserved, unconditionally stable, non-dissipative, high-order accurate, and computationally efficient. We first prove that the scheme satisfies energy conversations and is in unconditional stability. We then prove the optimal error estimates of fourth-order in spatial step and second-order in time step for the electric and magnetic fields and obtain the convergence and error estimate of divergence-free as well. Numerical dispersion analysis and numerical experiments are presented to confirm our theoretical results.
Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation
NASA Astrophysics Data System (ADS)
Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.
2012-09-01
The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.
High-order ENO methods for the unsteady compressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Atkins, H. L.
1991-01-01
The adaptive stencil concepts of ENO (Essentially Non-Oscillatory) methods are applied to the laminar Navier-Stokes equations to yield a high-order, time-accurate algorithm with a shock-capturing capability. The method targets problems in the areas of nonlinear acoustics, compressible transition, and turbulence which, due to the presence of shocks or complex geometries, are not easily solved by spectral methods. The present approach has been implemented and tested for the full three-dimensional Navier-Stokes equations in a transformed curvilinear coordinate system. Validation results are presented for a variety of problems which verify the method's accuracy properties and shock capturing capabilities, as well as demonstrate its use as a direct simulation tool.
On p -form theories with gauge invariant second order field equations
NASA Astrophysics Data System (ADS)
Deffayet, Cédric; Mukohyama, Shinji; Sivanesan, Vishagan
2016-04-01
We explore field theories of a single p -form with equations of motions of order strictly equal to 2 and gauge invariance. We give a general method for the classification of such theories which are extensions to the p -forms of the Galileon models for scalars. Our classification scheme allows us to compute an upper bound on the number of different such theories depending on p and on the space-time dimension. We are also able to build a nontrivial Galileon-like theory for a 3-form with gauge invariance and an action which is polynomial into the derivatives of the form. This theory has gauge invariant field equations but an action which is not, like a Chern-Simons theory. Hence the recently discovered no-go theorem stating that there are no nontrivial gauge invariant vector Galileons (which we are also able here to confirm with our method) does not extend to other odd-p cases.
First and second order operator splitting methods for the phase field crystal equation
Lee, Hyun Geun; Shin, Jaemin; Lee, June-Yub
2015-10-15
In this paper, we present operator splitting methods for solving the phase field crystal equation which is a model for the microstructural evolution of two-phase systems on atomic length and diffusive time scales. A core idea of the methods is to decompose the original equation into linear and nonlinear subequations, in which the linear subequation has a closed-form solution in the Fourier space. We apply a nonlinear Newton-type iterative method to solve the nonlinear subequation at the implicit time level and thus a considerably large time step can be used. By combining these subequations, we achieve the first- and second-order accuracy in time. We present numerical experiments to show the accuracy and efficiency of the proposed methods.
Fisher information of special functions and second-order differential equations
NASA Astrophysics Data System (ADS)
Yáñez, R. J.; Sánchez-Moreno, P.; Zarzo, A.; Dehesa, J. S.
2008-08-01
We investigate a basic question of analytic information theory, namely, the evaluation of the Fisher information and the relative Fisher information with respect to a non-negative function, for the probability distributions obtained by squaring the special functions of mathematical physics which are solutions of second-order differential equations. We obtain explicit expressions for these information-theoretic properties via the expectation values of the coefficients of the differential equation. We illustrate our approach for various nonrelativistic D-dimensional wavefunctions and some special functions of physicomathematical interest. Emphasis is made in the Nikiforov-Uvarov hypergeometric-type functions, which include and generalize the Hermite functions and the Gauss and Kummer hypergeometric functions, among others.
Collapse for the higher-order nonlinear Schrödinger equation
Achilleos, V.; Diamantidis, S.; Frantzeskakis, D. J.; Horikis, T. P.; Karachalios, N. I.; Kevrekidis, P. G.
2016-02-01
We examine conditions for finite-time collapse of the solutions of the higher-order nonlinear Schr odinger (NLS) equation incorporating third-order dispersion, self-steepening, linear and nonlinear gain and loss, and Raman scattering; this is a system that appears in many physical contexts as a more realistic generalization of the integrable NLS. By using energy arguments, it is found that the collapse dynamics is chiefly controlled by the linear/nonlinear gain/loss strengths. We identify a critical value of the linear gain, separating the possible decay of solutions to the trivial zero-state, from collapse. The numerical simulations, performed for a wide class of initial data,more » are found to be in very good agreement with the analytical results, and reveal long-time stability properties of localized solutions. The role of the higher-order effects to the transient dynamics is also revealed in these simulations.« less
Rapidity window dependences of higher order cumulants and diffusion master equation
NASA Astrophysics Data System (ADS)
Kitazawa, Masakiyo
2015-10-01
We study the rapidity window dependences of higher order cumulants of conserved charges observed in relativistic heavy ion collisions. The time evolution and the rapidity window dependence of the non-Gaussian fluctuations are described by the diffusion master equation. Analytic formulas for the time evolution of cumulants in a rapidity window are obtained for arbitrary initial conditions. We discuss that the rapidity window dependences of the non-Gaussian cumulants have characteristic structures reflecting the non-equilibrium property of fluctuations, which can be observed in relativistic heavy ion collisions with the present detectors. It is argued that various information on the thermal and transport properties of the hot medium can be revealed experimentally by the study of the rapidity window dependences, especially by the combined use, of the higher order cumulants. Formulas of higher order cumulants for a probability distribution composed of sub-probabilities, which are useful for various studies of non-Gaussian cumulants, are also presented.
Giraldo, Francis X. . E-mail: giraldo@nrlmry.navy.mil
2006-05-20
High-order triangle-based discontinuous Galerkin (DG) methods for hyperbolic equations on a rotating sphere are presented. The DG method can be characterized as the fusion of finite elements with finite volumes. This DG formulation uses high-order Lagrange polynomials on the triangle using nodal sets up to 15th order. The finite element-type area integrals are evaluated using order 2N Gauss cubature rules. This leads to a full mass matrix which, unlike for continuous Galerkin (CG) methods such as the spectral element (SE) method presented in Giraldo and Warburton [A nodal triangle-based spectral element method for the shallow water equations on the sphere, J. Comput. Phys. 207 (2005) 129-150], is small, local and efficient to invert. Two types of finite volume-type flux integrals are studied: a set based on Gauss-Lobatto quadrature points (order 2N - 1) and a set based on Gauss quadrature points (order 2N). Furthermore, we explore conservation and advection forms as well as strong and weak forms. Seven test cases are used to compare the different methods including some with scale contractions and shock waves. All three strong forms performed extremely well with the strong conservation form with 2N integration being the most accurate of the four DG methods studied. The strong advection form with 2N integration performed extremely well even for flows with shock waves. The strong conservation form with 2N - 1 integration yielded results almost as good as those with 2N while being less expensive. All the DG methods performed better than the SE method for almost all the test cases, especially for those with strong discontinuities. Finally, the DG methods required less computing time than the SE method due to the local nature of the mass matrix.
