Instability of turing patterns in reaction-diffusion-ODE systems.

PubMed

Marciniak-Czochra, Anna; Karch, Grzegorz; Suzuki, Kanako

2017-02-01

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of interactions between cellular processes such as cell growth, differentiation or transformation and diffusing signaling factors. We focus on stability analysis of solutions of a prototype model consisting of a single reaction-diffusion equation coupled to an ordinary differential equation. We show that such systems are very different from classical reaction-diffusion models. They exhibit diffusion-driven instability (turing instability) under a condition of autocatalysis of non-diffusing component. However, the same mechanism which destabilizes constant solutions of such models, destabilizes also all continuous spatially heterogeneous stationary solutions, and consequently, there exist no stable Turing patterns in such reaction-diffusion-ODE systems. We provide a rigorous result on the nonlinear instability, which involves the analysis of a continuous spectrum of a linear operator induced by the lack of diffusion in the destabilizing equation. These results are extended to discontinuous patterns for a class of nonlinearities.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Similarity solutions for unsteady free-convection flow from a continuous moving vertical surface

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Mekky, Mohammad L.

2004-03-01

The transformation group theoretic approach is applied to present an analysis of the problem of unsteady free convection flow over a continuous moving vertical sheet in an ambient fluid. The thermal boundary layer induced within a vertical semi-infinite layer of Boussinseq fluid by a constant heated bounding plate. The application of two-parameter groups reduces the number of independent variables by two, and consequently the system of governing partial differential equations with the boundary conditions reduces to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved analytically for the temperature and numerically for the velocity using the shooting method. Effect of Prandtl number on the thermal boundary-layer and velocity boundary-layer are studied and plotted in curves.

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

PubMed

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

2017-03-01

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

Newton's method: A link between continuous and discrete solutions of nonlinear problems

NASA Technical Reports Server (NTRS)

Thurston, G. A.

1980-01-01

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games

DTIC Science & Technology

2016-05-01

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games Yat Tin...subproblems. Our approach is expected to have wide applications in continuous dynamic games , control theory problems, and elsewhere. Mathematics...differential dynamic games , control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to

Tori and chaos in a simple C1-system

NASA Astrophysics Data System (ADS)

Roessler, O. E.; Kahiert, C.; Ughleke, B.

A piecewise-linear autonomous 3-variable ordinary differential equation is presented which permits analytical modeling of chaotic attractors. A once-differentiable system of equations is defined which consists of two linear half-systems which meet along a threshold plane. The trajectories described by each equation is thereby continuous along the divide, forming a one-parameter family of invariant tori. The addition of a damping term produces a system of equations for various chaotic attractors. Extension of the system by means of a 4-variable generalization yields hypertori and hyperchaos. It is noted that the hierarchy established is amenable to analysis by the use of Poincare half-maps. Applications of the systems of ordinary differential equations to modeling turbulent flows are discussed.

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Xcas as a Programming Environment for Stability Conditions for a Class of Differential Equation Models in Economics

NASA Astrophysics Data System (ADS)

Halkos, George E.; Tsilika, Kyriaki D.

2011-09-01

In this paper we examine the property of asymptotic stability in several dynamic economic systems, modeled in ordinary differential equation formulations of time parameter t. Asymptotic stability ensures intertemporal equilibrium for the economic quantity the solution stands for, regardless of what the initial conditions happen to be. Existence of economic equilibrium in continuous time models is checked via a Symbolic language, the Xcas program editor. Using stability theorems of differential equations as background a brief overview of symbolic capabilities of free software Xcas is given. We present computational experience with a programming style for stability results of ordinary linear and nonlinear differential equations. Numerical experiments on traditional applications of economic dynamics exhibit the simplicity clarity and brevity of input and output of our computer codes.

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

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

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

Pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations

NASA Astrophysics Data System (ADS)

Al-Islam, Najja Shakir

In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.

Analytical Solutions of the Gravitational Field Equations in de Sitter and Anti-de Sitter Spacetimes

NASA Astrophysics Data System (ADS)

Da Rocha, R.; Capelas Oliveira, E.

2009-01-01

The generalized Laplace partial differential equation, describing gravitational fields, is investigated in de Sitter spacetime from several metric approaches—such as the Riemann, Beltrami, Börner-Dürr, and Prasad metrics—and analytical solutions of the derived Riccati radial differential equations are explicitly obtained. All angular differential equations trivially have solutions given by the spherical harmonics and all radial differential equations can be written as Riccati ordinary differential equations, which analytical solutions involve hypergeometric and Bessel functions. In particular, the radial differential equations predict the behavior of the gravitational field in de Sitter and anti-de Sitter spacetimes, and can shed new light on the investigations of quasinormal modes of perturbations of electromagnetic and gravitational fields in black hole neighborhood. The discussion concerning the geometry of de Sitter and anti-de Sitter spacetimes is not complete without mentioning how the wave equation behaves on such a background. It will prove convenient to begin with a discussion of the Laplace equation on hyperbolic space, partly since this is of interest in itself and also because the wave equation can be investigated by means of an analytic continuation from the hyperbolic space. We also solve the Laplace equation associated to the Prasad metric. After introducing the so called internal and external spaces—corresponding to the symmetry groups SO(3,2) and SO(4,1) respectively—we show that both radial differential equations can be led to Riccati ordinary differential equations, which solutions are given in terms of associated Legendre functions. For the Prasad metric with the radius of the universe independent of the parametrization, the internal and external metrics are shown to be of AdS-Schwarzschild-like type, and also the radial field equations arising are shown to be equivalent to Riccati equations whose solutions can be written in terms of generalized Laguerre polynomials and hypergeometric confluent functions.

On the origins and foundations of Laplacian determinism.

PubMed

van Strien, Marij

2014-03-01

In this paper I examine the foundations of Laplace's famous statement of determinism in 1814, and argue that rather than derived from his mechanics, this statement is based on general philosophical principles, namely the principle of sufficient reason and the law of continuity. It is usually supposed that Laplace's statement is based on the fact that each system in classical mechanics has an equation of motion which has a unique solution. But Laplace never proved this result, and in fact he could not have proven it, since it depends on a theorem about uniqueness of solutions to differential equations that was only developed later on. I show that the idea that is at the basis of Laplace's determinism was in fact widespread in enlightenment France, and is ultimately based on a re-interpretation of Leibnizian metaphysics, specifically the principle of sufficient reason and the law of continuity. Since the law of continuity also lies at the basis of the application of differential calculus in physics, one can say that Laplace's determinism and the idea that systems in physics can be described by differential equations with unique solutions have a common foundation.

A lattice Boltzmann model with an amending function for simulating nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chen, Lin-Jie; Ma, Chang-Feng

2010-01-01

This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.

Group solution for unsteady free-convection flow from a vertical moving plate subjected to constant heat flux

NASA Astrophysics Data System (ADS)

Kassem, M.

2006-03-01

The problem of heat and mass transfer in an unsteady free-convection flow over a continuous moving vertical sheet in an ambient fluid is investigated for constant heat flux using the group theoretical method. The nonlinear coupled partial differential equation governing the flow and the boundary conditions are transformed to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved numerically using the shooting method. The effect of Prandlt number on the velocity and temperature of the boundary-layer is plotted in curves. A comparison with previous work is presented.

A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

PubMed

Biala, T A; Jator, S N

2015-01-01

In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

The Hartman-Grobman theorem for semilinear hyperbolic evolution equations

NASA Astrophysics Data System (ADS)

Hein, Marie-Luise; Prüss, Jan

2016-10-01

The famous Hartman-Grobman theorem for ordinary differential equations is extended to abstract semilinear hyperbolic evolution equations in Banach spaces by means of simple direct proof. It is also shown that the linearising map is Hölder continuous. Several applications to abstract and specific damped wave equations are given, to demonstrate the strength of our results.

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.

On the Solution of the Continuity Equation for Precipitating Electrons in Solar Flares

NASA Technical Reports Server (NTRS)

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E.

2014-01-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis & Zharkova claim to have found an "updated exact analytical solution" to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii & Shmeleva, and many others is invalid. We show that the solution of Dobranskis & Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the "new" analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result.We conclude that Dobranskis & Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii & Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.

Exact analytical solutions of continuity equation for electron beams precipitating in Coulomb collisions

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

Dobranskis, R. R.; Zharkova, V. V., E-mail: valentina.zharkova@northumbria.ac.uk

2014-06-10

The original continuity equation (CE) used for the interpretation of the power law energy spectra of beam electrons in flares was written and solved for an electron beam flux while ignoring an additional free term with an electron density. In order to remedy this omission, the original CE for electron flux, considering beam's energy losses in Coulomb collisions, was first differentiated by the two independent variables: depth and energy leading to partial differential equation for an electron beam density instead of flux with the additional free term. The analytical solution of this partial differential continuity equation (PDCE) is obtained bymore » using the method of characteristics. This solution is further used to derive analytical expressions for mean electron spectra for Coulomb collisions and to carry out numeric calculations of hard X-ray (HXR) photon spectra for beams with different parameters. The solutions revealed a significant departure of electron densities at lower energies from the original results derived from the CE for the flux obtained for Coulomb collisions. This departure is caused by the additional exponential term that appeared in the updated solutions for electron differential density leading to its faster decrease at lower energies (below 100 keV) with every precipitation depth similar to the results obtained with numerical Fokker-Planck solutions. The effects of these updated solutions for electron densities on mean electron spectra and HXR photon spectra are also discussed.« less

Reflecting Solutions of High Order Elliptic Differential Equations in Two Independent Variables Across Analytic Arcs. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Carleton, O.

1972-01-01

Consideration is given specifically to sixth order elliptic partial differential equations in two independent real variables x, y such that the coefficients of the highest order terms are real constants. It is assumed that the differential operator has distinct characteristics and that it can be factored as a product of second order operators. By analytically continuing into the complex domain and using the complex characteristic coordinates of the differential equation, it is shown that its solutions, u, may be reflected across analytic arcs on which u satisfies certain analytic boundary conditions. Moreover, a method is given whereby one can determine a region into which the solution is extensible. It is seen that this region of reflection is dependent on the original domain of difinition of the solution, the arc and the coefficients of the highest order terms of the equation and not on any sufficiently small quantities; i.e., the reflection is global in nature. The method employed may be applied to similar differential equations of order 2n.

On exponential stability of linear Levin-Nohel integro-differential equations

NASA Astrophysics Data System (ADS)

Tien Dung, Nguyen

2015-02-01

The aim of this paper is to investigate the exponential stability for linear Levin-Nohel integro-differential equations with time-varying delays. To the best of our knowledge, the exponential stability for such equations has not yet been discussed. In addition, since we do not require that the kernel and delay are continuous, our results improve those obtained in Becker and Burton [Proc. R. Soc. Edinburgh, Sect. A: Math. 136, 245-275 (2006)]; Dung [J. Math. Phys. 54, 082705 (2013)]; and Jin and Luo [Comput. Math. Appl. 57(7), 1080-1088 (2009)].

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.

Infinite Conservation Laws, Continuous Symmetries and Invariant Solutions of Some Discrete Integrable Equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Zhang, Xiang-Zhi; Dong, Huan-He

2017-12-01

Two new shift operators are introduced for which a few differential-difference equations are generated by applying the R-matrix method. These equations can be reduced to the standard Toda lattice equation and (1+1)-dimensional and (2+1)-dimensional Toda-type equations which have important applications in hydrodynamics, plasma physics, and so on. Based on these consequences, we deduce the Hamiltonian structures of two discrete systems. Finally, we obtain some new infinite conservation laws of two discrete equations and employ Lie-point transformation group to obtain some continuous symmetries and part of invariant solutions for the (1+1) and (2+1)-dimensional Toda-type equations. Supported by the Fundamental Research Funds for the Central University under Grant No. 2017XKZD11

Poincaré chaos and unpredictable functions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2017-07-01

The results of this study are continuation of the research of Poincaré chaos initiated in the papers (M. Akhmet and M.O. Fen, Commun Nonlinear Sci Numer Simulat 40 (2016) 1-5; M. Akhmet and M.O. Fen, Turk J Math, doi:10.3906/mat-1603-51, in press). We focus on the construction of an unpredictable function, continuous on the real axis. As auxiliary results, unpredictable orbits for the symbolic dynamics and the logistic map are obtained. By shaping the unpredictable function as well as Poisson function we have performed the first step in the development of the theory of unpredictable solutions for differential and discrete equations. The results are preliminary ones for deep analysis of chaos existence in differential and hybrid systems. Illustrative examples concerning unpredictable solutions of differential equations are provided.

Infinite time interval backward stochastic differential equations with continuous coefficients.

PubMed

Zong, Zhaojun; Hu, Feng

2016-01-01

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

On the solution of the continuity equation for precipitating electrons in solar flares

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

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E., E-mail: emslieg@wku.edu, E-mail: gordon.d.holman@nasa.gov

2014-09-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis and Zharkova claim to have found an 'updated exact analytical solution' to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii and Shmeleva, and many others is invalid. We show that the solution of Dobranskis andmore » Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the 'new' analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result. We conclude that Dobranskis and Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii and Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.« less

PREFACE: Symmetries and integrability of difference equations Symmetries and integrability of difference equations

NASA Astrophysics Data System (ADS)

Levi, Decio; Olver, Peter; Thomova, Zora; Winternitz, Pavel

2009-11-01

The concept of integrability was introduced in classical mechanics in the 19th century for finite dimensional continuous Hamiltonian systems. It was extended to certain classes of nonlinear differential equations in the second half of the 20th century with the discovery of the inverse scattering transform and the birth of soliton theory. Also at the end of the 19th century Lie group theory was invented as a powerful tool for obtaining exact analytical solutions of large classes of differential equations. Together, Lie group theory and integrability theory in its most general sense provide the main tools for solving nonlinear differential equations. Like differential equations, difference equations play an important role in physics and other sciences. They occur very naturally in the description of phenomena that are genuinely discrete. Indeed, they may actually be more fundamental than differential equations if space-time is actually discrete at very short distances. On the other hand, even when treating continuous phenomena described by differential equations it is very often necessary to resort to numerical methods. This involves a discretization of the differential equation, i.e. a replacement of the differential equation by a difference one. Given the well developed and understood techniques of symmetry and integrability for differential equations a natural question to ask is whether it is possible to develop similar techniques for difference equations. The aim is, on one hand, to obtain powerful methods for solving `integrable' difference equations and to establish practical integrability criteria, telling us when the methods are applicable. On the other hand, Lie group methods can be adapted to solve difference equations analytically. Finally, integrability and symmetry methods can be combined with numerical methods to obtain improved numerical solutions of differential equations. The origin of the SIDE meetings goes back to the early 1990s and the first meeting with the name `Symmetries and Integrability of Discrete Equations (SIDE)' was held in Estérel, Québec, Canada. This was organized by D Levi, P Winternitz and L Vinet. After the success of the first meeting the scientific community decided to hold bi-annual SIDE meetings. They were held in 1996 at the University of Kent (UK), 1998 in Sabaudia (Italy), 2000 at the University of Tokyo (Japan), 2002 in Giens (France), 2004 in Helsinki (Finland) and in 2006 at the University of Melbourne (Australia). In 2008 the SIDE 8 meeting was again organized near Montreal, in Ste-Adèle, Québec, Canada. The SIDE 8 International Advisory Committee (also the SIDE steering committee) consisted of Frank Nijhoff, Alexander Bobenko, Basil Grammaticos, Jarmo Hietarinta, Nalini Joshi, Decio Levi, Vassilis Papageorgiou, Junkichi Satsuma, Yuri Suris, Claude Vialet and Pavel Winternitz. The local organizing committee consisted of Pavel Winternitz, John Harnad, Véronique Hussin, Decio Levi, Peter Olver and Luc Vinet. Financial support came from the Centre de Recherches Mathématiques in Montreal and the National Science Foundation (through the University of Minnesota). Proceedings of the first three SIDE meetings were published in the LMS Lecture Note series. Since 2000 the emphasis has been on publishing selected refereed articles in response to a general call for papers issued after the conference. This allows for a wider author base, since the call for papers is not restricted to conference participants. The SIDE topics thus are represented in special issues of Journal of Physics A: Mathematical and General 34 (48) and Journal of Physics A: Mathematical and Theoretical, 40 (42) (SIDE 4 and SIDE 7, respectively), Journal of Nonlinear Mathematical Physics 10 (Suppl. 2) and 12 (Suppl. 2) (SIDE 5 and SIDE 6 respectively). The SIDE 8 meeting was organized around several topics and the contributions to this special issue reflect the diversity presented during the meeting. The papers presented at the SIDE 8 meeting were organized into the following special sessions: geometry of discrete and continuous Painlevé equations; continuous symmetries of discrete equations—theory and computational applications; algebraic aspects of discrete equations; singularity confinement, algebraic entropy and Nevanlinna theory; discrete differential geometry; discrete integrable systems and isomonodromy transformations; special functions as solutions of difference and q-difference equations. This special issue of the journal is organized along similar lines. The first three articles are topical review articles appearing in alphabetical order (by first author). The article by Doliwa and Nieszporski describes the Darboux transformations in a discrete setting, namely for the discrete second order linear problem. The article by Grammaticos, Halburd, Ramani and Viallet concentrates on the integrability of the discrete systems, in particular they describe integrability tests for difference equations such as singularity confinement, algebraic entropy (growth and complexity), and analytic and arithmetic approaches. The topical review by Konopelchenko explores the relationship between the discrete integrable systems and deformations of associative algebras. All other articles are presented in alphabetical order (by first author). The contributions were solicited from all participants as well as from the general scientific community. The contributions published in this special issue can be loosely grouped into several overlapping topics, namely: •Geometry of discrete and continuous Painlevé equations (articles by Spicer and Nijhoff and by Lobb and Nijhoff). •Continuous symmetries of discrete equations—theory and applications (articles by Dorodnitsyn and Kozlov; Levi, Petrera and Scimiterna; Scimiterna; Ste-Marie and Tremblay; Levi and Yamilov; Rebelo and Winternitz). •Yang--Baxter maps (article by Xenitidis and Papageorgiou). •Algebraic aspects of discrete equations (articles by Doliwa and Nieszporski; Konopelchenko; Tsarev and Wolf). •Singularity confinement, algebraic entropy and Nevanlinna theory (articles by Grammaticos, Halburd, Ramani and Viallet; Grammaticos, Ramani and Tamizhmani). •Discrete integrable systems and isomonodromy transformations (article by Dzhamay). •Special functions as solutions of difference and q-difference equations (articles by Atakishiyeva, Atakishiyev and Koornwinder; Bertola, Gekhtman and Szmigielski; Vinet and Zhedanov). •Other topics (articles by Atkinson; Grünbaum Nagai, Kametaka and Watanabe; Nagiyev, Guliyeva and Jafarov; Sahadevan and Uma Maheswari; Svinin; Tian and Hu; Yao, Liu and Zeng). This issue is the result of the collaboration of many individuals. We would like to thank the authors who contributed and everyone else involved in the preparation of this special issue.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

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

NASA Technical Reports Server (NTRS)

Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

Introduction to Generalized Functions with Applications in Aerodynamics and Aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

Generalized functions have many applications in science and engineering. One useful aspect is that discontinuous functions can be handled as easily as continuous or differentiable functions and provide a powerful tool in formulating and solving many problems of aerodynamics and acoustics. Furthermore, generalized function theory elucidates and unifies many ad hoc mathematical approaches used by engineers and scientists. We define generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support, then introduce the concept of generalized differentiation. Generalized differentiation is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some results of classical analysis, are derived with the generalized function theory. Other applications of the generalized function theory in aerodynamics discussed here are the derivations of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of the finite part of divergent integrals, the derivation of the Oswatitsch integral equation of transonic flow, and the analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics include the derivation of the Kirchhoff formula for moving surfaces, the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

Optimal Control for Stochastic Delay Evolution Equations

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

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

Mathematical issues in eternal inflation

NASA Astrophysics Data System (ADS)

Singh Kohli, Ikjyot; Haslam, Michael C.

