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Sample records for algebra differential equations

  1. Symmetry algebras of linear differential equations

    NASA Astrophysics Data System (ADS)

    Shapovalov, A. V.; Shirokov, I. V.

    1992-07-01

    The local symmetries of linear differential equations are investigated by means of proven theorems on the structure of the algebra of local symmetries of translationally and dilatationally invariant differential equations. For a nonparabolic second-order equation, the absence of nontrivial nonlinear local symmetries is proved. This means that the local symmetries reduce to the Lie algebra of linear differential symmetry operators. For the Laplace—Beltrami equation, all local symmetries reduce to the enveloping algebra of the algebra of the conformal group.

  2. 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.

  3. 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.

  4. Algebraic and geometric structures of analytic partial differential equations

    NASA Astrophysics Data System (ADS)

    Kaptsov, O. V.

    2016-11-01

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

  5. A Geometric Treatment of Implicit Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Rabier, P. J.; Rheinboldt, W. C.

    A differential-geometric approach for proving the existence and uniqueness of implicit differential-algebraic equations is presented. It provides for a significant improvement of an earlier theory developed by the authors as well as for a completely intrinsic definition of the index of such problems. The differential-algebraic equation is transformed into an explicit ordinary differential equation by a reduction process that can be abstractly defined for specific submanifolds of tangent bundles here called reducible π-submanifolds. Local existence and uniqueness results for differential-algebraic equations then follow directly from the final stage of this reduction by means of an application of the standard theory of ordinary differential equations.

  6. Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations

    DTIC Science & Technology

    2014-07-01

    non- linear hybrid systems by linear algebraic methods. In Radhia Cousot and Matthieu Martel, editors, SAS, volume 6337 of LNCS, pages 373–389. Springer...Tarski. A decision method for elementary algebra and geometry. Bulletin of the American Mathematical Society, 59, 1951. [36] Wolfgang Walter. Ordinary...Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations Khalil Ghorbal1 Andrew Sogokon2 André Platzer1 July 2014

  7. Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations

    SciTech Connect

    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.

  8. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

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

  9. The exotic conformal Galilei algebra and nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Cherniha, Roman; Henkel, Malte

    2010-09-01

    The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.

  10. Analytical solutions for systems of partial differential-algebraic equations.

    PubMed

    Benhammouda, Brahim; Vazquez-Leal, Hector

    2014-01-01

    This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.

  11. Computing spacetime curvature via differential-algebraic equations

    SciTech Connect

    Ashby, S.F.; Lee, S.L.; Petzold, L.R.; Saylor, P.E.; Seidel, E.

    1996-01-01

    The equations that govern the behavior of physical systems can often solved numerically using a method of lines approach and differential-algebraic equation (DAE) solvers. For example, such an approach can be used to solve the Einstein field equations of general relativity, and thereby simulate significant astrophysical events. In this paper, we describe some preliminary work in which two model problems in general relativity are formulated, spatially discretized, and then numerically solved as a DAE. In particular, we seek to reproduce the solution to the spherically symmetric Schwarzschild spacetime. This is an important testbed calculation in numerical relativity since the solution is the steady-state for the collision of two (or more) non-rotating black holes. Moreover, analytic late-time properties of the Schwarzschild spacetime are well known and can be used the accuracy of the simulation.

  12. Finite Difference Methods for Time-Dependent, Linear Differential Algebraic Equations

    DTIC Science & Technology

    1993-10-27

    Time-Dependent, Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 T r e n - sa le; its tot puba"- c. 2 ed...1993 Finite Difference Methods for Time-Dependent, I Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT2...LINEAR DIFFERENTIAL ALGEBRAIC EQUATIONS 1 BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 ABSTRACT. Recently the authors developed a global reduction

  13. The coquaternion algebra and complex partial differential equations

    NASA Astrophysics Data System (ADS)

    Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir

    2009-11-01

    In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.

  14. Richards' Equation and its Constitutive Relations as a System of Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Murray, S. K.; Mead, J. L.

    2007-12-01

    Richards' Equation is commonly used to understand how water flows in unsaturated soils. We present a new formulation of Richards' Equation which will allow us to incorporate model and observation errors. In addition, we can address spatial and temporal inconsistencies existing between the model and observations. There are two basic formulations for Richards' Equation: the pressure head form and the mixed form, the latter of which explicitly incorporates soil moisture content. The mixed form is typically solved using HYDRUS, a freely available program that uses finite elements with Picard iteration to handle the nonlinearities. However, recent results suggest considering Richards' Equation as a differential-algebraic equation (DAE), where the algebraic models for soil moisture content (van Genuchten's equation) is solved simultaneously with Richards' Equation (Kees, et. al., 2002). This formulation can give more accurate forward model solutions, however, we note that it also allows us to consider the uncertainties in the pressure head ψ and the soil moister content θ during the inversion process. We extend the DAE formulation to include the algebraic constraint for hydraulic conductivity K, so that its uncertainty can also be considered in an inversion. This poster focuses on the efficiency and accuracy of the forward numerical solution of this particular DAE formulation of Richards' Equation and how it compares to other forward solutions, such as HYDRUS.

  15. Runge-Kutta collocation methods for differential-algebraic equations of indices 2 and 3

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2012-10-01

    Stiffly accurate Runge-Kutta collocation methods with explicit first stage are examined. The parameters of these methods are chosen so as to minimize the errors in the solutions to differential-algebraic equations of indices 2 and 3. This construction results in methods for solving such equations that are superior to the available Runge-Kutta methods.

  16. Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

    ERIC Educational Resources Information Center

    Maat, Siti Mistima; Zakaria, Effandi

    2011-01-01

    Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

  17. A fifth order implicit method for the numerical solution of differential-algebraic equations

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2015-06-01

    An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.

  18. Lie algebras of conservation laws of variational ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Fiorani, Emanuele; Spiro, Andrea

    2015-02-01

    We establish a new version of the first Noether Theorem, according to which the (equivalence classes of) first integrals of given Euler-Lagrange equations in one independent variable are in exact one-to-one correspondence with the (equivalence classes of) vector fields satisfying two simple geometric conditions, namely they simultaneously preserve the holonomy distribution of the jets space and the action from which the Euler-Lagrange equations are derived.

  19. Dependence of solutions of nonsmooth differential-algebraic equations on parameters

    NASA Astrophysics Data System (ADS)

    Stechlinski, Peter G.; Barton, Paul I.

    2017-02-01

    The well-posedness of nonsmooth differential-algebraic equations (DAEs) is investigated. More specifically, semi-explicit DAEs with Carathéodory-style assumptions on the differential right-hand side functions and local Lipschitz continuity assumptions on the algebraic equations. The DAEs are classified as having differential index one in a generalized sense; solution regularity is formulated in terms of projections of generalized (Clarke) Jacobians. Existence of solutions is derived under consistency and regularity of the initial data. Uniqueness of a solution is guaranteed under analogous Carathéodory ordinary-differential equation uniqueness assumptions. The continuation of solutions is established and sufficient conditions for continuous and Lipschitzian parametric dependence of solutions are also provided. To accomplish these results, a theoretical tool for analyzing nonsmooth DAEs is provided in the form of an extended nonsmooth implicit function theorem. The findings here are a natural extension of classical results and lay the foundation for further theoretical and computational analyses of nonsmooth DAEs.

  20. Modeling boyciana-fish-human interaction with partial differential algebraic equations.

    PubMed

    Jiang, Yushan; Zhang, Qingling; Wang, Haiyan

    2016-07-01

    Under the influence of human population distribution, the boyciana-fish ecological system is considered. First, the system can be described as a nonlinear partial differential algebraic equations system (PDAEs) with Neumann boundary conditions and ratio-dependent functional response. Second, we examine the system's persistence properties: the loacl stabilities of positive steady states, the absorbtion region and the global stability. And the proposed approach is illustrated by numerical simulation. Finally, by using the realistic data collected in the past fourteen years, the PDAEs parameter optimization model is built to predict the boyciana population.

  1. Discontinuous initial value problems for functional differential-algebraic equations of mixed type

    NASA Astrophysics Data System (ADS)

    d'Albis, H.; Augeraud-Véron, E.; Hupkes, H. J.

    We study the well-posedness of initial value problems for nonlinear functional differential-algebraic equations of mixed type. We are interested in solutions to such problems that admit a single jump discontinuity at time zero. We focus specially on the question whether unstable equilibria can be stabilized by appropriately choosing the size of the jump discontinuity. We illustrate our techniques by analytically studying an economic model for the interplay between inflation and interest rates. In particular, we investigate under which circumstances the central bank can prevent runaway inflation by appropriately hiking the interest rate.

  2. Numerical methods for boundary value problems in differential-algebraic equations

    SciTech Connect

    Ascher, U.M. . Dept. of Computer Science); Petzold, L.R. )

    1990-09-24

    Differential-algebraic equation (DAE) boundary value problems arise in a variety of applications, including optimal control and parameter estimation for constrained systems. In this paper we survey these applications and explore some of the difficulties associated with solving the resulting DAE systems. For finite difference methods, the need to maintain stability in the differential part of the system often necessitates the use of methods based on symmetric discretizations. However, these methods can suffer from instability and loss of accuracy when applied to certain DAE systems. We describe a new class of methods, Projected Implicit Runge-Kutta Methods, which overcomes these difficulties. We give convergence and stability results, and present numerical experiments which illustrate the effectiveness of the new methods. 20 refs., 1 tab.

  3. On the Virasoro Structure of Symmetry Algebras of Nonlinear Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Güngör, Faruk

    2006-01-01

    We discuss Lie algebras of the Lie symmetry groups of two generically non-integrable equations in one temporal and two space dimensions arising in different contexts. The first is a generalization of the KP equation and contains 9 arbitrary functions of one and two arguments. The second one is a system of PDEs that depend on some physical parameters. We require that these PDEs are invariant under a Kac-Moody-Virasoro algebra. This leads to several limitations on the coefficients (either functions or parameters) under which equations are prime candidates for being integrable.

  4. On first- and second-order difference schemes for differential-algebraic equations of index at most two

    NASA Astrophysics Data System (ADS)

    Bulatov, M. V.; Ming-Gong, Lee; Solovarova, L. S.

    2010-11-01

    Difference schemes of the Euler and trapezoidal types for the numerical solution of the initial-value problem for linear differential-algebraic equations are examined. These schemes are analyzed for model examples, and their superiority over the familiar first- and second-order implicit methods is shown. Conditions for the convergence of the proposed algorithms are formulated.

  5. Analyzing the nonlinear vibrational wave differential equation for the simplified model of Tower Cranes by Algebraic Method

    NASA Astrophysics Data System (ADS)

    Akbari, M. R.; Ganji, D. D.; Ahmadi, A. R.; Kachapi, Sayyid H. Hashemi

    2014-03-01

    In the current paper, a simplified model of Tower Cranes has been presented in order to investigate and analyze the nonlinear differential equation governing on the presented system in three different cases by Algebraic Method (AGM). Comparisons have been made between AGM and Numerical Solution, and these results have been indicated that this approach is very efficient and easy so it can be applied for other nonlinear equations. It is citable that there are some valuable advantages in this way of solving differential equations and also the answer of various sets of complicated differential equations can be achieved in this manner which in the other methods, so far, they have not had acceptable solutions. The simplification of the solution procedure in Algebraic Method and its application for solving a wide variety of differential equations not only in Vibrations but also in different fields of study such as fluid mechanics, chemical engineering, etc. make AGM be a powerful and useful role model for researchers in order to solve complicated nonlinear differential equations.

  6. Methods of Power Geometry in Asymptotic Analysis of Solutions to Algebraic or Differential Equations

    NASA Astrophysics Data System (ADS)

    Goryuchkina, Irina

    2010-06-01

    Here we present some basic ideas of the plane Power Geometry to study asymptotic behavior of solutions to differential equations. We consider two examples for demonstration of these methods and two applications the methods.

  7. A functional realization of 𝔰𝔩(3, ℝ) providing minimal Vessiot-Guldberg-Lie algebras of nonlinear second-order ordinary differential equations as proper subalgebras

    NASA Astrophysics Data System (ADS)

    Campoamor-Stursberg, R.

    2016-06-01

    A functional realization of the Lie algebra s l (" separators=" 3 , R) as a Vessiot-Guldberg-Lie algebra of second order differential equation (SODE) Lie systems is proposed. It is shown that a minimal Vessiot-Guldberg-Lie algebra L V G is obtained from proper subalgebras of s l (" separators=" 3 , R) for each of the SODE Lie systems of this type by particularization of one functional and two scalar parameters of the s l (" separators=" 3 , R) -realization. The relation between the various Vessiot-Guldberg-Lie algebras by means of a limiting process in the scalar parameters further allows to define a notion of contraction of SODE Lie systems.

  8. Static friction, differential algebraic systems and numerical stability

    NASA Astrophysics Data System (ADS)

    Chen, Jian; Schinner, Alexander; Matuttis, Hans-Georg

    We show how Differential Algebraic Systems (Ordinary Differential Equations with algebraic constraints) in mechanics are affected by stability issues and we implement Lubich's projection method to reduce the error to practically zero. Then, we explain how the "numerically exact" implementation for static friction by Differential Algebraic Systems can be stabilized. We conclude by comparing the corresponding steps in the "Contact mechanics" introduced by Moreau.

  9. Fully Implicit Temporal Integration of Index One Differential-Algebraic Equations from Nonlinear Porous Media Flow

    NASA Astrophysics Data System (ADS)

    Miller, C. T.; Kees, C. E.

    2002-12-01

    Time integration methods that adapt in both the order of approximation and time step have been shown to provide efficient solutions for Richards' equation. In this work, we extend the same method of lines approach to solve a set of two-phase flow formulations and address some mass conservation issues from the previous work. We analyze these formulations and the nonlinear systems that result from applying the integration methods, placing particular emphasis on their index, range of applicability, and mass conservation characteristics. We conduct numerical experiments to study the behavior of the numerical models for three test problems. We demonstrate that higher order integration in time is more efficient than standard low-order methods for a variety of practical grids and integration tolerances, that the adaptive scheme successfully varies the step size in response to changing conditions, and that mass balance can be maintained efficiently using variable-order integration and an appropriately chosen numerical model formulation.

  10. Application of reduced order modeling techniques to problems in heat conduction, isoelectric focusing and differential algebraic equations

    NASA Astrophysics Data System (ADS)

    Mathai, Pramod P.

    the uncertainty in the parameters of the differential equations. There is a clear need to design better experiments for IEF without the current overhead of expensive chemicals and labor. We show how with a simpler modeling of the underlying chemistry, we can still achieve the accuracy that has been achieved in existing literature for modeling small ranges of pH (hydrogen ion concentration) in IEF, but with far less computational time. We investigate a further reduction of time by modeling the IEF problem using the Proper Orthogonal Decomposition (POD) technique and show why POD may not be sufficient due to the underlying constraints. The final problem that we address in this thesis addresses a certain class of dynamics with high stiffness - in particular, differential algebraic equations. With the help of simple examples, we show how the traditional POD procedure will fail to model certain high stiffness problems due to a particular behavior of the vector field which we will denote as twist. We further show how a novel augmentation to the traditional POD algorithm can model-reduce problems with twist in a computationally cheap manner without any additional data requirements.

  11. Degeneration of Trigonometric Dynamical Difference Equations for Quantum Loop Algebras to Trigonometric Casimir Equations for Yangians

    NASA Astrophysics Data System (ADS)

    Balagović, Martina

    2015-03-01

    We show that, under Drinfeld's degeneration (Proceedings of the International Congress of Mathematicians. American Mathematical Society, Providence, pp 798-820, 1987) of quantum loop algebras to Yangians, the trigonometric dynamical difference equations [Etingof and Varchenko (Adv Math 167:74-127, 2002)] for the quantum affine algebra degenerate to the trigonometric Casimir differential equations [Toledano Laredo (J Algebra 329:286-327, 2011)] for Yangians.

  12. LINPACK. Simultaneous Linear Algebraic Equations

    SciTech Connect

    Miller, M.A.

    1990-05-01

    LINPACK is a collection of FORTRAN subroutines which analyze and solve various classes of systems of simultaneous linear algebraic equations. The collection deals with general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridiagonal square matrices, as well as with least squares problems and the QR and singular value decompositions of rectangular matrices. A subroutine-naming convention is employed in which each subroutine name consists of five letters which represent a coded specification (TXXYY) of the computation done by that subroutine. The first letter, T, indicates the matrix data type. Standard FORTRAN allows the use of three such types: S REAL, D DOUBLE PRECISION, and C COMPLEX. In addition, some FORTRAN systems allow a double-precision complex type: Z COMPLEX*16. The second and third letters of the subroutine name, XX, indicate the form of the matrix or its decomposition: GE General, GB General band, PO Positive definite, PP Positive definite packed, PB Positive definite band, SI Symmetric indefinite, SP Symmetric indefinite packed, HI Hermitian indefinite, HP Hermitian indefinite packed, TR Triangular, GT General tridiagonal, PT Positive definite tridiagonal, CH Cholesky decomposition, QR Orthogonal-triangular decomposition, SV Singular value decomposition. The final two letters, YY, indicate the computation done by the particular subroutine: FA Factor, CO Factor and estimate condition, SL Solve, DI Determinant and/or inverse and/or inertia, DC Decompose, UD Update, DD Downdate, EX Exchange. The LINPACK package also includes a set of routines to perform basic vector operations called the Basic Linear Algebra Subprograms (BLAS).

  13. LINPACK. Simultaneous Linear Algebraic Equations

    SciTech Connect

    Dongarra, J.J.

    1982-05-02

    LINPACK is a collection of FORTRAN subroutines which analyze and solve various classes of systems of simultaneous linear algebraic equations. The collection deals with general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridiagonal square matrices, as well as with least squares problems and the QR and singular value decompositions of rectangular matrices. A subroutine-naming convention is employed in which each subroutine name consists of five letters which represent a coded specification (TXXYY) of the computation done by that subroutine. The first letter, T, indicates the matrix data type. Standard FORTRAN allows the use of three such types: S REAL, D DOUBLE PRECISION, and C COMPLEX. In addition, some FORTRAN systems allow a double-precision complex type: Z COMPLEX*16. The second and third letters of the subroutine name, XX, indicate the form of the matrix or its decomposition: GE General, GB General band, PO Positive definite, PP Positive definite packed, PB Positive definite band, SI Symmetric indefinite, SP Symmetric indefinite packed, HI Hermitian indefinite, HP Hermitian indefinite packed, TR Triangular, GT General tridiagonal, PT Positive definite tridiagonal, CH Cholesky decomposition, QR Orthogonal-triangular decomposition, SV Singular value decomposition. The final two letters, YY, indicate the computation done by the particular subroutine: FA Factor, CO Factor and estimate condition, SL Solve, DI Determinant and/or inverse and/or inertia, DC Decompose, UD Update, DD Downdate, EX Exchange. The LINPACK package also includes a set of routines to perform basic vector operations called the Basic Linear Algebra Subprograms (BLAS).

  14. A modular approach to modeling an isolated power system on a finite voltage bus using a differential algebraic equation solving routine

    NASA Astrophysics Data System (ADS)

    Kipps, Mark R.

    1994-03-01

    The modeling of power systems has been primarily driven by the commercial power utility industry. These models usually involve the assumption that system bus voltage and frequency are constant. However, in applications such as shipboard power systems this infinite bus assumption is not valid. This thesis investigates the modeling of a synchronous generator and various loads in a modular fashion on a finite bus. The simulation presented allows the interconnection of multiple state-space models via a bus voltage model. The major difficulty encountered in building a model which computes bus voltage at each time step is that bus voltage is a function of current and current derivative terms. Bus voltage is also an input to the state equations which produce the current and current derivatives. This creates an algebraic loop which is a form of implicit differential equation. A routine has been developed by Linda Petzold of Lawrence Livermore Laboratory for solving these types of equations. The routine, called Differential Algebraic System Solver (DASSL), has been implemented in a pre-release version of the software Advanced Continuous Simulation Language (ACSL) and has been made available to the Naval Postgraduate School on a trial basis. An isolated power system is modeled using this software and the DASSL routine. The system response to several dynamic situations is studied and the results are presented.

  15. An algebraic approach to the scattering equations

    NASA Astrophysics Data System (ADS)

    Huang, Rijun; Rao, Junjie; Feng, Bo; He, Yang-Hui

    2015-12-01

    We employ the so-called companion matrix method from computational algebraic geometry, tailored for zero-dimensional ideals, to study the scattering equations. The method renders the CHY-integrand of scattering amplitudes computable using simple linear algebra and is amenable to an algorithmic approach. Certain identities in the amplitudes as well as rationality of the final integrand become immediate in this formalism.

  16. On a Equation in Finite Algebraically Structures

    ERIC Educational Resources Information Center

    Valcan, Dumitru

    2013-01-01

    Solving equations in finite algebraically structures (semigroups with identity, groups, rings or fields) many times is not easy. Even the professionals can have trouble in such cases. Therefore, in this paper we proposed to solve in the various finite groups or fields, a binomial equation of the form (1). We specify that this equation has been…

  17. Multiscale Representation and Segmentation of Hyperspectral Imagery Using Geometric Partial Differential Equations and Algebraic Multigrid Methods (PREPRINT)

    DTIC Science & Technology

    2007-06-01

    simple iterative method such as Jacobi or Gauss - Seidel . The method used to coarsening the grid defines if the multigrid method is geometric or algebraic...chosen here is Gauss - Seidel (GS) [25]. We achieved the best rates of convergence for AMG using an implementation that on the finest grid corresponds to...a Symmetric- Red - Black GS, while on the other grids we alternate the order of relaxation as we did on the finest grid, but based only on the order

  18. Description of DASSL: a differential/algebraic system solver

    SciTech Connect

    Petzold, L.R.

    1982-09-01

    This paper describes a new code DASSL, for the numerical solution of implicit systems of differential/algebraic equations. These equations are written in the form F(t,y,y') = 0, and they can include systems which are substantially more complex than standard form ODE systems y' = f(t,y). Differential/algebraic equations occur in several diverse applications in the physical world. We outline the algorithms and strategies used in DASSL, and explain some of the features of the code. In addition, we outline briefly what needs to be done to solve a problem using DASSL.

  19. Parametrically defined differential equations

    NASA Astrophysics Data System (ADS)

    Polyanin, A. D.; Zhurov, A. I.

    2017-01-01

    The paper deals with nonlinear ordinary differential equations defined parametrically by two relations. It proposes techniques to reduce such equations, of the first or second order, to standard systems of ordinary differential equations. It obtains the general solution to some classes of nonlinear parametrically defined ODEs dependent on arbitrary functions. It outlines procedures for the numerical solution of the Cauchy problem for parametrically defined differential equations.

  20. 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.)

  1. 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.

  2. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

  3. Nonlinear differential equations

    SciTech Connect

    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.

  4. Is the full susceptibility of the square-lattice Ising model a differentially algebraic function?

    NASA Astrophysics Data System (ADS)

    Guttmann, A. J.; Jensen, I.; Maillard, J.-M.; Pantone, J.

    2016-12-01

    We study the class of non-holonomic power series with integer coefficients that reduce, modulo primes, or powers of primes, to algebraic functions. In particular we try to determine whether the susceptibility of the square-lattice Ising model belongs to this class, and more broadly whether the susceptibility is a solution of a differentially algebraic equation. Initial results on Tutte's nonlinear ordinary differential equation (ODE) and other simple quadratic nonlinear ODEs suggest that a large set of differentially algebraic power series solutions with integer coefficients might reduce to algebraic functions modulo primes, or powers of primes. Since diagonals of rational functions are well-known to reduce, modulo primes, or powers of primes, to algebraic functions, a large subset of differentially algebraic power series with integer coefficients may be viewed as a natural ‘nonlinear’ generalisation of diagonals of rational functions. Here we give several examples of series with integer coefficients and non-zero radius of convergence that reduce to algebraic functions modulo (almost) every prime (or power of a prime). These examples satisfy differentially algebraic equations with the encoding polynomial occasionally possessing quite high degree (and thus difficult to identify even with long series). These examples shed important light on the very nature of such differentially algebraic series. Additionally, we have extended both the high- and low-temperature Ising square-lattice susceptibility series to 5043 coefficients. We find that even this long series is insufficient to determine whether it reduces to algebraic functions modulo 3, 5, etc. This negative result is in contrast to the comparatively easy confirmation that the corresponding series reduce to algebraic functions modulo powers of 2. Finally we show that even with 5043 terms we are unable to identify an underlying differentially algebraic equation for the susceptibility, ruling out a number of

  5. A New Reynolds Stress Algebraic Equation Model

    NASA Technical Reports Server (NTRS)

    Shih, Tsan-Hsing; Zhu, Jiang; Lumley, John L.

    1994-01-01

    A general turbulent constitutive relation is directly applied to propose a new Reynolds stress algebraic equation model. In the development of this model, the constraints based on rapid distortion theory and realizability (i.e. the positivity of the normal Reynolds stresses and the Schwarz' inequality between turbulent velocity correlations) are imposed. Model coefficients are calibrated using well-studied basic flows such as homogeneous shear flow and the surface flow in the inertial sublayer. The performance of this model is then tested in complex turbulent flows including the separated flow over a backward-facing step and the flow in a confined jet. The calculation results are encouraging and point to the success of the present model in modeling turbulent flows with complex geometries.

  6. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

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

    1960-05-10

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

  7. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

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

  8. 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…

  9. 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…

  10. New routines for algebraic programming of the Dirac equation

    SciTech Connect

    Cotaescu, I.I.; Vulcanov, D.N.

    1997-04-01

    We present new procedures in the REDUCE language for algebraic programming of the Dirac equation on curved space-time. The main part of the program is a package of routines defining the Pauli and Dirac matrix algebras. Then the Dirac equation is obtained using the facilities of the EXCALC package. Finally we present some results obtained after running our procedures for the Dirac equation on several curved space-times.

  11. Algebraic methods for the solution of some linear matrix equations

    NASA Technical Reports Server (NTRS)

    Djaferis, T. E.; Mitter, S. K.

    1979-01-01

    The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

  12. A Hierarchy of Proof Rules for Checking Differential Invariance of Algebraic Sets

    DTIC Science & Technology

    2014-11-01

    A Hierarchy of Proof Rules for Checking Differential Invariance of Algebraic Sets Khalil Ghorbal1 Andrew Sogokon2 André Platzer1 November 2014 CMU...COVERED 00-00-2014 to 00-00-2014 4. TITLE AND SUBTITLE A Hierarchy of Proof Rules for Checking Differential Invariance of Algebraic Sets 5a...of polynomial ordinary differential equations. Problems of this nature arise in formal verification of continuous and hybrid dynamical systems, where

  13. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1974-01-01

    For perturbed nonlinear systems, a norm, other than the supremum norm, is introduced on some spaces of continuous functions. This makes possible the study of new types of behavior. A study is presented on a perturbed nonlinear differential equation defined on a half line, and the existence of a family of solutions with special boundedness properties is established. The ideas developed are applied to the study of integral manifolds, and examples are given.