NASA Technical Reports Server (NTRS)
Jothiprasad, Giridhar; Mavriplis, Dimitri J.; Caughey, David A.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
The efficiency gains obtained using higher-order implicit Runge-Kutta schemes as compared with the second-order accurate backward difference schemes for the unsteady Navier-Stokes equations are investigated. Three different algorithms for solving the nonlinear system of equations arising at each timestep are presented. The first algorithm (NMG) is a pseudo-time-stepping scheme which employs a non-linear full approximation storage (FAS) agglomeration multigrid method to accelerate convergence. The other two algorithms are based on Inexact Newton's methods. The linear system arising at each Newton step is solved using iterative/Krylov techniques and left preconditioning is used to accelerate convergence of the linear solvers. One of the methods (LMG) uses Richardson's iterative scheme for solving the linear system at each Newton step while the other (PGMRES) uses the Generalized Minimal Residual method. Results demonstrating the relative superiority of these Newton's methods based schemes are presented. Efficiency gains as high as 10 are obtained by combining the higher-order time integration schemes with the more efficient nonlinear solvers.
A general approach for high order absorbing boundary conditions for the Helmholtz equation
NASA Astrophysics Data System (ADS)
Zarmi, Asaf; Turkel, Eli
2013-06-01
When solving a scattering problem in an unbounded space, one needs to implement the Sommerfeld condition as a boundary condition at infinity, to ensure no energy penetrates the system. In practice, solving a scattering problem involves truncating the region and implementing a boundary condition on an artificial outer boundary. Bayliss, Gunzburger and Turkel (BGT) suggested an Absorbing Boundary Condition (ABC) as a sequence of operators aimed at annihilating elements from the solution's series representation. Their method was practical only up to a second order condition. Later, Hagstrom and Hariharan (HH) suggested a method which used auxiliary functions and enabled implementation of higher order conditions. We compare various absorbing boundary conditions (ABCs) and introduce a new method to construct high order ABCs, generalizing the HH method. We then derive from this general method ABCs based on different series representations of the solution to the Helmholtz equation - in polar, elliptical and spherical coordinates. Some of these ABCs are generalizations of previously constructed ABCs and some are new. These new ABCs produce accurate solutions to the Helmholtz equation, which are much less dependent on the various parameters of the problem, such as the value of k, or the eccentricity of the ellipse. In addition to constructing new ABCs, our general method sheds light on the connection between various ABCs. Computations are presented to verify the high accuracy of these new ABCs.
NASA Astrophysics Data System (ADS)
Jang, Juhi; Li, Fengyan; Qiu, Jing-Mei; Xiong, Tao
2015-01-01
In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the porous media equation, the advection-diffusion equation, and the viscous Burgers' equation. Our approach is based on the micro-macro reformulation of the kinetic equation which involves a natural decomposition of the equation to the equilibrium and non-equilibrium parts. To achieve high order accuracy and uniform stability as well as to capture the correct asymptotic limit, two new ingredients are employed in the proposed methods: discontinuous Galerkin (DG) spatial discretization of arbitrary order of accuracy with suitable numerical fluxes; high order globally stiffly accurate implicit-explicit (IMEX) Runge-Kutta scheme in time equipped with a properly chosen implicit-explicit strategy. Formal asymptotic analysis shows that the proposed scheme in the limit of ε → 0 is a consistent high order discretization for the limiting equation. Numerical results are presented to demonstrate the stability and high order accuracy of the proposed schemes together with their performance in the limit. Our methods are also tested for the continuous-velocity one-group transport equation in slab geometry and for several examples with spatially varying parameters.
Bifurcation and chaos in a perturbed soliton equation with higher-order nonlinearity
NASA Astrophysics Data System (ADS)
Yu, Jun; Zhang, Rongbo; Jin, Guojuan
2011-12-01
The influence of a soliton system under external perturbation is considered. We take the compound Korteweg-de Vries-Burgers-type equation with nonlinear terms of any order as an example, and investigate numerically the chaotic behavior of the system with periodic forcing. It is shown that dynamical chaos can occur when we appropriately choose system parameters. Abundant bifurcation structures and different routes to chaos, such as period doubling, intermittent bifurcation and crisis, are found by applying bifurcation diagrams, Poincaré maps and phase portraits. To characterize the chaotic behavior of this system, a spectrum of Lyapunov exponents and Lyapunov dimensions of attractors are also employed.
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.
Second-order bosonic Kadanoff-Baym equations for plasmon-accompanied optical absorption
NASA Astrophysics Data System (ADS)
Schüler, Michael; Pavlyukh, Yaroslav
2016-03-01
The availability of ultra-short and strong light sources opens the door for a variety of new experiments such as transient absorption, where optical properties of systems can be studied in extreme nonequilibrium situations. The nonequilibrium Green's function formalism is an efficient approach to investigate these processes theoretically. Here we apply the method to the light-matter interaction of the magnesium 2p core level accompanied by electron-plasmon interaction due to collective excitations in the conduction band. The plasmons are described as massive bosonic quasi-particle excitations, leading to a second-order equations of motion, requiring a new approach for their propagation.
First Order Solutions for Klein-Gordon-Maxwell Equations in a Specific Curved Manifold Case
Murariu, Gabriel
2009-05-22
The aim of this paper is to study the SO(3,1)xU(1) gauge minimally coupled charged spinless field to a spherically symmetric curved space-time. It is derived the first order analytically approximation solution for the system of Klein-Gordon-Maxwell equations. Using these solutions, it evaluated the system electric charge density. The considered space -time manifold generalize an anterior studied one. The chosen space time configuration is of S diagonal type from the MAPLE GRTensor II metrics package.
Numerical simulations with a first-order BSSN formulation of Einstein's field equations
NASA Astrophysics Data System (ADS)
Brown, J. David; Diener, Peter; Field, Scott E.; Hesthaven, Jan S.; Herrmann, Frank; Mroué, Abdul H.; Sarbach, Olivier; Schnetter, Erik; Tiglio, Manuel; Wagman, Michael
2012-04-01
We present a new fully first-order strongly hyperbolic representation of the Baumgarte-Shapiro-Shibata-Nakamura formulation of Einstein’s equations with optional constraint damping terms. We describe the characteristic fields of the system, discuss its hyperbolicity properties, and present two numerical implementations and simulations: one using finite differences, adaptive mesh refinement, and, in particular, binary black holes, and another one using the discontinuous Galerkin method in spherical symmetry. The results of this paper constitute a first step in an effort to combine the robustness of Baumgarte-Shapiro-Shibata-Nakamura evolutions with very high accuracy numerical techniques, such as spectral collocation multidomain or discontinuous Galerkin methods.
Numerical simulations with a First order BSSN formulation of Einstein's field equations
NASA Astrophysics Data System (ADS)
Brown, David; Diener, Peter; Field, Scott; Hesthaven, Jan; Herrmann, Frank; Mroue, Abdul; Sarbach, Olivier; Schnetter, Erik; Tiglio, Manuel; Wagman, Michael
2012-03-01
We present a new fully first order strongly hyperbolic representation of the BSSN formulation of Einstein's equations with optional constraint damping terms. In particular, we describe the characteristic fields of the system, discuss its hyperbolicity properties, and present two numerical implementations and simulations: one using finite differences, adaptive mesh refinement and in particular binary black holes, and another one using the discontinuous Galerkin method in spherical symmetry. These results constitute a first step in an effort to combine the robustness of BSSN evolutions with very high accuracy numerical techniques, such as spectral collocation multi-domain or discontinuous Galerkin methods.