2015-04-01

In this paper, we consider the problem of the existence and uniqueness of solutions to the Einstein field equations for a spatially flat Friedmann-Lemaître-Robertson-Walker universe in the context of stochastic eternal inflation, where the stochastic mechanism is modelled by adding a stochastic forcing term representing Gaussian white noise to the Klein-Gordon equation. We show that under these considerations, the Klein-Gordon equation actually becomes a stochastic differential equation. Therefore, the existence and uniqueness of solutions to Einstein’s equations depend on whether the coefficients of this stochastic differential equation obey Lipschitz continuity conditions. We show that for any choice of V(φ ), the Einstein field equations are not globally well-posed, hence, any solution found to these equations is not guaranteed to be unique. Instead, the coefficients are at best locally Lipschitz continuous in the physical state space of the dynamical variables, which only exist up to a finite explosion time. We further perform Feller’s explosion test for an arbitrary power-law inflaton potential and prove that all solutions to the Einstein field equations explode in a finite time with probability one. This implies that the mechanism of stochastic inflation thus considered cannot be described to be eternal, since the very concept of eternal inflation implies that the process continues indefinitely. We therefore argue that stochastic inflation based on a stochastic forcing term would not produce an infinite number of universes in some multiverse ensemble. In general, since the Einstein field equations in both situations are not well-posed, we further conclude that the existence of a multiverse via the stochastic eternal inflation mechanism considered in this paper is still very much an open question that will require much deeper investigation.

Automatic computation and solution of generalized harmonic balance equations

NASA Astrophysics Data System (ADS)

Peyton Jones, J. C.; Yaser, K. S. A.; Stevenson, J.

2018-02-01

Generalized methods are presented for generating and solving the harmonic balance equations for a broad class of nonlinear differential or difference equations and for a general set of harmonics chosen by the user. In particular, a new algorithm for automatically generating the Jacobian of the balance equations enables efficient solution of these equations using continuation methods. Efficient numeric validation techniques are also presented, and the combined algorithm is applied to the analysis of dc, fundamental, second and third harmonic response of a nonlinear automotive damper.

Non-smooth saddle-node bifurcations III: Strange attractors in continuous time

NASA Astrophysics Data System (ADS)

Fuhrmann, G.

2016-08-01

Non-smooth saddle-node bifurcations give rise to minimal sets of interesting geometry built of so-called strange non-chaotic attractors. We show that certain families of quasiperiodically driven logistic differential equations undergo a non-smooth bifurcation. By a previous result on the occurrence of non-smooth bifurcations in forced discrete time dynamical systems, this yields that within the class of families of quasiperiodically driven differential equations, non-smooth saddle-node bifurcations occur in a set with non-empty C2-interior.

The fifth-order partial differential equation for the description of the α + β Fermi-Pasta-Ulam model

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

We study a new nonlinear partial differential equation of the fifth order for the description of perturbations in the Fermi-Pasta-Ulam mass chain. This fifth-order equation is an expansion of the Gardner equation for the description of the Fermi-Pasta-Ulam model. We use the potential of interaction between neighbouring masses with both quadratic and cubic terms. The equation is derived using the continuous limit. Unlike the previous works, we take into account higher order terms in the Taylor series expansions. We investigate the equation using the Painlevé approach. We show that the equation does not pass the Painlevé test and can not be integrated by the inverse scattering transform. We use the logistic function method and the Laurent expansion method to find travelling wave solutions of the fifth-order equation. We use the pseudospectral method for the numerical simulation of wave processes, described by the equation.

Source imaging of potential fields through a matrix space-domain algorithm

NASA Astrophysics Data System (ADS)

Baniamerian, Jamaledin; Oskooi, Behrooz; Fedi, Maurizio

2017-01-01

Imaging of potential fields yields a fast 3D representation of the source distribution of potential fields. Imaging methods are all based on multiscale methods allowing the source parameters of potential fields to be estimated from a simultaneous analysis of the field at various scales or, in other words, at many altitudes. Accuracy in performing upward continuation and differentiation of the field has therefore a key role for this class of methods. We here describe an accurate method for performing upward continuation and vertical differentiation in the space-domain. We perform a direct discretization of the integral equations for upward continuation and Hilbert transform; from these equations we then define matrix operators performing the transformation, which are symmetric (upward continuation) or anti-symmetric (differentiation), respectively. Thanks to these properties, just the first row of the matrices needs to be computed, so to decrease dramatically the computation cost. Our approach allows a simple procedure, with the advantage of not involving large data extension or tapering, as due instead in case of Fourier domain computation. It also allows level-to-drape upward continuation and a stable differentiation at high frequencies; finally, upward continuation and differentiation kernels may be merged into a single kernel. The accuracy of our approach is shown to be important for multi-scale algorithms, such as the continuous wavelet transform or the DEXP (depth from extreme point method), because border errors, which tend to propagate largely at the largest scales, are radically reduced. The application of our algorithm to synthetic and real-case gravity and magnetic data sets confirms the accuracy of our space domain strategy over FFT algorithms and standard convolution procedures.

All-optical 1st- and 2nd-order differential equation solvers with large tuning ranges using Fabry-Pérot semiconductor optical amplifiers.

PubMed

Chen, Kaisheng; Hou, Jie; Huang, Zhuyang; Cao, Tong; Zhang, Jihua; Yu, Yuan; Zhang, Xinliang

2015-02-09

We experimentally demonstrate an all-optical temporal computation scheme for solving 1st- and 2nd-order linear ordinary differential equations (ODEs) with tunable constant coefficients by using Fabry-Pérot semiconductor optical amplifiers (FP-SOAs). By changing the injection currents of FP-SOAs, the constant coefficients of the differential equations are practically tuned. A quite large constant coefficient tunable range from 0.0026/ps to 0.085/ps is achieved for the 1st-order differential equation. Moreover, the constant coefficient p of the 2nd-order ODE solver can be continuously tuned from 0.0216/ps to 0.158/ps, correspondingly with the constant coefficient q varying from 0.0000494/ps(2) to 0.006205/ps(2). Additionally, a theoretical model that combining the carrier density rate equation of the semiconductor optical amplifier (SOA) with the transfer function of the Fabry-Pérot (FP) cavity is exploited to analyze the solving processes. For both 1st- and 2nd-order solvers, excellent agreements between the numerical simulations and the experimental results are obtained. The FP-SOAs based all-optical differential-equation solvers can be easily integrated with other optical components based on InP/InGaAsP materials, such as laser, modulator, photodetector and waveguide, which can motivate the realization of the complicated optical computing on a single integrated chip.

A semigroup approach to the strong ergodic theorem of the multistate stable population process.

PubMed

Inaba, H

1988-01-01

"In this paper we first formulate the dynamics of multistate stable population processes as a partial differential equation. Next, we rewrite this equation as an abstract differential equation in a Banach space, and solve it by using the theory of strongly continuous semigroups of bounded linear operators. Subsequently, we investigate the asymptotic behavior of this semigroup to show the strong ergodic theorem which states that there exists a stable distribution independent of the initial distribution. Finally, we introduce the dual problem in order to obtain a logical definition for the reproductive value and we discuss its applications." (SUMMARY IN FRE) excerpt

An exploration of viscosity models in the realm of kinetic theory of liquids originated fluids

NASA Astrophysics Data System (ADS)

Hussain, Azad; Ghafoor, Saadia; Malik, M. Y.; Jamal, Sarmad

The preeminent perspective of this article is to study flow of an Eyring Powell fluid model past a penetrable plate. To find the effects of variable viscosity on fluid model, continuity, momentum and energy equations are elaborated. Here, viscosity is taken as function of temperature. To understand the phenomenon, Reynold and Vogel models of variable viscosity are incorporated. The highly non-linear partial differential equations are transfigured into ordinary differential equations with the help of suitable similarity transformations. The numerical solution of the problem is presented. Graphs are plotted to visualize the behavior of pertinent parameters on the velocity and temperature profiles.

Solution of weakly compressible isothermal flow in landfill gas collection networks

NASA Astrophysics Data System (ADS)

Nec, Y.; Huculak, G.

2017-12-01

Pipe networks collecting gas in sanitary landfills operate under the regime of a weakly compressible isothermal flow of ideal gas. The effect of compressibility has been traditionally neglected in this application in favour of simplicity, thereby creating a conceptual incongruity between the flow equations and thermodynamic equation of state. Here the flow is solved by generalisation of the classic Darcy-Weisbach equation for an incompressible steady flow in a pipe to an ordinary differential equation, permitting continuous variation of density, viscosity and related fluid parameters, as well as head loss or gain due to gravity, in isothermal flow. The differential equation is solved analytically in the case of ideal gas for a single edge in the network. Thereafter the solution is used in an algorithm developed to construct the flow equations automatically for a network characterised by an incidence matrix, and determine pressure distribution, flow rates and all associated parameters therein.

Embedding recurrent neural networks into predator-prey models.

PubMed

Moreau, Yves; Louiès, Stephane; Vandewalle, Joos; Brenig, Leon

1999-03-01

We study changes of coordinates that allow the embedding of ordinary differential equations describing continuous-time recurrent neural networks into differential equations describing predator-prey models-also called Lotka-Volterra systems. We transform the equations for the neural network first into quasi-monomial form (Brenig, L. (1988). Complete factorization and analytic solutions of generalized Lotka-Volterra equations. Physics Letters A, 133(7-8), 378-382), where we express the vector field of the dynamical system as a linear combination of products of powers of the variables. In practice, this transformation is possible only if the activation function is the hyperbolic tangent or the logistic sigmoid. From this quasi-monomial form, we can directly transform the system further into Lotka-Volterra equations. The resulting Lotka-Volterra system is of higher dimension than the original system, but the behavior of its first variables is equivalent to the behavior of the original neural network. We expect that this transformation will permit the application of existing techniques for the analysis of Lotka-Volterra systems to recurrent neural networks. Furthermore, our results show that Lotka-Volterra systems are universal approximators of dynamical systems, just as are continuous-time neural networks.

A necessary and sufficient condition for well-posedness of initial value problems of retarded functional differential equations

NASA Astrophysics Data System (ADS)

Nishiguchi, Junya

2017-09-01

We introduce the retarded functional differential equations (RFDEs) with general delay structure to treat various delay differential equations (DDEs) in a unified way and to clarify the delay structure in those dynamics. We are interested in the question as to which space of histories is suitable for the dynamics of each DDE, and investigate the well-posedness of the initial value problems (IVPs) of the RFDEs. A main theorem is that the IVP is well-posed for any ;admissible; history functional if and only if the semigroup determined by the trivial RFDE x ˙ = 0 is continuous. We clarify the meaning of the Hale-Kato axiom (Hale & Kato [12]) by applying this result to RFDEs with infinite delay. We also apply the result to DDEs with unbounded time- and state-dependent delays.

Fundamentals of continuum mechanics – classical approaches and new trends

NASA Astrophysics Data System (ADS)

Altenbach, H.

2018-04-01

Continuum mechanics is a branch of mechanics that deals with the analysis of the mechanical behavior of materials modeled as a continuous manifold. Continuum mechanics models begin mostly by introducing of three-dimensional Euclidean space. The points within this region are defined as material points with prescribed properties. Each material point is characterized by a position vector which is continuous in time. Thus, the body changes in a way which is realistic, globally invertible at all times and orientation-preserving, so that the body cannot intersect itself and as transformations which produce mirror reflections are not possible in nature. For the mathematical formulation of the model it is also assumed to be twice continuously differentiable, so that differential equations describing the motion may be formulated. Finally, the kinematical relations, the balance equations, the constitutive and evolution equations and the boundary and/or initial conditions should be defined. If the physical fields are non-smooth jump conditions must be taken into account. The basic equations of continuum mechanics are presented following a short introduction. Additionally, some examples of solid deformable continua will be discussed within the presentation. Finally, advanced models of continuum mechanics will be introduced. The paper is dedicated to Alexander Manzhirov’s 60th birthday.

Electromagnetic field computation at fractal dimensions

NASA Astrophysics Data System (ADS)

Zubair, M.; Ang, Y. S.; Ang, L. K.

According to Mandelbrot's work on fractals, many objects are in fractional dimensions that the traditional calculus or differential equations are not sufficient. Thus fractional models solving the relevant differential equations are critical to understand the physical dynamics of such objects. In this work, we develop computational electromagnetics or Maxwell equations in fractional dimensions. For a given degree of imperfection, impurity, roughness, anisotropy or inhomogeneity, we consider the complicated object can be formulated into a fractional dimensional continuous object characterized by an effective fractional dimension D, which can be calculated from a self-developed algorithm. With this non-integer value of D, we develop the computational methods to design and analyze the EM scattering problems involving rough surfaces or irregularities in an efficient framework. The fractional electromagnetic based model can be extended to other key differential equations such as Schrodinger or Dirac equations, which will be useful for design of novel 2D materials stacked up in complicated device configuration for applications in electronics and photonics. This work is supported by Singapore Temasek Laboratories (TL) Seed Grant (IGDS S16 02 05 1).

Ordinary differential equations and Boolean networks in application to modelling of 6-mercaptopurine metabolism.

PubMed

Lavrova, Anastasia I; Postnikov, Eugene B; Zyubin, Andrey Yu; Babak, Svetlana V

2017-04-01

We consider two approaches to modelling the cell metabolism of 6-mercaptopurine, one of the important chemotherapy drugs used for treating acute lymphocytic leukaemia: kinetic ordinary differential equations, and Boolean networks supplied with one controlling node, which takes continual values. We analyse their interplay with respect to taking into account ATP concentration as a key parameter of switching between different pathways. It is shown that the Boolean networks, which allow avoiding the complexity of general kinetic modelling, preserve the possibility of reproducing the principal switching mechanism.

Fractional dynamics of globally slow transcription and its impact on deterministic genetic oscillation.

PubMed

Wei, Kun; Gao, Shilong; Zhong, Suchuan; Ma, Hong

2012-01-01

In dynamical systems theory, a system which can be described by differential equations is called a continuous dynamical system. In studies on genetic oscillation, most deterministic models at early stage are usually built on ordinary differential equations (ODE). Therefore, gene transcription which is a vital part in genetic oscillation is presupposed to be a continuous dynamical system by default. However, recent studies argued that discontinuous transcription might be more common than continuous transcription. In this paper, by appending the inserted silent interval lying between two neighboring transcriptional events to the end of the preceding event, we established that the running time for an intact transcriptional event increases and gene transcription thus shows slow dynamics. By globally replacing the original time increment for each state increment by a larger one, we introduced fractional differential equations (FDE) to describe such globally slow transcription. The impact of fractionization on genetic oscillation was then studied in two early stage models--the Goodwin oscillator and the Rössler oscillator. By constructing a "dual memory" oscillator--the fractional delay Goodwin oscillator, we suggested that four general requirements for generating genetic oscillation should be revised to be negative feedback, sufficient nonlinearity, sufficient memory and proper balancing of timescale. The numerical study of the fractional Rössler oscillator implied that the globally slow transcription tends to lower the chance of a coupled or more complex nonlinear genetic oscillatory system behaving chaotically.

A semi-analytical solution for elastic analysis of rotating thick cylindrical shells with variable thickness using disk form multilayers.

PubMed

Zamani Nejad, Mohammad; Jabbari, Mehdi; Ghannad, Mehdi

2014-01-01

Using disk form multilayers, a semi-analytical solution has been derived for determination of displacements and stresses in a rotating cylindrical shell with variable thickness under uniform pressure. The thick cylinder is divided into disk form layers form with their thickness corresponding to the thickness of the cylinder. Due to the existence of shear stress in the thick cylindrical shell with variable thickness, the equations governing disk layers are obtained based on first-order shear deformation theory (FSDT). These equations are in the form of a set of general differential equations. Given that the cylinder is divided into n disks, n sets of differential equations are obtained. The solution of this set of equations, applying the boundary conditions and continuity conditions between the layers, yields displacements and stresses. A numerical solution using finite element method (FEM) is also presented and good agreement was found.

A Semi-Analytical Solution for Elastic Analysis of Rotating Thick Cylindrical Shells with Variable Thickness Using Disk Form Multilayers

PubMed Central

Zamani Nejad, Mohammad; Jabbari, Mehdi; Ghannad, Mehdi

2014-01-01

Using disk form multilayers, a semi-analytical solution has been derived for determination of displacements and stresses in a rotating cylindrical shell with variable thickness under uniform pressure. The thick cylinder is divided into disk form layers form with their thickness corresponding to the thickness of the cylinder. Due to the existence of shear stress in the thick cylindrical shell with variable thickness, the equations governing disk layers are obtained based on first-order shear deformation theory (FSDT). These equations are in the form of a set of general differential equations. Given that the cylinder is divided into n disks, n sets of differential equations are obtained. The solution of this set of equations, applying the boundary conditions and continuity conditions between the layers, yields displacements and stresses. A numerical solution using finite element method (FEM) is also presented and good agreement was found. PMID:24719582

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

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

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

An approach to rogue waves through the cnoidal equation

NASA Astrophysics Data System (ADS)

Lechuga, Antonio

2014-05-01

Lately it has been realized the importance of rogue waves in some events happening in open seas. Extreme waves and extreme weather could explain some accidents, but not all of them. Every now and then inflicted damages on ships only can be reported to be caused by anomalous and elusive waves, such as rogue waves. That's one of the reason why they continue attracting considerable interest among researchers. In the frame of the Nonlinear Schrödinger equation(NLS), Witham(1974) and Dingemans and Otta (2001)gave asymptotic solutions in moving coordinates that transformed the NLS equation in a ordinary differential equation that is the Duffing or cnoidal wave equation. Applying the Zakharov equation, Stiassnie and Shemer(2004) and Shemer(2010)got also a similar equation. It's well known that this ordinary equation can be solved in elliptic functions. The main aim of this presentation is to sort out the domains of the solutions of this equation, that, of course, are linked to the corresponding solutions of the partial differential equations(PDEs). That being, Lechuga(2007),a simple way to look for anomalous waves as it's the case with some "chaotic" solutions of the Duffing equation.

Adjoint Method and Predictive Control for 1-D Flow in NASA Ames 11-Foot Transonic Wind Tunnel

NASA Technical Reports Server (NTRS)

Nguyen, Nhan; Ardema, Mark

2006-01-01

This paper describes a modeling method and a new optimal control approach to investigate a Mach number control problem for the NASA Ames 11-Foot Transonic Wind Tunnel. The flow in the wind tunnel is modeled by the 1-D unsteady Euler equations whose boundary conditions prescribe a controlling action by a compressor. The boundary control inputs to the compressor are in turn controlled by a drive motor system and an inlet guide vane system whose dynamics are modeled by ordinary differential equations. The resulting Euler equations are thus coupled to the ordinary differential equations via the boundary conditions. Optimality conditions are established by an adjoint method and are used to develop a model predictive linear-quadratic optimal control for regulating the Mach number due to a test model disturbance during a continuous pitch

Thermal Stress Analysis of a Continuous and Pulsed End-Pumped Nd:YAG Rod Crystal Using Non-Classic Conduction Heat Transfer Theory

NASA Astrophysics Data System (ADS)

Mojahedi, Mahdi; Shekoohinejad, Hamidreza

2018-02-01

In this paper, temperature distribution in the continuous and pulsed end-pumped Nd:YAG rod crystal is determined using nonclassical and classical heat conduction theories. In order to find the temperature distribution in crystal, heat transfer differential equations of crystal with consideration of boundary conditions are derived based on non-Fourier's model and temperature distribution of the crystal is achieved by an analytical method. Then, by transferring non-Fourier differential equations to matrix equations, using finite element method, temperature and stress of every point of crystal are calculated in the time domain. According to the results, a comparison between classical and nonclassical theories is represented to investigate rupture power values. In continuous end pumping with equal input powers, non-Fourier theory predicts greater temperature and stress compared to Fourier theory. It also shows that with an increase in relaxation time, crystal rupture power decreases. Despite of these results, in single rectangular pulsed end-pumping condition, with an equal input power, Fourier theory indicates higher temperature and stress rather than non-Fourier theory. It is also observed that, when the relaxation time increases, maximum amounts of temperature and stress decrease.

Calculation of prevalence estimates through differential equations: application to stroke-related disability.

