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Sample records for algebra differential equations

  1. 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.

  2. 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.

  3. Note on parallel processing techniques for algebraic equations, ordinary differential equations and partial differential equations

    SciTech Connect

    Allidina, A.Y.; Malinowski, K.; Singh, M.G.

    1982-12-01

    The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.

  4. 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.

  5. 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.

  6. Numerical integration of systems of delay differential-algebraic equations

    NASA Astrophysics Data System (ADS)

    Kuznetsov, E. B.; Mikryukov, V. N.

    2007-01-01

    The numerical solution of the initial value problem for a system of delay differential-algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which ensures the best condition for the corresponding system of continuation equations. The best argument is the arc length along the integral curve of the problem. Algorithms and programs based on the continuous and discrete continuation methods are developed for the numerical integration of this problem. The efficiency of the suggested transformation is demonstrated using test examples.

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

    PubMed

    Sun, Leping

    2016-01-01

    This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true. PMID:27441132

  8. 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.

  9. Numerical Treatment of Differential-Algebraic Equations with Index 2

    NASA Astrophysics Data System (ADS)

    Attili, Basem S.

    2007-09-01

    We will consider index-2 differential algebraic systems. Since they are usually harder to solve, we will show how to reduce the index 2 problem to index 1 DAE which becomes easier to solve numerically. For the numerical treatment, we will treat the resulting index-1 DAE using power series solutions coupled with pade' approximation for better convergence results. Numerical examples will be presented also.

  10. A numerical method for solving partial differential algebraic equations

    NASA Astrophysics Data System (ADS)

    Diep, Nguyen Khac; Chistyakov, V. F.

    2013-06-01

    Linear systems of partial differential equations with constant coefficient matrices are considered. The matrices multiplying the derivatives of the sought vector function are assumed to be singular. The structure of solutions to such systems is examined. The numerical solution of initialboundary value problems for such equations by applying implicit difference schemes is discussed.

  11. Block method of Runge Kutta type for solving differential algebraic equation

    NASA Astrophysics Data System (ADS)

    Wen, Khoo Kai; Majid, Zanariah Abdul; Senu, Norazak

    2015-10-01

    In this paper, a self-starting block method of Runge Kutta type is proposed to solve semi-explicit index-1 differential algebraic equation (DAE). Semi-explicit DAE consists of a system of ordinary differential equations with algebraic constraints. This method will compute the solutions of DAE at two points simultaneously in a block by block steps using constant step size. The DAE is a stiff equation, therefore the Newton iteration is needed during the implementation. Numerical examples are given in order to illustrate the efficiency of the block method when solving the DAE.

  12. Numerical solutions of linear differential-algebraic equation systems via Hartley series

    NASA Astrophysics Data System (ADS)

    Ünal, Emrah; Yalçın, Numan; ćelik, Ercan

    2014-08-01

    In this paper, Hartley series are presented first. Then, the operational matrix of integration together with the product and coefficient matrices are presented. They are used to transform linear differential equation systems to a set of linear algebraic equations. Finally, numerical examples are given.

  13. Convergence of Galerkin Solutions for Linear Differential Algebraic Equations in Hilbert Spaces

    NASA Astrophysics Data System (ADS)

    Matthes, Michael; Tischendorf, Caren

    2010-09-01

    The simulation of complex systems describing different physical effects becomes more and more of interest in various applications. Examples are couplings describing interactions between circuits and semiconductor devices, circuits and electromagnetic fields, fluids and structures. The modeling of such complex processes [1, 2, 3, 4, 7, 8] often leads to coupled systems that are composed of ordinary differential equations (ODEs), differential-algebraic equations (DAEs) and partial differential equations (PDEs). Such coupled systems can be regarded in the general framework of abstract differential-algebraic equations. Here, we discuss a Galerkin approach for handling linear abstract differential-algebraic equations with monotone operators. It is shown to provide solutions that converge to the unique solution of the abstract differential-algebraic system. Furthermore, the solution is proved to depend continuously on the data. The most interesting point of the Galerkin approach is the choice of basis functions. They have to be chosen in proper subspaces in order to guarantee that the solution satisfies the non-dynamic constraints. In contrast to other approaches as e.g. [5, 6], this approach allows time dependent operators but needs monotonicity.

  14. The Minimum Number of Inputs Required for the Controllability of Linear Differential Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Shcheglova, A. A.

    2009-09-01

    Linear control differential algebraic equations are considered. The issue of minimum dimension of the control vector necessitated for complete controllability of the system on any closed interval from the domain of definition is investigated. The problem is analyzed in connection with the time invariant systems having regular matrix pencils and also systems with real-analytic or smooth coefficients, which possess some structural forms.

  15. 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…

  16. 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.

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

    NASA Astrophysics Data System (ADS)

    Man, Yiu-Kwong

    2010-10-01

    In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.

  18. Numerical solution of differential-algebraic equations using the spline collocation-variation method

    NASA Astrophysics Data System (ADS)

    Bulatov, M. V.; Rakhvalov, N. P.; Solovarova, L. S.

    2013-03-01

    Numerical methods for solving initial value problems for differential-algebraic equations are proposed. The approximate solution is represented as a continuous vector spline whose coefficients are found using the collocation conditions stated for a subgrid with the number of collocation points less than the degree of the spline and the minimality condition for the norm of this spline in the corresponding spaces. Numerical results for some model problems are presented.

  19. Numerical solution of differential algebraic equations (DAEs) by mix-multistep method

    NASA Astrophysics Data System (ADS)

    Rahim, Yong Faezah; Suleiman, Mohamed; Ibrahim, Zarina Bibi

    2014-06-01

    Differential Algebraic Equations (DAEs) are regarded as stiff Ordinary Differential Equations (ODEs). Therefore they are solved using implicit method such as Backward Differentiation Formula (BDF) type of methods which require the use of Newton iteration which need much computational effort. However, not all of the ODEs in DAE system are stiff. In this paper, we describe a new technique for solving DAE, where the ODEs are treated as non-stiff at the start of the integration and putting the non-stiff ODEs into stiff subsystem should instability occurs. Adams type of method is used to solve the non-stiff part and BDF method for solving the stiff part. This strategy is shown to be competitive in terms of computational effort and accuracy. Numerical experiments are presented to validate its efficiency.

  20. Data fitting in partial differential algebraic equations: some academic and industrial applications

    NASA Astrophysics Data System (ADS)

    Schittkowski, K.

    2004-02-01

    The paper introduces a numerical method to estimate parameters in systems of one-dimensional partial differential algebraic equations. Proceeding from given experimental data, i.e., observation times and measurements, the minimum least-squares distance of measured data from a fitting criterion is computed, which depends on the solution of the dynamical system. We present a typical black box approach that is easily implemented proceeding from some standard numerical analysis tools. Main emphasis of the paper is to present a couple of practical applications from industry and academia, to give an impression on the complexity of real-life systems of partial differential equations. The domains of application are pharmaceutics, geology, mechanical engineering, chemical engineering, food engineering, and electrical engineering.

  1. A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

    PubMed

    Benhammouda, Brahim

    2016-01-01

    Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential-algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems. PMID:27330880

  2. 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.

  3. 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.

  4. Hopf algebras and Dyson-Schwinger equations

    NASA Astrophysics Data System (ADS)

    Weinzierl, Stefan

    2016-06-01

    In this paper I discuss Hopf algebras and Dyson-Schwinger equations. This paper starts with an introduction to Hopf algebras, followed by a review of the contribution and application of Hopf algebras to particle physics. The final part of the paper is devoted to the relation between Hopf algebras and Dyson-Schwinger equations.

  5. Optical systolic solutions of linear algebraic equations

    NASA Technical Reports Server (NTRS)

    Neuman, C. P.; Casasent, D.

    1984-01-01

    The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.

  6. Local Algebras of Differential Operators

    NASA Astrophysics Data System (ADS)

    Church, P. T.; Timourian, J. G.

    2002-05-01

    There is an increasing literature devoted to the study of boundary value problems using singularity theory. The resulting differential operators are typically Fredholm with index 0, defined on infinite-dimensional spaces, and they have often led to folds, cusps, and even higher-order Morin singularities. In this paper we develop some of the local algebras of germs of such differential Fredholm operators, extending the theory of the finite-dimensional case. We apply this work to nonlinear elliptic boundary value problems: in particular, we make further progress on a question proposed and initially studied by Ruf [1999, J. Differential Equations 151, 111-133]. We also make comments on several problems raised by others.

  7. A two-loop sparse matrix numerical integration procedure for the solution of differential/algebraic equations: Application to multibody systems

    NASA Astrophysics Data System (ADS)

    Shabana, Ahmed A.; Hussein, Bassam A.

    2009-11-01

    In this paper, a two-loop implicit sparse matrix numerical integration (TLISMNI) procedure for the solution of constrained rigid and flexible multibody system differential and algebraic equations is proposed. The proposed method ensures that the kinematic constraint equations are satisfied at the position, velocity and acceleration levels. In this method, a sparse Lagrangian augmented form of the equations of motion that ensures that the constraints are satisfied at the acceleration level is first used to solve for all the accelerations and Lagrange multipliers. The independent coordinates and velocities are then identified and integrated using HTT or Newmark formulas, expressed in this paper in terms of the independent accelerations only. The constraint equations at the position level are then used within an iterative Newton-Raphson procedure to determine the dependent coordinates. The dependent velocities are determined by solving a linear system of algebraic equations. In order to effectively exploit efficient sparse matrix techniques and have minimum storage requirements, a two-loop iterative method is proposed. Equally important, the proposed method avoids the use of numerical differentiation which is commonly associated with the use of implicit integration methods in multibody system algorithms. Numerical examples are presented in order to demonstrate the use of the new integration procedure.

  8. Solving Absolute Value Equations Algebraically and Geometrically

    ERIC Educational Resources Information Center

    Shiyuan, Wei

    2005-01-01

    The way in which students can improve their comprehension by understanding the geometrical meaning of algebraic equations or solving algebraic equation geometrically is described. Students can experiment with the conditions of the absolute value equation presented, for an interesting way to form an overall understanding of the concept.

  9. 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.

  10. 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.

  11. 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…

  12. 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.

  13. Partial Differential Algebraic Sensitivity Analysis Code

    1995-05-15

    PDASAC solves stiff, nonlinear initial-boundary-value in a timelike dimension t and a space dimension x. Plane, circular cylindrical or spherical boundaries can be handled. Mixed-order systems of partial differential and algebraic equations can be analyzed with members of order or 0 or 1 in t, 0,1 or 2 in x. Parametric sensitivities of the calculated states are compted simultaneously on request, via the Jacobian of the state equations. Initial and boundary conditions are efficiently reconciled.more » Local error control (in the max-norm or the 2-norm) is provided for the state vector and can include the parametric sensitivites if desired.« less

  14. Computer algebra methods in the study of nonlinear differential systems

    NASA Astrophysics Data System (ADS)

    Irtegov, V. D.; Titorenko, T. N.

    2013-06-01

    Some issues concerning computer algebra methods as applied to the qualitative analysis of differential equations with first integrals are discussed. The problems of finding stationary sets and analyzing their stability and bifurcations are considered. Special attention is given to algorithms for finding and analyzing peculiar stationary sets. It is shown that computer algebra tools, combined with qualitative analysis methods for differential equations, make it possible not only to enhance the computational efficiency of classical algorithms, but also to implement new approaches to the solution of well-known problems and, in this way, to obtain new results.

  15. 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.)

  16. Laurent phenomenon algebras and the discrete BKP equation

    NASA Astrophysics Data System (ADS)

    Okubo, Naoto

    2016-09-01

    We construct the Laurent phenomenon algebras the cluster variables of which satisfy the discrete BKP equation, the discrete Sawada-Kotera equation and other difference equations obtained by its reduction. These Laurent phenomenon algebras are constructed from seeds with a generalization of mutation-period property. We show that a reduction of a seed corresponds to a reduction of a difference equation.

  17. Laurent phenomenon algebras and the discrete BKP equation

    NASA Astrophysics Data System (ADS)

    Okubo, Naoto

    2016-09-01

    We construct the Laurent phenomenon algebras the cluster variables of which satisfy the discrete BKP equation, the discrete Sawada–Kotera equation and other difference equations obtained by its reduction. These Laurent phenomenon algebras are constructed from seeds with a generalization of mutation-period property. We show that a reduction of a seed corresponds to a reduction of a difference equation.

  18. Confluences of the Painlevé equations, Cherednik algebras and q-Askey scheme

    NASA Astrophysics Data System (ADS)

    Mazzocco, Marta

    2016-09-01

    In this paper we produce seven new algebras as confluences of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} and we characterise their spherical-sub-algebras. The limit of the spherical sub-algebra of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} is the monodromy manifold of the Painlevé VI equation (Oblomkov 2004 Int. Math. Res. Not. 2004 877–912). Here we prove that by considering the limits of the spherical sub-algebras of our new confluent algebras, one obtains the monodromy manifolds of all other Painlevé differential equations. Moreover, we introduce confluent versions of the Zhedanov algebra and prove that each of them (quotiented by their Casimir) is isomorphic to the corresponding spherical sub-algebra of our new confluent Cherednik algebras. We show that in the basic representation our confluent Zhedanov algebras act as symmetries of certain elements of the q-Askey scheme, thus setting a stepping stone towards the solution of the open problem of finding the corresponding quantum algebra for each element of the q-Askey scheme. These results establish a new link between the theory of the Painlevé equations and the theory of the q-Askey scheme making a step towards the construction of a representation theoretic approach for the Painlevé theory.

  19. Confluences of the Painlevé equations, Cherednik algebras and q-Askey scheme

    NASA Astrophysics Data System (ADS)

    Mazzocco, Marta

    2016-09-01

    In this paper we produce seven new algebras as confluences of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} and we characterise their spherical-sub-algebras. The limit of the spherical sub-algebra of the Cherednik algebra of type \\check {{{{C}1}}} {{C}1} is the monodromy manifold of the Painlevé VI equation (Oblomkov 2004 Int. Math. Res. Not. 2004 877-912). Here we prove that by considering the limits of the spherical sub-algebras of our new confluent algebras, one obtains the monodromy manifolds of all other Painlevé differential equations. Moreover, we introduce confluent versions of the Zhedanov algebra and prove that each of them (quotiented by their Casimir) is isomorphic to the corresponding spherical sub-algebra of our new confluent Cherednik algebras. We show that in the basic representation our confluent Zhedanov algebras act as symmetries of certain elements of the q-Askey scheme, thus setting a stepping stone towards the solution of the open problem of finding the corresponding quantum algebra for each element of the q-Askey scheme. These results establish a new link between the theory of the Painlevé equations and the theory of the q-Askey scheme making a step towards the construction of a representation theoretic approach for the Painlevé theory.

  20. 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.

  1. Algebraic approach to solve tt dilepton equations

    SciTech Connect

    Sonnenschein, Lars

    2005-11-01

    The set of nonlinear equations describing the standard model kinematics of the top quark antiquark production system in the dilepton decay channel has at most a fourfold ambiguity due to two not fully reconstructed neutrinos. Its most precise solution is of major importance for measurements of top quark properties like the top quark mass and tt spin correlations. Simple algebraic operations allow one to transform the nonlinear equations into a system of two polynomial equations with two unknowns. These two polynomials of multidegree eight can in turn be analytically reduced to one polynomial with one unknown by means of resultants. The obtained univariate polynomial is of degree 16. The number of its real solutions is determined analytically by means of Sturm's theorem, which is as well used to isolate each real solution into a unique pairwise disjoint interval. The solutions are polished by seeking the sign change of the polynomial in a given interval through binary bracketing.

  2. 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.

  3. 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...

  4. Double Precision Differential/Algebraic Sensitivity Analysis Code

    1995-06-02

    DDASAC solves nonlinear initial-value problems involving stiff implicit systems of ordinary differential and algebraic equations. Purely algebraic nonlinear systems can also be solved, given an initial guess within the region of attraction of a solution. Options include automatic reconciliation of inconsistent initial states and derivatives, automatic initial step selection, direct concurrent parametric sensitivity analysis, and stopping at a prescribed value of any user-defined functional of the current solution vector. Local error control (in the max-normmore » or the 2-norm) is provided for the state vector and can include the sensitivities on request.« less

  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. Numerical solution of integral-algebraic equations for multistep methods

    NASA Astrophysics Data System (ADS)

    Budnikova, O. S.; Bulatov, M. V.