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.
Divergence Free High Order Filter Methods for the Compressible MHD Equations
NASA Technical Reports Server (NTRS)
Yea, H. C.; Sjoegreen, Bjoern
2003-01-01
The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard diver- gence cleaning is not required by the present filter approach. For certain MHD test cases, divergence free preservation of the magnetic fields has been achieved.
High Order Filter Methods for the Non-ideal Compressible MHD Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sjoegreen, Bjoern
2003-01-01
The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard divergence cleaning is not required by the present filter approach. For certain non-ideal MHD test cases, divergence free preservation of the magnetic fields has been achieved.
On the regularizing effect for unbounded solutions of first-order Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Barles, Guy; Chasseigne, Emmanuel
2016-05-01
We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form ut + H (x , t , Du) = 0 in RN × (0 , + ∞) in the case where the idea is to first estimate ut. As a consequence, we have a Lipschitz regularity in space and time for coercive Hamiltonians and, for hypo-elliptic Hamiltonians, we also have an Hölder regularizing effect in space following a result of L.C. Evans and M.R. James.
Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation
NASA Technical Reports Server (NTRS)
Abarbanel, Saul; Ditkowski, Adi
1996-01-01
An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.
Crespi, Catherine M.; Wong, Weng Kee; Mishra, Shiraz I.
2009-01-01
SUMMARY In cluster randomized trials, it is commonly assumed that the magnitude of the correlation among subjects within a cluster is constant across clusters. However, the correlation may in fact be heterogeneous and depend on cluster characteristics. Accurate modeling of the correlation has the potential to improve inference. We use second-order generalized estimating equations to model heterogeneous correlation in cluster randomized trials. Using simulation studies we show that accurate modeling of heterogeneous correlation can improve inference when the correlation is high or varies by cluster size. We apply the methods to a cluster randomized trial of an intervention to promote breast cancer screening. PMID:19109804
Dissipative issue of high-order shock capturing schemes with non-convex equations of state
NASA Astrophysics Data System (ADS)
Heuzé, Olivier; Jaouen, Stéphane; Jourdren, Hervé
2009-02-01
It is well known that, closed with a non-convex equation of state (EOS), the Riemann problem for the Euler equations allows non-standard waves, such as split shocks, sonic isentropic compressions or rarefaction shocks, to occur. Loss of convexity then leads to non-uniqueness of entropic or Lax solutions, which can only be resolved via the Liu-Oleinik criterion (equivalent to the existence of viscous profiles for all admissible shock waves). This suggests that in order to capture the physical solution, a numerical scheme must provide an appropriate level of dissipation. A legitimate question then concerns the ability of high-order shock capturing schemes to naturally select such a solution. To investigate this question and evaluate modern as well as future high-order numerical schemes, there is therefore a crucial need for well-documented benchmarks. A thermodynamically consistent C∞ non-convex EOS that can be easily introduced in Eulerian as well as Lagrangian hydrocodes for test purposes is here proposed, along with a reference solution for an initial value problem exhibiting a complex composite wave pattern (the Bizarrium test problem). Two standard Lagrangian numerical approaches, both based on a finite volume method, are then reviewed (vNR and Godunov-type schemes) and evaluated on this Riemann problem. In particular, a complete description of several state-of-the-art high-order Godunov-type schemes applicable to general EOSs is provided. We show that this particular test problem reveals quite severe when working on high-order schemes, and recommend it as a benchmark for devising new limiters and/or next-generation highly accurate schemes.
A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations
NASA Technical Reports Server (NTRS)
Gerritsen, Margot; Olsson, Pelle
1996-01-01
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.
Computational Study of Chaotic and Ordered Solutions of the Kuramoto-Sivashinsky Equation
NASA Technical Reports Server (NTRS)
Smyrlis, Yiorgos S.; Papageorgiou, Demetrios T.
1996-01-01
We report the results of extensive numerical experiments on the Kuramoto-Sivashinsky equation in the strongly chaotic regime as the viscosity parameter is decreased and increasingly more linearly unstable modes enter the dynamics. General initial conditions are used and evolving states do not assume odd-parity. A large number of numerical experiments are employed in order to obtain quantitative characteristics of the dynamics. We report on different routes to chaos and provide numerical evidence and construction of strange attractors with self-similar characteristics. As the 'viscosity' parameter decreases the dynamics becomes increasingly more complicated and chaotic. In particular it is found that regular behavior in the form of steady state or steady state traveling waves is supported amidst the time-dependent and irregular motions. We show that multimodal steady states emerge and are supported on decreasing windows in parameter space. In addition we invoke a self-similarity property of the equation, to show that these profiles are obtainable from global fixed point attractors of the Kuramoto-Sivashinsky equation at much larger values of the viscosity.
An equation of state for the financial markets: connecting order flow to price formation.
NASA Astrophysics Data System (ADS)
Gerig, Austin; Mike, Szabolcs; Doyne Farmer, J.
2006-03-01
Many of the peculiarities of price formation in the financial marketplace can be understood as the result of a few regularities in the placement and removal of trading orders. Based on a large data set from the London Stock Exchange we show that the distribution of prices where people place orders to buy or sell follows a surprisingly simple functional form that depends on the current best prices. In addition, whether or not an order is to buy or sell is described by a long-memory process, and the cancellation of orders can be described by a few simple rules. When these results are combined, simply by following the rules of the continuous double auction, the resulting simulation model produces good predictions for the distribution of price changes and transaction costs without any adjustment of parameters. We use the model to empirically derive equations of state relating order flow and the statistical properties of prices. In contrast to previous conjectures, our results demonstrate that these distributions are not universal, but rather depend on parameters of individual markets. They also show that factors other than supply and demand play an important role in price formation.
Wang, Wei; Shu, Chi-Wang; Yee, H.C.; Sjögreen, Björn
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation
NASA Astrophysics Data System (ADS)
Bhatt, H. P.; Khaliq, A. Q. M.
2016-03-01
This paper introduces two new modified fourth-order exponential time differencing Runge-Kutta (ETDRK) schemes in combination with a global fourth-order compact finite difference scheme (in space) for direct integration of nonlinear coupled viscous Burgers' equations in their original form without using any transformations or linearization techniques. One scheme is a modification of the Cox and Matthews ETDRK4 scheme based on (1 , 3) -Padé approximation and other is a modification of Krogstad's ETDRK4-B scheme based on (2 , 2) -Padé approximation. Efficient versions of the proposed schemes are obtained by using a partial fraction splitting technique of rational functions. The stability properties of the proposed schemes are studied by plotting the stability regions, which provide an explanation of their behavior for dispersive and dissipative problems. The order of convergence of the schemes is examined empirically and found that the modification of ETDRK4 converges with the expected rate even if the initial data are nonsmooth. On the other hand, modification of ETDRK4-B suffers with order reduction if the initial data are nonsmooth. Several numerical experiments are carried out in order to demonstrate the performance and adaptability of the proposed schemes. The numerical results indicate that the proposed schemes provide better accuracy than other schemes available in the literature. Moreover, the results show that the modification of ETDRK4 is reliable and yields more accurate results than modification of ETDRK4-B, while solving problems with nonsmooth data or with high Reynolds number.