PubMed

Mar, Javier; Sainz-Ezkerra, María; Moler-Cuiral, Jose Antonio

2008-01-01

Neurological diseases now make up 6.3% of the global burden of disease mainly because they cause disability. To assess disability, prevalence estimates are needed. The objective of this study is to apply a method based on differential equations to calculate the prevalence of stroke-related disability. On the basis of a flow diagram, a set of differential equations for each age group was constructed. The linear system was solved analytically and numerically. The parameters of the system were obtained from the literature. The model was validated and calibrated by comparison with previous results. The stroke prevalence rate per 100,000 men was 828, and the rate for stroke-related disability was 331. The rates steadily rose with age, but the group between the ages of 65 and 74 years had the highest total number of individuals. Differential equations are useful to represent the natural history of neurological diseases and to make possible the calculation of the prevalence for the various states of disability. In our experience, when compared with the results obtained by Markov models, the benefit of the continuous use of time outweighs the mathematical requirements of our model. (c) 2008 S. Karger AG, Basel.

A continuous time random walk (CTRW) integro-differential equation with chemical interaction

NASA Astrophysics Data System (ADS)

Ben-Zvi, Rami; Nissan, Alon; Scher, Harvey; Berkowitz, Brian

2018-01-01

A nonlocal-in-time integro-differential equation is introduced that accounts for close coupling between transport and chemical reaction terms. The structure of the equation contains these terms in a single convolution with a memory function M ( t), which includes the source of non-Fickian (anomalous) behavior, within the framework of a continuous time random walk (CTRW). The interaction is non-linear and second-order, relevant for a bimolecular reaction A + B → C. The interaction term ΓP A ( s, t) P B ( s, t) is symmetric in the concentrations of A and B (i.e. P A and P B ); thus the source terms in the equations for A, B and C are similar, but with a change in sign for that of C. Here, the chemical rate coefficient, Γ, is constant. The fully coupled equations are solved numerically using a finite element method (FEM) with a judicious representation of M ( t) that eschews the need for the entire time history, instead using only values at the former time step. To begin to validate the equations, the FEM solution is compared, in lieu of experimental data, to a particle tracking method (CTRW-PT); the results from the two approaches, particularly for the C profiles, are in agreement. The FEM solution, for a range of initial and boundary conditions, can provide a good model for reactive transport in disordered media.

Geometry of the submanifolds of SEXn. II. The generalized fundamental equations for the hypersubmanifold of SEXn

NASA Astrophysics Data System (ADS)

Chung, Kyung Tae; Lee, Jong Woo

1989-08-01

A connection which is both Einstein and semisymmetric is called an SE connection, and a generalized n-dimensional Riemannian manifold on which the differential geometric structure is imposed by g λμ through an SE connection is called an n-dimensional SE manifold and denoted by SEXn. This paper is a direct continuation of earlier work. In this paper, we derive the generalized fundamental equations for the hypersubmanifold of SEXn, including generalized Gauss formulas, generalized Weingarten equations, and generalized Gauss-Codazzi equations.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Mathematics in Marine Botany: Examples of the Modelling Process. Part II: Continuous Models.

ERIC Educational Resources Information Center

Nyman, Melvin A.; Brown, Murray T.

1996-01-01

Describes some continuous models for growth of the seaweed Macrocystis pyrifera. Uses observed growth rates over several months to derive first-order differential equations as models for growth rates of individual fronds. The nature of the solutions is analyzed and comparison between these theoretical results and documented characteristics of…

An advanced environment for hybrid modeling of biological systems based on modelica.

PubMed

Pross, Sabrina; Bachmann, Bernhard

2011-01-20

Biological systems are often very complex so that an appropriate formalism is needed for modeling their behavior. Hybrid Petri Nets, consisting of time-discrete Petri Net elements as well as continuous ones, have proven to be ideal for this task. Therefore, a new Petri Net library was implemented based on the object-oriented modeling language Modelica which allows the modeling of discrete, stochastic and continuous Petri Net elements by differential, algebraic and discrete equations. An appropriate Modelica-tool performs the hybrid simulation with discrete events and the solution of continuous differential equations. A special sub-library contains so-called wrappers for specific reactions to simplify the modeling process. The Modelica-models can be connected to Simulink-models for parameter optimization, sensitivity analysis and stochastic simulation in Matlab. The present paper illustrates the implementation of the Petri Net component models, their usage within the modeling process and the coupling between the Modelica-tool Dymola and Matlab/Simulink. The application is demonstrated by modeling the metabolism of Chinese Hamster Ovary Cells.

Statistical theory for the Kardar-Parisi-Zhang equation in (1+1) dimensions.

PubMed

Masoudi, A A; Shahbazi, F; Davoudi, J; Tabar, M Reza Rahimi

2002-02-01

The Kardar-Parisi-Zhang (KPZ) equation in (1+1) dimensions dynamically develops sharply connected valley structures within which the height derivative is not continuous. We develop a statistical theory for the KPZ equation in (1+1) dimensions driven with a random forcing that is white in time and Gaussian-correlated in space. A master equation is derived for the joint probability density function of height difference and height gradient P(h-h*, partial differential(x)h,t) when the forcing correlation length is much smaller than the system size and much larger than the typical sharp valley width. In the time scales before the creation of the sharp valleys, we find the exact generating function of h-h* and partial differential(x)h. The time scale of the sharp valley formation is expressed in terms of the force characteristics. In the stationary state, when the sharp valleys are fully developed, finite-size corrections to the scaling laws of the structure functions left angle bracket(h-h*)(n)(partial differential(x)h)(m)right angle bracket are also obtained.

Heat transfer in a one-dimensional harmonic crystal in a viscous environment subjected to an external heat supply

NASA Astrophysics Data System (ADS)

Gavrilov, S. N.; Krivtsov, A. M.; Tsvetkov, D. V.

2018-05-01

We consider unsteady heat transfer in a one-dimensional harmonic crystal surrounded by a viscous environment and subjected to an external heat supply. The basic equations for the crystal particles are stated in the form of a system of stochastic differential equations. We perform a continualization procedure and derive an infinite set of linear partial differential equations for covariance variables. An exact analytic solution describing unsteady ballistic heat transfer in the crystal is obtained. It is shown that the stationary spatial profile of the kinetic temperature caused by a point source of heat supply of constant intensity is described by the Macdonald function of zero order. A comparison with the results obtained in the framework of the classical heat equation is presented. We expect that the results obtained in the paper can be verified by experiments with laser excitation of low-dimensional nanostructures.

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.

A partial differential equation model and its reduction to an ordinary differential equation model for prostate tumor growth under intermittent hormone therapy.

PubMed

Tao, Youshan; Guo, Qian; Aihara, Kazuyuki

2014-10-01

Hormonal therapy with androgen suppression is a common treatment for advanced prostate tumors. The emergence of androgen-independent cells, however, leads to a tumor relapse under a condition of long-term androgen deprivation. Clinical trials suggest that intermittent androgen suppression (IAS) with alternating on- and off-treatment periods can delay the relapse when compared with continuous androgen suppression (CAS). In this paper, we propose a mathematical model for prostate tumor growth under IAS therapy. The model elucidates initial hormone sensitivity, an eventual relapse of a tumor under CAS therapy, and a delay of a relapse under IAS therapy, which are due to the coexistence of androgen-dependent cells, androgen-independent cells resulting from reversible changes by adaptation, and androgen-independent cells resulting from irreversible changes by genetic mutations. The model is formulated as a free boundary problem of partial differential equations that describe the evolution of populations of the abovementioned three types of cells during on-treatment periods and off-treatment periods. Moreover, the model can be transformed into a piecewise linear ordinary differential equation model by introducing three new volume variables, and the study of the resulting model may help to devise optimal IAS schedules.

A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update

NASA Technical Reports Server (NTRS)

Miller, J. K.

1994-01-01

A differential equation for the square root information matrix is derived and adapted to the problems of filtering and smoothing. The resulting continuous square root information filter (SRIF) performs the mapping of state and process noise by numerical integration of the SRIF matrix and admits data via a discrete least square update.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

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

2015-10-01

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

Solution of the equations for one-dimensional, two-phase, immiscible flow by geometric methods

NASA Astrophysics Data System (ADS)

Boronin, Ivan; Shevlyakov, Andrey

2018-03-01

Buckley-Leverett equations describe non viscous, immiscible, two-phase filtration, which is often of interest in modelling of oil production. For many parameters and initial conditions, the solutions of these equations exhibit non-smooth behaviour, namely discontinuities in form of shock waves. In this paper we obtain a novel method for the solution of Buckley-Leverett equations, which is based on geometry of differential equations. This method is fast, accurate, stable, and describes non-smooth phenomena. The main idea of the method is that classic discontinuous solutions correspond to the continuous surfaces in the space of jets - the so-called multi-valued solutions (Bocharov et al., Symmetries and conservation laws for differential equations of mathematical physics. American Mathematical Society, Providence, 1998). A mapping of multi-valued solutions from the jet space onto the plane of the independent variables is constructed. This mapping is not one-to-one, and its singular points form a curve on the plane of the independent variables, which is called the caustic. The real shock occurs at the points close to the caustic and is determined by the Rankine-Hugoniot conditions.

Application of functional analysis to perturbation theory of differential equations. [nonlinear perturbation of the harmonic oscillator

NASA Technical Reports Server (NTRS)

Bogdan, V. M.; Bond, V. B.

1980-01-01

The deviation of the solution of the differential equation y' = f(t, y), y(O) = y sub O from the solution of the perturbed system z' = f(t, z) + g(t, z), z(O) = z sub O was investigated for the case where f and g are continuous functions on I x R sup n into R sup n, where I = (o, a) or I = (o, infinity). These functions are assumed to satisfy the Lipschitz condition in the variable z. The space Lip(I) of all such functions with suitable norms forms a Banach space. By introducing a suitable norm in the space of continuous functions C(I), introducing the problem can be reduced to an equivalent problem in terminology of operators in such spaces. A theorem on existence and uniqueness of the solution is presented by means of Banach space technique. Norm estimates on the rate of growth of such solutions are found. As a consequence, estimates of deviation of a solution due to perturbation are obtained. Continuity of the solution on the initial data and on the perturbation is established. A nonlinear perturbation of the harmonic oscillator is considered a perturbation of equations of the restricted three body problem linearized at libration point.

A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

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

Brunovsky, Pavol, E-mail: brunovsky@fmph.uniba.sk; Cerny, Ales, E-mail: ales.cerny.1@city.ac.uk; Winkler, Michael, E-mail: michael.winkler@uni-due.de

2013-10-15

We consider the ordinary differential equation x{sup 2} u'' = axu'+bu-c(u'-1){sup 2}, x Element-Of (0,x{sub 0}), with a Element-Of R, b Element-Of R , c>0 and the singular initial condition u(0)=0, which in financial economics describes optimal disposal of an asset in a market with liquidity effects. It is shown in the paper that if a+b<0 then no continuous solutions exist, whereas if a+b>0 then there are infinitely many continuous solutions with indistinguishable asymptotics near 0. Moreover, it is proved that in the latter case there is precisely one solution u corresponding to the choice x{sub 0}={infinity} which is suchmore » that 0{<=}u(x){<=}x for all x>0, and that this solution is strictly increasing and concave.« less

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

Evaluating Feynman integrals by the hypergeometry

NASA Astrophysics Data System (ADS)

Feng, Tai-Fu; Chang, Chao-Hsi; Chen, Jian-Bin; Gu, Zhi-Hua; Zhang, Hai-Bin

2018-02-01

The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear partial differential equations satisfied by the corresponding scalar integrals. Taking examples of the one-loop B0 and massless C0 functions, as well as the scalar integrals of two-loop vacuum and sunset diagrams, we verify our expressions coinciding with the well-known results of literatures. Based on the multiple hypergeometric functions of independent kinematic variables, the systems of homogeneous linear partial differential equations satisfied by the mentioned scalar integrals are established. Using the calculus of variations, one recognizes the system of linear partial differential equations as stationary conditions of a functional under some given restrictions, which is the cornerstone to perform the continuation of the scalar integrals to whole kinematic domains numerically with the finite element methods. In principle this method can be used to evaluate the scalar integrals of any Feynman diagrams.

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Continuation of probability density functions using a generalized Lyapunov approach

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

Baars, S., E-mail: s.baars@rug.nl; Viebahn, J.P., E-mail: viebahn@cwi.nl; Mulder, T.E., E-mail: t.e.mulder@uu.nl

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.

The Design-To-Cost Manifold

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1990-01-01

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

Traveling waves in Hall-magnetohydrodynamics and the ion-acoustic shock structure

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

Hagstrom, George I.; Hameiri, Eliezer

Hall-magnetohydrodynamics (HMHD) is a mixed hyperbolic-parabolic partial differential equation that describes the dynamics of an ideal two fluid plasma with massless electrons. We study the only shock wave family that exists in this system (the other discontinuities being contact discontinuities and not shocks). We study planar traveling wave solutions and we find solutions with discontinuities in the hydrodynamic variables, which arise due to the presence of real characteristics in Hall-MHD. We introduce a small viscosity into the equations and use the method of matched asymptotic expansions to show that solutions with a discontinuity satisfying the Rankine-Hugoniot conditions and also anmore » entropy condition have continuous shock structures. The lowest order inner equations reduce to the compressible Navier-Stokes equations, plus an equation which implies the constancy of the magnetic field inside the shock structure. We are able to show that the current is discontinuous across the shock, even as the magnetic field is continuous, and that the lowest order outer equations, which are the equations for traveling waves in inviscid Hall-MHD, are exactly integrable. We show that the inner and outer solutions match, which allows us to construct a family of uniformly valid continuous composite solutions that become discontinuous when the diffusivity vanishes.« less

On a partial differential equation method for determining the free energies and coexisting phase compositions of ternary mixtures from light scattering data.

PubMed

Ross, David S; Thurston, George M; Lutzer, Carl V

2008-08-14

In this paper we present a method for determining the free energies of ternary mixtures from light scattering data. We use an approximation that is appropriate for liquid mixtures, which we formulate as a second-order nonlinear partial differential equation. This partial differential equation (PDE) relates the Hessian of the intensive free energy to the efficiency of light scattering in the forward direction. This basic equation applies in regions of the phase diagram in which the mixtures are thermodynamically stable. In regions in which the mixtures are unstable or metastable, the appropriate PDE is the nonlinear equation for the convex hull. We formulate this equation along with continuity conditions for the transition between the two equations at cloud point loci. We show how to discretize this problem to obtain a finite-difference approximation to it, and we present an iterative method for solving the discretized problem. We present the results of calculations that were done with a computer program that implements our method. These calculations show that our method is capable of reconstructing test free energy functions from simulated light scattering data. If the cloud point loci are known, the method also finds the tie lines and tie triangles that describe thermodynamic equilibrium between two or among three liquid phases. A robust method for solving this PDE problem, such as the one presented here, can be a basis for optical, noninvasive means of characterizing the thermodynamics of multicomponent mixtures.

Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Boundary control of elliptic solutions to enforce local constraints

NASA Astrophysics Data System (ADS)

Bal, G.; Courdurier, M.

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded from below by a positive constant in the vicinity of a finite number of prescribed points; (ii) the determinant of gradients of n solutions is bounded from below in the vicinity of a finite number of prescribed points. Such constructions find applications in recent hybrid medical imaging modalities. The methodology is based on starting from a controlled setting in which the constraints are satisfied and continuously modifying the coefficients in the second-order elliptic equation. The boundary condition is evolved by solving an ordinary differential equation (ODE) defined via appropriate optimality conditions. Unique continuations and standard regularity results for elliptic equations are used to show that the ODE admits a solution for sufficiently long times.

General equation for the differential pathlength factor of the frontal human head depending on wavelength and age.

PubMed

Scholkmann, Felix; Wolf, Martin

2013-10-01

Continuous-wave near-infrared spectroscopy and near-infrared imaging enable the measurement of relative concentration changes in oxy- and deoxyhemoglobin and thus hemodynamics and oxygenation. The accuracy of determined changes depends mainly on the modeling of the light transport through the probed tissue. Due to the highly scattering nature of tissue, the light path is longer than the source-detector separation (d). This is incorporated in modeling by multiplying d by a differential pathlength factor (DPF) which depends on several factors such as wavelength, age of the subject, and type of tissue. In the present work, we derive a general DPF equation for the frontal human head, incorporating dependency on wavelength and age, based on published data. We validated the equation using different data sets of experimentally determined DPFs from six independent studies.

Anticontrol of chaos in continuous-time systems via time-delay feedback.

PubMed

Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

2000-12-01

In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

Continuous state-space representation of a bucket-type rainfall-runoff model: a case study with the GR4 model using state-space GR4 (version 1.0)

NASA Astrophysics Data System (ADS)

Santos, Léonard; Thirel, Guillaume; Perrin, Charles

2018-04-01

In many conceptual rainfall-runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall-runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs), which are frequent in rainfall-runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.

The continuous adjoint approach to the k-ε turbulence model for shape optimization and optimal active control of turbulent flows

NASA Astrophysics Data System (ADS)

Papoutsis-Kiachagias, E. M.; Zymaris, A. S.; Kavvadias, I. S.; Papadimitriou, D. I.; Giannakoglou, K. C.

2015-03-01

The continuous adjoint to the incompressible Reynolds-averaged Navier-Stokes equations coupled with the low Reynolds number Launder-Sharma k-ε turbulence model is presented. Both shape and active flow control optimization problems in fluid mechanics are considered, aiming at minimum viscous losses. In contrast to the frequently used assumption of frozen turbulence, the adjoint to the turbulence model equations together with appropriate boundary conditions are derived, discretized and solved. This is the first time that the adjoint equations to the Launder-Sharma k-ε model have been derived. Compared to the formulation that neglects turbulence variations, the impact of additional terms and equations is evaluated. Sensitivities computed using direct differentiation and/or finite differences are used for comparative purposes. To demonstrate the need for formulating and solving the adjoint to the turbulence model equations, instead of merely relying upon the 'frozen turbulence assumption', the gain in the optimization turnaround time offered by the proposed method is quantified.

Path integrals and large deviations in stochastic hybrid systems.

PubMed

Bressloff, Paul C; Newby, Jay M

2014-04-01

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

MORE: mixed optimization for reverse engineering--an application to modeling biological networks response via sparse systems of nonlinear differential equations.

PubMed

Sambo, Francesco; de Oca, Marco A Montes; Di Camillo, Barbara; Toffolo, Gianna; Stützle, Thomas

2012-01-01

Reverse engineering is the problem of inferring the structure of a network of interactions between biological variables from a set of observations. In this paper, we propose an optimization algorithm, called MORE, for the reverse engineering of biological networks from time series data. The model inferred by MORE is a sparse system of nonlinear differential equations, complex enough to realistically describe the dynamics of a biological system. MORE tackles separately the discrete component of the problem, the determination of the biological network topology, and the continuous component of the problem, the strength of the interactions. This approach allows us both to enforce system sparsity, by globally constraining the number of edges, and to integrate a priori information about the structure of the underlying interaction network. Experimental results on simulated and real-world networks show that the mixed discrete/continuous optimization approach of MORE significantly outperforms standard continuous optimization and that MORE is competitive with the state of the art in terms of accuracy of the inferred networks.

Compressible Navier-Stokes Equations in a Polyhedral Cylinder with Inflow Boundary Condition

NASA Astrophysics Data System (ADS)

Kwon, Ohsung; Kweon, Jae Ryong

2018-06-01

In this paper our concern is with singularity and regularity of the compressible flows through a non-convex edge in R^3. The flows are governed by the compressible Navies-Stokes equations on the infinite cylinder that has the non-convex edge on the inflow boundary. We split the edge singularity by the Poisson problem from the velocity vector and show that the remainder is twice differentiable while the edge singularity is observed to be propagated into the interior of the cylinder by the transport character of the continuity equation. An interior surface layer starting at the edge is generated and not Lipshitz continuous due to the singularity. The density function shows a very steep change near the interface and its normal derivative has a jump discontinuity across there.

Differentiable McCormick relaxations

DOE PAGES

Khan, Kamil A.; Watson, Harry A. J.; Barton, Paul I.

2016-05-27

McCormick's classical relaxation technique constructs closed-form convex and concave relaxations of compositions of simple intrinsic functions. These relaxations have several properties which make them useful for lower bounding problems in global optimization: they can be evaluated automatically, accurately, and computationally inexpensively, and they converge rapidly to the relaxed function as the underlying domain is reduced in size. They may also be adapted to yield relaxations of certain implicit functions and differential equation solutions. However, McCormick's relaxations may be nonsmooth, and this nonsmoothness can create theoretical and computational obstacles when relaxations are to be deployed. This article presents a continuously differentiablemore » variant of McCormick's original relaxations in the multivariate McCormick framework of Tsoukalas and Mitsos. Gradients of the new differentiable relaxations may be computed efficiently using the standard forward or reverse modes of automatic differentiation. Furthermore, extensions to differentiable relaxations of implicit functions and solutions of parametric ordinary differential equations are discussed. A C++ implementation based on the library MC++ is described and applied to a case study in nonsmooth nonconvex optimization.« less

Differential form representation of stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Haider, Michael; Russer, Johannes A.

