Spherical harmonics approach to parabolic partial differential equations
NASA Astrophysics Data System (ADS)
SenGupta, Indranil; Mariani, Maria C.
2012-12-01
This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black-Scholes equation are solved by using the method of spherical harmonics.
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
A stability analysis for a semilinear parabolic partial differential equation
NASA Technical Reports Server (NTRS)
Chafee, N.
1973-01-01
The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.
Fuhrman, Marco Tessitore, Gianmario
2005-05-15
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type.
NASA Astrophysics Data System (ADS)
Khairullin, Ermek
2016-08-01
In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.
NASA Astrophysics Data System (ADS)
Minchev, Emil; Yoshida, Norio
2003-02-01
Vector parabolic differential equations with functional arguments are studied and the oscillations of solutions of boundary value problems are investigated. Our approach is to reduce the oscillation problems to the nonexistence of positive solutions of scalar differential inequalities by employing the concept of H-oscillation introduced by Domslak (see: R. Courant, D. Hilbert, Methods of Mathematical Physics, Vol. I, Interscience, New York, 1996), where H denotes a unit vector.
Smoothness of semiflows for parabolic partial differential equations with state-dependent delay
NASA Astrophysics Data System (ADS)
Lv, Yunfei; Yuan, Rong; Pei, Yongzhen
2016-04-01
In this paper, the smoothness properties of semiflows on C1-solution submanifold of a parabolic partial differential equations with state-dependent delay are investigated. The problem is formulated as an abstract ordinary retarded functional differential equation of the form du (t) / dt = Au (t) + F (ut) with a continuously differentiable map G from an open subset U of the space C1 ([ - h , 0 ] ,L2 (Ω)), where A is the infinitesimal generator of a compact C0-semigroup. The present study is continuation of a previous work [14] that highlights the classical solutions and C1-smoothness of solution manifold. Here, we further prove the continuous differentiability of the semiflow. We finally verify all hypotheses by a biological example which describes a stage structured diffusive model where the delay, which is the time taken from birth to maturity, is assumed as a function of a immature species population.
Noniterative three-dimensional grid generation using parabolic partial differential equations
NASA Technical Reports Server (NTRS)
Edwards, T. A.
1985-01-01
A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.
Du Kai Qiu, Jinniao Tang Shanjian
2012-04-15
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L{sup p}-theory is given for the Cauchy problem of BSPDEs, separately for the case of p Element-Of (1,2] and for the case of p Element-Of (2,{infinity}). A comparison theorem is also addressed.
Parabolized stability equations
NASA Astrophysics Data System (ADS)
Herbert, Thorwald
1994-04-01
The parabolized stability equations (PSE) are a new approach to analyze the streamwise evolution of single or interacting Fourier modes in weakly nonparallel flows such as boundary layers. The concept rests on the decomposition of every mode into a slowly varying amplitude function and a wave function with slowly varying wave number. The neglect of the small second derivatives of the slowly varying functions with respect to the streamwise variable leads to an initial boundary-value problem that can be solved by numerical marching procedures. The PSE approach is valid in convectively unstable flows. The equations for a single mode are closely related to those of the traditional eigenvalue problems for linear stability analysis. However, the PSE approach does not exploit the homogeneity of the problem and, therefore, can be utilized to analyze forced modes and the nonlinear growth and interaction of an initial disturbance field. In contrast to the traditional patching of local solutions, the PSE provide the spatial evolution of modes with proper account for their history. The PSE approach allows studies of secondary instabilities without the constraints of the Floquet analysis and reproduces the established experimental, theoretical, and computational benchmark results on transition up to the breakdown stage. The method matches or exceeds the demonstrated capabilities of current spatial Navier-Stokes solvers at a small fraction of their computational cost. Recent applications include studies on localized or distributed receptivity and prediction of transition in model environments for realistic engineering problems. This report describes the basis, intricacies, and some applications of the PSE methodology.
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.
A three-point backward finite-difference method has been derived for a system of mixed hyperbolic_{¯¯}parabolic (convection_{¯¯}diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...
Finite-difference methods for solving loaded parabolic equations
NASA Astrophysics Data System (ADS)
Abdullayev, V. M.; Aida-zade, K. R.
2016-01-01
Loaded partial differential equations are solved numerically. For illustrative purposes, a boundary value problem for a parabolic equation with various point loads is considered. By applying difference approximations, the problems are reduced to systems of algebraic equations of special structure, which are solved using a parametric representation involving solutions of auxiliary linear systems with tridiagonal matrices. Numerical results are presented and analyzed.
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.
Accuracy-based time step criteria for solving parabolic equations
Mohtar, R.; Segerlind, L.
1995-12-31
Parabolic equations govern many transient engineering problems. Space integration using finite element or finite difference methods changes the parabolic partial differential equation into an ordinary differential equation. Time integration schemes are needed to solve the later equation. In order to accurately perform the later integration a proper time step must be provided. Time step estimates based on a stability criteria have been prescribed in the literature. The following paper presents time step estimates that satisfy stability as well as accuracy criteria. These estimates were correlated to the Froude and Courant Numbers. The later criteria were found to be overly conservative for some integration schemes. Suggestions as to which time integration scheme is the best to use are also presented.
Asymptotic behaviour of solutions of semilinear parabolic equations
Egorov, Yu V; Kondratiev, V A
2008-04-30
The asymptotic behaviour of solutions of a second-order semilinear parabolic equation is analyzed in a cylindrical domain that is bounded in the space variables. The dominant term of the asymptotic expansion of the solution as t{yields}+{infinity} is found. It is shown that the solution of this problem is asymptotically equivalent to the solution of a certain non-linear ordinary differential equation. Bibliography: 8 titles.
NASA Astrophysics Data System (ADS)
Acebrón, Juan A.; Rodríguez-Rozas, Ángel
2011-09-01
A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a Pade approximant for approximating accurately a given divergent series. Such series are obtained by summing the partial contribution to the solution coming from trees with arbitrary number of branches. The new representation greatly expands the class of problems amenable to be solved probabilistically, and was used successfully to develop a generalized probabilistic domain decomposition method. Such a method has been shown to be suited for massively parallel computers, enjoying full scalability and fault tolerance. Finally, a few numerical examples are given to illustrate the remarkable performance of the algorithm, comparing the results with those obtained with a classical method.
Singular parabolic equations of second order on manifolds with singularities
NASA Astrophysics Data System (ADS)
Shao, Yuanzhen
2016-01-01
The main aim of this article is to establish an Lp-theory for elliptic operators on manifolds with singularities. The particular class of differential operators discussed herein may exhibit degenerate or singular behavior near the singular ends of the manifolds. Such a theory is of importance for the study of elliptic and parabolic equations on non-compact, or even incomplete manifolds, with or without boundary.
Stability in terms of two measures for a class of semilinear impulsive parabolic equations
Dvirnyj, Aleksandr I; Slyn'ko, Vitalij I
2013-04-30
The problem of stability in terms of two measures is considered for semilinear impulsive parabolic equations. A new version of the comparison method is proposed, and sufficient conditions for stability in terms of two measures are obtained on this basis. An example of a hybrid impulsive system formed by a system of ordinary differential equations coupled with a partial differential equation of parabolic type is given. The efficiency of the described approaches is demonstrated. Bibliography: 24 titles.
Numerical Schemes for Rough Parabolic Equations
Deya, Aurelien
2012-04-15
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0,1) perturbed by a non-linear rough signal. It is the continuation of Deya (Electron. J. Probab. 16:1489-1518, 2011) and Deya et al. (Probab. Theory Relat. Fields, to appear), where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H>1/3.
Nonuniform depth grids in parabolic equation solutions.
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. PMID:23556565
NASA Astrophysics Data System (ADS)
Manafian, Jalil
2015-12-01
We apply the Exp-function method (EFM) to the Biswas-Milovic equation and derive the exact solutions. This paper studies the Biswas-Milovic equation with power law, parabolic law and dual parabolic law nonlinearities by the aid of the Exp-function method. The obtained solutions not only constitute a novel analytical viewpoint in nonlinear complex phenomena, but they also form a new stand alone basis from which physical applications in this arena can be comprehended further, and, moreover, investigated. Furthermore, to concretely enrich this research production, we explain all cases, namely m=1 and m≥ 2. This method is developed for searching exact travelling-wave solutions of nonlinear partial differential equations. It is shown that this methods, with the help of symbolic computation, provides a straightforward and powerful mathematical tool for solving nonlinear partial differential equations in mathematical physics.
Transparent boundary conditions for iterative high-order parabolic equations
NASA Astrophysics Data System (ADS)
Petrov, P. S.; Ehrhardt, M.
2016-05-01
Recently a new approach to the construction of high-order parabolic approximations for the Helmholtz equation was developed. These approximations have the form of the system of iterative parabolic equations, where the solution of the n-th equation is used as an input term for the (n + 1)-th equation. In this study the transparent boundary conditions for such systems of coupled parabolic equations are derived. The existence and uniqueness of the solution of the initial boundary value problem for the system of iterative parabolic equations with the derived boundary conditions are proved. The well-posedness of this problem is also established and an unconditionally stable finite difference scheme for its solution is proposed.
Generalization of the rotated parabolic equation to variable slopes.