Error analysis of exponential integrators for oscillatory second-order differential equations
NASA Astrophysics Data System (ADS)
Grimm, Volker; Hochbruck, Marlis
2006-05-01
In this paper, we analyse a family of exponential integrators for second-order differential equations in which high-frequency oscillations in the solution are generated by a linear part. Conditions are given which guarantee that the integrators allow second-order error bounds independent of the product of the step size with the frequencies. Our convergence analysis generalizes known results on the mollified impulse method by García-Archilla, Sanz-Serna and Skeel (1998, SIAM J. Sci. Comput. 30 930-63) and on Gautschi-type exponential integrators (Hairer E, Lubich Ch and Wanner G 2002 Geometric Numerical Integration (Berlin: Springer), Hochbruck M and Lubich Ch 1999 Numer. Math. 83 403-26).
High-order numerical solution of the nonlinear Helmholtz equation with axial symmetry
NASA Astrophysics Data System (ADS)
Baruch, G.; Fibich, G.; Tsynkov, S.
2007-07-01
The nonlinear Helmholtz (NLH) equation models the propagation of intense laser beams in a Kerr medium. The NLH takes into account the effects of nonparaxiality and backward scattering that are neglected in the more common nonlinear Schrodinger model. In [G. Fibich, S. Tsynkov, High-order two-way artificial boundary conditions for nonlinear wave propagation with backscattering, J. Comput. Phys., 171 (2001) 632-677] and [G. Fibich, S. Tsynkov, Numerical solution of the nonlinear Helmholtz equation using nonorthogonal expansions, J. Comput. Phys., 210 (2005) 183-224], a novel high-order numerical method for solving the NLH was introduced and implemented in the case of a two-dimensional Cartesian geometry. The NLH was solved iteratively, using the separation of variables and a special nonlocal two-way artificial boundary condition applied to the resulting decoupled linear systems. In the current paper, we propose a major improvement to the previous method. Instead of using LU decomposition after the separation of variables, we employ an efficient summation rule that evaluates convolution with the discrete Green's function. We also extend the method to a three-dimensional setting with cylindrical symmetry, under both Dirichlet and Sommerfeld-type transverse boundary conditions.
Symmetries and integrability of a fourth-order Euler-Bernoulli beam equation
Bokhari, Ashfaque H.; Zaman, F. D.; Mahomed, F. M.
2010-05-15
The complete symmetry group classification of the fourth-order Euler-Bernoulli ordinary differential equation, where the elastic modulus and the area moment of inertia are constants and the applied load is a function of the normal displacement, is obtained. We perform the Lie and Noether symmetry analysis of this problem. In the Lie analysis, the principal Lie algebra which is one dimensional extends in four cases, viz. the linear, exponential, general power law, and a negative fractional power law. It is further shown that two cases arise in the Noether classification with respect to the standard Lagrangian. That is, the linear case for which the Noether algebra dimension is one less than the Lie algebra dimension as well as the negative fractional power law. In the latter case the Noether algebra is three dimensional and is isomorphic to the Lie algebra which is sl(2,R). This exceptional case, although admitting the nonsolvable algebra sl(2,R), remarkably allows for a two-parameter family of exact solutions via the Noether integrals. The Lie reduction gives a second-order ordinary differential equation which has nonlocal symmetry.
Cosmology in generalized Horndeski theories with second-order equations of motion
NASA Astrophysics Data System (ADS)
Kase, Ryotaro; Tsujikawa, Shinji
2014-08-01
We study the cosmology of an extended version of Horndeski theories with second-order equations of motion on the flat Friedmann-Lemaître-Robertson-Walker background. In addition to a dark energy field χ associated with the gravitational sector, we take into account multiple scalar fields ϕI (I =1,2,…,N-1) characterized by the Lagrangians P(I)(XI) with XI=∂μϕI∂μϕI. These additional scalar fields can model the perfect fluids of radiation and nonrelativistic matter. We derive propagation speeds of scalar and tensor perturbations as well as conditions for the absence of ghosts. The theories beyond Horndeski induce nontrivial modifications to all the propagation speeds of N scalar fields, but the modifications to those for the matter fields ϕI are generally suppressed relative to that for the dark energy field χ. We apply our results to the covariantized Galileon with an Einstein-Hilbert term in which partial derivatives of the Minkowski Galileon are replaced by covariant derivatives. Unlike the covariant Galileon with second-order equations of motion in general space-time, the scalar propagation speed square cs12 associated with the field χ becomes negative during the matter era for late-time tracking solutions, so the two Galileon theories can be clearly distinguished at the level of linear cosmological perturbations.
The most general second-order field equations of bi-scalar-tensor theory in four dimensions
NASA Astrophysics Data System (ADS)
Ohashi, Seiju; Tanahashi, Norihiro; Kobayashi, Tsutomu; Yamaguchi, Masahide
2015-07-01
The Horndeski theory is known as the most general scalar-tensor theory with second-order field equations. In this paper, we explore the bi-scalar extension of the Horndeski theory. Following Horndeski's approach, we determine all the possible terms appearing in the second-order field equations of the bi-scalar-tensor theory. We compare the field equations with those of the generalized multi-Galileons, and confirm that our theory contains new terms that are not included in the latter theory. We also discuss the construction of the Lagrangian leading to our most general field equations.
High Order Finite Volume Nonlinear Schemes for the Boltzmann Transport Equation
Bihari, B L; Brown, P N
2005-03-29
The authors apply the nonlinear WENO (Weighted Essentially Nonoscillatory) scheme to the spatial discretization of the Boltzmann Transport Equation modeling linear particle transport. The method is a finite volume scheme which ensures not only conservation, but also provides for a more natural handling of boundary conditions, material properties and source terms, as well as an easier parallel implementation and post processing. It is nonlinear in the sense that the stencil depends on the solution at each time step or iteration level. By biasing the gradient calculation towards the stencil with smaller derivatives, the scheme eliminates the Gibb's phenomenon with oscillations of size O(1) and reduces them to O(h{sup r}), where h is the mesh size and r is the order of accuracy. The current implementation is three-dimensional, generalized for unequally spaced meshes, fully parallelized, and up to fifth order accurate (WENO5) in space. For unsteady problems, the resulting nonlinear spatial discretization yields a set of ODE's in time, which in turn is solved via high order implicit time-stepping with error control. For the steady-state case, they need to solve the non-linear system, typically by Newton-Krylov iterations. There are several numerical examples presented to demonstrate the accuracy, non-oscillatory nature and efficiency of these high order methods, in comparison with other fixed-stencil schemes.
