Approximate controllability of a system of parabolic equations with delay

NASA Astrophysics Data System (ADS)

Carrasco, Alexander; Leiva, Hugo

2008-09-01

In this paper we give necessary and sufficient conditions for the approximate controllability of the following system of parabolic equations with delay: where [Omega] is a bounded domain in , D is an n×n nondiagonal matrix whose eigenvalues are semi-simple with nonnegative real part, the control and B[set membership, variant]L(U,Z) with , . The standard notation zt(x) defines a function from [-[tau],0] to (with x fixed) by zt(x)(s)=z(t+s,x), -[tau][less-than-or-equals, slant]s[less-than-or-equals, slant]0. Here [tau][greater-or-equal, slanted]0 is the maximum delay, which is supposed to be finite. We assume that the operator is linear and bounded, and [phi]0[set membership, variant]Z, [phi][set membership, variant]L2([-[tau],0];Z). To this end: First, we reformulate this system into a standard first-order delay equation. Secondly, the semigroup associated with the first-order delay equation on an appropriate product space is expressed as a series of strongly continuous semigroups and orthogonal projections related with the eigenvalues of the Laplacian operator (); this representation allows us to reduce the controllability of this partial differential equation with delay to a family of ordinary delay equations. Finally, we use the well-known result on the rank condition for the approximate controllability of delay system to derive our main result.

Crank-Nicholson difference scheme for a stochastic parabolic equation with a dependent operator coefficient

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

Ashyralyev, Allaberen; Okur, Ulker

In the present paper, the Crank-Nicolson difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is considered. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, convergence estimates for the solution of difference schemes for the numerical solution of three mixed problems for parabolic equations are obtained. The numerical results are given.

Transition between free-space Helmholtz equation solutions with plane sources and parabolic wave equation solutions.

PubMed

Mahillo-Isla, R; Gonźalez-Morales, M J; Dehesa-Martínez, C

2011-06-01

The slowly varying envelope approximation is applied to the radiation problems of the Helmholtz equation with a planar single-layer and dipolar sources. The analyses of such problems provide procedures to recover solutions of the Helmholtz equation based on the evaluation of solutions of the parabolic wave equation at a given plane. Furthermore, the conditions that must be fulfilled to apply each procedure are also discussed. The relations to previous work are given as well.

Spectral methods for time dependent partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1983-01-01

The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

An Examination of Higher-Order Treatments of Boundary Conditions in Split-Step Fourier Parabolic Equation Models

DTIC Science & Technology

2015-06-01

method provides improved agreement with a benchmark solution at longer ranges. 14. SUBJECT TERMS parabolic equation , Monterey Miami...elliptic Helmholtz wave equation dates back to mid-1940s, when Leontovich and Fock introduced the PE method to the problem of radio-wave propagation in...improvements in the solutions . B. PROBLEM STATEMENT The Monterey-Miami Parabolic Equation (MMPE) model was developed in the mid-1990s and since then has

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management

NASA Astrophysics Data System (ADS)

Koleva, M. N.

2011-11-01

In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.

A stabilized Runge–Kutta–Legendre method for explicit super-time-stepping of parabolic and mixed equations

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

Meyer, Chad D.; Balsara, Dinshaw S.; Aslam, Tariq D.

2014-01-15

Parabolic partial differential equations appear in several physical problems, including problems that have a dominant hyperbolic part coupled to a sub-dominant parabolic component. Explicit methods for their solution are easy to implement but have very restrictive time step constraints. Implicit solution methods can be unconditionally stable but have the disadvantage of being computationally costly or difficult to implement. Super-time-stepping methods for treating parabolic terms in mixed type partial differential equations occupy an intermediate position. In such methods each superstep takes “s” explicit Runge–Kutta-like time-steps to advance the parabolic terms by a time-step that is s{sup 2} times larger than amore » single explicit time-step. The expanded stability is usually obtained by mapping the short recursion relation of the explicit Runge–Kutta scheme to the recursion relation of some well-known, stable polynomial. Prior work has built temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Chebyshev polynomials. Since their stability is based on the boundedness of the Chebyshev polynomials, these methods have been called RKC1 and RKC2. In this work we build temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Legendre polynomials. We call these methods RKL1 and RKL2. The RKL1 method is first-order accurate in time; the RKL2 method is second-order accurate in time. We verify that the newly-designed RKL1 and RKL2 schemes have a very desirable monotonicity preserving property for one-dimensional problems – a solution that is monotone at the beginning of a time step retains that property at the end of that time step. It is shown that RKL1 and RKL2 methods are stable for all values of the diffusion coefficient up to the maximum value. We call this a convex monotonicity preserving property and show by examples that it is

A stabilized Runge-Kutta-Legendre method for explicit super-time-stepping of parabolic and mixed equations

NASA Astrophysics Data System (ADS)

Meyer, Chad D.; Balsara, Dinshaw S.; Aslam, Tariq D.

2014-01-01

Parabolic partial differential equations appear in several physical problems, including problems that have a dominant hyperbolic part coupled to a sub-dominant parabolic component. Explicit methods for their solution are easy to implement but have very restrictive time step constraints. Implicit solution methods can be unconditionally stable but have the disadvantage of being computationally costly or difficult to implement. Super-time-stepping methods for treating parabolic terms in mixed type partial differential equations occupy an intermediate position. In such methods each superstep takes “s” explicit Runge-Kutta-like time-steps to advance the parabolic terms by a time-step that is s2 times larger than a single explicit time-step. The expanded stability is usually obtained by mapping the short recursion relation of the explicit Runge-Kutta scheme to the recursion relation of some well-known, stable polynomial. Prior work has built temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Chebyshev polynomials. Since their stability is based on the boundedness of the Chebyshev polynomials, these methods have been called RKC1 and RKC2. In this work we build temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Legendre polynomials. We call these methods RKL1 and RKL2. The RKL1 method is first-order accurate in time; the RKL2 method is second-order accurate in time. We verify that the newly-designed RKL1 and RKL2 schemes have a very desirable monotonicity preserving property for one-dimensional problems - a solution that is monotone at the beginning of a time step retains that property at the end of that time step. It is shown that RKL1 and RKL2 methods are stable for all values of the diffusion coefficient up to the maximum value. We call this a convex monotonicity preserving property and show by examples that it is very useful in

The Extended Parabolic Equation Method and Implication of Results for Atmospheric Millimeter-Wave and Optical Propagation

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2004-01-01

The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the -correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery

PubMed Central

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery.

PubMed

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930's, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes.

Stability of hyperbolic-parabolic mixed type equations with partial boundary condition

NASA Astrophysics Data System (ADS)

Zhan, Huashui; Feng, Zhaosheng

2018-06-01

In this paper, we are concerned with the hyperbolic-parabolic mixed type equations with the non-homogeneous boundary condition. If it is degenerate on the boundary, the part of the boundary whose boundary value should be imposed, is determined by the entropy condition from the convection term. If there is no convection term in the equation, we show that the stability of solutions can be proved without any boundary condition. If the equation is completely degenerate, we show that the stability of solutions can be established just based on the partial boundary condition.

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

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

Addona, Davide, E-mail: d.addona@campus.unimib.it

2015-08-15

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

Strongly nonlinear parabolic variational inequalities.

PubMed

Browder, F E; Brézis, H

1980-02-01

An existence and uniqueness result is established for a general class of variational inequalities for parabolic partial differential equations of the form partial differentialu/ partial differentialt + A(u) + g(u) = f with g nondecreasing but satisfying no growth condition. The proof is based upon a type of compactness result for solutions of variational inequalities that should find a variety of other applications.

Numerical study of hydrogen-air supersonic combustion by using elliptic and parabolized equations

NASA Technical Reports Server (NTRS)

Chitsomboon, T.; Tiwari, S. N.

1986-01-01

The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.

Treatment of ice cover and other thin elastic layers with the parabolic equation method.

PubMed

Collins, Michael D

2015-03-01

The parabolic equation method is extended to handle problems involving ice cover and other thin elastic layers. Parabolic equation solutions are based on rational approximations that are designed using accuracy constraints to ensure that the propagating modes are handled properly and stability constrains to ensure that the non-propagating modes are annihilated. The non-propagating modes are especially problematic for problems involving thin elastic layers. It is demonstrated that stable results may be obtained for such problems by using rotated rational approximations [Milinazzo, Zala, and Brooke, J. Acoust. Soc. Am. 101, 760-766 (1997)] and generalizations of these approximations. The approach is applied to problems involving ice cover with variable thickness and sediment layers that taper to zero thickness.

Simulation of the pulse propagation by the interacting mode parabolic equation method

NASA Astrophysics Data System (ADS)

Trofimov, M. Yu.; Kozitskiy, S. B.; Zakharenko, A. D.

2018-07-01

A broadband modeling of pulses has been performed by using the previously derived interacting mode parabolic equation through the Fourier synthesis. Test examples on the wedge with the angle 2.86∘ (known as the ASA benchmark) show excellent agreement with the source images method.

Strongly nonlinear parabolic variational inequalities

PubMed Central

Browder, Felix E.; Brézis, Haim

1980-01-01

An existence and uniqueness result is established for a general class of variational inequalities for parabolic partial differential equations of the form ∂u/∂t + A(u) + g(u) = f with g nondecreasing but satisfying no growth condition. The proof is based upon a type of compactness result for solutions of variational inequalities that should find a variety of other applications. PMID:16592776

Solution of transonic flows by an integro-differential equation method

NASA Technical Reports Server (NTRS)

Ogana, W.

1978-01-01

Solutions of steady transonic flow past a two-dimensional airfoil are obtained from a singular integro-differential equation which involves a tangential derivative of the perturbation velocity potential. Subcritical flows are solved by taking central differences everywhere. For supercritical flows with shocks, central differences are taken in subsonic flow regions and backward differences in supersonic flow regions. The method is applied to a nonlifting parabolic-arc airfoil and to a lifting NACA 0012 airfoil. Results compare favorably with those of finite-difference schemes.

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

Nonlocal operators, parabolic-type equations, and ultrametric random walks

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

Chacón-Cortes, L. F., E-mail: fchaconc@math.cinvestav.edu.mx; Zúñiga-Galindo, W. A., E-mail: wazuniga@math.cinvestav.edu.mx

2013-11-15

In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the numbermore » of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.« less

A three-dimensional parabolic equation model of sound propagation using higher-order operator splitting and Padé approximants.

PubMed

Lin, Ying-Tsong; Collis, Jon M; Duda, Timothy F

2012-11-01

An alternating direction implicit (ADI) three-dimensional fluid parabolic equation solution method with enhanced accuracy is presented. The method uses a square-root Helmholtz operator splitting algorithm that retains cross-multiplied operator terms that have been previously neglected. With these higher-order cross terms, the valid angular range of the parabolic equation solution is improved. The method is tested for accuracy against an image solution in an idealized wedge problem. Computational efficiency improvements resulting from the ADI discretization are also discussed.

Fast Time and Space Parallel Algorithms for Solution of Parabolic Partial Differential Equations

NASA Technical Reports Server (NTRS)

Fijany, Amir

1993-01-01

In this paper, fast time- and Space -Parallel agorithms for solution of linear parabolic PDEs are developed. It is shown that the seemingly strictly serial iterations of the time-stepping procedure for solution of the problem can be completed decoupled.

Optimal control of coupled parabolic-hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2018-04-01

This paper deals with the design of an optimal state-feedback linear-quadratic (LQ) controller for a system of coupled parabolic-hypebolic non-autonomous partial differential equations (PDEs). The infinite-dimensional state space representation and the corresponding operator Riccati differential equation are used to solve the control problem. Dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the LQ-optimal control problem and also to guarantee the exponential stability of the closed-loop system. Thanks to the eigenvalues and eigenfunctions of the parabolic operator and also the fact that the hyperbolic-associated operator Riccati differential equation can be converted to a scalar Riccati PDE, an algorithm to solve the LQ control problem has been presented. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ optimal controller designed in the early portion of the paper is implemented for the original non-linear model. Numerical simulations are performed to show the controller performances.

Marching iterative methods for the parabolized and thin layer Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Israeli, M.

1985-01-01

Downstream marching iterative schemes for the solution of the Parabolized or Thin Layer (PNS or TL) Navier-Stokes equations are described. Modifications of the primitive equation global relaxation sweep procedure result in efficient second-order marching schemes. These schemes take full account of the reduced order of the approximate equations as they behave like the SLOR for a single elliptic equation. The improved smoothing properties permit the introduction of Multi-Grid acceleration. The proposed algorithm is essentially Reynolds number independent and therefore can be applied to the solution of the subsonic Euler equations. The convergence rates are similar to those obtained by the Multi-Grid solution of a single elliptic equation; the storage is also comparable as only the pressure has to be stored on all levels. Extensions to three-dimensional and compressible subsonic flows are discussed. Numerical results are presented.

Survey of the status of finite element methods for partial differential equations

NASA Technical Reports Server (NTRS)

Temam, Roger

1986-01-01

The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

Elastic parabolic equation solutions for underwater acoustic problems using seismic sources.

PubMed

Frank, Scott D; Odom, Robert I; Collis, Jon M

2013-03-01

Several problems of current interest involve elastic bottom range-dependent ocean environments with buried or earthquake-type sources, specifically oceanic T-wave propagation studies and interface wave related analyses. Additionally, observed deep shadow-zone arrivals are not predicted by ray theoretic methods, and attempts to model them with fluid-bottom parabolic equation solutions suggest that it may be necessary to account for elastic bottom interactions. In order to study energy conversion between elastic and acoustic waves, current elastic parabolic equation solutions must be modified to allow for seismic starting fields for underwater acoustic propagation environments. Two types of elastic self-starter are presented. An explosive-type source is implemented using a compressional self-starter and the resulting acoustic field is consistent with benchmark solutions. A shear wave self-starter is implemented and shown to generate transmission loss levels consistent with the explosive source. Source fields can be combined to generate starting fields for source types such as explosions, earthquakes, or pile driving. Examples demonstrate the use of source fields for shallow sources or deep ocean-bottom earthquake sources, where down slope conversion, a known T-wave generation mechanism, is modeled. Self-starters are interpreted in the context of the seismic moment tensor.

Modeling Pulse Transmission in the Monterey Bay Using Parabolic Equation Methods

DTIC Science & Technology

1991-12-01

Collins 9-13 was chosen for this purpose due its energy conservation scheme , and its ability to efficiently incorporate higher order terms in its...pressure field generated by the PE model into normal modes. Additionally, this process provides increased physical understanding of mode coupling and...separation of variables (i.e. normal modes or fast field), as well as pure numerical schemes such as the parabolic equation methods, can be used. However, as

Computation and visualization of geometric partial differential equations

NASA Astrophysics Data System (ADS)

Tiee, Christopher L.

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

Finite Difference Time Marching in the Frequency Domain: A Parabolic Formulation for the Convective Wave Equation

NASA Technical Reports Server (NTRS)

Baumeister, K. J.; Kreider, K. L.

1996-01-01

An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.

Nonuniform depth grids in parabolic equation solutions.

PubMed

Sanders, William M; Collins, Michael D

2013-04-01

The parabolic wave equation is solved using a finite-difference solution in depth that involves a nonuniform grid. The depth operator is discretized using Galerkin's method with asymmetric hat functions. Examples are presented to illustrate that this approach can be used to improve efficiency for problems in ocean acoustics and seismo-acoustics. For shallow water problems, accuracy is sensitive to the precise placement of the ocean bottom interface. This issue is often addressed with the inefficient approach of using a fine grid spacing over all depth. Efficiency may be improved by using a relatively coarse grid with nonuniform sampling to precisely position the interface. Efficiency may also be improved by reducing the sampling in the sediment and in an absorbing layer that is used to truncate the computational domain. Nonuniform sampling may also be used to improve the implementation of a single-scattering approximation for sloping fluid-solid interfaces.

Alternating direction implicit methods for parabolic equations with a mixed derivative

NASA Technical Reports Server (NTRS)

Beam, R. M.; Warming, R. F.

1980-01-01

Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.

Alternating direction implicit methods for parabolic equations with a mixed derivative

NASA Technical Reports Server (NTRS)

Beam, R. M.; Warming, R. F.

1979-01-01

Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.