  14. Exact solution of some linear matrix equations using algebraic methods

    NASA Technical Reports Server (NTRS)

    Djaferis, T. E.; Mitter, S. K.

    1977-01-01

    A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

  15. Comparative study of homotopy continuation methods for nonlinear algebraic equations

    NASA Astrophysics Data System (ADS)

    Nor, Hafizudin Mohamad; Ismail, Ahmad Izani Md.; Majid, Ahmad Abd.

    2014-07-01

    We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).

  16. Differential geometry on Hopf algebras and quantum groups

    SciTech Connect

    Watts, Paul

    1994-12-15

    The differential geometry on a Hopf algebra is constructed, by using the basic axioms of Hopf algebras and noncommutative differential geometry. The space of generalized derivations on a Hopf algebra of functions is presented via the smash product, and used to define and discuss quantum Lie algebras and their properties. The Cartan calculus of the exterior derivative, Lie derivative, and inner derivation is found for both the universal and general differential calculi of an arbitrary Hopf algebra, and, by restricting to the quasitriangular case and using the numerical R-matrix formalism, the aforementioned structures for quantum groups are determined.

  17. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1972-01-01

    The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t,y) + F(t,y). The unperturbed system x = f(t,x) has a dichotomy in which some solutions exist and are well behaved as t increases to infinity, and some solution exists and are well behaved as t decreases to minus infinity. A similar study is made for a perturbed nonlinear differential equation defined on a half line, R+, and the existence of a family of solutions with special boundedness properties is established. The ideas are applied to integral manifolds.

  18. Algebraic approximations for transcendental equations with applications in nanophysics

    NASA Astrophysics Data System (ADS)

    Barsan, Victor

    2015-09-01

    Using algebraic approximations of trigonometric or hyperbolic functions, a class of transcendental equations can be transformed in tractable, algebraic equations. Studying transcendental equations this way gives the eigenvalues of Sturm-Liouville problems associated to wave equation, mainly to Schroedinger equation; these algebraic approximations provide approximate analytical expressions for the energy of electrons and phonons in quantum wells, quantum dots (QDs) and quantum wires, in the frame of one-particle models of such systems. The advantage of this approach, compared to the numerical calculations, is that the final result preserves the functional dependence on the physical parameters of the problem. The errors of this method, situated between some few percentages and ?, are carefully analysed. Several applications, for quantum wells, QDs and quantum wires, are presented.

  19. Stability of Linear Equations--Algebraic Approach

    ERIC Educational Resources Information Center

    Cherif, Chokri; Goldstein, Avraham; Prado, Lucio M. G.

    2012-01-01

    This article could be of interest to teachers of applied mathematics as well as to people who are interested in applications of linear algebra. We give a comprehensive study of linear systems from an application point of view. Specifically, we give an overview of linear systems and problems that can occur with the computed solution when the…

  20. Exact solution of some linear matrix equations using algebraic methods

    NASA Technical Reports Server (NTRS)

    Djaferis, T. E.; Mitter, S. K.

    1979-01-01

    Algebraic methods are used to construct the exact solution P of the linear matrix equation PA + BP = - C, where A, B, and C are matrices with real entries. The emphasis of this equation is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The paper is divided into six sections which include the proof of the basic lemma, the Liapunov equation, and the computer implementation for the rational, integer and modular algorithms. Two numerical examples are given and the entire calculation process is depicted.

  1. Solution of partial differential equations by agent-based simulation

    NASA Astrophysics Data System (ADS)

    Szilagyi, Miklos N.

    2014-01-01

    The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism.

  2. Spurious Roots in the Algebraic Dirac Equation

    NASA Astrophysics Data System (ADS)

    Pestka, Grzegorz

    The nature of spurious roots discovered by Drake and Goldman [G. W. F. Drake and S. P. Goldman, Phys. Rev. A 23, 2093 (1981)] among solutions of the algebraic Dirac Hamiltonian eigenvalue problem is discussed. It is shown that the spurious roots represent the positive spectrum states of the Dirac Hamiltonian and that each of them has its variational non-relativistic counterpart. Sufficient conditions to avoid the appearance of the spuriouses in the forbidden gap of Dirac energies are formulated. Numerical examples for κ = 1 ( P1/2) states of an electron in a spherical Coulomb potential (in Slater-type bases) are presented.

  3. Algebraic characteristics and satisfiability threshold of random Boolean equations

    NASA Astrophysics Data System (ADS)

    Guo, Binghui; Wei, Wei; Sun, Yifan; Zheng, Zhiming

    2010-03-01

    The satisfiability of a class of random Boolean equations named massive algebraic system septated to linear and nonlinear subproblems is studied in this paper. On one hand, the correlation between the magnetization of generators and the clustering of solutions of the linear subproblem is investigated by analyzing the Gaussian elimination process. On the other hand, the characteristics of maximal elements of solutions of the nonlinear subproblem are studied by introducing the partial order among solutions. Based on the algebraic characteristics of these two subproblems, the upper and lower bounds of satisfiability threshold of massive algebraic system are obtained by unit-clause propagation and leaf-removal process, and coincide as the ratio of nonlinear equations q>0.739 in which analytical values of the satisfiability threshold can be derived. Furthermore, a complete algorithm with heuristic decimation is proposed to observe the approximation of the satisfiability threshold, which performs more efficiently than the classical ones.

  4. Differential algebras without differentials: An easy C++ implementation

    SciTech Connect

    Michelotti, L.

    1989-03-01

    Automated differentiation can be motivated and explained rather plainly without any reference to infinitesimals or differentials whatsoever. We shall describe one possible approach in this paper. The method which we shall use will suggest its own implementation. However, FORTRAN is not the most natural language in which to carry it out. In the second section we shall describe an almost trivial implementation using C++. (Indeed, one of the motivations for writing this paper is to persuade militant FORTRAN extremists to invest the four or five days necessary to learn this powerful and easy language.) Take heed, however, that what we describe below is only a stripped-down implementation, written in three days, of differential algebra's most essential features; it is not as robust as and does not contain the battery of tools available in Berz's DA package, the product of a significant amount of work. 10 refs.

  5. 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.

  6. Hidden gauge structure of supersymmetric free differential algebras

    NASA Astrophysics Data System (ADS)

    Andrianopoli, Laura; D'Auria, Riccardo; Ravera, Lucrezia

    2016-08-01

    The aim of this paper is to clarify the role of the nilpotent fermionic generator Q ' introduced in [6] and appearing in the hidden supergroup underlying the free differential algebra (FDA) of D=11 supergravity.

  7. On Generating Discrete Integrable Systems via Lie Algebras and Commutator Equations

    NASA Astrophysics Data System (ADS)

    Zhang, Yu-Feng; Tam, Honwah

    2016-03-01

    In the paper, we introduce the Lie algebras and the commutator equations to rewrite the Tu-d scheme for generating discrete integrable systems regularly. By the approach the various loop algebras of the Lie algebra A1 are defined so that the well-known Toda hierarchy and a novel discrete integrable system are obtained, respectively. A reduction of the later hierarchy is just right the famous Ablowitz-Ladik hierarchy. Finally, via two different enlarging Lie algebras of the Lie algebra A1, we derive two resulting differential-difference integrable couplings of the Toda hierarchy, of course, they are all various discrete expanding integrable models of the Toda hierarchy. When the introduced spectral matrices are higher degrees, the way presented in the paper is more convenient to generate discrete integrable equations than the Tu-d scheme by using the software Maple. Supported by the National Natural Science Foundation of China under Grant No. 11371361, the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), and Hong Kong Research Grant Council under Grant No. HKBU202512, as well as the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016

  8. Cauchy problem and Green's functions for first order differential operators and algebraic quantization

    SciTech Connect

    Muehlhoff, Rainer

    2011-02-15

    Existence and uniqueness of advanced and retarded fundamental solutions (Green's functions) and of global solutions to the Cauchy problem is proved for a general class of first order linear differential operators on vector bundles over globally hyperbolic Lorentzian manifolds. This is a core ingredient to CAR-/CCR-algebraic constructions of quantum field theories on curved spacetimes, particularly for higher spin field equations.

  9. A Realizable Reynolds Stress Algebraic Equation Model

    NASA Technical Reports Server (NTRS)

    Shih, Tsan-Hsing; Zhu, Jiang; Lumley, John L.

    1993-01-01

    The invariance theory in continuum mechanics is applied to analyze Reynolds stresses in high Reynolds number turbulent flows. The analysis leads to a turbulent constitutive relation that relates the Reynolds stresses to the mean velocity gradients in a more general form in which the classical isotropic eddy viscosity model is just the linear approximation of the general form. On the basis of realizability analysis, a set of model coefficients are obtained which are functions of the time scale ratios of the turbulence to the mean strain rate and the mean rotation rate. The coefficients will ensure the positivity of each component of the mean rotation rate. These coefficients will ensure the positivity of each component of the turbulent kinetic energy - realizability that most existing turbulence models fail to satisfy. Separated flows over backward-facing step configurations are taken as applications. The calculations are performed with a conservative finite-volume method. Grid-independent and numerical diffusion-free solutions are obtained by using differencing schemes of second-order accuracy on sufficiently fine grids. The calculated results are compared in detail with the experimental data for both mean and turbulent quantities. The comparison shows that the present proposal significantly improves the predictive capability of K-epsilon based two equation models. In addition, the proposed model is able to simulate rotational homogeneous shear flows with large rotation rates which all conventional eddy viscosity models fail to simulate.

  10. Using trees to compute approximate solutions to ordinary differential equations exactly

    NASA Technical Reports Server (NTRS)

    Grossman, Robert

    1991-01-01

    Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.

  11. How Structure Sense for Algebraic Expressions or Equations Is Related to Structure Sense for Abstract Algebra

    ERIC Educational Resources Information Center

    Novotna, Jarmila; Hoch, Maureen

    2008-01-01

    Many students have difficulties with basic algebraic concepts at high school and at university. In this paper two levels of algebraic structure sense are defined: for high school algebra and for university algebra. We suggest that high school algebra structure sense components are sub-components of some university algebra structure sense…

  12. Invariant differential operators for non-compact Lie algebras parabolically related to conformal Lie algebras

    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.

  13. 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.

  14. Algebraic Structure of Discrete Zero Curvature Equations and Master Symmetries of Discrete Evolution Equations

    NASA Astrophysics Data System (ADS)

    Luo, Lin

    2017-02-01

    In this paper, based on a discrete spectral problem and the corresponding zero curvature representation, the isospectral and nonisospectral lattice hierarchies are proposed. An algebraic structure of discrete zero curvature equations is then established for such integrable systems. the commutation relations of Lax operators corresponding to the isospectral and non-isospectral lattice flows are worked out, the master symmetries of each lattice equation in the isospectral hierarchyand are generated, thus a τ-symmetry algebra for the lattice integrable systems is engendered from this theory. Supported by the National Science Foundation of China under Grant No. 11371244 and the Applied Mathematical Subject of SSPU under Grant No. XXKPY1604

  15. Remarks on the differential algebraic approach to particle beam optics by M. Berz

    SciTech Connect

    Garczynski, V.

    1992-12-31

    The underlying mathematical structure of the differential algebraic approach of M. Berz to particle beam optics is isomorphic to the familiar truncated polynomial algebra. Concrete examples of derivations in this algebra, consistent with the truncation operation, are given.

  16. Linear determining equations for differential constraints

    SciTech Connect

    Kaptsov, O V

    1998-12-31

    A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed.

  17. Solving the generalized Langevin equation with the algebraically correlated noise

    NASA Astrophysics Data System (ADS)

    Srokowski, T.; Płoszajczak, M.

    1998-04-01

    We solve the Langevin equation with the memory kernel. The stochastic force possesses algebraic correlations, proportional to 1/t. The velocity autocorrelation function and related quantities characterizing transport properties are calculated with the assumption that the system is in thermal equilibrium. Stochastic trajectories are simulated numerically, using the kangaroo process as a noise generator. Results of this simulation resemble Lévy walks with divergent moments of the velocity distribution. We consider motion of a Brownian particle, both without any external potential and in the harmonic oscillator field, in particular the escape from a potential well. The results are compared with memory-free calculations for the Brownian particle.

  18. 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…

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

    NASA Technical Reports Server (NTRS)

    Geddes, K. O.

    1977-01-01

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

  20. Differential graded Lie algebras and singularities of level sets of momentum mappings

    NASA Astrophysics Data System (ADS)

    Goldman, William M.; Millson, John J.

    1990-08-01

    The germ of an analytic variety X at a point x∈ X is said to be quadratic if it is bi-analytically isomorphic to the germ of a cone defined by a system of homogeneous quadratic equations at the origin. Arms, Marsden and Moncrief show in [2] that under certain conditions the analytic germ of a level set of a momentum mapping is quadratic. We discuss related ideas in a more algebraic context by associating to an affine Hamiltonian action a differential graded Lie algebra, which in the presence of an invariant positive complex structure, is formal in the sence of [5].

  1. Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients

    PubMed Central

    Boyko, Vyacheslav M.; Popovych, Roman O.; Shapoval, Nataliya M.

    2013-01-01

    Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach. PMID:23564972

  2. Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients.

    PubMed

    Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M

    2013-01-01

    Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach.

  3. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    PubMed

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

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

  4. Differential Invariants of the (2+1)-Dimensional Breaking Soliton Equation

    NASA Astrophysics Data System (ADS)

    Han, Zhong; Chen, Yong

    2016-09-01

    We construct the differential invariants of Lie symmetry pseudogroups of the (2+1)-dimensional breaking soliton equation and analyze the structure of the induced differential invariant algebra. Their syzygies and recurrence relations are classified. In addition, a moving frame and the invariantization of the breaking soliton equation are also presented. The algorithms are based on the method of equivariant moving frames.

  5. Hopf-algebraic structure of combinatorial objects and differential operators

    NASA Technical Reports Server (NTRS)

    Grossman, Robert; Larson, Richard G.

    1989-01-01

    A Hopf-algebraic structure on a vector space which has as basis a family of trees is described. Some applications of this structure to combinatorics and to differential operators are surveyed. Some possible future directions for this work are indicated.

  6. Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach

    SciTech Connect

    Toutounji, Mohamad

    2015-02-15

    This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.

  7. On the Lie Symmetry Algebras of the Stationary Schrödinger and Pauli Equations

    NASA Astrophysics Data System (ADS)

    Boldyreva, M. N.; Magazev, A. A.

    2017-02-01

    A general method for constructing first-order symmetry operators for the stationary Schrödinger and Pauli equations is proposed. It is proven that the Lie algebra of these symmetry operators is a one-dimensional extension of some subalgebra of an e(3) algebra. We also assemble a classification of stationary electromagnetic fields for which the Schrödinger (or Pauli) equation admits a Lie algebra of first-order symmetry operators.

  8. Supporting Students' Understanding of Linear Equations with One Variable Using Algebra Tiles

    ERIC Educational Resources Information Center

    Saraswati, Sari; Putri, Ratu Ilma Indra; Somakim

    2016-01-01

    This research aimed to describe how algebra tiles can support students' understanding of linear equations with one variable. This article is a part of a larger research on learning design of linear equations with one variable using algebra tiles combined with balancing method. Therefore, it will merely discuss one activity focused on how students…

  9. Generalized Ordinary Differential Equation Models.

    PubMed

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

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

  10. Differential algebra of the Painlevé property

    NASA Astrophysics Data System (ADS)

    Benes, G. N.; Previato, E.

    2010-10-01

    In the 1970s, self-similar solutions to integrable PDEs were found to satisfy the Painlevé condition. There ensued a proposal to linearize the Painlevé condition via inverse scattering, which apparently had no sequel. In this paper, we implement an inverse construction for the Baker function and the self-similar condition, to produce by differential algebra the nonlinear ODE through a linear problem.

  11. Systems of Nonlinear Hyperbolic Partial Differential Equations

    DTIC Science & Technology

    1997-12-01

    McKinney) Travelling wave solutions of the modified Korteweg - deVries -Burgers Equation . J. Differential Equations , 116 (1995), 448-467. 4. (with D.G...SUBTITLE Systems of Nonlinear Hyperbolic Partial Differential Equations 6. AUTHOR’S) Michael Shearer PERFORMING ORGANIZATION NAMES(S) AND...DISTRIBUTION CODE 13. ABSTRACT (Maximum 200 words) This project concerns properties of wave propagation in partial differential equations that are nonlinear

  12. 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

    2016-11-01

    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.

  13. An electric-analog simulation of elliptic partial differential equations using finite element theory

    USGS Publications Warehouse

    Franke, O.L.; Pinder, G.F.; Patten, E.P.

    1982-01-01

    Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.

  14. Sensitivity analysis and model reduction of nonlinear differential-algebraic systems. Final progress report

    SciTech Connect

    Petzold, L.R.; Rosen, J.B.

    1997-12-30

    Differential-algebraic equations arise in a wide variety of engineering and scientific problems. Relatively little work has been done regarding sensitivity analysis and model reduction for this class of problems. Efficient methods for sensitivity analysis are required in model development and as an intermediate step in design optimization of engineering processes. Reduced order models are needed for modelling complex physical phenomena like turbulent reacting flows, where it is not feasible to use a fully-detailed model. The objective of this work has been to develop numerical methods and software for sensitivity analysis and model reduction of nonlinear differential-algebraic systems, including large-scale systems. In collaboration with Peter Brown and Alan Hindmarsh of LLNL, the authors developed an algorithm for finding consistent initial conditions for several widely occurring classes of differential-algebraic equations (DAEs). The new algorithm is much more robust than the previous algorithm. It is also very easy to use, having been designed to require almost no information about the differential equation, Jacobian matrix, etc. in addition to what is already needed to take the subsequent time steps. The new algorithm has been implemented in a version of the software for solution of large-scale DAEs, DASPK, which has been made available on the internet. The new methods and software have been used to solve a Tokamak edge plasma problem at LLNL which could not be solved with the previous methods and software because of difficulties in finding consistent initial conditions. The capability of finding consistent initial values is also needed for the sensitivity and optimization efforts described in this paper.

  15. Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

    ERIC Educational Resources Information Center

    Camporesi, Roberto

    2011-01-01

    We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

  16. Learning partial differential equations via data discovery and sparse optimization

    NASA Astrophysics Data System (ADS)

    Schaeffer, Hayden

    2017-01-01

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

  17. Learning partial differential equations via data discovery and sparse optimization.

    PubMed

    Schaeffer, Hayden

    2017-01-01

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

  18. 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.

  19. 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…

  20. 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.

  1. Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

    NASA Technical Reports Server (NTRS)

    Ito, Kazufumi

    1987-01-01

    The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

  2. Stochastic differential equation model to Prendiville processes

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, Arifah

    2015-10-01

    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.

  3. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    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.

  4. Sparse dynamics for partial differential equations

    PubMed Central

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

    2013-01-01

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

  5. Discrete Surface Modelling Using Partial Differential Equations.

    PubMed

    Xu, Guoliang; Pan, Qing; Bajaj, Chandrajit L

    2006-02-01

    We use various nonlinear partial differential equations to efficiently solve several surface modelling problems, including surface blending, N-sided hole filling and free-form surface fitting. The nonlinear equations used include two second order flows, two fourth order flows and two sixth order flows. These nonlinear equations are discretized based on discrete differential geometry operators. The proposed approach is simple, efficient and gives very desirable results, for a range of surface models, possibly having sharp creases and corners.

  6. An efficient computer based wavelets approximation method to solve Fuzzy boundary value differential equations

    NASA Astrophysics Data System (ADS)

    Alam Khan, Najeeb; Razzaq, Oyoon Abdul

    2016-03-01

    In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.

  7. On integration of the first order differential equations in a finite terms

    NASA Astrophysics Data System (ADS)

    Malykh, M. D.

    2017-01-01

    There are several approaches to the description of the concept called briefly as integration of the first order differential equations in a finite terms or symbolical integration. In the report three of them are considered: 1.) finding of a rational integral (Beaune or Poincaré problem), 2.) integration by quadratures and 3.) integration when the general solution of given differential equation is an algebraical function of a constant (Painlevé problem). Their realizations in Sage are presented.

  8. Adaptice-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs)

    SciTech Connect

    2014-06-01

    ARKode is part of a software family called SUNDIALS: SUite of Nonlinear and Differential/ALgebraic equation Solvers [1]. The ARKode solver library provides an adaptive-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs) using Runge Kutta methods [2].

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

    PubMed

    Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

    2009-02-01

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

  10. Ordinary differential equation for local accumulation time.

    PubMed

    Berezhkovskii, Alexander M

    2011-08-21

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

  11. The Algebra Solution to Mathematics Reform: Completing the Equation

    ERIC Educational Resources Information Center

    Spielhagen, Frances R.

    2011-01-01

    How can we increase mathematics achievement among all students? This book provides a straightforward explanation of how changing mathematics tracking policies to provide algebra instruction to all students by at least eighth grade can bring about changes in both student achievement and teacher performance. Spielhagen chronicles the success of a…

  12. Extended trigonometric Cherednik algebras and nonstationary Schrödinger equations with delta-potentials

    NASA Astrophysics Data System (ADS)

    Hartwig, J. T.; Stokman, J. V.

    2013-02-01

    We realize an extended version of the trigonometric Cherednik algebra as affine Dunkl operators involving Heaviside functions. We use the quadratic Casimir element of the extended trigonometric Cherednik algebra to define an explicit nonstationary Schrödinger equation with delta-potential. We use coordinate Bethe ansatz methods to construct solutions of the nonstationary Schrödinger equation in terms of generalized Bethe wave functions. It is shown that the generalized Bethe wave functions satisfy affine difference Knizhnik-Zamolodchikov equations as functions of the momenta. The relation to the vector valued root system analogs of the quantum Bose gas on the circle with delta-function interactions is indicated.

  13. Laplace transform approach for solving integral equations using computer algebra system

    NASA Astrophysics Data System (ADS)

    Paneva-Konovska, Jordanka; Nikolova, Yanka

    2016-12-01

    The Laplace transform method, along with Computer Algebra Systems (CAS) "Maple" v. 13, are extremely successfully applied for solving a class of integral equations with an arbitrary order, including fractional order integral equations. The combining of both powerful approaches allows students more quickly, enjoyable and thoroughly to master the material.

  14. Cognitive Load in Algebra: Element Interactivity in Solving Equations

    ERIC Educational Resources Information Center

    Ngu, Bing Hiong; Chung, Siu Fung; Yeung, Alexander Seeshing

    2015-01-01

    Central to equation solving is the maintenance of equivalence on both sides of the equation. However, when the process involves an interaction of multiple elements, solving an equation can impose a high cognitive load. The balance method requires operations on both sides of the equation, whereas the inverse method involves operations on one side…

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

    NASA Astrophysics Data System (ADS)

    Camporesi, Roberto

    2011-06-01

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

  16. ZLIB++: Object-oriented numerical library for differential algebra

    SciTech Connect

    Malitsky, N.; Reshetov, A.; Yan, Y.

    1994-01-01

    New software engineering tools and object-oriented design have a great impact on the software development process. But in high energy physics all major packages were implemented in FORTRAN and porting of these codes to another language is rather complicated, primarily because of their huge size and heavy use of FORTRAN mathematical libraries. But some intrinsic accelerator concepts, such as nested structure of modern accelerators, look very pretty when implemented with the object-oriented approach. In this paper we present the object-oriented version of ZLIB, numerical library for differential algebra and show how the modern approaches can simplify the development and support of accelerator codes, decrease code size, and allow description of complex mathematical transformations by simple language.

  17. 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.

  18. 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.

  19. 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.

  20. A class of neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1972-01-01

    Formulation and study of the initial value problem for neutral functional differential equations. The existence, uniqueness, and continuation of solutions to this problem are investigated, and an analysis is made of the dependence of the solutions on the initial conditions and parameters, resulting in the derivation of a continuous dependence theorem in which the fundamental mathematical principles underlying the continuous dependence problem for a very general system of nonlinear neutral functional differential equations are separated out.

  1. The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

    ERIC Educational Resources Information Center

    Decker, Robert

    2011-01-01

    Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

  2. Solving the Langevin equation with stochastic algebraically correlated noise

    NASA Astrophysics Data System (ADS)

    Płoszajczak, M.; Srokowski, T.

    1997-05-01

    The long time tail in the velocity and force autocorrelation function has been found recently in molecular dynamics simulations of peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. In this paper we propose a Markovian process, the multidimensional kangaroo process, which permits the description of various algebraically correlated stochastic processes.

  3. The Hom-Yang-Baxter equation and Hom-Lie algebras

    SciTech Connect

    Yau, Donald

    2011-05-15

    Motivated by recent work on Hom-Lie algebras, a twisted version of the Yang-Baxter equation, called the Hom-Yang-Baxter equation (HYBE), was introduced by Yau [J. Phys. A 42, 165202 (2009)]. In this paper, several more classes of solutions of the HYBE are constructed. Some of the solutions of the HYBE are closely related to the quantum enveloping algebra of sl(2), the Jones-Conway polynomial, and Yetter-Drinfel'd modules. Under some invertibility conditions, we construct a new infinite sequence of solutions of the HYBE from a given one.

  4. Rational Legendre pseudospectral approach for solving nonlinear differential equations of Lane-Emden type

    NASA Astrophysics Data System (ADS)

    Parand, K.; Shahini, M.; Dehghan, Mehdi

    2009-12-01

    Lane-Emden equation is a nonlinear singular equation in the astrophysics that corresponds to the polytropic models. In this paper, a pseudospectral technique is proposed to solve the Lane-Emden type equations on a semi-infinite domain. The method is based on rational Legendre functions and Gauss-Radau integration. The method reduces solving the nonlinear ordinary differential equation to solve a system of nonlinear algebraic equations. The comparison of the results with the other numerical methods shows the efficiency and accuracy of this method.

  5. 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.

  6. Prediction of Algebraic Instabilities

    NASA Astrophysics Data System (ADS)

    Zaretzky, Paula; King, Kristina; Hill, Nicole; Keithley, Kimberlee; Barlow, Nathaniel; Weinstein, Steven; Cromer, Michael

    2016-11-01

    A widely unexplored type of hydrodynamic instability is examined - large-time algebraic growth. Such growth occurs on the threshold of (exponentially) neutral stability. A new methodology is provided for predicting the algebraic growth rate of an initial disturbance, when applied to the governing differential equation (or dispersion relation) describing wave propagation in dispersive media. Several types of algebraic instabilities are explored in the context of both linear and nonlinear waves.

  7. The ATOMFT integrator - Using Taylor series to solve ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Berryman, Kenneth W.; Stanford, Richard H.; Breckheimer, Peter J.