Outing, Donald A; Siegmann, William L; Collins, Michael D; Westwood, Evan K
2006-12-01
The rotated parabolic equation [J. Acoust. Soc. Am. 87, 1035-1037 (1990)] is generalized to problems involving ocean-sediment interfaces of variable slope. The approach is based on approximating a variable slope in terms of a series of constant slope regions. The original rotated parabolic equation algorithm is used to march the field through each region. An interpolation-extrapolation approach is used to generate a starting field at the beginning of each region beyond the one containing the source. For the elastic case, a series of operators is applied to rotate the dependent variable vector along with the coordinate system. The variable rotated parabolic equation should provide accurate solutions to a large class of range-dependent seismo-acoustics problems. For the fluid case, the accuracy of the approach is confirmed through comparisons with reference solutions. For the elastic case, variable rotated parabolic equation solutions are compared with energy-conserving and mapping solutions. PMID:17225384
Extension of Euler’s method to parabolic equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2009-04-01
Euler generalized d'Alembert's solution to a wide class of linear hyperbolic equations with two independent variables. He introduced in 1769 the quantities that were rediscovered by Laplace in 1773 and became known as the Laplace invariants. The present paper is devoted to an extension of Euler's method to linear parabolic equations with two independent variables. The new method allows one to derive an explicit formula for the general solution of a wide class of parabolic equations. In particular, the general solution of the Black-Scholes equation is obtained.
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.
A method for the spatial discretization of parabolic equations in one space variable
Skeel, R.D.; Berzins, M.
1987-02-01
The aim of this paper is to describe and analyze a new spatial discretization method for parabolic equations in one space variable: Ordinary and parabolic partial differential equations in one space variable x often have a singularity due to the use of polar cylindrical or spherical coordinates. The method we propose is a simple piecewise nonlinear Galerkin/Petrov-Galerkin method which is second order accurate in space. (It supersedes the method proposed by Skeel). The case m = 1 involves the use of the logarithm function, which is probably the only accurate way to model the logarithmic singularity present in the solution. A code based on a variant of the proposed method has already been included as part of the SPRINT package of Berzins, Dew, and Furzeland. The method that we propose here will be distributed in the next release of the D03P (parabolic equations) section of the NAG Library. 18 refs.
Anisotropic uniqueness classes for a degenerate parabolic equation
Vil'danova, V F; Mukminov, F Kh
2013-11-30
Anisotropic uniqueness classes of Tacklind type are identified for a degenerate linear parabolic equation of the second order in an unbounded domain. The Cauchy problem and mixed problems with boundary conditions of the first and third type are considered. Bibliography: 18 titles.
H-measures and variants applied to parabolic equations
NASA Astrophysics Data System (ADS)
Antonic, Nenad; Lazar, Martin
2008-07-01
Since their introduction H-measures have been mostly used in problems related to propagation effects for hyperbolic equations and systems. In this study we give an attempt to apply the H-measure theory to other types of equations. Through a number of examples we present how do the differences between parabolic and hyperbolic equations reflect in the properties of H-measures corresponding to the solutions. Secondly, we apply the H-measures to the Schrödinger equation, where we succeed in proving a propagation property. However, our conclusion is that a variant of H-measures should be sought which would be better suited to parabolic problems. We propose such a variant, show some fundamental properties and illustrate its applicability by some examples. In particular, we show that the variant provides new information in a number of situations where the original H-measures did not. Finally, we describe how the new variant can be used in small amplitude homogenisation of parabolic equations.
Numerical study of finite-rate supersonic combustion using parabolized equations
NASA Technical Reports Server (NTRS)
Chitsomboon, T.; Kumar, A.; Tiwari, S. N.
1987-01-01
A set of partial differential equations, describing the two-dimensional supersonic chemically-reacting flow of the hydrogen-air system, is formulated such that the equations are parabolic in the streamwise direction. A fully-implicit fully-coupled finite-difference algorithm is used to develop a computer code which solves the governing equations by marching in the streamwise direction. The combustion process is modeled by a two-step finite-rate chemistry whereas turbulence is simulated by an algebraic turbulence model. Results of two calculations of internal supersonic reacting flow show fairly good agreement with the results obtained by the more costly full Navier-Stokes procedure.
Cauchy problems of pseudo-parabolic equations with inhomogeneous terms
NASA Astrophysics Data System (ADS)
Li, Zhongping; Du, Wanjuan
2015-12-01
This paper deals with Cauchy problems of pseudo-parabolic equations with inhomogeneous terms. The aim of the paper is to study the influence of the inhomogeneous term on the asymptotic behavior of solutions. We at first determine the critical Fujita exponent and then give the secondary critical exponent on the decay asymptotic behavior of an initial value at infinity. Furthermore, the precise estimate of life span for the blow-up solution is obtained. Our results show that the asymptotic behavior of solutions is seriously affected by the inhomogeneous term.
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. PMID:21643384
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Chacón-Cortes, L. F. Zúñiga-Galindo, W. A.
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 number 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.
Solutions to a degenerate system of parabolic equations from marine biology.
Wörz-Busekros, A
1976-11-25
A system of parabolic and ordinary differential equations ut = a2 uxx + F(u,v,w), vt = a2 vxx + G(u,v,w), wx = -k(u) w is studied which has been proposed by Radach and Maier-Reimer for the dynamics of phytoplankton and nutrient in dependence of light intensity. It is shown that there is a unique solution to this system satisfying given initial and boundary conditions. The solution depends continuously on the data. For specific nonlinearities F, G, and k bounds for the solutions are given. PMID:1022838
A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology
NASA Astrophysics Data System (ADS)
Del Bene, Kevin; Lingevitch, Joseph; Doschek, George
2016-08-01
A wide-angle parabolic-wave-equation algorithm is developed and validated for local-helioseismic wave propagation. The parabolic equation is derived from a factorization of the linearized acousto-gravity wave equation. We apply the parabolic-wave equation to modeling acoustic propagation in a plane-parallel waveguide with physical properties derived from helioseismic data. The wavenumber power spectrum and wave-packet arrival-time structure for receivers in the photosphere with separation up to 30° is computed, and good agreement is demonstrated with measured values and a reference spectral model.
A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology
NASA Astrophysics Data System (ADS)
Del Bene, Kevin; Lingevitch, Joseph; Doschek, George
2016-07-01
A wide-angle parabolic-wave-equation algorithm is developed and validated for local-helioseismic wave propagation. The parabolic equation is derived from a factorization of the linearized acousto-gravity wave equation. We apply the parabolic-wave equation to modeling acoustic propagation in a plane-parallel waveguide with physical properties derived from helioseismic data. The wavenumber power spectrum and wave-packet arrival-time structure for receivers in the photosphere with separation up to 30° is computed, and good agreement is demonstrated with measured values and a reference spectral model.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Three-dimensional parabolic equation modeling of mesoscale eddy deflection.
Heaney, Kevin D; Campbell, Richard L
2016-02-01
The impact of mesoscale oceanography, including ocean fronts and eddies, on global scale low-frequency acoustics is examined using a fully three-dimensional parabolic equation model. The narrowband acoustic signal, for frequencies from 2 to 16 Hz, is simulated from a seismic event on the Kerguellen Plateau in the South Indian Ocean to an array of receivers south of Ascension Island in the South Atlantic, a distance of 9100 km. The path was chosen for its relevance to seismic detections from the HA10 Ascension Island station of the International Monitoring System, for its lack of bathymetric interaction, and for the dynamic oceanography encountered as the sound passes the Cape of Good Hope. The acoustic field was propagated through two years (1992 and 1993) of the eddy-permitting ocean state estimation ECCO2 (Estimating the Circulation and Climate of the Ocean, Phase II) system. The range of deflection of the back-azimuth was 1.8° with a root-mean-square of 0.34°. The refraction due to mesoscale oceanography could therefore have significant impacts upon localization of distant low-frequency sources, such as seismic or nuclear test events. PMID:26936572
Improved algorithm for solving nonlinear parabolized stability equations
NASA Astrophysics Data System (ADS)
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
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.
NASA Astrophysics Data System (ADS)
Kamel, Osman M.; Ammar, M. K.
2006-12-01
Firstly we derive Gauss' perturbation equation for parabolic motion using Murray-Dermott and Kovalevsky procedures. Secondly, we easily deduce the variations of the orbital elements for the parabolic trajectories due to a small impulse at any point along the path and at the vertex of the parabola.
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Do Differential Equations Swing?
ERIC Educational Resources Information Center
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
On a regular problem for an elliptic-parabolic equation with a potential boundary condition
NASA Astrophysics Data System (ADS)
Arepova, Gauhar
2016-08-01
In this paper, we construct a lateral boundary condition for an elliptic-parabolic equation in a finite domain. Theorem on existence and uniqueness of a solution of the considered problem is proved by method of theory potential.
NASA Technical Reports Server (NTRS)
Olstad, W. B.
1979-01-01
A class of explicit numerical formulas which involve next nearest neighbor as well as nearest neighbor points are explored in this paper. These formulas are formal approximations to the linear parabolic partial-differential equation of first order in time and second order in distance. It was found that some of these formulas can employ time steps as much as four times that for the conventional explicit technique without becoming unstable. Others showed improved accuracy for a given time step and spatial grid spacing. One formula achieved a steady-state solution of specified accuracy for an example problem in less than 4 percent of the total computational time required by the conventional explicit technique.