Generation of three-dimensional body-fitted grids by solving hyperbolic and parabolic partial differential equations

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

PETOOL: MATLAB-based one-way and two-way split-step parabolic equation tool for radiowave propagation over variable terrain

NASA Astrophysics Data System (ADS)

Ozgun, Ozlem; Apaydin, Gökhan; Kuzuoglu, Mustafa; Sevgi, Levent

2011-12-01

A MATLAB-based one-way and two-way split-step parabolic equation software tool (PETOOL) has been developed with a user-friendly graphical user interface (GUI) for the analysis and visualization of radio-wave propagation over variable terrain and through homogeneous and inhomogeneous atmosphere. The tool has a unique feature over existing one-way parabolic equation (PE)-based codes, because it utilizes the two-way split-step parabolic equation (SSPE) approach with wide-angle propagator, which is a recursive forward-backward algorithm to incorporate both forward and backward waves into the solution in the presence of variable terrain. First, the formulation of the classical one-way SSPE and the relatively-novel two-way SSPE is presented, with particular emphasis on their capabilities and the limitations. Next, the structure and the GUI capabilities of the PETOOL software tool are discussed in detail. The calibration of PETOOL is performed and demonstrated via analytical comparisons and/or representative canonical tests performed against the Geometric Optic (GO) + Uniform Theory of Diffraction (UTD). The tool can be used for research and/or educational purposes to investigate the effects of a variety of user-defined terrain and range-dependent refractivity profiles in electromagnetic wave propagation. Program summaryProgram title: PETOOL (Parabolic Equation Toolbox) Catalogue identifier: AEJS_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJS_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 143 349 No. of bytes in distributed program, including test data, etc.: 23 280 251 Distribution format: tar.gz Programming language: MATLAB (MathWorks Inc.) 2010a. Partial Differential Toolbox and Curve Fitting Toolbox required Computer: PC Operating system: Windows XP and

A modified dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.

1981-01-01

A revised version of a split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three-dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard successive overrelaxation iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition.

Backward semi-linear parabolic equations with time-dependent coefficients and local Lipschitz source

NASA Astrophysics Data System (ADS)

Nho Hào, Dinh; Van Duc, Nguyen; Van Thang, Nguyen

2018-05-01

Let H be a Hilbert space with the inner product and the norm , a positive self-adjoint unbounded time-dependent operator on H and . We establish stability estimates of Hölder type and propose a regularization method with error estimates of Hölder type for the ill-posed backward semi-linear parabolic equation with the source function f satisfying a local Lipschitz condition.

Asymptotic analysis of quasilinear parabolic-hyperbolic equations describing the large longitudinal motion of a light viscoelastic bar with a heavy attachment

NASA Astrophysics Data System (ADS)

Yip, Shui Cheung

We study the longitudinal motion of a nonlinearly viscoelastic bar with one end fixed and the other end attached to a heavy tip mass. This problem is a precise continuum mechanical analog of the basic discrete mechanical problem of the motion of a mass point on a (massless) spring. This motion is governed by an initial-boundary-value problem for a class of third-order quasilinear parabolic-hyperbolic partial differential equations subject to a nonstandard boundary condition, which is the equation of motion of the tip mass. The ratio of the mass of the bar to that of the tip mass is taken to be a small parameter varepsilon. We prove that this problem has a unique regular solution that admits a valid asymptotic expansion, including an initial-layer expansion, in powers of varepsilon for varepsilon near 0. The fundamental constitutive hypothesis that the tension be a uniformly monotone function of the strain rate plays a critical role in a delicate proof that each term of the initial layer expansion decays exponentially in time. These results depend on new decay estimates for the solution of quasilinear parabolic equations. The constitutive hypothesis that the viscosity become large where the bar nears total compression leads to important uniform bounds for the strain and the strain rate. Higher-order energy estimates support the proof by the Schauder Fixed-Point Theorem of the existence of solutions having a level of regularity appropriate for the asymptotics.

Spectral methods in time for a class of parabolic partial differential equations

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

Ierley, G.; Spencer, B.; Worthing, R.

1992-09-01

In this paper, we introduce a fully spectral solution for the partial differential equation u[sub t] + uu[sub x] + vu[sub xx] + [mu]u[sub xxx] + [lambda]u[sub xxxx] = O. For periodic boundary conditions in space, the use of a Fourier expansion in x admits of a particularly efficient algorithm with respect to expansion of the time dependence in a Chebyshev series. Boundary conditions other than periodic may still be treated with reasonable, though lesser, efficiency. for all cases, very high accuracy is attainable at moderate computational cost relative to the expense of variable order finite difference methods in time.more » 14 refs., 9 figs.« less

Nonlinear differential equations

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

Dresner, L.

1988-01-01

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

Incompressible Navier-Stokes and parabolized Navier-Stokes solution procedures and computational techniques

NASA Technical Reports Server (NTRS)

Rubin, S. G.

1982-01-01

Recent developments with finite-difference techniques are emphasized. The quotation marks reflect the fact that any finite discretization procedure can be included in this category. Many so-called finite element collocation and galerkin methods can be reproduced by appropriate forms of the differential equations and discretization formulas. Many of the difficulties encountered in early Navier-Stokes calculations were inherent not only in the choice of the different equations (accuracy), but also in the method of solution or choice of algorithm (convergence and stability, in the manner in which the dependent variables or discretized equations are related (coupling), in the manner that boundary conditions are applied, in the manner that the coordinate mesh is specified (grid generation), and finally, in recognizing that for many high Reynolds number flows not all contributions to the Navier-Stokes equations are necessarily of equal importance (parabolization, preferred direction, pressure interaction, asymptotic and mathematical character). It is these elements that are reviewed. Several Navier-Stokes and parabolized Navier-Stokes formulations are also presented.

A higher-order split-step Fourier parabolic-equation sound propagation solution scheme.

PubMed

Lin, Ying-Tsong; Duda, Timothy F

2012-08-01

A three-dimensional Cartesian parabolic-equation model with a higher-order approximation to the square-root Helmholtz operator is presented for simulating underwater sound propagation in ocean waveguides. The higher-order approximation includes cross terms with the free-space square-root Helmholtz operator and the medium phase speed anomaly. It can be implemented with a split-step Fourier algorithm to solve for sound pressure in the model. Two idealized ocean waveguide examples are presented to demonstrate the performance of this numerical technique.

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

2017-11-01

Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

BOOK REVIEW: Partial Differential Equations in General Relativity

NASA Astrophysics Data System (ADS)

Halburd, Rodney G.

2008-11-01

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

A modified Dodge algorithm for the parabolized Navier-Stokes equation and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.

1981-01-01

A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitive agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions.

Regularity gradient estimates for weak solutions of singular quasi-linear parabolic equations

NASA Astrophysics Data System (ADS)

Phan, Tuoc

2017-12-01

This paper studies the Sobolev regularity for weak solutions of a class of singular quasi-linear parabolic problems of the form ut -div [ A (x , t , u , ∇u) ] =div [ F ] with homogeneous Dirichlet boundary conditions over bounded spatial domains. Our main focus is on the case that the vector coefficients A are discontinuous and singular in (x , t)-variables, and dependent on the solution u. Global and interior weighted W 1 , p (ΩT , ω)-regularity estimates are established for weak solutions of these equations, where ω is a weight function in some Muckenhoupt class of weights. The results obtained are even new for linear equations, and for ω = 1, because of the singularity of the coefficients in (x , t)-variables.

Elastic parabolic equation solutions for oceanic T-wave generation and propagation from deep seismic sources.

PubMed

Frank, Scott D; Collis, Jon M; Odom, Robert I

2015-06-01

Oceanic T-waves are earthquake signals that originate when elastic waves interact with the fluid-elastic interface at the ocean bottom and are converted to acoustic waves in the ocean. These waves propagate long distances in the Sound Fixing and Ranging (SOFAR) channel and tend to be the largest observed arrivals from seismic events. Thus, an understanding of their generation is important for event detection, localization, and source-type discrimination. Recently benchmarked seismic self-starting fields are used to generate elastic parabolic equation solutions that demonstrate generation and propagation of oceanic T-waves in range-dependent underwater acoustic environments. Both downward sloping and abyssal ocean range-dependent environments are considered, and results demonstrate conversion of elastic waves into water-borne oceanic T-waves. Examples demonstrating long-range broadband T-wave propagation in range-dependent environments are shown. These results confirm that elastic parabolic equation solutions are valuable for characterization of the relationships between T-wave propagation and variations in range-dependent bathymetry or elastic material parameters, as well as for modeling T-wave receptions at hydrophone arrays or coastal receiving stations.

Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior

NASA Astrophysics Data System (ADS)

Barles, Guy; Ley, Olivier; Topp, Erwin

2017-02-01

In this paper, we provide suitable adaptations of the ‘weak version of Bernstein method’ introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed ‘uniformly elliptic’ (maybe in the nonlocal sense) but which do not satisfy the usual ‘growth condition’ on the gradient term allowing to use (for example) the Ishii-Lions’ method. We treat the case of a model equation with a superlinear coercivity on the gradient term which has a leading role in the equation. This regularity result together with comparison principle provided for the problem allow to obtain the ergodic large time behavior of the evolution problem in the periodic setting.

A modified Dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.; Dwoyer, D. M.

1983-01-01

A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitative agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions. Previously announced in STAR as N82-16363

A single-scattering correction for the seismo-acoustic parabolic equation.

PubMed

Collins, Michael D

2012-04-01

An efficient single-scattering correction that does not require iterations is derived and tested for the seismo-acoustic parabolic equation. The approach is applicable to problems involving gradual range dependence in a waveguide with fluid and solid layers, including the key case of a sloping fluid-solid interface. The single-scattering correction is asymptotically equivalent to a special case of a single-scattering correction for problems that only have solid layers [Küsel et al., J. Acoust. Soc. Am. 121, 808-813 (2007)]. The single-scattering correction has a simple interpretation (conservation of interface conditions in an average sense) that facilitated its generalization to problems involving fluid layers. Promising results are obtained for problems in which the ocean bottom interface has a small slope.

Elastic parabolic equation and normal mode solutions for seismo-acoustic propagation in underwater environments with ice covers.

PubMed

Collis, Jon M; Frank, Scott D; Metzler, Adam M; Preston, Kimberly S

2016-05-01

Sound propagation predictions for ice-covered ocean acoustic environments do not match observational data: received levels in nature are less than expected, suggesting that the effects of the ice are substantial. Effects due to elasticity in overlying ice can be significant enough that low-shear approximations, such as effective complex density treatments, may not be appropriate. Building on recent elastic seafloor modeling developments, a range-dependent parabolic equation solution that treats the ice as an elastic medium is presented. The solution is benchmarked against a derived elastic normal mode solution for range-independent underwater acoustic propagation. Results from both solutions accurately predict plate flexural modes that propagate in the ice layer, as well as Scholte interface waves that propagate at the boundary between the water and the seafloor. The parabolic equation solution is used to model a scenario with range-dependent ice thickness and a water sound speed profile similar to those observed during the 2009 Ice Exercise (ICEX) in the Beaufort Sea.

Conference on Ordinary and Partial Differential Equations, 29 March to 2 April 1982.

DTIC Science & Technology

1982-04-02

Azztr. Boundary value problems for elliptic and parabolic equations in domains with corners The paper concerns initial - Dirichlet and initial - mixed...boundary value problems for parabolic equations. a ij(x,t)u x + ai(x,t)Ux. + a(x,t)u-u = f(x,t) i3 1 x Xl,...,Xn , n 2. We consider the case of...moment II Though it is well known, that the electron possesses an anomalous magnetic moment, this term has not been considered so far in the mathematical

Parabolic equation for nonlinear acoustic wave propagation in inhomogeneous moving media

NASA Astrophysics Data System (ADS)

Aver'yanov, M. V.; Khokhlova, V. A.; Sapozhnikov, O. A.; Blanc-Benon, Ph.; Cleveland, R. O.

2006-12-01

A new parabolic equation is derived to describe the propagation of nonlinear sound waves in inhomogeneous moving media. The equation accounts for diffraction, nonlinearity, absorption, scalar inhomogeneities (density and sound speed), and vectorial inhomogeneities (flow). A numerical algorithm employed earlier to solve the KZK equation is adapted to this more general case. A two-dimensional version of the algorithm is used to investigate the propagation of nonlinear periodic waves in media with random inhomogeneities. For the case of scalar inhomogeneities, including the case of a flow parallel to the wave propagation direction, a complex acoustic field structure with multiple caustics is obtained. Inclusion of the transverse component of vectorial random inhomogeneities has little effect on the acoustic field. However, when a uniform transverse flow is present, the field structure is shifted without changing its morphology. The impact of nonlinearity is twofold: it produces strong shock waves in focal regions, while, outside the caustics, it produces higher harmonics without any shocks. When the intensity is averaged across the beam propagating through a random medium, it evolves similarly to the intensity of a plane nonlinear wave, indicating that the transverse redistribution of acoustic energy gives no considerable contribution to nonlinear absorption.

Properties of Differential Equations through Different Measures.

DTIC Science & Technology

1980-03-01

34 Parabolic differential inequalities in cones". Appl. Ana l., 9 (1979), 257-266. 8O =3𔄀-1i74 2 Lakshmikantham, V., and Vaughn, R. "Reaction-diffusion...Gronwall type inequalities , existence of extremal solutions, a comparison prin- ciple, and Peano’s type of existence result (for the Volterra ...differential systems with impulsive perturbations in terms of two measures." Nonlinear Analysis 1 (1977), 667-677. Leela, S., and Moauro, V. "Existence of

CFORM- LINEAR CONTROL SYSTEM DESIGN AND ANALYSIS: CLOSED FORM SOLUTION AND TRANSIENT RESPONSE OF THE LINEAR DIFFERENTIAL EQUATION

NASA Technical Reports Server (NTRS)

Jamison, J. W.

1994-01-01

CFORM was developed by the Kennedy Space Center Robotics Lab to assist in linear control system design and analysis using closed form and transient response mechanisms. The program computes the closed form solution and transient response of a linear (constant coefficient) differential equation. CFORM allows a choice of three input functions: the Unit Step (a unit change in displacement); the Ramp function (step velocity); and the Parabolic function (step acceleration). It is only accurate in cases where the differential equation has distinct roots, and does not handle the case for roots at the origin (s=0). Initial conditions must be zero. Differential equations may be input to CFORM in two forms - polynomial and product of factors. In some linear control analyses, it may be more appropriate to use a related program, Linear Control System Design and Analysis (KSC-11376), which uses root locus and frequency response methods. CFORM was written in VAX FORTRAN for a VAX 11/780 under VAX VMS 4.7. It has a central memory requirement of 30K. CFORM was developed in 1987.

An evolution infinity Laplace equation modelling dynamic elasto-plastic torsion

NASA Astrophysics Data System (ADS)

Messelmi, Farid

2017-12-01

We consider in this paper a parabolic partial differential equation involving the infinity Laplace operator and a Leray-Lions operator with no coercitive assumption. We prove the existence and uniqueness of the corresponding approached problem and we show that at the limit the solution solves the parabolic variational inequality arising in the elasto-plastic torsion problem.

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

Efficient solution of parabolic equations by Krylov approximation methods

NASA Technical Reports Server (NTRS)

Gallopoulos, E.; Saad, Y.

1990-01-01

Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.

Solving Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1987-01-01

Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

High Energy Laser Beam Propagation in the Atmosphere: The Integral Invariants of the Nonlinear Parabolic Equation and the Method of Moments

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2012-01-01

The method of moments is used to define and derive expressions for laser beam deflection and beam radius broadening for high-energy propagation through the Earth s atmosphere. These expressions are augmented with the integral invariants of the corresponding nonlinear parabolic equation that describes the electric field of high-energy laser beam to propagation to yield universal equations for the aforementioned quantities; the beam deflection is a linear function of the propagation distance whereas the beam broadening is a quadratic function of distance. The coefficients of these expressions are then derived from a thin screen approximation solution of the nonlinear parabolic equation to give corresponding analytical expressions for a target located outside the Earth s atmospheric layer. These equations, which are graphically presented for a host of propagation scenarios, as well as the thin screen model, are easily amenable to the phase expansions of the wave front for the specification and design of adaptive optics algorithms to correct for the inherent phase aberrations. This work finds application in, for example, the analysis of beamed energy propulsion for space-based vehicles.

Helmholtz and parabolic equation solutions to a benchmark problem in ocean acoustics.

PubMed

Larsson, Elisabeth; Abrahamsson, Leif

2003-05-01

The Helmholtz equation (HE) describes wave propagation in applications such as acoustics and electromagnetics. For realistic problems, solving the HE is often too expensive. Instead, approximations like the parabolic wave equation (PE) are used. For low-frequency shallow-water environments, one persistent problem is to assess the accuracy of the PE model. In this work, a recently developed HE solver that can handle a smoothly varying bathymetry, variable material properties, and layered materials, is used for an investigation of the errors in PE solutions. In the HE solver, a preconditioned Krylov subspace method is applied to the discretized equations. The preconditioner combines domain decomposition and fast transform techniques. A benchmark problem with upslope-downslope propagation over a penetrable lossy seamount is solved. The numerical experiments show that, for the same bathymetry, a soft and slow bottom gives very similar HE and PE solutions, whereas the PE model is far from accurate for a hard and fast bottom. A first attempt to estimate the error is made by computing the relative deviation from the energy balance for the PE solution. This measure gives an indication of the magnitude of the error, but cannot be used as a strict error bound.