Surya Mohan, P.; Tarvainen, Tanja; Schweiger, Martin; Pulkkinen, Aki; Arridge, Simon R.
2011-08-10
Highlights: {yields} We developed a variable order global basis scheme to solve light transport in 3D. {yields} Based on finite elements, the method can be applied to a wide class of geometries. {yields} It is computationally cheap when compared to the fixed order scheme. {yields} Comparisons with local basis method and other models demonstrate its accuracy. {yields} Addresses problems encountered n modeling of light transport in human brain. - Abstract: We propose the P{sub N} approximation based on a finite element framework for solving the radiative transport equation with optical tomography as the primary application area. The key idea is to employ a variable order spherical harmonic expansion for angular discretization based on the proximity to the source and the local scattering coefficient. The proposed scheme is shown to be computationally efficient compared to employing homogeneously high orders of expansion everywhere in the domain. In addition the numerical method is shown to accurately describe the void regions encountered in the forward modeling of real-life specimens such as infant brains. The accuracy of the method is demonstrated over three model problems where the P{sub N} approximation is compared against Monte Carlo simulations and other state-of-the-art methods.
High order finite volume WENO schemes for the Euler equations under gravitational fields
NASA Astrophysics Data System (ADS)
Li, Gang; Xing, Yulong
2016-07-01
Euler equations with gravitational source terms are used to model many astrophysical and atmospheric phenomena. This system admits hydrostatic balance where the flux produced by the pressure is exactly canceled by the gravitational source term, and two commonly seen equilibria are the isothermal and polytropic hydrostatic solutions. Exact preservation of these equilibria is desirable as many practical problems are small perturbations of such balance. High order finite difference weighted essentially non-oscillatory (WENO) schemes have been proposed in [22], but only for the isothermal equilibrium state. In this paper, we design high order well-balanced finite volume WENO schemes, which can preserve not only the isothermal equilibrium but also the polytropic hydrostatic balance state exactly, and maintain genuine high order accuracy for general solutions. The well-balanced property is obtained by novel source term reformulation and discretization, combined with well-balanced numerical fluxes. Extensive one- and two-dimensional simulations are performed to verify well-balanced property, high order accuracy, as well as good resolution for smooth and discontinuous solutions.
High-Order Accurate Solutions to the Helmholtz Equation in the Presence of Boundary Singularities
NASA Astrophysics Data System (ADS)
Britt, Darrell Steven, Jr.
Problems of time-harmonic wave propagation arise in important fields of study such as geological surveying, radar detection/evasion, and aircraft design. These often involve highfrequency waves, which demand high-order methods to mitigate the dispersion error. We propose a high-order method for computing solutions to the variable-coefficient inhomogeneous Helmholtz equation in two dimensions on domains bounded by piecewise smooth curves of arbitrary shape with a finite number of boundary singularities at known locations. We utilize compact finite difference (FD) schemes on regular structured grids to achieve highorder accuracy due to their efficiency and simplicity, as well as the capability to approximate variable-coefficient differential operators. In this work, a 4th-order compact FD scheme for the variable-coefficient Helmholtz equation on a Cartesian grid in 2D is derived and tested. The well known limitation of finite differences is that they lose accuracy when the boundary curve does not coincide with the discretization grid, which is a severe restriction on the geometry of the computational domain. Therefore, the algorithm presented in this work combines high-order FD schemes with the method of difference potentials (DP), which retains the efficiency of FD while allowing for boundary shapes that are not aligned with the grid without sacrificing the accuracy of the FD scheme. Additionally, the theory of DP allows for the universal treatment of the boundary conditions. One of the significant contributions of this work is the development of an implementation that accommodates general boundary conditions (BCs). In particular, Robin BCs with discontinuous coefficients are studied, for which we introduce a piecewise parameterization of the boundary curve. Problems with discontinuities in the boundary data itself are also studied. We observe that the design convergence rate suffers whenever the solution loses regularity due to the boundary conditions. This is
Third order wave equation in Duffin-Kemmer-Petiau theory: Massive case
NASA Astrophysics Data System (ADS)
Markov, Yu. A.; Markova, M. A.; Bondarenko, A. I.
2015-11-01
Within the framework of the Duffin-Kemmer-Petiau (DKP) formalism a more consistent approach to the derivation of the third order wave equation obtained earlier by M. Nowakowski [1] on the basis of heuristic considerations is suggested. For this purpose an additional algebraic object, the so-called q -commutator (q is a primitive cubic root of unity) and a new set of matrices ημ instead of the original matrices βμ of the DKP algebra are introduced. It is shown that in terms of these ημ matrices we have succeeded in reducing a procedure of the construction of cubic root of the third order wave operator to a few simple algebraic transformations and to a certain operation of the passage to the limit z →q , where z is some complex deformation parameter entering into the definition of the η -matrices. A corresponding generalization of the result obtained to the case of the interaction with an external electromagnetic field introduced through the minimal coupling scheme is carried out and a comparison with M. Nowakowski's result is performed. A detailed analysis of the general structure for a solution of the first order differential equation for the wave function ψ (x ;z ) is performed and it is shown that the solution is singular in the z →q limit. The application to the problem of construction within the DKP approach of the path integral representation in parasuperspace for the propagator of a massive vector particle in a background gauge field is discussed.
NASA Technical Reports Server (NTRS)
Liu, Yen; Vinokur, Marcel; Wang, Z. J.
2004-01-01
A three-dimensional, high-order, conservative, and efficient discontinuous spectral volume (SV) method for the solutions of Maxwell's equations on unstructured grids is presented. The concept of discontinuous 2nd high-order loca1 representations to achieve conservation and high accuracy is utilized in a manner similar to the Discontinuous Galerkin (DG) method, but instead of using a Galerkin finite-element formulation, the SV method is based on a finite-volume approach to attain a simpler formulation. Conventional unstructured finite-volume methods require data reconstruction based on the least-squares formulation using neighboring cell data. Since each unknown employs a different stencil, one must repeat the least-squares inversion for every cell at each time step, or to store the inversion coefficients. In a high-order, three-dimensional computation, the former would involve impractically large CPU time, while for the latter the memory requirement becomes prohibitive. In the SV method, one starts with a relatively coarse grid of triangles or tetrahedra, called spectral volumes (SVs), and partition each SV into a number of structured subcells, called control volumes (CVs), that support a polynomial expansion of a desired degree of precision. The unknowns are cell averages over CVs. If all the SVs are partitioned in a geometrically similar manner, the reconstruction becomes universal as a weighted sum of unknowns, and only a few universal coefficients need to be stored for the surface integrals over CV faces. Since the solution is discontinuous across the SV boundaries, a Riemann solver is thus necessary to maintain conservation. In the paper, multi-parameter and symmetric SV partitions, up to quartic for triangle and cubic for tetrahedron, are first presented. The corresponding weight coefficients for CV face integrals in terms of CV cell averages for each partition are analytically determined. These discretization formulas are then applied to the integral form of
Chin, Siu A.; Krotscheck, Eckhard
2005-09-01
By implementing the exact density matrix for the rotating anisotropic harmonic trap, we derive a class of very fast and accurate fourth-order algorithms for evolving the Gross-Pitaevskii equation in imaginary time. Such fourth-order algorithms are possible only with the use of forward, positive time step factorization schemes. These fourth-order algorithms converge at time-step sizes an order-of-magnitude larger than conventional second-order algorithms. Our use of time-dependent factorization schemes provides a systematic way of devising algorithms for solving this type of nonlinear equations.