    1988-01-01

    This paper discusses the application of ATOMFT, an integration package based on Taylor series solution with a sophisticated user interface. ATOMFT has the capabilities to allow the implementation of user defined functions and the solution of stiff and algebraic equations. Detailed examples, including the solutions to several astrodynamics problems, are presented. Comparisons with its predecessor ATOMCC and other modern integrators indicate that ATOMFT is a fast, accurate, and easy method to use to solve many differential equation problems.

  8. Legendre-Tau approximation for functional differential equations. Part 3: Eigenvalue approximations and uniform stability

    NASA Technical Reports Server (NTRS)

    Ito, K.

    1984-01-01

    The stability and convergence properties of the Legendre-tau approximation for hereditary differential systems are analyzed. A charactristic equation is derived for the eigenvalues of the resulting approximate system. As a result of this derivation the uniform exponential stability of the solution semigroup is preserved under approximation. It is the key to obtaining the convergence of approximate solutions of the algebraic Riccati equation in trace norm.

  9. Differential invariants of feedback transformations for quasi-harmonic oscillation equations

    NASA Astrophysics Data System (ADS)

    Gritsenko, Dmitry S.; Kiriukhin, Oleg M.

    2017-03-01

    The goal and the main result of the paper is to provide a complete description of the field of rational differential invariants of one class of second order ordinary differential equations with scalar control parameter with respect to Lie pseudo-group of local feedback transformations. In particular, considered class describes behavior of conservative mechanical systems. We construct the class of rational differential invariants that separate regular orbits. It is well known that differential invariants form algebra with respect to the operation of addition and multiplication (Alekseevskij et al. 1991) [20]. In our case, constructed rational differential operators form a field (in algebraic sense). Rational differential invariants were studied by Rosenlicht (1956, 1963) [25,26], Kruglikov and Lychagin (2011) [24].

  10. The Effect of the Differentiated Teaching Approach in the Algebraic Learning Field on Students' Academic Achievements

    ERIC Educational Resources Information Center

    Bal, Ayten Pinar

    2016-01-01

    Problem Statement: Algebra, which is one of the basic principles of mathematical learning, still maintains its importance in mathematics programmes. However, especially starting from the primary school years, algebra represents a complex mathematical factor in the operational stage for many students. In this scope, a differentiated teaching…

  11. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

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

  12. 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.

  13. An Analytic Conception of Equation and Teachers' Views of School Algebra

    ERIC Educational Resources Information Center

    Chazan, Daniel; Yerushalmy, Michal; Leikin, Roza

    2008-01-01

    This interview study takes place in the context of a single small district in the United States. In the algebra curriculum of this district, there was a shift in the conception of equation, from a statement about unknown numbers to a question about the comparison of two functions over the domain of the real numbers. Using two of Shulman's…

  14. On a modification of minimal iteration methods for solving systems of linear algebraic equations

    NASA Astrophysics Data System (ADS)

    Yukhno, L. F.

    2010-04-01

    Modifications of certain minimal iteration methods for solving systems of linear algebraic equations are proposed and examined. The modified methods are shown to be superior to the original versions with respect to the round-off error accumulation, which makes them applicable to solving ill-conditioned problems. Numerical results demonstrating the efficiency of the proposed modifications are given.

  15. Alternative Representations for Algebraic Problem Solving: When Are Graphs Better than Equations?

    ERIC Educational Resources Information Center

    Mielicki, Marta K.; Wiley, Jennifer

    2016-01-01

    Successful algebraic problem solving entails adaptability of solution methods using different representations. Prior research has suggested that students are more likely to prefer symbolic solution methods (equations) over graphical ones, even when graphical methods should be more efficient. However, this research has not tested how representation…

  16. Solution of Algebraic Equations in the Analysis, Design, and Optimization of Continuous Ultrafiltration

    ERIC Educational Resources Information Center

    Foley, Greg

    2011-01-01

    Continuous feed and bleed ultrafiltration, modeled with the gel polarization model for the limiting flux, is shown to provide a rich source of non-linear algebraic equations that can be readily solved using numerical and graphical techniques familiar to undergraduate students. We present a variety of numerical problems in the design, analysis, and…

  17. Translation of Algebraic Equations and Its Relation to Formal Operational Reasoning.

    ERIC Educational Resources Information Center

    Niaz, Mansoor

    A large proportion of college students majoring in science are unable to translate even simple sentences into algebraic equations. Given the following sentence, "There are six times as many students (S) as professors (P) at this university," 37% of 150 freshmen engineering students in a study conducted in 1981 by Clement, Lockhead, and Monk wrote…

  18. Solution of the Schrodinger Equation for a Diatomic Oscillator Using Linear Algebra: An Undergraduate Computational Experiment

    ERIC Educational Resources Information Center

    Gasyna, Zbigniew L.

    2008-01-01

    Computational experiment is proposed in which a linear algebra method is applied to the solution of the Schrodinger equation for a diatomic oscillator. Calculations of the vibration-rotation spectrum for the HCl molecule are presented and the results show excellent agreement with experimental data. (Contains 1 table and 1 figure.)

  19. Algebraic construction of a Nambu bracket for the two-dimensional vorticity equation.

    PubMed

    Sommer, M; Brazda, K; Hantel, M

    2011-08-29

    So far fluid mechanical Nambu brackets have mainly been given on an intuitive basis. Alternatively an algorithmic construction of such a bracket for the two-dimensional vorticity equation is presented here. Starting from the Lie-Poisson form and its algebraic properties it is shown how the Nambu representation can be explicitly constructed as the continuum limit from the structure preserving Zeitlin discretization.

  20. New solutions of reflection equation derived from type B BMW algebras

    NASA Astrophysics Data System (ADS)

    Häring-Oldenburg, Reinhard

    1996-09-01

    We use B-type knot theory to find new solutions of Sklyanin's reflection equation in a systematic way. This generalizes the well known Baxterization of Birman - Wenzl algebras and should describe integrable systems which are restricted to a half plane.

  1. Using Spreadsheets to Make Algebra More Accessible--Part 2: Solutions to Equations

    ERIC Educational Resources Information Center

    Green, John

    2009-01-01

    This article is the second in a series of two papers which suggest some practical, spreadsheet-based ideas for helping students to make appropriate connections between particular algebraic concepts. Solving equations has traditionally been taught as a pen-and-paper process. Spreadsheets, such as that of Excel, provide a contemporary, and powerful…

  2. Secondary Pre-Service Teachers' Algebraic Reasoning about Linear Equation Solving

    ERIC Educational Resources Information Center

    Alvey, Christina; Hudson, Rick A.; Newton, Jill; Males, Lorraine M.

    2016-01-01

    This study analyzes the responses of 12 secondary pre-service teachers on two tasks focused on reasoning when solving linear equations. By documenting the choices PSTs made while engaging in these tasks, we gain insight into how new teachers work mathematically, reason algebraically, communicate their thinking, and make pedagogical decisions. We…

  3. Flipping an Algebra Classroom: Analyzing, Modeling, and Solving Systems of Linear Equations

    ERIC Educational Resources Information Center

    Kirvan, Rebecca; Rakes, Christopher R.; Zamora, Regie

    2015-01-01

    The present study investigated whether flipping an algebra classroom led to a stronger focus on conceptual understanding and improved learning of systems of linear equations for 54 seventh- and eighth-grade students using teacher journal data and district-mandated unit exam items. Multivariate analysis of covariance was used to compare scores on…

  4. A differential equation for approximate wall distance

    NASA Astrophysics Data System (ADS)

    Fares, E.; Schröder, W.

    2002-07-01

    A partial differential equation to compute the distance from a surface is derived and solved numerically. The benefit of such a formulation especially in combination with turbulence models is shown. The details of the formulation as well as several examples demonstrating the influence of its parameters are presented. The proposed formulation has computational advantages and can be favourably incorporated into one- and two-equation turbulence models like e.g. the Spalart-Allmaras, the Secundov or Menter's SST model. Copyright

  5. 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.

  6. The Wheeler-DeWitt Equation in Filćhenkov Model: The Lie Algebraic Approach

    NASA Astrophysics Data System (ADS)

    Panahi, H.; Zarrinkamar, S.; Baradaran, M.

    2016-11-01

    The Wheeler-DeWitt equation in Filćhenkov model with terms related to strings, dust, relativistic matter, bosons and fermions, and ultra stiff matter is solved in a quasi-exact analytical manner via the Lie algebraic approach. In the calculations, using the representation theory of sl(2), the general (N+1)-dimensional matrix equation is constructed whose determinant yields the solutions of the problem.

  7. Classification of Invariant Differential Operators for Non-Compact Lie Algebras via Parabolic Relations

    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),

  8. A Fresh Look at Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

    ERIC Educational Resources Information Center

    Camporesi, Roberto

    2016-01-01

    We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as…

  9. Applications of differential algebra to single-particle dynamics in storage rings

    SciTech Connect

    Yan, Y.

    1991-09-01

    Recent developments in the use of differential algebra to study single-particle beam dynamics in charged-particle storage rings are the subject of this paper. Chapter 2 gives a brief review of storage rings. The concepts of betatron motion and synchrotron motion, and their associated resonances, are introduced. Also introduced are the concepts of imperfections, such as off-momentum, misalignment, and random and systematic errors, and their associated corrections. The chapter concludes with a discussion of numerical simulation principles and the concept of one-turn periodic maps. In Chapter 3, the discussion becomes more focused with the introduction of differential algebras. The most critical test for differential algebraic mapping techniques -- their application to long-term stability studies -- is discussed in Chapter 4. Chapter 5 presents a discussion of differential algebraic treatment of dispersed betatron motion. The paper concludes in Chapter 6 with a discussion of parameterization of high-order maps.

  10. Towards Direct Simulations of Counterflow Flames with Consistent Numerical Differential-Algebraic Boundary Conditions

    DTIC Science & Technology

    2015-05-18

    Towards direct simulations of counterflow flames with consistent numerical differential-algebraic boundary conditions The views, opinions and/or...Research Triangle Park, NC 27709-2211 counterflow laminar flame model REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR...simulations of counterflow flames with consistent numerical differential-algebraic boundary conditions Report Title A new approach for the

  11. Revealing Numerical Solutions of a Differential Equation

    ERIC Educational Resources Information Center

    Glaister, P.

    2006-01-01

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

  12. Rough differential equations with unbounded drift term

    NASA Astrophysics Data System (ADS)

    Riedel, S.; Scheutzow, M.

    2017-01-01

    We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly. Furthermore, we show that the semiflow exists assuming only appropriate one-sided growth conditions. We provide bounds for both the flow and the semiflow. Applied to stochastic analysis, our results imply strong completeness and the existence of a stochastic (semi)flow for a large class of stochastic differential equations. If the driving process is Gaussian, we can further deduce (essentially) sharp tail estimates for the (semi)flow and a Freidlin-Wentzell-type large deviation result.

  13. 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.

  14. Towards Direct Simulations of Counterflow Flames with Consistent Differential-Algebraic Boundary Conditions

    DTIC Science & Technology

    2015-01-05

    discretization of the steady- state Navier-Stokes equations at the inflow boundaries, numerically algebraic equations are imposed as boundary conditions...conditions for the counterflow configuration is presented. Upon discretization of the steady- state Navier-Stokes equations at the inflow boundaries...boundary conditions for the counterflow configu- ration is presented. Upon discretization of the steady- state Navier-Stokes equations at the inflow

  15. A partial differential equation for pseudocontact shift.

    PubMed

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

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

  16. Asymptotic stability of singularly perturbed differential equations

    NASA Astrophysics Data System (ADS)

    Artstein, Zvi

    2017-02-01

    Asymptotic stability is examined for singularly perturbed ordinary differential equations that may not possess a natural split into fast and slow motions. Rather, the right hand side of the equation is comprised of a singularly perturbed component and a regular one. The limit dynamics consists then of Young measures, with values being invariant measures of the fast contribution, drifted by the slow one. Relations between the asymptotic stability of the perturbed system and the limit dynamics are examined, and a Lyapunov functions criterion, based on averaging, is established.

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  18. 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…

  19. 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.

  20. 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.

  1. Partial differential equation models in macroeconomics.

    PubMed

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

    2014-11-13

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

  2. Stationary conditions for stochastic differential equations

    NASA Technical Reports Server (NTRS)

    Adomian, G.; Walker, W. W.

    1972-01-01

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

  3. Exact solutions for the fractional differential equations by using the first integral method

    NASA Astrophysics Data System (ADS)

    Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi

    2015-03-01

    In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.

  4. Tracking children's mental states while solving algebra equations.

    PubMed

    Anderson, John R; Betts, Shawn; Ferris, Jennifer L; Fincham, Jon M

    2012-11-01

    Behavioral and function magnetic resonance imagery (fMRI) data were combined to infer the mental states of students as they interacted with an intelligent tutoring system. Sixteen children interacted with a computer tutor for solving linear equations over a six-day period (days 0-5), with days 1 and 5 occurring in an fMRI scanner. Hidden Markov model algorithms combined a model of student behavior with multi-voxel imaging pattern data to predict the mental states of students. We separately assessed the algorithms' ability to predict which step in a problem-solving sequence was performed and whether the step was performed correctly. For day 1, the data patterns of other students were used to predict the mental states of a target student. These predictions were improved on day 5 by adding information about the target student's behavioral and imaging data from day 1. Successful tracking of mental states depended on using the combination of a behavioral model and multi-voxel pattern analysis, illustrating the effectiveness of an integrated approach to tracking the cognition of individuals in real time as they perform complex tasks.

  5. A few remarks on ordinary differential equations

    SciTech Connect

    Desjardins, B.

    1996-12-31

    We present in this note existence and uniqueness results for solutions of ordinary differential equations and linear transport equations with discontinuous coefficients in a bounded open subset {Omega} of R{sup N} or in the whole space R{sup N} (N {ge} 1). R.J. Di Perna and P.L. Lions studied the case of vector fields b with coefficients in Sobolev spaces and bounded divergence. We want to show that similar results hold for more general b: we assume in the bounded autonomous case that b belongs to W{sup 1,1}({Omega}), b.n = 0 on {partial_derivative}{Omega}, and that there exists T{sub o} > O such that exp(T{sub o}{vert_bar}div b{vert_bar}) {element_of} L{sup 1}({Omega}). Furthermore, we establish results on transport equations with initial values in L{sup p} spaces (p > 1). 9 refs.

  6. 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.

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

    NASA Astrophysics Data System (ADS)

    Huang, Ding-jiang; Ivanova, Nataliya M.

    2016-02-01

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

  8. Crossing the Cognitive Gap between Arithmetic and Algebra: Operating on the Unknown in the Context of Equations.

    ERIC Educational Resources Information Center

    Linchevski, Liora; Herscovics, Nicolas

    1996-01-01

    Reports the results of a teaching experiment involving like terms and equations in algebra. Seventh-grade students (n=6) experienced difficulties in decomposing an additive term into a difference. (Author/MKR)

  9. Integrable discretisations for a class of nonlinear Schrödinger equations on Grassmann algebras

    NASA Astrophysics Data System (ADS)

    Grahovski, Georgi G.; Mikhailov, Alexander V.

    2013-12-01

    Integrable discretisations for a class of coupled (super) nonlinear Schrödinger (NLS) type of equations are presented. The class corresponds to a Lax operator with entries in a Grassmann algebra. Elementary Darboux transformations are constructed. As a result, Grassmann generalisations of the Toda lattice and the NLS dressing chain are obtained. The compatibility (Bianchi commutativity) of these Darboux transformations leads to integrable Grassmann generalisations of the difference Toda and NLS equations. The resulting systems will have discrete Lax representations provided by the set of two consistent elementary Darboux transformations. For the two discrete systems obtained, initial value and initial-boundary problems are formulated.

  10. On weak Lie 2-algebras

    NASA Astrophysics Data System (ADS)

    Roytenberg, Dmitry

    2007-11-01

    A Lie 2-algebra is a linear category equipped with a functorial bilinear operation satisfying skew-symmetry and Jacobi identity up to natural transformations which themselves obey coherence laws of their own. Functors and natural transformations between Lie 2-algebras can also be defined, yielding a 2-category. Passing to the normalized chain complex gives an equivalence of 2-categories between Lie 2-algebras and certain "up to homotopy" structures on the complex; for strictly skew-symmetric Lie 2-algebras these are L∞-algebras, by a result of Baez and Crans. Lie 2-algebras appear naturally as infinitesimal symmetries of solutions of the Maurer-Cartan equation in some differential graded Lie algebras and L∞-algebras. In particular, (quasi-) Poisson manifolds, (quasi-) Lie bialgebroids and Courant algebroids provide large classes of examples.

  11. 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.

  12. A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

    NASA Astrophysics Data System (ADS)

    Camporesi, Roberto

    2016-01-01

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

  13. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    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.

  14. Lectures on differential equations for Feynman integrals

    NASA Astrophysics Data System (ADS)

    Henn, Johannes M.

    2015-04-01

    Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space-time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE.

  15. A reliable iterative method for solving Volterra integro-differential equations and some applications for the Lane-Emden equations of the first kind

    NASA Astrophysics Data System (ADS)

    AL-Jawary, M. A.; AL-Qaissy, H. R.

    2015-04-01

    In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.

  16. Computer Corner. A Rich Differential Equation for Computer Demonstrations.

    ERIC Educational Resources Information Center

    Banks, Bernard W.

    1990-01-01

    Presents an example using a computer to illustrate concepts graphically in an introductory course on differential equations. Discusses the algorithms of the computer program displaying the solutions to an equation and the inclination field of the equation. (YP)

  17. About one special boundary value problem for multidimensional parabolic integro-differential equation

    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.

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

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

  19. The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

    PubMed

    Khader, M M

    2013-10-01

    In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

  20. On mixed derivatives type high dimensional multi-term fractional partial differential equations approximate solutions

    NASA Astrophysics Data System (ADS)

    Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad

    2017-01-01

    In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.

  1. Boundary-value problems for elliptic functional-differential equations and their applications

    NASA Astrophysics Data System (ADS)

    Skubachevskii, A. L.

    2016-10-01

    Boundary-value problems are considered for strongly elliptic functional-differential equations in bounded domains. In contrast to the case of elliptic differential equations, smoothness of generalized solutions of such problems can be violated in the interior of the domain and may be preserved only on some subdomains, and the symbol of a self-adjoint semibounded functional-differential operator can change sign. Both necessary and sufficient conditions are obtained for the validity of a Gårding-type inequality in algebraic form. Spectral properties of strongly elliptic functional-differential operators are studied, and theorems are proved on smoothness of generalized solutions in certain subdomains and on preservation of smoothness on the boundaries of neighbouring subdomains. Applications of these results are found to the theory of non-local elliptic problems, to the Kato square-root problem for an operator, to elasticity theory, and to problems in non-linear optics. Bibliography: 137 titles.

  2. Lump-type solutions to nonlinear differential equations derived from generalized bilinear equations

    NASA Astrophysics Data System (ADS)

    Ma, Wen-Xiu; Zhou, Yuan; Dougherty, Rachael

    2016-08-01

    Lump-type solutions, rationally localized in many directions in the space, are analyzed for nonlinear differential equations derived from generalized bilinear differential equations. By symbolic computations with Maple, positive quadratic and quartic polynomial solutions to two classes of generalized bilinear differential equations on f are computed, and thus, lump-type solutions are presented to the corresponding nonlinear differential equations on u, generated from taking a transformation of dependent variables u = 2(ln f)x.

  3. Algebraic solution of the Lindblad equation for a collection of multilevel systems coupled to independent environments

    NASA Astrophysics Data System (ADS)

    Bolaños, Marduk; Barberis-Blostein, Pablo

    2015-11-01

    We consider the Lindblad equation for a collection of multilevel systems coupled to independent environments. The equation is symmetric under the exchange of the labels associated with each system and thus the open-system dynamics takes place in the permutation-symmetric subspace of the operator space. The dimension of this space grows polynomially with the number of systems. We construct a basis of this space and a set of superoperators whose action on this basis is easily specified. For a given number of levels, M, these superoperators are written in terms of a bosonic realization of the generators of the Lie algebra {sl}({M}2). In some cases, these results enable finding an analytic solution of the master equation using known Lie-algebraic methods. To demonstrate this, we obtain an analytic expression for the state operator of a collection of three-level atoms coupled to independent radiation baths. When analytic solutions are difficult to find, the basis and the superoperators can be used to considerably reduce the computational resources required for simulations.

  4. Efficient modified Chebyshev differentiation matrices for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Dabiri, Arman; Butcher, Eric A.

    2017-09-01

    This paper compares several fractional operational matrices for solving a system of linear fractional differential equations (FDEs) of commensurate or incommensurate order. For this purpose, three fractional collocation differentiation matrices (FCDMs) based on finite differences are first proposed and compared with Podlubny's matrix previously used in the literature, after which two new efficient FCDMs based on Chebyshev collocation are proposed. It is shown via an error analysis that the use of the well-known property of fractional differentiation of polynomial bases applied to these methods results in a limitation in the size of the obtained Chebyshev-based FCDMs. To compensate for this limitation, a new fast spectrally accurate FCDM for fractional differentiation which does not require the use of the gamma function is proposed. Then, the Schur-Pade and Schur decomposition methods are implemented to enhance and improve numerical stability. Therefore, this method overcomes the previous limitation regarding the size limitation. In several illustrative examples, the convergence and computation time of the proposed FCDMs are compared and their advantages and disadvantages are outlined.

  5. Improving an estimate of the convergence rate of the seidel method by selecting the optimal order of equations in the system of linear algebraic equations

    NASA Astrophysics Data System (ADS)

    Borzykh, A. N.

    2017-01-01

    The Seidel method for solving a system of linear algebraic equations and an estimate of its convergence rate are considered. It is proposed to change the order of equations. It is shown that the method described in Faddeevs' book Computational Methods of Linear Algebra can deteriorate the convergence rate estimate rather than improve it. An algorithm for establishing the optimal order of equations is proposed, and its validity is proved. It is shown that the computational complexity of the reordering is 2 n 2 additions and (12) n 2 divisions. Numerical results for random matrices of order 100 are presented that confirm the proposed improvement.

  6. Projected implicit Runge-Kutta methods for differential-algebraic boundary value problems

    SciTech Connect

    Ascher, U. ); Petzoid, L. )

    1990-09-01

    Differential-algebraic boundary value problems arise in the modelling of singular optimal control problems and in parameter estimation for singular systems. A new class of numerical methods for these problems is introduced, and shown to overcome difficulties with previously defined numerical methods. 4 refs., 1 tab.

  7. Nonlocal diffusion second order partial differential equations

    NASA Astrophysics Data System (ADS)

    Benedetti, I.; Loi, N. V.; Malaguti, L.; Taddei, V.

    2017-02-01

    The paper deals with a second order integro-partial differential equation in Rn with a nonlocal, degenerate diffusion term. Nonlocal conditions, such as the Cauchy multipoint and the weighted mean value problem, are investigated. The existence of periodic solutions is also studied. The dynamic is transformed into an abstract setting and the results come from an approximation solvability method. It combines a Schauder degree argument with an Hartman-type inequality and it involves a Scorza-Dragoni type result. The compact embedding of a suitable Sobolev space in the corresponding Lebesgue space is the unique amount of compactness which is needed in this discussion. The solutions are located in bounded sets and they are limits of functions with values in finitely dimensional spaces.

  8. Long-term density evolution through semi-analytical and differential algebra techniques

    NASA Astrophysics Data System (ADS)

    Wittig, Alexander; Colombo, Camilla; Armellin, Roberto

    2017-02-01

    This paper introduces and combines for the first time two techniques to allow long-term density propagation in astrodynamics. First, we introduce an efficient method for the propagation of phase space densities based on differential algebra (DA) techniques. Second, this DA density propagator is used in combination with a DA implementation of the averaged orbital dynamics through semi-analytical methods. This approach combines the power of orbit averaging with the efficiency of DA techniques. While the DA-based method for the propagation of densities introduced in this paper is independent of the dynamical system under consideration, the particular combination of DA techniques with averaged equations of motion yields a fast and accurate technique to propagate large clouds of initial conditions and their associated probability density functions very efficiently for long time. This enables the study of the long-term behavior of particles subjected to the given dynamics. To demonstrate the effectiveness of the proposed approach, the evolution of a cloud of high area-to-mass objects in Medium Earth Orbit is reproduced considering the effects of solar radiation pressure, the Earth's oblateness and luni-solar perturbations. The method can propagate 10,000 random fragments and their density for 1 year within a few seconds on a common desktop PC.

  9. Stability and control of functional differential equations

    NASA Astrophysics Data System (ADS)

    Peet, Matthew Monnig

    This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. The proof is constructed within a generalized passivity framework. The dynamics of the system are separated into a linear, delayed component and a system defined by a nonlinear differential equation with discontinuity in the dynamics. Frequency-domain analysis is performed on the linear component and time-domain analysis is performed on the nonlinear discontinuous system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov inequality via semidefinite programming. The result is stated in terms of a nested sequence of sufficient conditions which are of increasing accuracy. This approach is generalized to the case of parametric uncertainty by considering parameter-dependent Lyapunov functionals. Numerical examples are given to demonstrate convergence of the algorithm. In Chapter 8, this approach is generalized to nonlinear time-delay systems through the use of non-quadratic Lyapunov functionals.

  10. Grid generation for the solution of partial differential equations

    NASA Technical Reports Server (NTRS)

    Eiseman, Peter R.; Erlebacher, Gordon

    1989-01-01

    A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.

  11. Grid generation for the solution of partial differential equations

    NASA Technical Reports Server (NTRS)

    Eiseman, Peter R.; Erlebacher, Gordon

    1987-01-01

    A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.

  12. Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients

    SciTech Connect

    Kalchev, D

    2012-04-02

    This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-{rho}AMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the

  13. 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.

  14. Periodic solutions for ordinary differential equations with sublinear impulsive effects

    NASA Astrophysics Data System (ADS)

    Qian, Dingbian; Li, Xinyu

    2005-03-01

    The continuation method of topological degree is used to investigate the existence of periodic solutions for ordinary differential equations with sublinear impulsive effects. The applications of the abstract approach include the generalizations of some classical nonresonance theorem for impulsive equations, for instance, the existence theorem for asymptotically positively homogeneous differential systems and the existence theorem for second order equations with Landesman-Lazer conditions.

  15. 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.

  16. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    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

  17. Writing in a Reformed Differential Equations Class.

    ERIC Educational Resources Information Center

    Habre, Samer

    In an attempt to promote the development of understanding over rote memorization, writing in mathematics has received increased attention in recent years. In Calculus, the Rule of Three (based on communicating ideas thorough algebraic, graphical and numerical means) has been replaced by the Rule of Four in which writing plays a central role.…

  18. 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.

  19. HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS. PART I,

    DTIC Science & Technology

    A general class of differential equations with hereditary dependence is introduced which includes most equations of hereditary type encountered in...of solutions and dependence on initial data and parameters will be considered herein.