Galerkin/Runge-Kutta discretizations for semilinear parabolic equations
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1987-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for semilinear parabolic initial boundary value problems. Unlike any classical counterpart, this class offers arbitrarily high, optimal order convergence. In support of this claim, error estimates are proved, and computational results are presented. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
Collis, Jon M; Siegmann, William L; Jensen, Finn B; Zampolli, Mario; Küsel, Elizabeth T; Collins, Michael D
2008-01-01
Recent improvements in the parabolic equation method are combined to extend this approach to a larger class of seismo-acoustics problems. The variable rotated parabolic equation [J. Acoust. Soc. Am. 120, 3534-3538 (2006)] handles a sloping fluid-solid interface at the ocean bottom. The single-scattering solution [J. Acoust. Soc. Am. 121, 808-813 (2007)] handles range dependence within elastic sediment layers. When these methods are implemented together, the parabolic equation method can be applied to problems involving variations in bathymetry and the thickness of sediment layers. The accuracy of the approach is demonstrated by comparing with finite-element solutions. The approach is applied to a complex scenario in a realistic environment. PMID:18177137
Two parabolic equations for propagation in layered poro-elastic media.
Metzler, Adam M; Siegmann, William L; Collins, Michael D; Collis, Jon M
2013-07-01
Parabolic equation methods for fluid and elastic media are extended to layered poro-elastic media, including some shallow-water sediments. A previous parabolic equation solution for one model of range-independent poro-elastic media [Collins et al., J. Acoust. Soc. Am. 98, 1645-1656 (1995)] does not produce accurate solutions for environments with multiple poro-elastic layers. First, a dependent-variable formulation for parabolic equations used with elastic media is generalized to layered poro-elastic media. An improvement in accuracy is obtained using a second dependent-variable formulation that conserves dependent variables across interfaces between horizontally stratified layers. Furthermore, this formulation expresses conditions at interfaces using no depth derivatives higher than first order. This feature should aid in treating range dependence because convenient matching across interfaces is possible with discretized derivatives of first order in contrast to second order. PMID:23862802
Eigenfunction approach to the Green's function parabolic equation in outdoor sound: A tutorial.
Gilbert, Kenneth E
2016-03-01
Understanding the physics and mathematics underlying a computational algorithm such as the Green's function parabolic equation (GFPE) is both useful and worthwhile. To this end, the present article aims to give a more widely accessible derivation of the GFPE algorithm than was given originally by Gilbert and Di [(1993). J. Acoust. Soc. Am. 94, 2343-2352]. The present derivation, which uses mathematics familiar to most engineers and physicists, begins with the separation of variables method, a basic and well-known approach for solving partial differential equations. The method leads naturally to eigenvalue-eigenfunction equations. A step-by-step analysis arrives at relatively simple, analytic expressions for the horizontal and vertical eigenfunctions, which are sinusoids plus a surface wave. The eigenfunctions are superposed in an eigenfunction expansion to yield a one-way propagation solution. The one-way solution is generalized to obtain the GFPE algorithm. In addition, and equally important, the eigenfunctions are used to give concrete meaning to abstract operator solutions for one-way acoustic propagation. By using an eigenfunction expansion of the acoustic field, together with an operator solution, one can obtain the GFPE algorithm very directly and concisely. PMID:27036244
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.
Degtyarev, Sergey P
2010-09-02
The first initial-boundary problem for second-order parabolic and degenerate parabolic equations is investigated in a domain with a conical or angular point. The means of attack is already known and uses weighted classes of smooth or integrable functions. Sufficient conditions for a unique solution to exist and for coercive estimates for the solution to be obtained are formulated in terms of the angular measure of the solid angle and the exponent of the weight. It is also shown that if these conditions fail to hold, then the parabolic problem has elliptic properties, that is, it can have a nonzero kernel or can be nonsolvable, and, in the latter case, it is not even a Fredholm problem. A parabolic equation and an equation with some degeneracy or a singularity at a conical point are considered. Bibliography: 49 titles.
Numerical solution of the stochastic parabolic equation with the dependent operator coefficient
Ashyralyev, Allaberen; Okur, Ulker
2015-09-18
In the present paper, a single step implicit difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is presented. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, this abstract result permits us to obtain the convergence estimates for the solution of difference schemes for the numerical solution of initial boundary value problems for parabolic equations. The theoretical statements for the solution of this difference scheme are supported by the results of numerical experiments.
NASA Technical Reports Server (NTRS)
Bertolotti, F. P.; Herbert, TH.
1991-01-01
The application of linearized parabolic stability equations (PSE) to compressible flow is considered. The effect of mean-flow nonparallelism is found to be weak on 2D waves and strong on 3D waves. Results for a single choice of free-stream parameters that corresponds to the atmospheric conditions at 15,000 m above sea level are presented.
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2014-05-01
In the present paper we review the progress of the project of classification and construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we called earlier 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduced recently the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E7(7) which is parabolically related to the CLA E7(-25). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so(n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so(n - 1,1) and its analogs so(p - 1, q - 1). Further we consider the algebras sl(2n, Bbb R) and for n = 2k the algebras su* (4k) which are parabolically related to the CLA su(n,n). Further we consider the algebras sp(r,r) which are parabolically related to the CLA sp(2r, Bbb R). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14),
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2013-02-01
In the present paper we continue the project of systematic construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we call 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduce the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G ' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E 7(7) which is parabolically related to the CLA E 7(-25) , the parabolic subalgebras including E 6(6) and E 6(-26). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so( n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so( n - 1, 1) and its analogs so( p - 1, q - 1). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14) , the parabolic subalgebras including real forms of sl(6). We also give a formula for the number of representations in the main multiplets valid for CLAs and all algebras that are parabolically related to them. In all considered cases we give the main multiplets of indecomposable elementary representations including the necessary data for all relevant invariant differential operators. In the case of so( p, q) we give also the reduced multiplets. We should stress that the multiplets are given in the most economic way in pairs of shadow fields. Furthermore we should stress that the classification of all invariant differential operators includes as special cases all possible conservation laws and conserved currents, unitary or not.
Role of secondary instability theory and parabolized stability equations in transition modeling
NASA Technical Reports Server (NTRS)
El-Hady, Nabil M.; Dinavahi, Surya P.; Chang, Chau-Lyan; Zang, Thomas A.
1993-01-01
In modeling the laminar-turbulent transition region, the designer depends largely on benchmark data from experiments and/or direct numerical simulations that are usually extremely expensive. An understanding of the evolution of the Reynolds stresses, turbulent kinetic energy, and quantifies in the transport equations like the dissipation and production is essential in the modeling process. The secondary instability theory and the parabolized stability equations method are used to calculate these quantities, which are then compared with corresponding quantities calculated from available direct numerical simulation data for the incompressible boundary-layer flow of laminar-turbulent transition conditions. The potential of the secondary instability theory and the parabolized stability equations approach in predicting these quantities is discussed; results indicate that inexpensive data that are useful for transition modeling in the early stages of the transition region can be provided by these tools.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
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.
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.
A nonlinear parabolic equation with discontinuity in the highest order and applications
NASA Astrophysics Data System (ADS)
Chen, Robin Ming; Liu, Qing
2016-01-01
In this paper we establish a viscosity solution theory for a class of nonlinear parabolic equations with discontinuities of the sign function type in the second derivatives of the unknown function. We modify the definition of classical viscosity solutions and show uniqueness and existence of the solutions. These results are related to the limit behavior for the motion of a curve by a very small power of its curvature, which has applications in image processing. We also discuss the relation between our equation and the total variation flow in one space dimension.
Parabolic orbit determination. Comparison of the Olbers method and algebraic equations
NASA Astrophysics Data System (ADS)
Kuznetsov, V. B.
2016-05-01
In this paper, the Olbers method for the preliminary parabolic orbit determination (in the Lagrange-Subbotin modification) and the method based on systems of algebraic equations for two or three variables proposed by the author are compared. The maximum number of possible solutions is estimated. The problem of selection of the true solution from the set of solutions obtained both using additional equations and by the problem reduction to finding the objective function minimum is considered. The results of orbit determination of the comets 153P/Ikeya-Zhang and 2007 N3 Lulin are cited as examples.
Galerkin/Runge-Kutta discretizations for parabolic equations with time-dependent coefficients
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1989-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
Galerkin/Runge-Kutta discretizations for parabolic equations with time dependent coefficients
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1987-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
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 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
NASA Astrophysics Data System (ADS)
Awadallah, Ra'id S.; Brown, Gary S.
1998-07-01
This paper consists of two parts. In the first part, the solution of the Helmholtz equation under forward-scattering or propagation conditions is sought as a uniform asymptotic perturbation expansion using the method of multiple scales. It is then shown that the parabolic wave equation (PWE) solution is the zeroth-order term in this expansion. In the second part, the electric-field integral equation and the magnetic-field integral equation, derived under the PWE approximation, are solved for surface currents induced on a sinusoidal surface. The scattered fields produced by these currents are then calculated using the appropriate radiation integrals. Results are compared to those obtained using the method of ordered multiple interactions developed by Kapp and Brown.