2017-09-01

In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM) is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.

Dichotomies for generalized ordinary differential equations and applications

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

On the fractional Eulerian numbers and equivalence of maps with long term power-law memory (integral Volterra equations of the second kind) to Grünvald-Letnikov fractional difference (differential) equations.

PubMed

Edelman, Mark

2015-07-01

In this paper, we consider a simple general form of a deterministic system with power-law memory whose state can be described by one variable and evolution by a generating function. A new value of the system's variable is a total (a convolution) of the generating functions of all previous values of the variable with weights, which are powers of the time passed. In discrete cases, these systems can be described by difference equations in which a fractional difference on the left hand side is equal to a total (also a convolution) of the generating functions of all previous values of the system's variable with the fractional Eulerian number weights on the right hand side. In the continuous limit, the considered systems can be described by the Grünvald-Letnikov fractional differential equations, which are equivalent to the Volterra integral equations of the second kind. New properties of the fractional Eulerian numbers and possible applications of the results are discussed.

Numerical Bifurcation Analysis of Delayed Recycle Stream in a Continuously Stirred Tank Reactor

NASA Astrophysics Data System (ADS)

Gangadhar, Nalwala Rohitbabu; Balasubramanian, Periyasamy

2010-10-01

In this paper, we present the stability analysis of delay differential equations which arise as a result of transportation lag in the CSTR-mechanical separator recycle system. A first order irreversible elementary reaction is considered to model the system and is governed by the delay differential equations. The DDE-BIFTOOL software package is used to analyze the stability of the delay system. The present analysis reveals that the system exhibits delay independent stability for isothermal operation of the CSTR. In the absence of delay, the system is dynamically unstable for non-isothermal operation of the CSTR, and as a result of delay, the system exhibits delay dependent stability.

Well-posedness of nonlocal parabolic differential problems with dependent operators.

PubMed

Ashyralyev, Allaberen; Hanalyev, Asker

2014-01-01

The nonlocal boundary value problem for the parabolic differential equation v'(t) + A(t)v(t) = f(t) (0 ≤ t ≤ T), v(0) = v(λ) + φ, 0 < λ ≤ T in an arbitrary Banach space E with the dependent linear positive operator A(t) is investigated. The well-posedness of this problem is established in Banach spaces C 0 (β,γ) (E α-β ) of all E α-β -valued continuous functions φ(t) on [0, T] satisfying a Hölder condition with a weight (t + τ)(γ). New Schauder type exact estimates in Hölder norms for the solution of two nonlocal boundary value problems for parabolic equations with dependent coefficients are established.

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

NASA Astrophysics Data System (ADS)

Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun

2018-01-01

In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.

Periodic solutions of Lienard differential equations via averaging theory of order two.

PubMed

Llibre, Jaume; Novaes, Douglas D; Teixeira, Marco A

2015-01-01

For ε ≠ 0 sufficiently small we provide sufficient conditions for the existence of periodic solutions for the Lienard differential equations of the form x'' + f ⁢(x)⁢ x' + n2⁢x + g (x) = ε2p1 ⁢(t) + ε3 ⁢p2(t), where n is a positive integer, f : ℝ → ℝ is a C 3 function, g : ℝ → ℝ is a C 4 function, and p i : ℝ → ℝ for i = 1, 2 are continuous 2π-periodic function. The main tool used in this paper is the averaging theory of second order. We also provide one application of the main result obtained.

Chaotic behaviour of the Rossler model and its analysis by using bifurcations of limit cycles and chaotic attractors

NASA Astrophysics Data System (ADS)

Ibrahim, K. M.; Jamal, R. K.; Ali, F. H.

2018-05-01

The behaviour of certain dynamical nonlinear systems are described in term as chaos, i.e., systems’ variables change with the time, displaying very sensitivity to initial conditions of chaotic dynamics. In this paper, we study archetype systems of ordinary differential equations in two-dimensional phase spaces of the Rössler model. A system displays continuous time chaos and is explained by three coupled nonlinear differential equations. We study its characteristics and determine the control parameters that lead to different behavior of the system output, periodic, quasi-periodic and chaos. The time series, attractor, Fast Fourier Transformation and bifurcation diagram for different values have been described.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

A structure-preserving method for a class of nonlinear dissipative wave equations with Riesz space-fractional derivatives

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2017-12-01

In this manuscript, we consider an initial-boundary-value problem governed by a (1 + 1)-dimensional hyperbolic partial differential equation with constant damping that generalizes many nonlinear wave equations from mathematical physics. The model considers the presence of a spatial Laplacian of fractional order which is defined in terms of Riesz fractional derivatives, as well as the inclusion of a generic continuously differentiable potential. It is known that the undamped regime has an associated positive energy functional, and we show here that it is preserved throughout time under suitable boundary conditions. To approximate the solutions of this model, we propose a finite-difference discretization based on fractional centered differences. Some discrete quantities are proposed in this work to estimate the energy functional, and we show that the numerical method is capable of conserving the discrete energy under the same boundary conditions for which the continuous model is conservative. Moreover, we establish suitable computational constraints under which the discrete energy of the system is positive. The method is consistent of second order, and is both stable and convergent. The numerical simulations shown here illustrate the most important features of our numerical methodology.

Continuation Methods for Qualitative Analysis of Aircraft Dynamics

NASA Technical Reports Server (NTRS)

Cummings, Peter A.

2004-01-01

A class of numerical methods for constructing bifurcation curves for systems of coupled, non-linear ordinary differential equations is presented. Foundations are discussed, and several variations are outlined along with their respective capabilities. Appropriate background material from dynamical systems theory is presented.

Retrospective estimation of breeding phenology of American Goldfinch (Carduelis tristis) using pattern oriented modeling

EPA Science Inventory

Avian seasonal productivity is often modeled as a time-limited stochastic process. Many mathematical formulations have been proposed, including individual based models, continuous-time differential equations, and discrete Markov models. All such models typically include paramete...

Numerical study of steady dissipative mixed convection optically-thick micropolar flow with thermal radiation effects

NASA Astrophysics Data System (ADS)

Gupta, Diksha; Kumar, Lokendra; Bég, O. Anwar; Singh, Bani

2017-10-01

The objective of this paper is to study theoretically and numerically the effect of thermal radiation on mixed convection boundary layer flow of a dissipative micropolar non-Newtonian fluid from a continuously moving vertical porous sheet. The governing partial differential equations are transformed into a set of non-linear differential equations by using similarity transformations. These equations are solved iteratively with the Bellman-Kalaba quasi-linearization algorithm. This method converges quadratically and the solution is valid for a large range of parameters. The effects of transpiration (suction or injection) parameter, buoyancy parameter, radiation parameter and Eckert number on velocity, microrotation and temperature functions have been studied. Under a special case comparison of the present numerical results is made with the results available in the literature and an excellent agreement is found. Additionally skin friction and rate of heat transfer have also been computed. The study has applications in polymer processing.

[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.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

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

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

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Explicating mathematical thinking in differential equations using a computer algebra system

NASA Astrophysics Data System (ADS)

Zeynivandnezhad, Fereshteh; Bates, Rachel

2018-07-01

The importance of developing students' mathematical thinking is frequently highlighted in literature regarding the teaching and learning of mathematics. Despite this importance, most curricula and instructional activities for undergraduate mathematics fail to bring the learner beyond the mathematics. The purpose of this study was to enhance students' mathematical thinking by implementing a computer algebra system and active learning pedagogical approaches. students' mathematical thinking processes were analyzed while completing specific differential equations tasks based on posed prompts and questions and Instrumental Genesis. Data were collected from 37 engineering students in a public Malaysian university. This study used the descriptive and interpretive qualitative research design to investigate the students' perspectives of emerging mathematical understanding and approaches to learning mathematics in an undergraduate differential equations course. Results of this study concluded that students used a variety of mathematical thinking processes in a non-sequential manner. Additionally, the outcomes provide justification for continued use of technologies such as computer algebra systems in undergraduate mathematics courses and the need for further studies to uncover the various processes students utilize to complete specific mathematical tasks.

Global differential geometry: An introduction for control engineers

NASA Technical Reports Server (NTRS)

Doolin, B. F.; Martin, C. F.

1982-01-01

The basic concepts and terminology of modern global differential geometry are discussed as an introduction to the Lie theory of differential equations and to the role of Grassmannians in control systems analysis. To reach these topics, the fundamental notions of manifolds, tangent spaces, vector fields, and Lie algebras are discussed and exemplified. An appendix reviews such concepts needed for vector calculus as open and closed sets, compactness, continuity, and derivative. Although the content is mathematical, this is not a mathematical treatise but rather a text for engineers to understand geometric and nonlinear control.

[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.

The nonlinear evolution of modes on unstable stratified shear layers

NASA Technical Reports Server (NTRS)

Blackaby, Nicholas; Dando, Andrew; Hall, Philip

1993-01-01

The nonlinear development of disturbances in stratified shear flows (having a local Richardson number of value less than one quarter) is considered. Such modes are initially fast growing but, like related studies, we assume that the viscous, non-parallel spreading of the shear layer results in them evolving in a linear fashion until they reach a position where their amplitudes are large enough and their growth rates have diminished sufficiently so that amplitude equations can be derived using weakly nonlinear and non-equilibrium critical-layer theories. Four different basic integro-differential amplitude equations are possible, including one due to a novel mechanism; the relevant choice of amplitude equation, at a particular instance, being dependent on the relative sizes of the disturbance amplitude, the growth rate of the disturbance, its wavenumber, and the viscosity of the fluid. This richness of choice of possible nonlinearities arises mathematically from the indicial Frobenius roots of the governing linear inviscid equation (the Taylor-Goldstein equation) not, in general, differing by an integer. The initial nonlinear evolution of a mode will be governed by an integro-differential amplitude equations with a cubic nonlinearity but the resulting significant increase in the size of the disturbance's amplitude leads on to the next stage of the evolution process where the evolution of the mode is governed by an integro-differential amplitude equations with a quintic nonlinearity. Continued growth of the disturbance amplitude is expected during this stage, resulting in the effects of nonlinearity spreading to outside the critical level, by which time the flow has become fully nonlinear.

An analytical model of a curved beam with a T shaped cross section

NASA Astrophysics Data System (ADS)

Hull, Andrew J.; Perez, Daniel; Cox, Donald L.

2018-03-01

This paper derives a comprehensive analytical dynamic model of a closed circular beam that has a T shaped cross section. The new model includes in-plane and out-of-plane vibrations derived using continuous media expressions which produces results that have a valid frequency range above those available from traditional lumped parameter models. The web is modeled using two-dimensional elasticity equations for in-plane motion and the classical flexural plate equation for out-of-plane motion. The flange is modeled using two sets of Donnell shell equations: one for the left side of the flange and one for the right side of the flange. The governing differential equations are solved with unknown wave propagation coefficients multiplied by spatial domain and time domain functions which are inserted into equilibrium and continuity equations at the intersection of the web and flange and into boundary conditions at the edges of the system resulting in 24 algebraic equations. These equations are solved to yield the wave propagation coefficients and this produces a solution to the displacement field in all three dimensions. An example problem is formulated and compared to results from finite element analysis.

Teaching Simulation and Modelling at Royal Military College.

ERIC Educational Resources Information Center

Bonin, Hugues W.; Weir, Ronald D.

1984-01-01

Describes a course designed to assist students in writing differential equations to represent chemical processes and to solve these problems on digital computers. Course outline and discussion of computer projects and the simulation and optimization of a continuously stirred tank reactor process are included. (JN)

Reply to Steele & Ferrer: Modeling Oscillation, Approximately or Exactly?

ERIC Educational Resources Information Center

Oud, Johan H. L.; Folmer, Henk

2011-01-01

This article addresses modeling oscillation in continuous time. It criticizes Steele and Ferrer's article "Latent Differential Equation Modeling of Self-Regulatory and Coregulatory Affective Processes" (2011), particularly the approximate estimation procedure applied. This procedure is the latent version of the local linear approximation procedure…

Error compensation for hybrid-computer solution of linear differential equations

NASA Technical Reports Server (NTRS)

Kemp, N. H.

1970-01-01

Z-transform technique compensates for digital transport delay and digital-to-analog hold. Method determines best values for compensation constants in multi-step and Taylor series projections. Technique also provides hybrid-calculation error compared to continuous exact solution, plus system stability properties.

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…

Converting differential-equation models of biological systems to membrane computing.

PubMed

Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W

2013-12-01

This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Continuous analog of multiplicative algebraic reconstruction technique for computed tomography

NASA Astrophysics Data System (ADS)

Tateishi, Kiyoko; Yamaguchi, Yusaku; Abou Al-Ola, Omar M.; Kojima, Takeshi; Yoshinaga, Tetsuya

2016-03-01

We propose a hybrid dynamical system as a continuous analog to the block-iterative multiplicative algebraic reconstruction technique (BI-MART), which is a well-known iterative image reconstruction algorithm for computed tomography. The hybrid system is described by a switched nonlinear system with a piecewise smooth vector field or differential equation and, for consistent inverse problems, the convergence of non-negatively constrained solutions to a globally stable equilibrium is guaranteed by the Lyapunov theorem. Namely, we can prove theoretically that a weighted Kullback-Leibler divergence measure can be a common Lyapunov function for the switched system. We show that discretizing the differential equation by using the first-order approximation (Euler's method) based on the geometric multiplicative calculus leads to the same iterative formula of the BI-MART with the scaling parameter as a time-step of numerical discretization. The present paper is the first to reveal that a kind of iterative image reconstruction algorithm is constructed by the discretization of a continuous-time dynamical system for solving tomographic inverse problems. Iterative algorithms with not only the Euler method but also the Runge-Kutta methods of lower-orders applied for discretizing the continuous-time system can be used for image reconstruction. A numerical example showing the characteristics of the discretized iterative methods is presented.

Grid generation by elliptic partial differential equations for a tri-element Augmentor-Wing airfoil

NASA Technical Reports Server (NTRS)

Sorenson, R. L.

1982-01-01

Two efforts to numerically simulate the flow about the Augmentor-Wing airfoil in the cruise configuration using the GRAPE elliptic partial differential equation grid generator algorithm are discussed. The Augmentor-Wing consists of a main airfoil with a slotted trailing edge for blowing and two smaller airfoils shrouding the blowing jet. The airfoil and the algorithm are described, and the application of GRAPE to an unsteady viscous flow simulation and a transonic full-potential approach is considered. The procedure involves dividing a complicated flow region into an arbitrary number of zones and ensuring continuity of grid lines, their slopes, and their point distributions across the zonal boundaries. The method for distributing the body-surface grid points is discussed.

Discontinuous gradient differential equations and trajectories in the calculus of variations

NASA Astrophysics Data System (ADS)

Bogaevskii, I. A.

2006-12-01

The concept of gradient of smooth functions is generalized for their sums with concave functions. An existence, uniqueness, and continuous dependence theorem for increasing time is formulated and proved for solutions of an ordinary differential equation the right-hand side of which is the gradient of the sum of a concave and a smooth function. With the use of this result a physically natural motion of particles, well defined even at discontinuities of the velocity field, is constructed in the variational problem of the minimal mechanical action in a space of arbitrary dimension. For such a motion of particles in the plane all typical cases of the birth and the interaction of point clusters of positive mass are described.

Mean-Potential Law in Evolutionary Games

NASA Astrophysics Data System (ADS)

Nałecz-Jawecki, Paweł; Miekisz, Jacek

2018-01-01

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

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

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

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

Nonlinear mode interaction in equal-leg angle struts susceptible to cellular buckling.

PubMed

Bai, L; Wang, F; Wadee, M A; Yang, J

2017-11-01

A variational model that describes the interactive buckling of a thin-walled equal-leg angle strut under pure axial compression is presented. A formulation combining the Rayleigh-Ritz method and continuous displacement functions is used to derive a system of differential and integral equilibrium equations for the structural component. Solving the equations using numerical continuation reveals progressive cellular buckling (or snaking) arising from the nonlinear interaction between the weak-axis flexural buckling mode and the strong-axis flexural-torsional buckling mode for the first time-the resulting behaviour being highly unstable. Physical experiments conducted on 10 cold-formed steel specimens are presented and the results show good agreement with the variational model.

A Lower Bound for the Norm of the Solution of a Nonlinear Volterra Equation in One-Dimensional Viscoelasticity.

DTIC Science & Technology

1980-12-09

34, Symp. on Non-well-posed Problems and Logarithmic Convexity (Lecture Notes on Math. #316), pp. 31-5h, Springer, 1973. 3. Greenberg , J.M., MacCamy, R.C...34Continuous Data Dependence for an Abstract Volterra Integro- Differential Equation in Hilbert Space with Applications to Viscoelasticity", Annali Scuola... Hilbert Space", to appear in the J. Applicable Analysis. 8. Slemrod, M., "Instability of Steady Shearing Flows in a Nonlinear Viscoelastic Fluid", Arch

Mathematical Methods for Physics and Engineering Third Edition Paperback Set

NASA Astrophysics Data System (ADS)

Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.

2006-06-01

Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.

MOPADS (Models of Operator Performance in Air Defense Systems). Appendices

DTIC Science & Technology

1984-11-01

differential equation models which aggregate and smooth individual events to obtain overall average performance measures. The advantages, in the MOPADS...Positive z is up. Each critical asset is specified by its coordinates anod a label. Growth potential is allowed in the data base for differentiating among...OlUI Figure IX-1. (Continued) C- 115 MAIN CATEGORY SELtCTION:SAINT USER ITATISITICS SECONDARY CATEGORT HE ,U1 * lIlT PRINT COMMAND MN - TATIS [TICS

Time and frequency domain analysis of sampled data controllers via mixed operation equations

NASA Technical Reports Server (NTRS)

Frisch, H. P.

1981-01-01

Specification of the mathematical equations required to define the dynamic response of a linear continuous plant, subject to sampled data control, is complicated by the fact that the digital components of the control system cannot be modeled via linear ordinary differential equations. This complication can be overcome by introducing two new mathematical operations; namely, the operation of zero order hold and digial delay. It is shown that by direct utilization of these operations, a set of linear mixed operation equations can be written and used to define the dynamic response characteristics of the controlled system. It also is shown how these linear mixed operation equations lead, in an automatable manner, directly to a set of finite difference equations which are in a format compatible with follow on time and frequency domain analysis methods.

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

PubMed

Qin, Huizeng; Zheng, Bin

2013-01-01

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

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

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

1968-01-01

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

Calculus of Elementary Functions, Part IV. Teacher's Commentary. Preliminary Edition.

ERIC Educational Resources Information Center

Herriot, Sarah T.; And Others

This teacher's guide is designed for use with the SMSG textbook "Calculus of Elementary Functions." It contains solutions to exercises found in Chapter 9, Integration Theory and Technique; Chapter 10, Simple Differential Equations; Appendix 5, Area and Integral; Appendix 6; Appendix 7, Continuity Theory; and Appendix 8, More About…

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.

Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2006-03-01

Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.

Fokker-Planck equation for particle growth by monomer attachment.

PubMed

Matsoukas, Themis; Lin, Yulan

2006-09-01

The population balance equation (PBE) for growth by attachment of a monomeric unit is described in the discrete domain by an infinite set of differential equations. Transforming the discrete problem into the continuous domain produces a series expansion which is usually truncated past the first term. We study the effect of this truncation and we show that by including the second-order term one obtains a Fokker-Planck approximation of the continuous PBE whose first and second moments are exact. We use this truncation to study the asymptotic behavior of the variance of the size distribution with growth rate that is a power-law function of the particle mass with exponent a . We obtain analytic expressions for the variance and show that its asymptotic behavior is different in the regimes a<1/2 and a>1/2. These conclusions are corroborated by Monte Carlo simulations.

A guidance and navigation system for continuous low thrust vehicles. M.S. Thesis

NASA Technical Reports Server (NTRS)

Tse, C. J. C.