  20. HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS, PART II,

    DTIC Science & Technology

    A general class of differential equations with hereditary dependence is introduced which includes most equations of hereditary type encountered in...uniqueness of solutions and dependence on initial data and parameters are considered.

  1. High order aberrations calculation of a hexapole corrector using a differential algebra method

    NASA Astrophysics Data System (ADS)

    Kang, Yongfeng; Liu, Xing; Zhao, Jingyi; Tang, Tiantong

    2017-02-01

    A differential algebraic (DA) method is proved as an unusual and effective tool in numerical analysis. It implements conveniently differentiation up to arbitrary high order, based on the nonstandard analysis. In this paper, the differential algebra (DA) method has been employed to compute the high order aberrations up to the fifth order of a practical hexapole corrector including round lenses and hexapole lenses. The program has been developed and tested as well. The electro-magnetic fields of arbitrary point are obtained by local analytic expressions, then field potentials are transformed into new forms which can be operated in the DA calculation. In this paper, the geometric and chromatic aberrations up to fifth order of a practical hexapole corrector system are calculated by the developed program.

  2. Dielectric metasurfaces solve differential and integro-differential equations.

    PubMed

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

    2017-04-01

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

  3. Modeling some real phenomena by fractional differential equations

    NASA Astrophysics Data System (ADS)

    Almeida, Ricardo; Bastos, Nuno R. O.; Monteiro, M. Teresa T.

    2016-11-01

    This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional differential equations may model more efficiently certain problems than ordinary differential equations. A numerical optimization approach based on least squares approximation is used to determine the order of the fractional operator that better describes real data, as well as other related parameters.

  4. Exact solutions to nonlinear delay differential equations of hyperbolic type

    NASA Astrophysics Data System (ADS)

    Vyazmin, Andrei V.; Sorokin, Vsevolod G.

    2017-01-01

    We consider nonlinear delay differential equations of hyperbolic type, including equations with varying transfer coefficients and varying delays. The equations contain one or two arbitrary functions of a single argument. We present new classes of exact generalized and functional separable solutions. All the solutions involve free parameters and can be suitable for solving certain model problems as well as testing numerical and approximate analytical methods for similar and more complex nonlinear differential-difference equations.

  5. Stochastic symmetries of Wick type stochastic ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Ünal, Gazanfer

    2015-04-01

    We consider Wick type stochastic ordinary differential equations with Gaussian white noise. We define the stochastic symmetry transformations and Lie equations in Kondratiev space (S)-1N. We derive the determining system of Wick type stochastic partial differential equations with Gaussian white noise. Stochastic symmetries for stochastic Bernoulli, Riccati and general stochastic linear equation in (S)-1N are obtained. A stochastic version of canonical variables is also introduced.

  6. Bifurcation and stability for a nonlinear parabolic partial differential equation

    NASA Technical Reports Server (NTRS)

    Chafee, N.

    1973-01-01

    Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.

  7. 3D algebraic iterative reconstruction for cone-beam x-ray differential phase-contrast computed tomography.

    PubMed

    Fu, Jian; Hu, Xinhua; Velroyen, Astrid; Bech, Martin; Jiang, Ming; Pfeiffer, Franz

    2015-01-01

    Due to the potential of compact imaging systems with magnified spatial resolution and contrast, cone-beam x-ray differential phase-contrast computed tomography (DPC-CT) has attracted significant interest. The current proposed FDK reconstruction algorithm with the Hilbert imaginary filter will induce severe cone-beam artifacts when the cone-beam angle becomes large. In this paper, we propose an algebraic iterative reconstruction (AIR) method for cone-beam DPC-CT and report its experiment results. This approach considers the reconstruction process as the optimization of a discrete representation of the object function to satisfy a system of equations that describes the cone-beam DPC-CT imaging modality. Unlike the conventional iterative algorithms for absorption-based CT, it involves the derivative operation to the forward projections of the reconstructed intermediate image to take into account the differential nature of the DPC projections. This method is based on the algebraic reconstruction technique, reconstructs the image ray by ray, and is expected to provide better derivative estimates in iterations. This work comprises a numerical study of the algorithm and its experimental verification using a dataset measured with a three-grating interferometer and a mini-focus x-ray tube source. It is shown that the proposed method can reduce the cone-beam artifacts and performs better than FDK under large cone-beam angles. This algorithm is of interest for future cone-beam DPC-CT applications.

  8. 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

  9. Robust estimation for ordinary differential equation models.

    PubMed

    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.

  10. Parameter Estimation of Partial Differential Equation Models.

    PubMed

    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.

  11. 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.

  12. Application of the Cramer rule in the solution of sparse systems of linear algebraic equations

    NASA Astrophysics Data System (ADS)

    Mittal, R. C.; Al-Kurdi, Ahmad

    2001-11-01

    In this work, the solution of a sparse system of linear algebraic equations is obtained by using the Cramer rule. The determinants are computed with the help of the numerical structure approach defined in Suchkov (Graphs of Gearing Machines, Leningrad, Quebec, 1983) in which only the non-zero elements are used. Cramer rule produces the solution directly without creating fill-in problem encountered in other direct methods. Moreover, the solution can be expressed exactly if all the entries, including the right-hand side, are integers and if all products do not exceed the size of the largest integer that can be represented in the arithmetic of the computer used. The usefulness of Suchkov numerical structure approach is shown by applying on seven examples. Obtained results are also compared with digraph approach described in Mittal and Kurdi (J. Comput. Math., to appear). It is shown that the performance of the numerical structure approach is better than that of digraph approach.

  13. A generalized fractional sub-equation method for fractional differential equations with variable coefficients

    NASA Astrophysics Data System (ADS)

    Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong

    2012-08-01

    In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space-time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics.

  14. 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…

  15. Nonlinear partial differential equations: Integrability, geometry and related topics

    NASA Astrophysics Data System (ADS)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

    Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.

  16. Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

    PubMed Central

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

    2013-01-01

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

  17. 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…

  18. 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…

  19. Solving fuzzy fractional differential equations using Zadeh's extension principle.

    PubMed

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

    2013-01-01

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

  20. 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…

  1. BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES

    PubMed Central

    Homburg, Ale Jan; Young, Todd R.

    2011-01-01

    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

  2. Partial differential equation-based localization of a monopole source from a circular array.

    PubMed

    Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

    2013-10-01

    Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.

  3. 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.

  4. Adaptive Algebraic Multigrid Methods

    SciTech Connect

    Brezina, M; Falgout, R; MacLachlan, S; Manteuffel, T; McCormick, S; Ruge, J

    2004-04-09

    Our ability to simulate physical processes numerically is constrained by our ability to solve the resulting linear systems, prompting substantial research into the development of multiscale iterative methods capable of solving these linear systems with an optimal amount of effort. Overcoming the limitations of geometric multigrid methods to simple geometries and differential equations, algebraic multigrid methods construct the multigrid hierarchy based only on the given matrix. While this allows for efficient black-box solution of the linear systems associated with discretizations of many elliptic differential equations, it also results in a lack of robustness due to assumptions made on the near-null spaces of these matrices. This paper introduces an extension to algebraic multigrid methods that removes the need to make such assumptions by utilizing an adaptive process. The principles which guide the adaptivity are highlighted, as well as their application to algebraic multigrid solution of certain symmetric positive-definite linear systems.

  5. The Radially Symmetric Euler Equations as an Exterior Differential System

    NASA Astrophysics Data System (ADS)

    Baty, Roy; Ramsey, Scott; Schmidt, Joseph

    2016-11-01

    This work develops the Euler equations as an exterior differential system in radially symmetric coordinates. The Euler equations are studied for unsteady, compressible, inviscid fluids in one-dimensional, converging flow fields with a general equation of state. The basic geometrical constructions (for example, the differential forms, tangent planes, jet space, and differential ideal) used to define and analyze differential equations as systems of exterior forms are reviewed and discussed for converging flows. Application of the Frobenius theorem to the question of the existence of solutions to radially symmetric converging flows is also reviewed and discussed. The exterior differential system is further applied to derive and analyze the general family of characteristic vector fields associated with the one-dimensional inviscid flow equations.

  6. 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…

  7. The method of averages applied to the KS differential equations

    NASA Technical Reports Server (NTRS)

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

    1977-01-01

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

  8. 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…

  9. 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.

  10. Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

    SciTech Connect

    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.

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

    ERIC Educational Resources Information Center

    Goldston, J. W.

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

  12. In-out intermittency in partial differential equation and ordinary differential equation models.

    PubMed

    Covas, Eurico; Tavakol, Reza; Ashwin, Peter; Tworkowski, Andrew; Brooke, John M.

    2001-06-01

    We find concrete evidence for a recently discovered form of intermittency, referred to as in-out intermittency, in both partial differential equation (PDE) and ordinary differential equation (ODE) models of mean field dynamos. This type of intermittency [introduced in P. Ashwin, E. Covas, and R. Tavakol, Nonlinearity 9, 563 (1999)] occurs in systems with invariant submanifolds and, as opposed to on-off intermittency which can also occur in skew product systems, it requires an absence of skew product structure. By this we mean that the dynamics on the attractor intermittent to the invariant manifold cannot be expressed simply as the dynamics on the invariant subspace forcing the transverse dynamics; the transverse dynamics will alter that tangential to the invariant subspace when one is far enough away from the invariant manifold. Since general systems with invariant submanifolds are not likely to have skew product structure, this type of behavior may be of physical relevance in a variety of dynamical settings. The models employed here to demonstrate in-out intermittency are axisymmetric mean-field dynamo models which are often used to study the observed large-scale magnetic variability in the Sun and solar-type stars. The occurrence of this type of intermittency in such models may be of interest in understanding some aspects of such variabilities. (c) 2001 American Institute of Physics.

  13. Post-Lie Algebras and Isospectral Flows

    NASA Astrophysics Data System (ADS)

    Ebrahimi-Fard, Kurusch; Lundervold, Alexander; Mencattini, Igor; Munthe-Kaas, Hans Z.

    2015-11-01

    In this paper we explore the Lie enveloping algebra of a post-Lie algebra derived from a classical R-matrix. An explicit exponential solution of the corresponding Lie bracket flow is presented. It is based on the solution of a post-Lie Magnus-type differential equation.

  14. Lie algebras of classical and stochastic electrodynamics

    NASA Astrophysics Data System (ADS)

    Neto, J. J. Soares; Vianna, J. D. M.

    1994-03-01

    The Lie algebras associated with infinitesimal symmetry transformations of third-order differential equations of interest to classical electrodynamics and stochastic electrodynamics have been obtained. The structure constants for a general case are presented and the Lie algebra for each particular application is easily achieved. By the method used here it is not necessary to know the explicit expressions of the infinitesimal generators in order to determine the structure constants of the Lie algebra.

  15. Development and calibration of algebraic nonlinear models for terms in the Reynolds stress transport equations

    NASA Astrophysics Data System (ADS)

    Sjögren, Torbjörn; Johansson, Arne V.

    2000-06-01

    A simple and straightforward method is presented for the derivation and calibration of algebraic nonlinear models for terms in Reynolds stress turbulence closures. The method extensively utilizes data from direct numerical simulations to allow an investigation of the model performance over the entire Reynolds stress anisotropy-invariant map. The model constants are determined from the condition of minimizing the mean square error over the invariant map, in order to give good model behavior for as wide a class as possible of flow situations. A low Reynolds number closure is proposed based on the most general form for closing the Reynolds stress transport equations in terms of Reynolds stresses and total dissipation rate. It is shown that forcing the closure to satisfy realizability in a strict sense leads to a good model behavior even for the complicated flow situation near a wall, without any use of ad-hoc wall damping functions in the closure. The model behavior in homogeneous turbulent flow is analyzed by formulating equations for invariant measures, yielding several quite general results for the behavior of the present and other existing models. A new approach to the modeling effects of rotation in the context of Reynolds stress closures is presented and tested for some different homogeneous flows subjected to rotation.

  16. Solving singular perturbation problem of second order ordinary differential equation using the method of matched asymptotic expansion (MMAE)

    NASA Astrophysics Data System (ADS)

    Mohamed, Firdawati binti; Karim, Mohamad Faisal bin Abd

    2015-10-01

    Modelling physical problems in mathematical form yields the governing equations that may be linear or nonlinear for known and unknown boundaries. The exact solution for those equations may or may not be obtained easily. Hence we seek an analytical approximation solution in terms of asymptotic expansion. In this study, we focus on a singular perturbation in second order ordinary differential equations. Solutions to several perturbed ordinary differential equations are obtained in terms of asymptotic expansion. The aim of this work is to find an approximate analytical solution using the classical method of matched asymptotic expansion (MMAE). The Mathematica computer algebra system is used to perform the algebraic computations. The details procedures will be discussed and the underlying concepts and principles of the MMAE will be clarified. Perturbation problem for linear equation that occurs at one boundary and two boundary layers are discussed. Approximate analytical solution obtained for both cases are illustrated by graph using selected parameter by showing the outer, inner and composite solution separately. Then, the composite solution will be compare to the exact solution to show their accuracy by graph. By comparison, MMAE is found to be one of the best methods to solve singular perturbation problems in second order ordinary differential equation since the results obtained are very close to the exact solution.

  17. Periodicity and positivity of a class of fractional differential equations.

    PubMed

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

    2016-01-01

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

  18. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

    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.

  19. 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.

  20. On the singular perturbations for fractional differential equation.

    PubMed

    Atangana, Abdon

    2014-01-01

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

  1. An Automated Algebraic Method for Finding a Series of Exact Travelling Wave Solutions of Nonlinear Evolution Equations

    NASA Astrophysics Data System (ADS)

    Liu, Yin-Ping; Li, Zhi-Bin

    2003-03-01

    Based on a type of elliptic equation, a new algebraic method to construct a series of exact solutions for nonlinear evolution equations is proposed, meanwhile, its complete implementation TRWS in Maple is presented. The TRWS can output a series of travelling wave solutions entirely automatically, which include polynomial solutions, exponential function solutions, triangular function solutions, hyperbolic function solutions, rational function solutions, Jacobi elliptic function solutions, and Weierstrass elliptic function solutions. The effectiveness of the package is illustrated by applying it to a variety of equations. Not only are previously known solutions recovered but also new solutions and more general form of solutions are obtained.

  2. 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.

  3. 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.

  4. Comparison theorems for neutral stochastic functional differential equations

    NASA Astrophysics Data System (ADS)

    Bai, Xiaoming; Jiang, Jifa

    2016-05-01

    The comparison theorems under Wu and Freedman's order are proved for neutral stochastic functional differential equations with finite or infinite delay whose drift terms satisfy the quasimonotone condition and diffusion term is the same.

  5. Uniqueness and existence results for ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Cid, J. Angel; Heikkila, Seppo; Pouso, Rodrigo Lopez

    2006-04-01

    We establish some uniqueness and existence results for first-order ordinary differential equations with constant-signed discontinuous nonlinear parts. Several examples are given to illustrate the applicability of our work.

  6. Variational integrators for nonvariational partial differential equations

    NASA Astrophysics Data System (ADS)

    Kraus, Michael; Maj, Omar

    2015-08-01

    Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian via Noether's theorem. An inevitable prerequisite for the derivation of variational integrators is the existence of a variational formulation for the considered problem. Even though for a large class of systems this requirement is fulfilled, there are many interesting examples which do not belong to this class, e.g., equations of advection-diffusion type frequently encountered in fluid dynamics or plasma physics. On the other hand, it is always possible to embed an arbitrary dynamical system into a larger Lagrangian system using the method of formal (or adjoint) Lagrangians. We investigate the application of the variational integrator method to formal Lagrangians, and thereby extend the application domain of variational integrators to include potentially all dynamical systems. The theory is supported by physically relevant examples, such as the advection equation and the vorticity equation, and numerically verified. Remarkably, the integrator for the vorticity equation combines Arakawa's discretisation of the Poisson brackets with a symplectic time stepping scheme in a fully covariant way such that the discrete energy is exactly preserved. In the presentation of the results, we try to make the geometric framework of variational integrators accessible to non specialists.

  7. 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.

  8. Representations of the quantum doubles of finite group algebras and spectral parameter dependent solutions of the Yang-Baxter equation

    SciTech Connect

    Dancer, K. A.; Isac, P. S.; Links, J.

    2006-10-15

    Quantum doubles of finite group algebras form a class of quasitriangular Hopf algebras that algebraically solve the Yang-Baxter equation. Each representation of the quantum double then gives a matrix solution of the Yang-Baxter equation. Such solutions do not depend on a spectral parameter, and to date there has been little investigation into extending these solutions such that they do depend on a spectral parameter. Here we first explicitly construct the matrix elements of the generators for all irreducible representations of quantum doubles of the dihedral groups D{sub n}. These results may be used to determine constant solutions of the Yang-Baxter equation. We then discuss Baxterization ansaetze to obtain solutions of the Yang-Baxter equation with a spectral parameter and give several examples, including a new 21-vertex model. We also describe this approach in terms of minimal-dimensional representations of the quantum doubles of the alternating group A{sub 4} and the symmetric group S{sub 4}.

  9. Classification of five-point differential-difference equations

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

    Using the generalized symmetry method, we carry out, up to autonomous point transformations, the classification of integrable equations of a subclass of the autonomous five-point differential-difference equations. This subclass includes such well-known examples as the Itoh–Narita–Bogoyavlensky and the discrete Sawada–Kotera equations. The resulting list contains 17 equations, some of which seem to be new. We have found non-point transformations relating most of the resulting equations among themselves and their generalized symmetries.

  10. International Conference on Multiscale Methods and Partial Differential Equations.

    SciTech Connect

    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.

  11. Effect of Differential Item Functioning on Test Equating

    ERIC Educational Resources Information Center

    Kabasakal, Kübra Atalay; Kelecioglu, Hülya

    2015-01-01

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

  12. 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…

  13. The Use of Kruskal-Newton Diagrams for Differential Equations

    SciTech Connect

    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.

  14. 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.

  15. Exp-function method for solving fractional partial differential equations.

    PubMed

    Zheng, Bin

    2013-01-01

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

  16. A Differential Algebraic Integration Algorithm for Symplectic Mappings in Systems with Three-Dimensional Magnetic Field

    SciTech Connect

    Chang, P

    2004-09-15

    A differential algebraic integration algorithm is developed for symplectic mapping through a three-dimensional (3-D) magnetic field. The self-consistent reference orbit in phase space is obtained by making a canonical transformation to eliminate the linear part of the Hamiltonian. Transfer maps from the entrance to the exit of any 3-D magnetic field are then obtained through slice-by-slice symplectic integration. The particle phase-space coordinates are advanced by using the integrable polynomial procedure. This algorithm is a powerful tool to attain nonlinear maps for insertion devices in synchrotron light source or complicated magnetic field in the interaction region in high energy colliders.

  17. Mastering algebra retrains the visual system to perceive hierarchical structure in equations.

    PubMed

    Marghetis, Tyler; Landy, David; Goldstone, Robert L

    2016-01-01

    Formal mathematics is a paragon of abstractness. It thus seems natural to assume that the mathematical expert should rely more on symbolic or conceptual processes, and less on perception and action. We argue instead that mathematical proficiency relies on perceptual systems that have been retrained to implement mathematical skills. Specifically, we investigated whether the visual system-in particular, object-based attention-is retrained so that parsing algebraic expressions and evaluating algebraic validity are accomplished by visual processing. Object-based attention occurs when the visual system organizes the world into discrete objects, which then guide the deployment of attention. One classic signature of object-based attention is better perceptual discrimination within, rather than between, visual objects. The current study reports that object-based attention occurs not only for simple shapes but also for symbolic mathematical elements within algebraic expressions-but only among individuals who have mastered the hierarchical syntax of algebra. Moreover, among these individuals, increased object-based attention within algebraic expressions is associated with a better ability to evaluate algebraic validity. These results suggest that, in mastering the rules of algebra, people retrain their visual system to represent and evaluate abstract mathematical structure. We thus argue that algebraic expertise involves the regimentation and reuse of evolutionarily ancient perceptual processes. Our findings implicate the visual system as central to learning and reasoning in mathematics, leading us to favor educational approaches to mathematics and related STEM fields that encourage students to adapt, not abandon, their use of perception.

  18. Balancing the Equation: Do Course Variations in Algebra 1 Provide Equal Student Outcomes?

    ERIC Educational Resources Information Center

    Kenfield, Danielle M.

    2013-01-01

    Historically, algebra has served as a gatekeeper that divides students into academic programs with varying opportunities to learn and controls access to higher education and career opportunities. Successful completion of Algebra 1 demonstrates mathematical proficiency and allows access to a sequential and progressive path of advanced study that…

  19. Young Students Learning Formal Algebraic Notation and Solving Linear Equations: Are Commonly Experienced Difficulties Avoidable?

    ERIC Educational Resources Information Center

    Hewitt, Dave

    2012-01-01

    This study looks at a mixed ability group of 21 Year 5 primary students (aged 9-10 years old) who had previously never had formal instruction using letters to stand for unknowns or variables in a mathematics context; nor had they been introduced to formal algebraic notation. Three lessons were taught using the computer software "Grid Algebra"…

  20. Activities for Students: Biology as a Source for Algebra Equations--The Heart

    ERIC Educational Resources Information Center

    Horak, Virginia M.

    2005-01-01

    The high school course that integrated first year algebra with an introductory environmental biology/anatomy and physiology course, in order to solve algebra problems is discussed. Lessons and activities for the course were taken by identifying the areas where mathematics and biology content intervenes may help students understand biology concepts…

  1. 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.

  2. On solutions of polynomial growth of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    van den Berg, I. P.

    We present a theorem on the existence of solutions of polynomial growth of ordinary differential equations of type E: {dY}/{dX} = F(X, Y) , where F is of class C1. We show that the asymptotic behaviour of these solutions and the variation of neighbouring solutions are obtained by solving an asymptotic functional equation related to E, and that this method has practical value. The theorem is standard; its nonstandard proof uses macroscope and microscope techniques. The result is an extension of results by F. and M. Diener and G. Reeb on solutions of polynomial growth of rational differential equations.

  3. On modification of certain methods of the conjugate direction type for solving rectangular systems of linear algebraic equations

    NASA Astrophysics Data System (ADS)

    Yukhno, L. F.

    2007-12-01

    The use of modifications of certain well-known methods of the conjugate direction type for solving systems of linear algebraic equations with rectangular matrices is examined. The modified methods are shown to be superior to the original versions with respect to the round-off accumulation; the advantage is especially large for ill-conditioned matrices. Examples are given of the efficient use of the modified methods for solving certain fairly large ill-conditioned problems.

  4. In silico ordinary differential equation/partial differential equation hemodialysis model estimates methadone removal during dialysis

    PubMed Central

    Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L

    2015-01-01

    Background There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). Methodology We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δkm=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value of the prediction errors for methadone’s extraction and throughput were less than 2%. Conclusion ODE/PDE modeling of methadone’s hemodialysis is a new approach to study methadone’s removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone’s mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model

  5. 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.

  6. Generating functionals and Lagrangian partial differential equations

    SciTech Connect

    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.

  7. Spatial dynamics for lattice differential equations with a shifting habitat

    NASA Astrophysics Data System (ADS)

    Hu, Changbing; Li, Bingtuan

    2015-09-01

    We study a lattice differential equation model that describes the growth and spread of a species in a shifting habitat. We show that the long term behavior of solutions depends on the speed of the shifting habitat edge c and a number c* (∞) that is determined by the maximum linearized growth rate and the diffusion coefficient. We demonstrate that if c >c* (∞) then the species will become extinct in the habitat, and that if c equations involving modified Bessel functions, for which new asymptotic estimates are provided. To the best of our knowledge, this is the first time that the classical Bessel functions are used to describe the solutions of lattice differential equations, and this approach possesses its own interest in further studying lattice differential equations.

  8. A Difference Differential Equation of Euler-Cauchy Type

    NASA Astrophysics Data System (ADS)

    Bradley, David M.; Diamond, Harold G.

    1997-08-01

    We study a class of advanced argument linear difference differential equations analogous to Euler-Cauchy ordinary differential equations. Solutions of two equations of this type have arisen as adjoint functions in sieve theory, and they are also of use in control theory. Here we study the problem in a general setting. Subject to mild assumptions, each of our equations is shown to have a unique solution which is analytic in the right half-plane. In some cases the solution is a polynomial, and in others it has an asymptotic expansion. Finally, the solution is shown to have a representation as an exponential of a Hellinger type integro-differential operator acting on a monomial.

  9. 1/f noise from nonlinear stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Ruseckas, J.; Kaulakys, B.

    2010-03-01

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

  10. The two modes extension to the Berk-Breizman equation: Delayed differential equations and asymptotic solutions

    SciTech Connect

    Marczynski, Slawomir

    2011-09-15

    The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form {nu}{partial_derivative}a({tau})/{partial_derivative}{tau}=a({tau}) -a{sup 2}({tau}- 1) a({tau}- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.

  11. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

    Burns, Keaton J.; Vasil, Geoffrey M.; Oishi, Jeffrey S.; Lecoanet, Daniel; Brown, Benjamin

    2016-03-01

    Dedalus solves differential equations using spectral methods. It implements flexible algorithms to solve initial-value, boundary-value, and eigenvalue problems with broad ranges of custom equations and spectral domains. Its primary features include symbolic equation entry, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface. The numerical algorithm produces highly sparse systems for many equations which are efficiently solved using compiled libraries and MPI.

  12. Numerical solvers to the stabilizing solution of perturbed algebraic Riccati equations in LQ zero-sum games

    NASA Astrophysics Data System (ADS)

    Ivanov, I. G.; Netov, N. C.; Bogdanova, B. C.

    2015-10-01

    This paper addresses the problem of solving a generalized algebraic Riccati equation with an indefinite sign of its quadratic term. We extend the approach introduced by Lanzon, Feng, Anderson and Rotkowitz (2008) for solving similar Riccati equations. We numerically investigate two types of iterative methods for computing the stabilizing solution. The first type of iterative methods constructs two matrix sequences, where the sum of them converges to the stabilizing solution. The second type of methods defines one matrix sequence which converges to the stabilizing solution. Computer realizations of the presented methods are numerically tested and compared on the test of family examples. Based on the experiments some conclusions are derived.

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

    PubMed

    Grima, Ramon

    2011-11-01

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

  14. Bethe subalgebras in affine Birman-Murakami-Wenzl algebras and flat connections for q-KZ equations

    NASA Astrophysics Data System (ADS)

    Isaev, A. P.; Kirillov, A. N.; Tarasov, V. O.