    2012-05-01

    Systems of Volterra linear integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and justified.

  7. 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.

  8. 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.

  9. Algebraic Flux Correction II. Compressible Euler Equations

    NASA Astrophysics Data System (ADS)

    Kuzmin, Dmitri; Möller, Matthias

    Algebraic flux correction schemes of TVD and FCT type are extended to systems of hyperbolic conservation laws. The group finite element formulation is employed for the treatment of the compressible Euler equations. An efficient algorithm is proposed for the edge-by-edge matrix assembly. A generalization of Roe's approximate Riemann solver is derived by rendering all off-diagonal matrix blocks positive semi-definite. Another usable low-order method is constructed by adding scalar artificial viscosity proportional to the spectral radius of the cumulative Roe matrix. The limiting of antidiffusive fluxes is performed using a transformation to the characteristic variables or a suitable synchronization of correction factors for the conservative ones. The outer defect correction loop is equipped with a block-diagonal preconditioner so as to decouple the discretized Euler equations and solve them in a segregated fashion. As an alternative, a strongly coupled solution strategy (global BiCGSTAB method with a block-Gauß-Seidel preconditioner) is introduced for applications which call for the use of large time steps. Various algorithmic aspects including the implementation of characteristic boundary conditions are addressed. Simulation results are presented for inviscid flows in a wide range of Mach numbers.

  10. 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…

  11. 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…

  12. Symmetries of stochastic differential equations: A geometric approach

    NASA Astrophysics Data System (ADS)

    De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania

    2016-06-01

    A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.

  13. 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.

  14. Dual number coefficient octonion algebra, field equations and conservation laws

    NASA Astrophysics Data System (ADS)

    Chanyal, B. C.; Chanyal, S. K.

    2016-08-01

    Starting with octonion algebra, we develop the dual number coefficient octonion (DNCO) algebra having sixteen components. DNCO forms of generalized potential, field and current equations are discussed in consistent manner. We have made an attempt to write the DNCO form of generalized Dirac-Maxwell's equations in presence of electric and magnetic charges (dyons). Accordingly, we demonstrate the work-energy theorem of classical mechanics reproducing the continuity equation for dyons in terms of DNCO algebra. Further, we discuss the DNCO form of linear momentum conservation law for dyons.

  15. 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.

  16. Effective mass Schrödinger equation and nonlinear algebras

    NASA Astrophysics Data System (ADS)

    Roy, B.; Roy, P.

    2005-06-01

    Using supersymmetry we obtain solutions of Schrödinger equation with a position dependent effective mass exhibiting a harmonic oscillator like spectrum. We also discuss the underlying nonlinear algebraic symmetry of the problem.

  17. 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).

  18. Underdetermined systems of partial differential equations

    SciTech Connect

    Bender, Carl M.; Dunne, Gerald V.; Mead, Lawrence R.

    2000-09-01

    This paper examines underdetermined systems of partial differential equations in which the independent variables may be classical c-numbers or even quantum operators. One can view an underdetermined system as expressing the kinematic constraints on a set of dynamical variables that generate a Lie algebra. The arbitrariness in the general solution reflects the freedom to specify the dynamics of such a system. (c) 2000 American Institute of Physics.

  19. Differential geometry on Hopf algebras and quantum groups

    SciTech Connect

    Watts, P.

    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.

  20. 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.

  1. Differential equations, associators, and recurrences for amplitudes

    NASA Astrophysics Data System (ADS)

    Puhlfürst, Georg; Stieberger, Stephan

    2016-01-01

    We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.

  2. 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…

  3. 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.

  4. Zeta functional equation on Jordan algebras of type II

    NASA Astrophysics Data System (ADS)

    Kayoya, J. B.

    2005-02-01

    Using the Jordan algebras methods, specially the properties of Peirce decomposition and the Frobenius transformation, we compute the coefficients of the zeta functional equation, in the case of Jordan algebras of type II. As particular cases of our result, we can cite the case of studied by Gelbart [Mem. Amer. Math. Soc. 108 (1971)] and Godement and Jacquet [Zeta functions of simple algebras, Lecture Notes in Math., vol. 260, Springer-Verlag, Berlin, 1972], and the case of studied by Muro [Adv. Stud. Pure Math. 15 (1989) 429]. Let us also mention, that recently, Bopp and Rubenthaler have obtained a more general result on the zeta functional equation by using methods based on the algebraic properties of regular graded algebras which are in one-to-one correspondence with simple Jordan algebras [Local Zeta Functions Attached to the Minimal Spherical Series for a Class of Symmetric Spaces, IRMA, Strasbourg, 2003]. The method used in this paper is a direct application of specific properties of Jordan algebras of type II.

  5. Algebraic Reasoning in the Middle Grades: A View of Student Strategies in Pictorial and Algebraic System of Equations

    ERIC Educational Resources Information Center

    Falcon, Raymond

    2009-01-01

    Teachers use action research in order to improve their teaching and student learning. This action research will analyze students' algebraic reasoning in finding values of variables in systems of equations pictorially and algebraically. This research will look at students solving linear systems of equations without knowing the algebraic algorithms.…

  6. Integrable maps from Galois differential algebras, Borel transforms and number sequences

    NASA Astrophysics Data System (ADS)

    Tempesta, Piergiulio

    A new class of integrable maps, obtained as lattice versions of polynomial dynamical systems is introduced. These systems are obtained by means of a discretization procedure that preserves several analytic and algebraic properties of a given differential equation, in particular symmetries and integrability (see Tempesta, 2010 [40]). Our approach is based on the properties of a suitable Galois differential algebra, that we shall call a Rota algebra. A formulation of the procedure in terms of category theory is proposed. In order to render the lattice dynamics confined, a Borel regularization is also adopted. As a byproduct of the theory, a connection between number sequences and integrability is discussed.

  7. Solving Differential Equations in R

    NASA Astrophysics Data System (ADS)

    Soetaert, Karline; Meysman, Filip; Petzoldt, Thomas

    2010-09-01

    The open-source software R has become one of the most widely used systems for statistical data analysis and for making graphs, but it is also well suited for other disciplines in scientific computing. One of the fields where considerable progress has been made is the solution of differential equations. Here we first give an overview of the types of differential equations that R can solve, and then demonstrate how to use R for solving a 2-Dimensional partial differential equation.

  8. Reconstruction of symmetric Dirac-Maxwell equations using nonassociative algebra

    NASA Astrophysics Data System (ADS)

    Kalauni, Pushpa; Barata, J. C. A.

    2015-01-01

    In the presence of sources, the usual Maxwell equations are neither symmetric nor invariant with respect to the duality transformation between electric and magnetic fields. Dirac proposed the existence of magnetic monopoles for symmetrizing the Maxwell equations. In the present work, we obtain the fully symmetric Dirac-Maxwell's equations (i.e. with electric and magnetic charges and currents) as a single equation by using 4 × 4 matrix presentation of fields and derivative operators. This matrix representation has been derived with the help of the algebraic properties of quaternions and octonions. Such description gives a compact representation of electric and magnetic counterparts of the field in a single equation.

  9. On some differential transformations of hypergeometric equations

    NASA Astrophysics Data System (ADS)

    Hounkonnou, M. N.; Ronveaux, A.

    2015-04-01

    Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.

  10. He's iteration formulation for solving nonlinear algebraic equations

    NASA Astrophysics Data System (ADS)

    Qian, W.-X.; Ye, Y.-H.; Chen, J.; Mo, L.-F.

    2008-02-01

    Newton iteration method is sensitive to initial guess and its slope. To overcome the shortcoming, He's iteration method is used to solve nonlinear algebraic equations where Newton iteration method becomes invalid. Some examples are given, showing that the method is effective.

  11. Numerical solution to systems of delay integrodifferential algebraic equations

    NASA Astrophysics Data System (ADS)

    Dmitriev, S. S.; Kuznetsov, E. B.

    2008-03-01

    The numerical solution of the initial value problem for a system of delay integrodifferential algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which is the arc length along the integral curve of the problem. The efficiency of the transformation is demonstrated using test examples.

  12. Bounds for the eigenvalues of the continuous algebraic Riccati equation

    NASA Astrophysics Data System (ADS)

    Liu, Jianzhou; Zhang, Juan

    2011-10-01

    By using singular value decomposition and majorisation inequalities, we propose new upper and lower bounds for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. These bounds improve and extend some of the previous results. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results.

  13. 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.

  14. Numerical Solvers for Generalized Algebraic Riccati Equations

    NASA Astrophysics Data System (ADS)

    Ivanov, I. G.; Rusinova, R. I.

    2009-10-01

    We consider a new type nonlinear matrix equation. We investigate the existence a positive definite solution and two iterative methods for computing this solution. The first method is the classical Newton procedure and the second is a new Stein iteration. In this paper it is proved that a new Stein iteration has convergence properties to those of the Newton iteration.

  15. Solving Differential Equations in R

    EPA Science Inventory

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

  16. 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.

  17. 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

  18. 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

  19. 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.

  20. 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.

  1. A system of nonlinear algebraic equations connected with the multisoliton solution of the Benjamin-Ono equation

    NASA Astrophysics Data System (ADS)

    Matsuno, Yoshimasa

    2004-02-01

    The multisoliton solution of the Benjamin-Ono equation is derived from the system of nonlinear algebraic equations. This finding is unexpected from the scheme of the inverse scattering transform method, which constructs the multisoliton solution through the system of linear algebraic equations. The anlaysis developed here is also applied to the rational multisoliton solution of the Kadomtsev-Petviashvili equation.

  2. 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.

  3. 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…

  4. 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.

  5. Neural network architecture for solving the algebraic matrix Riccati equation

    NASA Astrophysics Data System (ADS)

    Ham, Fredric M.; Collins, Emmanuel G.

    1996-03-01

    This paper presents a neurocomputing approach for solving the algebraic matrix Riccati equation. This approach is able to utilize a good initial condition to reduce the computation time in comparison to standard methods for solving the Riccati equation. The repeated solutions of closely related Riccati equations appears in homotopy algorithms to solve certain problems in fixed-architecture control. Hence, the new approach has the potential to significantly speed-up these algorithms. It also has potential applications in adaptive control. The structured neural network architecture is trained using error backpropagation based on a steepest-descent learning rule. An example is given which illustrates the advantage of utilizing a good initial condition (i.e., initial setting of the neural network synaptic weight matrix) in the structured neural network.

  6. On abstract degenerate neutral differential equations

    NASA Astrophysics Data System (ADS)

    Hernández, Eduardo; O'Regan, Donal

    2016-10-01

    We introduce a new abstract model of functional differential equations, which we call abstract degenerate neutral differential equations, and we study the existence of strict solutions. The class of problems and the technical approach introduced in this paper allow us to generalize and extend recent results on abstract neutral differential equations. Some examples on nonlinear partial neutral differential equations are presented.

  7. 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…

  8. Ordinary Differential Equation System Solver

    1992-03-05

    LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.

  9. Differential Equations for Morphological Amoebas

    NASA Astrophysics Data System (ADS)

    Welk, Martin; Breuß, Michael; Vogel, Oliver

    This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.

  10. 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.

  11. Introducing Algebraic Structures through Solving Equations: Vertical Content Knowledge for K-12 Mathematics Teachers

    ERIC Educational Resources Information Center

    Wasserman, Nicholas H.

    2014-01-01

    Algebraic structures are a necessary aspect of algebraic thinking for K-12 students and teachers. An approach for introducing the algebraic structure of groups and fields through the arithmetic properties required for solving simple equations is summarized; the collective (not individual) importance of these axioms as a foundation for algebraic…

  12. Lie symmetry and integrability of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Zhdanov, R. Z.

    1998-12-01

    Combining a Lie algebraic approach that is due to Wei and Norman [J. Math. Phys. 4, 475 (1963)] and the ideas suggested by Drach [Compt. Rend. 168, 337 (1919)], we have constructed several classes of systems of linear ordinary differential equations that are integrable by quadratures. Their integrability is ensured by integrability of the corresponding stationary cubic Schrödinger, KdV, and Harry-Dym equations. Next, we obtain a hierarchy of integrable reductions of the Dirac equation of an electron moving in the external field. Their integrability is shown to be in correspondence with integrability of the stationary mKdV hierarchy.

  13. 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.

  14. Commutator identities on associative algebras, the non-Abelian Hirota difference equation and its reductions

    NASA Astrophysics Data System (ADS)

    Pogrebkov, A. K.

    2016-06-01

    We show that the non-Abelian Hirota difference equation is directly related to a commutator identity on an associative algebra. Evolutions generated by similarity transformations of elements of this algebra lead to a linear difference equation. We develop a special dressing procedure that results in an integrable non-Abelian Hirota difference equation and propose two regular reduction procedures that lead to a set of known equations, Abelian or non-Abelian, and also to some new integrable equations.

  15. 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.

  16. 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.

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

    NASA Astrophysics Data System (ADS)

    Toutounji, Mohamad

    2015-02-01

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

  18. 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…

  19. 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.

  20. Differential operator multiplication method for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam

    2016-08-01

    Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.

  1. A multilayer recurrent neural network for solving continuous-time algebraic Riccati equations.

    PubMed

    Wang, Jun; Wu, Guang

    1998-07-01

    A multilayer recurrent neural network is proposed for solving continuous-time algebraic matrix Riccati equations in real time. The proposed recurrent neural network consists of four bidirectionally connected layers. Each layer consists of an array of neurons. The proposed recurrent neural network is shown to be capable of solving algebraic Riccati equations and synthesizing linear-quadratic control systems in real time. Analytical results on stability of the recurrent neural network and solvability of algebraic Riccati equations by use of the recurrent neural network are discussed. The operating characteristics of the recurrent neural network are also demonstrated through three illustrative examples.

  2. 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.

  3. 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…

  4. 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.

  5. Tikhonov solutions of approximately given systems of linear algebraic equations under finite perturbations of their matrices

    NASA Astrophysics Data System (ADS)

    Volkov, V. V.; Erokhin, V. I.

    2010-04-01

    The properties of a mathematical programming problem that arises in finding a stable (in the sense of Tikhonov) solution to a system of linear algebraic equations with an approximately given augmented coefficient matrix are examined. Conditions are obtained that determine whether this problem can be reduced to the minimization of a smoothing functional or to the minimal matrix correction of the underlying system of linear algebraic equations. A method for constructing (exact or approximately given) model systems of linear algebraic equations with known Tikhonov solutions is described. Sharp lower bounds are derived for the maximal error in the solution of an approximately given system of linear algebraic equations under finite perturbations of its coefficient matrix. Numerical examples are given.

  6. Finite difference method and algebraic polynomial interpolation for numerically solving Poisson's equation over arbitrary domains

    NASA Astrophysics Data System (ADS)

    Fukuchi, Tsugio

    2014-06-01

    The finite difference method (FDM) based on Cartesian coordinate systems can be applied to numerical analyses over any complex domain. A complex domain is usually taken to mean that the geometry of an immersed body in a fluid is complex; here, it means simply an analytical domain of arbitrary configuration. In such an approach, we do not need to treat the outer and inner boundaries differently in numerical calculations; both are treated in the same way. Using a method that adopts algebraic polynomial interpolations in the calculation around near-wall elements, all the calculations over irregular domains reduce to those over regular domains. Discretization of the space differential in the FDM is usually derived using the Taylor series expansion; however, if we use the polynomial interpolation systematically, exceptional advantages are gained in deriving high-order differences. In using the polynomial interpolations, we can numerically solve the Poisson equation freely over any complex domain. Only a particular type of partial differential equation, Poisson's equations, is treated; however, the arguments put forward have wider generality in numerical calculations using the FDM.

  7. Topologies for neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1973-01-01

    Bounded topologies are considered for functional differential equations of the neutral type in which present dynamics of the system are influenced by its past behavior. A special bounded topology is generated on a collection of absolutely continuous functions with essentially bounded derivatives, and an application to a class of nonlinear neutral functional differential equations due to Driver (1965) is presented.