Towards developing robust algorithms for solving partial differential equations on MIMD machines

NASA Technical Reports Server (NTRS)

Saltz, Joel H.; Naik, Vijay K.

1988-01-01

Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.

Towards developing robust algorithms for solving partial differential equations on MIMD machines

NASA Technical Reports Server (NTRS)

Saltz, J. H.; Naik, V. K.

1985-01-01

Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.

The generic gradient-like structure of certain asymptotically autonomous semilinear parabolic equations

NASA Astrophysics Data System (ADS)

Jänig, A.

2018-05-01

We consider asymptotically autonomous semilinear parabolic equations u_t + Au = f(t,u). Suppose that $f(t,.)\\to f^\\pm$ as $t\\to\\pm\\infty$, where the semiflows induced by \\label{eq:140602-1511} u_t + Au = f^\\pm(u) \\tag{*} are gradient-like. Under certain assumptions, it is shown that generically with respect to a perturbation $g$ with $g(t)\\to 0$ as $|t|\\to\\infty$, every solution of u_t + Au = f(t,u) + g(t) is a connection between equilibria $e^\\pm$ of \\eqref{eq:140602-1511} with $m(e^-)\\geq m(e^+)$. Moreover, if the Morse indices satisfy $m(e^-) = m(e^+)$, then $u$ is isolated by linearization.

On the initial-boundary value problem for some quasilinear parabolic equations of divergence form

NASA Astrophysics Data System (ADS)

Nakao, Mitsuhiro

2017-12-01

In this paper we give an existence theorem of global classical solution to the initial boundary value problem for the quasilinear parabolic equations of divergence form ut -div { σ (| ∇u|2) ∇u } = f (∇u , u , x , t) where σ (| ∇u|2) may not be bounded as | ∇u | → ∞. As an application the logarithmic type nonlinearity σ (| ∇u|2) = log ⁡ (1 + | ∇u|2) which is growing as | ∇u | → ∞ and degenerate at | ∇u | = 0 is considered under f ≡ 0.

Stability of an abstract system of coupled hyperbolic and parabolic equations

NASA Astrophysics Data System (ADS)

Hao, Jianghao; Liu, Zhuangyi

2013-08-01

In this paper, we provide a complete stability analysis for an abstract system of coupled hyperbolic and parabolic equations = -Au + γ A^{α} θ, quad θ_t = -γ A^{α}u_t - kA^{β}θ, u(0) = u_0, quad u_t(0) = v_0, quad θ(0) = θ_0 where A is a self-adjoint, positive definite operator on a Hilbert space H. For {(α,β) in [0,1] × [0,1]} , the region of exponential stability had been identified in Ammar-Khodja et al. (ESAIM Control Optim Calc Var 4:577-593,1999). Our contribution is to show that the rest of the region can be classified as region of polynomial stability and region of instability. Moreover, we obtain the optimality of the order of polynomial stability.

An Operator Method for Field Moments from the Extended Parabolic Wave Equation and Analytical Solutions of the First and Second Moments for Atmospheric Electromagnetic Wave Propagation

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2004-01-01

The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the delta-correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The comprehensive operator solution also allows one to obtain expressions for the longitudinal (generalized) second order moment. This is also considered and the solution for the atmospheric case is obtained and discussed. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.

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.

Controllable parabolic-cylinder optical rogue wave.

PubMed

Zhong, Wei-Ping; Chen, Lang; Belić, Milivoj; Petrović, Nikola

2014-10-01

We demonstrate controllable parabolic-cylinder optical rogue waves in certain inhomogeneous media. An analytical rogue wave solution of the generalized nonlinear Schrödinger equation with spatially modulated coefficients and an external potential in the form of modulated quadratic potential is obtained by the similarity transformation. Numerical simulations are performed for comparison with the analytical solutions and to confirm the stability of the rogue wave solution obtained. These optical rogue waves are built by the products of parabolic-cylinder functions and the basic rogue wave solution of the standard nonlinear Schrödinger equation. Such rogue waves may appear in different forms, as the hump and paw profiles.

Application of an Extended Parabolic Equation to the Calculation of the Mean Field and the Transverse and Longitudinal Mutual Coherence Functions Within Atmospheric Turbulence

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2005-01-01

Solutions are derived for the generalized mutual coherence function (MCF), i.e., the second order moment, of a random wave field propagating through a random medium within the context of the extended parabolic equation. Here, "generalized" connotes the consideration of both the transverse as well as the longitudinal second order moments (with respect to the direction of propagation). Such solutions will afford a comparison between the results of the parabolic equation within the pararaxial approximation and those of the wide-angle extended theory. To this end, a statistical operator method is developed which gives a general equation for an arbitrary spatial statistical moment of the wave field. The generality of the operator method allows one to obtain an expression for the second order field moment in the direction longitudinal to the direction of propagation. Analytical solutions to these equations are derived for the Kolmogorov and Tatarskii spectra of atmospheric permittivity fluctuations within the Markov approximation.

Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation.

PubMed

Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan

2013-09-01

Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.

Dichotomies for generalized ordinary differential equations and applications

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Legendre-tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1986-01-01

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

Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

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

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

A Pseudo-Temporal Multi-Grid Relaxation Scheme for Solving the Parabolized Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

White, J. A.; Morrison, J. H.

1999-01-01

A multi-grid, flux-difference-split, finite-volume code, VULCAN, is presented for solving the elliptic and parabolized form of the equations governing three-dimensional, turbulent, calorically perfect and non-equilibrium chemically reacting flows. The space marching algorithms developed to improve convergence rate and or reduce computational cost are emphasized. The algorithms presented are extensions to the class of implicit pseudo-time iterative, upwind space-marching schemes. A full approximate storage, full multi-grid scheme is also described which is used to accelerate the convergence of a Gauss-Seidel relaxation method. The multi-grid algorithm is shown to significantly improve convergence on high aspect ratio grids.

Enhanced propagation modeling of directional aviation noise: A hybrid parabolic equation-fast field program method

NASA Astrophysics Data System (ADS)

Rosenbaum, Joyce E.

2011-12-01

Commercial air traffic is anticipated to increase rapidly in the coming years. The impact of aviation noise on communities surrounding airports is, therefore, a growing concern. Accurate prediction of noise can help to mitigate the impact on communities and foster smoother integration of aerospace engineering advances. The problem of accurate sound level prediction requires careful inclusion of all mechanisms that affect propagation, in addition to correct source characterization. Terrain, ground type, meteorological effects, and source directivity can have a substantial influence on the noise level. Because they are difficult to model, these effects are often included only by rough approximation. This dissertation presents a model designed for sound propagation over uneven terrain, with mixed ground type and realistic meteorological conditions. The model is a hybrid of two numerical techniques: the parabolic equation (PE) and fast field program (FFP) methods, which allow for physics-based inclusion of propagation effects and ensure the low frequency content, a factor in community impact, is predicted accurately. Extension of the hybrid model to a pseudo-three-dimensional representation allows it to produce aviation noise contour maps in the standard form. In order for the model to correctly characterize aviation noise sources, a method of representing arbitrary source directivity patterns was developed for the unique form of the parabolic equation starting field. With this advancement, the model can represent broadband, directional moving sound sources, traveling along user-specified paths. This work was prepared for possible use in the research version of the sound propagation module in the Federal Aviation Administration's new standard predictive tool.

Modeling boundary-layer transition in direct and large-eddy simulations using parabolized stability equations

NASA Astrophysics Data System (ADS)

Lozano-Durán, A.; Hack, M. J. P.; Moin, P.

2018-02-01

We examine the potential of the nonlinear parabolized stability equations (PSE) to provide an accurate yet computationally efficient treatment of the growth of disturbances in H-type transition to turbulence. The PSE capture the nonlinear interactions that eventually induce breakdown to turbulence and can as such identify the onset of transition without relying on empirical correlations. Since the local PSE solution at the onset of transition is a close approximation of the Navier-Stokes equations, it provides a natural inflow condition for direct numerical simulations (DNS) and large-eddy simulations (LES) by avoiding nonphysical transients. We show that a combined PSE-DNS approach, where the pretransitional region is modeled by the PSE, can reproduce the skin-friction distribution and downstream turbulent statistics from a DNS of the full domain. When the PSE are used in conjunction with wall-resolved and wall-modeled LES, the computational cost in both the laminar and turbulent regions is reduced by several orders of magnitude compared to DNS.

Prediction of far-field wind turbine noise propagation with parabolic equation.

PubMed

Lee, Seongkyu; Lee, Dongjai; Honhoff, Saskia

2016-08-01

Sound propagation of wind farms is typically simulated by the use of engineering tools that are neglecting some atmospheric conditions and terrain effects. Wind and temperature profiles, however, can affect the propagation of sound and thus the perceived sound in the far field. A better understanding and application of those effects would allow a more optimized farm operation towards meeting noise regulations and optimizing energy yield. This paper presents the parabolic equation (PE) model development for accurate wind turbine noise propagation. The model is validated against analytic solutions for a uniform sound speed profile, benchmark problems for nonuniform sound speed profiles, and field sound test data for real environmental acoustics. It is shown that PE provides good agreement with the measured data, except upwind propagation cases in which turbulence scattering is important. Finally, the PE model uses computational fluid dynamics results as input to accurately predict sound propagation for complex flows such as wake flows. It is demonstrated that wake flows significantly modify the sound propagation characteristics.

Chaotic motion of comets in near-parabolic orbit: Mapping aproaches

NASA Astrophysics Data System (ADS)

Liu, Jie; Sun, Yi-Sui

1994-09-01

There exist many comets with near-parabolic orbits in the solar system. Among various theories proposed to explain their origin, the Oort cloud hypothesis seems to be the most reasonable. The theory assumes that there is a cometary cloud at a distance 103 to 107 from the sun and that perturbing forces from planets or stars make orbits of some of these comets become the near-parabolic type. Concerning the evolution of these orbits under planetary perturbations, we can raise the question: Will they stay in the solar system forever or will they escape from it? This is an attractive dynamical problem. If we go ahead by directly solving the dynamical differential equations, we may encounter the difficulty of long-time computation. For the orbits of these comets are near-parabolic and their periods are too long to study on their long-term evolution. With mapping approaches the difficulty will be overcome. In another aspect, the study of this model has special meaning for chaotic dynamics. We know that in the neighborhood of any separatrix i.e. the trajectory with zero frequency of the uperturbed motion of a Hamiltonian system, some chaotic motions have to be expected. Actually, the simplest example of separatrix is the parabolic trajectory of the two-body problem which separates the bounded and unbounded motion. From this point of view, the dynamical study of near-parabolic motion is very important. Petrosky's elegant but more abstract deduction gives a Kepler mapping which describes the dynamics of the cometary motion. In this paper we derive a similar mapping directly and discuss its dynamical characters.

Modeling of ultrashort pulsed laser irradiation in the cornea based on parabolic and hyperbolic heat equations using electrical analogy

NASA Astrophysics Data System (ADS)

Gheitaghy, A. M.; Takabi, B.; Alizadeh, M.

2014-03-01

Hyperbolic and parabolic heat equations are formulated to study a nonperfused homogeneous transparent cornea irradiated by high power and ultrashort pulsed laser in the Laser Thermo Keratoplasty (LTK) surgery. Energy absorption inside the cornea is modeled using the Beer-Lambert law that is incorporated as an exponentially decaying heat source. The hyperbolic and parabolic bioheat models of the tissue were solved by exploiting the mathematical analogy between thermal and electrical systems, by using robust circuit simulation program called Hspice to get the solutions of simultaneous RLC and RC transmission line networks. This method can be used to rapidly calculate the temperature in laser-irradiated tissue at time and space domain. It is found that internal energy gained from the irradiated field results in a rapid rise of temperature in the cornea surface during the early heating period, while the hyperbolic wave model predicts a higher temperature rise than the classical heat diffusion model. In addition, this paper investigates and examines the effect of some critical parameters such as relaxation time, convection coefficient, radiation, tear evaporation and variable thermal conductivity of cornea. Accordingly, it is found that a better accordance between hyperbolic and parabolic models will be achieved by time.

On implicit abstract neutral nonlinear differential equations

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

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

2016-04-15

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

Sparse dynamics for partial differential equations

PubMed Central

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

2013-01-01

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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

Ordinary differential equations.

PubMed

Lebl, Jiří

2013-01-01

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

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

Feinberg, R. B.; Grooms, R. G.

1981-01-01

An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.

Non-Parabolic Hydrodynamic Formulations for the Simulation of Inhomogeneous Semiconductor Devices

NASA Technical Reports Server (NTRS)

Smith, A. W.; Brennan, K. F.

1996-01-01

Hydrodynamic models are becoming prevalent design tools for small scale devices and other devices in which high energy effects can dominate transport. Most current hydrodynamic models use a parabolic band approximation to obtain fairly simple conservation equations. Interest in accounting for band structure effects in hydrodynamic device simulation has begun to grow since parabolic models cannot fully describe the transport in state of the art devices due to the distribution populating non-parabolic states within the band. This paper presents two different non-parabolic formulations or the hydrodynamic model suitable for the simulation of inhomogeneous semiconductor devices. The first formulation uses the Kane dispersion relationship ((hk)(exp 2)/2m = W(1 + alphaW). The second formulation makes use of a power law ((hk)(exp 2)/2m = xW(exp y)) for the dispersion relation. Hydrodynamic models which use the first formulation rely on the binomial expansion to obtain moment equations with closed form coefficients. This limits the energy range over which the model is valid. The power law formulation readily produces closed form coefficients similar to those obtained using the parabolic band approximation. However, the fitting parameters (x,y) are only valid over a limited energy range. The physical significance of the band non-parabolicity is discussed as well as the advantages/disadvantages and approximations of the two non-parabolic models. A companion paper describes device simulations based on the three dispersion relationships; parabolic, Kane dispersion and power law dispersion.

Non-parabolic hydrodynamic formulations for the simulation of inhomogeneous semiconductor devices

NASA Technical Reports Server (NTRS)

Smith, Arlynn W.; Brennan, Kevin F.

1995-01-01

Hydrodynamic models are becoming prevalent design tools for small scale devices and other devices in which high energy effects can dominate transport. Most current hydrodynamic models use a parabolic band approximation to obtain fairly simple conservation equations. Interest in accounting for band structure effects in hydrodynamic device simulation has begun to grow since parabolic models can not fully describe the transport in state of the art devices due to the distribution populating non-parabolic states within the band. This paper presents two different non-parabolic formulations of the hydrodynamic model suitable for the simulation of inhomogeneous semiconductor devices. The first formulation uses the Kane dispersion relationship (hk)(exp 2)/2m = W(1 + alpha(W)). The second formulation makes use of a power law ((hk)(exp 2)/2m = xW(sup y)) for the dispersion relation. Hydrodynamic models which use the first formulation rely on the binomial expansion to obtain moment equations with closed form coefficients. This limits the energy range over which the model is valid. The power law formulation readily produces closed form coefficients similar to those obtained using the parabolic band approximation. However, the fitting parameters (x,y) are only valid over a limited energy range. The physical significance of the band non-parabolicity is discussed as well as the advantages/disadvantages and approximations of the two non-parabolic models. A companion paper describes device simulations based on the three dispersion relationships: parabolic, Kane dispersion, and power low dispersion.

Transient Growth Analysis of Compressible Boundary Layers with Parabolized Stability Equations

NASA Technical Reports Server (NTRS)

Paredes, Pedro; Choudhari, Meelan M.; Li, Fei; Chang, Chau-Lyan

2016-01-01

The linear form of parabolized linear stability equations (PSE) is used in a variational approach to extend the previous body of results for the optimal, non-modal disturbance growth in boundary layer flows. This methodology includes the non-parallel effects associated with the spatial development of boundary layer flows. As noted in literature, the optimal initial disturbances correspond to steady counter-rotating stream-wise vortices, which subsequently lead to the formation of stream-wise-elongated structures, i.e., streaks, via a lift-up effect. The parameter space for optimal growth is extended to the hypersonic Mach number regime without any high enthalpy effects, and the effect of wall cooling is studied with particular emphasis on the role of the initial disturbance location and the value of the span-wise wavenumber that leads to the maximum energy growth up to a specified location. Unlike previous predictions that used a basic state obtained from a self-similar solution to the boundary layer equations, mean flow solutions based on the full Navier-Stokes (NS) equations are used in select cases to help account for the viscous-inviscid interaction near the leading edge of the plate and also for the weak shock wave emanating from that region. These differences in the base flow lead to an increasing reduction with Mach number in the magnitude of optimal growth relative to the predictions based on self-similar mean-flow approximation. Finally, the maximum optimal energy gain for the favorable pressure gradient boundary layer near a planar stagnation point is found to be substantially weaker than that in a zero pressure gradient Blasius boundary layer.