NASA Technical Reports Server (NTRS)
Jothiprasad, Giridhar; Mavriplis, Dimitri J.; Caughey, David A.
2002-01-01
The rapid increase in available computational power over the last decade has enabled higher resolution flow simulations and more widespread use of unstructured grid methods for complex geometries. While much of this effort has been focused on steady-state calculations in the aerodynamics community, the need to accurately predict off-design conditions, which may involve substantial amounts of flow separation, points to the need to efficiently simulate unsteady flow fields. Accurate unsteady flow simulations can easily require several orders of magnitude more computational effort than a corresponding steady-state simulation. For this reason, techniques for improving the efficiency of unsteady flow simulations are required in order to make such calculations feasible in the foreseeable future. The purpose of this work is to investigate possible reductions in computer time due to the choice of an efficient time-integration scheme from a series of schemes differing in the order of time-accuracy, and by the use of more efficient techniques to solve the nonlinear equations which arise while using implicit time-integration schemes. This investigation is carried out in the context of a two-dimensional unstructured mesh laminar Navier-Stokes solver.
Numerical study of fourth-order linearized compact schemes for generalized NLS equations
NASA Astrophysics Data System (ADS)
Liao, Hong-lin; Shi, Han-sheng; Zhao, Ying
2014-08-01
The fourth-order compact approximation for the spatial second-derivative and several linearized approaches, including the time-lagging method of Zhang et al. (1995), the local-extrapolation technique of Chang et al. (1999) and the recent scheme of Dahlby et al. (2009), are considered in constructing fourth-order linearized compact difference (FLCD) schemes for generalized NLS equations. By applying a new time-lagging linearized approach, we propose a symmetric fourth-order linearized compact difference (SFLCD) scheme, which is shown to be more robust in long-time simulations of plane wave, breather, periodic traveling-wave and solitary wave solutions. Numerical experiments suggest that the SFLCD scheme is a little more accurate than some other FLCD schemes and the split-step compact difference scheme of Dehghan and Taleei (2010). Compared with the time-splitting pseudospectral method of Bao et al. (2003), our SFLCD method is more suitable for oscillating solutions or the problems with a rapidly varying potential.
High order expanding domain methods for the solution of Poisson's equation in infinite domains
NASA Astrophysics Data System (ADS)
Anderson, Christopher R.
2016-06-01
In this paper we present a discrete Fourier transform based procedure to evaluate the infinite domain solution of Poisson's equation at points in a rectangular computational region. The numerical procedure is a modification of an "expanding domain" type method where one obtains approximations of increasing accuracy by expanding the computational domain. The modification presented here is one that leads to approximations that converge with high order rates of convergence with respect to domain size. Spectrally accurate approximations are used to approximate differential operators and so the method possesses very high rates of convergence with respect to mesh size as well. Computational results on both two and three dimensional test problems are presented that demonstrate the accuracy and computational efficiency of the procedure.
Periodic solutions of Lienard differential equations via averaging theory of order two.
Llibre, Jaume; Novaes, Douglas D; Teixeira, Marco A
2015-01-01
For ε ≠ 0 sufficiently small we provide sufficient conditions for the existence of periodic solutions for the Lienard differential equations of the form x'' + f (x) x' + n2x + g (x) = ε2p1 (t) + ε3 p2(t), where n is a positive integer, f : ℝ → ℝ is a C 3 function, g : ℝ → ℝ is a C 4 function, and p i : ℝ → ℝ for i = 1, 2 are continuous 2π-periodic function. The main tool used in this paper is the averaging theory of second order. We also provide one application of the main result obtained. PMID:26648545
Second order particle motion equations and linear chromaticity calculation in accelerator rings
Liu, R.Z.
1984-01-01
The first part of this note presents a thorough study on the second order particle motion equations, both in continuous field and in hard edges, with emphasis put on the latter. Having quite general conditions and strict mathematical treatments, it provides a sound ground from which many problems can be solved without fear of being misled. Then the linear CHR calculation is inspected, the first step being a general analytical expression of the transverse oscillation phase increment due to a small disturbance. The expression for the CHR is then readily obtained since tune is the transverse oscillation number per turn and the CHR is the linear dependence of the tune on particle energy/momentum deviation. The last part gives the formulae for practical CHR calculation, which are general enough to include almost all the magnet types commonly used in various accelerator rings and are simpler than can be found elsewhere.
Thomas, L.D.; Alexander, M.H.; Johnson, B.R.; Lester Jr., W. A.; Light, J.C.; McLenithan, K.D.; Parker, G.A.; Redmon, M.J.; Schmalz, T.G.; Secrest, D.; Walker, R.B.
1980-07-01
The numerical solution of coupled, second-order differential equations is a fundamental problem in theoretical physics and chemistry. There are presently over 20 commonly used methods. Unbiased comparisons of the methods are difficult to make and few have been attempted. Here we report a comparison of 11 different methods applied to 3 different test problems. The test problems have been constructed to approximate chemical systems of current research interest and to be representative of the state of the art in inelastic molecular collisions. All calculations were done on the same computer and the attempt was made to do all calculations to the same level of accuracy. The results of the initial tests indicated that an improved method might be obtained by using different methods in different integration regions. Such a hybrid program was developed and found to be at least 1.5 to 2.0 times faster than any individual method.
NASA Astrophysics Data System (ADS)
Hesameddini, Esmail; Rahimi, Azam; Asadollahifard, Elham
2016-05-01
In this paper, we will introduce the reconstruction of variational iteration method (RVIM) to solve multi-order fractional differential equations (M-FDEs), which include linear and nonlinear ones. We will easily obtain approximate analytical solutions of M-FDEs by means of the RVIM based on the properties of fractional calculus. Moreover, the convergence of proposed method will be shown. Our scheme has been constructed for the fully general set of M-FDEs without any special assumptions, and is easy to implement numerically. Therefore, our method is more practical and helpful for solving a broad class of M-FDEs. Numerical results are carried out to confirm the accuracy and efficiency of proposed method. Several numerical examples are presented in the format of table and graphs to make comparison with the results that previously obtained by some other well known methods.
Higher-order-effects management of soliton interactions in the Hirota equation
NASA Astrophysics Data System (ADS)
Wong, Pring; Liu, Wen-Jun; Huang, Long-Gang; Li, Yan-Qing; Pan, Nan; Lei, Ming
2015-03-01
The study of soliton interactions is of significance for improving pulse qualities in nonlinear optics. In this paper, interaction between two solitons, which is governed by the Hirota equation, is considered. Via use of the Hirota method, an analytic soliton solution is obtained. Then a two-period vibration phenomenon is observed. Moreover, turning points of the coefficients of higher-order terms, which are related with sudden delaying or leading, are found and analyzed. With different coefficient constraints, soliton interactions are discussed by different frequency separation with the split-step Fourier method, and characteristics of soliton interactions are exhibited. Through turning points, we get a pair of solitons which tend to be bound solitons but not exactly. Furthermore, we control a pair of solitons to emit at different emission angles. The stability of the two-period vibration is analyzed. Results in this paper may be helpful for the applications of optical self-routing, waveguiding, and faster switching.