  8. 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…

  9. 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.

  10. 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.

  11. 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

  12. 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].

  13. Differential equations of time dependent order

    NASA Astrophysics Data System (ADS)

    Ludu, A.

    2016-10-01

    We introduce a special type of ordinary differential equations dx x/dtx = f (t, x) whose order of differentiation is a continuous variable depending on the dependent x or independent t variables. We show that such variable order of differentiation equations (VODE) can be solved as Volterra integral equations of second kind with singular integrable kernel. We find the conditions for existence and uniqueness of solutions of such VODE, and present some numeric solutions for particular cases exhibiting bifurcations and blow-up.

  14. 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.

  15. Extended trigonometric Cherednik algebras and nonstationary Schroedinger equations with delta-potentials

    SciTech Connect

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

    2013-02-15

    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 Schroedinger equation with delta-potential. We use coordinate Bethe ansatz methods to construct solutions of the nonstationary Schroedinger 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.

  16. Newton equation for canonical, Lie-algebraic, and quadratic deformation of classical space

    SciTech Connect

    Daszkiewicz, Marcin; Walczyk, Cezary J.

    2008-05-15

    The Newton equation describing particle motion in a constant external field force on canonical, Lie-algebraic, and quadratic space-time is investigated. We show that for canonical deformation of space-time the dynamical effects are absent, while in the case of Lie-algebraic noncommutativity, when spatial coordinates commute to the time variable, the additional acceleration of the particle is generated. We also indicate that in the case of spatial coordinates commuting in a Lie-algebraic way, as well as for quadratic deformation, there appear additional velocity and position-dependent forces.

  17. 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…

  18. 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.

  19. 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.

  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. 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.

  2. Differential equations in airplane mechanics

    NASA Technical Reports Server (NTRS)

    Carleman, M T

    1922-01-01

    In the following report, we will first draw some conclusions of purely theoretical interest, from the general equations of motion. At the end, we will consider the motion of an airplane, with the engine dead and with the assumption that the angle of attack remains constant. Thus we arrive at a simple result, which can be rendered practically utilizable for determining the trajectory of an airplane descending at a constant steering angle.

  3. 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.

  4. Weak self-adjoint differential equations

    NASA Astrophysics Data System (ADS)

    Gandarias, M. L.

    2011-07-01

    The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation.

  5. Extended Trial Equation Method for Nonlinear Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Gepreel, Khaled A.; Nofal, Taher A.

    2015-04-01

    The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.

  6. Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers

    ERIC Educational Resources Information Center

    Dana-Picard, Thierry; Kidron, Ivy

    2008-01-01

    We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…

  7. 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…

  8. Some problems in fractal differential equations

    NASA Astrophysics Data System (ADS)

    Su, Weiyi

    2016-06-01

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

  9. Laplace and the era of differential equations

    NASA Astrophysics Data System (ADS)

    Weinberger, Peter

    2012-11-01

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

  10. Dynamical analysis of a differential algebraic bio-economic model with stage-structured and stochastic fluctuations

    NASA Astrophysics Data System (ADS)

    Zhang, Yue; Zheng, Yan; Liu, Xi; Zhang, Qingling; Li, Aihua

    2016-11-01

    This study considers a class of differential algebraic stage-structured bio-economic models with stochastic fluctuations. The stochastic bio-economic model is simplified to an Itô equation using the stochastic averaging method. The stochastic stability, Hopf bifurcation, and P-bifurcation are discussed based on the singular boundary theory of the diffusion process for the system and the invariant measure theory of dynamic systems. Numerical simulations are presented to illustrate our main results.

  11. 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.

  12. Interpolated Differential Operator (IDO) scheme for solving partial differential equations

    NASA Astrophysics Data System (ADS)

    Aoki, Takayuki

    1997-05-01

    We present a numerical scheme applicable to a wide variety of partial differential equations (PDEs) in space and time. The scheme is based on a high accurate interpolation of the profile for the independent variables over a local area and repetitive differential operations regarding PDEs as differential operators. We demonstrate that the scheme is uniformly applicable to hyperbolic, ellipsoidal and parabolic equations. The equations are solved in terms of the primitive independent variables, so that the scheme has flexibility for various types of equations including source terms. We find out that the conservation holds accurate when a Hermite interpolation is used. For compressible fluid problems, the shock interface is found to be sharply described by adding an artificial viscosity term.

  13. 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.

  14. 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. PMID:24184349

  15. 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.

  16. 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.

  17. 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.

  18. 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…

  19. 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.

  20. 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…

  1. 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…

  2. 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.)

  3. 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.

  4. Differences between Expected Answers and the Answers Given by Computer Algebra Systems to School Equations

    ERIC Educational Resources Information Center

    Tonisson, Eno

    2015-01-01

    Sometimes Computer Algebra Systems (CAS) offer an answer that is somewhat different from the answer that is probably expected by the student or teacher. These (somewhat unexpected) answers could serve as a catalyst for rich mathematical discussion. In this study, over 120 equations from school mathematics were solved using 8 different CAS. Many…

  5. 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…

  6. 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…

  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. Computational Differential Equations: A Pilot Project

    ERIC Educational Resources Information Center

    Roubides, Pascal

    2004-01-01

    The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…

  10. Parallel Algorithm Solves Coupled Differential Equations

    NASA Technical Reports Server (NTRS)

    Hayashi, A.

    1987-01-01

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

  11. The change of the brain activation patterns as children learn algebra equation solving

    PubMed Central

    Qin, Yulin; Carter, Cameron S.; Silk, Eli M.; Stenger, V. Andrew; Fissell, Kate; Goode, Adam; Anderson, John R.

    2004-01-01

    In a brain imaging study of children learning algebra, it is shown that the same regions are active in children solving equations as are active in experienced adults solving equations. As with adults, practice in symbol manipulation produces a reduced activation in prefrontal cortex area. However, unlike adults, practice seems also to produce a decrease in a parietal area that is holding an image of the equation. This finding suggests that adolescents' brain responses are more plastic and change more with practice. These results are integrated in a cognitive model that predicts both the behavioral and brain imaging results. PMID:15064407

  12. 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.

  13. 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.

  14. 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.

  15. Spurious Numerical Solutions Of Differential Equations

    NASA Technical Reports Server (NTRS)

    Lafon, A.; Yee, H. C.

    1995-01-01

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

  16. Spurious Solutions Of Nonlinear Differential Equations

    NASA Technical Reports Server (NTRS)

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

    1992-01-01

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

  17. 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.

  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. 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.

  20. 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.

  1. 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.

  2. Obtaining General Relativity's N-body non-linear Lagrangian from iterative, linear algebraic scaling equations

    NASA Astrophysics Data System (ADS)

    Nordtvedt, K.

    2015-11-01

    A local system of bodies in General Relativity whose exterior metric field asymptotically approaches the Minkowski metric effaces any effects of the matter distribution exterior to its Minkowski boundary condition. To enforce to all orders this property of gravity which appears to hold in nature, a method using linear algebraic scaling equations is developed which generates by an iterative process an N-body Lagrangian expansion for gravity's motion-independent potentials which fulfills exterior effacement along with needed metric potential expansions. Then additional properties of gravity - interior effacement and Lorentz time dilation and spatial contraction - produce additional iterative, linear algebraic equations for obtaining the full non-linear and motion-dependent N-body gravity Lagrangian potentials as well.

  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. Determining the multiplicity of a root of a nonlinear algebraic equation

    NASA Astrophysics Data System (ADS)

    Kalitkin, N. N.; Poshivailo, I. P.

    2008-07-01

    Newton’s method is most frequently used to find the roots of a nonlinear algebraic equation. The convergence domain of Newton’s method can be expanded by applying a generalization known as the continuous analogue of Newton’s method. For the classical and generalized Newton methods, an effective root-finding technique is proposed that simultaneously determines root multiplicity. Roots of high multiplicity (up to 10) can be calculated with a small error. The technique is illustrated using numerical examples.

  5. A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations

    NASA Astrophysics Data System (ADS)

    Yukhno, L. F.

    2008-12-01

    For an overdetermined system of linear algebraic equations, systems obtained by introducing independent random errors into the original right-hand side are examined. Under certain assumptions on how these random variables are distributed, a practical stopping criterion is proposed for an iterative process that minimizes the sum of the squares of the residuals for the above systems. Numerical results demonstrating the efficiency of this criterion for some ill-conditioned problems are presented.

  6. A Numerical Algorithm for Finding Solution of Cross-Coupled Algebraic Riccati Equations

    NASA Astrophysics Data System (ADS)

    Mukaidani, Hiroaki; Yamamoto, Seiji; Yamamoto, Toru

    In this letter, a computational approach for solving cross-coupled algebraic Riccati equations (CAREs) is investigated. The main purpose of this letter is to propose a new algorithm that combines Newton's method with a gradient-based iterative (GI) algorithm for solving CAREs. In particular, it is noteworthy that both a quadratic convergence under an appropriate initial condition and reduction in dimensions for matrix computation are both achieved. A numerical example is provided to demonstrate the efficiency of this proposed algorithm.

  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. 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.

  9. 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.

  10. Algorithm refinement for stochastic partial differential equations.

    SciTech Connect

    Alexander, F. J.; Garcia, Alejandro L.,; Tartakovsky, D. M.

    2001-01-01

    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. A variety of numerical experiments were performed 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 non-stochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except within the particle region, far from the interface. Extensions of the methodology to fluid mechanics applications are discussed.

  11. 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.

  12. 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.

  13. Generalized Ordinary Differential Equation Models 1

    PubMed Central

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-01-01

    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. PMID:25544787

  14. Kalman Duality Principle for a Class of Ill-Posed Minimax Control Problems with Linear Differential-Algebraic Constraints

    SciTech Connect

    Zhuk, Sergiy

    2013-10-15

    In this paper we present Kalman duality principle for a class of linear Differential-Algebraic Equations (DAE) with arbitrary index and time-varying coefficients. We apply it to an ill-posed minimax control problem with DAE constraint and derive a corresponding dual control problem. It turns out that the dual problem is ill-posed as well and so classical optimality conditions are not applicable in the general case. We construct a minimizing sequence u-circumflex{sub {epsilon}} for the dual problem applying Tikhonov method. Finally we represent u-circumflex{sub {epsilon}} in the feedback form using Riccati equation on a subspace which corresponds to the differential part of the DAE.

  15. Middle school students' reading comprehension of mathematical texts and algebraic equations

    NASA Astrophysics Data System (ADS)

    Duru, Adem; Koklu, Onder

    2011-06-01

    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 for this study: questionnaire and clinical interviews. The questionnaire consisted of two general types of items: (1) selected-response (multiple-choice) items for which the respondent selects from multiple options and (2) open-ended items for which the respondent constructs a response. In order to further investigate the students' strategies while they were translating the given mathematical texts to algebraic equations and vice versa, five randomly chosen (n = 5) students were interviewed. Data were collected in the 2007-2008 school year from 185 middle-school students in five teachers' classrooms in three different schools in the city of Adıyaman, Turkey. After the analysis of data, it was found that students who participated in this study had difficulties in translating the mathematical texts into algebraic equations by using symbols. It was also observed that these students had difficulties in translating the symbolic representations into mathematical texts because of their weak reading comprehension. In addition, finding of this research revealed that students' difficulties in translating the given mathematical texts into symbolic representations or vice versa come from different sources.

  16. 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.

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

    PubMed

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

    2016-01-01

    By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006

  18. The classical Darboux III oscillator: factorization, Spectrum Generating Algebra and solution to the equations of motion

    NASA Astrophysics Data System (ADS)

    Latini, D.; Ragnisco, O.; Ballesteros, A.; Enciso, A.; Herranz, F. J.; Riglioni, D.

    2016-01-01

    In a recent paper the so-called Spectrum Generating Algebra (SGA) technique has been applied to the N-dimensional Taub-NUT system, a maximally superintegrable Hamiltonian system which can be interpreted as a one-parameter deformation of the Kepler-Coulomb system. Such a Hamiltonian is associated to a specific Bertrand space of non-constant curvature. The SGA procedure unveils the symmetry algebra underlying the Hamiltonian system and, moreover, enables one to solve the equations of motion. Here we will follow the same path to tackle the Darboux III system, another maximally superintegrable system, which can indeed be viewed as a natural deformation of the isotropic harmonic oscillator where the flat Euclidean space is again replaced by another space of non-constant curvature.

  19. 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.

  20. Analytical solutions for non-linear differential equations with the help of a digital computer

    NASA Technical Reports Server (NTRS)

    Cromwell, P. C.

    1964-01-01

    A technique was developed with the help of a digital computer for analytic (algebraic) solutions of autonomous and nonautonomous equations. Two operational transform techniques have been programmed for the solution of these equations. Only relatively simple nonlinear differential equations have been considered. In the cases considered it has been possible to assimilate the secular terms into the solutions. For cases where f(t) is not a bounded function, a direct series solution is developed which can be shown to be an analytic function. All solutions have been checked against results obtained by numerical integration for given initial conditions and constants. It is evident that certain nonlinear differential equations can be solved with the help of a digital computer.

  1. 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.

  2. Addendum to ‘Algebraic equations for the exceptional eigenspectrum of the generalized Rabi model’

    NASA Astrophysics Data System (ADS)

    Li, Zi-Min; Batchelor, Murray T.

    2016-09-01

    In our recent paper Li and Batchelor (2015 J. Phys. A: Math. Theor. 48 454005) we obtained exceptional points in the eigenspectrum of the generalized Rabi model in terms of a set of algebraic equations. We also gave a proof for the number of roots of the constraint polynomials defining these exceptional solutions as a function of the system parameters and discussed the number of crossing points in the eigenspectrum. This approach however, only covered a subset of all exceptional points in the eigenspectrum. In this addendum, we clarify the distinction between the exceptional parts of the eigenspectrum for this model and discuss the subset of exceptional points not determined in our paper.

  3. Upper solution bounds of the continuous coupled algebraic Riccati matrix equation

    NASA Astrophysics Data System (ADS)

    Liu, Jianzhou; Zhang, Juan

    2011-04-01

    In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results.

  4. Extrapolation methods for dynamic partial differential equations

    NASA Technical Reports Server (NTRS)

    Turkel, E.

    1978-01-01

    Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.

  5. a Non-Overlapping Discretization Method for Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Rosas-Medina, A.; Herrera, I.

    2013-05-01

    Mathematical models of many systems of interest, including very important continuous systems of Engineering and Science, lead to a great variety of partial differential equations whose solution methods are based on the computational processing of large-scale algebraic systems. Furthermore, the incredible expansion experienced by the existing computational hardware and software has made amenable to effective treatment problems of an ever increasing diversity and complexity, posed by engineering and scientific applications. The emergence of parallel computing prompted on the part of the computational-modeling community a continued and systematic effort with the purpose of harnessing it for the endeavor of solving boundary-value problems (BVPs) of partial differential equations. Very early after such an effort began, it was recognized that domain decomposition methods (DDM) were the most effective technique for applying parallel computing to the solution of partial differential equations, since such an approach drastically simplifies the coordination of the many processors that carry out the different tasks and also reduces very much the requirements of information-transmission between them. Ideally, DDMs intend producing algorithms that fulfill the DDM-paradigm; i.e., such that "the global solution is obtained by solving local problems defined separately in each subdomain of the coarse-mesh -or domain-decomposition-". Stated in a simplistic manner, the basic idea is that, when the DDM-paradigm is satisfied, full parallelization can be achieved by assigning each subdomain to a different processor. When intensive DDM research began much attention was given to overlapping DDMs, but soon after attention shifted to non-overlapping DDMs. This evolution seems natural when the DDM-paradigm is taken into account: it is easier to uncouple the local problems when the subdomains are separated. However, an important limitation of non-overlapping domain decompositions, as that

  6. 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.

  7. 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.

  8. 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.

  9. First-order partial differential equations in classical dynamics

    NASA Astrophysics Data System (ADS)

    Smith, B. R.

    2009-12-01

    Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.