Solving Differential Equations in R: Package deSolve

EPA Science Inventory

In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...

Lie algebras and linear differential equations.

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Rahimi, A.

1972-01-01

Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.

MACSYMA's symbolic ordinary differential equation solver

NASA Technical Reports Server (NTRS)

Golden, J. P.

1977-01-01

The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.

Solving Nonlinear Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Mitchell, L.; David, J.

1986-01-01

Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

On several aspects and applications of the multigrid method for solving partial differential equations

NASA Technical Reports Server (NTRS)

Dinar, N.

1978-01-01

Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

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

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

Teaching Modeling with Partial Differential Equations: Several Successful Approaches

ERIC Educational Resources Information Center

Myers, Joseph; Trubatch, David; Winkel, Brian

2008-01-01

We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…

Some problems in fractal differential equations

NASA Astrophysics Data System (ADS)

Su, Weiyi

2016-06-01

Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

On the parallel solution of parabolic equations

NASA Technical Reports Server (NTRS)

Gallopoulos, E.; Saad, Youcef

1989-01-01

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

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

On stability of the solutions of inverse problem for determining the right-hand side of a degenerate parabolic equation with two independent variables

NASA Astrophysics Data System (ADS)

Kamynin, V. L.; Bukharova, T. I.

2017-01-01

We prove the estimates of stability with respect to perturbations of input data for the solutions of inverse problems for degenerate parabolic equations with unbounded coefficients. An important feature of these estimates is that the constants in these estimates are written out explicitly by the input data of the problem.

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

Accelerating Airy beams with non-parabolic trajectories

NASA Astrophysics Data System (ADS)

Besieris, Ioannis M.; Shaarawi, Amr M.

2014-11-01

A class of Airy accelerating beams with non-parabolic trajectories are derived by means of a novel application of a conformal transformation originally due to Bateman. It is also shown that the salient features of these beams are very simply incorporated in a solution which is derived by applying a conventional conformal transformation together with a Galilean translation to the basic accelerating Airy beam solution of the two-dimensional paraxial equation. Motivation for the non-parabolic beam trajectories is provided and the effects of finite-energy requirements are discussed.

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

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

1968-01-01

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

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

PubMed Central

Motsa, S. S.; Magagula, V. M.; Sibanda, P.

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

PubMed

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

Modular Expression Language for Ordinary Differential Equation Editing

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

Blake, Robert C.

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

Laplace and the era of differential equations

NASA Astrophysics Data System (ADS)

Weinberger, Peter

2012-11-01

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

SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

DOEpatents

Collier, D.M.; Meeks, L.A.; Palmer, J.P.

1960-05-10

A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.

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

PubMed

Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan

2016-01-01

By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Variable-mesh method of solving differential equations

NASA Technical Reports Server (NTRS)

Van Wyk, R.

1969-01-01

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

Modulation of Differentiation Processes in Murine Embryonic Stem Cells Exposed to Parabolic Flight-Induced Acute Hypergravity and Microgravity.

PubMed

Acharya, Aviseka; Brungs, Sonja; Henry, Margit; Rotshteyn, Tamara; Singh Yaduvanshi, Nirmala; Wegener, Lucia; Jentzsch, Simon; Hescheler, Jürgen; Hemmersbach, Ruth; Boeuf, Helene; Sachinidis, Agapios

2018-06-15

Embryonic developmental studies under microgravity conditions in space are very limited. To study the effects of short-term altered gravity on embryonic development processes, we exposed mouse embryonic stem cells (mESCs) to phases of hypergravity and microgravity and studied the differentiation potential of the cells using wide-genome microarray analysis. During the 64th European Space Agency's parabolic flight campaign, mESCs were exposed to 31 parabolas. Each parabola comprised phases lasting 22 s of hypergravity, microgravity, and a repeat of hypergravity. On different parabolas, RNA was isolated for microarray analysis. After exposure to 31 parabolas, mESCs (P31 mESCs) were further differentiated under normal gravity (1 g) conditions for 12 days, producing P31 12-day embryoid bodies (EBs). After analysis of the microarrays, the differentially expressed genes were analyzed using different bioinformatic tools to identify developmental and nondevelopmental biological processes affected by conditions on the parabolic flight experiment. Our results demonstrated that several genes belonging to GOs associated with cell cycle and proliferation were downregulated in undifferentiated mESCs exposed to gravity changes. However, several genes belonging to developmental processes, such as vasculature development, kidney development, skin development, and to the TGF-β signaling pathway, were upregulated. Interestingly, similar enriched and suppressed GOs were obtained in P31 12-day EBs compared with ground control 12-day EBs. Our results show that undifferentiated mESCs exposed to alternate hypergravity and microgravity phases expressed several genes associated with developmental/differentiation and cell cycle processes, suggesting a transition from the undifferentiated pluripotent to a more differentiated stage of mESCs.

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

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

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

PubMed

Grima, Ramon

2011-11-01

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

Numerical solution of supersonic three-dimensional free-mixing flows using the parabolic-elliptic Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Hirsh, R. S.

1976-01-01

A numerical method is presented for solving the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to three-dimensional supersonic laminar jet flow issuing parallel with a supersonic free stream. A coordinate transformation is introduced which maps the boundaries at infinity into a finite computational domain in order to eliminate difficulties associated with the imposition of free-stream boundary conditions. Results are presented for an approximate circular jet, a square jet, varying aspect ratio rectangular jets, and interacting square jets. The solution behavior varies from axisymmetric to nearly two-dimensional in character. For cases where comparisons of the present results with those obtained from shear layer calculations could be made, agreement was good.

An Explicit Upwind Algorithm for Solving the Parabolized Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Korte, John J.

1991-01-01

An explicit, upwind algorithm was developed for the direct (noniterative) integration of the 3-D Parabolized Navier-Stokes (PNS) equations in a generalized coordinate system. The new algorithm uses upwind approximations of the numerical fluxes for the pressure and convection terms obtained by combining flux difference splittings (FDS) formed from the solution of an approximate Riemann (RP). The approximate RP is solved using an extension of the method developed by Roe for steady supersonic flow of an ideal gas. Roe's method is extended for use with the 3-D PNS equations expressed in generalized coordinates and to include Vigneron's technique of splitting the streamwise pressure gradient. The difficulty associated with applying Roe's scheme in the subsonic region is overcome. The second-order upwind differencing of the flux derivatives are obtained by adding FDS to either an original forward or backward differencing of the flux derivative. This approach is used to modify an explicit MacCormack differencing scheme into an upwind differencing scheme. The second order upwind flux approximations, applied with flux limiters, provide a method for numerically capturing shocks without the need for additional artificial damping terms which require adjustment by the user. In addition, a cubic equation is derived for determining Vegneron's pressure splitting coefficient using the updated streamwise flux vector. Decoding the streamwise flux vector with the updated value of Vigneron's pressure splitting improves the stability of the scheme. The new algorithm is applied to 2-D and 3-D supersonic and hypersonic laminar flow test cases. Results are presented for the experimental studies of Holden and of Tracy. In addition, a flow field solution is presented for a generic hypersonic aircraft at a Mach number of 24.5 and angle of attack of 1 degree. The computed results compare well to both experimental data and numerical results from other algorithms. Computational times required

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Algorithms For Integrating Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

Freed, A. D.; Walker, K. P.

1994-01-01

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

Application of the Parabolic Approximation to Predict Acoustical Propagation in the Ocean.

ERIC Educational Resources Information Center

McDaniel, Suzanne T.

1979-01-01

A simplified derivation of the parabolic approximation to the acoustical wave equation is presented. Exact solutions to this approximate equation are compared with solutions to the wave equation to demonstrate the applicability of this method to the study of underwater sound propagation. (Author/BB)

Comparison of Non-Parabolic Hydrodynamic Simulations for Semiconductor Devices

NASA Technical Reports Server (NTRS)

Smith, A. W.; Brennan, K. F.

1996-01-01

Parabolic drift-diffusion simulators are common engineering level design tools for semiconductor devices. Hydrodynamic simulators, based on the parabolic band approximation, are becoming more prevalent as device dimensions shrink and energy transport effects begin to dominate device characteristic. However, band structure effects present in state-of-the-art devices necessitate relaxing the parabolic band approximation. This paper presents simulations of ballistic diodes, a benchmark device, of Si and GaAs using two different non-parabolic hydrodynamic formulations. The first formulation uses the Kane dispersion relationship in the derivation of the conservation equations. The second model uses a power law dispersion relation {(hk)(exp 2)/2m = xW(exp Y)}. Current-voltage relations show that for the ballistic diodes considered. the non-parabolic formulations predict less current than the parabolic case. Explanations of this will be provided by examination of velocity and energy profiles. At low bias, the simulations based on the Kane formulation predict greater current flow than the power law formulation. As the bias is increased this trend changes and the power law predicts greater current than the Kane formulation. It will be shown that the non-parabolicity and energy range of the hydrodynamic model based on the Kane dispersion relation are limited due to the binomial approximation which was utilized in the derivation.

The numerical solution of linear multi-term fractional differential equations: systems of equations

NASA Astrophysics Data System (ADS)

Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

2002-11-01

In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

The differential equation of an arbitrary reflecting surface

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

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

Long-Term Dynamics of Autonomous Fractional Differential Equations

NASA Astrophysics Data System (ADS)

Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

Investigation of a Parabolic Iterative Solver for Three-dimensional Configurations

NASA Technical Reports Server (NTRS)

Nark, Douglas M.; Watson, Willie R.; Mani, Ramani

2007-01-01

A parabolic iterative solution procedure is investigated that seeks to extend the parabolic approximation used within the internal propagation module of the duct noise propagation and radiation code CDUCT-LaRC. The governing convected Helmholtz equation is split into a set of coupled equations governing propagation in the positive and negative directions. The proposed method utilizes an iterative procedure to solve the coupled equations in an attempt to account for possible reflections from internal bifurcations, impedance discontinuities, and duct terminations. A geometry consistent with the NASA Langley Curved Duct Test Rig is considered and the effects of acoustic treatment and non-anechoic termination are included. Two numerical implementations are studied and preliminary results indicate that improved accuracy in predicted amplitude and phase can be obtained for modes at a cut-off ratio of 1.7. Further predictions for modes at a cut-off ratio of 1.1 show improvement in predicted phase at the expense of increased amplitude error. Possible methods of improvement are suggested based on analytic and numerical analysis. It is hoped that coupling the parabolic iterative approach with less efficient, high fidelity finite element approaches will ultimately provide the capability to perform efficient, higher fidelity acoustic calculations within complex 3-D geometries for impedance eduction and noise propagation and radiation predictions.

A new approach to Catalan numbers using differential equations

NASA Astrophysics Data System (ADS)

Kim, D. S.; Kim, T.

2017-10-01

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1989-01-01

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

Differential Equation Models for Sharp Threshold Dynamics

DTIC Science & Technology

2012-08-01

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

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

Quasi-Newton methods for parameter estimation in functional differential equations

NASA Technical Reports Server (NTRS)

Brewer, Dennis W.

1988-01-01

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

From differential to difference equations for first order ODEs

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Walker, Kevin P.

1991-01-01

When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

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

ERIC Educational Resources Information Center

Goldston, J. W.

This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…

Liouvillian propagators, Riccati equation and differential Galois theory

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo; Suazo, Erwin

2013-11-01

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

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.

Oscillation of a class of fractional differential equations with damping term.

PubMed

Qin, Huizeng; Zheng, Bin

2013-01-01

We investigate the oscillation of a class of fractional differential equations with damping term. Based on a certain variable transformation, the fractional differential equations are converted into another differential equations of integer order with respect to the new variable. Then, using Riccati transformation, inequality, and integration average technique, some new oscillatory criteria for the equations are established. As for applications, oscillation for two certain fractional differential equations with damping term is investigated by the use of the presented results.

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

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

Recent Progress in the Development and Application of the Parabolic Equation

DTIC Science & Technology

1984-05-07

awarded a research grant to NUSC to encourage technical collaboration with university scientists at the Yale University Center for Scientific Computa...TD 7145 REFERENCES 1.F. U. Tappert, "The Parabolic Approximation Metthod ,ŕ Wave Propagation ano Unoierwater Acoustics, editeu by J. B

On the Singular Perturbations for Fractional Differential Equation

PubMed Central

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357

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

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.

Differential equation models for sharp threshold dynamics.

PubMed

Schramm, Harrison C; Dimitrov, Nedialko B

2014-01-01

We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

Performance of Infinitely Wide Parabolic and Inclined Slider Bearings Lubricated with Couple Stress or Magnetic Fluids

NASA Astrophysics Data System (ADS)

Oladeinde, Mobolaji Humphrey; Akpobi, John Ajokpaoghene

2011-10-01

The hydrodynamic and magnetohydrodynamic (MHD) lubrication problem of infinitely wide inclined and parabolic slider bearings is solved numerically using the finite element method. The bearing configurations are discretized into three-node isoparametric quadratic elements. Stiffness integrals obtained from the weak form of the governing equations are solved using Gauss quadrature to obtain a finite number of stiffness matrices. The global system of equations obtained from enforcing nodal continuity of pressure for the bearings are solved using the Gauss-Seidel iterative scheme with a convergence criterion of 10-10. Numerical computations reveal that, when compared for similar profile and couple stress parameters, greater pressure builds up in a parabolic slider compared to an inclined slider, indicating a greater wedge effect in the parabolic slider. The parabolic slider bearing is also shown to develop a greater load capacity when lubricated with magnetic fluids. The superior performance of parabolic slider bearing is more pronounced at greater Hartmann numbers for identical bearing structural parameters. It is also shown that when load carrying capacity is the yardstick for comparison, the parabolic slider bearings are superior to the inclined bearings when lubricated with couple stress or magnetic lubricants.

Krylov Deferred Correction Accelerated Method of Lines Transpose for Parabolic Problems

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

Jia, Jun; Jingfang, Huang

2008-01-01

In this paper, a new class of numerical methods for the accurate and efficient solutions of parabolic partial differential equations is presented. Unlike traditional method of lines (MoL), the new {\\bf \\it Krylov deferred correction (KDC) accelerated method of lines transpose (MoL^T)} first discretizes the temporal direction using Gaussian type nodes and spectral integration, and symbolically applies low-order time marching schemes to form a preconditioned elliptic system, which is then solved iteratively using Newton-Krylov techniques such as Newton-GMRES or Newton-BiCGStab method. Each function evaluation in the Newton-Krylov method is simply one low-order time-stepping approximation of the error by solving amore » decoupled system using available fast elliptic equation solvers. Preliminary numerical experiments show that the KDC accelerated MoL^T technique is unconditionally stable, can be spectrally accurate in both temporal and spatial directions, and allows optimal time-step sizes in long-time simulations.« less

Program for solution of ordinary differential equations

NASA Technical Reports Server (NTRS)

Sloate, H.

1973-01-01

A program for the solution of linear and nonlinear first order ordinary differential equations is described and user instructions are included. The program contains a new integration algorithm for the solution of initial value problems which is particularly efficient for the solution of differential equations with a wide range of eigenvalues. The program in its present form handles up to ten state variables, but expansion to handle up to fifty state variables is being investigated.

On asymptotic behavior and energy distribution for some one-dimensional non-parabolic diffusion problems

NASA Astrophysics Data System (ADS)

Kim, Seonghak; Yan, Baisheng

2018-06-01

We study some non-parabolic diffusion problems in one space dimension, where the diffusion flux exhibits forward and backward nature of the Perona–Malik, Höllig or non-Fourier type. Classical weak solutions to such problems are constructed in a way to capture some expected and unexpected properties, including anomalous asymptotic behaviors and energy dissipation or allocation. Specific properties of solutions will depend on the type of the diffusion flux, but the primary method of our study relies on reformulating diffusion equations involved as an inhomogeneous partial differential inclusion and on constructing solutions from the differential inclusion by a combination of the convex integration and Baire’s category methods. In doing so, we introduce the appropriate notion of subsolutions of the partial differential inclusion and their transition gauge, which plays a pivotal role in dealing with some specific features of the constructed weak solutions.

Transformation matrices between non-linear and linear differential equations

NASA Technical Reports Server (NTRS)

Sartain, R. L.

1983-01-01

In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

Monograph - The Numerical Integration of Ordinary Differential Equations.

ERIC Educational Resources Information Center

Hull, T. E.

The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

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

A procedure to construct exact solutions of nonlinear fractional differential equations.