Time-dependent singularities in semilinear parabolic equations: Behavior at the singularities
NASA Astrophysics Data System (ADS)
Kan, Toru; Takahashi, Jin
2016-05-01
Singularities of solutions of semilinear parabolic equations are discussed. A typical equation is ∂t u - Δu =up, x ∈RN ∖ { ξ (t) }, t ∈ I. Here N ≥ 2, p > 1, I ⊂ R is an open interval and ξ ∈Cα (I ;RN) with α > 1 / 2. For this equation it is shown that every nonnegative solution u satisfies ∂t u - Δu =up + Λ in D‧ (RN × I) for some measure Λ whose support is contained in { (ξ (t) , t) ; t ∈ I }. Moreover, if (N - 2) p < N, then u (x , t) = (a (t) + o (1)) Ψ (x - ξ (t)) for almost every t ∈ I as x → ξ (t), where Ψ is the fundamental solution of Laplace's equation in RN and a is some function determined by Λ.
Application of the implicit MacCormack scheme to the parabolized Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Lawrence, J. L.; Tannehill, J. C.; Chaussee, D. S.
1984-01-01
MacCormack's implicit finite-difference scheme was used to solve the two-dimensional parabolized Navier-Stokes (PNS) equations. This method for solving the PNS equations does not require the inversion of block tridiagonal systems of algebraic equations and permits the original explicit MacCormack scheme to be employed in those regions where implicit treatment is not needed. The advantages and disadvantages of the present adaptation are discussed in relation to those of the conventional Beam-Warming scheme for a flat plate boundary layer test case. Comparisons are made for accuracy, stability, computer time, computer storage, and ease of implementation. The present method was also applied to a second test case of hypersonic laminar flow over a 15% compression corner. The computed results compare favorably with experiment and a numerical solution of the complete Navier-Stokes equations.
Ordinary Differential Equation System Solver
Energy Science and Technology Software Center (ESTSC)
1992-03-05
LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.
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…
Multilinear Littlewood-Paley estimates with applications to partial differential equations
Fabes, Eugene B.; Jerison, David S.; Kenig, Carlos E.
1982-01-01
We obtain a collection of multilinear Littlewood-Paley estimates, which we then apply to two problems in partial differential equations. The first problem is the estimation of the square root of an elliptic operator in divergence form, and the second is the estimation of solutions to the Cauchy problem for nondivergence-form parabolic equations. PMID:16593230
Lipschitz regularity of solutions for mixed integro-differential equations
NASA Astrophysics Data System (ADS)
Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril
We establish new Hölder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hölder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.
Recovering a coefficient in a parabolic equation using an iterative approach
NASA Astrophysics Data System (ADS)
Azhibekova, Aliya S.
2016-06-01
In this paper we are concerned with the problem of determining a coefficient in a parabolic equation using an iterative approach. We investigate an inverse coefficient problem in the difference form. To recover the coefficient, we minimize a residual functional between the observed and calculated values. This is done in a constructive way by fitting a finite-difference approximation to the inverse problem. We obtain some theoretical estimates for a direct and adjoint problem. Using these estimates we prove monotonicity of the objective functional and the convergence of iteration sequences.
Stabilization of the solution of a doubly nonlinear parabolic equation
Andriyanova, È R; Mukminov, F Kh
2013-09-30
The method of Galerkin approximations is employed to prove the existence of a strong global (in time) solution of a doubly nonlinear parabolic equation in an unbounded domain. The second integral identity is established for Galerkin approximations, and passing to the limit in it an estimate for the decay rate of the norm of the solution from below is obtained. The estimates characterizing the decay rate of the solution as x→∞ obtained here are used to derive an upper bound for the decay rate of the solution with respect to time; the resulting estimate is pretty close to the lower one. Bibliography: 17 titles.
ON THE PIECEWISE PARABOLIC METHOD FOR COMPRESSIBLE FLOW WITH STELLAR EQUATIONS OF STATE
Zingale, Michael; Katz, Max P.
2015-02-01
The piecewise parabolic method and related schemes are widely used to model stellar flows. Several different methods for extending the validity of these methods to a general equation of state (EOS) have been proposed over time, but direct comparisons among one-another and exact solutions with stellar EOSs are not widely available. We introduce some simple test problems with exact solutions run with a popular stellar EOS and test how two existing codes with different approaches to incorporating general gases perform. The source code for generating the exact solutions is made available.
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.
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
Sound propagation in a turbulent atmosphere near the ground: a parabolic equation approach.
Ostashev, V E; Salomons, E M; Clifford, S F; Lataitis, R J; Wilson, D K; Blanc-Benon, P; Juvé, D
2001-05-01
The interference of the direct wave from the point source to the receiver and the wave reflected from the impedance ground in a turbulent atmosphere is studied. A parabolic equation approach for calculating the sound pressure p at the receiver is formulated. Then, the parabolic equation is solved by the Rytov method yielding expressions for the complex phases of direct and ground-reflected waves. Using these expressions, a formula for the mean squared sound pressure [absolute value(p)2] is derived for the case of anisotropic spectra of temperature and wind velocity fluctuations. This formula contains the "coherence factor," which characterizes the coherence between direct and ground-reflected waves. It is shown that the coherence factor is equal to the normalized coherence function of a spherical sound wave for line-of-sight propagation. For the case of isotropic turbulence, this result allows one to obtain analytical formulas for [absolute value(p)2] for the Kolmogorov, Gaussian, and von Karman spectra of temperature and wind velocity fluctuations. Using these formulas, the effects of temperature and wind velocity fluctuations, and the effects of different spectra of these fluctuations on the mean squared sound pressure, are numerically studied. Also the effect of turbulent anisotropy on the interference of direct and ground reflected waves is numerically studied. Finally, it is shown that the mean squared sound pressure [absolute value(p)2] calculated for the von Karman spectrum of temperature fluctuations agrees well with experimental data obtained in a laboratory experiment. PMID:11386544
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. PMID:26093440
Elastic parabolic equation solutions for underwater acoustic problems using seismic sources.
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. PMID:23464007
Spatial complexity of solutions of higher order partial differential equations
NASA Astrophysics Data System (ADS)
Kukavica, Igor
2004-03-01
We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .
Uniqueness and Long Time Asymptotic for the Keller-Segel Equation: The Parabolic-Elliptic Case
NASA Astrophysics Data System (ADS)
Egaña Fernández, Giani; Mischler, Stéphane
2016-06-01
The present paper deals with the parabolic-elliptic Keller-Segel equation in the plane in the general framework of weak (or "free energy") solutions associated to initial datum with finite mass M, finite second moment and finite entropy. The aim of the paper is threefold: (1) We prove the uniqueness of the "free energy" solution on the maximal interval of existence [0, T*) with T* = ∞ in the case when M ≦ 8π and T* < ∞ in the case when M > 8π. The proof uses a DiPerna-Lions renormalizing argument which makes it possible to get the "optimal regularity" as well as an estimate of the difference of two possible solutions in the critical L 4/3 Lebesgue norm similarly to the 2 d vorticity Navier-Stokes equation.
NASA Astrophysics Data System (ADS)
Tarhini, Rana
2015-12-01
In this paper, we study a nonlocal degenerate parabolic equation of order α + 2 for α ∈ (0, 2). The equation is a generalization of the one arising in the modeling of hydraulic fractures studied by Imbert and Mellet in 2011. Using the same approach, we prove the existence of solutions for this equation for 0 < α < 2 and for nonnegative initial data satisfying appropriate assumptions. The main difference is the compactness results due to different Sobolev embeddings. Furthermore, for α > 1, we construct a nonnegative solution for nonnegative initial data under weaker assumptions.
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
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. PMID:23967912
NASA Technical Reports Server (NTRS)
Baker, A. J.; Soliman, M. O.
1978-01-01
A study of accuracy and convergence of linear functional finite element solution to linear parabolic and hyperbolic partial differential equations is presented. A variable-implicit integration procedure is employed for the resultant system of ordinary differential equations. Accuracy and convergence is compared for the consistent and two lumped assembly procedures for the identified initial-value matrix structure. Truncation error estimation is accomplished using Richardson extrapolation.
A single-scattering correction for the seismo-acoustic parabolic equation.
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. PMID:22501044
Spectral element method-based parabolic equation for EM-scattering problems
NASA Astrophysics Data System (ADS)
He, Zi; Fan, Zhen-Hong; Chen, Ru-Shan
2016-01-01
The traditional parabolic equation (PE) method is based on the finite difference (FD) scheme. However, the scattering object cannot be well approximated for complex geometries. As a result, a large number of meshes are needed to discretize the complex scattering objects. In this paper, the spectral element method is introduced to better approximate the complex geometry in each transverse plane, while the FD scheme is used along the paraxial direction. This proposed algorithm begins with expanding the reduced scattered fields with the Gauss-Lobatto-Legendre polynomials and testing them by the Galerkin's method in each transverse plane. Then, the calculation can be taken plane by plane along the paraxial direction. Numerical results demonstrate that the accuracy can be improved by the proposed method with larger meshes when compared with the traditional PE method.
NASA Astrophysics Data System (ADS)
Barrios, A. E.
1991-05-01
The validity of a parabolic equation (PE) model for predicting radio field strengths in horizontally inhomogeneous environments was investigated by performing comparisons between the model and experimental data. Excellent agreements were found at VHF and UHF frequencies with good agreement in S- and X-bands. In some cases, the predicted curves for the S-band comparisons under-estimated that of the measured data at large ranges. This may be the result of phenomena such as surface roughness, backscatter, etc., not accounted for in the model. Discrepancies may also result from the presence of evaporation ducts not included in the environmental inputs to the model because of a lack of detailed measurements. This would account for lower predicted signal levels at higher frequencies.