  10. 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

  11. 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

  12. Legendre-tau approximations for functional differential equations

    NASA Technical Reports Server (NTRS)

    Ito, K.; Teglas, R.

    1986-01-01

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

  13. The Painlevé property for partial differential equations

    NASA Astrophysics Data System (ADS)

    Weiss, John; Tabor, M.; Carnevale, George

    1983-03-01

    In this paper we define the Painlevé property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Bäcklund transforms, the linearizing transforms, and the Lax pairs of three well-known partial differential equations (Burgers' equation, KdV equation, and the modified KdV equation). This indicates that the Painlevé property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.

  14. 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.…

  15. 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.

  16. Invertible linear transformations and the Lie algebras

    NASA Astrophysics Data System (ADS)

    Zhang, Yufeng; Tam, Honwah; Guo, Fukui

    2008-07-01

    With the help of invertible linear transformations and the known Lie algebras, a way to generate new Lie algebras is given. These Lie algebras obtained have a common feature, i.e. integrable couplings of solitary hierarchies could be obtained by using them, specially, the Hamiltonian structures of them could be worked out. Some ways to construct the loop algebras of the Lie algebras are presented. It follows that some various loop algebras are given. In addition, a few new Lie algebras are explicitly constructed in terms of the classification of Lie algebras proposed by Ma Wen-Xiu, which are bases for obtaining new Lie algebras by using invertible linear transformations. Finally, some solutions of a (2 + 1)-dimensional partial-differential equation hierarchy are obtained, whose Hamiltonian form-expressions are manifested by using the quadratic-form identity.

  17. 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.

  18. Local behavior of autonomous neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Hale, J. K.

    1972-01-01

    Basic problems for a special class of neutral functional differential equations (NFDE) are formulated, and some contributions to a general qualitative theory in the neighborhood of an equilibrium point are indicated. The properties of a NFDE (G,f) are examined to determine in what sense these properties are insensitive to small changes in (G,f) in the topology G x F. The special class of equations that is introduced includes retarded functional differential equations and difference equations.

  19. Differential form of the Skornyakov-Ter-Martirosyan Equations

    SciTech Connect

    Pen'kov, F. M.; Sandhas, W.

    2005-12-15

    The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.

  20. 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. PMID:24363476

  1. 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.

  2. Patchwork sampling of stochastic differential equations.

    PubMed

    Kürsten, Rüdiger; Behn, Ulrich

    2016-03-01

    We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484

  3. Regularized Semiparametric Estimation for Ordinary Differential Equations

    PubMed Central

    Li, Yun; Zhu, Ji; Wang, Naisyin

    2015-01-01

    Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639

  4. 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

  5. Stochastic partial differential equations in turbulence related problems

    NASA Technical Reports Server (NTRS)

    Chow, P.-L.

    1978-01-01

    The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

  6. 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.

  7. Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method

    NASA Astrophysics Data System (ADS)

    Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet

    2016-05-01

    In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.

  8. Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation

    NASA Astrophysics Data System (ADS)

    Rojas, A. J.

    2014-11-01

    In the present paper we present a closed-form solution, as a function of the closed-loop poles, for the continuous-time algebraic Riccati equations (CAREs) related to single-input single-output systems with non-repeated poles. The proposed solution trades the standard numerical algorithm approach for one based on a spectral factorisation argument, offering potential insight into any control technique based on a CARE and its solution. As an example, we present the equivalence of two fairly recent control over network results. Furthermore we apply the proposed result to the formula for the optimal regulator gain matrix k (or equivalently the Luenberger's observer gain l) and present an example. Finally, we conclude by discussing the possible extension of the proposed closed-form solution to the repeated eigenvalues case and to the case when the CARE is related to multiple-input multiple-output systems.

  9. Algebraic multigrid

    NASA Technical Reports Server (NTRS)

    Ruge, J. W.; Stueben, K.

    1987-01-01

    The state of the art in algebraic multgrid (AMG) methods is discussed. The interaction between the relaxation process and the coarse grid correction necessary for proper behavior of the solution probes is discussed in detail. Sufficient conditions on relaxation and interpolation for the convergence of the V-cycle are given. The relaxation used in AMG, what smoothing means in an algebraic setting, and how it relates to the existing theory are considered. Some properties of the coarse grid operator are discussed, and results on the convergence of two-level and multilevel convergence are given. Details of an algorithm particularly studied for problems obtained by discretizing a single elliptic, second order partial differential equation are given. Results of experiments with such problems using both finite difference and finite element discretizations are presented.

  10. Variable-mesh method of solving differential equations

    NASA Technical Reports Server (NTRS)

    Van Wyk, R.

    1969-01-01

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

  11. What It Means to Understand a Differential Equation.

    ERIC Educational Resources Information Center

    Hubbard, John H.

    1994-01-01

    Presents ideas, techniques, and examples to illustrate how to focus on the behavior of solutions of differential equations, including: assigning meaning to a differential equation, performing computer experiments, playing roulette with a pendulum, analyzing the pictures, and addressing the theory. (MKR)

  12. 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…

  13. 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…

  14. 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…

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

    PubMed

    Homburg, Ale Jan; Young, Todd R

    2010-03-01

    In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081

  16. Unique continuation of solutions of differential equations with weighted derivatives

    SciTech Connect

    Shananin, N A

    2000-04-30

    The paper contains a generalization of Calderon's theorem on the local uniqueness of the solutions of the Cauchy problem for differential equations with weighted derivatives. Anisotropic estimates of Carleman type are obtained. A class of differential equations with weighted derivatives is distinguished in which germs of solutions have unique continuation with respect to part of the variables.

  17. Stochastic fuzzy differential equations of a nonincreasing type

    NASA Astrophysics Data System (ADS)

    Malinowski, Marek T.

    2016-04-01

    Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.

  18. 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.

  19. Fourier mode analysis of multigrid methods for partial differential equations with random coefficients

    SciTech Connect

    Seynaeve, Bert; Rosseel, Eveline; Nicolai, Bart; Vandewalle, Stefan . E-mail: Stefan.Vandewalle@cs.kuleuven.be

    2007-05-20

    Partial differential equations with random coefficients appear for example in reliability problems and uncertainty propagation models. Various approaches exist for computing the stochastic characteristics of the solution of such a differential equation. In this paper, we consider the spectral expansion approach. This method transforms the continuous model into a large discrete algebraic system. We study the convergence properties of iterative methods for solving this discretized system. We consider one-level and multi-level methods. The classical Fourier mode analysis technique is extended towards the stochastic case. This is done by taking the eigenstructure into account of a certain matrix that depends on the random structure of the problem. We show how the convergence properties depend on the particulars of the algorithm, on the discretization parameters and on the stochastic characteristics of the model. Numerical results are added to illustrate some of our theoretical findings.

  20. 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…

  1. 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…

  2. 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.

  3. 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.

  4. 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.

  5. 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…

  6. 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.

  7. Numerical performance of AOR methods in solving first order composite closed Newton-Cotes quadrature algebraic equations

    NASA Astrophysics Data System (ADS)

    Muthuvalu, Mohana Sundaram; Aruchunan, Elayaraja; Koh, Wei Sin; Akhir, Mohd Kamalrulzaman Md; Sulaiman, Jumat; Karim, Samsul Ariffin Abdul

    2014-07-01

    In this paper, the application of the Accelerated Over-Relaxation (AOR) iterative method is extended to solve first order composite closed Newton-Cotes quadrature (1-CCNC) algebraic equations arising from second kind linear Fredholm integral equations. The formulation and implementation of the method are also discussed. In addition, numerical results by solving several test problems are included and compared with the conventional iterative methods.

  8. 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.

  9. New exact solutions to some difference differential equations

    NASA Astrophysics Data System (ADS)

    Wang, Zhen; Zhang, Hong-Qing

    2006-10-01

    In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.

  10. Derivation of kinetic equations from non-Wiener stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Basharov, A. M.

    2013-12-01

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

  11. 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.

  12. On the Singular Perturbations for Fractional Differential Equation

    PubMed Central

    Atangana, Abdon

    2014-01-01

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

  13. 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. PMID:27390664

  14. 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.

  15. Almost automorphic solutions for some partial functional differential equations

    NASA Astrophysics Data System (ADS)

    Ezzinbi, Khalil; N'guerekata, Gaston Mandata

    2007-04-01

    In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.

  16. Solutions to Class of Linear and Nonlinear Fractional Differential Equations

    NASA Astrophysics Data System (ADS)

    Abdel-Salam, Emad A.-B.; Hassan, Gamal F.

    2016-02-01

    In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.

  17. 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.

  18. Algebraic integrability: a survey.

    PubMed

    Vanhaecke, Pol

    2008-03-28

    We give a concise introduction to the notion of algebraic integrability. Our exposition is based on examples and phenomena, rather than on detailed proofs of abstract theorems. We mainly focus on algebraic integrability in the sense of Adler-van Moerbeke, where the fibres of the momentum map are affine parts of Abelian varieties; as it turns out, most examples from classical mechanics are of this form. Two criteria are given for such systems (Kowalevski-Painlevé and Lyapunov) and each is illustrated in one example. We show in the case of a relatively simple example how one proves algebraic integrability, starting from the differential equations for the integrable vector field. For Hamiltonian systems that are algebraically integrable in the generalized sense, two examples are given, which illustrate the non-compact analogues of Abelian varieties which typically appear in such systems. PMID:17588863

  19. 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.

  20. 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.

  1. 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.

  2. Long-Term Dynamics of Autonomous Fractional Differential Equations

    NASA Astrophysics Data System (ADS)

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

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

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

    PubMed

    Liu, Jinghuai; Zhang, Litao

    2016-01-01

    In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933

  4. 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.

  5. Finite Element Analysis for Pseudo Hyperbolic Integral-Differential Equations

    NASA Astrophysics Data System (ADS)

    Cui, Xia

    The finite element method and its analysis for pseudo-hyperbolic integral-differential equations with nonlinear boundary conditions is considered. A new projection is introduced to obtain optimal L2 convergence estimates. The present techniques can be applied to treat elastic wave problems with absorbing boundary conditions in porous media. Keywords: pseudo-hyperbolic integral-differential equation, finite element, Sobolev-Volterra projection, convergence analysis

  6. Rough differential equations driven by signals in Besov spaces

    NASA Astrophysics Data System (ADS)

    Prömel, David J.; Trabs, Mathias

    2016-03-01

    Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.

  7. Wavelet operational matrix method for solving the Riccati differential equation

    NASA Astrophysics Data System (ADS)

    Li, Yuanlu; Sun, Ning; Zheng, Bochao; Wang, Qi; Zhang, Yingchao

    2014-03-01

    A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.

  8. Canonical coordinates for partial differential equations

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1988-01-01

    Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

  9. 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.

  10. Liouvillian propagators, Riccati equation and differential Galois theory

    NASA Astrophysics Data System (ADS)

    Acosta-Humánez, Primitivo; Suazo, Erwin

    2013-11-01

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

  11. 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.

  12. Integro-differential diffusion equation and neutron scattering experiment

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok

    2015-02-01

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.

  13. An algebraic iterative reconstruction technique for differential X-ray phase-contrast computed tomography.

    PubMed

    Fu, Jian; Schleede, Simone; Tan, Renbo; Chen, Liyuan; Bech, Martin; Achterhold, Klaus; Gifford, Martin; Loewen, Rod; Ruth, Ronald; Pfeiffer, Franz

    2013-09-01

    Iterative reconstruction has a wide spectrum of proven advantages in the field of conventional X-ray absorption-based computed tomography (CT). In this paper, we report on an algebraic iterative reconstruction technique for grating-based differential phase-contrast CT (DPC-CT). Due to the differential nature of DPC-CT projections, a differential operator and a smoothing operator are added to the iterative reconstruction, compared to the one commonly used for absorption-based CT data. This work comprises a numerical study of the algorithm and its experimental verification using a dataset measured at a two-grating interferometer setup. Since the algorithm is easy to implement and allows for the extension to various regularization possibilities, we expect a significant impact of the method for improving future medical and industrial DPC-CT applications.

  14. A simple way of introducing stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Basharov, A. M.

    2016-05-01

    The notion of the Ito increment and the stochastic differential equation of the non-Wiener type were introduced using the simple “natural” property of counting process. The properties of the stochastic differential and integral were demonstrated and clarified in a simple and original way.

  15. Differential algebraic methods for space charge modeling and applications to the University of Maryland Electron Ring

    NASA Astrophysics Data System (ADS)

    Nissen, Edward W.

    2011-12-01

    The future of particle accelerators is moving towards the intensity frontier; the need to place more particles into a smaller space is a common requirement of nearly all applications of particle accelerators. Putting large numbers of particles in a small space means that the mutual repulsion of these charged particles becomes a significant factor, this effect is called space charge. In this work we develop a series of differential algebra based methods to simulate the effects of space charge in particle accelerators. These methods were used to model the University of Maryland Electron Ring, a small 3.8 meter diameter 10 KeV electron storage ring designed to observe the effects of space charge in a safe, cost effective manner. The methods developed here are designed to not only simulate the effects of space charge on the motions of the test particles in the system but to add their effects to the transfer map of the system. Once they have been added useful information about the beam, such as tune shifts and chromaticities, can be extracted directly from the map. In order to make the simulation self consistent, the statistical moments of the distribution are used to create a self consistent Taylor series representing the distribution function, which is combined with pre-stored integrals solved using a Duffy transformation to find the potential. This method can not only find the map of the system, but also advance the particles under most conditions. For conditions where it cannot be used to accurately advance the particles a differential algebra based fast multipole method is implemented. By using differential algebras to create local expansions, noticeable time savings are found.

  16. 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…

  17. 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…

  18. 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.

  19. 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.

  20. 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.

  1. 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.

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

    NASA Astrophysics Data System (ADS)

    Yukhno, L. F.

    2007-11-01

    A modification of certain well-known methods of the conjugate direction type is proposed and examined. The modified methods are more stable with respect to the accumulation of round-off errors. Moreover, these methods are applicable for solving ill-conditioned systems of linear algebraic equations that, in particular, arise as approximations of ill-posed problems. Numerical results illustrating the advantages of the proposed modification are presented.

  3. Spaces of initial data for differential equations in a Hilbert space

    SciTech Connect

    Shamin, R V

    2003-10-31

    Spaces of initial data for differential equations in a Hilbert space are considered. Necessary and sufficient conditions for the strong solubility of parabolic differential-difference equations and parabolic functional differential equations with dilated and contracted variables are obtained.

  4. A New Fractional Projective Riccati Equation Method for Solving Fractional Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Feng, Qing-Hua

    2014-08-01

    In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained.

  5. 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.

  6. ICM: an Integrated Compartment Method for numerically solving partial differential equations

    SciTech Connect

    Yeh, G.T.

    1981-05-01

    An integrated compartment method (ICM) is proposed to construct a set of algebraic equations from a system of partial differential equations. The ICM combines the utility of integral formulation of finite element approach, the simplicity of interpolation of finite difference approximation, and the flexibility of compartment analyses. The integral formulation eases the treatment of boundary conditions, in particular, the Neumann-type boundary conditions. The simplicity of interpolation provides great economy in computation. The flexibility of discretization with irregular compartments of various shapes and sizes offers advantages in resolving complex boundaries enclosing compound regions of interest. The basic procedures of ICM are first to discretize the region of interest into compartments, then to apply three integral theorems of vectors to transform the volume integral to the surface integral, and finally to use interpolation to relate the interfacial values in terms of compartment values to close the system. The Navier-Stokes equations are used as an example of how to derive the corresponding ICM alogrithm for a given set of partial differential equations. Because of the structure of the algorithm, the basic computer program remains the same for cases in one-, two-, or three-dimensional problems.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

    Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff

    2016-03-01

    Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.

  13. 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.

  14. A perturbative solution to metadynamics ordinary differential equation

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  15. 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

  16. Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN

    SciTech Connect

    Roth, Mitchell G.

    1980-12-01

    Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.

  17. Transport equations with second-order differential collision operators

    SciTech Connect

    Cosner, C.; Lenhart, S.M.; Protopopescu, V.