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

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

Differential equations for loop integrals in Baikov representation

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Modelling by Differential Equations

ERIC Educational Resources Information Center

Chaachoua, Hamid; Saglam, Ayse

2006-01-01

This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…

Nonstandard Topics for Student Presentations in Differential Equations

ERIC Educational Resources Information Center

LeMasurier, Michelle

2006-01-01

An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

Schottky diode model for non-parabolic dispersion in narrow-gap semiconductor and few-layer graphene

NASA Astrophysics Data System (ADS)

Ang, Yee Sin; Ang, L. K.; Zubair, M.

Despite the fact that the energy dispersions are highly non-parabolic in many Schottky interfaces made up of 2D material, experimental results are often interpreted using the conventional Schottky diode equation which, contradictorily, assumes a parabolic energy dispersion. In this work, the Schottky diode equation is derived for narrow-gap semiconductor and few-layer graphene where the energy dispersions are highly non-parabolic. Based on Kane's non-parabolic band model, we obtained a more general Kane-Schottky scaling relation of J (T2 + γkBT3) which connects the contrasting J T2 in the conventional Schottky interface and the J T3 scaling in graphene-based Schottky interface via a non-parabolicity parameter, γ. For N-layer graphene of ABC -stacking and of ABA -stacking, the scaling relation follows J T 2 / N + 1 and J T3 respectively. Intriguingly, the Richardson constant extracted from the experimental data using an incorrect scaling can differ with the actual value by more than two orders of magnitude. Our results highlights the importance of using the correct scaling relation in order to accurately extract important physical properties, such as the Richardson constant and the Schottky barrier's height.

Output Feedback-Based Boundary Control of Uncertain Coupled Semilinear Parabolic PDE Using Neurodynamic Programming.

PubMed

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

In this paper, neurodynamic programming-based output feedback boundary control of distributed parameter systems governed by uncertain coupled semilinear parabolic partial differential equations (PDEs) under Neumann or Dirichlet boundary control conditions is introduced. First, Hamilton-Jacobi-Bellman (HJB) equation is formulated in the original PDE domain and the optimal control policy is derived using the value functional as the solution of the HJB equation. Subsequently, a novel observer is developed to estimate the system states given the uncertain nonlinearity in PDE dynamics and measured outputs. Consequently, the suboptimal boundary control policy is obtained by forward-in-time estimation of the value functional using a neural network (NN)-based online approximator and estimated state vector obtained from the NN observer. Novel adaptive tuning laws in continuous time are proposed for learning the value functional online to satisfy the HJB equation along system trajectories while ensuring the closed-loop stability. Local uniformly ultimate boundedness of the closed-loop system is verified by using Lyapunov theory. The performance of the proposed controller is verified via simulation on an unstable coupled diffusion reaction process.

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

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.

Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

PubMed

Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

2017-04-07

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

Solving constant-coefficient differential equations with dielectric metamaterials

NASA Astrophysics Data System (ADS)

Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

2016-07-01

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

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

PubMed

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

2013-03-25

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

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

ERIC Educational Resources Information Center

Winkel, Brian

2015-01-01

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

Solving Differential Equations in R

EPA Science Inventory

Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

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

PubMed

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

2015-04-08

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

Fast wavelet based algorithms for linear evolution equations

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Osher, Stanley; Zhong, Sifen

1992-01-01

A class was devised of fast wavelet based algorithms for linear evolution equations whose coefficients are time independent. The method draws on the work of Beylkin, Coifman, and Rokhlin which they applied to general Calderon-Zygmund type integral operators. A modification of their idea is applied to linear hyperbolic and parabolic equations, with spatially varying coefficients. A significant speedup over standard methods is obtained when applied to hyperbolic equations in one space dimension and parabolic equations in multidimensions.

Differential geometry techniques for sets of nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Estabrook, Frank B.

1990-01-01

An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

In this paper, a numerical solution of fuzzy quadratic Riccati differential equation is estimated using a proposed new approach that provides mixture of polynomials where iteratively the right mixture will be generated. This mixture provide a generalized formalism of traditional Neural Networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). This can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that Polynomial Mixture Method (PMM) shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over Mabood et al, RK-4, Multi-Agent NN and Neuro Method (NM).

Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

PubMed

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.

Efficient numerical method for solving Cauchy problem for the Gamma equation

NASA Astrophysics Data System (ADS)

Koleva, Miglena N.

2011-12-01

In this work we consider Cauchy problem for the so called Gamma equation, derived by transforming the fully nonlinear Black-Scholes equation for option price into a quasilinear parabolic equation for the second derivative (Greek) Γ = VSS of the option price V. We develop an efficient numerical method for solving the model problem concerning different volatility terms. Using suitable change of variables the problem is transformed on finite interval, keeping original behavior of the solution at the infinity. Then we construct Picard-Newton algorithm with adaptive mesh step in time, which can be applied also in the case of non-differentiable functions. Results of numerical simulations are given.

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

A neuro approach to solve fuzzy Riccati differential equations

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

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

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

Undergraduate Students' Mental Operations in Systems of Differential Equations

ERIC Educational Resources Information Center

Whitehead, Karen; Rasmussen, Chris

2003-01-01

This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…

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

PubMed Central

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

2015-01-01

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

Periodicity and positivity of a class of fractional differential equations.

PubMed

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

2016-01-01

Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.

Modeling animal movements using stochastic differential equations

Treesearch

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

2004-01-01

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

Synchronization with propagation - The functional differential equations

NASA Astrophysics Data System (ADS)

Rǎsvan, Vladimir

2016-06-01

The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.

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

DTIC Science & Technology

2016-02-25

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

A perturbative solution to metadynamics ordinary differential equation

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

A perturbative solution to metadynamics ordinary differential equation.

PubMed

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

2015-12-21

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

The State-of-the-Art Parabolic Equation Approximation as Applied to Underwater Acoustic Propagation with Discussions on Intensive Computations: An Invited Paper Presented at the Meeting of the Acoustical Society of America (108th) Held in Minneapolis, Minnesota on 8-12 October 1984

DTIC Science & Technology

1984-10-12

MCYwWWm M& de4 l 8.id iW d by N1wk "wt Finite Difference Reference Wavenumber Interface Split-Step Ordinary Difference Equation Wide Angle Parabolic...Problems D. Lee and S. Praiser J. Comp. & Math. with Appls., 7(2), pp. 195-202 (1981) Finite - Difference Solution to the Parabolic Wave Equation D. Lee, G...was incorporated into the ODE and finite difference models. At that time, we did not have a better implementation of the ODE solution, but we

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

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

A Harnack's inequality for mixed type evolution equations

NASA Astrophysics Data System (ADS)

Paronetto, Fabio

2016-03-01

We define a homogeneous parabolic De Giorgi classes of order 2 which suits a mixed type class of evolution equations whose simplest example is μ (x)∂u/∂t - Δu = 0 where μ can be positive, null and negative, so in particular elliptic-parabolic and forward-backward parabolic equations are included. For functions belonging to this class we prove local boundedness and show a Harnack inequality which, as by-products, gives Hölder-continuity, in particular in the interface I where μ changes sign, and a maximum principle.

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

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

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

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

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

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

Parameter Estimates in Differential Equation Models for Chemical Kinetics

ERIC Educational Resources Information Center

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

Intuitive Understanding of Solutions of Partially Differential Equations

ERIC Educational Resources Information Center

Kobayashi, Y.

2008-01-01

This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…

Illness-death model: statistical perspective and differential equations.

PubMed

Brinks, Ralph; Hoyer, Annika

2018-01-27

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

A Unified Introduction to Ordinary Differential Equations

ERIC Educational Resources Information Center

Lutzer, Carl V.

2006-01-01

This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)

A note on the regularity of solutions of infinite dimensional Riccati equations

NASA Technical Reports Server (NTRS)

Burns, John A.; King, Belinda B.

1994-01-01

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR and LQG control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smoothes solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement.

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

PubMed

Zhukovsky, K

2014-01-01

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

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

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1992-01-01

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

Entropy and convexity for nonlinear partial differential equations

PubMed Central

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

2013-01-01

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

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

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

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

PubMed

Murase, Kenya

2014-01-01

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

Dual exponential polynomials and linear differential equations

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Pendulum Motion and Differential Equations

ERIC Educational Resources Information Center

Reid, Thomas F.; King, Stephen C.

2009-01-01

A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…

A new numerical approximation of the fractal ordinary differential equation

NASA Astrophysics Data System (ADS)

Atangana, Abdon; Jain, Sonal

2018-02-01

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

Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

PubMed Central

Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.

2013-01-01

We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853

Connecting Related Rates and Differential Equations

ERIC Educational Resources Information Center

Brandt, Keith

2012-01-01

This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.

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

PubMed

Murase, Kenya

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

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

Parabolic flight induces changes in gene expression patterns in Arabidopsis thaliana.

PubMed

Paul, Anna-Lisa; Manak, Michael S; Mayfield, John D; Reyes, Matthew F; Gurley, William B; Ferl, Robert J

2011-10-01

Our primary objective was to evaluate gene expression changes in Arabidopsis thaliana in response to parabolic flight as part of a comprehensive approach to the molecular biology of spaceflight-related adaptations. In addition, we wished to establish parabolic flight as a tractable operations platform for molecular biology studies. In a succession of experiments on NASA's KC-135 and C-9 parabolic aircraft, Arabidopsis plants were presented with replicated exposure to parabolic flight. Transcriptome profiling revealed that parabolic flight caused changes in gene expression patterns that stood the statistical tests of replication on three different flight days. The earliest response, after 20 parabolas, was characterized by a prominence of genes associated with signal transduction. After 40 parabolas, this prominence was largely replaced by genes associated with biotic and abiotic stimuli and stress. Among these responses, three metabolic processes stand out in particular: the induction of auxin metabolism and signaling, the differential expression of genes associated with calcium-mediated signaling, and the repression of genes associated with disease resistance and cell wall biochemistry. Many, but not all, of these responses are known to be involved in gravity sensing in plants. Changes in auxin-related gene expression were also recorded by reporter genes tuned to auxin signal pathways. These data demonstrate that the parabolic flight environment is appropriate for molecular biology research involving the transition to microgravity, in that with replication, proper controls, and analyses, gene expression changes can be observed in the time frames of typical parabolic flight experiments.

Sourcing for Parameter Estimation and Study of Logistic Differential Equation

ERIC Educational Resources Information Center

Winkel, Brian J.

2012-01-01

This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…

An Engineering-Oriented Approach to the Introductory Differential Equations Course

ERIC Educational Resources Information Center

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

2009-01-01

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

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

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

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

NASA Astrophysics Data System (ADS)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

On the coupling of hyperbolic and parabolic systems: Analytical and numerical approach

NASA Technical Reports Server (NTRS)

Gastaldi, Fabio; Quarteroni, Alfio

1988-01-01

The coupling of hyperbolic and parabolic systems is discussed in a domain Omega divided into two distinct subdomains omega(+) and omega(-). The main concern is to find the proper interface conditions to be fulfilled at the surface separating the two domains. Next, they are used in the numerical approximation of the problem. The justification of the interface conditions is based on a singular perturbation analysis, i.e., the hyperbolic system is rendered parabolic by adding a small artifical viscosity. As this goes to zero, the coupled parabolic-parabolic problem degenerates into the original one, yielding some conditions at the interface. These are taken as interface conditions for the hyperbolic-parabolic problem. Actually, two alternative sets of interface conditions are discussed according to whether the regularization procedure is variational or nonvariational. It is shown how these conditions can be used in the frame of a numerical approximation to the given problem. Furthermore, a method of resolution is discussed which alternates the resolution of the hyperbolic problem within omega(-) and of the parabolic one within omega(+). The spectral collocation method is proposed, as an example of space discretization (different methods could be used as well); both explicit and implicit time-advancing schemes are considered. The present study is a preliminary step toward the analysis of the coupling between Euler and Navier-Stokes equations for compressible flows.

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

Effect of Differential Item Functioning on Test Equating

ERIC Educational Resources Information Center

Kabasakal, Kübra Atalay; Kelecioglu, Hülya

2015-01-01

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

Solution Methods for Certain Evolution Equations

NASA Astrophysics Data System (ADS)

Vega-Guzman, Jose Manuel

Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

Analytical solutions for coupling fractional partial differential equations with Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Ding, Xiao-Li; Nieto, Juan J.

2017-11-01

In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.

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

ERIC Educational Resources Information Center

Seaman, Brian; Osler, Thomas J.

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed

Sun, Leping

2016-01-01

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

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

PubMed

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

2010-10-01

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

Explicit expressions for meromorphic solutions of autonomous nonlinear ordinary differential equations

NASA Astrophysics Data System (ADS)

Demina, Maria V.; Kudryashov, Nikolay A.

2011-03-01

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

Parallel SOR methods with a parabolic-diffusion acceleration technique for solving an unstructured-grid Poisson equation on 3D arbitrary geometries

NASA Astrophysics Data System (ADS)

Zapata, M. A. Uh; Van Bang, D. Pham; Nguyen, K. D.

2016-05-01

This paper presents a parallel algorithm for the finite-volume discretisation of the Poisson equation on three-dimensional arbitrary geometries. The proposed method is formulated by using a 2D horizontal block domain decomposition and interprocessor data communication techniques with message passing interface. The horizontal unstructured-grid cells are reordered according to the neighbouring relations and decomposed into blocks using a load-balanced distribution to give all processors an equal amount of elements. In this algorithm, two parallel successive over-relaxation methods are presented: a multi-colour ordering technique for unstructured grids based on distributed memory and a block method using reordering index following similar ideas of the partitioning for structured grids. In all cases, the parallel algorithms are implemented with a combination of an acceleration iterative solver. This solver is based on a parabolic-diffusion equation introduced to obtain faster solutions of the linear systems arising from the discretisation. Numerical results are given to evaluate the performances of the methods showing speedups better than linear.

Laser-modified Coulomb scattering states of an electron in the parabolic quasi-Sturmian-Floquet approach

NASA Astrophysics Data System (ADS)

Zaytsev, A. S.; Zaytsev, S. A.; Ancarani, L. U.; Kouzakov, K. A.

2018-04-01

Electron scattering states in combined Coulomb and laser fields are investigated with a nonperturbative approach based on the Hermitian Floquet theory. Taking into account the Coulomb-specific asymptotic behavior of the electron wave functions at large distances, a Lippmann-Schwinger-Floquet equation is derived in the Kramers-Henneberger frame. Such a scattering-state equation is solved numerically employing a set of parabolic quasi-Sturmian functions which have the great advantage of possessing, by construction, adequately chosen incoming or outgoing Coulomb asymptotic behaviors. Our quasi-Sturmian-Floquet approach is tested with a calculation of triple differential cross sections for a laser-assisted (e ,2 e ) process on atomic hydrogen within a first-order Born treatment of the projectile-atom interaction. Convergence with respect to the number of Floquet-Fourier expansion terms is numerically demonstrated. The illustration shows that the developed method is very efficient for the computation of light-dressed states of an electron moving in a Coulomb potential in the presence of laser radiation.

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

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

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

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

DTIC Science & Technology

1981-11-01

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

Modelling Evolutionary Algorithms with Stochastic Differential Equations.

PubMed

Heredia, Jorge Pérez

2017-11-20

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

Nonlinear Solver Approaches for the Diffusive Wave Approximation to the Shallow Water Equations

NASA Astrophysics Data System (ADS)

Collier, N.; Knepley, M.

2015-12-01

The diffusive wave approximation to the shallow water equations (DSW) is a doubly-degenerate, nonlinear, parabolic partial differential equation used to model overland flows. Despite its challenges, the DSW equation has been extensively used to model the overland flow component of various integrated surface/subsurface models. The equation's complications become increasingly problematic when ponding occurs, a feature which becomes pervasive when solving on large domains with realistic terrain. In this talk I discuss the various forms and regularizations of the DSW equation and highlight their effect on the solvability of the nonlinear system. In addition to this analysis, I present results of a numerical study which tests the applicability of a class of composable nonlinear algebraic solvers recently added to the Portable, Extensible, Toolkit for Scientific Computation (PETSc).

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

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

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

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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

PubMed

Liu, Jinghuai; Zhang, Litao

2016-01-01

In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results.

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

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

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

Generalized Lie symmetry approach for fractional order systems of differential equations. III

NASA Astrophysics Data System (ADS)

Singla, Komal; Gupta, R. K.

2017-06-01

The generalized Lie symmetry technique is proposed for the derivation of point symmetries for systems of fractional differential equations with an arbitrary number of independent as well as dependent variables. The efficiency of the method is illustrated by its application to three higher dimensional nonlinear systems of fractional order partial differential equations consisting of the (2 + 1)-dimensional asymmetric Nizhnik-Novikov-Veselov system, (3 + 1)-dimensional Burgers system, and (3 + 1)-dimensional Navier-Stokes equations. With the help of derived Lie point symmetries, the corresponding invariant solutions transform each of the considered systems into a system of lower-dimensional fractional partial differential equations.