1973-01-01

A midcourse guidance and navigation system for continuous low thrust vehicles is described. A set of orbit elements, known as the equinoctial elements, are selected as the state variables. The uncertainties are modelled statistically by random vector and stochastic processes. The motion of the vehicle and the measurements are described by nonlinear stochastic differential and difference equations respectively. A minimum time nominal trajectory is defined and the equation of motion and the measurement equation are linearized about this nominal trajectory. An exponential cost criterion is constructed and a linear feedback guidance law is derived to control the thrusting direction of the engine. Using this guidance law, the vehicle will fly in a trajectory neighboring the nominal trajectory. The extended Kalman filter is used for state estimation. Finally a short mission using this system is simulated. The results indicate that this system is very efficient for short missions.

Traveling-wave solutions in continuous chains of unidirectionally coupled oscillators

NASA Astrophysics Data System (ADS)

Glyzin, S. D.; Kolesov, A. Yu; Rozov, N. Kh

2017-12-01

Proposed is a mathematical model of a continuous annular chain of unidirectionally coupled generators given by certain nonlinear advection-type hyperbolic boundary value problem. Such problems are constructed by a limit transition from annular chains of unidirectionally coupled ordinary differential equations with an unbounded increase in the number of links. It is shown that any preassigned finite number of stable periodic motions of the traveling-wave type can coexist in the model.

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...

Systematic derivation of reaction-diffusion equations with distributed delays and relations to fractional reaction-diffusion equations and hyperbolic transport equations: application to the theory of Neolithic transition.

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Legendre-tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1986-01-01

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

Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

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

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

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

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

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

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).

Hierarchy of models: From qualitative to quantitative analysis of circadian rhythms in cyanobacteria

NASA Astrophysics Data System (ADS)

Chaves, M.; Preto, M.

2013-06-01

A hierarchy of models, ranging from high to lower levels of abstraction, is proposed to construct "minimal" but predictive and explanatory models of biological systems. Three hierarchical levels will be considered: Boolean networks, piecewise affine differential (PWA) equations, and a class of continuous, ordinary, differential equations' models derived from the PWA model. This hierarchy provides different levels of approximation of the biological system and, crucially, allows the use of theoretical tools to more exactly analyze and understand the mechanisms of the system. The Kai ABC oscillator, which is at the core of the cyanobacterial circadian rhythm, is analyzed as a case study, showing how several fundamental properties—order of oscillations, synchronization when mixing oscillating samples, structural robustness, and entrainment by external cues—can be obtained from basic mechanisms.

A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations

NASA Astrophysics Data System (ADS)

Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten

2018-06-01

This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.

Mean-Potential Law in Evolutionary Games.

PubMed

Nałęcz-Jawecki, Paweł; Miękisz, Jacek

2018-01-12

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1/3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

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.

Effects of boundary layer refraction and fuselage scattering on fuselage surface noise from advanced turboprop propellers

NASA Technical Reports Server (NTRS)

Mcaninch, G. L.; Rawls, J. W., Jr.

1984-01-01

An acoustic disturbance's propagation through a boundary layer is discussed with a view to the analysis of the acoustic field generated by a propfan rotor incident to the fuselage of an aircraft. Applying the parallel flow assumption, the resulting partial differential equations are reduced to an ordinary acoustic pressure differential equation by means of the Fourier transform. The methods used for the solution of this equation include those of Frobenius and of analytic continuation; both yield exact solutions in series form. Two models of the aircraft fuselage-boundary layer system are considered, in the first of which the fuselage is replaced by a flat plate and the acoustic field is assumed to be two-dimensional, while in the second the fuselage is a cylinder in a fully three-dimensional acoustic field. It is shown that the boundary layer correction improves theory-data comparisons over simple application of a pressure-doubling rule at the fuselage.

Numerical simulation of rarefied gas flow through a slit

NASA Technical Reports Server (NTRS)

Keith, Theo G., Jr.; Jeng, Duen-Ren; De Witt, Kenneth J.; Chung, Chan-Hong

1990-01-01

Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas from one reservoir to another through a two-dimensional slit. The cases considered are for hard vacuum downstream pressure, finite pressure ratios, and isobaric pressure with thermal diffusion, which are not well established in spite of the simplicity of the flow field. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, three kinds of collision sampling techniques, the time counter (TC) method, the null collision (NC) method, and the no time counter (NTC) method, are used.

FDDO and DSMC analyses of rarefied gas flow through 2D nozzles

NASA Technical Reports Server (NTRS)

Chung, Chan-Hong; De Witt, Kenneth J.; Jeng, Duen-Ren; Penko, Paul F.

1992-01-01

Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas expanding through a two-dimensional nozzle and into a surrounding low-density environment. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, the variable hard sphere model is used as a molecular model and the no time counter method is employed as a collision sampling technique. The results of both the FDDO and the DSMC methods show good agreement. The FDDO method requires less computational effort than the DSMC method by factors of 10 to 40 in CPU time, depending on the degree of rarefaction.

Modeling the Wake as a Continuous Vortex Sheet in a Potential-Flow Solution Using Vortex Panels

DTIC Science & Technology

1989-12-01

Continuous Vortex Sheet ........ 30 0 Redistributing the Vorticity Over anlIncreasing Area ............... 31 System of Linear Equations inG-Primes...i)* 9 ~=- r(x) L~~3 (29) 4v ji -i13 where dl is a differential length along the filament dl = dx 1 ( 30 ) when expressed in the local coordinate frame...which 30 models the wing serves as a pattern for this effort, but modifications must be made since the wake is continually growing and distorting. In

A guidance and navigation system for continuous low-thrust vehicles. M.S. Thesis

NASA Technical Reports Server (NTRS)

Jack-Chingtse, C.

1973-01-01

A midcourse guidance and navigation system for continuous low thrust vehicles was developed. The equinoctial elements are the state variables. Uncertainties are modelled statistically by random vector and stochastic processes. The motion of the vehicle and the measurements are described by nonlinear stochastic differential and difference equations respectively. A minimum time trajectory is defined; equations of motion and measurements are linearized about this trajectory. An exponential cost criterion is constructed and a linear feedback quidance law is derived. An extended Kalman filter is used for state estimation. A short mission using this system is simulated. It is indicated that this system is efficient for short missions, but longer missions require accurate trajectory and ground based measurements.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Quasi-periodic continuation along a continuous symmetry

NASA Astrophysics Data System (ADS)

Salomone, Matthew David

Given a system of differential equations which admits a continuous group of symmetries and possesses a periodic solution, we show that under certain nondegeneracy assumptions there always exists a continuous family containing infinitely many periodic and quasi-periodic trajectories. This generalizes the continuation method of Poincaré to orbits which are not necessarily periodic. We apply these results in the setting of the Lagrangian N -body problem of homogeneous potential to characterize an infinite family of rotating nonplanar "hip-hop" orbits in the four-body problem of equal masses, and show how some other trajectories in the N -body theory may be extended to infinite families of periodic and quasi-periodic trajectories.

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…

Oscillation criteria for a class of second-order Emden-Fowler delay dynamic equations on time scales

NASA Astrophysics Data System (ADS)

Han, Zhenlai; Sun, Shurong; Shi, Bao

2007-10-01

By means of Riccati transformation technique, we establish some new oscillation criteria for the second-order Emden-Fowler delay dynamic equationsx[Delta][Delta](t)+p(t)x[gamma]([tau](t))=0 on a time scale ; here [gamma] is a quotient of odd positive integers with p(t) real-valued positive rd-continuous functions defined on . To the best of our knowledge nothing is known regarding the qualitative behavior of these equations on time scales. Our results in this paper not only extend the results given in [R.P. Agarwal, M. Bohner, S.H. Saker, Oscillation of second-order delay dynamic equations, Can. Appl. Math. Q. 13 (1) (2005) 1-18] but also unify the oscillation of the second-order Emden-Fowler delay differential equation and the second-order Emden-Fowler delay difference equation.

Control of nonlinear systems with applications to constrained robots and spacecraft attitude stabilization

NASA Technical Reports Server (NTRS)

Krishnan, Hariharan

1993-01-01

This thesis is organized in two parts. In Part 1, control systems described by a class of nonlinear differential and algebraic equations are introduced. A procedure for local stabilization based on a local state realization is developed. An alternative approach to local stabilization is developed based on a classical linearization of the nonlinear differential-algebraic equations. A theoretical framework is established for solving a tracking problem associated with the differential-algebraic system. First, a simple procedure is developed for the design of a feedback control law which ensures, at least locally, that the tracking error in the closed loop system lies within any given bound if the reference inputs are sufficiently slowly varying. Next, by imposing additional assumptions, a procedure is developed for the design of a feedback control law which ensures that the tracking error in the closed loop system approaches zero exponentially for reference inputs which are not necessarily slowly varying. The control design methodologies are used for simultaneous force and position control in constrained robot systems. The differential-algebraic equations are shown to characterize the slow dynamics of a certain nonlinear control system in nonstandard singularly perturbed form. In Part 2, the attitude stabilization (reorientation) of a rigid spacecraft using only two control torques is considered. First, the case of momentum wheel actuators is considered. The complete spacecraft dynamics are not controllable. However, the spacecraft dynamics are small time locally controllable in a reduced sense. The reduced spacecraft dynamics cannot be asymptotically stabilized using continuous feedback, but a discontinuous feedback control strategy is constructed. Next, the case of gas jet actuators is considered. If the uncontrolled principal axis is not an axis of symmetry, the complete spacecraft dynamics are small time locally controllable. However, the spacecraft attitude cannot be asymptotically stabilized using continuous feedback, but a discontinuous stabilizing feedback control strategy is constructed. If the uncontrolled principal axis is an axis of symmetry, the complete spacecraft dynamics cannot be stabilized. However, the spacecraft dynamics are small time locally controllable in a reduced sense. The reduced spacecraft dynamics cannot be asymptotically stabilized using continuous feedback, but again a discontinuous feedback control strategy is constructed.

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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.

A Systematic Approach to Determining the Identifiability of Multistage Carcinogenesis Models.

PubMed

Brouwer, Andrew F; Meza, Rafael; Eisenberg, Marisa C

2017-07-01

Multistage clonal expansion (MSCE) models of carcinogenesis are continuous-time Markov process models often used to relate cancer incidence to biological mechanism. Identifiability analysis determines what model parameter combinations can, theoretically, be estimated from given data. We use a systematic approach, based on differential algebra methods traditionally used for deterministic ordinary differential equation (ODE) models, to determine identifiable combinations for a generalized subclass of MSCE models with any number of preinitation stages and one clonal expansion. Additionally, we determine the identifiable combinations of the generalized MSCE model with up to four clonal expansion stages, and conjecture the results for any number of clonal expansion stages. The results improve upon previous work in a number of ways and provide a framework to find the identifiable combinations for further variations on the MSCE models. Finally, our approach, which takes advantage of the Kolmogorov backward equations for the probability generating functions of the Markov process, demonstrates that identifiability methods used in engineering and mathematics for systems of ODEs can be applied to continuous-time Markov processes. © 2016 Society for Risk Analysis.

The equations of motion for moist atmospheric air

NASA Astrophysics Data System (ADS)

Makarieva, Anastassia M.; Gorshkov, Victor G.; Nefiodov, Andrei V.; Sheil, Douglas; Nobre, Antonio Donato; Bunyard, Peter; Nobre, Paulo; Li, Bai-Lian

2017-07-01

How phase transitions affect the motion of moist atmospheric air remains controversial. In the early 2000s two distinct differential equations of motion were proposed. Besides their contrasting formulations for the acceleration of condensate, the equations differ concerning the presence/absence of a term equal to the rate of phase transitions multiplied by the difference in velocity between condensate and air. This term was interpreted in the literature as the "reactive motion" associated with condensation. The reasoning behind this reactive motion was that when water vapor condenses and droplets begin to fall the remaining gas must move upward to conserve momentum. Here we show that the two contrasting formulations imply distinct assumptions about how gaseous air and condensate particles interact. We show that these assumptions cannot be simultaneously applicable to condensation and evaporation. Reactive motion leading to an upward acceleration of air during condensation does not exist. The reactive motion term can be justified for evaporation only; it describes the downward acceleration of air. We emphasize the difference between the equations of motion (i.e., equations constraining velocity) and those constraining momentum (i.e., equations of motion and continuity combined). We show that owing to the imprecise nature of the continuity equations, consideration of total momentum can be misleading and that this led to the reactive motion controversy. Finally, we provide a revised and generally applicable equation for the motion of moist air.

Differential invariants in nonclassical models of hydrodynamics

NASA Astrophysics Data System (ADS)

Bublik, Vasily V.

2017-10-01

In this paper, differential invariants are used to construct solutions for equations of the dynamics of a viscous heat-conducting gas and the dynamics of a viscous incompressible fluid modified by nanopowder inoculators. To describe the dynamics of a viscous heat-conducting gas, we use the complete system of Navier—Stokes equations with allowance for heat fluxes. Mathematical description of the dynamics of liquid metals under high-energy external influences (laser radiation or plasma flow) includes, in addition to the Navier—Stokes system of an incompressible viscous fluid, also heat fluxes and processes of nonequilibrium crystallization of a deformable fluid. Differentially invariant solutions are a generalization of partially invariant solutions, and their active study for various models of continuous medium mechanics is just beginning. Differentially invariant solutions can also be considered as solutions with differential constraints; therefore, when developing them, the approaches and methods developed by the science schools of academicians N. N. Yanenko and A. F. Sidorov will be actively used. In the construction of partially invariant and differentially invariant solutions, there are overdetermined systems of differential equations that require a compatibility analysis. The algorithms for reducing such systems to involution in a finite number of steps are described by Cartan, Finikov, Kuranishi, and other authors. However, the difficultly foreseeable volume of intermediate calculations complicates their practical application. Therefore, the methods of computer algebra are actively used here, which largely helps in solving this difficult problem. It is proposed to use the constructed exact solutions as tests for formulas, algorithms and their software implementations when developing and creating numerical methods and computational program complexes. This combination of effective numerical methods, capable of solving a wide class of problems, with analytical methods makes it possible to make the results of mathematical modeling more accurate and reliable.

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

linear set of differential equations describing the relative motion was established by Hill as well as Clohessy and Wiltshire , with a slightly... Wiltshire (CW) equations, and Hill- Clohessy - Wiltshire (HCW) equations. In the simplest form these differential equations can be expressed as: 2 2 2 3 2...different orientation. Because these equations are much alike, the differential equations established are referred to as Hill’s equations, Clohessy

A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.

Chirped solitary pulses for a nonic nonlinear Schrödinger equation on a continuous-wave background

NASA Astrophysics Data System (ADS)

Triki, Houria; Porsezian, K.; Choudhuri, Amitava; Dinda, P. Tchofo

2016-06-01

A class of derivative nonlinear Schrödinger equation with cubic-quintic-septic-nonic nonlinear terms describing the propagation of ultrashort optical pulses through a nonlinear medium with higher-order Kerr responses is investigated. An intensity-dependent chirp ansatz is adopted for solving the two coupled amplitude-phase nonlinear equations of the propagating wave. We find that the dynamics of field amplitude in this system is governed by a first-order nonlinear ordinary differential equation with a tenth-degree nonlinear term. We demonstrate that this system allows the propagation of a very rich variety of solitary waves (kink, dark, bright, and gray solitary pulses) which do not coexist in the conventional nonlinear systems that have appeared so far in the literature. The stability of the solitary wave solution under some violation on the parametric conditions is investigated. Moreover, we show that, unlike conventional systems, the nonlinear Schrödinger equation considered here meets the special requirements for the propagation of a chirped solitary wave on a continuous-wave background, involving a balance among group velocity dispersion, self-steepening, and higher-order nonlinearities of different nature.

Wavelet transforms as solutions of partial differential equations

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

Zweig, G.

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 continuousmore » 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.« less

Localized states in an unbounded neural field equation with smooth firing rate function: a multi-parameter analysis.

PubMed

Faye, Grégory; Rankin, James; Chossat, Pascal

2013-05-01

The existence of spatially localized solutions in neural networks is an important topic in neuroscience as these solutions are considered to characterize working (short-term) memory. We work with an unbounded neural network represented by the neural field equation with smooth firing rate function and a wizard hat spatial connectivity. Noting that stationary solutions of our neural field equation are equivalent to homoclinic orbits in a related fourth order ordinary differential equation, we apply normal form theory for a reversible Hopf bifurcation to prove the existence of localized solutions; further, we present results concerning their stability. Numerical continuation is used to compute branches of localized solution that exhibit snaking-type behaviour. We describe in terms of three parameters the exact regions for which localized solutions persist.

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

NASA Astrophysics Data System (ADS)

Cosso, Andrea; Russo, Francesco

2016-11-01

Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

Ibragimov, N. H.; Torrisi, M.; Tracinà, R.

2010-11-01

In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.

Initial value problem of space dynamics in universal Stumpff anomaly

NASA Astrophysics Data System (ADS)

Sharaf, M. A.; Dwidar, H. R.

2018-05-01

In this paper, the initial value problem of space dynamics in universal Stumpff anomaly ψ is set up and developed in analytical and computational approach. For the analytical expansions, the linear independence of the functions U_{j} (ψ;σ); {j=0,1,2,3} are proved. The differential and recurrence equations satisfied by them and their relations with the elementary functions are given. The universal Kepler equation and its validations for different conic orbits are established together with the Lagrangian coefficients. Efficient representations of these functions are developed in terms of the continued fractions. For the computational developments we consider the following items: 1. Top-down algorithm for continued fraction evaluation. 2. One-point iteration formulae. 3. Determination of the coefficients of Kepler's equation. 4. Derivatives of Kepler's equation of any integer order. 5. Determination of the initial guess for the solution of the universal Kepler equation. Finally we give summary on the computational design for the initial value problem of space dynamics in universal Stumpff anomaly. This design based on the solution of the universal Kepler's equation by an iterative schemes of quadratic up to any desired order ℓ.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

A multivariate variational objective analysis-assimilation method. Part 1: Development of the basic model

NASA Technical Reports Server (NTRS)

Achtemeier, Gary L.; Ochs, Harry T., III

1988-01-01

The variational method of undetermined multipliers is used to derive a multivariate model for objective analysis. The model is intended for the assimilation of 3-D fields of rawinsonde height, temperature and wind, and mean level temperature observed by satellite into a dynamically consistent data set. Relative measurement errors are taken into account. The dynamic equations are the two nonlinear horizontal momentum equations, the hydrostatic equation, and an integrated continuity equation. The model Euler-Lagrange equations are eleven linear and/or nonlinear partial differential and/or algebraic equations. A cyclical solution sequence is described. Other model features include a nonlinear terrain-following vertical coordinate that eliminates truncation error in the pressure gradient terms of the horizontal momentum equations and easily accommodates satellite observed mean layer temperatures in the middle and upper troposphere. A projection of the pressure gradient onto equivalent pressure surfaces removes most of the adverse impacts of the lower coordinate surface on the variational adjustment.

Wavelet and adaptive methods for time dependent problems and applications in aerosol dynamics

NASA Astrophysics Data System (ADS)

Guo, Qiang

Time dependent partial differential equations (PDEs) are widely used as mathematical models of environmental problems. Aerosols are now clearly identified as an important factor in many environmental aspects of climate and radiative forcing processes, as well as in the health effects of air quality. The mathematical models for the aerosol dynamics with respect to size distribution are nonlinear partial differential and integral equations, which describe processes of condensation, coagulation and deposition. Simulating the general aerosol dynamic equations on time, particle size and space exhibits serious difficulties because the size dimension ranges from a few nanometer to several micrometer while the spatial dimension is usually described with kilometers. Therefore, it is an important and challenging task to develop efficient techniques for solving time dependent dynamic equations. In this thesis, we develop and analyze efficient wavelet and adaptive methods for the time dependent dynamic equations on particle size and further apply them to the spatial aerosol dynamic systems. Wavelet Galerkin method is proposed to solve the aerosol dynamic equations on time and particle size due to the fact that aerosol distribution changes strongly along size direction and the wavelet technique can solve it very efficiently. Daubechies' wavelets are considered in the study due to the fact that they possess useful properties like orthogonality, compact support, exact representation of polynomials to a certain degree. Another problem encountered in the solution of the aerosol dynamic equations results from the hyperbolic form due to the condensation growth term. We propose a new characteristic-based fully adaptive multiresolution numerical scheme for solving the aerosol dynamic equation, which combines the attractive advantages of adaptive multiresolution technique and the characteristics method. On the aspect of theoretical analysis, the global existence and uniqueness of solutions of continuous time wavelet numerical methods for the nonlinear aerosol dynamics are proved by using Schauder's fixed point theorem and the variational technique. Optimal error estimates are derived for both continuous and discrete time wavelet Galerkin schemes. We further derive reliable and efficient a posteriori error estimate which is based on stable multiresolution wavelet bases and an adaptive space-time algorithm for efficient solution of linear parabolic differential equations. The adaptive space refinement strategies based on the locality of corresponding multiresolution processes are proved to converge. At last, we develop efficient numerical methods by combining the wavelet methods proposed in previous parts and the splitting technique to solve the spatial aerosol dynamic equations. Wavelet methods along the particle size direction and the upstream finite difference method along the spatial direction are alternately used in each time interval. Numerical experiments are taken to show the effectiveness of our developed methods.