NASA Astrophysics Data System (ADS)
Hermand, Jean-Pierre; Berrada, Mohamed; Meyer, Matthias; Asch, Mark
2005-09-01
Recently, an analytic adjoint-based method of optimal nonlocal boundary control has been proposed for inversion of a waveguide acoustic field using the wide-angle parabolic equation [Meyer and Hermand, J. Acoust. Soc. Am. 117, 2937-2948 (2005)]. In this paper a numerical extension of this approach is presented that allows the direct inversion for the geoacoustic parameters which are embedded in a spectral integral representation of the nonlocal boundary condition. The adjoint model is generated numerically and the inversion is carried out jointly across multiple frequencies. The paper further discusses the application of the numerical adjoint PE method for ocean acoustic tomography. To show the effectiveness of the implemented numerical adjoint, preliminary inversion results of water sound-speed profile and bottom acoustic properties will be shown for the YELLOW SHARK '94 experimental conditions.
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
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
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.
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.
Helmholtz and parabolic equation solutions to a benchmark problem in ocean acoustics.
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. PMID:12765364
NASA Astrophysics Data System (ADS)
Denisov, Vasilii
2016-08-01
In this report, we study sufficient conditions on the lower order coefficients of a parabolic equation guaranteeing the power rate of the uniform stabilization to zero of the solution to the Cauchy problem on every compact K in RN and for any bounded initial function.
Differential operator multiplication method for fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
NASA Astrophysics Data System (ADS)
Kong, Youchao
2016-07-01
A class of new spatiotemporal solitary solution to nonlinear Schrödinger equation with a parabolic potential is investigated analytically and numerically using the F-expansion method and homogeneous balance principle. The propagation characteristics of soliton wave solutions are analyzed with/without spatial-temporal chirp. It is noteworthy that, by calculating spatial and temporal second-order intensity moment, several novel features of optical beam propagations are obtained, such as stable, oscillating, decaying and blowing up. Additionally, controllability of these solutions with the modulation depth of the parabolic potential is demonstrated.
NASA Technical Reports Server (NTRS)
Mcaninch, G. L.; Myers, M. K.
1980-01-01
The parabolic approximation for the acoustic equations of motion is applied to the study of the sound field generated by a plane wave at or near grazing incidence to a finite impedance boundary. It is shown how this approximation accounts for effects neglected in the usual plane wave reflection analysis which, at grazing incidence, erroneously predicts complete cancellation of the incident field by the reflected field. Examples are presented which illustrate that the solution obtained by the parabolic approximation contains several of the physical phenomena known to occur in wave propagation near an absorbing boundary.
Nonlocal diffusion problems that approximate a parabolic equation with spatial dependence
NASA Astrophysics Data System (ADS)
Molino, Alexis; Rossi, Julio D.
2016-06-01
In this paper, we show that smooth solutions to the Dirichlet problem for the parabolic equation v_t(x,t)=sum_{i,j=1}N a_{ij}(x)partial2v(x,t)/partial{xipartial{x}j} + sum_{i =1}N bi(x)partial{v}(x,t)/partial{x_i} qquad x in Ω, with v( x, t) = g( x, t), {x in partial Ω,} can be approximated uniformly by solutions of nonlocal problems of the form ut^{\\varepsilon}(x,t)=int_{mathbb{R}n} K_{\\varepsilon}(x,y)(u^{\\varepsilon}(y,t)-u^{\\varepsilon}(x,t))dy, quad x in Ω, with {u^{\\varepsilon}(x,t)=g(x,t)}, {x notin Ω}, as {\\varepsilon to 0}, for an appropriate rescaled kernel {K_{\\varepsilon}}. In this way, we show that the usual local evolution problems with spatial dependence can be approximated by nonlocal ones. In the case of an equation in divergence form, we can obtain an approximation with symmetric kernels, that is, {K_{\\varepsilon}(x,y) = K_{\\varepsilon}(y,x)}.
NASA Astrophysics Data System (ADS)
Cadette, Pierre E.
This thesis develops the theory for solving the parabolic equation (PE) using the Fourier Split-step method for the purpose of modeling tropospheric radiowave propagation over the sea surface. Beginning with Maxwell's equations, the standard parabolic equation (SPE) approximation is derived from a linearly polarized scalar wave equation in Cartesian coordinates. Then, an introduction to the Fourier Split-step method is presented as a solution to the PE equation. Next, we make necessary approximations to the PE formulation to appropriately represented propagation through the troposphere including a conformal transformation of the coordinate system and the inclusion of refractivity profiles to represent evaporation duct conditions. The PE derivation concludes with the incorporation of the effects of finite impedance boundary conditions and sea surface roughness, which has a Split-step solution using the mixed Fourier transform (MFT). Finally, numerical examples are given to compare the field predictions of two well known PE/Split-step propagation models: Tropospheric ElectroMagnetic Parabolic Equation Routine (TEMPER) and Advanced Propagation Model (APM).
Allidina, A.Y.; Malinowski, K.; Singh, M.G.
1982-12-01
The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.
NASA 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.
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.
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
Itasse, Maxime Brazier, Jean-Philippe Léon, Olivier Casalis, Grégoire
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 frequency 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.
A numerical method for solving the three-dimensional parabolized Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Dambrosio, Domenic; Marsilio, Robert
1995-01-01
A numerical technique that solves the parabolized form of the Navier-Stokes equations is presented. Such a method makes it possible to obtain very detailed descriptions of the flowfield in a relatively modest CPU time. The present approach is based on a space-marching technique, uses a finite volume discretization and an upwind flux-difference splitting scheme for the evaluation of the inviscid fluxes. Second order accuracy is achieved following the guidelines of the the ENO schemes. The methodology is used to investigate three-dimensional supersonic viscous flows over symmetric corners. Primary and secondary streamwise vortical structures embedded in the boundary layer and originated by the interaction with shock waves are detected and studied. For purpose of validation, results are compared with experimental data extracted from literature. The agreement is found to be satisfactory. In conclusion, the numerical method proposed seems to be promising as it permits, at a reasonable computational expense, investigation of complex three-dimensional flowfields in great detail.
Prediction of far-field wind turbine noise propagation with parabolic equation.
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. PMID:27586709
Analysis of measured broadband acoustic propagation using a parabolic equation approach
NASA Astrophysics Data System (ADS)
Gray, Mason; Knobles, D. P.; Koch, Robert
2003-10-01
A broadband parabolic equation (PE) approach is employed to simulate data taken from two Shallow Water Acoustic Measurement Instrument (SWAMI) bottom mounted horizontal line array (HLA) experiments in shallow water environments off the east coast of the U.S. and in the Gulf of Mexico. In both experiments the HLA was deployed along an isobath. Light bulbs were imploded at known depths and ranges in both the range-independent (array end fire) and range-dependent (array broadside) directions. For the east coast experimental data, the PE model is used to infer a seabed geoacoustic description in both the range-dependent and range-independent directions. Also, comparisons of modeled time series were made for the range-independent case with a broadband normal mode model to validate the PE calculations. In the Gulf of Mexico experiment, the sediment geoacoustic profile is well known from previous inversions and geophysical measurements. This known seabed description was used to simulate the range-dependent data. A broadband energy-conserving coupled mode approach is also employed to model the range-dependent propagation. This allows the physical mechanisms associated with range-dependent propagation to be examined in a quantitative manner for this shallow water environment. [Work supported by ONR.
MACSYMA's symbolic ordinary differential equation solver
NASA Technical Reports Server (NTRS)
Golden, J. P.
1977-01-01
The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.
Symbolic Solution of Linear Differential Equations
NASA Technical Reports Server (NTRS)
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
Modeling Projects in a Differential Equations Course.
ERIC Educational Resources Information Center
Claus-McGahan, Elly
1998-01-01
Discusses the value of student-designed, in-depth, modeling projects in a differential equations course and how to prepare students. Provides excerpts from worksheets, a list of computer software for Macintosh that can be used in teaching differential equations, and an annotated bibliography. (Author/ASK)
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.
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…
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
NASA Astrophysics Data System (ADS)
Craig, K. H.; Levy, M. F.
1989-09-01
The parabolic equation approach to clear-air propagation modeling overcomes many of the difficulties associated with ray and mode theory methods. A parabolic equation model was implemented on a PC based system using a transputer to carry out the computationally intensive numerical integrations. The model was used from VHF to millimetric frequencies and applied to evaporation duct and elevated duct problems. The latter are important for surface-to-air propagation and were difficult to solve because of the complicated structure of the layers. A case study of an elevated duct caused by anticyclonic subsidence shows the importance of up-to-date meteorological data from a wide geographical area. A full-wave calculation of the wideband properties of the propagation channel illustrates the possibilities opened up by the new model. The frequency selective effects can be large, and are sensitive to the small-scale structure of the ducting layers.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273
NASA Astrophysics Data System (ADS)
He, Zi; Chen, Ru-Shan
2016-03-01
An efficient three-dimensional time domain parabolic equation (TDPE) method is proposed to fast analyze the narrow-angle wideband EM scattering properties of electrically large targets. The finite difference (FD) of Crank-Nicolson (CN) scheme is used as the traditional tool to solve the time-domain parabolic equation. However, a huge computational resource is required when the meshes become dense. Therefore, the alternating direction implicit (ADI) scheme is introduced to discretize the time-domain parabolic equation. In this way, the reduced transient scattered fields can be calculated line by line in each transverse plane for any time step with unconditional stability. As a result, less computational resources are required for the proposed ADI-based TDPE method when compared with both the traditional CN-based TDPE method and the finite-different time-domain (FDTD) method. By employing the rotating TDPE method, the complete bistatic RCS can be obtained with encouraging accuracy for any observed angle. Numerical examples are given to demonstrate the accuracy and efficiency of the proposed method.