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

NASA Astrophysics Data System (ADS)

Tisdell, C. C.

2017-08-01

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

Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.

2010-01-01

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

Light propagation from fluorescent probes in biological tissues by coupled time-dependent parabolic simplified spherical harmonics equations

PubMed Central

Domínguez, Jorge Bouza; Bérubé-Lauzière, Yves

2011-01-01

We introduce a system of coupled time-dependent parabolic simplified spherical harmonic equations to model the propagation of both excitation and fluorescence light in biological tissues. We resort to a finite element approach to obtain the time-dependent profile of the excitation and the fluorescence light fields in the medium. We present results for cases involving two geometries in three-dimensions: a homogeneous cylinder with an embedded fluorescent inclusion and a realistically-shaped rodent with an embedded inclusion alike an organ filled with a fluorescent probe. For the cylindrical geometry, we show the differences in the time-dependent fluorescence response for a point-like, a spherical, and a spherically Gaussian distributed fluorescent inclusion. From our results, we conclude that the model is able to describe the time-dependent excitation and fluorescent light transfer in small geometries with high absorption coefficients and in nondiffusive domains, as may be found in small animal diffuse optical tomography (DOT) and fluorescence DOT imaging. PMID:21483606

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Parallel Algorithm Solves Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Hayashi, A.

1987-01-01

Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

On two parabolic systems: Convergence and blowup

NASA Astrophysics Data System (ADS)

Huang, Yamin

1998-12-01

This dissertation studies two parabolic systems. It consists of two parts. In part one (chapter one), we prove a convergence result, namely, the solution (AK,/ BK) of a system of chemical diffusion-reaction equations (with reaction rate K) converges to the solution (A, B) of a diffusion- instantaneous-reaction equation. To prove our main result, we use some L1 and L2 'energy' estimates and a compactness result due to Aubin (1). As a by-product we also prove that as K approaches infinity, the limit solution exhibits phase separation between A and B. In part two (chapter two), we study the blowup rate for a system of heat equations ut=/Delta u,/ vt=/Delta v in a bounded domain Ωtimes(0,T) coupled in the nonlinear Neumann boundary conditions [/partial u/over/partial n]=vp,/ [/partial v/over/partial n]=uq on ∂Omega×[ 0,T), where p>0,/ q>0,/ pq>1 and n is the exterior normal vector on ∂Omega. Under certain assumptions, we establish exact blowup rate which generalizes the corresponding results of some authors' recent work including Deng (2), Deng-Fila-Levine (3) and Hu-Yin (4). ftn (1) J. P. A scUBIN, Un theoreme de compacite, C. R. Acad. Sci., 256(1963), pp. 5042-5044. (2) K. D scENG, Blow-up rates for parabolic systems, Z. Angew. Math. Phys., 47(1996), No. 1, pp. 132-143. (3) K. D scENG, M. F scILA AND H. A. L scEVINE, On critical exponents for a system of heat equations coupled in the boundary conditions, Acta Math. Univ. Comenian. (N.S.), 36(1994), No. 2, pp. 169-192. (4) B. H scU scAND H. M. Y scIN, The profile near blowup time for solutions of the heat equation with a nonlinear boundary condition, Trans. Amer. Math. Soc., 346(1994), pp. 117-135.

Strict parabolicity of the multifractal spectrum at the Anderson transition

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

Suslov, I. M., E-mail: suslov@kapitza.ras.ru

Using the well-known “algebra of multifractality,” we derive the functional equation for anomalous dimensions Δ{sub q}, whose solution Δ = χq(q–1) corresponds to strict parabolicity of the multifractal spectrum. This result demonstrates clearly that a correspondence of the nonlinear σ-models with the initial disordered systems is not exact.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression

PubMed Central

Ding, A. Adam; Wu, Hulin

2015-01-01

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

Calculation of three dimensional viscous flows in annular cascades using parabolized Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Lawerenz, M.

Numerical algorithms for describing the endwall boundary layers and secondary flows in high turning turbine cascades are described. Partially-parabolic methods which cover three-dimensional viscous flow effects are outlined. Introduction of tip-clearance models and modifications of no-slip conditions without the use of wall functions expand the range of application and improve accuracy. Simultaneous computation of the profile boundary layers by refinement of the mesh size in the circumferential direction makes it possible to describe the boundary layer interaction in the corners formed by the bladings and the endwalls. The partially-parabolic method means that the streamwise elliptic coupling is well represented by the given pressure field and that separation does not occur, but it is not possible to describe the separation of the endwall boundary layer near the leading edge and the horse-shoe vortex there properly.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

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

NASA Astrophysics Data System (ADS)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

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

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

Symmetries of the Gas Dynamics Equations using the Differential Form Method

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

Ramsey, Scott D.; Baty, Roy S.

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

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE PAGES

Ramsey, Scott D.; Baty, Roy S.

2017-11-21

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

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

ERIC Educational Resources Information Center

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

2016-01-01

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

Differential equations with applications in cancer diseases.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2013-01-01

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

Differential Equations and Computational Simulations

DTIC Science & Technology

1999-06-18

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

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

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

PubMed

Murase, Kenya

2016-01-01

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

Modelling Solar Energetic Particle Propagation in Realistic Heliospheric Solar Wind Conditions Using a Combined MHD and Stochastic Differential Equation Approach

NASA Astrophysics Data System (ADS)

Wijsen, N.; Poedts, S.; Pomoell, J.

2017-12-01

Solar energetic particles (SEPs) are high energy particles originating from solar eruptive events. These particles can be energised at solar flare sites during magnetic reconnection events, or in shock waves propagating in front of coronal mass ejections (CMEs). These CME-driven shocks are in particular believed to act as powerful accelerators of charged particles throughout their propagation in the solar corona. After escaping from their acceleration site, SEPs propagate through the heliosphere and may eventually reach our planet where they can disrupt the microelectronics on satellites in orbit and endanger astronauts among other effects. Therefore it is of vital importance to understand and thereby build models capable of predicting the characteristics of SEP events. The propagation of SEPs in the heliosphere can be described by the time-dependent focused transport equation. This five-dimensional parabolic partial differential equation can be solved using e.g., a finite difference method or by integrating a set of corresponding first order stochastic differential equations. In this work we take the latter approach to model SEP events under different solar wind and scattering conditions. The background solar wind in which the energetic particles propagate is computed using a magnetohydrodynamic model. This allows us to study the influence of different realistic heliospheric configurations on SEP transport. In particular, in this study we focus on exploring the influence of high speed solar wind streams originating from coronal holes that are located close to the eruption source region on the resulting particle characteristics at Earth. Finally, we discuss our upcoming efforts towards integrating our particle propagation model with time-dependent heliospheric MHD space weather modelling.

Network Reconstruction From High-Dimensional Ordinary Differential Equations.

PubMed

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

2017-01-01

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

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

Noncommutative differential geometry related to the Young-Baxter equation

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

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

1995-11-10

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

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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

DTIC Science & Technology

2015-07-09

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

Power-spectral-density relationship for retarded differential equations

NASA Technical Reports Server (NTRS)

Barker, L. K.

1974-01-01

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

Weakly nonparallel and curvature effects on stationary crossflow instability: Comparison of results from multiple-scales analysis and parabolized stability equations

NASA Technical Reports Server (NTRS)

Singer, Bart A.; Choudhari, Meelan; Li, Fei

1995-01-01

A multiple-scales approach is used to approximate the effects of nonparallelism and streamwise surface curvature on the growth of stationary crossflow vortices in incompressible, three-dimesional boundary layers. The results agree with results predicted by solving the parabolized stability equations in regions where the nonparallelism is sufficiently weak. As the nonparallelism increases, the agreement between the two approaches worsens. An attempt has been made to quantify the nonparallelism on flow stability in terms of a nondimensional number that describes the rate of change of the mean flow relative to the disturbance wavelength. We find that the above nondimensional number provides useful information about the adequacy of the multiple-scales approximation for different disturbances for a given flow geometry, but the number does not collapse data for different flow geometries onto a single curve.

A partial differential equation for pseudocontact shift.

PubMed

Charnock, G T P; Kuprov, Ilya

2014-10-07

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

Nonautonomous discrete bright soliton solutions and interaction management for the Ablowitz-Ladik equation.

PubMed

Yu, Fajun

2015-03-01

We present the nonautonomous discrete bright soliton solutions and their interactions in the discrete Ablowitz-Ladik (DAL) equation with variable coefficients, which possesses complicated wave propagation in time and differs from the usual bright soliton waves. The differential-difference similarity transformation allows us to relate the discrete bright soliton solutions of the inhomogeneous DAL equation to the solutions of the homogeneous DAL equation. Propagation and interaction behaviors of the nonautonomous discrete solitons are analyzed through the one- and two-soliton solutions. We study the discrete snaking behaviors, parabolic behaviors, and interaction behaviors of the discrete solitons. In addition, the interaction management with free functions and dynamic behaviors of these solutions is investigated analytically, which have certain applications in electrical and optical systems.

On the Number of Periodic Solutions of Delay Differential Equations

NASA Astrophysics Data System (ADS)

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

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

A multi-domain spectral method for time-fractional differential equations

NASA Astrophysics Data System (ADS)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

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

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

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

A New Factorisation of a General Second Order Differential Equation

ERIC Educational Resources Information Center

Clegg, Janet

2006-01-01

A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…

Solving Nonlinear Differential Equations in the Engineering Curriculum

ERIC Educational Resources Information Center

Auslander, David M.

1977-01-01

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

Algebraic Riccati equations in zero-sum differential games

NASA Technical Reports Server (NTRS)

Johnson, T. L.; Chao, A.

1974-01-01

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

The Use of Kruskal-Newton Diagrams for Differential Equations

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

T. Fishaleck and R.B. White

2008-02-19

The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.

Generalized heat-transport equations: parabolic and hyperbolic models

NASA Astrophysics Data System (ADS)

Rogolino, Patrizia; Kovács, Robert; Ván, Peter; Cimmelli, Vito Antonio

2018-03-01

We derive two different generalized heat-transport equations: the most general one, of the first order in time and second order in space, encompasses some well-known heat equations and describes the hyperbolic regime in the absence of nonlocal effects. Another, less general, of the second order in time and fourth order in space, is able to describe hyperbolic heat conduction also in the presence of nonlocal effects. We investigate the thermodynamic compatibility of both models by applying some generalizations of the classical Liu and Coleman-Noll procedures. In both cases, constitutive equations for the entropy and for the entropy flux are obtained. For the second model, we consider a heat-transport equation which includes nonlocal terms and study the resulting set of balance laws, proving that the corresponding thermal perturbations propagate with finite speed.

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…

Coupling of an aeroacoustic model and a parabolic equation code for long range wind turbine noise propagation

NASA Astrophysics Data System (ADS)

Cotté, B.

2018-05-01

This study proposes to couple a source model based on Amiet's theory and a parabolic equation code in order to model wind turbine noise emission and propagation in an inhomogeneous atmosphere. Two broadband noise generation mechanisms are considered, namely trailing edge noise and turbulent inflow noise. The effects of wind shear and atmospheric turbulence are taken into account using the Monin-Obukhov similarity theory. The coupling approach, based on the backpropagation method to preserve the directivity of the aeroacoustic sources, is validated by comparison with an analytical solution for the propagation over a finite impedance ground in a homogeneous atmosphere. The influence of refraction effects is then analyzed for different directions of propagation. The spectrum modification related to the ground effect and the presence of a shadow zone for upwind receivers are emphasized. The validity of the point source approximation that is often used in wind turbine noise propagation models is finally assessed. This approximation exaggerates the interference dips in the spectra, and is not able to correctly predict the amplitude modulation.

On a Parabolic-Elliptic system with chemotaxis and logistic type growth

NASA Astrophysics Data System (ADS)

Galakhov, Evgeny; Salieva, Olga; Tello, J. Ignacio

2016-10-01

We consider a nonlinear PDEs system of two equations of Parabolic-Elliptic type with chemotactic terms. The system models the movement of a biological population ;u; towards a higher concentration of a chemical agent ;w; in a bounded and regular domain Ω ⊂RN for arbitrary N ∈ N. After normalization, the system is as follows

Parabolized Stability Equations analysis of nonlinear interactions with forced eigenmodes to control subsonic jet instabilities

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

Itasse, Maxime, E-mail: Maxime.Itasse@onera.fr; Brazier, Jean-Philippe, E-mail: Jean-Philippe.Brazier@onera.fr; Léon, Olivier, E-mail: Olivier.Leon@onera.fr

2015-08-15

Nonlinear evolution of disturbances in an axisymmetric, high subsonic, high Reynolds number hot jet with forced eigenmodes is studied using the Parabolized Stability Equations (PSE) approach to understand how modes interact with one another. Both frequency and azimuthal harmonic interactions are analyzed by setting up one or two modes at higher initial amplitudes and various phases. While single mode excitation leads to harmonic growth and jet noise amplification, controlling the evolution of a specific mode has been made possible by forcing two modes (m{sub 1}, n{sub 1}), (m{sub 2}, n{sub 2}), such that the difference in azimuth and in frequencymore » matches the desired “target” mode (m{sub 1} − m{sub 2}, n{sub 1} − n{sub 2}). A careful setup of the initial amplitudes and phases of the forced modes, defined as the “killer” modes, has allowed the minimizing of the initially dominant instability in the near pressure field, as well as its estimated radiated noise with a 15 dB loss. Although an increase of the overall sound pressure has been found in the range of azimuth and frequency analyzed, the present paper reveals the possibility to make the initially dominant instability ineffective acoustically using nonlinear interactions with forced eigenmodes.« less

Finite Difference Time Marching in the Frequency Domain: A Parabolic Formulation for Aircraft Acoustic Nacelle Design

NASA Technical Reports Server (NTRS)

Baumeister, Kenneth J.; Kreider, Kevin L.

1996-01-01

An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.

Optimal trajectories based on linear equations

NASA Technical Reports Server (NTRS)

Carter, Thomas E.

1990-01-01

The Principal results of a recent theory of fuel optimal space trajectories for linear differential equations are presented. Both impulsive and bounded-thrust problems are treated. A new form of the Lawden Primer vector is found that is identical for both problems. For this reason, starting iteratives from the solution of the impulsive problem are highly effective in the solution of the two-point boundary-value problem associated with bounded thrust. These results were applied to the problem of fuel optimal maneuvers of a spacecraft near a satellite in circular orbit using the Clohessy-Wiltshire equations. For this case two-point boundary-value problems were solved using a microcomputer, and optimal trajectory shapes displayed. The results of this theory can also be applied if the satellite is in an arbitrary Keplerian orbit through the use of the Tschauner-Hempel equations. A new form of the solution of these equations has been found that is identical for elliptical, parabolic, and hyperbolic orbits except in the way that a certain integral is evaluated. For elliptical orbits this integral is evaluated through the use of the eccentric anomaly. An analogous evaluation is performed for hyperbolic orbits.

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

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

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

Lie group classification of first-order delay ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

The method of averages applied to the KS differential equations

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

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

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

Dung, Nguyen Tien

2013-08-01

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

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

PubMed

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

2016-01-01

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

Dielectric metasurfaces solve differential and integro-differential equations.

PubMed

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

2017-04-01

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

A differential equation for the Generalized Born radii.

PubMed

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

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

Revealing Numerical Solutions of a Differential Equation

ERIC Educational Resources Information Center

Glaister, P.

2006-01-01

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

Stationary conditions for stochastic differential equations

NASA Technical Reports Server (NTRS)

Adomian, G.; Walker, W. W.

1972-01-01

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

Spurious Solutions Of Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

Yee, H. C.; Sweby, P. K.; Griffiths, D. F.

1992-01-01

Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

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

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

PubMed

Kepner, Gordon R

2014-08-27

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

Stability of the parabolic Poincaré bundle

NASA Astrophysics Data System (ADS)

Basu, Suratno; Biswas, Indranil; Dan, Krishanu

Given a compact Riemann surface X and a moduli space Mα(Λ) of parabolic stable bundles on it of fixed determinant of complete parabolic flags, we prove that the Poincaré parabolic bundle on X × Mα(Λ) is parabolic stable with respect to a natural polarization on X × Mα(Λ).