    2016-05-01

    Commutative sets of Jucys-Murphy elements for affine braid groups of {A}(1),{B}(1),{C}(1),{D}(1) types were defined. Construction of R-matrix representations of the affine braid group of type {C}(1) and its distinguished commutative subgroup generated by the {C}(1)-type Jucys-Murphy elements are given. We describe a general method to produce flat connections for the two-boundary quantum Knizhnik-Zamolodchikov equations as necessary conditions for Sklyanin's type transfer matrix associated with the two-boundary multicomponent Zamolodchikov algebra to be invariant under the action of the {C}(1)-type Jucys-Murphy elements. We specify our general construction to the case of the Birman-Murakami-Wenzl algebras (BMW algebras for short). As an application we suggest a baxterization of the Dunkl-Cherednik elements {Y}\\prime {{s}} in the double affine Hecke algebra of type A. Dedicated to Professor Rodney Baxter on the occasion of his 75th Birthday.

  15. Free differential algebras and pure spinor action in IIB superstring sigma models

    NASA Astrophysics Data System (ADS)

    Oda, Ichiro; Tonin, Mario

    2011-06-01

    In this paper we extend to the case of IIB superstring sigma models the method proposed in hep-th/10023500 to derive the pure spinor approach for type IIA sigma models. In particular, starting from the (Free) Differential Algebra and superspace parametrization of type IIB supergravity, extended to include the BRST differential and all the ghosts, we derive the BRST transformations of fields and ghosts as well as the standard pure spinor constraints for the ghosts λ related to supersymmetry. Moreover, using the method first proposed by us, we derive the pure spinor action for type IIB superstrings in curved supergravity backgrounds (on shell), in full agreement with the action first obtained by Berkovits and Howe.

  16. Legendre wavelet operational matrix of fractional derivative through wavelet-polynomial transformation and its applications on non-linear system of fractional order differential equations

    NASA Astrophysics Data System (ADS)

    Isah, Abdulnasir; Chang, Phang

    2016-06-01

    In this article we propose the wavelet operational method based on shifted Legendre polynomial to obtain the numerical solutions of non-linear systems of fractional order differential equations (NSFDEs). The operational matrix of fractional derivative derived through wavelet-polynomial transformation are used together with the collocation method to turn the NSFDEs to a system of non-linear algebraic equations. Illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed techniques.

  17. Multiscale functions, scale dynamics, and applications to partial differential equations

    NASA Astrophysics Data System (ADS)

    Cresson, Jacky; Pierret, Frédéric

    2016-05-01

    Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.

  18. An alternative approach to systems of second-order ordinary differential equations with maximal symmetry. Realizations of sl(n + 2 , R) by special functions

    NASA Astrophysics Data System (ADS)

    Campoamor-Stursberg, R.

    2016-08-01

    Using the general solution of the differential equation x¨(t) +g1(t) x˙ +g2(t) x = 0 , a generic basis of the point-symmetry algebra sl(3 , R) is constructed. Deriving the equation from a time-dependent Lagrangian, the basis elements corresponding to Noether symmetries are deduced. The generalized Lewis invariant is constructed explicitly using a linear combination of Noether symmetries. The procedure is generalized to the case of systems of second-order ordinary differential equations with maximal sl(n + 2 , R) -symmetry, and its possible adaptation to the inhomogeneous non-linear case illustrated by an example.

  19. A perturbative solution to metadynamics ordinary differential equation.

    PubMed

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

    2015-12-21

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

  20. Entropy and convexity for nonlinear partial differential equations

    PubMed Central

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

    2013-01-01

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

  1. Numerical diagnostics of solution blowup in differential equations

    NASA Astrophysics Data System (ADS)

    Belov, A. A.

    2017-01-01

    New simple and robust methods have been proposed for detecting poles, logarithmic poles, and mixed-type singularities in systems of ordinary differential equations. The methods produce characteristics of these singularities with a posteriori asymptotically precise error estimates. This approach is applicable to an arbitrary parametrization of integral curves, including the arc length parametrization, which is optimal for stiff and ill-conditioned problems. The method can be used to detect solution blowup for a broad class of important nonlinear partial differential equations, since they can be reduced to huge-order systems of ordinary differential equations by applying the method of lines. The method is superior in robustness and simplicity to previously known methods.

  2. Entropy and convexity for nonlinear partial differential equations.

    PubMed

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  3. 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.

  4. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    PubMed

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

    2014-01-01

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

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

    PubMed

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

    2015-04-08

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

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

    PubMed Central

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

    2015-01-01

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

  7. Numerical integration of asymptotic solutions of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Thurston, Gaylen A.

    1989-01-01

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

  8. Advanced methods for the solution of differential equations

    NASA Technical Reports Server (NTRS)

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

    1973-01-01

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

  9. Difference equations versus differential equations, a possible equivalence for the Rössler system?

    NASA Astrophysics Data System (ADS)

    Letellier, Christophe; Elaydi, Saber; Aguirre, Luis A.; Alaoui, Aziz

    2004-08-01

    When a set of nonlinear differential equations is investigated, most of time there is no analytical solution and only numerical integration techniques can provide accurate numerical solutions. In a general way the process of numerical integration is the replacement of a set of differential equations with a continuous dependence on the time by a model for which the time variable is discrete. In numerical investigations a fourth-order Runge-Kutta integration scheme is usually sufficient. Nevertheless, sometimes a set of difference equations may be required and, in this case, standard schemes like the forward Euler, backward Euler or central difference schemes are used. The major problem encountered with these schemes is that they offer numerical solutions equivalent to those of the set of differential equations only for sufficiently small integration time steps. In some cases, it may be of interest to obtain difference equations with the same type of solutions as for the differential equations but with significantly large time steps. Nonstandard schemes as introduced by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, 1994] allow to obtain more robust difference equations. In this paper, using such nonstandard scheme, we propose some difference equations as discrete analogues of the Rössler system for which it is shown that the dynamics is less dependent on the time step size than when a nonstandard scheme is used. In particular, it has been observed that the solutions to the discrete models are topologically equivalent to the solutions to the Rössler system as long as the time step is less than the threshold value associated with the Nyquist criterion.

  10. Control problems for semilinear neutral differential equations in Hilbert spaces.

    PubMed

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

    We construct some results on the regularity of solutions and the approximate controllability for neutral functional differential equations with unbounded principal operators in Hilbert spaces. In order to establish the controllability of the neutral equations, we first consider the existence and regularity of solutions of the neutral control system by using fractional power of operators and the local Lipschitz continuity of nonlinear term. Our purpose is to obtain the existence of solutions and the approximate controllability for neutral functional differential control systems without using many of the strong restrictions considered in the previous literature. Finally we give a simple example to which our main result can be applied.

  11. Master integrals for splitting functions from differential equations in QCD

    NASA Astrophysics Data System (ADS)

    Gituliar, Oleksandr

    2016-02-01

    A method for calculating phase-space master integrals for the decay process 1 → n masslesspartonsinQCDusingintegration-by-partsanddifferentialequationstechniques is discussed. The method is based on the appropriate choice of the basis for master integrals which leads to significant simplification of differential equations. We describe an algorithm how to construct the desirable basis, so that the resulting system of differential equations can be recursively solved in terms of (G) HPLs as a series in the dimensional regulator ɛ to any order. We demonstrate its power by calculating master integrals for the NLO time-like splitting functions and discuss future applications of the proposed method at the NNLO precision.

  12. Samples of noncommutative products in certain differential equations

    NASA Astrophysics Data System (ADS)

    Légaré, M.

    2010-11-01

    A set of associative noncommutative products is considered in different differential equations of the ordinary and partial types. A method of separation of variables is considered for a large set of those systems. The products involved include for example some * products and some products based on Nijenhuis tensors, which are embedded in the differential equations of the Laplace/Poisson, Lax and Schrödinger styles. A comment on the *-products of Reshetikhin-Jambor-Sykora type is also given in relation to *-products of Vey type.

  13. Analytic solution for Telegraph equation by differential transform method

    NASA Astrophysics Data System (ADS)

    Biazar, J.; Eslami, M.

    2010-06-01

    In this article differential transform method (DTM) is considered to solve Telegraph equation. This method is a powerful tool for solving large amount of problems (Zhou (1986) [1], Chen and Ho (1999) [2], Jang et al. (2001) [3], Kangalgil and Ayaz (2009) [4], Ravi Kanth and Aruna (2009) [5], Arikoglu and Ozkol (2007) [6]). Using differential transform method, it is possible to find the exact solution or a closed approximate solution of an equation. To illustrate the ability and reliability of the method some examples are provided. The results reveal that the method is very effective and simple.

  14. Control Problems for Semilinear Neutral Differential Equations in Hilbert Spaces

    PubMed Central

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

    We construct some results on the regularity of solutions and the approximate controllability for neutral functional differential equations with unbounded principal operators in Hilbert spaces. In order to establish the controllability of the neutral equations, we first consider the existence and regularity of solutions of the neutral control system by using fractional power of operators and the local Lipschitz continuity of nonlinear term. Our purpose is to obtain the existence of solutions and the approximate controllability for neutral functional differential control systems without using many of the strong restrictions considered in the previous literature. Finally we give a simple example to which our main result can be applied. PMID:24772022

  15. Strongly differentiable solutions of the discrete coagulation-fragmentation equation

    NASA Astrophysics Data System (ADS)

    McBride, A. C.; Smith, A. L.; Lamb, W.

    2010-08-01

    We examine an infinite system of ordinary differential equations that models the binary coagulation and multiple fragmentation of clusters. In contrast to previous investigations, our analysis does not involve finite-dimensional truncations of the system. Instead, we treat the problem as an infinite-dimensional differential equation, posed in an appropriate Banach space, and apply perturbation results from the theory of strongly continuous semigroups of operators. The existence and uniqueness of physically meaningful solutions are established for uniformly bounded coagulation rates but with no growth restrictions imposed on the fragmentation rates.

  16. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

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

  17. On Existence and Uniqueness Results for Nonsmooth Implicit Differential Equations

    NASA Astrophysics Data System (ADS)

    You, Xiong; Wu, Xinyuan; Chen, Zhaoxia; Yang, Hongli; Fang, Yonglei

    2008-09-01

    The classical implicit function theorem gives conditions that the function is Fréchet differentiable and the derivative is surjective. In this short article they are generalized to conditions of Lipschitz and monotone type. The newly obtained implicit function theorems are used to derive two sets of sufficient conditions for the existence and uniqueness of solutions to the initial value problems of nonsmooth implicit differential equations.

  18. Power series solutions of ordinary differential equations in MACSYMA

    NASA Technical Reports Server (NTRS)

    Lafferty, E. L.

    1977-01-01

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

  19. Excitability in a stochastic differential equation model for calcium puffs.

    PubMed

    Rüdiger, S

    2014-06-01

    Calcium dynamics are essential to a multitude of cellular processes. For many cell types, localized discharges of calcium through small clusters of intracellular channels are building blocks for all spatially extended calcium signals. Because of the large noise amplitude, the validity of noise-approximating model equations for this system has been questioned. Here we revisit the master equations for local calcium release, examine the multiple scales of calcium concentrations in the cluster domain, and derive adapted stochastic differential equations. We show by comparison of discrete and continuous trajectories that the Langevin equations can be made consistent with the master equations even for very small channel numbers. In its deterministic limit, the model reveals that excitability, a dynamical phenomenon observed in many natural systems, is at the core of calcium puffs. The model also predicts a bifurcation from transient to sustained release which may link local and global calcium signals in cells.

  20. Comparison of numerical techniques for integration of stiff ordinary differential equations arising in combustion chemistry

    NASA Technical Reports Server (NTRS)

    Radhakrishnan, K.

    1984-01-01

    The efficiency and accuracy of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations are compared. The methods examined include two general-purpose codes, EPISODE and LSODE, and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an interactive solution of the algebraic energy conservation equation to compute the temperature does not result in significant errors. In addition, this method is more efficient than evaluating the temperature by integrating its time derivative. Significant reductions in computational work are realized by updating the rate constants (k = at(supra N) N exp(-E/RT) only when the temperature change exceeds an amount delta T that is problem dependent. An approximate expression for the automatic evaluation of delta T is derived and is shown to result in increased efficiency.

  1. Spectral Deferred Corrections for Parabolic Partial Differential Equations

    DTIC Science & Technology

    2015-06-08

    linear differential equation ϕ′(t) = λϕ(t), t ≥ 0 ϕ(0) = 1, (3.31) where λ ∈ C, has exact solution ϕ(t) = eλt. (3.32) Traditionally, for a fixed time step...the second-order differentiation matrix with 16 subintervals and 16 points per subinterval. From Figure 5.2, this matrix approximates the exact ...We describe a new class of algorithms for the solution of parabolic partial differential equa- tions (PDEs). This class of schemes is based on three

  2. Abstract algebraic-delay differential systems and age structured population dynamics

    NASA Astrophysics Data System (ADS)

    Kosovalić, N.; Magpantay, F. M. G.; Chen, Y.; Wu, J.

    We consider the abstract algebraic-delay differential system, x'(t)=Ax(t)+F(x(t),a(t)), a(t)=H(xt,at). Here A is a linear operator on D(A)⊂X satisfying the Hille-Yosida conditions, x(t)∈D(A)¯⊂X, and a(t)∈Rn, where X is a real Banach space. With a global Lipschitz condition on F and an appropriate hypothesis on the function H, we show that the corresponding initial value problem gives rise to a continuous semiflow in a subset of the space of continuous functions. We establish the positivity of the x-component and give some examples arising from age structured population dynamics. The examples come from situations where the age of maturity of an individual at a given time is determined by whether or not the resource concentration density, which depends on the immature population, reaches a prescribed threshold within that time.

  3. Solving Second-Order Differential Equations with Variable Coefficients

    ERIC Educational Resources Information Center

    Wilmer, A., III; Costa, G. B.

    2008-01-01

    A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…

  4. Building Context with Tumor Growth Modeling Projects in Differential Equations

    ERIC Educational Resources Information Center

    Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.

    2015-01-01

    The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…

  5. Integration of CAS in the Didactics of Differential Equations.

    ERIC Educational Resources Information Center

    Balderas Puga, Angel

    In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…

  6. On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients

    ERIC Educational Resources Information Center

    Si, Do Tan

    1977-01-01

    Demonstrates a method for solving linear differential equations with polynomial coefficients based on the fact that the operators z and D + d/dz are known to be Hermitian conjugates with respect to the Bargman and Louck-Galbraith scalar products. (MLH)

  7. Phaser-Based Courseware for Ordinary Differential Equations.

    ERIC Educational Resources Information Center

    Zia, Lee l.

    1991-01-01

    Presented are classroom-tested examples of instructional materials (courseware) for ordinary differential equations using the software package PHASER. All of the examples include in-class demonstration techniques and commentaries for instructor use, student homework and laboratory exercises, and suggestions for in-class examination questions. (JJK)

  8. Numerical Aspects of Solving Differential Equations: Laboratory Approach for Students.

    ERIC Educational Resources Information Center

    Witt, Ana

    1997-01-01

    Describes three labs designed to help students in a first course on ordinary differential equations with three of the most common numerical difficulties they might encounter when solving initial value problems with a numerical software package. The goal of these labs is to help students advance to independent work on common numerical anomalies.…

  9. Do Students Really Understand What an Ordinary Differential Equation Is?

    ERIC Educational Resources Information Center

    Arslan, Selahattin

    2010-01-01

    Differential equations (DEs) are important in mathematics as well as in science and the social sciences. Thus, the study of DEs has been included in various courses in different departments in higher education. The importance of DEs has attracted the attention of many researchers who have generally focussed on the content and instruction of DEs.…

  10. Parameter Estimates in Differential Equation Models for Population Growth

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2011-01-01

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

  11. A Simple Derivation of Kepler's Laws without Solving Differential Equations

    ERIC Educational Resources Information Center

    Provost, J.-P.; Bracco, C.

    2009-01-01

    Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…

  12. Climate Modeling in the Calculus and Differential Equations Classroom

    ERIC Educational Resources Information Center

    Kose, Emek; Kunze, Jennifer

    2013-01-01

    Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…

  13. A Second-Year Undergraduate Course in Applied Differential Equations.

    ERIC Educational Resources Information Center

    Fahidy, Thomas Z.

    1991-01-01

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

  14. Neumann problems for second order ordinary differential equations across resonance

    NASA Astrophysics Data System (ADS)

    Yong, Li; Huaizhong, Wang

    1995-05-01

    This paper deals with the existence-uniqueness problem to Neumann problems for second order ordinary differential equations probably across resonance. By the optimal control theory method, some global optimality results about the unique solvability for such boundary value problems are established.

  15. The Effects of Funding Changes upon the Rate of Knowledge Growth in Algebraic and Differential Topology, 1955-75.

    ERIC Educational Resources Information Center

    Cohn, Steven F.

    1986-01-01

    Discusses effects of funding variations upon the rate of knowledge growth in algebraic and differential topology. Results based on a marginal productivity model indicated that funding variations had little or no effect upon the rate of knowledge growth. Lists 150 of the field's most highly rated papers. (ML)

  16. Solving Differential Matrix Riccati Equations by a piecewise-linearized method based on the conmutant equation

    NASA Astrophysics Data System (ADS)

    Ibáñez, Javier; Hernández, Vicente

    2009-11-01

    Differential Matrix Riccati Equations play a fundamental role in control theory, for example, in optimal control, filtering and estimation, decoupling and order reduction, etc. In this paper a piecewise-linearized method based on the conmutant equation to solve Differential Matrix Riccati Equations (DMREs) is described. This method is applied to develop two algorithms which solve these equations: one for time-varying DMREs and another for time-invariant DMREs, also MATLAB implementations of the above algorithms are developed. Since MATLAB does not have functions which solve DMREs, two algorithms based on a BDF method are also developed. All implemented algorithms have been compared, under equal conditions, at both precision and computational costs. Experimental results show the advantages of solving non-stiff DMREs and in particular stiff DMREs by the proposed algorithms.

  17. Improved stochastic approximation methods for discretized parabolic partial differential equations

    NASA Astrophysics Data System (ADS)

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

  18. Differential equation based method for accurate approximations in optimization

    NASA Technical Reports Server (NTRS)

    Pritchard, Jocelyn I.; Adelman, Howard M.

    1990-01-01

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

  19. Finding higher symmetries of differential equations using the MAPLE package DESOLVII

    NASA Astrophysics Data System (ADS)

    Vu, K. T.; Jefferson, G. F.; Carminati, J.

    2012-04-01

    We present and describe, with illustrative examples, the MAPLE computer algebra package DESOLVII, which is a major upgrade of DESOLV. DESOLVII now includes new routines allowing the determination of higher symmetries (contact and Lie-Bäcklund) for systems of both ordinary and partial differential equations. Catalogue identifier: ADYZ_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADYZ_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 10 858 No. of bytes in distributed program, including test data, etc.: 112 515 Distribution format: tar.gz Programming language: MAPLE internal language Computer: PCs and workstations Operating system: Linux, Windows XP and Windows 7 RAM: Depends on the type of problem and the complexity of the system (small ≈ MB, large ≈ GB) Classification: 4.3, 5 Catalogue identifier of previous version: ADYZ_v1_0 Journal reference of previous version: Comput. Phys. Comm. 176 (2007) 682 Does the new version supersede the previous version?: Yes Nature of problem: There are a number of approaches one may use to find solutions to systems of differential equations. These include numerical, perturbative, and algebraic methods. Unfortunately, approximate or numerical solution methods may be inappropriate in many cases or even impossible due to the nature of the system and hence exact methods are important. In their own right, exact solutions are valuable not only as a yardstick for approximate/numerical solutions but also as a means of elucidating the physical meaning of fundamental quantities in systems. One particular method of finding special exact solutions is afforded by the work of Sophus Lie and the use of continuous transformation groups. The power of Lie's group theoretic method lies in its ability to unify a number of ad hoc

  20. Mathematical Model for Dengue Epidemics with Differential Susceptibility and Asymptomatic Patients Using Computer Algebra

    NASA Astrophysics Data System (ADS)

    Saldarriaga Vargas, Clarita

    When there are diseases affecting large populations where the social, economic and cultural diversity is significant within the same region, the biological parameters that determine the behavior of the dispersion disease analysis are affected by the selection of different individuals. Therefore and because of the variety and magnitude of the communities at risk of contracting dengue disease around all over the world, suggest defining differentiated populations with individual contributions in the results of the dispersion dengue disease analysis. In this paper those conditions were taken in account when several epidemiologic models were analyzed. Initially a stability analysis was done for a SEIR mathematical model of Dengue disease without differential susceptibility. Both free disease and endemic equilibrium states were found in terms of the basic reproduction number and were defined in the Theorem (3.1). Then a DSEIR model was solved when a new susceptible group was introduced to consider the effects of important biological parameters of non-homogeneous populations in the spreading analysis. The results were compiled in the Theorem (3.2). Finally Theorems (3.3) and (3.4) resumed the basic reproduction numbers for three and n different susceptible groups respectively, giving an idea of how differential susceptibility affects the equilibrium states. The computations were done using an algorithmic method implemented in Maple 11, a general-purpose computer algebra system.

  1. Multiple solution of systems of linear algebraic equations by an iterative method with the adaptive recalculation of the preconditioner

    NASA Astrophysics Data System (ADS)

    Akhunov, R. R.; Gazizov, T. R.; Kuksenko, S. P.

    2016-08-01

    The mean time needed to solve a series of systems of linear algebraic equations (SLAEs) as a function of the number of SLAEs is investigated. It is proved that this function has an extremum point. An algorithm for adaptively determining the time when the preconditioner matrix should be recalculated when a series of SLAEs is solved is developed. A numerical experiment with multiply solving a series of SLAEs using the proposed algorithm for computing 100 capacitance matrices with two different structures—microstrip when its thickness varies and a modal filter as the gap between the conductors varies—is carried out. The speedups turned out to be close to the optimal ones.

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

    PubMed

    Murase, Kenya

    2014-01-01

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

  3. Middle School Students' Reading Comprehension of Mathematical Texts and Algebraic Equations

    ERIC Educational Resources Information Center

    Duru, Adem; Koklu, Onder

    2011-01-01

    In this study, middle school students' abilities to translate mathematical texts into algebraic representations and vice versa were investigated. In addition, students' difficulties in making such translations and the potential sources for these difficulties were also explored. Both qualitative and quantitative methods were used to collect data…

  4. A differential equation for the Generalized Born radii.

    PubMed

    Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

    2013-06-28

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

  5. [Feature extraction for breast cancer data based on geometric algebra theory and feature selection using differential evolution].

    PubMed

    Li, Jing; Hong, Wenxue

    2014-12-01

    The feature extraction and feature selection are the important issues in pattern recognition. Based on the geometric algebra representation of vector, a new feature extraction method using blade coefficient of geometric algebra was proposed in this study. At the same time, an improved differential evolution (DE) feature selection method was proposed to solve the elevated high dimension issue. The simple linear discriminant analysis was used as the classifier. The result of the 10-fold cross-validation (10 CV) classification of public breast cancer biomedical dataset was more than 96% and proved superior to that of the original features and traditional feature extraction method.

  6. Solution of Some Types of Differential Equations: Operational Calculus and Inverse Differential Operators

    PubMed Central

    Zhukovsky, K.

    2014-01-01

    We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated. PMID:24892051

  7. On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

    NASA Astrophysics Data System (ADS)

    Michta, Mariusz

    2017-02-01

    In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations with respect to semimartingale integrators. We present new connections between their solutions. In particular, we show that attainable sets of solutions to stochastic inclusions are subsets of values of multivalued solutions of certain set-valued stochastic equations. We also show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. The results obtained in the paper generalize results dealing with this topic known both in deterministic and stochastic cases.

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

    PubMed

    Deboeck, Pascal R; Bergeman, C S

    2013-06-01

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

  9. Constructing general partial differential equations using polynomial and neural networks.

    PubMed

    Zjavka, Ladislav; Pedrycz, Witold

    2016-01-01

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

  10. PREFACE: Seventh International Workshop: Group Analysis of Differential Equations and Integrable Systems (GADEISVII)

    NASA Astrophysics Data System (ADS)

    Vaneeva, Olena; Sophocleous, Christodoulos; Popovych, Roman; Boyko, Vyacheslav; Damianou, Pantelis

    2015-06-01

    The Seventh International Workshop "Group Analysis of Differential Equations and Integrable Systems" (GADEIS-VII) took place at Flamingo Beach Hotel, Larnaca, Cyprus during the period June 15-19, 2014. Fifty nine scientists from nineteen countries participated in the Workshop, and forty one lectures were presented. The Workshop topics ranged from theoretical developments of group analysis of differential equations, hypersymplectic structures, theory of Lie algebras, integrability and superintegrability to their applications in various fields. The Series of Workshops is a joint initiative by the Department of Mathematics and Statistics, University of Cyprus, and the Department of Applied Research of the Institute of Mathematics, National Academy of Sciences, Ukraine. The Workshops evolved from close collaboration among Cypriot and Ukrainian scientists. The first three meetings were held at the Athalassa campus of the University of Cyprus (October 27, 2005, September 25-28, 2006, and October 4-5, 2007). The fourth (October 26-30, 2008), the fifth (June 6-10, 2010) and the sixth (June 17-21, 2012) meetings were held at the coastal resort of Protaras. We would like to thank all the authors who have published papers in the Proceedings. All of the papers have been reviewed by at least two independent referees. We express our appreciation of the care taken by the referees. Their constructive suggestions have improved most of the papers. The importance of peer review in the maintenance of high standards of scientific research can never be overstated. Olena Vaneeva, Christodoulos Sophocleous, Roman Popovych, Vyacheslav Boyko, Pantelis Damianou

  11. Maxwell Equations and the Redundant Gauge Degree of Freedom

    ERIC Educational Resources Information Center

    Wong, Chun Wa

    2009-01-01

    On transformation to the Fourier space (k,[omega]), the partial differential Maxwell equations simplify to algebraic equations, and the Helmholtz theorem of vector calculus reduces to vector algebraic projections. Maxwell equations and their solutions can then be separated readily into longitudinal and transverse components relative to the…

  12. Integro-differential equation of non-local wave interaction

    SciTech Connect

    Engibaryan, N B; Khachatryan, Aghavard Kh

    2007-06-30

    The integro-differential equation d{sup 2}f/dx{sup 2} + Af = {integral}{sub 0}{sup {infinity}}K(x-t)f(t)dt + g(x) with kernel K(x)={lambda}{integral}{sub a}{sup {infinity}}e{sup -|x|p}G(p)dp, a{>=}0, is considered, in which A>0, {lambda} element of 9-{infinity},{infinity}), G(p){>=}0, 2{integral}{sub a}{sup {infinity}}1/p g(p)dp=1. These equations arise, in particular, in the theory of non-local wave interaction. A factorization method of their analysis and solution is developed. Bibliography: 9 titles.