Conservation laws, differential identities, and constraints of partial differential equations
NASA Astrophysics Data System (ADS)
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
Connecting Related Rates and Differential Equations
ERIC Educational Resources Information Center
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
Parallelizing across time when solving time-dependent partial differential equations
Worley, P.H.
1991-09-01
The standard numerical algorithms for solving time-dependent partial differential equations (PDEs) are inherently sequential in the time direction. This paper describes algorithms for the time-accurate solution of certain classes of linear hyperbolic and parabolic PDEs that can be parallelized in both time and space and have serial complexities that are proportional to the serial complexities of the best known algorithms. The algorithms for parabolic PDEs are variants of the waveform relaxation multigrid method (WFMG) of Lubich and Ostermann where the scalar ordinary differential equations (ODEs) that make up the kernel of WFMG are solved using a cyclic reduction type algorithm. The algorithms for hyperbolic PDEs use the cyclic reduction algorithm to solve ODEs along characteristics. 43 refs.
Existence of eigenvalues of problem with shift for an equation of parabolic-hyperbolic type
NASA Astrophysics Data System (ADS)
Tengayeva, Aizhan; Dildabek, Gulnar
2016-08-01
In the present paper, a spectral problem for an operator of parabolic-hyperbolic type of I kind with non-classical boundary conditions is considered. The problem is considered in a standard domain. The parabolic part of the space is a rectangle. And the hyperbolic part of the space coincides with a characteristic triangle. We consider a problem with the local boundary condition in the domain of parabolicity and with the boundary condition with displacement in the domain of hyperbolicity. We prove the strong solvability of the considered problem. The main aim of the paper is the research of spectral properties of the problem. The existence of eigenvalues of the problem is proved.
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.
Normal Forms for Nonautonomous Differential Equations
NASA Astrophysics Data System (ADS)
Siegmund, Stefan
2002-01-01
We extend Henry Poincarés normal form theory for autonomous differential equations x=f(x) to nonautonomous differential equations x=f(t, x). Poincarés nonresonance condition λj-∑ni=1 ℓiλi≠0 for eigenvalues is generalized to the new nonresonance condition λj∩∑ni=1 ℓiλi=∅ for spectral intervals.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
A Unified Introduction to Ordinary Differential Equations
ERIC Educational Resources Information Center
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Some problems in fractal differential equations
NASA Astrophysics Data System (ADS)
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
NASA Astrophysics Data System (ADS)
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.
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.
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. PMID:24184349
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-05-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Radiative Damping and Functional Differential Equations
NASA Astrophysics Data System (ADS)
Raju, Suvrat; Raju, C. K.
We propose a general technique to solve the classical many-body problem with radiative damping. We modify the short-distance structure of Maxwell electrodynamics. This allows us to avoid runaway solutions as if we had a covariant model of extended particles. The resulting equations of motion are functional differential equations (FDEs) rather than ordinary differential equations (ODEs). Using recently developed numerical techniques for stiff, retarded FDEs, we solve these equations for the one-body central force problem with radiative damping. Our results indicate that locally the magnitude of radiation damping may be well approximated by the standard third-order expression but the global properties of our solutions are dramatically different. We comment on the two-body problem and applications to quantum field theory and quantum mechanics.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
Algorithms For Integrating Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
On some differential transformations of hypergeometric equations
NASA Astrophysics Data System (ADS)
Hounkonnou, M. N.; Ronveaux, A.
2015-04-01
Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.
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. PMID:27250161
Druskin, V.; Knizhnerman, L.
1994-12-31
The authors solve the Cauchy problem for an ODE system Au + {partial_derivative}u/{partial_derivative}t = 0, u{vert_bar}{sub t=0} = {var_phi}, where A is a square real nonnegative definite symmetric matrix of the order N, {var_phi} is a vector from R{sup N}. The stiffness matrix A is obtained due to semi-discretization of a parabolic equation or system with time-independent coefficients. The authors are particularly interested in large stiff 3-D problems for the scalar diffusion and vectorial Maxwell`s equations. First they consider an explicit method in which the solution on a whole time interval is projected on a Krylov subspace originated by A. Then they suggest another Krylov subspace with better approximating properties using powers of an implicit transition operator. These Krylov subspace methods generate optimal in a spectral sense polynomial approximations for the solution of the ODE, similar to CG for SLE.
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.
Computational Differential Equations: A Pilot Project
ERIC Educational Resources Information Center
Roubides, Pascal
2004-01-01
The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…
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.
Solving Parker's transport equation with stochastic differential equations on GPUs
NASA Astrophysics Data System (ADS)
Dunzlaff, P.; Strauss, R. D.; Potgieter, M. S.
2015-07-01
The numerical solution of transport equations for energetic charged particles in space is generally very costly in terms of time. Besides the use of multi-core CPUs and computer clusters in order to decrease the computation times, high performance calculations on graphics processing units (GPUs) have become available during the last years. In this work we introduce and describe a GPU-accelerated implementation of Parker's equation using Stochastic Differential Equations (SDEs) for the simulation of the transport of energetic charged particles with the CUDA toolkit, which is the focus of this work. We briefly discuss the set of SDEs arising from Parker's transport equation and their application to boundary value problems such as that of the Jovian magnetosphere. We compare the runtimes of the GPU code with a CPU version of the same algorithm. Compared to the CPU implementation (using OpenMP and eight threads) we find a performance increase of about a factor of 10-60, depending on the assumed set of parameters. Furthermore, we benchmark our simulation using the results of an existing SDE implementation of Parker's transport equation.
Differential equation-based seismic data filtering
Li, Jianchao; Larner, K.
1992-05-01
Suppressing noise and enhancing useful seismic signal by filtering is one of the important tasks of seismic data processing. conventional filtering methods are implemented through either the convolution operation or various mathematical transforms. In this paper, we describe a methodology for studying and implementing filters, which, unlike those conventional filtering methods, is based on solving differential equations in the time and space domain. We call this kind of filtering differential equation-based filtering (DEBF). DEBF does not require that seismic data be stationary, so filtering parameters can vary with every time and space point. Also, in 2-D and 3-D, DEBF has higher computational efficiency than do conventional multiple-trace filtering methods. Examples with synthetic and field seismic data show the DEBF methods presented here to be efficient and effective.
Metzler, Adam M; Collis, Jon M
2013-04-01
Shallow-water environments typically include sediments containing thin or low-shear layers. Numerical treatments of these types of layers require finer depth grid spacing than is needed elsewhere in the domain. Thin layers require finer grids to fully sample effects due to elasticity within the layer. As shear wave speeds approach zero, the governing system becomes singular and fine-grid spacing becomes necessary to obtain converged solutions. In this paper, a seismo-acoustic parabolic equation solution is derived utilizing modified difference formulas using Galerkin's method to allow for variable-grid spacing in depth. Propagation results are shown for environments containing thin layers and low-shear layers. PMID:23556690
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.
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.
NASA Technical Reports Server (NTRS)
Hirsh, R. S.
1975-01-01
A numerical method is presented which is valid for integration of the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to the three-dimensional supersonic flow of a jet issuing into a supersonic free stream. Difficulties associated with the imposition of free-stream boundary conditions are noted, and a coordinate transformation, which maps the point at infinity onto a finite value, is introduced to alleviate these difficulties. Results are presented for calculations of a square jet and varying-aspect-ratio rectangular jets. The solution behavior varies from axisymmetry for the square jet to nearly two-dimensional for the high-aspect-ratio rectangle, although the computation always calculates the flow as though it were truly three-dimensional.
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Observability of discretized partial differential equations
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
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…
NASA Astrophysics Data System (ADS)
Abedian, Rooholah; Adibi, Hojatollah; Dehghan, Mehdi
2013-08-01
In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939-965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].
Synchronization with propagation - The functional differential equations
NASA Astrophysics Data System (ADS)
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
Generalized Halanay inequalities for dissipativity of Volterra functional differential equations
NASA Astrophysics Data System (ADS)
Wen, Liping; Yu, Yuexin; Wang, Wansheng
2008-11-01
This paper is concerned with the dissipativity of theoretical solutions to nonlinear Volterra functional differential equations (VFDEs). At first, we give some generalizations of Halanay's inequality which play an important role in study of dissipativity and stability of differential equations. Then, by applying the generalization of Halanay's inequality, the dissipativity results of VFDEs are obtained, which provides unified theoretical foundation for the dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay-integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice.