Designing High-Efficiency Thin Silicon Solar Cells Using Parabolic-Pore Photonic Crystals

NASA Astrophysics Data System (ADS)

Bhattacharya, Sayak; John, Sajeev

2018-04-01

We demonstrate the efficacy of wave-interference-based light trapping and carrier transport in parabolic-pore photonic-crystal, thin-crystalline silicon (c -Si) solar cells to achieve above 29% power conversion efficiencies. Using a rigorous solution of Maxwell's equations through a standard finite-difference time domain scheme, we optimize the design of the vertical-parabolic-pore photonic crystal (PhC) on a 10 -μ m -thick c -Si solar cell to obtain a maximum achievable photocurrent density (MAPD) of 40.6 mA /cm2 beyond the ray-optical, Lambertian light-trapping limit. For a slanted-parabolic-pore PhC that breaks x -y symmetry, improved light trapping occurs due to better coupling into parallel-to-interface refraction modes. We achieve the optimum MAPD of 41.6 mA /cm2 for a tilt angle of 10° with respect to the vertical axis of the pores. This MAPD is further improved to 41.72 mA /cm2 by introducing a 75-nm SiO2 antireflective coating on top of the solar cell. We use this MAPD and the associated charge-carrier generation profile as input for a numerical solution of Poisson's equation coupled with semiconductor drift-diffusion equations using a Shockley-Read-Hall and Auger recombination model. Using experimentally achieved surface recombination velocities of 10 cm /s , we identify semiconductor doping profiles that yield power conversion efficiencies over 29%. Practical considerations of additional upper-contact losses suggest efficiencies close to 28%. This improvement beyond the current world record is largely due to an open-circuit voltage approaching 0.8 V enabled by reduced bulk recombination in our thin silicon architecture while maintaining a high short-circuit current through wave-interference-based light trapping.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

An almost symmetric Strang splitting scheme for nonlinear evolution equations.

PubMed

Einkemmer, Lukas; Ostermann, Alexander

2014-07-01

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.

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

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

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

A remark on fractional differential equation involving I-function

NASA Astrophysics Data System (ADS)

Mishra, Jyoti

2018-02-01

The present paper deals with the solution of the fractional differential equation using the Laplace transform operator and its corresponding properties in the fractional calculus; we derive an exact solution of a complex fractional differential equation involving a special function known as I-function. The analysis of the some fractional integral with two parameters is presented using the suggested Theorem 1. In addition, some very useful corollaries are established and their proofs presented in detail. Some obtained exact solutions are depicted to see the effect of each fractional order. Owing to the wider applicability of the I-function, we can conclude that, the obtained results in our work generalize numerous well-known results obtained by specializing the parameters.

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

PubMed

Lingala, N; Namachchivaya, N Sri

2016-06-01

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

Jordan form, parabolicity and other features of change of type transition for hydrodynamic type systems

NASA Astrophysics Data System (ADS)

Konopelchenko, B. G.; Ortenzi, G.

2017-05-01

Changes of type transitions for two-component hydrodynamic type systems are discussed. It is shown that these systems generically assume the Jordan form (with 2 × 2 Jordan block) on the transition line with hodograph equations becoming parabolic. Conditions which allow or forbid the transition from the hyperbolic domain to elliptic one are discussed. Hamiltonian systems and their special subclasses and equations, such as dispersionless nonlinear Schrödinger, dispersionless Boussinesq, one-dimensional isentropic gas dynamics equations, and nonlinear wave equations are studied. Numerical results concerning the crossing of transition line for the dispersionless Boussinesq equation are also presented.

Dispersive shock waves in the Kadomtsev-Petviashvili and two dimensional Benjamin-Ono equations

NASA Astrophysics Data System (ADS)

Ablowitz, Mark J.; Demirci, Ali; Ma, Yi-Ping

2016-10-01

Dispersive shock waves (DSWs) in the Kadomtsev-Petviashvili (KP) equation and two dimensional Benjamin-Ono (2DBO) equation are considered using step like initial data along a parabolic front. Employing a parabolic similarity reduction exactly reduces the study of such DSWs in two space one time (2 + 1) dimensions to finding DSW solutions of (1 + 1) dimensional equations. With this ansatz, the KP and 2DBO equations can be exactly reduced to the cylindrical Korteweg-de Vries (cKdV) and cylindrical Benjamin-Ono (cBO) equations, respectively. Whitham modulation equations which describe DSW evolution in the cKdV and cBO equations are derived and Riemann type variables are introduced. DSWs obtained from the numerical solutions of the corresponding Whitham systems and direct numerical simulations of the cKdV and cBO equations are compared with very good agreement obtained. In turn, DSWs obtained from direct numerical simulations of the KP and 2DBO equations are compared with the cKdV and cBO equations, again with good agreement. It is concluded that the (2 + 1) DSW behavior along self similar parabolic fronts can be effectively described by the DSW solutions of the reduced (1 + 1) dimensional equations.

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

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

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

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

Advanced methods for the solution of differential equations

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

Coutin, Laure; Lejay, Antoine

2018-03-01

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

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

PubMed

Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

2015-12-01

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

Observability of discretized partial differential equations

NASA Technical Reports Server (NTRS)

Cohn, Stephen E.; Dee, Dick P.

1988-01-01

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

LORENE: Spectral methods differential equations solver

NASA Astrophysics Data System (ADS)

Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke

2016-08-01

LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.

Spurious Numerical Solutions Of Differential Equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1995-01-01

Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.

Asymptotic problems for stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Salins, Michael

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

Extending the Utility of the Parabolic Approximation in Medical Ultrasound Using Wide-Angle Diffraction Modeling.

PubMed

Soneson, Joshua E

2017-04-01

Wide-angle parabolic models are commonly used in geophysics and underwater acoustics but have seen little application in medical ultrasound. Here, a wide-angle model for continuous-wave high-intensity ultrasound beams is derived, which approximates the diffraction process more accurately than the commonly used Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation without increasing implementation complexity or computing time. A method for preventing the high spatial frequencies often present in source boundary conditions from corrupting the solution is presented. Simulations of shallowly focused axisymmetric beams using both the wide-angle and standard parabolic models are compared to assess the accuracy with which they model diffraction effects. The wide-angle model proposed here offers improved focusing accuracy and less error throughout the computational domain than the standard parabolic model, offering a facile method for extending the utility of existing KZK codes.

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

PubMed Central

Kozyreff, G.; Erneux, T.

2014-01-01

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

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

PubMed

Kozyreff, G; Erneux, T

2014-02-08

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

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

PubMed

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

2018-06-01

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

Numerical integration of ordinary differential equations of various orders

NASA Technical Reports Server (NTRS)

Gear, C. W.

1969-01-01

Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.

Numerical modelling in biosciences using delay differential equations

NASA Astrophysics Data System (ADS)

Bocharov, Gennadii A.; Rihan, Fathalla A.

2000-12-01

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

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

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

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

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

PubMed

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

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

Research on Nonlinear Dynamical Systems.

DTIC Science & Technology

1983-01-10

Applied Math., to appear. [26] Variational inequalities and flow in porous media, LCDS’Lecture Notes, Brown University #LN 82-1, July 1982. [27] On...approximation schemes for parabolic and hyperbolic systems of partial differential equations, including higher order equations of elasticity based on the...51,58,59,63,64,69]. Finally, stability and bifurcation in parabolic partial differential equations is the focus of [64,65,67,72,73]. In addition to these broad

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

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

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

Multigrid methods for differential equations with highly oscillatory coefficients

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Luo, Erding

1993-01-01

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

Lump solutions to nonlinear partial differential equations via Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Ma, Wen-Xiu; Zhou, Yuan

2018-02-01

Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln ⁡ f) x and u = 2(ln ⁡ f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.

On the systematic approach to the classification of differential equations by group theoretical methods

NASA Astrophysics Data System (ADS)

Andriopoulos, K.; Dimas, S.; Leach, P. G. L.; Tsoubelis, D.

2009-08-01

Complete symmetry groups enable one to characterise fully a given differential equation. By considering the reversal of an approach based upon complete symmetry groups we construct new classes of differential equations which have the equations of Bateman, Monge-Ampère and Born-Infeld as special cases. We develop a symbolic algorithm to decrease the complexity of the calculations involved.

Spectral methods for partial differential equations

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Streett, C. L.; Zang, T. A.

1983-01-01

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized.

Oscillation theorems for second order nonlinear forced differential equations.

PubMed

Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md

2014-01-01

In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature.

A stochastic differential equation analysis of cerebrospinal fluid dynamics.

PubMed

Raman, Kalyan

2011-01-18

Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data. The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP. The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise. Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.

Numerical analysis for distributed-order differential equations

NASA Astrophysics Data System (ADS)

Diethelm, Kai; Ford, Neville J.

2009-03-01

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

Two-dimensional integrating matrices on rectangular grids. [solving differential equations associated with rotating structures

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

The use of integrating matrices in solving differential equations associated with rotating beam configurations is examined. In vibration problems, by expressing the equations of motion of the beam in matrix notation, utilizing the integrating matrix as an operator, and applying the boundary conditions, the spatial dependence is removed from the governing partial differential equations and the resulting ordinary differential equations can be cast into standard eigenvalue form. Integrating matrices are derived based on two dimensional rectangular grids with arbitrary grid spacings allowed in one direction. The derivation of higher dimensional integrating matrices is the initial step in the generalization of the integrating matrix methodology to vibration and stability problems involving plates and shells.

Spectral Deferred Corrections for Parabolic Partial Differential Equations

DTIC Science & Technology

2015-06-08

n− 1. (5.1) The inverse DFT is given by the formula fj = n−1∑ k=0 f̂` e 2πi`j/n, j = 0, . . . , n− 1 (5.2) (see, e.g., [23, 33]). The n complex...n−1 2∑ `=−n−1 2 f̂` e 2πi`j/n, j = 0, . . . , n− 1. (5.4) While the forms (5.1) and (5.2) are the standard representation for the DFT, the forms...samples on [0, 1], then (5.4) can be restated as f(xj) = n−1 2∑ `=−n−1 2 f̂` e 2πi`tj , j = 0, . . . , n− 1. (5.5) The corresponding trigonometric

Power series solutions of ordinary differential equations in MACSYMA

NASA Technical Reports Server (NTRS)

Lafferty, E. L.

1977-01-01

A program is described which extends the differential equation solving capability of MACSYMA to power series solutions and is available via the SHARE library. The program is directed toward those classes of equations with variable coefficients (in particular, those with singularities) and uses the method of Frobenius. Probably the most important distinction between this package and others currently available or being developed is that, wherever possible, this program will attempt to provide a complete solution to the equation rather than an approximation, i.e., a finite number of terms. This solution will take the form of a sum of infinite series.

Runge-Kutta Methods for Linear Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

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.

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

Unconditionally stable finite difference schemes for the time approximation of first-order operator-differential systems with self-adjoint operators are constructed. Such systems arise in many applied problems, for example, in connection with nonstationary problems for the system of Stokes (Navier-Stokes) equations. Stability conditions in the corresponding Hilbert spaces for two-level weighted operator-difference schemes are obtained. Additive (splitting) schemes are proposed that involve the solution of simple problems at each time step. The results are used to construct splitting schemes with respect to spatial variables for nonstationary Navier-Stokes equations for incompressible fluid. The capabilities of additive schemes are illustrated using a two-dimensional model problem as an example.

Saturation behavior: a general relationship described by a simple second-order differential equation.

PubMed

Kepner, Gordon R

2010-04-13

The numerous natural phenomena that exhibit saturation behavior, e.g., ligand binding and enzyme kinetics, have been approached, to date, via empirical and particular analyses. This paper presents a mechanism-free, and assumption-free, second-order differential equation, designed only to describe a typical relationship between the variables governing these phenomena. It develops a mathematical model for this relation, based solely on the analysis of the typical experimental data plot and its saturation characteristics. Its utility complements the traditional empirical approaches. For the general saturation curve, described in terms of its independent (x) and dependent (y) variables, a second-order differential equation is obtained that applies to any saturation phenomena. It shows that the driving factor for the basic saturation behavior is the probability of the interactive site being free, which is described quantitatively. Solving the equation relates the variables in terms of the two empirical constants common to all these phenomena, the initial slope of the data plot and the limiting value at saturation. A first-order differential equation for the slope emerged that led to the concept of the effective binding rate at the active site and its dependence on the calculable probability the interactive site is free. These results are illustrated using specific cases, including ligand binding and enzyme kinetics. This leads to a revised understanding of how to interpret the empirical constants, in terms of the variables pertinent to the phenomenon under study. The second-order differential equation revealed the basic underlying relations that describe these saturation phenomena, and the basic mathematical properties of the standard experimental data plot. It was shown how to integrate this differential equation, and define the common basic properties of these phenomena. The results regarding the importance of the slope and the new perspectives on the empirical

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

Parabolic transformation cloaks for unbounded and bounded cloaking of matter waves

NASA Astrophysics Data System (ADS)

Chang, Yu-Hsuan; Lin, De-Hone

2014-01-01

Parabolic quantum cloaks with unbounded and bounded invisible regions are presented with the method of transformation design. The mass parameters of particles for perfect cloaking are shown to be constant along the parabolic coordinate axes of the cloaking shells. The invisibility performance of the cloaks is inspected from the viewpoints of waves and probability currents. The latter shows the controllable characteristic of a probability current by a quantum cloak. It also provides us with a simpler and more efficient way of exhibiting the performance of a quantum cloak without the solutions of the transformed wave equation. Through quantitative analysis of streamline structures in the cloaking shell, one defines the efficiency of the presented quantum cloak in the situation of oblique incidence. The cloaking models presented here give us more choices for testing and applying quantum cloaking.

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

NASA Astrophysics Data System (ADS)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

A Simple Method to Find out when an Ordinary Differential Equation Is Separable

ERIC Educational Resources Information Center

Cid, Jose Angel

2009-01-01

We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…

Asymptotic (h tending to infinity) absolute stability for BDFs applied to stiff differential equations. [Backward Differentiation Formulas

NASA Technical Reports Server (NTRS)

Krogh, F. T.; Stewart, K.

1984-01-01

Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.

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

PubMed

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

2017-03-01

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

Using Computer Symbolic Algebra to Solve Differential Equations.

ERIC Educational Resources Information Center

Mathews, John H.

1989-01-01

This article illustrates that mathematical theory can be incorporated into the process to solve differential equations by a computer algebra system, muMATH. After an introduction to functions of muMATH, several short programs for enhancing the capabilities of the system are discussed. Listed are six references. (YP)

Design of TIR collimating lens for ordinary differential equation of extended light source

NASA Astrophysics Data System (ADS)

Zhan, Qianjing; Liu, Xiaoqin; Hou, Zaihong; Wu, Yi

2017-10-01

The source of LED has been widely used in our daily life. The intensity angle distribution of single LED is lambert distribution, which does not satisfy the requirement of people. Therefore, we need to distribute light and change the LED's intensity angle distribution. The most commonly method to change its intensity angle distribution is the free surface. Generally, using ordinary differential equations to calculate free surface can only be applied in a point source, but it will lead to a big error for the expand light. This paper proposes a LED collimating lens based on the ordinary differential equation, combined with the LED's light distribution curve, and adopt the method of calculating the center gravity of the extended light to get the normal vector. According to the law of Snell, the ordinary differential equations are constructed. Using the runge-kutta method for solution of ordinary differential equation solution, the curve point coordinates are gotten. Meanwhile, the edge point data of lens are imported into the optical simulation software TracePro. Based on 1mm×1mm single lambert body for light conditions, The degrees of collimating light can be close to +/-3. Furthermore, the energy utilization rate is higher than 85%. In this paper, the point light source is used to calculate partial differential equation method and compared with the simulation of the lens, which improve the effect of 1 degree of collimation.

The reservoir model: a differential equation model of psychological regulation.

PubMed

Deboeck, Pascal R; Bergeman, C S

2013-06-01

Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might "add up" over time (e.g., life stressors, inputs), but individuals simultaneously take action to "blow off steam" (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the "height" (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

The Reservoir Model: A Differential Equation Model of Psychological Regulation

PubMed Central

Deboeck, Pascal R.; Bergeman, C. S.

2017-01-01

Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might “add up” over time (e.g., life stressors, inputs), but individuals simultaneously take action to “blow off steam” (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the “height” (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. PMID:23527605

Linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations Joseph W. Rudmin (Physics Dept, James Madison University) A new system of solving systems of differential equations will be presented, which has been developed by J. Edgar Parker and James Sochacki, of the James Madison University Mathematics Department. The method produces MacClaurin Series solutions to systems of differential equations, with the coefficients in either algebraic or numerical form. The method yields high-degree solutions: 20th degree is easily obtainable. It is conceptually simple, fast, and extremely general. It has been applied to over a hundred systems of differential equations, some of which were previously unsolved, and has yet to fail to solve any system for which the MacClaurin series converges. The method is non-recursive: each coefficient in the series is calculated just once, in closed form, and its accuracy is limited only by the digital accuracy of the computer. Although the original differential equations may include any mathematical functions, the computational method includes ONLY the operations of addition, subtraction, and multiplication. Furthermore, it is perfectly suited to parallel -processing computer languages. Those who learn this system will never use Runge-Kutta or predictor-corrector methods again. Examples will be presented, including the classical many-body problem.