  13. Numerical Solution of a Nonlinear Integro-Differential Equation

    NASA Astrophysics Data System (ADS)

    Buša, Ján; Hnatič, Michal; Honkonen, Juha; Lučivjanský, Tomáš

    2016-02-01

    A discretization algorithm for the numerical solution of a nonlinear integrodifferential equation modeling the temporal variation of the mean number density a(t) in the single-species annihilation reaction A + A → 0 is discussed. The proposed solution for the two-dimensional case (where the integral entering the equation is divergent) uses regularization and then finite differences for the approximation of the differential operator together with a piecewise linear approximation of a(t) under the integral. The presented numerical results point to basic features of the behavior of the number density function a(t) and suggest further improvement of the proposed algorithm.

  14. Connecting orbits for nonlinear differential equations at resonance

    NASA Astrophysics Data System (ADS)

    Kokocki, Piotr

    We study the existence of orbits connecting stationary points for the first order differential equations being at resonance at infinity, where the right hand side is the perturbations of a sectorial operator. Our aim is to prove an index formula expressing the Conley index of associated semiflow with respect to appropriately large ball, in terms of special geometrical assumptions imposed on the nonlinearity. We also prove that the geometrical assumptions are generalization of the well-known in literature Landesman-Lazer and strong resonance conditions. Obtained index formula will be used to derive the criteria determining the existence of orbits connecting stationary points for the heat equation being at resonance at infinity.

  15. Computer transformation of partial differential equations into any coordinate system

    NASA Technical Reports Server (NTRS)

    Sullivan, R. D.

    1977-01-01

    The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.

  16. Solution of partial differential equations on vector and parallel computers

    NASA Technical Reports Server (NTRS)

    Ortega, J. M.; Voigt, R. G.

    1985-01-01

    The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

  17. A new approach to numerical solution of second-order linear hyperbolic partial differential equations arising from physics and engineering

    NASA Astrophysics Data System (ADS)

    Mirzaee, Farshid; Bimesl, Saeed

    This article presents a new reliable solver based on polynomial approximation, using the Euler polynomials to construct the approximate solutions of the second-order linear hyperbolic partial differential equations with two variables and constant coefficients. Also, a formula expressing explicitly the Euler expansion coefficients of a function with one or two variables is proved. Another explicit formula, which expresses the two dimensional Euler operational matrix of differentiation is also given. Application of these formulae for reducing the problem to a system of linear algebraic equations with the unknown Euler coefficients, is explained. Hence, the result system can be solved and the unknown Euler coefficients can be found approximately. Illustrative examples with comparisons are given to confirm the reliability of the proposed method. The results show the efficiency and accuracy of the present work.

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

    ERIC Educational Resources Information Center

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

    2009-01-01

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

  19. Data-driven discovery of partial differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

    Fluid dynamics is inherently governed by spatial-temporal interactions which can be characterized by partial differential equations (PDEs). Emerging sensor and measurement technologies allowing for rich, time-series data collection motivate new data-driven methods for discovering governing equations. We present a novel computational technique for discovering governing PDEs from time series measurements. A library of candidate terms for the PDE including nonlinearities and partial derivatives is computed and sparse regression is then used to identify a subset which accurately reflects the measured dynamics. Measurements may be taken either in a Eulerian framework to discover field equations or in a Lagrangian framework to study a single stochastic trajectory. The method is shown to be robust, efficient, and to work on a variety of canonical equations. Data collected from a simulation of a flow field around a cylinder is used to accurately identify the Navier-Stokes vorticity equation and the Reynolds number to within 1%. A single trace of Brownian motion is also used to identify the diffusion equation. Our method provides a novel approach towards data enabled science where spatial-temporal information bolsters classical machine learning techniques to identify physical laws.

  20. Numerical approaches to fractional calculus and fractional ordinary differential equation

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Chen, An; Ye, Junjie

    2011-05-01

    Nowadays, fractional calculus are used to model various different phenomena in nature, but due to the non-local property of the fractional derivative, it still remains a lot of improvements in the present numerical approaches. In this paper, some new numerical approaches based on piecewise interpolation for fractional calculus, and some new improved approaches based on the Simpson method for the fractional differential equations are proposed. We use higher order piecewise interpolation polynomial to approximate the fractional integral and fractional derivatives, and use the Simpson method to design a higher order algorithm for the fractional differential equations. Error analyses and stability analyses are also given, and the numerical results show that these constructed numerical approaches are efficient.

  1. Analytic solution of differential equation for gyroscope's motions

    NASA Astrophysics Data System (ADS)

    Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.

    2016-08-01

    Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.

  2. An ordinary differential equation based solution path algorithm.

    PubMed

    Wu, Yichao

    2011-01-01

    Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solution path. However it is largely unknown how to extend this solution path algorithm to models beyond the least squares regression. In this work, we propose an extension of the LAR for generalized linear models and the quasi-likelihood model by showing that the corresponding solution path is piecewise given by solutions of ordinary differential equation systems. Our contribution is twofold. First, we provide a theoretical understanding on how the corresponding solution path propagates. Second, we propose an ordinary differential equation based algorithm to obtain the whole solution path.

  3. Numerical solution of three-dimensional magnetic differential equations

    SciTech Connect

    Reiman, A.H.; Greenside, H.S.

    1987-02-01

    A computer code is described that solves differential equations of the form B . del f = h for a single-valued solution f, given a toroidal three-dimensional divergence-free field B and a single-valued function h. The code uses a new algorithm that Fourier decomposes a given function in a set of flux coordinates in which the field lines are straight. The algorithm automatically adjusts the required integration lengths to compensate for proximity to low order rational surfaces. Applying this algorithm to the Cartesian coordinates defines a transformation to magnetic coordinates, in which the magnetic differential equation can be accurately solved. Our method is illustrated by calculating the Pfirsch-Schlueter currents for a stellarator.

  4. Model Predictive Control for Nonlinear Parabolic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Hashimoto, Tomoaki; Yoshioka, Yusuke; Ohtsuka, Toshiyuki

    In this study, the optimal control problem of nonlinear parabolic partial differential equations (PDEs) is investigated. Optimal control of nonlinear PDEs is an open problem with applications that include fluid, thermal, biological, and chemically-reacting systems. Model predictive control with a fast numerical solution method has been well established to solve the optimal control problem of nonlinear systems described by ordinary differential equations. In this study, we develop a design method of the model predictive control for nonlinear systems described by parabolic PDEs. Our approach is a direct infinite dimensional extension of the model predictive control method for finite-dimensional systems. The objective of this paper is to develop an efficient algorithm for numerically solving the model predictive control problem of nonlinear parabolic PDEs. The effectiveness of the proposed method is verified by numerical simulations.

  5. Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Junaid, Ali Khan; Muhammad, Asif Zahoor Raja; Ijaz Mansoor, Qureshi

    2011-02-01

    We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.

  6. Multigrid methods for differential equations with highly oscillatory coefficients

    NASA Technical Reports Server (NTRS)

    Engquist, Bjorn; Luo, Erding

    1993-01-01

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

  7. A convex penalty for switching control of partial differential equations

    DOE PAGES

    Clason, Christian; Rund, Armin; Kunisch, Karl; ...

    2016-01-19

    A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

  8. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    NASA Astrophysics Data System (ADS)

    Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

    2017-02-01

    We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip.

  9. Higher order matrix differential equations with singular coefficient matrices

    SciTech Connect

    Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.

    2015-03-10

    In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.

  10. Neural network differential equation and plasma equilibrium solver

    NASA Astrophysics Data System (ADS)

    van Milligen, B. Ph.; Tribaldos, V.; Jiménez, J. A.

    1995-11-01

    A new generally applicable method to solve differential equations, based on neural networks, is proposed. Straightforward to implement, finite differences and coordinate transformations are not used. The neural network provides a flexible and compact base for representing the solution, found through the global minimization of an error functional. As a proof of principle, a two-dimensional ideal magnetohydrodynamic plasma equilibrium is solved. Since no particular topology is assumed, the technique is especially promising for the three-dimensional plasma equilibrium problem.

  11. On approximating hereditary dynamics by systems of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Cliff, E. M.; Burns, J. A.

    1978-01-01

    The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.

  12. Spectral methods for time dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Gottlieb, D.; Turkel, E.

    1983-01-01

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

  13. A differential delay equation arising from the sieve of Eratosthenes

    NASA Technical Reports Server (NTRS)

    Cheer, A. Y.; Goldston, D. A.

    1990-01-01

    Consideration is given to the differential delay equation introduced by Buchstab (1937) in connection with an asymptotic formula for the uncanceled terms in the sieve of Eratosthenes. Maier (1985) used this result to show there is unexpected irreqularity in the distribution of primes in short intervals. The function omega(u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.

  14. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    PubMed Central

    Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

    2017-01-01

    We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip. PMID:28230090

  15. Fast Numerical Methods for Stochastic Partial Differential Equations

    DTIC Science & Technology

    2016-04-15

    uncertainty quantification. In the last decade much progress has been made in the construction of numerical algorithms to efficiently solve SPDES with...applicable SPDES with efficient numerical methods. This project is intended to address the numerical analysis as well as algorithm aspects of SPDES. Three...differential equations. Our work contains algorithm constructions, rigorous error analysis, and extensive numerical experiments to demonstrate our algorithm

  16. On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Glatt-Holtz, Nathan; Mattingly, Jonathan C.; Richards, Geordie

    2017-02-01

    We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov-Bogolyubov procedure and compactness fails.

  17. On qualitative properties in Volterra integro-differential equations

    NASA Astrophysics Data System (ADS)

    Tunç, Cemil

    2017-01-01

    In this research, we utilize a Lyapunov function and obtain sufficient conditions for the asymptotically stability and boundedness of solutions to the Volterra integro-differential equations of the form d/dt [ x (t)-∫0tD(t,s)x (s)ds ] =-A (t )x (t )+ ∫0tC(t,s) x (s )ds +e (t ,x ). The obtained results revise, correct and improve the results obtained in literature.

  18. A Global Optimization Algorithm Using Stochastic Differential Equations.

    DTIC Science & Technology

    1985-02-01

    Bari (Italy).2Istituto di Fisica , 2 UniversitA di Roma "Tor Vergata", Via Orazio Raimondo, 00173 (La Romanina) Roma (Italy). 3Istituto di Matematica ...accompanying Algorithm. lDipartininto di Matematica , Universita di Bari, 70125 Bar (Italy). Istituto di Fisica , 2a UniversitA di Roim ’"Tor Vergata", Via...Optimization, Stochastic Differential Equations Work Unit Number 5 (Optimization and Large Scale Systems) 6Dipartimento di Matematica , Universita di Bari, 70125

  19. A Partial Differential Equation for the Rank One Convex Envelope

    NASA Astrophysics Data System (ADS)

    Oberman, Adam M.; Ruan, Yuanlong

    2017-02-01

    A partial differential equation (PDE) for the rank one convex envelope is introduced. The existence and uniqueness of viscosity solutions to the PDE is established. Elliptic finite difference schemes are constructed and convergence of finite difference solutions to the viscosity solution of the PDE is proven. Computational results are presented and laminates are computed from the envelopes. Results include the Kohn-Strang example, the classical four gradient example, and an example with eight gradients which produces nontrivial laminates.

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

    PubMed

    Qin, Huizeng; Zheng, Bin

    2013-01-01

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

  1. The Effects of Schema-Broadening Instruction on Second Graders' Word-Problem Performance and Their Ability to Represent Word Problems with Algebraic Equations: A Randomized Control Study.

    PubMed

    Fuchs, Lynn S; Zumeta, Rebecca O; Schumacher, Robin Finelli; Powell, Sarah R; Seethaler, Pamela M; Hamlett, Carol L; Fuchs, Douglas

    2010-06-01

    The purpose of this study was to assess the effects of schema-broadening instruction (SBI) on second graders' word-problem-solving skills and their ability to represent the structure of word problems using algebraic equations. Teachers (n = 18) were randomly assigned to conventional word-problem instruction or SBI word-problem instruction, which taught students to represent the structural, defining features of word problems with overarching equations. Intervention lasted 16 weeks. We pretested and posttested 270 students on measures of word-problem skill; analyses that accounted for the nested structure of the data indicated superior word-problem learning for SBI students. Descriptive analyses of students' word-problem work indicated that SBI helped students represent the structure of word problems with algebraic equations, suggesting that SBI promoted this aspect of students' emerging algebraic reasoning.

  2. The Effects of Schema-Broadening Instruction on Second Graders’ Word-Problem Performance and Their Ability to Represent Word Problems with Algebraic Equations: A Randomized Control Study

    PubMed Central

    Fuchs, Lynn S.; Zumeta, Rebecca O.; Schumacher, Robin Finelli; Powell, Sarah R.; Seethaler, Pamela M.; Hamlett, Carol L.; Fuchs, Douglas

    2010-01-01

    The purpose of this study was to assess the effects of schema-broadening instruction (SBI) on second graders’ word-problem-solving skills and their ability to represent the structure of word problems using algebraic equations. Teachers (n = 18) were randomly assigned to conventional word-problem instruction or SBI word-problem instruction, which taught students to represent the structural, defining features of word problems with overarching equations. Intervention lasted 16 weeks. We pretested and posttested 270 students on measures of word-problem skill; analyses that accounted for the nested structure of the data indicated superior word-problem learning for SBI students. Descriptive analyses of students’ word-problem work indicated that SBI helped students represent the structure of word problems with algebraic equations, suggesting that SBI promoted this aspect of students’ emerging algebraic reasoning. PMID:20539822

  3. Renormalization of tracer turbulence leading to fractional differential equations.

    PubMed

    Sánchez, R; Carreras, B A; Newman, D E; Lynch, V E; van Milligen, B Ph

    2006-07-01

    For many years quasilinear renormalization has been applied to numerous problems in turbulent transport. This scheme relies on the localization hypothesis to derive a linear transport equation from a simplified stochastic description of the underlying microscopic dynamics. However, use of the localization hypothesis narrows the range of transport behaviors that can be captured by the renormalized equations. In this paper, we construct a renormalization procedure that manages to avoid the localization hypothesis completely and produces renormalized transport equations, expressed in terms of fractional differential operators, that exhibit much more of the transport phenomenology observed in nature. This technique provides a first step toward establishing a rigorous link between the microscopic physics of turbulence and the fractional transport models proposed phenomenologically for a wide variety of turbulent systems such as neutral fluids or plasmas.

  4. Oscillation properties of some functional fourth order hyperbolic differential equations

    NASA Astrophysics Data System (ADS)

    Petrova, Z.

    2012-11-01

    In this paper, we apply our recent results for fourth order functional ordinary differential equations and inequalities and obtain sufficient conditions for oscillation of all sufficiently smooth solutions of the following equation ∑ i+j = 2;4ai,j∂i+ju(x,y)/∂xi∂yj+ ∑ i = 1nbi(x,y)u(x-σi,y-τi)+c(x,y,u) = f(x,y), where x>0,y>0,ai,j∈R,σi≥0 and τi ≥ 0 are constants for all the indices. Also, we suppose that n∈N,bi(x,y)∈C(R+2;R+), ∀i = 1-n;c(x,y,u)∈C(R+2,R;R) and f(x,y)∈C(R+2;R). In particular, we establish sufficient conditions for the distribution of zeros this equation.

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

    PubMed

    Güner, Özkan; Cevikel, Adem C

    2014-01-01

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

  6. A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

    PubMed Central

    Güner, Özkan; Cevikel, Adem C.

    2014-01-01

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

  7. On invariant analysis of some time fractional nonlinear systems of partial differential equations. I

    NASA Astrophysics Data System (ADS)

    Singla, Komal; Gupta, R. K.

    2016-10-01

    An investigation of Lie point symmetries for systems of time fractional partial differential equations including Ito system, coupled Burgers equations, coupled Korteweg de Vries equations, Hirota-Satsuma coupled KdV equations, and coupled nonlinear Hirota equations has been done. Using the obtained symmetries, each one of the systems is reduced to the nonlinear system of fractional ordinary differential equations involving Erdélyi-Kober fractional differential operator depending on a parameter α.

  8. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    PubMed

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

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

  9. Derive Workshop Matrix Algebra and Linear Algebra.

    ERIC Educational Resources Information Center

    Townsley Kulich, Lisa; Victor, Barbara

    This document presents the course content for a workshop that integrates the use of the computer algebra system Derive with topics in matrix and linear algebra. The first section is a guide to using Derive that provides information on how to write algebraic expressions, make graphs, save files, edit, define functions, differentiate expressions,…

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

    PubMed

    Murase, Kenya

    2015-01-01

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

  11. ASP: Automated symbolic computation of approximate symmetries of differential equations

    NASA Astrophysics Data System (ADS)

    Jefferson, G. F.; Carminati, J.

    2013-03-01

    A recent paper (Pakdemirli et al. (2004) [12]) compared three methods of determining approximate symmetries of differential equations. Two of these methods are well known and involve either a perturbation of the classical Lie symmetry generator of the differential system (Baikov, Gazizov and Ibragimov (1988) [7], Ibragimov (1996) [6]) or a perturbation of the dependent variable/s and subsequent determination of the classical Lie point symmetries of the resulting coupled system (Fushchych and Shtelen (1989) [11]), both up to a specified order in the perturbation parameter. The third method, proposed by Pakdemirli, Yürüsoy and Dolapçi (2004) [12], simplifies the calculations required by Fushchych and Shtelen's method through the assignment of arbitrary functions to the non-linear components prior to computing symmetries. All three methods have been implemented in the new MAPLE package ASP (Automated Symmetry Package) which is an add-on to the MAPLE symmetry package DESOLVII (Vu, Jefferson and Carminati (2012) [25]). To our knowledge, this is the first computer package to automate all three methods of determining approximate symmetries for differential systems. Extensions to the theory have also been suggested for the third method and which generalise the first method to systems of differential equations. Finally, a number of approximate symmetries and corresponding solutions are compared with results in the literature.

  12. Strong solutions for differential equations in abstract spaces

    NASA Astrophysics Data System (ADS)

    Teixeira, Eduardo V.

    Let (E,F) be a locally convex space. We denote the bounded elements of E by Eb:={x∈E:∥x∥F=supρ∈F ρ(x)<∞}. In this paper, we prove that if B is relatively compact with respect to the F topology and f:I×Eb→Eb is a measurable family of F-continuous maps then for each x0∈Eb there exists a norm-differentiable, (i.e. differentiable with respect to the ∥·∥F norm) local solution to the initial valued problem ut(t)=f(t,u(t)), u(t0)=x0. All of this machinery is developed to study the Lipschitz stability of a nonlinear differential equation involving the Hardy-Littlewood maximal operator.

  13. Integro-differential equation for Bose-Einstein condensates

    SciTech Connect

    Adam, R. M.; Sofianos, S. A.

    2010-11-15

    We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials P{sub K}{sup {alpha},{beta}}(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A{yields}{infinity} we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A(set-membership sign)(10-100) {sup 87}Rb atoms interacting via interatomic interactions and confined by an externally applied trapping potential V{sub trap}(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.

  14. Computations of Wall Distances Based on Differential Equations

    NASA Technical Reports Server (NTRS)

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

    2004-01-01

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

  15. Integro-differential equation for Bose-Einstein condensates

    NASA Astrophysics Data System (ADS)

    Adam, R. M.; Sofianos, S. A.

    2010-11-01

    We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials PKα,β(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A→∞ we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A∈(10-100) Rb87 atoms interacting via interatomic interactions and confined by an externally applied trapping potential Vtrap(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.

  16. Dynamical behavior in a stage-structured differential-algebraic prey-predator model with discrete time delay and harvesting

    NASA Astrophysics Data System (ADS)

    Liu, Chao; Zhang, Qingling; Zhang, Xue; Duan, Xiaodong

    2009-09-01

    A differential-algebraic model system which considers a prey-predator system with stage structure for prey and harvest effort on predator is proposed. By using the differential-algebraic system theory and bifurcation theory, dynamic behavior of the proposed model system with and without discrete time delay is investigated. Local stability analysis of the model system without discrete time delay reveals that there is a phenomenon of singularity induced bifurcation due to variation of the economic interest of harvesting, and a state feedback controller is designed to stabilize the proposed model system at the interior equilibrium; Furthermore, local stability of the model system with discrete time delay is studied. It reveals that the discrete time delay has a destabilizing effect in the population dynamics, and a phenomenon of Hopf bifurcation occurs as the discrete time delay increases through a certain threshold. Finally, numerical simulations are carried out to show the consistency with theoretical analysis obtained in this paper.

  17. Using Example Problems to Improve Student Learning in Algebra: Differentiating between Correct and Incorrect Examples

    ERIC Educational Resources Information Center

    Booth, Julie L.; Lange, Karin E.; Koedinger, Kenneth R.; Newton, Kristie J.

    2013-01-01

    In a series of two "in vivo" experiments, we examine whether correct and incorrect examples with prompts for self-explanation can be effective for improving students' conceptual understanding and procedural skill in Algebra when combined with guided practice. In Experiment 1, students working with the Algebra I Cognitive Tutor were randomly…

  18. Fuzzy fractional functional differential equations under Caputo gH-differentiability

    NASA Astrophysics Data System (ADS)

    Hoa, Ngo Van

    2015-05-01

    In this paper the fuzzy fractional functional differential equations (FFFDEs) under the Caputo generalized Hukuhara differentiability are introduced. We study the existence and uniqueness results of solutions for FFFDEs under some suitable conditions. Also the solution to fuzzy fractional functional initial value problem under Caputo-type fuzzy fractional derivatives by a modified Adams-Bashforth-Moulton method (MABMM) is presented. The method is illustrated by solving some examples.

  19. Generalized Flip-Flop Input Equations Based on a Four-Valued Boolean Algebra

    NASA Technical Reports Server (NTRS)

    Tucker, Jerry H.; Tapia, Moiez A.

    1996-01-01

    A procedure is developed for obtaining generalized flip-flop input equations, and a concise method is presented for representing these equations. The procedure is based on solving a four-valued characteristic equation of the flip-flop, and can encompass flip-flops that are too complex to approach intuitively. The technique is presented using Karnaugh maps, but could easily be implemented in software.

  20. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

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

    1990-01-01

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

  1. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

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

    1988-01-01

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

  2. Differential equation based method for accurate approximations in optimization

    NASA Technical Reports Server (NTRS)

    Pritchard, Jocelyn I.; Adelman, Howard M.

    1990-01-01

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

  3. Axially symmetric equations for differential pulsar rotation with superfluid entrainment

    NASA Astrophysics Data System (ADS)

    Antonelli, M.; Pizzochero, P. M.

    2017-01-01

    In this article we present an analytical two-component model for pulsar rotational dynamics. Under the assumption of axial symmetry, implemented by a paraxial array of straight vortices that thread the entire neutron superfluid, we are able to project exactly the 3D hydrodynamical problem to a 1D cylindrical one. In the presence of density-dependent entrainment the superfluid rotation is non-columnar: we circumvent this by using an auxiliary dynamical variable directly related to the areal density of vortices. The main result is a system of differential equations that take consistently into account the stratified spherical structure of the star, the dynamical effects of non-uniform entrainment, the differential rotation of the superfluid component and its coupling to the normal crust. These equations represent a mathematical framework in which to test quantitatively the macroscopic consequences of the presence of a stable vortex array, a working hypothesis widely used in glitch models. Even without solving the equations explicitly, we are able to draw some general quantitative conclusions; in particular, we show that the reservoir of angular momentum (corresponding to recent values of the pinning forces) is enough to reproduce the largest glitch observed in the Vela pulsar, provided its mass is not too large.

  4. Numerical continuation of solution at a singular point of high codimension for systems of nonlinear algebraic or transcendental equations

    NASA Astrophysics Data System (ADS)

    Krasnikov, S. D.; Kuznetsov, E. B.

    2016-09-01

    Numerical continuation of solution through certain singular points of the curve of the set of solutions to a system of nonlinear algebraic or transcendental equations with a parameter is considered. Bifurcation points of codimension two and three are investigated. Algorithms and computer programs are developed that implement the procedure of discrete parametric continuation of the solution and find all branches at simple bifurcation points of codimension two and three. Corresponding theorems are proved, and each algorithm is rigorously justified. A novel algorithm for the estimation of errors of tangential vectors at simple bifurcation points of a finite codimension m is proposed. The operation of the computer programs is demonstrated by test examples, which allows one to estimate their efficiency and confirm the theoretical results.

  5. Paraconformal structures, ordinary differential equations and totally geodesic manifolds

    NASA Astrophysics Data System (ADS)

    Kryński, Wojciech

    2016-05-01

    We construct point invariants of ordinary differential equations of arbitrary order that generalise the Tresse and Cartan invariants of equations of order two and three, respectively. The vanishing of the invariants is equivalent to the existence of a totally geodesic paraconformal structure which consists of a paraconformal structure, an adapted GL(2 , R) -connection and a two-parameter family of totally geodesic hypersurfaces on the solution space. The structures coincide with the projective structures in dimension 2 and with the Einstein-Weyl structures of Lorentzian signature in dimension 3. We show that the totally geodesic paraconformal structures in higher dimensions can be described by a natural analogue of the Hitchin twistor construction. We present a general example of Veronese webs that generalise the hyper-CR Einstein-Weyl structures in dimension 3. The Veronese webs are described by a hierarchy of integrable systems.

  6. Modeling tree crown dynamics with 3D partial differential equations

    PubMed Central

    Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry

    2014-01-01

    We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095

  7. Bringing partial differential equations to life for students

    NASA Astrophysics Data System (ADS)

    José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco

    2015-05-01

    Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.

  8. Analytical schemes for a new class of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Agrawal, O. P.

    2007-05-01

    Fractional differential equations (FDEs) considered so far contain mostly left (or forward) fractional derivatives. In this paper, we present analytical solutions for a class of FDEs which contain both the left and the right (or the forward and the backward) fractional derivatives. The methods presented use properties of fractional integral operators (which, in many cases, lead to Volterra-type integral equations), an operational approach and a successive approximation method to obtain the solutions. The methods are demonstrated using some examples. The FDEs considered may come from fractional variational calculus (FVC) or from other physical principles. In the case of fractional variational problems (FVPs), the transversality conditions are used to identify appropriate boundary conditions and to solve the problems. It is hoped that this study will lead to further investigations in the field and more elegant solutions would be found.

  9. Algorithm Refinement for Stochastic Partial Differential Equations. I. Linear Diffusion

    NASA Astrophysics Data System (ADS)

    Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

    2002-10-01

    A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.

  10. Einstein-Weyl spaces and third-order differential equations

    NASA Astrophysics Data System (ADS)

    Tod, K. P.

    2000-08-01

    The three-dimensional null-surface formalism of Tanimoto [M. Tanimoto, "On the null surface formalism," Report No. gr-qc/9703003 (1997)] and Forni et al. [Forni et al., "Null surfaces formation in 3D," J. Math Phys. (submitted)] are extended to describe Einstein-Weyl spaces, following Cartan [E. Cartan, "Les espaces généralisées et l'integration de certaines classes d'equations différentielles," C. R. Acad. Sci. 206, 1425-1429 (1938); "La geometria de las ecuaciones diferenciales de tercer order," Rev. Mat. Hispano-Am. 4, 1-31 (1941)]. In the resulting formalism, Einstein-Weyl spaces are obtained from a particular class of third-order differential equations. Some examples of the construction which include some new Einstein-Weyl spaces are given.