Computational Algorithms or Identification of Distributed Parameter Systems

DTIC Science & Technology

1993-04-24

delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional

Mean first passage times of Brownian rotators from differential recurrence relations

NASA Astrophysics Data System (ADS)

Coffey, W. T.

1999-11-01

An exact method of calculation of mean first passage times (analogous to that previously used [W. T. Coffey, Yu. P. Kalmykov, E. S. Massawe, and J. T. Waldron, J. Chem. Phys. 99, 4011 (1993)] for the correlation time) is developed in terms of continued fractions from the zero frequency limit of the Laplace transform of the set of differential recurrence relations generated by the Fokker-Planck or Langevin equations. The method because it is based on a Floquet representation avoids the use of quadratures and so may be easily generalized to multidegree of freedom systems by the use of matrix continued fractions. The procedure is illustrated by considering the mean first passage time of a fixed axis rotator with two equivalent sites.

Modular Expression Language for Ordinary Differential Equation Editing

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

Blake, Robert C.

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

Application of the Sumudu Transform to Discrete Dynamic Systems

ERIC Educational Resources Information Center

Asiru, Muniru Aderemi

2003-01-01

The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

Exact theory of freeze-out

NASA Astrophysics Data System (ADS)

Cannoni, Mirco

2015-03-01

We show that the standard theory of thermal production and chemical decoupling of WIMPs is incomplete. The hypothesis that WIMPs are produced and decouple from a thermal bath implies that the rate equation the bath particles interacting with the WIMPs is an algebraic equation that constraints the actual WIMPs abundance to have a precise analytical form down to the temperature . The point , which coincides with the stationary point of the equation for the quantity , is where the maximum departure of the WIMPs abundance from the thermal value is reached. For each mass and total annihilation cross section , the temperature and the actual WIMPs abundance are exactly known. This value provides the true initial condition for the usual differential equation that have to be integrated in the interval . The matching of the two abundances at is continuous and differentiable. The dependence of the present relic abundance on the abundance at an intermediate temperature is an exact result. The exact theory suggests a new analytical approximation that furnishes the relic abundance accurate at the level of 1-2 % in the case of -wave and -wave scattering cross sections. We conclude the paper studying the evolution of the WIMPs chemical potential and the entropy production using methods of non-equilibrium thermodynamics.

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

PubMed

Murase, Kenya

2016-01-01

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

Space-Pseudo-Time Method: Application to the One-Dimensional Coulomb Potential and Density Funtional Theory

NASA Astrophysics Data System (ADS)

Weatherford, Charles; Gebremedhin, Daniel

2016-03-01

A new and efficient way of evolving a solution to an ordinary differential equation is presented. A finite element method is used where we expand in a convenient local basis set of functions that enforce both function and first derivative continuity across the boundaries of each element. We also implement an adaptive step size choice for each element that is based on a Taylor series expansion. The method is applied to solve for the eigenpairs of the one-dimensional soft-coulomb potential and the hard-coulomb limit is studied. The method is then used to calculate a numerical solution of the Kohn-Sham differential equation within the local density approximation is presented and is applied to the helium atom. Supported by the National Nuclear Security Agency, the Nuclear Regulatory Commission, and the Defense Threat Reduction Agency.

Stability and global Hopf bifurcation in a delayed food web consisting of a prey and two predators

NASA Astrophysics Data System (ADS)

Meng, Xin-You; Huo, Hai-Feng; Zhang, Xiao-Bing

2011-11-01

This paper is concerned with a predator-prey system with Holling II functional response and hunting delay and gestation. By regarding the sum of delays as the bifurcation parameter, the local stability of the positive equilibrium and the existence of Hopf bifurcation are investigated. We obtained explicit formulas to determine the properties of Hopf bifurcation by using the normal form method and center manifold theorem. Special attention is paid to the global continuation of local Hopf bifurcation. Using a global Hopf bifurcation result of Wu [Wu JH. Symmetric functional differential equations and neural networks with memory, Trans Amer Math Soc 1998;350:4799-4838] for functional differential equations, we may show the global existence of the periodic solutions. Finally, several numerical simulations illustrating the theoretical analysis are also given.

Time dependence of breakdown in a global fiber-bundle model with continuous damage.

PubMed

Moral, L; Moreno, Y; Gómez, J B; Pacheco, A F

2001-06-01

A time-dependent global fiber-bundle model of fracture with continuous damage is formulated in terms of a set of coupled nonlinear differential equations. A first integral of this set is analytically obtained. The time evolution of the system is studied by applying a discrete probabilistic method. Several results are discussed emphasizing their differences with the standard time-dependent model. The results obtained show that with this simple model a variety of experimental observations can be qualitatively reproduced.

Non Lyapunov stability of a constant spatially developing 2-D gas flow

NASA Astrophysics Data System (ADS)

Balint, Agneta M.; Balint, Stefan; Tanasie, Loredana

2017-01-01

Different types of stabilities (global, local) and instabilities (global absolute, local convective) of the constant spatially developing 2-D gas flow are analyzed in a particular phase space of continuously differentiable functions, endowed with the usual algebraic operations and the topology generated by the uniform convergence on the plane. For this purpose the Euler equations linearized at the constant flow are used. The Lyapunov stability analysis was presented in [1] and this paper is a continuation of [1].

Buffering effect in continuous chains of unidirectionally coupled generators

NASA Astrophysics Data System (ADS)

Glyzin, S. D.; Kolesov, A. Yu.; Rozov, N. Kh.

2014-11-01

We propose a mathematical model of a continuous annular chain of unidirectionally coupled generators given by some nonlinear advection-type hyperbolic boundary value problem. Such problems are constructed by a limit transition from annular chains of unidirectionally coupled ordinary differential equations with an unbounded increase in the number of links. We find that a certain buffering phenomenon is realized in our boundary value problem. Namely, we show that any preassigned finite number of stable periodic motions of the traveling-wave type can coexist in the model.

Convergence Speed of a Dynamical System for Sparse Recovery

NASA Astrophysics Data System (ADS)

Balavoine, Aurele; Rozell, Christopher J.; Romberg, Justin

2013-09-01

This paper studies the convergence rate of a continuous-time dynamical system for L1-minimization, known as the Locally Competitive Algorithm (LCA). Solving L1-minimization} problems efficiently and rapidly is of great interest to the signal processing community, as these programs have been shown to recover sparse solutions to underdetermined systems of linear equations and come with strong performance guarantees. The LCA under study differs from the typical L1 solver in that it operates in continuous time: instead of being specified by discrete iterations, it evolves according to a system of nonlinear ordinary differential equations. The LCA is constructed from simple components, giving it the potential to be implemented as a large-scale analog circuit. The goal of this paper is to give guarantees on the convergence time of the LCA system. To do so, we analyze how the LCA evolves as it is recovering a sparse signal from underdetermined measurements. We show that under appropriate conditions on the measurement matrix and the problem parameters, the path the LCA follows can be described as a sequence of linear differential equations, each with a small number of active variables. This allows us to relate the convergence time of the system to the restricted isometry constant of the matrix. Interesting parallels to sparse-recovery digital solvers emerge from this study. Our analysis covers both the noisy and noiseless settings and is supported by simulation results.

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.

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…

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

DTIC Science & Technology

2016-02-25

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

Mathematical nonlinear optics

NASA Astrophysics Data System (ADS)

McLaughlin, David W.

1995-08-01

The principal investigator, together with a post-doctoral fellows Tetsuji Ueda and Xiao Wang, several graduate students, and colleagues, has applied the modern mathematical theory of nonlinear waves to problems in nonlinear optics and to equations directly relevant to nonlinear optics. Projects included the interaction of laser light with nematic liquid crystals and chaotic, homoclinic, small dispersive, and random behavior of solutions of the nonlinear Schroedinger equation. In project 1, the extremely strong nonlinear response of a continuous wave laser beam in a nematic liquid crystal medium has produced striking undulation and filamentation of the laser beam which has been observed experimentally and explained theoretically. In project 2, qualitative properties of the nonlinear Schroedinger equation (which is the fundamental equation for nonlinear optics) have been identified and studied. These properties include optical shocking behavior in the limit of very small dispersion, chaotic and homoclinic behavior in discretizations of the partial differential equation, and random behavior.

Oscillation criteria for half-linear dynamic equations on time scales

NASA Astrophysics Data System (ADS)

Hassan, Taher S.

2008-09-01

This paper is concerned with oscillation of the second-order half-linear dynamic equation(r(t)(x[Delta])[gamma])[Delta]+p(t)x[gamma](t)=0, on a time scale where [gamma] is the quotient of odd positive integers, r(t) and p(t) are positive rd-continuous functions on . Our results solve a problem posed by [R.P. Agarwal, D. O'Regan, S.H. Saker, Philos-type oscillation criteria for second-order half linear dynamic equations, Rocky Mountain J. Math. 37 (2007) 1085-1104; S.H. Saker, Oscillation criteria of second order half-linear dynamic equations on time scales, J. Comput. Appl. Math. 177 (2005) 375-387] and our results in the special cases when and involve and improve some oscillation results for second-order differential and difference equations; and when , and , etc., our oscillation results are essentially newE Some examples illustrating the importance of our results are also included.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Weak periodic solutions of xẍ + 1 = 0 and the Harmonic Balance Method

NASA Astrophysics Data System (ADS)

García-Saldaña, J. D.; Gasull, A.

2017-02-01

We prove that the differential equation xẍ + 1 = 0 has continuous weak periodic solutions and compute their periods. Then, we use the Harmonic Balance Method until order six to approximate these periods and to illustrate how the accuracy of the method increases with the order. Our computations rely on the Gröbner basis approach.

Analytical Description of Ascending Motion of Rockets in the Atmosphere

ERIC Educational Resources Information Center

Rodrigues, H.; de Pinho, M. O.; Portes, D., Jr.; Santiago, A.

2009-01-01

In continuation of a previous work, we present an analytic study of ascending vertical motion of a rocket subjected to a quadratic drag for the case where the mass-variation law is a linear function of time. We discuss the detailed analytical solution of the model differential equations in closed form. Examples of application are presented and…

Analysis of a Nonlinear Oscillator with CAS through Analytical, Numerical, and Qualitative Approaches: A Prototype for Teaching

ERIC Educational Resources Information Center

López-García, Jeanett; Jiménez Zamudio, Jorge Javier

2017-01-01

It is very common to find in contemporary literature of Differential Equations, the need to incorporate holistically in teaching and learning the three different approaches: analytical, qualitative, and numerical, for continuous dynamical systems. However, nowadays, in some Bachelor of Science that includes only one course in differential…

Multiscale dynamics of biological cells with chemotactic interactions: From a discrete stochastic model to a continuous description

NASA Astrophysics Data System (ADS)

Alber, Mark; Chen, Nan; Glimm, Tilmann; Lushnikov, Pavel M.

2006-05-01

The cellular Potts model (CPM) has been used for simulating various biological phenomena such as differential adhesion, fruiting body formation of the slime mold Dictyostelium discoideum, angiogenesis, cancer invasion, chondrogenesis in embryonic vertebrate limbs, and many others. We derive a continuous limit of a discrete one-dimensional CPM with the chemotactic interactions between cells in the form of a Fokker-Planck equation for the evolution of the cell probability density function. This equation is then reduced to the classical macroscopic Keller-Segel model. In particular, all coefficients of the Keller-Segel model are obtained from parameters of the CPM. Theoretical results are verified numerically by comparing Monte Carlo simulations for the CPM with numerics for the Keller-Segel model.

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

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

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

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

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

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Scale relativity theory and integrative systems biology: 1. Founding principles and scale laws.

PubMed

Auffray, Charles; Nottale, Laurent

2008-05-01

In these two companion papers, we provide an overview and a brief history of the multiple roots, current developments and recent advances of integrative systems biology and identify multiscale integration as its grand challenge. Then we introduce the fundamental principles and the successive steps that have been followed in the construction of the scale relativity theory, and discuss how scale laws of increasing complexity can be used to model and understand the behaviour of complex biological systems. In scale relativity theory, the geometry of space is considered to be continuous but non-differentiable, therefore fractal (i.e., explicitly scale-dependent). One writes the equations of motion in such a space as geodesics equations, under the constraint of the principle of relativity of all scales in nature. To this purpose, covariant derivatives are constructed that implement the various effects of the non-differentiable and fractal geometry. In this first review paper, the scale laws that describe the new dependence on resolutions of physical quantities are obtained as solutions of differential equations acting in the scale space. This leads to several possible levels of description for these laws, from the simplest scale invariant laws to generalized laws with variable fractal dimensions. Initial applications of these laws to the study of species evolution, embryogenesis and cell confinement are discussed.

Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

PubMed

Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

2017-04-07

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

A new approach to Catalan numbers using differential equations

NASA Astrophysics Data System (ADS)

Kim, D. S.; Kim, T.

2017-10-01

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

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

ERIC Educational Resources Information Center

Seaman, Brian; Osler, Thomas J.

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

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

Continuous time anomalous diffusion in a composite medium.

PubMed

Stickler, B A; Schachinger, E

2011-08-01

The one-dimensional continuous time anomalous diffusion in composite media consisting of a finite number of layers in immediate contact is investigated. The diffusion process itself is described with the help of two probability density functions (PDFs), one of which is an arbitrary jump-length PDF, and the other is a long-tailed waiting-time PDF characterized by the waiting-time index β∈(0,1). The former is assumed to be a function of the space coordinate x and the time coordinate t while the latter is a function of x and the time interval. For such an environment a very general form of the diffusion equation is derived which describes the continuous time anomalous diffusion in a composite medium. This result is then specialized to two particular forms of the jump-length PDF, namely the continuous time Lévy flight PDF and the continuous time truncated Lévy flight PDF. In both cases the PDFs are characterized by the Lévy index α∈(0,2) which is regarded to be a function of x and t. It is possible to demonstrate that for particular choices of the indices α and β other equations for anomalous diffusion, well known from the literature, follow immediately. This demonstrates the very general applicability of the derivation and of the resulting fractional differential equation discussed here.

Study of stability of the difference scheme for the model problem of the gaslift process

NASA Astrophysics Data System (ADS)

Temirbekov, Nurlan; Turarov, Amankeldy

2017-09-01

The paper studies a model of the gaslift process where the motion in a gas-lift well is described by partial differential equations. The system describing the studied process consists of equations of motion, continuity, equations of thermodynamic state, and hydraulic resistance. A two-layer finite-difference Lax-Vendroff scheme is constructed for the numerical solution of the problem. The stability of the difference scheme for the model problem is investigated using the method of a priori estimates, the order of approximation is investigated, the algorithm for numerical implementation of the gaslift process model is given, and the graphs are presented. The development and investigation of difference schemes for the numerical solution of systems of equations of gas dynamics makes it possible to obtain simultaneously exact and monotonic solutions.

The exact fundamental solution for the Benes tracking problem

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2009-05-01

The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.

The CMC:3DPNS computer program for prediction of three-dimensional, subsonic, turbulent aerodynamic juncture region flow. Volume 1: Theoretical

NASA Technical Reports Server (NTRS)

Baker, A. J.

1982-01-01

An order-of-magnitude analysis of the subsonic three dimensional steady time averaged Navier-Stokes equations, for semibounded aerodynamic juncture geometries, yields the parabolic Navier-Stokes simplification. The numerical solution of the resultant pressure Poisson equation is cast into complementary and particular parts, yielding an iterative interaction algorithm with an exterior three dimensional potential flow solution. A parabolic transverse momentum equation set is constructed, wherein robust enforcement of first order continuity effects is accomplished using a penalty differential constraint concept within a finite element solution algorithm. A Reynolds stress constitutive equation, with low turbulence Reynolds number wall functions, is employed for closure, using parabolic forms of the two-equation turbulent kinetic energy-dissipation equation system. Numerical results document accuracy, convergence, and utility of the developed finite element algorithm, and the CMC:3DPNS computer code applied to an idealized wing-body juncture region. Additional results document accuracy aspects of the algorithm turbulence closure model.

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.

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition. 2; Inclusion of Exchange

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, Aaron

2004-01-01

The development of a practical method of accurately calculating the full scattering amplitude, without making a partial wave decomposition is continued. The method is developed in the context of electron-hydrogen scattering, and here exchange is dealt with by considering e-H scattering in the static exchange approximation. The Schroedinger equation in this approximation can be simplified to a set of coupled integro-differential equations. The equations are solved numerically for the full scattering wave function. The scattering amplitude can most accurately be calculated from an integral expression for the amplitude; that integral can be formally simplified, and then evaluated using the numerically determined wave function. The results are essentially identical to converged partial wave results.

Connecting source aggregating areas with distributive regions via Optimal Transportation theory.

NASA Astrophysics Data System (ADS)

Lanzoni, S.; Putti, M.

2016-12-01

We study the application of Optimal Transport (OT) theory to the transfer of water and sediments from a distributed aggregating source to a distributing area connected by a erodible hillslope. Starting from the Monge-Kantorovich equations, We derive a global energy functional that nonlinearly combines the cost of constructing the drainage network over the entire domain and the cost of water and sediment transportation through the network. It can be shown that the minimization of this functional is equivalent to the infinite time solution of a system of diffusion partial differential equations coupled with transient ordinary differential equations, that closely resemble the classical conservation laws of water and sediments mass and momentum. We present several numerical simulations applied to realstic test cases. For example, the solution of the proposed model forms network configurations that share strong similiratities with rill channels formed on an hillslope. At a larger scale, we obtain promising results in simulating the network patterns that ensure a progressive and continuous transition from a drainage drainage area to a distributive receiving region.

The solids-flux theory--confirmation and extension by using partial differential equations.

PubMed

Diehl, Stefan

2008-12-01

The solids-flux theory has been used for half a century as a tool for estimating concentration and fluxes in the design and operation of secondary settling tanks during stationary conditions. The flux theory means that the conservation of mass is used in one dimension together with the batch-settling flux function according to the Kynch assumption. The flux theory results correspond to stationary solutions of a partial differential equation, a conservation law, with discontinuous coefficients modelling the continuous-sedimentation process in one dimension. The mathematical analysis of such an equation is intricate, partly since it cannot be interpreted in the classical sense. Recent results, however, make it possible to partly confirm and extend the previous flux theory statements, partly draw new conclusions also on the dynamic behaviour and the possibilities and limitations for control. We use here a single example of an ideal settling tank and a given batch-settling flux in a whole series of calculations. The mathematical results are adapted towards the application and many of them are conveniently presented in terms of operating charts.

Nonlinear differential equations

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

Dresner, L.

1988-01-01

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

On the identification of continuous vibrating systems modelled by hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Udwadia, F. E.; Garba, J. A.

1983-01-01

This paper deals with the identification of spatially varying parameters in systems of finite spatial extent which can be described by second order hyperbolic differential equations. Two questions have been addressed. The first deals with 'partial identification' and inquires into the possibility of retrieving all the eigenvalues of the system from response data obtained at one location x-asterisk epsilon (0, 1). The second deals with the identification of the distributed coefficients rho(x), a(x) and b(x). Sufficient conditions for unique identification of all the eigenvalues of the system are obtained, and conditions under which the coefficients can be uniquely identified using suitable response data obtained at one point in the spatial domain are determined. Application of the results and their usefulness is demonstrated in the identification of the properties of tall building structural systems subjected to dynamic load environments.