Recovering the reaction and the diffusion coefficients in a linear parabolic equation
NASA Astrophysics Data System (ADS)
Lorenzi, Alfredo; Mola, Gianluca
2012-07-01
Let H be a real separable Hilbert space and A: {D}(A) \\rightarrow H be a positive and self-adjoint (unbounded) operator. We consider the identification problem consisting in searching for an H-valued function u and a couple of real numbers λ and μ, the first one being positive, that fulfil the initial-value problem \\begin{eqnarray*} u^{\\prime }(t) + \\lambda Au(t) = \\mu u(t), \\quad t \\in (0,T), \\quad u(0) = u_0, \\end{eqnarray*} and the additional constraints \\begin{eqnarray*} \\Vert A^{r/2}u(T)\\Vert ^{2} = \\varphi \\quad and \\quad \\Vert A^{s/2}u(T)\\Vert ^{2} = \\psi , \\end{eqnarray*} where we denote by As and Ar the powers of A with exponents r < s. Provided that the given data u0 ∈ H, u0 and φ, ψ > 0 satisfy proper a priori limitations, by means of a finite-dimensional approximation scheme, we construct a unique solution (u, λ, μ) on the whole interval [0, T], and exhibit an explicit continuous dependence estimate of Lipschitz type with respect to the data. Also, we provide specific applications to second- and fourth-order parabolic initial-boundary-value problems.
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.
Stability at systems of usual differential equations in virus dynamics
NASA Astrophysics Data System (ADS)
Schröer, H.
In this paper we discuss different models of differential equations systems, that describe virus dynamics in different situations (HIV-virus and Hepatitis B-virus). We inquire the stability of differential equations. We use theorems of the stability theory.
Differential equations, associators, and recurrences for amplitudes
NASA Astrophysics Data System (ADS)
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
Solving Partial Differential Equations on Overlapping Grids
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
Characteristic exponents of impulsive differential equations in a Banach space
Zabreiko, P.P.; Bainov, D.D.; Kostadinov, S.I.
1988-06-01
The notion of general exponent of impulsive homogeneous differential equations is defined. A formula for the solution of impulsive nonhomogeneous differential equations is obtained and is used to establish a dependence between the existence of bounded solutions of such equations and the general exponent of the respective homogeneous equation.
NASA Technical Reports Server (NTRS)
Baker, A. J.; Manhardt, P. D.; Orzechowski, J. A.
1979-01-01
A numerical solution algorithm is established for prediction of subsonic turbulent three-dimensional flows in aerodynamic configuration juncture regions. A turbulence closure model is established using the complete Reynolds stress. Pressure coupling is accomplished using the concepts of complementary and particular solutions to a Poisson equation. Specifications for data input juncture geometry modification are presented.
A differential equation for specific catchment area
NASA Astrophysics Data System (ADS)
Gallant, John C.; Hutchinson, Michael F.
2011-05-01
Analysis of the behavior of specific catchment area in a stream tube leads to a simple nonlinear differential equation describing the rate of change of specific catchment area along a flow path. The differential equation can be integrated numerically along a flow path to calculate specific catchment area at any point on a digital elevation model without requiring the usual estimates of catchment area and width. The method is more computationally intensive than most grid-based methods for calculating specific catchment area, so its main application is as a reference against which conventional methods can be tested. This is the first method that provides a benchmark for more approximate methods in complex terrain with both convergent and divergent areas, not just on simple surfaces for which analytical solutions are known. Preliminary evaluation of the D8, M8, digital elevation model networks (DEMON), and D∞ methods indicate that the D∞ method is the best of those methods for estimating specific catchment area, but all methods overestimate in divergent terrain.
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
Collins, Michael D; Siegmann, William L
2015-01-01
The parabolic equation method is extended to handle problems in seismo-acoustics that have multiple fluid and solid layers, continuous depth dependence within layers, and sloping interfaces between layers. The medium is approximated in terms of a series of range-independent regions, and a single-scattering approximation is used to compute transmitted fields across the vertical interfaces between regions. The approach is implemented in terms of a set of dependent variables that is well suited to piecewise continuous depth dependence in the elastic parameters, but one of the fluid-solid interface conditions in that formulation involves a second derivative that complicates the treatment of sloping interfaces. This issue is resolved by using a non-centered, four-point difference formula for the second derivative. The approach is implemented using a matrix decomposition that is efficient when the parameters of the medium have a general dependence within the upper layers of the sediment but only depend on depth in the water column and deep within the sediment. PMID:25618077
NASA Astrophysics Data System (ADS)
Shishkin, G. I.
2013-04-01
For a singularly perturbed parabolic convection-diffusion equation, the conditioning and stability of finite difference schemes on uniform meshes are analyzed. It is shown that a convergent standard monotone finite difference scheme on a uniform mesh is not ɛ-uniformly well conditioned or ɛ-uniformly stable to perturbations of the data of the grid problem (here, ɛ is a perturbation parameter, ɛ ∈ (0, 1]). An alternative finite difference scheme is proposed, namely, a scheme in which the discrete solution is decomposed into regular and singular components that solve grid subproblems considered on uniform meshes. It is shown that this solution decomposition scheme converges ɛ-uniformly in the maximum norm at an O( N -1ln N + N {0/-1}) rate, where N + 1 and N 0 + 1 are the numbers of grid nodes in x and t, respectively. This scheme is ɛ-uniformly well conditioned and ɛ-uniformly stable to perturbations of the data of the grid problem. The condition number of the solution decomposition scheme is of order O(δ-2lnδ-1 + δ{0/-1}); i.e., up to a logarithmic factor, it is the same as that of a classical scheme on uniform meshes in the case of a regular problem. Here, δ = N -1ln N and δ0 = N {0/-1} are the accuracies of the discrete solution in x and t, respectively.
NASA Astrophysics Data System (ADS)
Skura, J. P.; Schemm, C. E.; Ko, H. W.; Manzi, L. P.
The enhancement of the capability of electromagnetic parabolic equation (EMPE) and other propagation codes by using predictions from an atmospheric forecast model to provide refractivity data for range-dependent and time-varying situations is demonstrated. Starting from measured temperature and humidity data at one location and time, the JHU/APL planetary boundary layer (PBL) model is used to obtained predictions for a 24-h forecast period. Predicted fields of temperature, humidity, and refractivity after 12 and 24 h are compared with measured data to verify the forecast, and vertical profiles of refractivity for each hour are provided, along with appropriate radar parameters, as input to EMPE. The EMPE calculations of expected radiation patterns as functions of height and range at selected times demonstrate the effects of hourly changes in the structure of the lower atmosphere on radar propagation. The radar propagation calculations have been repeated using the IREPS code to illustrate the similarities and differences between the two models when applied to this somewhat idealized, horizontally homogeneous situation.
NASA Astrophysics Data System (ADS)
Zhou, Jun; Mu, Chunlai
2011-02-01
This paper deals with the following weakly coupled degenerate and singular parabolic equations with localized source u_t-(x^α u_x)_x=u^m(x_0(t),t)v^n(x_0(t),t),quad v_t-(x^β v_x)_x=v^p(x_0(t),t)u^q(x_0(t),t) in (0, a) × (0, T) with homogeneous Dirichlet boundary conditions, where {x_0(t):{R}^+→(0,a)} is Hölder continuous. T ≤ ∞, a > 0 be constants, m, n, p, q are positive real numbers and {α,βin[0,2)}. The existence of a unique classical non-negative solution is established and the sufficient conditions for the solution that exists globally or blows up in finite time are obtained. Furthermore, under certain conditions, it is proved that the blow-up set of the blowing-up solution is any closed subset of the interval (0, a). Furthermore, we also obtain the blow-up rate under the condition α = β.
NASA Astrophysics Data System (ADS)
Eibert, Thomas F.
2003-04-01
Fourier split-step (FSS) solutions of the parabolic wave equation (PWE) represent wave fields in terms of plane wave decompositions. However, those field solutions are usually only valid in the air space above built-up terrain, whereas field predictions for modern wireless systems often require knowledge of the fields on a street level. Since FSS PWE solutions with large step sizes are not applicable for field computations between irregular scattering obstacles such as buildings, this problem is overcome by a two-step approach combining the FSS solution of the PWE with ray optical techniques to compute the fields at ground level in wooded and urbanized areas. To account for the great variety of propagation effects in a statistical sense, direct rays, reflected rays, diffracted rays and attenuated rays at typical receiver locations are included into the considerations. Comparisons to a wide variety of measured data show that this two-step approach produces better results than state of the art semiempirical field prediction techniques.
Adaptive numerical methods for partial differential equations
Cololla, P.
1995-07-01
This review describes a structured approach to adaptivity. The Automated Mesh Refinement (ARM) algorithms developed by M Berger are described, touching on hyperbolic and parabolic applications. Adaptivity is achieved by overlaying finer grids only in areas flagged by a generalized error criterion. The author discusses some of the issues involved in abutting disparate-resolution grids, and demonstrates that suitable algorithms exist for dissipative as well as hyperbolic systems.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
Fault Detection in Differential Algebraic Equations
NASA Astrophysics Data System (ADS)
Scott, Jason Roderick
Fault detection and identification (FDI) is important in almost all real systems. Fault detection is the supervision of technical processes aimed at detecting undesired or unpermitted states (faults) and taking appropriate actions to avoid dangerous situations, or to ensure efficiency in a system. This dissertation develops and extends fault detection techniques for systems modeled by differential algebraic equations (DAEs). First, a passive, observer-based approach is developed and linear filters are constructed to identify faults by filtering residual information. The method presented here uses the least squares completion to compute an ordinary differential equation (ODE) that contains the solution of the DAE and applies the observer directly to this ODE. While observers have been applied to ODE models for the purpose of fault detection in the past, the use of observers on completions of DAEs is a new idea. Moreover, the resulting residuals are modified requiring additional analysis. Robustness with respect to disturbances is also addressed by a novel frequency filtering technique. Active detection, as opposed to passive detection where outputs are passively monitored, allows the injection of an auxiliary control signal to test the system. These algorithms compute an auxiliary input signal guaranteeing fault detection, assuming bounded noise. In the second part of this dissertation, a novel active detection approach for DAE models is developed by taking linear transformations of the DAEs and solving a bi-layer optimization problem. An efficient real-time detection algorithm is also provided, as is the extension to model uncertainty. The existence of a class of problems where the algorithm breaks down is revealed and an alternative algorithm that finds a nearly minimal auxiliary signal is presented. Finally, asynchronous signal design, that is, applying the test signal on a different interval than the observation window, is explored and discussed.