    1988-07-01

    This paper discusses existence, uniqueness, and a priori estimates for time-dependent and time-independent transport equations with unbounded collision operators. These collision operators are described by second-order differential operators resulting from diffusion in the velocity space. The transport equations are degenerate parabolic-elliptic partial differential equations, that are treated by modifications of the Fichera-Oleinik-Radkevic Theory of second-order equations with nonnegative characteristic form. They consider weak solutions in spaces that are extensions of L/sup rho/ to include traces on certain parts of the boundary. This extension is necessary due to the nonclassical boundary conditions imposed by the transport problem, which requires a specific analysis of the behavior of our weak solutions.

  18. 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.

  19. 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.

  20. Asymptotic stability of second-order neutral stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Ren, Yong; Kim, Hyunsoo

    2010-05-01

    In this paper, we study the existence and asymptotic stability in pth moment of mild solutions to second-order nonlinear neutral stochastic differential equations. Further, this result is extended to establish stability criterion for stochastic equations with impulsive effects. With the help of fixed point strategy, stochastic analysis technique, and semigroup theory, a set of novel sufficient conditions are derived for achieving the required result. Finally, an example is provided to illustrate the obtained result.

  1. 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.

  2. 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.

  3. 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.

  4. Boundary conditions for hyperbolic systems of partial differentials equations

    PubMed Central

    Guaily, Amr G.; Epstein, Marcelo

    2012-01-01

    An easy-to-apply algorithm is proposed to determine the correct set(s) of boundary conditions for hyperbolic systems of partial differential equations. The proposed approach is based on the idea of the incoming/outgoing characteristics and is validated by considering two problems. The first one is the well-known Euler system of equations in gas dynamics and it proved to yield set(s) of boundary conditions consistent with the literature. The second test case corresponds to the system of equations governing the flow of viscoelastic liquids. PMID:25685437

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

    NASA Astrophysics Data System (ADS)

    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.

  6. Power-spectral-density relationship for retarded differential equations

    NASA Technical Reports Server (NTRS)

    Barker, L. K.

    1974-01-01

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

  7. 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.

  8. 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…

  9. 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…

  10. 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.…

  11. Control of functional differential equations with function space boundary conditions.

    NASA Technical Reports Server (NTRS)

    Banks, H. T.

    1972-01-01

    The results of various authors dealing with problems involving functional differential equations with terminal conditions in function space are reviewed. The review includes not only very recent results, but also some little known results of Soviet mathematicians prior to 1970. Particular attention is given to results concerning controllability, existence of optimal controls, and necessary and sufficient conditions for optimality.

  12. 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,…

  13. 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…

  14. 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…

  15. 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…

  16. 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)

  17. 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.

  18. Spatial complexity of solutions of higher order partial differential equations

    NASA Astrophysics Data System (ADS)

    Kukavica, Igor

    2004-03-01

    We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .

  19. Final report: Efficient and user friendly C++ library for differential algebra

    SciTech Connect

    Svetlana G. Shasharina

    1998-09-29

    In Phase I we proposed the following tasks: Task 1: Identify the units of the Differential Algebra (DA) library, i.e. determine the abstract data types of the DA and the relations between them. Develop the interfaces (.h files) for the DA vectors. Task 2: Implement the DA vector class with garbage collection and expression templates for optimizing all overloaded operators by minimizing creation of temporaries and fusing loops. Task 3: Implement the prototype GUI for instantiating systems from files and invoking the DA methods. Task 4: Develop a suite of tests for the DA vector class and the needed utilities classes. Task 5: Write the final report on this work. This will include documentation on the use of the code. We have completed these tasks. In this section we discuss the results of our work.

  20. Numerical and asymptotic studies of delay differential equations

    NASA Astrophysics Data System (ADS)

    Adhikari, Mohit Hemchandra

    Two classes of differential delay equations exhibiting diverse phenomena are studied. The first one is a singularly perturbed delay differential equation which is used to model selected physical systems involving feedback where relaxation effects are combined with nonlinear driving from the past. In the limit of fast relaxation, the differential equation reduces to a difference equation or a map, due to the presence of the delay. A basic question in this field is how the behavior of the map is reflected in the behavior of the solutions of the delay differential equation. In this work, a generic logistic form is used for the underlying map and the above question is studied in the first period-doubling regime of the map. Using an efficient numerical algorithm, the shape and the period of the corresponding asymptotically stable periodic solution is studied first, for various values of the delay. In the limit of large delay, these solutions resemble square-waves of period close to twice the value of the delay, with sharp transition layers joining flat plateau-like regions. A Poincare-Lindstedt method involving a two-parameter perturbation expansion is applied to solve equations representing these layers and accurate expressions for the shape and the period of these solutions, in terms of Jacobi elliptic functions, are obtained. A similar approach is used to obtain leading order expressions for sub-harmonic solutions of shorter periods, but it is shown that while they are extremely long-lived for large values of delay, they eventually decay to the fundamental solutions mentioned above. The spectral algorithm used for the numerical integration is tested by comparing its accuracy and efficiency in obtaining stiff solutions of linear delay equations, with that of a current state-of-the-art time-stepping algorithm for integrating delay equations. Effect of delay on the synchronization of two nerve impulses traveling along two parallel nerve fibers, is the second question

  1. BOOK REVIEW: Partial Differential Equations in General Relativity

    NASA Astrophysics Data System (ADS)

    Halburd, Rodney G.

    2008-11-01

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

  2. A parareal method for time-fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2015-07-01

    In this paper, a parareal method is proposed for the parallel-in-time integration of time-fractional differential equations (TFDEs). It is a generalization of the original parareal method, proposed for classic differential equations. To match the global feature of fractional derivatives, the new method has in the correction step embraced the history part of the solution. We provide a convergence analysis under the assumption of Lipschitz stability conditions. We use a multi-domain spectral integrator to build the serial solvers and numerical results demonstrate the feasibility of the new approach and confirm the convergence analysis. Studies also show that both the coarse resolution and the nature of the differential operators can affect the performance.

  3. 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

  4. 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)

  5. The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation

    NASA Astrophysics Data System (ADS)

    Liu, Jianzhou; Zhang, Juan

    2011-08-01

    In this article, applying the properties of M-matrix and non-negative matrix, utilising eigenvalue inequalities of matrix's sum and product, we firstly develop new upper and lower matrix bounds of the solution for discrete coupled algebraic Riccati equation (DCARE). Secondly, we discuss the solution existence uniqueness condition of the DCARE using the developed upper and lower matrix bounds and a fixed point theorem. Thirdly, a new fixed iterative algorithm of the solution for the DCARE is shown. Finally, the corresponding numerical examples are given to illustrate the effectiveness of the developed results.

  6. 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.

  7. Invariant partial differential equations with two-dimensional exotic centrally extended conformal Galilei symmetry

    NASA Astrophysics Data System (ADS)

    Aizawa, N.; Kuznetsova, Z.; Toppan, F.

    2016-04-01

    Conformal Galilei algebras (CGAs) labeled by d, ℓ (where d is the number of space dimensions and ℓ denotes a spin-ℓ representation w.r.t. the 𝔰𝔩(2) subalgebra) admit two types of central extensions, the ordinary one (for any d and half-integer ℓ) and the exotic central extension which only exists for d = 2 and ℓ ∈ ℕ. For both types of central extensions, invariant second-order partial differential equations (PDEs) with continuous spectrum were constructed by Aizawa et al. [J. Phys. A 46, 405204 (2013)]. It was later proved by Aizawa et al. [J. Math. Phys. 3, 031701 (2015)] that the ordinary central extensions also lead to oscillator-like PDEs with discrete spectrum. We close in this paper the existing gap, constructing a new class of second-order invariant PDEs for the exotic centrally extended CGAs; they admit a discrete and bounded spectrum when applied to a lowest weight representation. These PDEs are markedly different with respect to their ordinary counterparts. The ℓ = 1 case (which is the prototype of this class of extensions, just like the ℓ = /1 2 Schrödinger algebra is the prototype of the ordinary centrally extended CGAs) is analyzed in detail.

  8. [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.

  9. The conceptual basis of mathematics in cardiology: (II). Calculus and differential equations.

    PubMed

    Bates, Jason H T; Sobel, Burton E

    2003-04-01

    This is the second in a series of four articles developed for the readers of Coronary Artery Disease. Without language ideas cannot be articulated. What may not be so immediately obvious is that they cannot be formulated either. One of the essential languages of cardiology is mathematics. Unfortunately, medical education does not emphasize, and in fact, often neglects empowering physicians to think mathematically. Reference to statistics, conditional probability, multicompartmental modeling, algebra, calculus and transforms is common but often without provision of genuine conceptual understanding. At the University of Vermont College of Medicine, Professor Bates developed a course designed to address these deficiencies. The course covered mathematical principles pertinent to clinical cardiovascular and pulmonary medicine and research. It focused on fundamental concepts to facilitate formulation and grasp of ideas. This series of four articles was developed to make the material available for a wider audience. The articles will be published sequentially in Coronary Artery Disease. Beginning with fundamental axioms and basic algebraic manipulations they address algebra, function and graph theory, real and complex numbers, calculus and differential equations, mathematical modeling, linear system theory and integral transforms and statistical theory. The principles and concepts they address provide the foundation needed for in-depth study of any of these topics. Perhaps of even more importance, they should empower cardiologists and cardiovascular researchers to utilize the language of mathematics in assessing the phenomena of immediate pertinence to diagnosis, pathophysiology and therapeutics. The presentations are interposed with queries (by Coronary Artery Disease abbreviated as CAD) simulating the nature of interactions that occurred during the course itself. Each article concludes with one or more examples illustrating application of the concepts covered to

  10. 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…

  11. 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.

  12. 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.

  13. Three semi-direct sum Lie algebras and three discrete integrable couplings associated with the modified KdV lattice equation.

    PubMed

    Yu, Zhang; Zhang, Yufeng

    2009-01-30

    Three semi-direct sum Lie algebras are constructed, which is an efficient and new way to obtain discrete integrable couplings. As its applications, three discrete integrable couplings associated with the modified KdV lattice equation are worked out. The approach can be used to produce other discrete integrable couplings of the discrete hierarchies of solition equations. PMID:20119478

  14. 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

  15. [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. PMID:25868233

  16. [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.

  17. 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.

  18. 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.

  19. Dynamical systems and probabilistic methods in partial differential equations

    SciTech Connect

    Deift, P.; Levermore, C.D.; Wayne, C.E.

    1996-12-31

    This publication covers material presented at the American Mathematical Society summer seminar in June, 1994. This seminar sought to provide participants exposure to a wide range of interesting and ongoing work on dynamic systems and the application of probabilistic methods in applied mathematics. Topics discussed include: the application of dynamical systems theory to the solution of partial differential equations; specific work with the complex Ginzburg-Landau, nonlinear Schroedinger, and Korteweg-deVries equations; applications in the area of fluid mechanics; turbulence studies from the perspective of probabilistic methods. Separate abstracts have been indexed into the database from articles in this proceedings.

  20. 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…

  1. Geometry of Higgs bundles over elliptic curves related to automorphisms of simple Lie algebras, Calogero-Moser systems, and KZB equations

    NASA Astrophysics Data System (ADS)

    Levin, A. M.; Olshanetsky, M. A.; Zotov, A. V.

    2016-08-01

    We construct twisted Calogero-Moser systems with spins as Hitchin systems derived from the Higgs bundles over elliptic curves, where the transition operators are defined by arbitrary finite-order automorphisms of the underlying Lie algebras. We thus obtain a spin generalization of the twisted D'Hoker-Phong and Bordner-Corrigan-Sasaki-Takasaki systems. In addition, we construct the corresponding twisted classical dynamical r-matrices and the Knizhnik-Zamolodchikov-Bernard equations related to the automorphisms of Lie algebras.

  2. 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.

  3. Shifted genus expanded W ∞ algebra and shifted Hurwitz numbers

    NASA Astrophysics Data System (ADS)

    Zheng, Quan

    2016-05-01

    We construct the shifted genus expanded W ∞ algebra, which is isomorphic to the central subalgebra A ∞ of infinite symmetric group algebra and to the shifted Schur symmetrical function algebra Λ* defined by Okounkov and Olshanskii. As an application, we get some differential equations for the generating functions of the shifted Hurwitz numbers; thus, we can express the generating functions in terms of the shifted genus expanded cut-and-join operators.

  4. 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.

  5. 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.

  6. Some recent advances in the numerical solution of differential equations

    NASA Astrophysics Data System (ADS)

    D'Ambrosio, Raffaele

    2016-06-01

    The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.

  7. 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.

  8. Bäcklund transformation of fractional Riccati equation and its applications to nonlinear fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Lu, Bin

    2012-06-01

    In this Letter, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations.

  9. 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…

  10. 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.

  11. Stochastic partial differential equations with unbounded and degenerate coefficients

    NASA Astrophysics Data System (ADS)

    Zhang, Xicheng

    In this article, using DiPerna-Lions theory (DiPerna and Lions, 1989) [1], we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and uniqueness. Moreover, we also prove the L-integrability and a general maximal principle for generalized solutions of SPDEs. As applications, we study nonlinear filtering problem and also obtain the existence and uniqueness of generalized solutions for a degenerate nonlinear SPDE.

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

    DOE PAGES

    Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.

    2016-01-19

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

  13. A stability analysis for a semilinear parabolic partial differential equation

    NASA Technical Reports Server (NTRS)

    Chafee, N.

    1973-01-01

    The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.

  14. Delay differential equations for mode-locked semiconductor lasers.

    PubMed

    Vladimirov, Andrei G; Turaev, Dmitry; Kozyreff, Gregory

    2004-06-01

    We propose a new model for passive mode locking that is a set of ordinary delay differential equations. We assume a ring-cavity geometry and Lorentzian spectral filtering of the pulses but do not use small gain and loss and weak saturation approximations. By means of a continuation method, we study mode-locking solutions and their stability. We find that stable mode locking can exist even when the nonlasing state between pulses becomes unstable.

  15. 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.

  16. Pathwise random periodic solutions of stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Feng, Chunrong; Zhao, Huaizhong; Zhou, Bo

    In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases. We then use the argument of the relative compactness of Wiener-Sobolev spaces in C([0,T],L(Ω)) and generalized Schauder's fixed point theorem to prove the existence of a solution of the coupled stochastic forward-backward infinite horizon integral equations. The condition on F is then further weakened by applying the coupling method of forward and backward Gronwall inequalities. The results are also valid for stationary solutions as a special case when the period τ can be an arbitrary number.

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

    PubMed

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-01

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

  18. Series solutions of coupled differential equations with one regular singular point

    NASA Astrophysics Data System (ADS)

    Tomantschger, K. W.

    2002-03-01

    We consider two linear second-order ordinary differential equations. r=0 is a regular singular point of these equations. Applying the classical Method of Frobenius, we do not obtain any indicial equation and therefore no solution, because the differential equations are coupled. In this paper, we present an extended Method of Frobenius on a coupled system of two ordinary differential equations. These equations come from the micropolar theory, which is one of the three kinds of the new 3M physics.

  19. 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

  20. 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.

  1. [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.

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

    NASA Technical Reports Server (NTRS)

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

    1966-01-01

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

  3. 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.

  4. A new perturbative approach to nonlinear partial differential equations

    SciTech Connect

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

    1991-11-01

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

  5. 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.

  6. 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.

  7. Computation and visualization of geometric partial differential equations

    NASA Astrophysics Data System (ADS)

    Tiee, Christopher L.

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

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

    NASA Astrophysics Data System (ADS)

    Antonelli, M.; Pizzochero, P. M.

    2016-09-01

    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.

  9. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

    Baritzhack, Itzhack Y.; Markley, F. Landis

    1988-01-01

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

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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 assigned…

  15. 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…

  16. A simple derivation of Kepler's laws without solving differential equations

    NASA Astrophysics Data System (ADS)

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

    2009-05-01

    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 reconsideration of Newton's figure naturally leads to an explicit expression of the velocity and to the equation of the trajectory. This derivation, which can be fully apprehended by undergraduates or by secondary school teachers (who might use it with their pupils), can be considered as a first application of mechanical concepts to a physical problem of great historical and pedagogical interest.