NASA Astrophysics Data System (ADS)
Khoromskij, Boris N.
2007-09-01
We develop efficient data-sparse representations to a class of high order tensors via a block many-fold Kronecker product decomposition. Such a decomposition is based on low separation-rank approximations of the corresponding multivariate generating function. We combine the Sinc interpolation and a quadrature-based approximation with hierarchically organised block tensor-product formats. Different matrix and tensor operations in the generalised Kronecker tensor-product format including the Hadamard-type product can be implemented with the low cost. An application to the collision integral from the deterministic Boltzmann equation leads to an asymptotical cost O(n^4log^beta n) - O(n^5log^beta n) in the one-dimensional problem size n (depending on the model kernel function), which noticeably improves the complexity O(n^6log^beta n) of the full matrix representation.
NASA Technical Reports Server (NTRS)
Jokipii, J. R.
1973-01-01
A derivation of the Fokker-Planck equation, based on the central limit theorem, is presented which clearly illustrates the conditions for its validity. It is reiterated that previous use of the Fokker-Planck equation in cosmic-ray transport is correct. Higher-order effects associated with magnetic mirroring and field line random walk at low energies are discussed heuristically.
Deffayet, C.; Deser, S.; Esposito-Farese, G.
2009-09-15
We extend to curved backgrounds all flat-space scalar field models that obey purely second-order equations, while maintaining their second-order dependence on both field and metric. This extension simultaneously restores to second order the, originally higher derivative, stress tensors as well. The process is transparent and uniform for all dimensions.
Zhao, J.M.; Tan, J.Y.; Liu, L.H.
2013-01-01
A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.
Higher-order brick-tetrahedron hybrid method for Maxwell's equations in time domain
NASA Astrophysics Data System (ADS)
Winges, Johan; Rylander, Thomas
2016-09-01
We present a higher-order brick-tetrahedron hybrid method for Maxwell's equations in time domain. Brick-shaped elements are used for large homogeneous parts of the computational domain, where we exploit mass-lumping and explicit time-stepping. In regions with complex geometry, we use an unstructured mesh of tetrahedrons that share an interface with the brick-shaped elements and, at the interface, tangential continuity of the electric field is imposed in the weak sense by means of Nitsche's method. Implicit time-stepping is used for the tetrahedrons together with the interface. For cavity resonators, the hybrid method reproduces the lowest non-zero eigenvalues with correct multiplicity and, for geometries without field singularities from sharp corners or edges, the numerical eigenvalues converge towards the analytical result with an error that is approximately proportional to h2p, where h is the cell size and p is the polynomial order of the elements. For a rectangular waveguide, a layer of tetrahedrons embedded in a grid of brick-shaped elements yields a low reflection coefficient that scales approximately as h2p. Finally, we demonstrate hybrid time-stepping for a lossless closed cavity resonator, where the time-domain response is computed for 300,000 time steps without any signs of instabilities.
A high-order time formulation of the RBC schemes for unsteady compressible Euler equations
NASA Astrophysics Data System (ADS)
Lerat, A.
2015-12-01
Residual-Based Compact (RBC) schemes can approximate the compressible Euler equations with a high space-accuracy on a very compact stencil. For instance on a 2-D Cartesian mesh, the 5th- and 7th-order accuracy can be reached on a 5 × 5-point stencil. The time integration of the RBC schemes uses a fully implicit method of 2nd-order accuracy (Gear method) usually solved by a dual-time approach. This method is efficient for computing compressible flows in slow unsteady regimes, but for quick unsteady flows, it may be costly and not accurate enough. A new time-formulation is proposed in the present paper. Unusually, in a RBC scheme the time derivative occurs, through linear discrete operators due to compactness, not only in the main residual but also in the other two residuals (in 2-D) involved in the numerical dissipation. To extract the time derivative, a space-factorization method which preserves the high accuracy in space is developed for reducing the algebra to the direct solution of simple linear systems on the mesh lines. Then a time-integration of high accuracy is selected for the RBC schemes by comparing the efficiency of four classes of explicit methods. The new time-formulation is validated for the diagonal advection of a Gaussian shape, the rotation of a hump, the advection of a vortex for a long time and the interaction of a vortex with a shock.
NASA Astrophysics Data System (ADS)
Zokagoa, Jean-Marie; Soulaïmani, Azzeddine
2012-06-01
This article presents a reduced-order model (ROM) of the shallow water equations (SWEs) for use in sensitivity analyses and Monte-Carlo type applications. Since, in the real world, some of the physical parameters and initial conditions embedded in free-surface flow problems are difficult to calibrate accurately in practice, the results from numerical hydraulic models are almost always corrupted with uncertainties. The main objective of this work is to derive a ROM that ensures appreciable accuracy and a considerable acceleration in the calculations so that it can be used as a surrogate model for stochastic and sensitivity analyses in real free-surface flow problems. The ROM is derived using the proper orthogonal decomposition (POD) method coupled with Galerkin projections of the SWEs, which are discretised through a finite-volume method. The main difficulty of deriving an efficient ROM is the treatment of the nonlinearities involved in SWEs. Suitable approximations that provide rapid online computations of the nonlinear terms are proposed. The proposed ROM is applied to the simulation of hypothetical flood flows in the Bordeaux breakwater, a portion of the 'Rivière des Prairies' located near Laval (a suburb of Montreal, Quebec). A series of sensitivity analyses are performed by varying the Manning roughness coefficient and the inflow discharge. The results are satisfactorily compared to those obtained by the full-order finite volume model.
NASA Technical Reports Server (NTRS)
Wolfshtein, M.; Hirsh, R. S.; Pitts, B. H.
1975-01-01
A new method for the solution of non-linear partial differential equations by an ADI procedure is described. Although the method is second order accurate in time, it does not require either iterations or predictor corrector methods to overcome the nonlinearity of the equations. Thus the computational effort required for the solution of the non-linear problem becomes similar to that required for the linear case. The method is applied to a two-dimensional 'extended Burgers equation'. Linear stability is studied, and some numerical solutions obtained. The improved accuracy obtained by the 2nd order truncation error is clearly manifested.
Singh, Brajesh K.; Srivastava, Vineet K.
2015-01-01
The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639
Higher-order time integration of Coulomb collisions in a plasma using Langevin equations
Dimits, A. M.; Cohen, B. I.; Caflisch, R. E.; Rosin, M. S.; Ricketson, L. F.