Proportional Insulin Infusion in Closed-Loop Control of Blood Glucose

PubMed Central

Grasman, Johan

2017-01-01

A differential equation model is formulated that describes the dynamics of glucose concentration in blood circulation. The model accounts for the intake of food, expenditure of calories and the control of glucose levels by insulin and glucagon. These and other hormones affect the blood glucose level in various ways. In this study only main effects are taken into consideration. Moreover, by making a quasi-steady state approximation the model is reduced to a single nonlinear differential equation of which parameters are fit to data from healthy subjects. Feedback provided by insulin plays a key role in the control of the blood glucose level. Reduced β-cell function and insulin resistance may hamper this process. With the present model it is shown how by closed-loop control these defects, in an organic way, can be compensated with continuous infusion of exogenous insulin. PMID:28060898

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

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.

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

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

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

On the growth of solutions of a class of higher order linear differential equations with coefficients having the same order

NASA Astrophysics Data System (ADS)

Tu, Jin; Yi, Cai-Feng

2008-04-01

In this paper, the authors investigate the growth of solutions of a class of higher order linear differential equationsf(k)+Ak-1f(k-1)+...+A0f=0 when most coefficients in the above equations have the same order with each other, and obtain some results which improve previous results due to K.H. Kwon [K.H. Kwon, Nonexistence of finite order solutions of certain second order linear differential equations, Kodai Math. J. 19 (1996) 378-387] and ZE-X. Chen [Z.-X. Chen, The growth of solutions of the differential equation f''+e-zf'+Q(z)f=0, Sci. China Ser. A 31 (2001) 775-784 (in Chinese); ZE-X. Chen, On the hyper order of solutions of higher order differential equations, Chinese Ann. Math. Ser. B 24 (2003) 501-508 (in Chinese); Z.-X. Chen, On the growth of solutions of a class of higher order differential equations, Acta Math. Sci. Ser. B 24 (2004) 52-60 (in Chinese); Z.-X. Chen, C.-C. Yang, Quantitative estimations on the zeros and growth of entire solutions of linear differential equations, Complex Var. 42 (2000) 119-133].

Discrete, continuous, and stochastic models of protein sorting in the Golgi apparatus

PubMed Central

Gong, Haijun; Guo, Yusong; Linstedt, Adam

2017-01-01

The Golgi apparatus plays a central role in processing and sorting proteins and lipids in eukaryotic cells. Golgi compartments constantly exchange material with each other and with other cellular components, allowing them to maintain and reform distinct identities despite dramatic changes in structure and size during cell division, development, and osmotic stress. We have developed three minimal models of membrane and protein exchange in the Golgi—a discrete, stochastic model, a continuous ordinary differential equation model, and a continuous stochastic differential equation model—each based on two fundamental mechanisms: vesicle-coat-mediated selective concentration of cargoes and soluble N-ethylmaleimide-sensitive factor attachment protein receptor SNARE proteins during vesicle formation and SNARE-mediated selective fusion of vesicles. By exploring where the models differ, we hope to discover whether the discrete, stochastic nature of vesicle-mediated transport is likely to have appreciable functional consequences for the Golgi. All three models show similar ability to restore and maintain distinct identities over broad parameter ranges. They diverge, however, in conditions corresponding to collapse and reassembly of the Golgi. The results suggest that a continuum model provides a good description of Golgi maintenance but that considering the discrete nature of vesicle-based traffic is important to understanding assembly and disassembly of the Golgi. Experimental analysis validates a prediction of the models that altering guanine nucleotide exchange factor expression levels will modulate Golgi size. PMID:20365406

Computation techniques and computer programs to analyze Stirling cycle engines using characteristic dynamic energy equations

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

The basic equations that are used to describe the physical phenomena in a Stirling cycle engine are the general energy equations and equations for the conservation of mass and conversion of momentum. These equations, together with the equation of state, an analytical expression for the gas velocity, and an equation for mesh temperature are used in this computer study of Stirling cycle characteristics. The partial differential equations describing the physical phenomena that occurs in a Stirling cycle engine are of the hyperbolic type. The hyperbolic equations have real characteristic lines. By utilizing appropriate points along these curved lines the partial differential equations can be reduced to ordinary differential equations. These equations are solved numerically using a fourth-fifth order Runge-Kutta integration technique.

Quaternion Regularization of the Equations of the Perturbed Spatial Restricted Three-Body Problem: I

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2017-11-01

We develop a quaternion method for regularizing the differential equations of the perturbed spatial restricted three-body problem by using the Kustaanheimo-Stiefel variables, which is methodologically closely related to the quaternion method for regularizing the differential equations of perturbed spatial two-body problem, which was proposed by the author of the present paper. A survey of papers related to the regularization of the differential equations of the two- and threebody problems is given. The original Newtonian equations of perturbed spatial restricted three-body problem are considered, and the problem of their regularization is posed; the energy relations and the differential equations describing the variations in the energies of the system in the perturbed spatial restricted three-body problem are given, as well as the first integrals of the differential equations of the unperturbed spatial restricted circular three-body problem (Jacobi integrals); the equations of perturbed spatial restricted three-body problem written in terms of rotating coordinate systems whose angular motion is described by the rotation quaternions (Euler (Rodrigues-Hamilton) parameters) are considered; and the differential equations for angular momenta in the restricted three-body problem are given. Local regular quaternion differential equations of perturbed spatial restricted three-body problem in the Kustaanheimo-Stiefel variables, i.e., equations regular in a neighborhood of the first and second body of finite mass, are obtained. The equations are systems of nonlinear nonstationary eleventhorder differential equations. These equations employ, as additional dependent variables, the energy characteristics of motion of the body under study (a body of a negligibly small mass) and the time whose derivative with respect to a new independent variable is equal to the distance from the body of negligibly small mass to the first or second body of finite mass. The equations obtained in the paper permit developing regular methods for determining solutions, in analytical or numerical form, of problems difficult for classicalmethods, such as the motion of a body of negligibly small mass in a neighborhood of the other two bodies of finite masses.

Quantum mechanical streamlines. I - Square potential barrier

NASA Technical Reports Server (NTRS)

Hirschfelder, J. O.; Christoph, A. C.; Palke, W. E.

1974-01-01

Exact numerical calculations are made for scattering of quantum mechanical particles hitting a square two-dimensional potential barrier (an exact analog of the Goos-Haenchen optical experiments). Quantum mechanical streamlines are plotted and found to be smooth and continuous, to have continuous first derivatives even through the classical forbidden region, and to form quantized vortices around each of the nodal points. A comparison is made between the present numerical calculations and the stationary wave approximation, and good agreement is found between both the Goos-Haenchen shifts and the reflection coefficients. The time-independent Schroedinger equation for real wavefunctions is reduced to solving a nonlinear first-order partial differential equation, leading to a generalization of the Prager-Hirschfelder perturbation scheme. Implications of the hydrodynamical formulation of quantum mechanics are discussed, and cases are cited where quantum and classical mechanical motions are identical.

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

On differential operators generating iterative systems of linear ODEs of maximal symmetry algebra

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2017-06-01

Although every iterative scalar linear ordinary differential equation is of maximal symmetry algebra, the situation is different and far more complex for systems of linear ordinary differential equations, and an iterative system of linear equations need not be of maximal symmetry algebra. We illustrate these facts by examples and derive families of vector differential operators whose iterations are all linear systems of equations of maximal symmetry algebra. Some consequences of these results are also discussed.

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.

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R.

1985-01-01

The existence of Chandrasekhar equations for linear time-invariant systems defined on Hilbert spaces is investigated. An important consequence is that the solution to the evolutional Riccati equation is strongly differentiable in time, and that a strong solution of the Riccati differential equation can be defined. A discussion of the linear-quadratic optimal-control problem for hereditary differential systems is also included.

Outcomes of a service teaching module on ODEs for physics students

NASA Astrophysics Data System (ADS)

Hyland, Diarmaid; van Kampen, Paul; Nolan, Brien C.

2018-07-01

This paper reports on the first part of a multiphase research project that seeks to identify and address the difficulties encountered by physics students when studying differential equations. Differential equations are used extensively by undergraduate physics students, particularly in the advanced modules of their degree. It is, therefore, necessary that students develop conceptual understanding of differential equations in addition to procedural skills. We have investigated the difficulties encountered by third-year students at Dublin City University in an introductory differential equations module. We developed a survey to identify these difficulties and administered it to students who had recently completed the module. We found that students' mathematical ability in relation to procedural competence is an issue in their study of differential equations, but not as severe an issue as their conceptual understanding. Mathematical competence alone is insufficient if we expect our students to be able to recognize the need for differential equations in a physical context and to be able to set up, solve and interpret the solutions of such equations. We discuss the implications of these results for the next stages of the research project.

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

NASA Astrophysics Data System (ADS)

Ding, Xiao-Li; Nieto, Juan J.

2017-11-01

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

Non Lyapunov stability of the constant spatially developing 1-D gas flow in presence of solutions having strictly positive exponential growth rate

NASA Astrophysics Data System (ADS)

Balint, Stefan; Balint, Agneta M.

2017-01-01

Different types of stabilities (global, local) and instabilities (global absolute, local convective) of the constant spatially developing 1-D gas flow are analyzed in the phase space of continuously differentiable functions, endowed with the usual algebraic operations and the topology generated by the uniform convergence on the real axis. For this purpose the Euler equations linearized at the constant flow are used. The Lyapunov stability analysis was presented in [1] and this paper is a continuation of [1].

A stage structure pest management model with impulsive state feedback control

NASA Astrophysics Data System (ADS)

Pang, Guoping; Chen, Lansun; Xu, Weijian; Fu, Gang

2015-06-01

A stage structure pest management model with impulsive state feedback control is investigated. We get the sufficient condition for the existence of the order-1 periodic solution by differential equation geometry theory and successor function. Further, we obtain a new judgement method for the stability of the order-1 periodic solution of the semi-continuous systems by referencing the stability analysis for limit cycles of continuous systems, which is different from the previous method of analog of Poincarè criterion. Finally, we analyze numerically the theoretical results obtained.

Continuous system modeling

NASA Technical Reports Server (NTRS)

Cellier, Francois E.

1991-01-01

A comprehensive and systematic introduction is presented for the concepts associated with 'modeling', involving the transition from a physical system down to an abstract description of that system in the form of a set of differential and/or difference equations, and basing its treatment of modeling on the mathematics of dynamical systems. Attention is given to the principles of passive electrical circuit modeling, planar mechanical systems modeling, hierarchical modular modeling of continuous systems, and bond-graph modeling. Also discussed are modeling in equilibrium thermodynamics, population dynamics, and system dynamics, inductive reasoning, artificial neural networks, and automated model synthesis.

The method of Ritz applied to the equation of Hamilton. [for pendulum systems

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.

Explicit expressions for meromorphic solutions of autonomous nonlinear ordinary differential equations

NASA Astrophysics Data System (ADS)

Demina, Maria V.; Kudryashov, Nikolay A.

2011-03-01

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

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 concept is usually understood today, is that interface nodes are shared by two or more subdomains of the coarse-mesh and, therefore, even non-overlapping DDMs are actually overlapping when seen from the perspective of the nodes used in the discretization. In this talk we present and discuss a discretization method in which the nodes used are non-overlapping, in the sense that each one of them belongs to one and only one subdomain of the coarse-mesh.

Semismooth Newton method for gradient constrained minimization problem

NASA Astrophysics Data System (ADS)

Anyyeva, Serbiniyaz; Kunisch, Karl

2012-08-01

In this paper we treat a gradient constrained minimization problem, particular case of which is the elasto-plastic torsion problem. In order to get the numerical approximation to the solution we have developed an algorithm in an infinite dimensional space framework using the concept of the generalized (Newton) differentiation. Regularization was done in order to approximate the problem with the unconstrained minimization problem and to make the pointwise maximum function Newton differentiable. Using semismooth Newton method, continuation method was developed in function space. For the numerical implementation the variational equations at Newton steps are discretized using finite elements method.

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

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

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

DOE PAGES

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris; ...

2018-04-23

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

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

PubMed

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

2018-06-01

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

Differential geometry based solvation model I: Eulerian formulation

NASA Astrophysics Data System (ADS)

Chen, Zhan; Baker, Nathan A.; Wei, G. W.

2010-11-01

This paper presents a differential geometry based model for the analysis and computation of the equilibrium property of solvation. Differential geometry theory of surfaces is utilized to define and construct smooth interfaces with good stability and differentiability for use in characterizing the solvent-solute boundaries and in generating continuous dielectric functions across the computational domain. A total free energy functional is constructed to couple polar and nonpolar contributions to the solvation process. Geometric measure theory is employed to rigorously convert a Lagrangian formulation of the surface energy into an Eulerian formulation so as to bring all energy terms into an equal footing. By optimizing the total free energy functional, we derive coupled generalized Poisson-Boltzmann equation (GPBE) and generalized geometric flow equation (GGFE) for the electrostatic potential and the construction of realistic solvent-solute boundaries, respectively. By solving the coupled GPBE and GGFE, we obtain the electrostatic potential, the solvent-solute boundary profile, and the smooth dielectric function, and thereby improve the accuracy and stability of implicit solvation calculations. We also design efficient second-order numerical schemes for the solution of the GPBE and GGFE. Matrix resulted from the discretization of the GPBE is accelerated with appropriate preconditioners. An alternative direct implicit (ADI) scheme is designed to improve the stability of solving the GGFE. Two iterative approaches are designed to solve the coupled system of nonlinear partial differential equations. Extensive numerical experiments are designed to validate the present theoretical model, test computational methods, and optimize numerical algorithms. Example solvation analysis of both small compounds and proteins are carried out to further demonstrate the accuracy, stability, efficiency and robustness of the present new model and numerical approaches. Comparison is given to both experimental and theoretical results in the literature.

Differential geometry based solvation model I: Eulerian formulation

PubMed Central

Chen, Zhan; Baker, Nathan A.; Wei, G. W.

2010-01-01

This paper presents a differential geometry based model for the analysis and computation of the equilibrium property of solvation. Differential geometry theory of surfaces is utilized to define and construct smooth interfaces with good stability and differentiability for use in characterizing the solvent-solute boundaries and in generating continuous dielectric functions across the computational domain. A total free energy functional is constructed to couple polar and nonpolar contributions to the salvation process. Geometric measure theory is employed to rigorously convert a Lagrangian formulation of the surface energy into an Eulerian formulation so as to bring all energy terms into an equal footing. By minimizing the total free energy functional, we derive coupled generalized Poisson-Boltzmann equation (GPBE) and generalized geometric flow equation (GGFE) for the electrostatic potential and the construction of realistic solvent-solute boundaries, respectively. By solving the coupled GPBE and GGFE, we obtain the electrostatic potential, the solvent-solute boundary profile, and the smooth dielectric function, and thereby improve the accuracy and stability of implicit solvation calculations. We also design efficient second order numerical schemes for the solution of the GPBE and GGFE. Matrix resulted from the discretization of the GPBE is accelerated with appropriate preconditioners. An alternative direct implicit (ADI) scheme is designed to improve the stability of solving the GGFE. Two iterative approaches are designed to solve the coupled system of nonlinear partial differential equations. Extensive numerical experiments are designed to validate the present theoretical model, test computational methods, and optimize numerical algorithms. Example solvation analysis of both small compounds and proteins are carried out to further demonstrate the accuracy, stability, efficiency and robustness of the present new model and numerical approaches. Comparison is given to both experimental and theoretical results in the literature. PMID:20938489

Modified equations of finite-size layered plates made of orthotropic material. Comparison of the results of numerical calculations with analytical solutions

NASA Astrophysics Data System (ADS)

Volchkov, Yu. M.

2017-09-01

This paper describes the modified bending equations of layered orthotropic plates in the first approximation. The approximation of the solution of the equation of the three-dimensional theory of elasticity by the Legendre polynomial segments is used to obtain differential equations of the elastic layer. For the approximation of equilibrium equations and boundary conditions of three-dimensional theory of elasticity, several approximations of each desired function (stresses and displacements) are used. The stresses at the internal points of the plate are determined from the defining equations for the orthotropic material, averaged with respect to the plate thickness. The construction of the bending equations of layered plates for each layer is carried out with the help of the elastic layer equations and the conjugation conditions on the boundaries between layers, which are conditions for the continuity of normal stresses and displacements. The numerical solution of the problem of bending of the rectangular layered plate obtained with the help of modified equations is compared with an analytical solution. It is determined that the maximum error in determining the stresses does not exceed 3 %.

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

NASA Astrophysics Data System (ADS)

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

2009-08-01

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

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.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in time and one can define a strong solution of the Riccati differential equation. A detailed discussion on the linear quadratic optimal control problem for hereditary differential systems is also included.

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Continual approach at T=0 in the mean field theory of incommensurate magnetic states in the frustrated Heisenberg ferromagnet with an easy axis anisotropy

NASA Astrophysics Data System (ADS)

Martynov, S. N.; Tugarinov, V. I.; Martynov, A. S.

2017-10-01

The algorithm of approximate solution was developed for the differential equation describing the anharmonical change of the spin orientation angle in the model of ferromagnet with the exchange competition between nearest and next nearest magnetic neighbors and the easy axis exchange anisotropy. The equation was obtained from the collinearity constraint on the discrete lattice. In the low anharmonicity approximation the equation is resulted to an autonomous form and is integrated in quadratures. The obvious dependence of the angle velocity and second derivative of angle from angle and initial condition was derived by expanding the first integral of the equation in the Taylor series in vicinity of initial condition. The ground state of the soliton solutions was calculated by a numerical minimization of the energy integral. The evaluation of the used approximation was made for a triple point of the phase diagram.

Large eddy simulation of incompressible turbulent channel flow

NASA Technical Reports Server (NTRS)

Moin, P.; Reynolds, W. C.; Ferziger, J. H.

1978-01-01

The three-dimensional, time-dependent primitive equations of motion were numerically integrated for the case of turbulent channel flow. A partially implicit numerical method was developed. An important feature of this scheme is that the equation of continuity is solved directly. The residual field motions were simulated through an eddy viscosity model, while the large-scale field was obtained directly from the solution of the governing equations. An important portion of the initial velocity field was obtained from the solution of the linearized Navier-Stokes equations. The pseudospectral method was used for numerical differentiation in the horizontal directions, and second-order finite-difference schemes were used in the direction normal to the walls. The large eddy simulation technique is capable of reproducing some of the important features of wall-bounded turbulent flows. The resolvable portions of the root-mean square wall pressure fluctuations, pressure velocity-gradient correlations, and velocity pressure-gradient correlations are documented.

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

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

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

NASA Astrophysics Data System (ADS)

Singla, Komal; Gupta, R. K.

2017-06-01

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

Structure of Lie point and variational symmetry algebras for a class of odes

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2018-04-01

It is known for scalar ordinary differential equations, and for systems of ordinary differential equations of order not higher than the third, that their Lie point symmetry algebras is of maximal dimension if and only if they can be reduced by a point transformation to the trivial equation y(n)=0. For arbitrary systems of ordinary differential equations of order n ≥ 3 reducible by point transformations to the trivial equation, we determine the complete structure of their Lie point symmetry algebras as well as that for their variational, and their divergence symmetry algebras. As a corollary, we obtain the maximal dimension of the Lie point symmetry algebra for any system of linear or nonlinear ordinary differential equations.

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

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

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

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.

Lie algebras and linear differential equations.

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Rahimi, A.

1972-01-01

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

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

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

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

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

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

PubMed

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

2010-10-01

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

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

NASA Astrophysics Data System (ADS)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

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

Symmetry investigations on the incompressible stationary axisymmetric Euler equations with swirl

NASA Astrophysics Data System (ADS)

Frewer, M.; Oberlack, M.; Guenther, S.