  17. Differential equation for the spherical dipole matrix elements of hydrogen

    SciTech Connect

    Price, P.N.; Harmin, D.A. )

    1990-09-01

    A differential equation in {ital l} for hydrogenic radial dipole matrix elements is generated from the recursion relations of Infeld and Hull (Rev. Mod. Phys. 23, 31 (1951)). The equation is valid for all ({ital n},{ital n}{prime}){much gt}1, for all {vert bar}{Delta}{ital n}{vert bar}{ital ieq}{vert bar}{ital n}{prime}{minus}{ital n}{vert bar}, and for bound-free transitions from excited states. Approximate solutions are obtained for the case {ital l}{much lt}{ital n} and are found to be equivalent to those of other workers when {vert bar}{Delta}{ital n}{vert bar}{much gt}1. We also present a power-series solution in {ital l} good for all {vert bar}{Delta}{ital n}{vert bar}. General features of the dependence of the matrix elements on {ital l} are explained.

  18. 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.

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

    PubMed

    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

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

    PubMed

    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.

  1. 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.

  2. 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.

  3. Algebraic Equations and Inequalities: Issues for Research and Teaching. Research Forum

    ERIC Educational Resources Information Center

    Bazzini, Luciana; Tsamir, Pessia

    2004-01-01

    The presentations address a variety of difficulties occurring in students' solutions of equations and inequalities, and suggest different reasons for these difficulties. When analyzing students' performances, [BB] and [TTT] mention students' tendencies to make irrelevant connections between equations and inequalities as a problematic phenomenon.…

  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. 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

  6. Population Uncertainty in Model Ecosystem: Analysis by Stochastic Differential Equation

    NASA Astrophysics Data System (ADS)

    Morita, Satoru; Tainaka, Kei-ichi; Nagata, Hiroyasu; Yoshimura, Jin

    2008-09-01

    Perturbation experiments are carried out by the numerical simulations of a contact process and its mean-field version. Here, the mortality rate increases or decreases suddenly. It is known that fluctuation enhancement (FE) occurs after perturbation, where FE indicates population uncertainty. In the present paper, we develop a new theory of stochastic differential equation. The agreement between the theory and the mean-field simulation is almost perfect. This theory enables us to find a much stronger FE than that reported previously. We discuss the population uncertainty in the recovering process of endangered species.

  7. 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.

  8. 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.

  9. 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.

  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. 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.

  12. 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.

  13. 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.

  14. 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. PMID:23646992

  15. 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…

  16. 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…

  17. Differential Forms Basis Functions for Better Conditioned Integral Equations

    SciTech Connect

    Fasenfest, B; White, D; Stowell, M; Rieben, R; Sharpe, R; Madsen, N; Rockway, J D; Champagne, N J; Jandhyala, V; Pingenot, J

    2005-01-13

    Differential forms offer a convenient way to classify physical quantities and set up computational problems. By observing the dimensionality and type of derivatives (divergence,curl,gradient) applied to a quantity, an appropriate differential form can be chosen for that quantity. To use these differential forms in a simulation, the forms must be discretized using basis functions. The 0-form through 2-form basis functions are formed for surfaces. Twisted 1-form and 2-form bases will be presented in this paper. Twisted 1-form (1-forms) basis functions ({Lambda}) are divergence-conforming edge basis functions with units m{sup -1}. They are appropriate for representing vector quantities with continuous normal components, and they belong to the same function space as the commonly used RWG bases [1]. They are used here to formulate the frequency-domain EFIE with Galerkin testing. The 2-form basis functions (f) are scalar basis functions with units m{sup -2} and with no enforced continuity between elements. At lowest order, the 2-form basis functions are similar to pulse basis functions. They are used here to formulate an electrostatic integral equation. It should be noted that the derivative of an n-form differential form basis function is an (n+1)-form, i.e. the derivative of a 1-form basis function is a 2-form. Because the basis functions are constructed such that they have spatial units, the spatial units are removed from the degrees of freedom, leading to a better-conditioned system matrix. In this conference paper, we look at the performance of these differential forms and bases by examining the conditioning of matrix systems for electrostatics and the EFIE. The meshes used were refined across the object to consider the behavior of these basis transforms for elements of different sizes.

  18. 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…

  19. On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

    NASA Technical Reports Server (NTRS)

    Gunzburger, M. D.; Nicolaides, R. A.

    1986-01-01

    Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

  20. Computer subroutine ISUDS accurately solves large system of simultaneous linear algebraic equations

    NASA Technical Reports Server (NTRS)

    Collier, G.

    1967-01-01

    Computer program, an Iterative Scheme Using a Direct Solution, obtains double precision accuracy using a single-precision coefficient matrix. ISUDS solves a system of equations written in matrix form as AX equals B, where A is a square non-singular coefficient matrix, X is a vector, and B is a vector.

  1. 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…

  2. 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.

  3. Quasi-Newton methods for parameter estimation in functional differential equations

    NASA Technical Reports Server (NTRS)

    Brewer, Dennis W.

    1988-01-01

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

  4. FAST TRACK COMMUNICATION: An analytical approximation scheme to two-point boundary value problems of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Boisseau, Bruno; Forgács, Péter; Giacomini, Hector

    2007-03-01

    A new (algebraic) approximation scheme to find global solutions of two-point boundary value problems of ordinary differential equations (ODEs) is presented. The method is applicable for both linear and nonlinear (coupled) ODEs whose solutions are analytic near one of the boundary points. It is based on replacing the original ODEs by a sequence of auxiliary first-order polynomial ODEs with constant coefficients. The coefficients in the auxiliary ODEs are uniquely determined from the local behaviour of the solution in the neighbourhood of one of the boundary points. The problem of obtaining the parameters of the global (connecting) solutions, analytic at one of the boundary points, reduces to find the appropriate zeros of algebraic equations. The power of the method is illustrated by computing the approximate values of the 'connecting parameters' for a number of nonlinear ODEs arising in various problems in field theory. We treat in particular the static and rotationally symmetric global vortex, the skyrmion, the Abrikosov-Nielsen-Olesen vortex, as well as the 't Hooft-Polyakov magnetic monopole. The total energy of the skyrmion and of the monopole is also computed by the new method. We also consider some ODEs coming from the exact renormalization group. The ground-state energy level of the anharmonic oscillator is also computed for arbitrary coupling strengths with good precision.

  5. 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.

  6. Parameter identification in periodic delay differential equations with distributed delay

    NASA Astrophysics Data System (ADS)

    Torkamani, Shahab; Butcher, Eric A.; Khasawneh, Firas A.

    2013-04-01

    In this study, a parameter identification approach for identifying the parameters of a periodic delayed system with distributed delay is introduced based on time series analysis and spectral element analysis. Using this approach the parameters of the distributed delayed system can be identified from the time series of the response of the system. The experimental or numerical data of the response is examined with Floquet theory and time series analysis techniques to estimate a reduced order dynamics, or truncated state space to identify the Floquet multipliers. Parameter identification is then completed using a dynamic map developed for the assumed model of the system which can relate the Floquet multipliers to the unknown parameters in the model. The parameter identification technique is validated numerically for first and second order delay differential equations with distributed delay.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. A data storage model for novel partial differential equation descretizations.

    SciTech Connect

    Doyle, Wendy S.K.; Thompson, David C.; Pebay, Philippe Pierre

    2007-04-01

    The purpose of this report is to define a standard interface for storing and retrieving novel, non-traditional partial differential equation (PDE) discretizations. Although it focuses specifically on finite elements where state is associated with edges and faces of volumetric elements rather than nodes and the elements themselves (as implemented in ALEGRA), the proposed interface should be general enough to accommodate most discretizations, including hp-adaptive finite elements and even mimetic techniques that define fields over arbitrary polyhedra. This report reviews the representation of edge and face elements as implemented by ALEGRA. It then specifies a convention for storing these elements in EXODUS files by extending the EXODUS API to include edge and face blocks in addition to element blocks. Finally, it presents several techniques for rendering edge and face elements using VTK and ParaView, including the use of VTK's generic dataset interface for interpolating values interior to edges and faces.

  12. A fingerprint inpainting technique using improved partial differential equation methods

    NASA Astrophysics Data System (ADS)

    Yang, Xiukun; Wang, Dan; Yang, Zhigang

    2011-10-01

    In an automatic fingerprint identification system (AFIS), fingerprint inpainting is a critical step in the preprocessing procedures. Because partially fouled, breaking or scratched latent fingerprint is difficult to be correctly matched to a known fingerprint. However, fingerprint restoration proved to be a particularly challenging problem because conventional image restoration schemes can not be directly applied to fingerprint due to the unique ridge and valley structures in typical fingerprint images. Based on partial differential equations algorithm, this paper presents a fingerprint restoration algorithm composing gradient and orientation field. According to gradient and orientation field of the known pixel points, different weights are used in different orientation field in the restoration process. Experimental results demonstrate that the proposed restoration algorithm can effectively reduce the false feature points.

  13. 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.

  14. Bayesian Estimation and Uncertainty Quantification in Differential Equation Models

    NASA Astrophysics Data System (ADS)

    Bhaumik, Prithwish

    In engineering, physics, biomedical sciences, pharmacokinetics and pharmacodynamics (PKPD) and many other fields the regression function is often specified as solution of a system of ordinary differential equations (ODEs) given by. dƒtheta(t) / dt = F(t), ƒtheta(, t),theta), t ∈ [0, 1]; here F is a known appropriately smooth vector valued function. Our interest lies in estimating theta from the noisy data. A two-step approach to solve this problem consists of the first step fitting the data nonparametrically, and the second step estimating the parameter by minimizing the distance between the nonparametrically estimated derivative and the derivative suggested by the system of ODEs. In Chapter 2 we consider a Bayesian analog of the two step approach by putting a finite random series prior on the regression function using B-spline basis. We establish a Bernstein-von Mises theorem for the posterior distribution of the parameter of interest induced from that on the regression function with the n --1/2 contraction rate. Although this approach is computationally fast, the Bayes estimator is not asymptotically efficient. This can be remedied by directly considering the distance between the function in the nonparametric model and a Runge-Kutta (RK4) approximate solution of the ODE while inducing the posterior distribution on the parameter as done in Chapter 3. We also study the asymptotic properties of a direct Bayesian method obtained from the approximate likelihood obtained by the RK4 method in Chapter 3. Chapters 4 and 5 contain the extensions of the methods discussed so far for higher order ODE's and partial differential equations (PDE's) respectively. We have mentioned the scopes of some future works in Chapter 6.

  15. Periodic differential equations with self-adjoint monodromy operator

    NASA Astrophysics Data System (ADS)

    Yudovich, V. I.

    2001-04-01

    A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.

  16. 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.

  17. Robust algorithms for solving stochastic partial differential equations

    SciTech Connect

    Werner, M.J.; Drummond, P.D.

    1997-04-01

    A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in X{sup 2} parametric waveguides. This example uses non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used will be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. 27 refs., 4 figs.

  18. Invariant algebraic surfaces for a virus dynamics

    NASA Astrophysics Data System (ADS)

    Valls, Claudia

    2015-08-01

    In this paper, we provide a complete classification of the invariant algebraic surfaces and of the rational first integrals for a well-known virus system. In the proofs, we use the weight-homogeneous polynomials and the method of characteristic curves for solving linear partial differential equations.

  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. 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.

  1. The fast multipole method in the differential algebra framework for the calculation of 3D space charge fields

    NASA Astrophysics Data System (ADS)

    Zhang, He

    2013-01-01

    The space charge effect is one of the most important collective effects in beam dynamic studies. In many cases, numerical simulations are inevitable in order to get a clear understanding of this effect. The particle-particle interaction algorithms and the article-in-cell algorithms are widely used in space charge effect simulations. But they both have difficulties in dealing with highly correlated beams with abnormal distributions or complicated geometries. We developed a new algorithm to calculate the three dimensional self-field between charged particles by combining the differential algebra (DA) techniques with the fast multi-pole method (FMM). The FMM hierarchically decomposes the whole charged domain into many small regions. For each region it uses multipole expansions to represent the potential/field contributions from the particles far away from the region and then converts the multipole expansions into a local expansion inside the region. The potential/field due to the far away particles is calculated from the expansions and the potential/field due to the nearby particles is calculated from the Coulomb force law. The DA techniques are used in the calculation, translation and converting of the expansions. The new algorithm scales linearly with the total number of particles and it is suitable for any arbitrary charge distribution. Using the DA techniques, we can calculate both the potential/field and its high order derivatives, which will be useful for the purpose of including the space charge effect into transfer maps in the future. We first present the single level FMM, which decomposes the whole domain into boxes of the same size. It works best for charge distributions that are not overly non-uniform. Then we present the multilevel fast multipole algorithm (MLFMA), which decomposes the whole domain into different sized boxes according to the charge density. Finer boxes are generated where the higher charge density exists; thus the algorithm works for any

  2. Symmetry preserving discretization of ordinary differential equations. Large symmetry groups and higher order equations

    NASA Astrophysics Data System (ADS)

    Campoamor-Stursberg, R.; Rodríguez, M. A.; Winternitz, P.

    2016-01-01

    Ordinary differential equations (ODEs) and ordinary difference systems (OΔSs) invariant under the actions of the Lie groups {{SL}}x(2),{{SL}}y(2) and {{SL}}x(2)× {{SL}}y(2) of projective transformations of the independent variables x and dependent variables y are constructed. The ODEs are continuous limits of the OΔSs, or conversely, the OΔSs are invariant discretizations of the ODEs. The invariant OΔSs are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions.

  3. 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.

  4. 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)

  5. 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

  6. Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Wagenmaker, Timothy Roger

    This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of

  7. 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.

  8. Numerical solution of hybrid fuzzy differential equations using improved predictor-corrector method

    NASA Astrophysics Data System (ADS)

    Kim, Hyunsoo; Sakthivel, Rathinasamy

    2012-10-01

    The hybrid fuzzy differential equations have a wide range of applications in science and engineering. This paper considers numerical solution for hybrid fuzzy differential equations. The improved predictor-corrector method is adapted and modified for solving the hybrid fuzzy differential equations. The proposed algorithm is illustrated by numerical examples and the results obtained using the scheme presented here agree well with the analytical solutions. The computer symbolic systems such as Maple and Mathematica allow us to perform complicated calculations of algorithm.

  9. 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

  10. 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

  11. 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

  12. Multiple scattering of proton via stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Kia, M. R.; Noshad, Houshyar

    2015-08-01

    Multiple scattering of protons through a target is explained by a set of coupled stochastic differential equations. The motion of protons in matter is calculated by analytical random sampling from Moliere and Landau probability density functions (PDF). To satisfy the Vavilov theory, the moments for energy distribution of a 49.1 MeV proton beam in aluminum target are obtained. The skewness for the PDF of energy demonstrates that the energy distribution of protons in thin thickness becomes a Landau function, whereas, by increasing the thickness of the target it does not follow a Gaussian function completely. Afterwards, the depth-dose distributions are calculated for a 60 MeV proton beam traversing soft tissue and for a 160 MeV proton beam travelling through water. The results prove that when elastic scattering is taken into account, the Bragg-peak position is decreased, while the dose deposited in the Bragg region is increased. The results obtained in this article are benchmarked by comparison of our results with the experimental data reported in the literature.

  13. 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.

  14. A hybrid perturbation-Galerkin technique for partial differential equations

    NASA Technical Reports Server (NTRS)

    Geer, James F.; Anderson, Carl M.

    1990-01-01

    A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.

  15. Modeling ion channel dynamics through reflected stochastic differential equations.

    PubMed

    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.

  16. 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.

  17. A stochastic differential equation model of diurnal cortisol patterns.

    PubMed

    Brown, E N; Meehan, P M; Dempster, A P

    2001-03-01

    Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems. PMID:11171600

  18. An effective analytic approach for solving nonlinear fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Ma, Junchi; Zhang, Xiaolong; Liang, Songxin

    2016-08-01

    Nonlinear fractional differential equations are widely used for modelling problems in applied mathematics. A new analytic approach with two parameters c1 and c2 is first proposed for solving nonlinear fractional partial differential equations. These parameters are used to improve the accuracy of the resulting series approximations. It turns out that much more accurate series approximations are obtained by choosing proper values of c1 and c2. To demonstrate the applicability and effectiveness of the new method, two typical fractional partial differential equations, the nonlinear gas dynamics equation and the nonlinear KdV-Burgers equation, are solved.