  11. A unique transformation from ordinary differential equations to reaction networks.

    PubMed

    Soliman, Sylvain; Heiner, Monika

    2010-12-22

    Many models in Systems Biology are described as a system of Ordinary Differential Equations, which allows for transient, steady-state or bifurcation analysis when kinetic information is available. Complementary structure-related qualitative analysis techniques have become increasingly popular in recent years, like qualitative model checking or pathway analysis (elementary modes, invariants, flux balance analysis, graph-based analyses, chemical organization theory, etc.). They do not rely on kinetic information but require a well-defined structure as stochastic analysis techniques equally do. In this article, we look into the structure inference problem for a model described by a system of Ordinary Differential Equations and provide conditions for the uniqueness of its solution. We describe a method to extract a structured reaction network model, represented as a bipartite multigraph, for example, a continuous Petri net (CPN), from a system of Ordinary Differential Equations (ODEs). A CPN uniquely defines an ODE, and each ODE can be transformed into a CPN. However, it is not obvious under which conditions the transformation of an ODE into a CPN is unique, that is, when a given ODE defines exactly one CPN. We provide biochemically relevant sufficient conditions under which the derived structure is unique and counterexamples showing the necessity of each condition. Our method is implemented and available; we illustrate it on some signal transduction models from the BioModels database. A prototype implementation of the method is made available to modellers at http://contraintes.inria.fr/~soliman/ode2pn.html, and the data mentioned in the "Results" section at http://contraintes.inria.fr/~soliman/ode2pn_data/. Our results yield a new recommendation for the import/export feature of tools supporting the SBML exchange format.

  12. Deformed cohomologies of symmetry pseudo-groups and coverings of differential equations

    NASA Astrophysics Data System (ADS)

    Morozov, Oleg I.

    2017-03-01

    The work establishes a relation between deformed cohomologies of symmetry pseudo-groups and coverings of differential equations. Examples include the potential Khokhlov-Zabolotskaya equation and the Boyer-Finley equation.

  13. Method for Solving Physical Problems Described by Linear Differential Equations

    NASA Astrophysics Data System (ADS)

    Belyaev, B. A.; Tyurnev, V. V.

    2017-01-01

    A method for solving physical problems is suggested in which the general solution of a differential equation in partial derivatives is written in the form of decomposition in spherical harmonics with indefinite coefficients. Values of these coefficients are determined from a comparison of the decomposition with a solution obtained for any simplest particular case of the examined problem. The efficiency of the method is demonstrated on an example of calculation of electromagnetic fields generated by a current-carrying circular wire. The formulas obtained can be used to analyze paths in the near-field magnetic (magnetically inductive) communication systems working in moderately conductive media, for example, in sea water.

  14. Partial differential equation models in the socio-economic sciences

    PubMed Central

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A.

    2014-01-01

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814

  15. Partial differential equation models in the socio-economic sciences.

    PubMed

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A

    2014-11-13

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective.

  16. Behavior near constant solutions of functional differential equations

    NASA Technical Reports Server (NTRS)

    Hale, J. K.

    1974-01-01

    Techniques have been developed to determine in a systematic way the local behavior near constant solutions. Local integral manifolds play a very important role in this development, as they have also for ordinary differential equations. An attempt is made to indicate a few more applications of these methods to some problems in bifurcation in the spirit of Sotomayor (to appear) and to a growth model of Cooke and Yorke (to appear). It is also shown how to prove a theorem on stability under constantly acting disturbances using these methods.

  17. A Solution to the Fundamental Linear Fractional Order Differential Equation

    NASA Technical Reports Server (NTRS)

    Hartley, Tom T.; Lorenzo, Carl F.

    1998-01-01

    This paper provides a solution to the fundamental linear fractional order differential equation, namely, (sub c)d(sup q, sub t) + ax(t) = bu(t). The impulse response solution is shown to be a series, named the F-function, which generalizes the normal exponential function. The F-function provides the basis for a qth order "fractional pole". Complex plane behavior is elucidated and a simple example, the inductor terminated semi- infinite lossy line, is used to demonstrate the theory.

  18. Some existence results on nonlinear fractional differential equations.

    PubMed

    Baleanu, Dumitru; Rezapour, Shahram; Mohammadi, Hakimeh

    2013-05-13

    In this paper, by using fixed-point methods, we study the existence and uniqueness of a solution for the nonlinear fractional differential equation boundary-value problem D(α)u(t)=f(t,u(t)) with a Riemann-Liouville fractional derivative via the different boundary-value problems u(0)=u(T), and the three-point boundary condition u(0)=β(1)u(η) and u(T)=β(2)u(η), where T>0, t∈I=[0,T], 0<α<1, 0<η

  19. An Exponential Finite Difference Technique for Solving Partial Differential Equations.

    DTIC Science & Technology

    1987-06-01

    density , kg/N 3 (lbm/ft 3) 91.*,e separation variables (At dimensionless timelAX) 2 vi -W sNiv W- NiW.4%1 1. INTRODUCTION Partial differential equations...competing numerical analysis were run in double precision on either the IBM-3033 or the Cray X-MP mainframes. The computer codes developed for the...is increased. - R P~p~ 15 Effect of Initial and Boundary Conditions on the Exponential Finite Difference Method In this section the effect of

  20. Neural network error correction for solving coupled ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.

    1992-01-01

    A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

  1. Investigation of ODE integrators using interactive graphics. [Ordinary Differential Equations

    NASA Technical Reports Server (NTRS)

    Brown, R. L.

    1978-01-01

    Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.

  2. Differential Equations, Related Problems of Pade Approximations and Computer Applications

    DTIC Science & Technology

    1988-01-01

    geometric sense, like the Picard-Fuchs equations satisfied by the variation of periods, possess strong arithmetic properties (global nilpotence ...result, and the (G, C)-function conditions, one needs the definition of the p-curvature. We consider a system of matrix first order linear differential...the system (1.1) in the matrix form df f /dx = Aff ; A E M (Q(x)), one can introduce the p-curvature operators Ip, associated with the system (1.1). The

  3. Renormalization group and perfect operators for stochastic differential equations.

    PubMed

    Hou, Q; Goldenfeld, N; McKane, A

    2001-03-01

    We develop renormalization group (RG) methods for solving partial and stochastic differential equations on coarse meshes. RG transformations are used to calculate the precise effect of small-scale dynamics on the dynamics at the mesh size. The fixed point of these transformations yields a perfect operator: an exact representation of physical observables on the mesh scale with minimal lattice artifacts. We apply the formalism to simple nonlinear models of critical dynamics, and show how the method leads to an improvement in the computational performance of Monte Carlo methods.

  4. Estimating varying coefficients for partial differential equation models.

    PubMed

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2017-01-11

    Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data.

  5. Approximate Solvability of Forward-Backward Stochastic Differential Equations

    SciTech Connect

    Ma, J. Yong, J.

    2002-07-01

    The solvability of forward-backward stochastic differential equations (FBSDEs for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some quite restrictive, have been imposed. In this paper we propose a new notion: the approximate solvability of FBSDEs, based on the method of optimal control introduced in our primary work [15]. The approximate solvability of a class of FBSDEs is shown under mild conditions; and a general scheme for constructing approximate adapted solutions is proposed.

  6. State-Constrained Optimal Control Problems of Impulsive Differential Equations

    SciTech Connect

    Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa

    2013-08-01

    The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.

  7. Some studies of the numerical solution of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Mehdiyeva, G.; Ibrahimov, V.; Imanova, M.

    2012-08-01

    With the numerical solution of ordinary differential equations(ODE), scientists engaged in the Middle Ages, beginning with the work of Clairaut. The domain of the numerical methods involved in many famous mathematicians - Euler, Runge, Kutta, Adams, Laplace, and others. They have constructed methods with different properties. In this paper we consider the construction of numerical methods with high accuracy and to this end is proposed to use multi-step multi-derivative and hybrid methods. As well as specific methods are constructed with a certain accuracy.

  8. Application of a partial differential equation in image processing

    NASA Astrophysics Data System (ADS)

    Wang, Huijuan; Yin, Zengqian; Wan, Jingyu; Pang, Juan

    2008-03-01

    Edge detection is realized by using a FitzHugh Nagumo model which is one type of partial differential equations. This model has three types of dynamic, excitable, Turing/Hopf bifurcation, and bistable. In the excitable region the model can realize the edge detection. In the simulation only one image is processed in order to confirm the effect of control parameters on the edge detection. A satisfying effect of edge detection can be obtained by choosing appropriate control parameters. By comparing with other operators it is found that the FitzHugh Nagumo model is superior to Canny operator, Prewitt operator, Roberts operator, and Sobel operator on edge detection.

  9. Infinite time interval backward stochastic differential equations with continuous coefficients.

    PubMed

    Zong, Zhaojun; Hu, Feng

    2016-01-01

    In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).

  10. Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

    ERIC Educational Resources Information Center

    Winkel, Brian

    2015-01-01

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

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

    ERIC Educational Resources Information Center

    Seaman, Brian; Osler, Thomas J.

    2004-01-01

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

  12. The Effects of Schema-Broadening Instruction on Second Graders' Word-Problem Performance and Their Ability to Represent Word Problems with Algebraic Equations: A Randomized Control Study

    ERIC Educational Resources Information Center

    Fuchs, Lynn S.; Zumeta, Rebecca O.; Schumacher, Robin Finelli; Powell, Sarah R.; Seethaler, Pamela M.; Hamlett, Carol L.; Fuchs, Douglas

    2010-01-01

    The purpose of this study was to assess the effects of schema-broadening instruction (SBI) on second graders' word-problem-solving skills and their ability to represent the structure of word problems using algebraic equations. Teachers (n = 18) were randomly assigned to conventional word-problem instruction or SBI word-problem instruction, which…

  13. An Investigation into Challenges Faced by Secondary School Teachers and Pupils in Algebraic Linear Equations: A Case of Mufulira District, Zambia

    ERIC Educational Resources Information Center

    Samuel, Koji; Mulenga, H. M.; Angel, Mukuka

    2016-01-01

    This paper investigates the challenges faced by secondary school teachers and pupils in the teaching and learning of algebraic linear equations. The study involved 80 grade 11 pupils and 15 teachers of mathematics, drawn from 4 selected secondary schools in Mufulira district, Zambia in Central Africa. A descriptive survey method was employed to…

  14. Profiles of Algebraic Competence

    ERIC Educational Resources Information Center

    Humberstone, J.; Reeve, R.A.

    2008-01-01

    The algebraic competence of 72 12-year-old female students was examined to identify profiles of understanding reflecting different algebraic knowledge states. Beginning algebraic competence (mapping abilities: word-to-symbol and vice versa, classifying, and solving equations) was assessed. One week later, the nature of assistance required to map…

  15. Coupled latent differential equation with moderators: simulation and application.

    PubMed

    Hu, Yueqin; Boker, Steve; Neale, Michael; Klump, Kelly L

    2014-03-01

    Latent differential equations (LDE) use differential equations to analyze time series data. Because of the recent development of this technique, some issues critical to running an LDE model remain. In this article, the authors provide solutions to some of these issues and recommend a step-by-step procedure demonstrated on a set of empirical data, which models the interaction between ovarian hormone cycles and emotional eating. Results indicated that emotional eating is self-regulated. For instance, when people do more emotional eating than normal, they will subsequently tend to decrease their emotional eating behavior. In addition, a sudden increase will produce a stronger tendency to decrease than will a slow increase. We also found that emotional eating is coupled with the cycle of the ovarian hormone estradiol, and the peak of emotional eating occurs after the peak of estradiol. The self-reported average level of negative affect moderates the frequency of eating regulation and the coupling strength between eating and estradiol. Thus, people with a higher average level of negative affect tend to fluctuate faster in emotional eating, and their eating behavior is more strongly coupled with the hormone estradiol. Permutation tests on these empirical data supported the reliability of using LDE models to detect self-regulation and a coupling effect between two regulatory behaviors.

  16. A hybrid Pade-Galerkin technique for differential equations

    NASA Technical Reports Server (NTRS)

    Geer, James F.; Andersen, Carl M.

    1993-01-01

    A three-step hybrid analysis technique, which successively uses the regular perturbation expansion method, the Pade expansion method, and then a Galerkin approximation, is presented and applied to some model boundary value problems. In the first step of the method, the regular perturbation method is used to construct an approximation to the solution in the form of a finite power series in a small parameter epsilon associated with the problem. In the second step of the method, the series approximation obtained in step one is used to construct a Pade approximation in the form of a rational function in the parameter epsilon. In the third step, the various powers of epsilon which appear in the Pade approximation are replaced by new (unknown) parameters (delta(sub j)). These new parameters are determined by requiring that the residual formed by substituting the new approximation into the governing differential equation is orthogonal to each of the perturbation coordinate functions used in step one. The technique is applied to model problems involving ordinary or partial differential equations. In general, the technique appears to provide good approximations to the solution even when the perturbation and Pade approximations fail to do so. The method is discussed and topics for future investigations are indicated.

  17. Runge-Kutta Methods for Linear Ordinary Differential Equations

    NASA Technical Reports Server (NTRS)

    Zingg, David W.; Chisholm, Todd T.

    1997-01-01

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

  18. A variational approach to parameter estimation in ordinary differential equations

    PubMed Central

    2012-01-01

    Background Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. Results The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. Conclusions The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields. PMID:22892133

  19. Pseudospectral collocation methods for fourth order differential equations

    NASA Technical Reports Server (NTRS)

    Malek, Alaeddin; Phillips, Timothy N.

    1994-01-01

    Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

  20. Accelerating numerical solution of stochastic differential equations with CUDA

    NASA Astrophysics Data System (ADS)

    Januszewski, M.; Kostur, M.

    2010-01-01

    Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute

  1. Solving cochlear mechanics problems with higher-order differential equations.

    PubMed

    de Boer, E; van Bienema, E

    1982-11-01

    Since most "exact" solution methods for cochlear models are rather unwieldy, they do not lend themselves to easy and multi-purpose application. In this paper a new solution method is described that is more flexible in this respect. A three-dimensional cochlear model is considered. It can be described by an integral equation in terms of the wavenumber k. The kernel Q (k) of that equation is approximated by a rational function of k and this makes it possible to reformulate the problem as a differential equation. The latter can be solved by a straightforward and well-known method. Results of computations with this technique are presented in two forms: an overview of the entire cochlear wave pattern and a detailed representation of the response peak. The method is also used to determine whether a discernible reflected wave is produced in the cochlea or not. For this purpose the wavenumber spectrum of the cochlear wave is studied: it is found to be a one-sided function of k. With surprisingly simple means it is thus shown that no appreciable reflection occurs from the inhomogeneity that is characteristic in cochlear wave propagation. This holds true for values of damping constant delta as low as 0.01, a factor of 5 smaller than is commonly used in cochlear modeling.

  2. Optimal control of systems with discontinuous differential equations.

    SciTech Connect

    Stewart, D. E.; Anitescu, M.; Mathematics and Computer Science; Univ. of Iowa

    2010-02-01

    In this paper we discuss the problem of verifying and computing optimal controls of systems whose dynamics is governed by differential systems with a discontinuous right-hand side. In our work, we are motivated by optimal control of mechanical systems with Coulomb friction, which exhibit such a right-hand side. Notwithstanding the impressive development of nonsmooth and set-valued analysis, these systems have not been closely studied either computationally or analytically. We show that even when the solution crosses and does not stay on the discontinuity, differentiating the results of a simulation gives gradients that have errors of a size independent of the stepsize. This means that the strategy of 'optimize the discretization' will usually fail for problems of this kind. We approximate the discontinuous right-hand side for the differential equations or inclusions by a smooth right-hand side. For these smoothed approximations, we show that the resulting gradients approach the true gradients provided that the start and end points of the trajectory do not lie on the discontinuity and that Euler's method is used where the step size is 'sufficiently small' in comparison with the smoothing parameter. Numerical results are presented for a crude model of car racing that involves Coulomb friction and slip showing that this approach is practical and can handle problems of moderate complexity.

  3. Algebra Word Problem Solving Approaches in a Chemistry Context: Equation Worked Examples versus Text Editing

    ERIC Educational Resources Information Center

    Ngu, Bing Hiong; Yeung, Alexander Seeshing

    2013-01-01

    Text editing directs students' attention to the problem structure as they classify whether the texts of word problems contain sufficient, missing or irrelevant information for working out a solution. Equation worked examples emphasize the formation of a coherent problem structure to generate a solution. Its focus is on the construction of three…

  4. On a fractional integral equation of periodic functions involving Weyl-Riesz operator in Banach algebras

    NASA Astrophysics Data System (ADS)

    Momani, Shaher; Ibrahim, Rabha W.

    2008-03-01

    In this paper, we study the existence of periodic solutions for a nonlinear integral equation of periodic functions involving Weyl-Riesz fractional integral operator under the mixed generalized Lipschitz, Carathéodory and monotonicity conditions. The fixed point theorems due to Dhage are the main tool in carrying out our proofs.

  5. New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

    NASA Astrophysics Data System (ADS)

    Yao, Ruo-Xia; Wang, Wei; Chen, Ting-Hua

    2014-11-01

    Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.

  6. The bi-Hamiltonian structure of some nonlinear fifth- and seventh-order differential equations and recursion formulas for their symmetries and conserved covariants

    NASA Astrophysics Data System (ADS)

    Fuchssteiner, Benno; Oevel, Walter

    1982-03-01

    Using a bi-Hamiltonian formulation we give explicit formulas for the conserved quantities and infinitesimal generators of symmetries for some nonlinear fifth- and seventh-order nonlinear partial differential equations; among them, the Caudrey-Dodd-Gibbon-Sawada-Kotera equation and the Kupershmidt equation. We show that the Lie algebras of the symmetry groups of these equations are of a very special form: Among the C∞ vector fields they are generated from two given commuting vector fields by a recursive application of a single operator. Furthermore, for some higher order equations, those multisoliton solutions, which for ||t||→∞ asymptotically decompose into traveling wave solutions, are characterized as eigenvector decompositions of certain operators.

  7. Power series expansion of the roots of a secular equation containing symbolic elements: Computer algebra and Moseley's law

    NASA Astrophysics Data System (ADS)

    Barnett, Michael P.; Decker, Thomas; Krandick, Werner

    2001-06-01

    We use computer algebra to expand the Pekeris secular determinant for two-electron atoms symbolically, to produce an explicit polynomial in the energy parameter ɛ, with coefficients that are polynomials in the nuclear charge Z. Repeated differentiation of the polynomial, followed by a simple transformation, gives a series for ɛ in decreasing powers of Z. The leading term is linear, consistent with well-known behavior that corresponds to the approximate quadratic dependence of ionization potential on atomic number (Moseley's law). Evaluating the 12-term series for individual Z gives the roots to a precision of 10 or more digits for Z⩾2. This suggests the use of similar tactics to construct formulas for roots vs atomic, molecular, and variational parameters in other eigenvalue problems, in accordance with the general objectives of gradient theory. Matrix elements can be represented by symbols in the secular determinants, enabling the use of analytical expressions for the molecular integrals in the differentiation of the explicit polynomials. The mathematical and computational techniques include modular arithmetic to handle matrix and polynomial operations, and unrestricted precision arithmetic to overcome severe digital erosion. These are likely to find many further applications in computational chemistry.

  8. Finitely approximable random sets and their evolution via differential equations

    NASA Astrophysics Data System (ADS)

    Ananyev, B. I.

    2016-12-01

    In this paper, random closed sets (RCS) in Euclidean space are considered along with their distributions and approximation. Distributions of RCS may be used for the calculation of expectation and other characteristics. Reachable sets on initial data and some ways of their approximate evolutionary description are investigated for stochastic differential equations (SDE) with initial state in some RCS. Markov property of random reachable sets is proved in the space of closed sets. For approximate calculus, the initial RCS is replaced by a finite set on the integer multidimensional grid and the multistage Markov chain is substituted for SDE. The Markov chain is constructed by methods of SDE numerical integration. Some examples are also given.

  9. Spreading disease: integro-differential equations old and new.

    PubMed

    Medlock, Jan; Kot, Mark

    2003-08-01

    We investigate an integro-differential equation for a disease spread by the dispersal of infectious individuals and compare this to Mollison's [Adv. Appl. Probab. 4 (1972) 233; D. Mollison, The rate of spatial propagation of simple epidemics, in: Proc. 6th Berkeley Symp. on Math. Statist. and Prob., vol. 3, University of California Press, Berkeley, 1972, p. 579; J. R. Statist. Soc. B 39 (3) (1977) 283] model of a disease spread by non-local contacts. For symmetric kernels with moment generating functions, spreading infectives leads to faster traveling waves for low rates of transmission, but to slower traveling waves for high rates of transmission. We approximate the shape of the traveling waves for the two models using both piecewise linearization and a regular-perturbation scheme.

  10. Workload Characterization of CFD Applications Using Partial Differential Equation Solvers

    NASA Technical Reports Server (NTRS)

    Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)

    1998-01-01

    Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.

  11. Cause and cure of sloppiness in ordinary differential equation models.

    PubMed

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  12. Linear Multistep Methods for Integrating Reversible Differential Equations

    NASA Astrophysics Data System (ADS)

    Evans, N. Wyn; Tremaine, Scott

    1999-10-01

    This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for first-order differential equations are generally unstable. Here we report on a subset of these methods-the zero-growth methods-that evade these instabilities. We provide an algorithm for identifying these rare methods. We find and study all zero-growth, reversible multisteps with six or fewer steps. This select group includes two well-known second-order multisteps (the trapezoidal and explicit midpoint methods), as well as three new fourth-order multisteps-one of which is explicit. Variable time steps can be readily implemented without spoiling the reversibility. Tests on Keplerian orbits show that these new reversible multisteps work well on orbits with low or moderate eccentricity, although at least 100 steps per radian are required for stability.

  13. Numerical solution of differential equations by artificial neural networks

    NASA Technical Reports Server (NTRS)

    Meade, Andrew J., Jr.

    1995-01-01

    Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.

  14. Cause and cure of sloppiness in ordinary differential equation models

    NASA Astrophysics Data System (ADS)

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  15. Computationally efficient statistical differential equation modeling using homogenization

    USGS Publications Warehouse

    Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.

    2013-01-01

    Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.

  16. A partial differential equation model of metastasized prostatic cancer.

    PubMed

    Friedman, Avner; Jain, Harsh Vardhan

    2013-06-01

    Biochemically failing metastatic prostate cancer is typically treated with androgen ablation. However, due to the emergence of castration-resistant cells that can survive in low androgen concentrations, such therapy eventually fails. Here, we develop a partial differential equation model of the growth and response to treatment of prostate cancer that has metastasized to the bone. Existence and uniqueness results are derived for the resulting free boundary problem. In particular, existence and uniqueness of solutions for all time are proven for the radially symmetric case. Finally, numerical simulations of a tumor growing in 2-dimensions with radial symmetry are carried in order to evaluate the therapeutic potential of different treatment strategies. These simulations are able to reproduce a variety of clinically observed responses to treatment, and suggest treatment strategies that may result in tumor remission, underscoring our model's potential to make a significant contribution in the field of prostate cancer therapeutics.

  17. A delay differential equation model of follicle waves in women.

    PubMed

    Panza, Nicole M; Wright, Andrew A; Selgrade, James F

    2016-01-01

    This article presents a mathematical model for hormonal regulation of the menstrual cycle which predicts the occurrence of follicle waves in normally cycling women. Several follicles of ovulatory size that develop sequentially during one menstrual cycle are referred to as follicle waves. The model consists of 13 nonlinear, delay differential equations with 51 parameters. Model simulations exhibit a unique stable periodic cycle and this menstrual cycle accurately approximates blood levels of ovarian and pituitary hormones found in the biological literature. Numerical experiments illustrate that the number of follicle waves corresponds to the number of rises in pituitary follicle stimulating hormone. Modifications of the model equations result in simulations which predict the possibility of two ovulations at different times during the same menstrual cycle and, hence, the occurrence of dizygotic twins via a phenomenon referred to as superfecundation. Sensitive parameters are identified and bifurcations in model behaviour with respect to parameter changes are discussed. Studying follicle waves may be helpful for improving female fertility and for understanding some aspects of female reproductive ageing.

  18. BOOK REVIEW: Partial Differential Equations in General Relativity

    NASA Astrophysics Data System (ADS)

    Choquet-Bruhat, Yvonne

    2008-09-01

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory.

  19. A Solution Space for a System of Null-State Partial Differential Equations: Part 3

    NASA Astrophysics Data System (ADS)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the third of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations (PDEs) in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE κ ). The system comprises 2 N null-state equations and three conformal Ward identities that govern CFT correlation functions of 2 N one-leg boundary operators. In the first two articles (Flores and Kleban, in Commun Math Phys, arXiv:1212.2301, 2012; Commun Math Phys, arXiv:1404.0035, 2014), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. Extending these results, we prove in this article that dim and entirely consists of (real-valued) solutions constructed with the CFT Coulomb gas (contour integral) formalism. In order to prove this claim, we show that a certain set of C N such solutions is linearly independent. Because the formulas for these solutions are complicated, we prove linear independence indirectly. We use the linear injective map of Lemma 15 in Flores and Kleban (Commun Math Phys, arXiv:1212.2301, 2012) to send each solution of the mentioned set to a vector in , whose components we find as inner products of elements in a Temperley-Lieb algebra. We gather these vectors together as columns of a symmetric matrix, with the form of a meander matrix. If the determinant of this matrix does not vanish, then the set of C N Coulomb gas solutions is linearly independent. And if this determinant does vanish, then we construct an alternative set of C N Coulomb gas solutions and follow a similar procedure to show that this set is linearly independent. The latter situation is closely related to CFT minimal models. We emphasize that, although the system of PDEs arises in CFT in away that is typically non-rigorous, our treatment of this system here and in Flores and Kleban (Commun Math Phys, arXiv:1212.2301, 2012; Commun Math Phys, arXiv:1404

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

    PubMed

    Harney, Michael; Yim, Wen-sau

    2015-01-01

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

  1. OPTIMAL CONTROL THEORY APPLIED TO SYSTEMS DESCRIBED BY PARTIAL DIFFERENTIAL EQUATIONS. VOL. 1 OF FINAL REPORT.

    DTIC Science & Technology

    control theory to systems described by partial differential equations. The intent is not to advance the theory of partial differential equations per se. Thus all considerations will be restricted to the more familiar equations of the type which often occur in mathematical physics. Specifically, the distributed parameter systems under consideration are represented by a set of field

  2. Differential equation dynamical system based assessment model in GNSS interoperability

    NASA Astrophysics Data System (ADS)

    Han, Tao; Lu, XiaoChun; Wang, Xue; Rao, YongNan; Zou, DeCai; Yang, JianFei; Wu, YangYang

    2011-06-01

    With the development of Global Navigation Satellite System (GNSS), the idea of GNSS interoperability is born and has become the focus of study in the field of satellite navigation. The popularity for GNSS to augment the interoperability with the existing ones necessitates the study of the assessment algorithm of this idea. In this paper, an assessment algorithm for interoperability comprehensive benefits based on the differential equation dynamical system is discussed. There are two important aspects in GNSS that interoperability will affect: one is the performance advancement; the other one is the cost of adopting interoperability. While researching the complex relationship between the performance and cost, we found this relationship is similar as what between prey and predator in biomathematics, so the Lotka-Volterra model used to depict the prey-predator relationship is a felicitous tool. After building a differential dynamical model, we analyze the existence and stability of the positive equilibrium in the model. Then a Cost-Effective Function of GNSS is constructed based on the positive equilibrium, which is employed to assess the interoperability, qualitatively and quantitatively. Finally, the paper demonstrates the significance of the model and its application by citing a numerical example.