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
First-order partial differential equations in classical dynamics
NASA Astrophysics Data System (ADS)
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
NASA Astrophysics Data System (ADS)
Knosowski, Yvonne; von Lieres, Eric; Schneider, Adrian
1999-06-01
In this paper we consider the non-characteristic Cauchy problem 0266-5611/15/3/307/img1" ALT="(equation)"/> where 0266-5611/15/3/307/img2" ALT="(equation)"/> with appropriate coefficient functions a, b and c. Assuming that the Cauchy data icons/Journals/Common/varphi" ALT="varphi are given inexactly by a function icons/Journals/Common/varphi" ALT="varphiicons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/> satisfying ||icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>-icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/>||Hricons/Journals/Common/le" ALT="le" ALIGN="TOP"/> icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="TOP"/> for some ricons/Journals/Common/le" ALT="le" ALIGN="TOP"/>0 and that f(y,t): = u(l,y,t) exists and belongs to Hs(icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>n-1 × icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>) for some sicons/Journals/Common/in" ALT="in" ALIGN="TOP"/>icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>, it is desired to calculate f from the improper data icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/>. This problem is well known to be severely ill-posed: a small perturbation in the Cauchy data may cause a dramatically large error in the solution. In this paper the following mollification method is suggested for this problem: if the Cauchy data are given inexactly then we mollify them by projection on elements of Meyers multiresolution approximation {Vj}jicons/Journals/Common/in" ALT="in" ALIGN="TOP"/>icons/Journals/Common/BbbZ" ALT="BbbZ" ALIGN="TOP"/>. Within every space Vj the solution of the above problem depends continuously on the data, and we can find a mollification parameter J depending on the noise level icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="TOP"/> in the Cauchy data such that the error estimation between the
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
From differential to difference equations for first order ODEs
NASA Technical Reports Server (NTRS)
Freed, Alan D.; Walker, Kevin P.
1991-01-01
When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.
Differential form of the Skornyakov-Ter-Martirosyan Equations
NASA Astrophysics Data System (ADS)
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Chitsomboon, T.; Tiwari, S.N.
1986-08-01
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.
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Electrocardiogram classification using delay differential equations
NASA Astrophysics Data System (ADS)
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J.; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Robust estimation for ordinary differential equation models.
Cao, J; Wang, L; Xu, J
2011-12-01
Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. PMID:21401565
Patchwork sampling of stochastic differential equations
NASA Astrophysics Data System (ADS)
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
A complex Noether approach for variational partial differential equations
NASA Astrophysics Data System (ADS)
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
Stochastic partial differential equations in turbulence related problems
NASA Technical Reports Server (NTRS)
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
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.
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
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…
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…
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081
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…
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…
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…
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
NASA 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.
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…
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…
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…
New exact solutions to some difference differential equations
NASA Astrophysics Data System (ADS)
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
NASA Astrophysics Data System (ADS)
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N. Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Rational approximations to solutions of linear differential equations
Chudnovsky, D. V.; Chudnovsky, G. V.
1983-01-01
Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be “better” than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the “Roth's theorem” holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions. PMID:16593357
A neuro approach to solve fuzzy Riccati differential equations
NASA Astrophysics Data System (ADS)
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
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.
Almost automorphic solutions for some partial functional differential equations
NASA Astrophysics Data System (ADS)
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Emad A-B., Abdel-Salam; Gamal, F. Hassan
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Nonlinear ordinary differential equations: A discussion on symmetries and singularities
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos; Leach, P. G. L.
2016-06-01
Two essential methods, the symmetry analysis and the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations is the purpose of this work. The main similarities and the differences of these two different methods are discussed.
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature. PMID:25077054
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
ERIC Educational Resources Information Center
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Symmetries of stochastic differential equations: A geometric approach
NASA Astrophysics Data System (ADS)
De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2016-06-01
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Rough differential equations driven by signals in Besov spaces
NASA Astrophysics Data System (ADS)
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
NASA Astrophysics Data System (ADS)
Bui-Thanh, Tan
2015-08-01
By revisiting the basic Godunov approach for system of linear hyperbolic Partial Differential Equations (PDEs) we show that it is hybridizable. As such, it is a natural recipe for us to constructively and systematically establish a unified hybridized discontinuous Galerkin (HDG) framework for a large class of PDEs including those of Friedrichs' type. The unification is fourfold. First, it provides a single constructive procedure to devise HDG schemes for elliptic, parabolic, hyperbolic, and mixed-type PDEs. The key that we exploit is the fact that, for many PDEs, irrespective of their type, the first order form is a hyperbolic system. Second, it reveals the nature of the trace unknowns as the upwind states. Third, it provides a parameter-free HDG framework, and hence eliminating the "usual complaint" that HDG is a parameter-dependent method. Fourth, it allows us to rediscover most existing HDG methods and furthermore discover new ones. We apply the proposed unified framework to three different PDEs: the convection-diffusion-reaction equation, the Maxwell equation in frequency domain, and the Stokes equation. The purpose is to present a step-by-step construction of various HDG methods, including the most economic ones with least trace unknowns, by exploiting the particular structure of the underlying PDEs. The well-posedness of the resulting HDG schemes, i.e. the existence and uniqueness of the HDG solutions, is proved. The well-posedness result is also extended and proved for abstract Friedrichs' systems. We also discuss variants of the proposed unified framework and extend them to the popular Lax-Friedrichs flux and to nonlinear PDEs. Numerical results for transport equation, convection-diffusion equation, compressible Euler equation, and shallow water equation are presented to support the unification framework.
Chaotic Dynamics in Partial Differential Equations.
NASA Astrophysics Data System (ADS)
Li, Yanguang
The existence of chaotic behavior, for a certain damped and driven perturbation of the nonlinear Schroedinger equation under even periodic boundary conditions, is established. More specifically, the existence of a symmetric pair of homoclinic orbits is established for the perturbed NLS equation through two main arguments: Argument 1 is a combination of Melnikov analysis and a geometric singular perturbation theory for the pde. The geometric singular perturbation theory involves the theory of persistence of invariant manifolds for the pde and the theory of Hadamard-Fenichel fiber coordinatization for those invariant manifolds. Argument 2 is a purely geometric argument. Finally, an argument is sketched which, we believe, provides a core of an existence proof for Smale "horseshoes" and a symbolic dynamics in a neighborhood of the persistent homoclinic orbits.
NASA Technical Reports Server (NTRS)
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
Student Difficulties with Units in Differential Equations in Modelling Contexts
ERIC Educational Resources Information Center
Rowland, David R.
2006-01-01
First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…
The Use of Kruskal-Newton Diagrams for Differential Equations
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Local Analytic Solutions of a Functional Differential Equation
NASA Astrophysics Data System (ADS)
Liu, Lingxia
This paper is concerned with the existence of analytic solutions of an iterative functional differential equation. Employing the method of majorant series, we need to discuss the constant α given in Schröder transformation. we study analytic solutions of the equation in the case of α at resonance and the case of α near resonance under the Brjuno condition.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
FORSIM. Solution of Partial or Ordinary Differential Equations
Chiao, P.
1980-10-10
FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration.
Stochastic differential equations for non-linear hydrodynamics
NASA Astrophysics Data System (ADS)
Español, Pep
1998-02-01
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stres tensor and random heat flux as in the Landau and Lifshitz theory. However, the equations are non-linear and the random forces are non-Gaussian. We provide explicit expressions for these random quantities in terms of the well-defined increments of the Wienner process.
Integro-differential diffusion equation and neutron scattering experiment
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2015-02-01
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.
Similarity analysis of differential equations by Lie group.
NASA Technical Reports Server (NTRS)
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Generating functionals and Lagrangian partial differential equations
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
Solving constant-coefficient differential equations with dielectric metamaterials
NASA Astrophysics Data System (ADS)
Zhang, Weixuan; Qu, Che; Zhang, Xiangdong
2016-07-01
Recently, the concept of metamaterial analog computing has been proposed (Silva et al 2014 Science 343 160–3). Some mathematical operations such as spatial differentiation, integration, and convolution, have been performed by using designed metamaterial blocks. Motivated by this work, we propose a practical approach based on dielectric metamaterial to solve differential equations. The ordinary differential equation can be solved accurately by the correctly designed metamaterial system. The numerical simulations using well-established numerical routines have been performed to successfully verify all theoretical analyses.