  19. 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

  20. 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.

  1. 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)

  2. Numerical algebraic geometry and algebraic kinematics

    NASA Astrophysics Data System (ADS)

    Wampler, Charles W.; Sommese, Andrew J.

    In this article, the basic constructs of algebraic kinematics (links, joints, and mechanism spaces) are introduced. This provides a common schema for many kinds of problems that are of interest in kinematic studies. Once the problems are cast in this algebraic framework, they can be attacked by tools from algebraic geometry. In particular, we review the techniques of numerical algebraic geometry, which are primarily based on homotopy methods. We include a review of the main developments of recent years and outline some of the frontiers where further research is occurring. While numerical algebraic geometry applies broadly to any system of polynomial equations, algebraic kinematics provides a body of interesting examples for testing algorithms and for inspiring new avenues of work.

  3. 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.

  4. 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)

  5. 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.

  6. 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.

  7. Oscillation criteria for second order forced ordinary differential equations with mixed nonlinearities

    NASA Astrophysics Data System (ADS)

    Sun, Yuan Gong; Wong, James S. W.

    2007-10-01

    We present new oscillation criteria for the second order forced ordinary differential equation with mixed nonlinearities: where , p(t) is positive and differentiable, [alpha]1>...>[alpha]m>1>[alpha]m+1>...>[alpha]n. No restriction is imposed on the forcing term e(t) to be the second derivative of an oscillatory function. When n=1, our results reduce to those of El-Sayed [M.A. El-Sayed, An oscillation criterion for a forced second order linear differential equation, Proc. Amer. Math. Soc. 118 (1993) 813-817], Wong [J.S.W. Wong, Oscillation criteria for a forced second linear differential equations, J. Math. Anal. Appl. 231 (1999) 235-240], Sun, Ou and Wong [Y.G. Sun, C.H. Ou, J.S.W. Wong, Interval oscillation theorems for a linear second order differential equation, Comput. Math. Appl. 48 (2004) 1693-1699] for the linear equation, Nazr [A.H. Nazr, Sufficient conditions for the oscillation of forced super-linear second order differential equations with oscillatory potential, Proc. Amer. Math. Soc. 126 (1998) 123-125] for the superlinear equation, and Sun and Wong [Y.G. Sun, J.S.W. Wong, Note on forced oscillation of nth-order sublinear differential equations, JE Math. Anal. Appl. 298 (2004) 114-119] for the sublinear equation.

  8. 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…

  9. 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…

  10. 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…

  11. 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…

  12. 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…

  13. 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.

  14. New comparison results for impulsive integro-differential equations and applications

    NASA Astrophysics Data System (ADS)

    Nieto, Juan J.; Rodriguez-Lopez, Rosana

    2007-04-01

    We prove some new maximum principles for ordinary integro-differential equations. This allows us to introduce a new definition of lower and upper solutions which leads to the development of the monotone iterative technique for a periodic boundary value problem related to a nonlinear first-order impulsive integro-differential equation.

  15. 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.

  16. 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…

  17. Exact Solutions for Fractional Differential-Difference Equations by an Extended Riccati Sub-ODE Method

    NASA Astrophysics Data System (ADS)

    Feng, Qing-Hua

    2013-05-01

    In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established.

  18. 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

  19. Iterative methods for elliptic finite element equations on general meshes

    NASA Technical Reports Server (NTRS)

    Nicolaides, R. A.; Choudhury, Shenaz

    1986-01-01

    Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.

  20. Numerical approximation of a nonlinear delay-advance functional differential equation by a finite element method

    NASA Astrophysics Data System (ADS)

    Teodoro, M. F.

    2012-09-01

    We are particularly interested in the numerical solution of the functional differential equations with symmetric delay and advance. In this work, we consider a nonlinear forward-backward equation, the Fitz Hugh-Nagumo equation. It is presented a scheme which extends the algorithm introduced in [1]. A computational method using Newton's method, finite element method and method of steps is developped.

  1. 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…

  2. Boundedness of weak solutions to evolutionary partial integro-differential equations with discontinuous coefficients

    NASA Astrophysics Data System (ADS)

    Zacher, Rico

    2008-12-01

    We investigate linear and quasilinear evolutionary partial integro-differential equations of second order which include time fractional evolution equations of time order less than one. By means of suitable energy estimates and De Giorgi's iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle holds for such equations.

  3. 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.

  4. 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.

  5. New variational principles for locating periodic orbits of differential equations.

    PubMed

    Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V

    2011-06-13

    We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation.

  6. Advanced Methods for the Solution of Differential Equations.

    ERIC Educational Resources Information Center

    Goldstein, Marvin E.; Braun, Willis H.

    This is a textbook, originally developed for scientists and engineers, which stresses the actual solutions of practical problems. Theorems are precisely stated, but the proofs are generally omitted. Sample contents include first-order equations, equations in the complex plane, irregular singular points, and numerical methods. A more recent idea,…

  7. Lateral boundary differentiability of solutions of parabolic equations in nondivergence form

    NASA Astrophysics Data System (ADS)

    Huang, Yongpan; Li, Dongsheng; Wang, Lihe

    The lateral boundary differentiability is shown for solutions of parabolic differential equations in nondivergence form under the assumptions that the parabolic boundary satisfies the exterior Dini condition and is punctually C1 differentiable one-sided in t-direction. The classical barrier technique, the maximum principle, the interior Harnack inequality and an iteration procedure are the main analytical tools.

  8. Differential Games of inf-sup Type and Isaacs Equations

    SciTech Connect

    Kaise, Hidehiro Sheu, S.-J.

    2005-06-15

    Motivated by the work of Fleming, we provide a general framework to associate inf-sup type values with the Isaacs equations.We show that upper and lower bounds for the generators of inf-sup type are upper and lower Hamiltonians, respectively. In particular, the lower (resp. upper) bound corresponds to the progressive (resp. strictly progressive) strategy. By the Dynamic Programming Principle and identification of the generator, we can prove that the inf-sup type game is characterized as the unique viscosity solution of the Isaacs equation. We also discuss the Isaacs equation with a Hamiltonian of a convex combination between the lower and upper Hamiltonians.

  9. 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.

  10. 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.

  11. An analytical theory of a scattering of radio-waves on meteoric ionization. II. Solution of the integro-differential equation in case of backscatter

    NASA Astrophysics Data System (ADS)

    Pecina, P.

    2016-08-01

    The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e. g. by the Ondřejov radar.

  12. Numerical solution of control problems governed by nonlinear differential equations

    SciTech Connect

    Heinkenschloss, M.

    1994-12-31

    In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.

  13. A Solution Space for a System of Null-State Partial Differential Equations: Part 4

    NASA Astrophysics Data System (ADS)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the last 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 that govern CFT correlation functions of 2 N one-leg boundary operators. In the first two articles (Flores and Kleban in Commun Math Phys, 2012; Flores and Kleban, in Commun Math Phys, 2014), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. Using these results in the third article (Flores and Kleban, in Commun Math Phys, 2013), we prove that dim and is spanned by (real-valued) solutions constructed with the Coulomb gas (contour integral) formalism of CFT. In this article, we use these results to prove some facts concerning the solution space . First, we show that each of its elements equals a sum of at most two distinct Frobenius series in powers of the difference between two adjacent points (unless is odd, in which case a logarithmic term may appear). This establishes an important element in the operator product expansion for one-leg boundary operators, assumed in CFT. We also identify particular elements of , which we call connectivity weights, and exploit their special properties to conjecture a formula for the probability that the curves of a multiple-SLE process join in a particular connectivity. This leads to new formulas for crossing probabilities of critical lattice models inside polygons with a free/fixed side-alternating boundary condition, which we derive in Flores et al. (Partition functions and crossing probabilities for critical systems inside polygons, in preparation). Finally, we propose a reason for why the exceptional speeds [certain values that appeared in the analysis of the Coulomb gas solutions in Flores and Kleban (Commun Math Phys, 2013)] and

  14. Higher-order differential variational principle and differential equations of motion for mechanical systems in event space

    NASA Astrophysics Data System (ADS)

    Zhang, Xiang-Wu; Li, Yuan-Yuan; Zhao, Xiao-Xia; Luo, Wen-Feng

    2014-10-01

    In this paper we study the higher-order differential variational principle and differential equations of motion for mechanical systems in event space. Based on the higher-order d'Alembert principle of the system, the higher-order velocity energy and the higher-order acceleration energy of the system in event space are defined, the higher-order d'Alembert—Lagrange principle of the system in event space is established, and the parametric forms of Euler—Lagrange, Nielsen and Appell for this principle are given. Finally, the higher-order differential equations of motion for holonomic systems in event space are obtained.

  15. Analysis of Lagrange's original derivation of the Euler-Lagrange Differential Equation

    NASA Astrophysics Data System (ADS)

    Laughlin, Ryan; Close, Hunter

    2012-03-01

    The Euler-Lagrange differential equation provides the Lagrangian equations of motion, and thus allows the exact trajectory of an object in a potential to be found. We analyze the original derivation of the Euler-Lagrange differential equation via a translation of the third edition of Lagrange's Mecanique Analytique (1811). We compare and contrast this derivation with the derivation commonly done in a junior-level classical mechanics course. Lagrange uses several founding concepts to produce a generalized equation of motion for all dynamics. These concepts are, in the order addressed by Lagrange, the Principle of Virtual Velocities, the Conservation des Forces Vives, and the Principle of Least Action. Lagrange then employs what he calls the Method of Variations to the general equation of motion for dynamics to ultimately resolve something similar to the Euler-Lagrange Differential equation we use today. We also compare modern notation with Lagrange's notation.

  16. Teaching Algebra without Algebra

    ERIC Educational Resources Information Center

    Kalman, Richard S.

    2008-01-01

    Algebra is, among other things, a shorthand way to express quantitative reasoning. This article illustrates ways for the classroom teacher to convert algebraic solutions to verbal problems into conversational solutions that can be understood by students in the lower grades. Three reasonably typical verbal problems that either appeared as or…

  17. On construction of solutions of linear fractional differential equations with constant coefficients

    NASA Astrophysics Data System (ADS)

    Borikhanov, Meiirkhan B.; Turmetov, Batirkhan Kh.

    2016-08-01

    One of the effective methods for finding exact solutions of differential equations is the method based on the operator representation of solutions. The essence of this method is to construct a series, whose members are the relevant iteration operators acting to some classes of sufficiently smooth functions. This method is widely used in the papers of Bondarenko for construction of solutions of differential equations of the integer order. In this paper, the operator method is applied to construct solutions of linear differential equations with constant coefficients and generalized Riemann-Liouville fractional derivative of order α and type γ. Then fundamental solutions are used to obtain the unique solution of the Cauchy problem.

  18. Symbolic and algebraic computation

    SciTech Connect

    Not Available

    1990-01-01

    This book contains subjects under the following headings: Foundations of symbolic computation; Computational logics; systems Algorithms on polynormal; Integrative and differential equations; and Differential equations.

  19. New symbolic tools for differential geometry, gravitation, and field theory

    NASA Astrophysics Data System (ADS)

    Anderson, I. M.; Torre, C. G.

    2012-01-01

    DifferentialGeometry is a Maple software package which symbolically performs fundamental operations of calculus on manifolds, differential geometry, tensor calculus, spinor calculus, Lie algebras, Lie groups, transformation groups, jet spaces, and the variational calculus. These capabilities, combined with dramatic recent improvements in symbolic approaches to solving algebraic and differential equations, have allowed for development of powerful new tools for solving research problems in gravitation and field theory. The purpose of this paper is to describe some of these new tools and present some advanced applications involving: Killing vector fields and isometry groups, Killing tensors, algebraic classification of solutions of the Einstein equations, and symmetry reduction of field equations.

  20. Exponential rational function method for space-time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet

    2016-04-01

    In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.

  1. Consistent Riccati Expansion Method and Its Applications to Nonlinear Fractional Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Huang, Qing; Wang, Li-Zhen; Zuo, Su-Li

    2016-02-01

    In this paper, a consistent Riccati expansion method is developed to solve nonlinear fractional partial differential equations involving Jumarie's modified Riemann-Liouville derivative. The efficiency and power of this approach are demonstrated by applying it successfully to some important fractional differential equations, namely, the time fractional Burgers, fractional Sawada-Kotera, and fractional coupled mKdV equation. A variety of new exact solutions to these equations under study are constructed. Supported by the National Natural Science Foundation of China under Grant Nos. 11101332, 11201371, 11371293 and the Natural Science Foundation of Shaanxi Province under Grant No. 2015JM1037

  2. An efficient technique for higher order fractional differential equation.

    PubMed

    Ali, Ayyaz; Iqbal, Muhammad Asad; Ul-Hassan, Qazi Mahmood; Ahmad, Jamshad; Mohyud-Din, Syed Tauseef

    2016-01-01

    In this study, we establish exact solutions of fractional Kawahara equation by using the idea of [Formula: see text]-expansion method. The results of different studies show that the method is very effective and can be used as an alternative for finding exact solutions of nonlinear evolution equations (NLEEs) in mathematical physics. The solitary wave solutions are expressed by the hyperbolic, trigonometric, exponential and rational functions. Graphical representations along with the numerical data reinforce the efficacy of the used procedure. The specified idea is very effective, expedient for fractional PDEs, and could be extended to other physical problems. PMID:27047707

  3. A note on the generation of phase plane plots on a digital computer. [for solution of nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Simon, M. K.

    1980-01-01

    A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.

  4. Stability Criteria for Differential Equations with Variable Time Delays

    ERIC Educational Resources Information Center

    Schley, D.; Shail, R.; Gourley, S. A.

    2002-01-01

    Time delays are an important aspect of mathematical modelling, but often result in highly complicated equations which are difficult to treat analytically. In this paper it is shown how careful application of certain undergraduate tools such as the Method of Steps and the Principle of the Argument can yield significant results. Certain delay…

  5. A new fractional Chebyshev FDM: an application for solving the fractional differential equations generated by optimisation problem

    NASA Astrophysics Data System (ADS)

    Khader, M. M.

    2015-10-01

    In this paper, we introduce a new numerical technique which we call fractional Chebyshev finite difference method. The algorithm is based on a combination of the useful properties of Chebyshev polynomial approximation and finite difference method. We implement this technique to solve numerically the non-linear programming problem which are governed by fractional differential equations (FDEs). The proposed technique is based on using matrix operator expressions which applies to the differential terms. The operational matrix method is derived in our approach in order to approximate the Caputo fractional derivatives. This operational matrix method can be regarded as a non-uniform finite difference scheme. The error bound for the fractional derivatives is introduced. The application of the method to the generated FDEs leads to algebraic systems which can be solved by an appropriate method. Two numerical examples are provided to confirm the accuracy and the effectiveness of the proposed method. A comparison with the fourth-order Runge-Kutta method is given.

  6. On the reduction principle for differential equations with piecewise constant argument of generalized type

    NASA Astrophysics Data System (ADS)

    Akhmet, M. U.

    2007-12-01

    In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA [K.L. Cooke, J. Wiener, Retarded differential equations with piecewise constant delays, J. Math. Anal. Appl. 99 (1984) 265-297; J. Wiener, Generalized Solutions of Functional Differential Equations, World Scientific, Singapore, 1993]. The Reduction Principle [V.A. Pliss, The reduction principle in the theory of the stability of motion, Izv. Akad. Nauk SSSR Ser. Mat. 27 (1964) 1297-1324 (in Russian); V.A. Pliss, Integral Sets of Periodic Systems of Differential Equations, Nauka, Moskow, 1977 (in Russian)] is proved for EPCAG. The structure of the set of solutions is specified. We establish also the existence of global integral manifolds of quasilinear EPCAG in the so-called critical case and investigate the stability of the zero solution.