Generalized Ordinary Differential Equation Models.

PubMed

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-10-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

Existence of a coupled system of fractional differential equations

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

Ibrahim, Rabha W.; Siri, Zailan

2015-10-22

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

Constructive Development of the Solutions of Linear Equations in Introductory Ordinary Differential Equations

ERIC Educational Resources Information Center

Mallet, D. G.; McCue, S. W.

2009-01-01

The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…

Transformed Fourier and Fick equations for the control of heat and mass diffusion

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

Guenneau, S.; Petiteau, D.; Zerrad, M.

We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves,more » the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.« less

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

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

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

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

Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

ERIC Educational Resources Information Center

Glaister, P.

2008-01-01

The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

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.

Numerical integration of asymptotic solutions of ordinary differential equations

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1989-01-01

Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.

Existence of entire solutions of some non-linear differential-difference equations.

PubMed

Chen, Minfeng; Gao, Zongsheng; Du, Yunfei

2017-01-01

In this paper, we investigate the admissible entire solutions of finite order of the differential-difference equations [Formula: see text] and [Formula: see text], where [Formula: see text], [Formula: see text] are two non-zero polynomials, [Formula: see text] is a polynomial and [Formula: see text]. In addition, we investigate the non-existence of entire solutions of finite order of the differential-difference equation [Formula: see text], where [Formula: see text], [Formula: see text] are two non-constant polynomials, [Formula: see text], m , n are positive integers and satisfy [Formula: see text] except for [Formula: see text], [Formula: see text].

Fitting ordinary differential equations to short time course data.

PubMed

Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav

2008-02-28

Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Markley, F. Landis

1990-01-01

As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

Baritzhack, Itzhack Y.; Markley, F. Landis

1988-01-01

As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed employing the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

Solving ordinary differential equations by electrical analogy: a multidisciplinary teaching tool

NASA Astrophysics Data System (ADS)

Sanchez Perez, J. F.; Conesa, M.; Alhama, I.

2016-11-01

Ordinary differential equations are the mathematical formulation for a great variety of problems in science and engineering, and frequently, two different problems are equivalent from a mathematical point of view when they are formulated by the same equations. Students acquire the knowledge of how to solve these equations (at least some types of them) using protocols and strict algorithms of mathematical calculation without thinking about the meaning of the equation. The aim of this work is that students learn to design network models or circuits in this way; with simple knowledge of them, students can establish the association of electric circuits and differential equations and their equivalences, from a formal point of view, that allows them to associate knowledge of two disciplines and promote the use of this interdisciplinary approach to address complex problems. Therefore, they learn to use a multidisciplinary tool that allows them to solve these kinds of equations, even students of first course of engineering, whatever the order, grade or type of non-linearity. This methodology has been implemented in numerous final degree projects in engineering and science, e.g., chemical engineering, building engineering, industrial engineering, mechanical engineering, architecture, etc. Applications are presented to illustrate the subject of this manuscript.

Estimation of periodic solutions number of first-order differential equations

NASA Astrophysics Data System (ADS)

Ivanov, Gennady; Alferov, Gennady; Gorovenko, Polina; Sharlay, Artem

2018-05-01

The paper deals with first-order differential equations under the assumption that the right-hand side is a periodic function of time and continuous in the set of arguments. Pliss V.A. obtained the first results for a particular class of equations and showed that a number of theorems can not be continued. In this paper, it was possible to reduce the restrictions on the degree of smoothness of the right-hand side of the equation and obtain upper and lower bounds on the number of possible periodic solutions.

Measurement-based perturbation theory and differential equation parameter estimation with applications to satellite gravimetry

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

The numerical integration method has been routinely used by major institutions worldwide, for example, NASA Goddard Space Flight Center and German Research Center for Geosciences (GFZ), to produce global gravitational models from satellite tracking measurements of CHAMP and/or GRACE types. Such Earth's gravitational products have found widest possible multidisciplinary applications in Earth Sciences. The method is essentially implemented by solving the differential equations of the partial derivatives of the orbit of a satellite with respect to the unknown harmonic coefficients under the conditions of zero initial values. From the mathematical and statistical point of view, satellite gravimetry from satellite tracking is essentially the problem of estimating unknown parameters in the Newton's nonlinear differential equations from satellite tracking measurements. We prove that zero initial values for the partial derivatives are incorrect mathematically and not permitted physically. The numerical integration method, as currently implemented and used in mathematics and statistics, chemistry and physics, and satellite gravimetry, is groundless, mathematically and physically. Given the Newton's nonlinear governing differential equations of satellite motion with unknown equation parameters and unknown initial conditions, we develop three methods to derive new local solutions around a nominal reference orbit, which are linked to measurements to estimate the unknown corrections to approximate values of the unknown parameters and the unknown initial conditions. Bearing in mind that satellite orbits can now be tracked almost continuously at unprecedented accuracy, we propose the measurement-based perturbation theory and derive global uniformly convergent solutions to the Newton's nonlinear governing differential equations of satellite motion for the next generation of global gravitational models. Since the solutions are global uniformly convergent, theoretically speaking

Partial differential equation models in macroeconomics.

PubMed

Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin

2014-11-13

The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

FAST TRACK COMMUNICATION: On the Liouvillian solution of second-order linear differential equations and algebraic invariant curves

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.

Dielectric response properties of parabolically-confined nanostructures in a quantizing magnetic field

NASA Astrophysics Data System (ADS)

Sabeeh, Kashif

This thesis presents theoretical studies of dielectric response properties of parabolically-confined nanostructures in a magnetic field. We have determined the retarded Schrodinger Green's function for an electron in such a parabolically confined system in the presence of a time dependent electric field and an ambient magnetic field. Following an operator equation of motion approach developed by Schwinger, we calculate the result in closed form in terms of elementary functions in direct-time representation. From the retarded Schrodinger Green's function we construct the closed-form thermodynamic Green's function for a parabolically confined quantum-dot in a magnetic field to determine its plasmon spectrum. Due to confinement and Landau quantization this system is fully quantized, with an infinite number of collective modes. The RPA integral equation for the inverse dielectric function is solved using Fredholm theory in the nondegenerate and quantum limit to determine the frequencies with which the plasmons participate in response to excitation by an external potential. We exhibit results for the variation of plasmon frequency as a function of magnetic field strength and of confinement frequency. A calculation of the van der Waals interaction energy between two harmonically confined quantum dots is discussed in terms of the dipole-dipole correlation function. The results are presented as a function of confinement strength and distance between the dots. We also rederive a result of Fertig & Halperin [32] for the tunneling-scattering of an electron through a saddle potential which is also known as a quantum point contact (QPC), in the presence of a magnetic field. Using the retarded Green's function we confirm the result for the transmission coefficient and analyze it.

Interval oscillation criteria for second-order forced impulsive delay differential equations with damping term.

PubMed

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.

Udzawa-type iterative method with parareal preconditioner for a parabolic optimal control problem

NASA Astrophysics Data System (ADS)

Lapin, A.; Romanenko, A.

2016-11-01

The article deals with the optimal control problem with the parabolic equation as state problem. There are point-wise constraints on the state and control functions. The objective functional involves the observation given in the domain at each moment. The conditions for convergence Udzawa's type iterative method are given. The parareal method to inverse preconditioner is given. The results of calculations are presented.

Computations of Wall Distances Based on Differential Equations

NASA Technical Reports Server (NTRS)

Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.

2004-01-01

The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.

A new perturbative approach to nonlinear partial differential equations

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

Bender, C.M.; Boettcher, S.; Milton, K.A.

1991-11-01

This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accuratemore » and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.« less

The study of nonlinear almost periodic differential equations without recourse to the H-classes of these equations

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

Slyusarchuk, V. E., E-mail: V.E.Slyusarchuk@gmail.com, E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua

2014-06-01

The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24more » titles. (paper)« less

Composite isogrid structures for parabolic surfaces

NASA Technical Reports Server (NTRS)

Silverman, Edward M. (Inventor); Boyd, Jr., William E. (Inventor); Rhodes, Marvin D. (Inventor); Dyer, Jack E. (Inventor)

2000-01-01

The invention relates to high stiffness parabolic structures utilizing integral reinforced grids. The parabolic structures implement the use of isogrid structures which incorporate unique and efficient orthotropic patterns for efficient stiffness and structural stability.

Nonassociative differential geometry and gravity with non-geometric fluxes

NASA Astrophysics Data System (ADS)

Aschieri, Paolo; Ćirić, Marija Dimitrijević; Szabo, Richard J.

2018-02-01

We systematically develop the metric aspects of nonassociative differential geometry tailored to the parabolic phase space model of constant locally non-geometric closed string vacua, and use it to construct preliminary steps towards a nonassociative theory of gravity on spacetime. We obtain explicit expressions for the torsion, curvature, Ricci tensor and Levi-Civita connection in nonassociative Riemannian geometry on phase space, and write down Einstein field equations. We apply this formalism to construct R-flux corrections to the Ricci tensor on spacetime, and comment on the potential implications of these structures in non-geometric string theory and double field theory.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

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

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

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

Asymptotic integration algorithms for nonhomogeneous, nonlinear, first order, ordinary differential equations

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.

A homotopy analysis method for the nonlinear partial differential equations arising in engineering

NASA Astrophysics Data System (ADS)

Hariharan, G.

2017-05-01

In this article, we have established the homotopy analysis method (HAM) for solving a few partial differential equations arising in engineering. This technique provides the solutions in rapid convergence series with computable terms for the problems with high degree of nonlinear terms appearing in the governing differential equations. The convergence analysis of the proposed method is also discussed. Finally, we have given some illustrative examples to demonstrate the validity and applicability of the proposed method.

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

PubMed

Shah, Kamal; Khan, Rahmat Ali

2016-01-01

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

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).

PubMed

Murase, Kenya

2016-01-01

Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations. Part 2; Global Asymptotic Behavior of Time Discretizations

NASA Technical Reports Server (NTRS)

Yee, H. C.; Sweby, P. K.

1995-01-01

The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.

A Second-Year Undergraduate Course in Applied Differential Equations.

ERIC Educational Resources Information Center

Fahidy, Thomas Z.

1991-01-01

Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…

Local bifurcations in differential equations with state-dependent delay.

PubMed

Sieber, Jan

2017-11-01

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one encounters in a numerical bifurcation study guides follow-up computations. This paper builds on normal form algorithms for equilibria of delay differential equations with constant delay that were developed and implemented in DDE-Biftool recently. We show how one can extend these methods to delay-differential equations with state-dependent delay (sd-DDEs). Since higher degrees of regularity of local center manifolds are still open for sd-DDEs, we give an independent (still only partial) argument which phenomena from the truncated normal must persist in the full sd-DDE. In particular, we show that all invariant manifolds with a sufficient degree of normal hyperbolicity predicted by the normal form exist also in the full sd-DDE.

The condition of regular degeneration for singularly perturbed systems of linear differential-difference equations.

NASA Technical Reports Server (NTRS)

Cooke, K. L.; Meyer, K. R.

1966-01-01

Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

Solving Partial Differential Equations on Overlapping Grids

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

Henshaw, W D

2008-09-22

We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solutionmore » of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.« less

Formulation and application of optimal homotopty asymptotic method to coupled differential-difference equations.

PubMed

Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen

2015-01-01

In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential-difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit.

Taguchi method for partial differential equations with application in tumor growth.

PubMed

Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena

2014-01-01

The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE PAGES

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

2017-12-20

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

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

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

NASA Astrophysics Data System (ADS)

McCarthy, S.; Rachinskii, D.

2011-01-01

We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

Study of coupled nonlinear partial differential equations for finding exact analytical solutions.

PubMed

Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H

2015-07-01

Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.

State-dependent differential Riccati equation to track control of time-varying systems with state and control nonlinearities.

PubMed

Korayem, M H; Nekoo, S R

2015-07-01

This work studies an optimal control problem using the state-dependent Riccati equation (SDRE) in differential form to track for time-varying systems with state and control nonlinearities. The trajectory tracking structure provides two nonlinear differential equations: the state-dependent differential Riccati equation (SDDRE) and the feed-forward differential equation. The independence of the governing equations and stability of the controller are proven along the trajectory using the Lyapunov approach. Backward integration (BI) is capable of solving the equations as a numerical solution; however, the forward solution methods require the closed-form solution to fulfill the task. A closed-form solution is introduced for SDDRE, but the feed-forward differential equation has not yet been obtained. Different ways of solving the problem are expressed and analyzed. These include BI, closed-form solution with corrective assumption, approximate solution, and forward integration. Application of the tracking problem is investigated to control robotic manipulators possessing rigid or flexible joints. The intention is to release a general program for automatic implementation of an SDDRE controller for any manipulator that obeys the Denavit-Hartenberg (D-H) principle when only D-H parameters are received as input data. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Femtosecond parabolic pulse shaping in normally dispersive optical fibers.

PubMed

Sukhoivanov, Igor A; Iakushev, Sergii O; Shulika, Oleksiy V; Díez, Antonio; Andrés, Miguel

2013-07-29

Formation of parabolic pulses at femtosecond time scale by means of passive nonlinear reshaping in normally dispersive optical fibers is analyzed. Two approaches are examined and compared: the parabolic waveform formation in transient propagation regime and parabolic waveform formation in the steady-state propagation regime. It is found that both approaches could produce parabolic pulses as short as few hundred femtoseconds applying commercially available fibers, specially designed all-normal dispersion photonic crystal fiber and modern femtosecond lasers for pumping. The ranges of parameters providing parabolic pulse formation at the femtosecond time scale are found depending on the initial pulse duration, chirp and energy. Applicability of different fibers for femtosecond pulse shaping is analyzed. Recommendation for shortest parabolic pulse formation is made based on the analysis presented.

Exact solutions to the time-fractional differential equations via local fractional derivatives

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

This article utilizes the local fractional derivative and the exp-function method to construct the exact solutions of nonlinear time-fractional differential equations (FDEs). For illustrating the validity of the method, it is applied to the time-fractional Camassa-Holm equation and the time-fractional-generalized fifth-order KdV equation. Moreover, the exact solutions are obtained for the equations which are formed by different parameter values related to the time-fractional-generalized fifth-order KdV equation. This method is an reliable and efficient mathematical tool for solving FDEs and it can be applied to other non-linear FDEs.

Parameter Estimates in Differential Equation Models for Population Growth

ERIC Educational Resources Information Center

Winkel, Brian J.

2011-01-01

We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

A new method of imposing boundary conditions for hyperbolic equations

NASA Technical Reports Server (NTRS)

Funaro, D.; ative.

1987-01-01

A new method to impose boundary conditions for pseudospectral approximations to hyperbolic equations is suggested. This method involves the collocation of the equation at the boundary nodes as well as satisfying boundary conditions. Stability and convergence results are proven for the Chebyshev approximation of linear scalar hyperbolic equations. The eigenvalues of this method applied to parabolic equations are shown to be real and negative.

Control of functional differential equations with function space boundary conditions

NASA Technical Reports Server (NTRS)

Banks, H. T.

1972-01-01

Problems involving functional differential equations with terminal conditions in function space are considered. Their application to mechanical and electrical systems is discussed. Investigations of controllability, existence of optimal controls, and necessary and sufficient conditions for optimality are reported.

A discontinuous Galerkin method for nonlinear parabolic equations and gradient flow problems with interaction potentials

NASA Astrophysics Data System (ADS)

Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang

2018-01-01

We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

exponential finite difference technique for solving partial differential equations

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

Handschuh, R.F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less

On new classes of solutions of nonlinear partial differential equations in the form of convergent special series

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.

Formulation and Application of Optimal Homotopty Asymptotic Method to Coupled Differential - Difference Equations

PubMed Central

Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen

2015-01-01

In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457

Homogeneous partial differential equations for superpositions of indeterminate functions of several variables

NASA Astrophysics Data System (ADS)

Asai, Kazuto

2009-02-01

We determine essentially all partial differential equations satisfied by superpositions of tree type and of a further special type. These equations represent necessary and sufficient conditions for an analytic function to be locally expressible as an analytic superposition of the type indicated. The representability of a real analytic function by a superposition of this type is independent of whether that superposition involves real-analytic functions or C^{\\rho}-functions, where the constant \\rho is determined by the structure of the superposition. We also prove that the function u defined by u^n=xu^a+yu^b+zu^c+1 is generally non-representable in any real (resp. complex) domain as f\\bigl(g(x,y),h(y,z)\\bigr) with twice differentiable f and differentiable g, h (resp. analytic f, g, h).

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.