  3. Mathematical and numerical studies of nonstandard difference equation models of differential equations. Final technical report, September 1995--September 1997

    SciTech Connect

    Mickens, R.E.

    1997-12-12

    The major thrust of this proposal was to continue our investigations of so-called non-standard finite-difference schemes as formulated by other authors. These schemes do not follow the standard rules used to model continuous differential equations by discrete difference equations. The two major aspects of this procedure consist of generalizing the definition of the discrete derivative and using a nonlocal model (on the computational grid or lattice) for nonlinear terms that may occur in the differential equations. Our aim was to investigate the construction of nonstandard finite-difference schemes for several classes of ordinary and partial differential equations. These equations are simple enough to be tractable, yet, have enough complexity to be both mathematically and scientifically interesting. It should be noted that all of these equations differential equations model some physical phenomena under an appropriate set of experimental conditions. The major goal of the project was to better understand the process of constructing finite-difference models for differential equations. In particular, it demonstrates the value of using nonstandard finite-difference procedures. A secondary goal was to construct and study a variety of analytical techniques that can be used to investigate the mathematical properties of the obtained difference equations. These mathematical procedures are of interest in their own right and should be a valuable contribution to the mathematics research literature in difference equations. All of the results obtained from the research done under this project have been published in the relevant research/technical journals or submitted for publication. Our expectation is that these results will lead to improved finite difference schemes for the numerical integration of both ordinary and partial differential equations. Section G of the Appendix gives a concise summary of the major results obtained under funding by the grant.

  4. A constrained regularization method for inverting data represented by linear algebraic or integral equations

    NASA Astrophysics Data System (ADS)

    Provencher, Stephen W.

    1982-09-01

    CONTIN is a portable Fortran IV package for inverting noisy linear operator equations. These problems occur in the analysis of data from a wide variety experiments. They are generally ill-posed problems, which means that errors in an unregularized inversion are unbounded. Instead, CONTIN seeks the optimal solution by incorporating parsimony and any statistical prior knowledge into the regularizor and absolute prior knowledge into equallity and inequality constraints. This can be greatly increase the resolution and accuracyh of the solution. CONTIN is very flexible, consisting of a core of about 50 subprograms plus 13 small "USER" subprograms, which the user can easily modify to specify special-purpose constraints, regularizors, operator equations, simulations, statistical weighting, etc. Specjial collections of USER subprograms are available for photon correlation spectroscopy, multicomponent spectra, and Fourier-Bessel, Fourier and Laplace transforms. Numerically stable algorithms are used throughout CONTIN. A fairly precise definition of information content in terms of degrees of freedom is given. The regularization parameter can be automatically chosen on the basis of an F-test and confidence region. The interpretation of the latter and of error estimates based on the covariance matrix of the constrained regularized solution are discussed. The strategies, methods and options in CONTIN are outlined. The program itself is described in the following paper.

  5. Generation and removal of apparent singularities in linear ordinary differential equations with polynomial coefficients

    NASA Astrophysics Data System (ADS)

    Slavyanov, S. Yu.; Satco, D. A.; Ishkhanyan, A. M.; Rotinyan, T. A.

    2016-12-01

    We discuss several examples of generating apparent singular points as a result of differentiating particular homogeneous linear ordinary differential equations with polynomial coefficients and formulate two general conjectures on the generation and removal of apparent singularities in arbitrary Fuchsian differential equations with polynomial coefficients. We consider a model problem in polymer physics.

  6. Geometric properties of the Kantowski-Sachs and Bianchi-type Killing algebra in relation to a Klein-Gordon equation

    NASA Astrophysics Data System (ADS)

    Jamal, Sameerah; Shabbir, Ghulam

    2017-02-01

    We study the geometric properties of generators for the Klein-Gordon equation in Kantowski-Sachs and certain Bianchi-type spaces. Several versions of the Klein-Gordon equation are derived from its dependence on a potential function. The criteria for different versions of the (1+3) Klein-Gordon equation originates from analyzing three sources, viz. through generators that are identically the Killing algebra, or with the Killing vector fields that are recast into linear combinations and thirdly, real sub-algebras within the conformal algebra. In turn, these equations admit a catalogue of infinitesimal symmetries that are equivalent to the corresponding Killing vector fields in Kantowski-Sachs, Bianchi type III, IX, VIII, VI0 and VII0 space-times, with the exception of a linear vector W=upartialu in every case. The sheer number of results are displayed in appropriate tables. Subsequently, in application, we derive some Noetherian conservation laws and identify some exact solutions by quadratures.

  7. Construction of finite difference schemes having special properties for ordinary and partial differential equations

    NASA Technical Reports Server (NTRS)

    Mickens, R. E.

    1984-01-01

    Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.

  8. On the convergence of difference schemes for fractional differential equations with Robin boundary conditions

    NASA Astrophysics Data System (ADS)

    Bazzaev, A. K.; Shkhanukov-Lafishev, M. Kh.

    2017-01-01

    Locally one-dimensional difference schemes for partial differential equations with fractional order derivatives with respect to time and space in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.

  9. Laplace and Z Transform Solutions of Differential and Difference Equations With the HP-41C.

    ERIC Educational Resources Information Center

    Harden, Richard C.; Simons, Fred O., Jr.

    1983-01-01

    A previously developed program for the HP-41C programmable calculator is extended to handle models of differential and difference equations with multiple eigenvalues. How to obtain difference equation solutions via the Z transform is described. (MNS)

  10. The Riccati equation with variable coefficients expansion algorithm to find more exact solutions of nonlinear differential equations

    NASA Astrophysics Data System (ADS)

    Yan, Zhenya

    2003-04-01

    In this paper based on a system of Riccati equations with variable coefficients, we present a new Riccati equation with variable coefficients expansion method and its algorithm, which are direct and more powerful than the tanh-function method, sine-cosine method, the generalized hyperbolic-function method and the generalized Riccati equation with constant coefficient expansion method to construct more new exact solutions of nonlinear differential equations in mathematical physics. A pair of generalized Hamiltonian equations is chosen to illustrate our algorithm such that more families of new exact solutions are obtained which contain soliton-like solution and periodic solutions. This algorithm can also be applied to other nonlinear differential equations.

  11. A study of impulsive multiterm fractional differential equations with single and multiple base points and applications.

    PubMed

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

    We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models.

  12. Estimation of Delays and Other Parameters in Nonlinear Functional Differential Equations.

    DTIC Science & Technology

    1981-12-01

    FSTIMATION OF DELAYS AND OTHER PARAMETERS IN NONLINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS by K. T. Banks and P. L. Daniel December 1981 LCDS Report #82...ESTIMATION OF DELAYS AND OTHER PARAMETERS IN NONLINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS H. T. Banks and P. L. Daniel ABSTRACT We discuss a spline...based approximation scheme for nonlinear nonautonomous delay differential equations . Convergence results (using dissipative type estimates on the

  13. A Study of Impulsive Multiterm Fractional Differential Equations with Single and Multiple Base Points and Applications

    PubMed Central

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

    We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models. PMID:24578623

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

    PubMed

    Kleinert, H; Zatloukal, V

    2013-11-01

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

  15. A discrete model of a modified Burgers' partial differential equation

    NASA Technical Reports Server (NTRS)

    Mickens, R. E.; Shoosmith, J. N.

    1990-01-01

    A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.

  16. Exact solutions and maximal dimension of invariant subspaces of time fractional coupled nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Sahadevan, R.; Prakash, P.

    2017-01-01

    We show how invariant subspace method can be extended to time fractional coupled nonlinear partial differential equations and construct their exact solutions. Effectiveness of the method has been illustrated through time fractional Hunter-Saxton equation, time fractional coupled nonlinear diffusion system, time fractional coupled Boussinesq equation and time fractional Whitman-Broer-Kaup system. Also we explain how maximal dimension of the time fractional coupled nonlinear partial differential equations can be estimated.

  17. The (G'/G)-expansion method for the nonlinear time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Unsal, Omer; Guner, Ozkan; Bekir, Ahmet; Cevikel, Adem C.

    2017-01-01

    In this paper, we obtain exact solutions of two time fractional differential equations using Jumarie's modified Riemann-Liouville derivative which is encountered in mathematical physics and applied mathematics; namely (3 + 1)-dimensional time fractional KdV-ZK equation and time fractional ADR equation by using fractional complex transform and (G/'G )-expansion method. It is shown that the considered transform and method are very useful in solving nonlinear fractional differential equations.

  18. Partial differential equation transform - Variational formulation and Fourier analysis.

    PubMed

    Wang, Yang; Wei, Guo-Wei; Yang, Siyang

    2011-12-01

    Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform's controllable frequency localization obtained by adjusting the order of PDEs. The

  19. Partial differential equation transform — Variational formulation and Fourier analysis

    PubMed Central

    Wang, Yang; Wei, Guo-Wei; Yang, Siyang

    2011-01-01

    Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The

  20. A Solution Space for a System of Null-State Partial Differential Equations: Part 2

    NASA Astrophysics Data System (ADS)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the second of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). The system comprises 2 N null-state equations and three conformal Ward identities which govern CFT correlation functions of 2 N one-leg boundary operators. In the first article (Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. The analysis of that article is complete except for the proof of a lemma that it invokes. The purpose of this article is to provide that proof. The lemma states that if every interval among ( x 2, x 3), ( x 3, x 4),…,( x 2 N-1, x 2 N ) is a two-leg interval of (defined in Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), then F vanishes. Proving this lemma by contradiction, we show that the existence of such a nonzero function implies the existence of a non-vanishing CFT two-point function involving primary operators with different conformal weights, an impossibility. This proof (which is rigorous in spite of our occasional reference to CFT) involves two different types of estimates, those that give the asymptotic behavior of F as the length of one interval vanishes, and those that give this behavior as the lengths of two intervals vanish simultaneously. We derive these estimates by using Green functions to rewrite certain null-state PDEs as integral equations, combining other null-state PDEs to obtain Schauder interior estimates, and then repeatedly integrating the integral equations with these estimates until we obtain optimal bounds. Estimates in which two interval lengths vanish simultaneously divide into two cases: two adjacent intervals and two non-adjacent intervals. The analysis of the latter case is similar to that for one vanishing

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

    NASA Astrophysics Data System (ADS)

    Sá, Lucas

    2017-03-01

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

  2. A differential algebraic approach for the modeling of polycrystalline ferromagnetic hysteresis with minor loops and frequency dependence

    NASA Astrophysics Data System (ADS)

    Wang, Dan; Wang, Linxiang; Melnik, Roderick

    2016-07-01

    In the current paper, a nonlinear differential algebraic approach is proposed for the modeling of hysteretic dynamics of polycrystalline ferromagnetic materials. The model is constructed by employing a phenomenological theory to the magnetization orientation switching. For the modeling of hysteresis in polycrystalline ferromagnetic materials, the single crystal model is applied to each magnetic domain along its own principal axis. The overall dynamics of the polycrystalline materials is obtained by taking a weighted combination of the dynamics of all magnetic domains. The weight function for the combination is taken as the distribution function of the principal axes. Numerical simulations are performed and comparisons with its experimental counterparts are presented. The hysteretic dynamics caused by orientation switching processes is accurately captured by the proposed model. Minor hysteresis loops associated with partial-amplitude loadings are also captured. Rate dependence of the hysteresis loops are inherently incorporated into the model due to its differential nature.

  3. Algebra for Gifted Third Graders.

    ERIC Educational Resources Information Center

    Borenson, Henry

    1987-01-01

    Elementary school children who are exposed to a concrete, hands-on experience in algebraic linear equations will more readily develop a positive mind-set and expectation for success in later formal, algebraic studies. (CB)

  4. Some operational tools for solving fractional and higher integer order differential equations: A survey on their mutual relations

    NASA Astrophysics Data System (ADS)

    Kiryakova, Virginia S.

    2012-11-01

    The Laplace Transform (LT) serves as a basis of the Operational Calculus (OC), widely explored by engineers and applied scientists in solving mathematical models for their practical needs. This transform is closely related to the exponential and trigonometric functions (exp, cos, sin) and to the classical differentiation and integration operators, reducing them to simple algebraic operations. Thus, the classical LT and the OC give useful tool to handle differential equations and systems with constant coefficients. Several generalizations of the LT have been introduced to allow solving, in a similar way, of differential equations with variable coefficients and of higher integer orders, as well as of fractional (arbitrary non-integer) orders. Note that fractional order mathematical models are recently widely used to describe better various systems and phenomena of the real world. This paper surveys briefly some of our results on classes of such integral transforms, that can be obtained from the LT by means of "transmutations" which are operators of the generalized fractional calculus (GFC). On the list of these Laplace-type integral transforms, we consider the Borel-Dzrbashjan, Meijer, Krätzel, Obrechkoff, generalized Obrechkoff (multi-index Borel-Dzrbashjan) transforms, etc. All of them are G- and H-integral transforms of convolutional type, having as kernels Meijer's G- or Fox's H-functions. Besides, some special functions (also being G- and H-functions), among them - the generalized Bessel-type and Mittag-Leffler (M-L) type functions, are generating Gel'fond-Leontiev (G-L) operators of generalized differentiation and integration, which happen to be also operators of GFC. Our integral transforms have operational properties analogous to those of the LT - they do algebrize the G-L generalized integrations and differentiations, and thus can serve for solving wide classes of differential equations with variable coefficients of arbitrary, including non-integer order

  5. A stochastic differential equation model of diurnal cortisol patterns

    NASA Technical Reports Server (NTRS)

    Brown, E. N.; Meehan, P. M.; Dempster, A. P.

    2001-01-01

    Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

  6. Final Report: Symposium on Adaptive Methods for Partial Differential Equations

    SciTech Connect

    Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.

    1998-12-10

    OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.

  7. A Differential Equation Model for the Dynamics of Youth Gambling

    PubMed Central

    Do, Tae Sug; Lee, Young S.

    2014-01-01

    Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374

  8. Modeling ion channel dynamics through reflected stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Dangerfield, Ciara E.; Kay, David; Burrage, Kevin

    2012-05-01

    Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the “gold standard,” but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks.

  9. Invariance properties of a general bond-pricing equation

    NASA Astrophysics Data System (ADS)

    Sinkala, W.; Leach, P. G. L.; O'Hara, J. G.

    We perform the group classification of a bond-pricing partial differential equation of mathematical finance to discover the combinations of arbitrary parameters that allow the partial differential equation to admit a nontrivial symmetry Lie algebra. As a result of the group classification we propose "natural" values for the arbitrary parameters in the partial differential equation, some of which validate the choices of parameters in such classical models as that of Vasicek and Cox-Ingersoll-Ross. For each set of these natural parameter values we compute the admitted Lie point symmetries, identify the corresponding symmetry Lie algebra and solve the partial differential equation.

  10. Nondegeneracy and uniqueness of positive solutions for Robin problem of second order ordinary differential equations and its applications

    NASA Astrophysics Data System (ADS)

    Dai, Qiuyi; Fu, Yuxia

    This article studies positive solutions of Robin problem for semi-linear second order ordinary differential equations. Nondegeneracy and uniqueness results are proven for homogeneous differential equations. Necessary and sufficient conditions for the existence of one or two positive solutions for inhomogeneous differential equations or differential equations with concave-convex nonlinearities are obtained by making use of the nondegeneracy and uniqueness results for positive solutions of homogeneous differential equations.

  11. The algebraic criteria for the stability of control systems

    NASA Technical Reports Server (NTRS)

    Cremer, H.; Effertz, F. H.

    1986-01-01

    This paper critically examines the standard algebraic criteria for the stability of linear control systems and their proofs, reveals important previously unnoticed connections, and presents new representations. Algebraic stability criteria have also acquired significance for stability studies of non-linear differential equation systems by the Krylov-Bogoljubov-Magnus Method, and allow realization conditions to be determined for classes of broken rational functions as frequency characteristics of electrical network.

  12. Efficient Numerical Methods for Evolution Partial Differential Equations

    DTIC Science & Technology

    1989-09-30

    public lease; distribution mlim ed.-.... 13. ABSTRACT (Maxmum 200 woard Generalized Korteweg - de Vries equation (GKdV). This equation is written as...McKinney. On Optimal high-order in time approxiniations.for the Korteweg -de Vries equation ..To appear in Math. Comp.. 3. J.L. Bona, V.A. Dougalis...O.Karakashian and W. Mckinney, Conservative high-order schemes for the Generalized Korteweg -de Vries equation . In preparation. 4. G. D. Akrivis, V.A

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

    NASA Astrophysics Data System (ADS)

    Ohmori, Shousuke; Yamazaki, Yoshihiro

    2016-01-01

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

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

    SciTech Connect

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

    2014-06-01

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

  15. Probabilistic delay differential equation modeling of event-related potentials.

    PubMed

    Ostwald, Dirk; Starke, Ludger

    2016-08-01

    "Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  17. A Laboratory Experience for Students of Differential Equations using RLC Circuits.

    ERIC Educational Resources Information Center

    Graham, Jeff; Barnes, Julia

    1997-01-01

    Argues that although differential equations are billed as applied mathematics, there is rarely any hands-on experience incorporated into the course. Presents a laboratory project that requires students to obtain data from a physics lab and use that data to compute the coefficients of the second order differential equation, which mathematically…

  18. On the stability of numerical integration routines for ordinary differential equations.

    NASA Technical Reports Server (NTRS)

    Glover, K.; Willems, J. C.

    1973-01-01

    Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

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

    ERIC Educational Resources Information Center

    Cid, Jose Angel

    2009-01-01

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

  20. A note on the Dirichlet problem for model complex partial differential equations

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Karaca, Bahriye

    2016-08-01

    Complex model partial differential equations of arbitrary order are considered. The uniqueness of the Dirichlet problem is studied. It is proved that the Dirichlet problem for higher order of complex partial differential equations with one complex variable has infinitely many solutions.

  1. Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Robin, W.

    2007-01-01

    The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…

  2. Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

    ERIC Educational Resources Information Center

    Deboeck, Pascal R.; Boker, Steven M.

    2010-01-01

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

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

    ERIC Educational Resources Information Center

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

    2016-01-01

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

  4. An Engineering-Oriented Approach to the Introductory Differential Equations Course

    ERIC Educational Resources Information Center

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

    2009-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Lakin, W. D.

    1981-01-01

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

  6. High precision series solutions of differential equations: Ordinary and regular singular points of second order ODEs

    NASA Astrophysics Data System (ADS)

    Noreen, Amna; Olaussen, Kåre

    2012-10-01

    A subroutine for a very-high-precision numerical solution of a class of ordinary differential equations is provided. For a given evaluation point and equation parameters the memory requirement scales linearly with precision P, and the number of algebraic operations scales roughly linearly with P when P becomes sufficiently large. We discuss results from extensive tests of the code, and how one, for a given evaluation point and equation parameters, may estimate precision loss and computing time in advance. Program summary Program title: seriesSolveOde1 Catalogue identifier: AEMW_v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/AEMW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 991 No. of bytes in distributed program, including test data, etc.: 488116 Distribution format: tar.gz Programming language: C++ Computer: PC's or higher performance computers. Operating system: Linux and MacOS RAM: Few to many megabytes (problem dependent). Classification: 2.7, 4.3 External routines: CLN — Class Library for Numbers [1] built with the GNU MP library [2], and GSL — GNU Scientific Library [3] (only for time measurements). Nature of problem: The differential equation -s2({d2}/{dz2}+{1-ν+-ν-}/{z}{d}/{dz}+{ν+ν-}/{z2})ψ(z)+{1}/{z} ∑n=0N vnznψ(z)=0, is solved numerically to very high precision. The evaluation point z and some or all of the equation parameters may be complex numbers; some or all of them may be represented exactly in terms of rational numbers. Solution method: The solution ψ(z), and optionally ψ'(z), is evaluated at the point z by executing the recursion A(z)={s-2}/{(m+1+ν-ν+)(m+1+ν-ν-)} ∑n=0N Vn(z)A(z), ψ(z)=ψ(z)+A(z), to sufficiently large m. Here ν is either ν+ or ν-, and Vn(z)=vnz. The recursion is initialized by A(z)=δzν,for n

  7. Linearized gravity in terms of differential forms

    NASA Astrophysics Data System (ADS)

    Baykal, Ahmet; Dereli, Tekin

    2017-01-01

    A technique to linearize gravitational field equations is developed in which the perturbation metric coefficients are treated as second rank, symmetric, 1-form fields belonging to the Minkowski background spacetime by using the exterior algebra of differential forms.

  8. Practical stability with respect to initial time difference for Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Agarwal, Ravi; O'Regan, D.; Hristova, S.; Cicek, M.

    2017-01-01

    Practical stability with initial data difference for nonlinear Caputo fractional differential equations is studied. This type of stability generalizes known concepts of stability in the literature. It enables us to compare the behavior of two solutions when both initial values and initial intervals are different. In this paper the concept of practical stability with initial time difference is generalized to Caputo fractional differential equations. A definition of the derivative of Lyapunov like function along the given nonlinear Caputo fractional differential equation is given. Comparison results using this definition and scalar fractional differential equations are proved. Sufficient conditions for several types of practical stability with initial time difference for nonlinear Caputo fractional differential equations are obtained via Lyapunov functions. Some examples are given to illustrate the results.

  9. Convergence of step-by-step methods for non-linear integro-differential equations.

    NASA Technical Reports Server (NTRS)

    Mocarsky, W. L.

    1971-01-01

    The theory of consistent step-by-step methods for solving Volterra integral equations is extended to nonsingular Volterra integro-differential equations. It is shown that standard step-by-step algorithms for these more general equations are convergent. Several numerical examples are included.

  10. W-transform for exponential stability of second order delay differential equations without damping terms.

    PubMed

    Domoshnitsky, Alexander; Maghakyan, Abraham; Berezansky, Leonid

    2017-01-01

    In this paper a method for studying stability of the equation [Formula: see text] not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation [Formula: see text] is not exponentially stable, the delay equation can be exponentially stable.

  11. Variation of Parameters in Differential Equations (A Variation in Making Sense of Variation of Parameters)

    ERIC Educational Resources Information Center

    Quinn, Terry; Rai, Sanjay

    2012-01-01

    The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…

  12. Numerical Solution of Ill Posed Problems in Partial Differential Equations

    DTIC Science & Technology

    1988-06-30

    periodic solutions of semilinear wave equations in exterior domains (breathers). Necessary and sufficient conditions for the existence of such solutions...numerically, that radial, global , positive solutions of the equation div grad u + uq u = 0 (X > 0, q > 1). ((1+1grad ul ) / exist for all X sufficiently... equation with a semilinear boundary condition , to appear in SIAM J. Math. Anal. 17] Levine, H.A. and Protter, M.H., The breakdown of solutions of

  13. Numerical Solution of Ill Posed Problems in Partial Differential Equations.

    DTIC Science & Technology

    1987-09-01

    periodic solutions of semilinear wave equations in exterior domains (breathers). Necessary and sufficient conditions for the existence of such...Crandall, M.G., and Sacks, P.E., Some L1 existence and depandence results for semilinear elliptic equations under nonlinear boundary conditions , to...the former case, a convective diffusion equation with a semilinear source in the boundary condition was analyzed. A fairly complete picture of the

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

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, A.

    2015-03-01

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

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

    SciTech Connect

    Granita; Bahar, A.

    2015-03-09

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

  16. Efficient Adjoint Computation of Hybrid Systems of Differential Algebraic Equations with Applications in Power Systems

    SciTech Connect

    Abhyankar, Shrirang; Anitescu, Mihai; Constantinescu, Emil; Zhang, Hong

    2016-03-31

    Sensitivity analysis is an important tool to describe power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this work, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating trajectory sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as DC exciters, by deriving and implementing the adjoint jump conditions that arise from state and time-dependent discontinuities. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach.

  17. Classical and Generalized Solutions of Time-Dependent Linear Differential Algebraic Equations

    DTIC Science & Technology

    1993-10-15

    matrix pencils, [G59]. The book [GrM86] also contains a treatment of the general system (1.1) utilizing a condition of "transferabilitv’" which...C(t) and N(t) are analytic functions of t and N(t) is nilpotent upper (or lower) triangular for all t E J. From the structure of N(t), it follows that...the operator Y(t)l7 n is nilpotent , so that (1.2b) has the unique solution z = E (-1)k(N(t)-)kg, and (1.2a) is k=1 it an explicit ODE. But no

  18. Incorporating Writing in an Integrated Calculus, Linear Algebra, and Differential Equations Sequence.

    ERIC Educational Resources Information Center

    Kelly, Susan E.; LeDocq, Rebecca Lewin

    2001-01-01

    Describes the specific courses in a sequence along with how the writing has been implemented in each course. Provides ideas for how to efficiently handle the additional paper load so students receive the necessary feedback while keeping the grading time reasonable. (Author/ASK)

  19. Colored Quantum Algebra and Its Bethe State

    NASA Astrophysics Data System (ADS)

    Wang, Jin-Zheng; Jia, Xiao-Yu; Wang, Shi-Kun

    2014-12-01

    We investigate the colored Yang—Baxter equation. Based on a trigonometric solution of colored Yang—Baxter equation, we construct a colored quantum algebra. Moreover we discuss its algebraic Bethe ansatz state and highest wight representation.

  20. Symmetric linear systems - An application of algebraic systems theory

    NASA Technical Reports Server (NTRS)

    Hazewinkel, M.; Martin, C.

    1983-01-01

    Dynamical systems which contain several identical subsystems occur in a variety of applications ranging from command and control systems and discretization of partial differential equations, to the stability augmentation of pairs of helicopters lifting a large mass. Linear models for such systems display certain obvious symmetries. In this paper, we discuss how these symmetries can be incorporated into a mathematical model that utilizes the modern theory of algebraic systems. Such systems are inherently related to the representation theory of algebras over fields. We will show that any control scheme which respects the dynamical structure either implicitly or explicitly uses the underlying algebra.