  7. Backward Stochastic Differential Equations in Infinite Dimensions with Continuous Driver and Applications

    SciTech Connect

    Fuhrman, Marco Hu, Ying

    2007-09-15

    In this paper we prove the existence of a solution to backward stochastic differential equations in infinite dimensions with continuous driver under various assumptions. We apply our results to a stochastic game problem with infinitely many players.

  8. Variational differential equations for engineering type trajectories close to a planet with an atmosphere

    NASA Technical Reports Server (NTRS)

    Dickmanns, E. D.

    1972-01-01

    The differential equations for the adjoint variables are derived and coded in FORTRAN. The program is written in a form to either take into account or neglect thrust, aerodynamic forces, planet rotation and oblateness, and altitude dependent winds.

  9. Time Parallel Solution of Linear Partial Differential Equations on the Intel Touchstone Delta Supercomputer

    NASA Technical Reports Server (NTRS)

    Toomarian, N.; Fijany, A.; Barhen, J.

    1993-01-01

    Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.

  10. Numerical solution of nonlinear partial differential equations of mixed type. [finite difference approximation

    NASA Technical Reports Server (NTRS)

    Jameson, A.

    1976-01-01

    A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

  11. Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method

    SciTech Connect

    Jerome L.V. Lewandowski

    2005-01-25

    A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details.

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

    PubMed Central

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

    2015-01-01

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

  13. The numerical dynamic for highly nonlinear partial differential equations

    NASA Technical Reports Server (NTRS)

    Lafon, A.; Yee, H. C.

    1992-01-01

    Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

  14. Automatic multirate methods for ordinary differential equations. [Adaptive time steps

    SciTech Connect

    Gear, C.W.

    1980-01-01

    A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.

  15. Differential invariants and exact solutions of the Einstein equations

    NASA Astrophysics Data System (ADS)

    Lychagin, Valentin; Yumaguzhin, Valeriy

    2016-03-01

    In this paper (cf. Lychagin and Yumaguzhin, in Anal Math Phys, 2016) a class of totally geodesics solutions for the vacuum Einstein equations is introduced. It consists of Einstein metrics of signature (1,3) such that 2-dimensional distributions, defined by the Weyl tensor, are completely integrable and totally geodesic. The complete and explicit description of metrics from these class is given. It is shown that these metrics depend on two functions in one variable and one harmonic function.

  16. SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations

    NASA Astrophysics Data System (ADS)

    Gusev, Sergei V.; Shiriaev, Anton S.; Freidovich, Leonid B.

    2016-07-01

    Numerically finding stabilising feedback control laws for linear systems of periodic differential equations is a nontrivial task with no known reliable solutions. The most successful method requires solving matrix differential Riccati equations with periodic coefficients. All previously proposed techniques for solving such equations involve numerical integration of unstable differential equations and consequently fail whenever the period is too large or the coefficients vary too much. Here, a new method for numerical computation of stabilising solutions for matrix differential Riccati equations with periodic coefficients is proposed. Our approach does not involve numerical solution of any differential equations. The approximation for a stabilising solution is found in the form of a trigonometric polynomial, matrix coefficients of which are found solving a specially constructed finite-dimensional semidefinite programming (SDP) problem. This problem is obtained using maximality property of the stabilising solution of the Riccati equation for the associated Riccati inequality and sampling technique. Our previously published numerical comparisons with other methods shows that for a class of problems only this technique provides a working solution. Asymptotic convergence of the computed approximations to the stabilising solution is proved below under the assumption that certain combinations of the key parameters are sufficiently large. Although the rate of convergence is not analysed, it appeared to be exponential in our numerical studies.

  17. The unified transform for linear, linearizable and integrable nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Fokas, A. S.; De Lillo, S.

    2014-03-01

    So-called inverse scattering provides a powerful method for analyzing the initial value problem for a large class of nonlinear evolution partial differential equations which are called integrable. In the late 1990s, the first author, motivated by inverse scattering, introduced a new method for analyzing boundary value problems. This method provides a unified treatment for linear, linearizable and integrable nonlinear partial differential equations. Here, this method, which is often referred to as the unified transform, is illustrated for the following concrete cases: the heat equation on the half-line; the nonlinear Schrödinger equation on the half-line; Burger's equation on the half-line; and Burger's equation on a moving boundary.

  18. A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

    NASA Technical Reports Server (NTRS)

    Pflaum, Christoph

    1996-01-01

    A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

  19. A Note on Euler Approximations for Stochastic Differential Equations with Delay

    SciTech Connect

    Gyöngy, Istvan; Sabanis, Sotirios

    2013-12-15

    An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure convergence is obtained under local Lipschitz and also under monotonicity conditions.

  20. Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes

    SciTech Connect

    Mikulevicius, R.; Pragarauskas, H.

    2011-08-15

    The existence and uniqueness in Hoelder spaces of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation of the order {alpha}{<=}2 is investigated. The equation considered arises in a filtering problem with a jump signal process and a jump observation process.

  1. Convergence of the standard RLS method and UDUT factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming

    NASA Astrophysics Data System (ADS)

    Moraes Rêgo, Patrícia Helena; Viana da Fonseca Neto, João; Ferreira, Ernesto M.

    2015-08-01

    The main focus of this article is to present a proposal to solve, via UDUT factorisation, the convergence and numerical stability problems that are related to the covariance matrix ill-conditioning of the recursive least squares (RLS) approach for online approximations of the algebraic Riccati equation (ARE) solution associated with the discrete linear quadratic regulator (DLQR) problem formulated in the actor-critic reinforcement learning and approximate dynamic programming context. The parameterisations of the Bellman equation, utility function and dynamic system as well as the algebra of Kronecker product assemble a framework for the solution of the DLQR problem. The condition number and the positivity parameter of the covariance matrix are associated with statistical metrics for evaluating the approximation performance of the ARE solution via RLS-based estimators. The performance of RLS approximators is also evaluated in terms of consistence and polarisation when associated with reinforcement learning methods. The used methodology contemplates realisations of online designs for DLQR controllers that is evaluated in a multivariable dynamic system model.

  2. A note on a corrector formula for the numerical solution of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Chien, Y.-C.; Agrawal, K. M.

    1979-01-01

    A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.

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

    PubMed Central

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

    2015-01-01

    Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256

  4. IDSOLVER: A general purpose solver for nth-order integro-differential equations

    NASA Astrophysics Data System (ADS)

    Gelmi, Claudio A.; Jorquera, Héctor

    2014-01-01

    Many mathematical models of complex processes may be posed as integro-differential equations (IDE). Many numerical methods have been proposed for solving those equations, but most of them are ad hoc thus new equations have to be solved from scratch for translating the IDE into the framework of the specific method chosen. Furthermore, there is a paucity of general-purpose numerical solvers that free the user from additional tasks.

  5. Variational estimation of the drift for stochastic differential equations from the empirical density

    NASA Astrophysics Data System (ADS)

    Batz, Philipp; Ruttor, Andreas; Opper, Manfred

    2016-08-01

    We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker–Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.

  6. Stochastic Calculus and Differential Equations for Physics and Finance

    NASA Astrophysics Data System (ADS)

    McCauley, Joseph L.

    2013-02-01

    1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

  7. Second-Order Algebraic Theories

    NASA Astrophysics Data System (ADS)

    Fiore, Marcelo; Mahmoud, Ola

    Fiore and Hur [10] recently introduced a conservative extension of universal algebra and equational logic from first to second order. Second-order universal algebra and second-order equational logic respectively provide a model theory and a formal deductive system for languages with variable binding and parameterised metavariables. This work completes the foundations of the subject from the viewpoint of categorical algebra. Specifically, the paper introduces the notion of second-order algebraic theory and develops its basic theory. Two categorical equivalences are established: at the syntactic level, that of second-order equational presentations and second-order algebraic theories; at the semantic level, that of second-order algebras and second-order functorial models. Our development includes a mathematical definition of syntactic translation between second-order equational presentations. This gives the first formalisation of notions such as encodings and transforms in the context of languages with variable binding.

  8. Derivation of a Differential Equation Exhibiting Replicative Time-Evolution Patterns by Inverse Ultra-Discretization

    NASA Astrophysics Data System (ADS)

    Tanaka, Hiroshi; Nakajima, Asumi; Nishiyama, Akinobu; Tokihiro, Tetsuji

    2009-03-01

    A differential equation exhibiting replicative time-evolution patterns is derived by inverse ultradiscretizatrion of Fredkin’s game, which is one of the simplest replicative cellular automaton (CA) in two dimensions. This is achieved by employing a certain filter and a clock function in the equation. These techniques are applicable to the inverse ultra-discretization (IUD) of other CA and stabilize the time-evolution of the obtained differential equation. Application to the game of life, another CA in two dimensions, is also presented.

  9. Design of three-mirror telescopes via a differential equation method

    NASA Astrophysics Data System (ADS)

    Chao, Shao-Hua; Evans, Neal C.; Shealy, David L.; Johnson, R. Barry

    1996-11-01

    A differential equation method is applied to the design of a three-mirror telescope. The resulting system is mostly free of spherical aberration, coma and astigmatism. From caustic theory and a generalization of the Coddington Equations, the Abbe sine condition and the constant optical path length condition, three coupled differential equations, one for each reflecting surface, are generated. A system which satisfies these conditions will have a high resolution over a wide field of view. Analysis of this application is presented as a comparison to a similar three-mirror telescope system produced by conventional optimization techniques.

  10. Solving the quantum brachistochrone equation through differential geometry

    NASA Astrophysics Data System (ADS)

    You, Chenglong; Wilde, Mark; Dowling, Jonathan; Wang, Xiaoting

    2016-05-01

    The ability of generating a particular quantum state, or model a physical quantum device by exploring quantum state transfer, is important in many applications such as quantum chemistry, quantum information processing, quantum metrology and cooling. Due to the environmental noise, a quantum device suffers from decoherence causing information loss. Hence, completing the state-generation task in a time-optimal way can be considered as a straightforward method to reduce decoherence. For a quantum system whose Hamiltonian has a fixed type and a finite energy bandwidth, it has been found that the time-optimal quantum evolution can be characterized by the quantum brachistochrone equation. In addition, the brachistochrone curve is found to have a geometric interpretation: it is the limit of a one-parameter family of geodesics on a sub-Riemannian model. Such geodesic-brachistochrone connection provides an efficient numerical method to solve the quantum brachistochrone equation. In this work, we will demonstrate this numerical method by studying the time-optimal state-generating problem on a given quantum spin system. We also find that the Pareto weighted-sum optimization turns out to be a simple but efficient method in solving the quantum time-optimal problems. We would like to acknowledge support from NSF under Award No. CCF-1350397.

  11. PSsolver: A Maple implementation to solve first order ordinary differential equations with Liouvillian solutions

    NASA Astrophysics Data System (ADS)

    Avellar, J.; Duarte, L. G. S.; da Mota, L. A. C. P.

    2012-10-01

    We present a set of software routines in Maple 14 for solving first order ordinary differential equations (FOODEs). The package implements the Prelle-Singer method in its original form together with its extension to include integrating factors in terms of elementary functions. The package also presents a theoretical extension to deal with all FOODEs presenting Liouvillian solutions. Applications to ODEs taken from standard references show that it solves ODEs which remain unsolved using Maple's standard ODE solution routines. New version program summary Program title: PSsolver Catalogue identifier: ADPR_v2_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADPR_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2302 No. of bytes in distributed program, including test data, etc.: 31962 Distribution format: tar.gz Programming language: Maple 14 (also tested using Maple 15 and 16). Computer: Intel Pentium Processor P6000, 1.86 GHz. Operating system: Windows 7. RAM: 4 GB DDR3 Memory Classification: 4.3. Catalogue identifier of previous version: ADPR_v1_0 Journal reference of previous version: Comput. Phys. Comm. 144 (2002) 46 Does the new version supersede the previous version?: Yes Nature of problem: Symbolic solution of first order differential equations via the Prelle-Singer method. Solution method: The method of solution is based on the standard Prelle-Singer method, with extensions for the cases when the FOODE contains elementary functions. Additionally, an extension of our own which solves FOODEs with Liouvillian solutions is included. Reasons for new version: The program was not running anymore due to changes in the latest versions of Maple. Additionally, we corrected/changed some bugs/details that were hampering the smoother functioning of the routines. Summary

  12. One class of meromorphic solutions of general two-dimensional nonlinear equations, connected with the algebraic inverse scattering method

    PubMed Central

    Chudnovsky, D. V.

    1978-01-01

    For systems of nonlinear equations having the form [Ln - (∂/∂t), Lm - (∂/∂y)] = 0 the class of meromorphic solutions obtained from the linear equations [Formula: see text] is presented. PMID:16592559

  13. Computational algebraic geometry of epidemic models

    NASA Astrophysics Data System (ADS)

    Rodríguez Vega, Martín.

    2014-06-01

    Computational Algebraic Geometry is applied to the analysis of various epidemic models for Schistosomiasis and Dengue, both, for the case without control measures and for the case where control measures are applied. The models were analyzed using the mathematical software Maple. Explicitly the analysis is performed using Groebner basis, Hilbert dimension and Hilbert polynomials. These computational tools are included automatically in Maple. Each of these models is represented by a system of ordinary differential equations, and for each model the basic reproductive number (R0) is calculated. The effects of the control measures are observed by the changes in the algebraic structure of R0, the changes in Groebner basis, the changes in Hilbert dimension, and the changes in Hilbert polynomials. It is hoped that the results obtained in this paper become of importance for designing control measures against the epidemic diseases described. For future researches it is proposed the use of algebraic epidemiology to analyze models for airborne and waterborne diseases.

  14. Approximate controllability of impulsive differential equations with state-dependent delay

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Anandhi, E. R.

    2010-02-01

    In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations have been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive differential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive differential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.

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

    PubMed Central

    Ding, A. Adam; Wu, Hulin

    2015-01-01

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

  16. Wavelet transforms as solutions of partial differential equations

    SciTech Connect

    Zweig, G.

    1997-10-01

    This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.

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

    NASA Technical Reports Server (NTRS)

    Silver, A. H.; Sullivan, E.

    1973-01-01

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

  18. Some remarks on representations of Yang-Mills algebras

    NASA Astrophysics Data System (ADS)

    Herscovich, Estanislao

    2015-01-01

    In this article, we present some new properties of representations of Yang-Mills algebras. We first show that any free Lie algebra with m generators is a quotient of the Yang-Mills algebra 𝔶𝔪(n) on n generators, for n ≥ 2m. We derive from this that any semisimple Lie algebra and even any affine Kac-Moody algebra is a quotient of 𝔶𝔪(n) for n ≥ 4. Combining this with previous results on representations of Yang-Mills algebras given in [Herscovich and Solotar, Ann. Math. 173(2), 1043-1080 (2011)], one may obtain solutions to the Yang-Mills equations by differential operators acting on sections of twisted vector bundles on the affine space of dimension n ≥ 4 associated to representations of any semisimple Lie algebra. We also show that this quotient property does not hold for n = 3, since any morphism of Lie algebras from 𝔶𝔪(3) to 𝔰𝔩(2, k) has in fact solvable image.

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

    PubMed

    Lingala, N; Namachchivaya, N Sri

    2016-06-01

    The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out. PMID:27415205

  20. Solutions of multidimensional partial differential equations representable as a one-dimensional flow

    NASA Astrophysics Data System (ADS)

    Zenchuk, A. I.

    2014-03-01

    We propose an algorithm for reducing an (M+ 1)-dimensional nonlinear partial differential equation (PDE) representable in the form of a one-dimensional flow ut + (u, ux uxx,…) = 0 (where w is an arbitrary local function of u and its xi derivatives, i = 1,…, M) to a family of M-dimensional nonlinear PDEs F(u,w) = 0, where F is a general (or particular) solution of a certain second-order two-dimensional nonlinear PDE. In particular, the M-dimensional PDE might turn out to be an ordinary differential equation, which can be integrated in some cases to obtain explicit solutions of the original (M+ 1)-dimensional equation. Moreover, a spectral parameter can be introduced in the function F, which leads to a linear spectral equation associated with the original equation. We present simplest examples of nonlinear PDEs together with their explicit solutions.