2013-02-08
The extension of Langevin-equation Monte-Carlo algorithms for Coulomb collisions from the conventional Euler-Maruyama time integration to the next higher order of accuracy, the Milstein scheme, has been developed, implemented, and tested. This extension proceeds via a formulation of the angular scattering directly as stochastic differential equations in the two fixed-frame spherical-coordinate velocity variables. Results from the numerical implementation show the expected improvement [O(Δt) vs. O(Δt^{1/2})] in the strong convergence rate both for the speed |v| and angular components of the scattering. An important result is that this improved convergence is achieved for the angular component of the scattering if and only if the “area-integral” terms in the Milstein scheme are included. The resulting Milstein scheme is of value as a step towards algorithms with both improved accuracy and efficiency. These include both algorithms with improved convergence in the averages (weak convergence) and multi-time-level schemes. The latter have been shown to give a greatly reduced cost for a given overall error level when compared with conventional Monte-Carlo schemes, and their performance is improved considerably when the Milstein algorithm is used for the underlying time advance versus the Euler-Maruyama algorithm. A new method for sampling the area integrals is given which is a simplification of an earlier direct method and which retains high accuracy. Lastly, this method, while being useful in its own right because of its relative simplicity, is also expected to considerably reduce the computational requirements for the direct conditional sampling of the area integrals that is needed for adaptive strong integration.
Higher-order equation-of-motion coupled-cluster methods for electron attachment
NASA Astrophysics Data System (ADS)
Kamiya, Muneaki; Hirata, So
2007-04-01
High-order equation-of-motion coupled-cluster methods for electron attachment (EA-EOM-CC) have been implemented with the aid of the symbolic algebra program TCE into parallel computer programs. Two types of size-extensive truncation have been applied to the electron-attachment and cluster excitation operators: (1) the electron-attachment operator truncated after the 2p-1h, 3p-2h, or 4p-3h level in combination with the cluster excitation operator after doubles, triples, or quadruples, respectively, defining EA-EOM-CCSD, EA-EOM-CCSDT, or EA-EOM-CCSDTQ; (2) the combination of up to the 3p-2h electron-attachment operator and up to the double cluster excitation operator [EA-EOM-CCSD(3p-2h)] or up to 4p-3h and triples [EA-EOM-CCSDT(4p-3h)]. These methods, capable of handling electron attachment to open-shell molecules, have been applied to the electron affinities of NH and C2, the excitation energies of CH, and the spectroscopic constants of all these molecules with the errors due to basis sets of finite sizes removed by extrapolation. The differences in the electron affinities or excitation energies between EA-EOM-CCSD and experiment are frequently in excess of 2eV for these molecules, which have severe multideterminant wave functions. Including higher-order operators, the EA-EOM-CC methods predict these quantities accurate to within 0.01eV of experimental values. In particular, the 3p-2h electron-attachment and triple cluster excitation operators are significant for achieving this accuracy.
Higher-order equation-of-motion coupled-cluster methods for electron attachment.
Kamiya, Muneaki; Hirata, So
2007-04-01
High-order equation-of-motion coupled-cluster methods for electron attachment (EA-EOM-CC) have been implemented with the aid of the symbolic algebra program TCE into parallel computer programs. Two types of size-extensive truncation have been applied to the electron-attachment and cluster excitation operators: (1) the electron-attachment operator truncated after the 2p-1h, 3p-2h, or 4p-3h level in combination with the cluster excitation operator after doubles, triples, or quadruples, respectively, defining EA-EOM-CCSD, EA-EOM-CCSDT, or EA-EOM-CCSDTQ; (2) the combination of up to the 3p-2h electron-attachment operator and up to the double cluster excitation operator [EA-EOM-CCSD(3p-2h)] or up to 4p-3h and triples [EA-EOM-CCSDT(4p-3h)]. These methods, capable of handling electron attachment to open-shell molecules, have been applied to the electron affinities of NH and C2, the excitation energies of CH, and the spectroscopic constants of all these molecules with the errors due to basis sets of finite sizes removed by extrapolation. The differences in the electron affinities or excitation energies between EA-EOM-CCSD and experiment are frequently in excess of 2 eV for these molecules, which have severe multideterminant wave functions. Including higher-order operators, the EA-EOM-CC methods predict these quantities accurate to within 0.01 eV of experimental values. In particular, the 3p-2h electron-attachment and triple cluster excitation operators are significant for achieving this accuracy. PMID:17430021
Xu, Hong-Yan; Tu, Jin; Xuan, Zu-Xing
2013-01-01
This paper considers the oscillation on meromorphic solutions of the second-order linear differential equations with the form f'' + A(z)f = 0, where A(z) is a meromorphic function with [p, q]-order. We obtain some theorems which are the improvement and generalization of the results given by Bank and Laine, Cao and Li, Kinnunen, and others. PMID:24453816
NASA Astrophysics Data System (ADS)
Avellar, J.; Duarte, L. G. S.; da Mota, L. A. C. P.
2012-10-01
We present a set of software routines in Maple 14 for solving first order ordinary differential equations (FOODEs). The package implements the Prelle-Singer method in its original form together with its extension to include integrating factors in terms of elementary functions. The package also presents a theoretical extension to deal with all FOODEs presenting Liouvillian solutions. Applications to ODEs taken from standard references show that it solves ODEs which remain unsolved using Maple's standard ODE solution routines. New version program summary Program title: PSsolver Catalogue identifier: ADPR_v2_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADPR_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2302 No. of bytes in distributed program, including test data, etc.: 31962 Distribution format: tar.gz Programming language: Maple 14 (also tested using Maple 15 and 16). Computer: Intel Pentium Processor P6000, 1.86 GHz. Operating system: Windows 7. RAM: 4 GB DDR3 Memory Classification: 4.3. Catalogue identifier of previous version: ADPR_v1_0 Journal reference of previous version: Comput. Phys. Comm. 144 (2002) 46 Does the new version supersede the previous version?: Yes Nature of problem: Symbolic solution of first order differential equations via the Prelle-Singer method. Solution method: The method of solution is based on the standard Prelle-Singer method, with extensions for the cases when the FOODE contains elementary functions. Additionally, an extension of our own which solves FOODEs with Liouvillian solutions is included. Reasons for new version: The program was not running anymore due to changes in the latest versions of Maple. Additionally, we corrected/changed some bugs/details that were hampering the smoother functioning of the routines. Summary
Analyzing a stochastic time series obeying a second-order differential equation
NASA Astrophysics Data System (ADS)
Lehle, B.; Peinke, J.
2015-06-01
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2 N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.
Analyzing a stochastic time series obeying a second-order differential equation.
Lehle, B; Peinke, J
2015-06-01
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series. PMID:26172667
McCorquodale, Peter; Ullrich, Paul; Johansen, Hans; Colella, Phillip
2015-09-04
We present a high-order finite-volume approach for solving the shallow-water equations on the sphere, using multiblock grids on the cubed-sphere. This approach combines a Runge--Kutta time discretization with a fourth-order accurate spatial discretization, and includes adaptive mesh refinement and refinement in time. Results of tests show fourth-order convergence for the shallow-water equations as well as for advection in a highly deformational flow. Hierarchical adaptive mesh refinement allows solution error to be achieved that is comparable to that obtained with uniform resolution of the most refined level of the hierarchy, but with many fewer operations.