2007-08-01

We discuss the incompressible stationary axisymmetric Euler equations with swirl, for which we derive via a scalar stream function an equivalent representation, the Bragg-Hawthorne equation [Bragg, S.L., Hawthorne, W.R., 1950. Some exact solutions of the flow through annular cascade actuator discs. J. Aero. Sci. 17, 243]. Despite this obvious equivalence, we will show that under a local Lie point symmetry analysis the Bragg-Hawthorne equation exposes itself as not being fully equivalent to the original Euler equations. This is reflected in the way that it possesses additional symmetries not being admitted by its counterpart. In other words, a symmetry of the Bragg-Hawthorne equation is in general not a symmetry of the Euler equations. Not the differential Euler equations but rather a set of integro-differential equations attains full equivalence to the Bragg-Hawthorne equation. For these intermediate Euler equations, it is interesting to note that local symmetries of the Bragg-Hawthorne equation transform to local as well as to nonlocal symmetries. This behaviour, on the one hand, is in accordance with Zawistowski's result [Zawistowski, Z.J., 2001. Symmetries of integro-differential equations. Rep. Math. Phys. 48, 269; Zawistowski, Z.J., 2004. General criterion of invariance for integro-differential equations. Rep. Math. Phys. 54, 341] that it is possible for integro-differential equations to admit local Lie point symmetries. On the other hand, with this transformation process we collect symmetries which cannot be obtained when carrying out a usual local Lie point symmetry analysis. Finally, the symmetry classification of the Bragg-Hawthorne equation is used to find analytical solutions for the phenomenon of vortex breakdown.

Working With the Wave Equation in Aeroacoustics: The Pleasures of Generalized Functions

NASA Technical Reports Server (NTRS)

Farassat, F.; Brentner, Kenneth S.; Dunn, mark H.

2007-01-01

The theme of this paper is the applications of generalized function (GF) theory to the wave equation in aeroacoustics. We start with a tutorial on GFs with particular emphasis on viewing functions as continuous linear functionals. We next define operations on GFs. The operation of interest to us in this paper is generalized differentiation. We give many applications of generalized differentiation, particularly for the wave equation. We discuss the use of GFs in finding Green s function and some subtleties that only GF theory can clarify without ambiguities. We show how the knowledge of the Green s function of an operator L in a given domain D can allow us to solve a whole range of problems with operator L for domains situated within D by the imbedding method. We will show how we can use the imbedding method to find the Kirchhoff formulas for stationary and moving surfaces with ease and elegance without the use of the four-dimensional Green s theorem, which is commonly done. Other subjects covered are why the derivatives in conservation laws should be viewed as generalized derivatives and what are the consequences of doing this. In particular we show how we can imbed a problem in a larger domain for the identical differential equation for which the Green s function is known. The primary purpose of this paper is to convince the readers that GF theory is absolutely essential in aeroacoustics because of its powerful operational properties. Furthermore, learning the subject and using it can be fun.

Multi-scale modeling of the CD8 immune response

NASA Astrophysics Data System (ADS)

Barbarroux, Loic; Michel, Philippe; Adimy, Mostafa; Crauste, Fabien

2016-06-01

During the primary CD8 T-Cell immune response to an intracellular pathogen, CD8 T-Cells undergo exponential proliferation and continuous differentiation, acquiring cytotoxic capabilities to address the infection and memorize the corresponding antigen. After cleaning the organism, the only CD8 T-Cells left are antigen-specific memory cells whose role is to respond stronger and faster in case they are presented this very same antigen again. That is how vaccines work: a small quantity of a weakened pathogen is introduced in the organism to trigger the primary response, generating corresponding memory cells in the process, giving the organism a way to defend himself in case it encounters the same pathogen again. To investigate this process, we propose a non linear, multi-scale mathematical model of the CD8 T-Cells immune response due to vaccination using a maturity structured partial differential equation. At the intracellular scale, the level of expression of key proteins is modeled by a delay differential equation system, which gives the speeds of maturation for each cell. The population of cells is modeled by a maturity structured equation whose speeds are given by the intracellular model. We focus here on building the model, as well as its asymptotic study. Finally, we display numerical simulations showing the model can reproduce the biological dynamics of the cell population for both the primary response and the secondary responses.

Multi-scale modeling of the CD8 immune response

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

Barbarroux, Loic, E-mail: loic.barbarroux@doctorant.ec-lyon.fr; Ecole Centrale de Lyon, 36 avenue Guy de Collongue, 69134 Ecully; Michel, Philippe, E-mail: philippe.michel@ec-lyon.fr

During the primary CD8 T-Cell immune response to an intracellular pathogen, CD8 T-Cells undergo exponential proliferation and continuous differentiation, acquiring cytotoxic capabilities to address the infection and memorize the corresponding antigen. After cleaning the organism, the only CD8 T-Cells left are antigen-specific memory cells whose role is to respond stronger and faster in case they are presented this very same antigen again. That is how vaccines work: a small quantity of a weakened pathogen is introduced in the organism to trigger the primary response, generating corresponding memory cells in the process, giving the organism a way to defend himself inmore » case it encounters the same pathogen again. To investigate this process, we propose a non linear, multi-scale mathematical model of the CD8 T-Cells immune response due to vaccination using a maturity structured partial differential equation. At the intracellular scale, the level of expression of key proteins is modeled by a delay differential equation system, which gives the speeds of maturation for each cell. The population of cells is modeled by a maturity structured equation whose speeds are given by the intracellular model. We focus here on building the model, as well as its asymptotic study. Finally, we display numerical simulations showing the model can reproduce the biological dynamics of the cell population for both the primary response and the secondary responses.« less

Fragmentation Under the Scaling Symmetry and Turbulent Cascade with Intermittency

DTIC Science & Technology

2003-12-01

distribution. In Gorokhovski & Saveliev (2003), the fragmentation under the scaling symmetry has been reviewed as a continuous evolution process with... Saveliev (2003). Second, the paper shows a new application of the fragmentation theory under the scale invariance. This application concerns the tur...following integro-differential equation (see, for example, Gorokhovski & Saveliev (2003)): of T- = (1+ - 1W (2.1) f University of Rouen 198 M

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.

MACSYMA's symbolic ordinary differential equation solver

NASA Technical Reports Server (NTRS)

Golden, J. P.

1977-01-01

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

Undergraduate Students' Mental Operations in Systems of Differential Equations

ERIC Educational Resources Information Center

Whitehead, Karen; Rasmussen, Chris

2003-01-01

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

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…

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.

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.

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

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

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

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

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

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

On a `time' reparametrization in relativistic electrodynamics with travelling waves

NASA Astrophysics Data System (ADS)

Fiore, Gaetano

2018-01-01

We briefly report on our method [23] of simplifying the equations of motion of charged particles in an electromagnetic (EM) field that is the sum of a plane travelling wave and a static part; it is based on changes of the dependent variables and the independent one (light-like coordinate ξ instead of time t). We sketch its application to a few cases of extreme laser-induced accelerations, both in vacuum and in plane problems at the vacuum-plasma interface, where we are able to reduce the system of the (Lorentz-Maxwell and continuity) partial differential equations into a family of decoupled systems of Hamilton equations in 1 dimension. Since Fourier analysis plays no role, the method can be applied to all kind of travelling waves, ranging from almost monochromatic to socalled "impulses".

The solution of three-variable duct-flow equations

NASA Technical Reports Server (NTRS)

Stuart, A. R.; Hetherington, R.

1974-01-01

This paper establishes a numerical method for the solution of three-variable problems and is applied here to rotational flows through ducts of various cross sections. An iterative scheme is developed, the main feature of which is the addition of a duplicate variable to the forward component of velocity. Two forward components of velocity result from integrating two sets of first order ordinary differential equations for the streamline curvatures, in intersecting directions across the duct. Two pseudo-continuity equations are introduced with source/sink terms, whose strengths are dependent on the difference between the forward components of velocity. When convergence is obtained, the two forward components of velocity are identical, the source/sink terms are zero, and the original equations are satisfied. A computer program solves the exact equations and boundary conditions numerically. The method is economical and compares successfully with experiments on bent ducts of circular and rectangular cross section where secondary flows are caused by gradients of total pressure upstream.

Two-dimensional computer simulation of EMVJ and grating solar cells under AMO illumination

NASA Technical Reports Server (NTRS)

Gray, J. L.; Schwartz, R. J.

1984-01-01

A computer program, SCAP2D (Solar Cell Analysis Program in 2-Dimensions), is used to evaluate the Etched Multiple Vertical Junction (EMVJ) and grating solar cells. The aim is to demonstrate how SCAP2D can be used to evaluate cell designs. The cell designs studied are by no means optimal designs. The SCAP2D program solves the three coupled, nonlinear partial differential equations, Poisson's Equation and the hole and electron continuity equations, simultaneously in two-dimensions using finite differences to discretize the equations and Newton's Method to linearize them. The variables solved for are the electrostatic potential and the hole and electron concentrations. Each linear system of equations is solved directly by Gaussian Elimination. Convergence of the Newton Iteration is assumed when the largest correction to the electrostatic potential or hole or electron quasi-potential is less than some predetermined error. A typical problem involves 2000 nodes with a Jacobi matrix of order 6000 and a bandwidth of 243.

Final Report: Subcontract B623868 Algebraic Multigrid solvers for coupled PDE systems

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

Brannick, J.

The Pennsylvania State University (“Subcontractor”) continued to work on the design of algebraic multigrid solvers for coupled systems of partial differential equations (PDEs) arising in numerical modeling of various applications, with a main focus on solving the Dirac equation arising in Quantum Chromodynamics (QCD). The goal of the proposed work was to develop combined geometric and algebraic multilevel solvers that are robust and lend themselves to efficient implementation on massively parallel heterogeneous computers for these QCD systems. The research in these areas built on previous works, focusing on the following three topics: (1) the development of parallel full-multigrid (PFMG) andmore » non-Galerkin coarsening techniques in this frame work for solving the Wilson Dirac system; (2) the use of these same Wilson MG solvers for preconditioning the Overlap and Domain Wall formulations of the Dirac equation; and (3) the design and analysis of algebraic coarsening algorithms for coupled PDE systems including Stokes equation, Maxwell equation and linear elasticity.« less

[Development of New Mathematical Methodology in Air Traffic Control for the Analysis of Hybrid Systems

NASA Technical Reports Server (NTRS)

Hermann, Robert

1997-01-01

The aim of this research is to develop new mathematical methodology for the analysis of hybrid systems of the type involved in Air Traffic Control (ATC) problems. Two directions of investigation were initiated. The first used the methodology of nonlinear generalized functions, whose mathematical foundations were initiated by Colombeau and developed further by Oberguggenberger; it has been extended to apply to ordinary differential. Systems of the type encountered in control in joint work with the PI and M. Oberguggenberger. This involved a 'mixture' of 'continuous' and 'discrete' methodology. ATC clearly involves mixtures of two sorts of mathematical problems: (1) The 'continuous' dynamics of a standard control type described by ordinary differential equations (ODE) of the form: {dx/dt = f(x, u)} and (2) the discrete lattice dynamics involved of cellular automata. Most of the CA literature involves a discretization of a partial differential equation system of the type encountered in physics problems (e.g. fluid and gas problems). Both of these directions requires much thinking and new development of mathematical fundamentals before they may be utilized in the ATC work. Rather than consider CA as 'discretization' of PDE systems, I believe that the ATC applications will require a completely different and new mathematical methodology, a sort of discrete analogue of jet bundles and/or the sheaf-theoretic techniques to topologists. Here too, I have begun work on virtually 'virgin' mathematical ground (at least from an 'applied' point of view) which will require considerable preliminary work.

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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

DTIC Science & Technology

2015-07-09

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

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

PubMed

Korayem, M H; Nekoo, S R

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

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

Exact solutions for STO and (3+1)-dimensional KdV-ZK equations using (G‧/G2) -expansion method

NASA Astrophysics Data System (ADS)

Bibi, Sadaf; Mohyud-Din, Syed Tauseef; Ullah, Rahmat; Ahmed, Naveed; Khan, Umar

This article deals with finding some exact solutions of nonlinear fractional differential equations (NLFDEs) by applying a relatively new method known as (G‧/G2) -expansion method. Solutions of space-time fractional Sharma-Tasso-Olever (STO) equation of fractional order and (3+1)-dimensional KdV-Zakharov Kuznetsov (KdV-ZK) equation of fractional order are reckoned to demonstrate the validity of this method. The fractional derivative version of modified Riemann-Liouville, linked with Fractional complex transform is employed to transform fractional differential equations into the corresponding ordinary differential equations.

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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

Mean Field Games for Stochastic Growth with Relative Utility

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

Huang, Minyi, E-mail: mhuang@math.carleton.ca; Nguyen, Son Luu, E-mail: sonluu.nguyen@upr.edu

This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation errormore » estimate.« less

Numerical Modeling of Nonlinear Thermodynamics in SMA Wires

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

Reynolds, D R; Kloucek, P

We present a mathematical model describing the thermodynamic behavior of shape memory alloy wires, as well as a computational technique to solve the resulting system of partial differential equations. The model consists of conservation equations based on a new Helmholtz free energy potential. The computational technique introduces a viscosity-based continuation method, which allows the model to handle dynamic applications where the temporally local behavior of solutions is desired. Computational experiments document that this combination of modeling and solution techniques appropriately predicts the thermally- and stress-induced martensitic phase transitions, as well as the hysteretic behavior and production of latent heat associatedmore » with such materials.« less

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

Mathematics for Physics

NASA Astrophysics Data System (ADS)

Stone, Michael; Goldbart, Paul

2009-07-01

Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.

About the discrete-continuous nature of a hematopoiesis model for Chronic Myeloid Leukemia.

PubMed

Gaudiano, Marcos E; Lenaerts, Tom; Pacheco, Jorge M

2016-12-01

Blood of mammals is composed of a variety of cells suspended in a fluid medium known as plasma. Hematopoiesis is the biological process of birth, replication and differentiation of blood cells. Despite of being essentially a stochastic phenomenon followed by a huge number of discrete entities, blood formation has naturally an associated continuous dynamics, because the cellular populations can - on average - easily be described by (e.g.) differential equations. This deterministic dynamics by no means contemplates some important stochastic aspects related to abnormal hematopoiesis, that are especially significant for studying certain blood cancer deceases. For instance, by mere stochastic competition against the normal cells, leukemic cells sometimes do not reach the population thereshold needed to kill the organism. Of course, a pure discrete model able to follow the stochastic paths of billons of cells is computationally impossible. In order to avoid this difficulty, we seek a trade-off between the computationally feasible and the biologically realistic, deriving an equation able to size conveniently both the discrete and continuous parts of a model for hematopoiesis in terrestrial mammals, in the context of Chronic Myeloid Leukemia. Assuming the cancer is originated from a single stem cell inside of the bone marrow, we also deduce a theoretical formula for the probability of non-diagnosis as a function of the mammal average adult mass. In addition, this work cellular dynamics analysis may shed light on understanding Peto's paradox, which is shown here as an emergent property of the discrete-continuous nature of the system. Copyright © 2016 Elsevier Inc. All rights reserved.

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

DTIC Science & Technology

1981-11-01

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

Dynamics and Control of Constrained Multibody Systems modeled with Maggi's equation: Application to Differential Mobile Robots Part I

NASA Astrophysics Data System (ADS)

Amengonu, Yawo H.; Kakad, Yogendra P.

2014-07-01

Quasivelocity techniques such as Maggi's and Boltzmann-Hamel's equations eliminate Lagrange multipliers from the beginning as opposed to the Euler-Lagrange method where one has to solve for the n configuration variables and the multipliers as functions of time when there are m nonholonomic constraints. Maggi's equation produces n second-order differential equations of which (n-m) are derived using (n-m) independent quasivelocities and the time derivative of the m kinematic constraints which add the remaining m second order differential equations. This technique is applied to derive the dynamics of a differential mobile robot and a controller which takes into account these dynamics is developed.

The differential equation of an arbitrary reflecting surface

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

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…

Differential equations for loop integrals in Baikov representation

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Remarks on the Non-Linear Differential Equation the Second Derivative of Theta Plus A Sine Theta Equals 0.

ERIC Educational Resources Information Center

Fay, Temple H.; O'Neal, Elizabeth A.

1985-01-01

The authors draw together a variety of facts concerning a nonlinear differential equation and compare the exact solution with approximate solutions. Then they provide an expository introduction to the elliptic sine function suitable for presentation in undergraduate courses on differential equations. (MNS)

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…

Monograph - The Numerical Integration of Ordinary Differential Equations.

ERIC Educational Resources Information Center

Hull, T. E.

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

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…

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…

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.

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.

Application of the Green's function method for 2- and 3-dimensional steady transonic flows

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

A Time-Domain Green's function method for the nonlinear time-dependent three-dimensional aerodynamic potential equation is presented. The Green's theorem is being used to transform the partial differential equation into an integro-differential-delay equation. Finite-element and finite-difference methods are employed for the spatial and time discretizations to approximate the integral equation by a system of differential-delay equations. Solution may be obtained by solving for this nonlinear simultaneous system of equations in time. This paper discusses the application of the method to the Transonic Small Disturbance Equation and numerical results for lifting and nonlifting airfoils and wings in steady flows are presented.

The steady aerodynamics of aerofoils with porosity gradients.

PubMed

Hajian, Rozhin; Jaworski, Justin W

2017-09-01

This theoretical study determines the aerodynamic loads on an aerofoil with a prescribed porosity distribution in a steady incompressible flow. A Darcy porosity condition on the aerofoil surface furnishes a Fredholm integral equation for the pressure distribution, which is solved exactly and generally as a Riemann-Hilbert problem provided that the porosity distribution is Hölder-continuous. The Hölder condition includes as a subset any continuously differentiable porosity distributions that may be of practical interest. This formal restriction on the analysis is examined by a class of differentiable porosity distributions that approach a piecewise, discontinuous function in a certain parametric limit. The Hölder-continuous solution is verified in this limit against analytical results for partially porous aerofoils in the literature. Finally, a comparison made between the new theoretical predictions and experimental measurements of SD7003 aerofoils presented in the literature. Results from this analysis may be integrated into a theoretical framework to optimize turbulence noise suppression with minimal impact to aerodynamic performance.

The steady aerodynamics of aerofoils with porosity gradients

NASA Astrophysics Data System (ADS)

Hajian, Rozhin; Jaworski, Justin W.

2017-09-01

This theoretical study determines the aerodynamic loads on an aerofoil with a prescribed porosity distribution in a steady incompressible flow. A Darcy porosity condition on the aerofoil surface furnishes a Fredholm integral equation for the pressure distribution, which is solved exactly and generally as a Riemann-Hilbert problem provided that the porosity distribution is Hölder-continuous. The Hölder condition includes as a subset any continuously differentiable porosity distributions that may be of practical interest. This formal restriction on the analysis is examined by a class of differentiable porosity distributions that approach a piecewise, discontinuous function in a certain parametric limit. The Hölder-continuous solution is verified in this limit against analytical results for partially porous aerofoils in the literature. Finally, a comparison made between the new theoretical predictions and experimental measurements of SD7003 aerofoils presented in the literature. Results from this analysis may be integrated into a theoretical framework to optimize turbulence noise suppression with minimal impact to aerodynamic performance.

Direct modeling for computational fluid dynamics

NASA Astrophysics Data System (ADS)

Xu, Kun

2015-06-01

All fluid dynamic equations are valid under their modeling scales, such as the particle mean free path and mean collision time scale of the Boltzmann equation and the hydrodynamic scale of the Navier-Stokes (NS) equations. The current computational fluid dynamics (CFD) focuses on the numerical solution of partial differential equations (PDEs), and its aim is to get the accurate solution of these governing equations. Under such a CFD practice, it is hard to develop a unified scheme that covers flow physics from kinetic to hydrodynamic scales continuously because there is no such governing equation which could make a smooth transition from the Boltzmann to the NS modeling. The study of fluid dynamics needs to go beyond the traditional numerical partial differential equations. The emerging engineering applications, such as air-vehicle design for near-space flight and flow and heat transfer in micro-devices, do require further expansion of the concept of gas dynamics to a larger domain of physical reality, rather than the traditional distinguishable governing equations. At the current stage, the non-equilibrium flow physics has not yet been well explored or clearly understood due to the lack of appropriate tools. Unfortunately, under the current numerical PDE approach, it is hard to develop such a meaningful tool due to the absence of valid PDEs. In order to construct multiscale and multiphysics simulation methods similar to the modeling process of constructing the Boltzmann or the NS governing equations, the development of a numerical algorithm should be based on the first principle of physical modeling. In this paper, instead of following the traditional numerical PDE path, we introduce direct modeling as a principle for CFD algorithm development. Since all computations are conducted in a discretized space with limited cell resolution, the flow physics to be modeled has to be done in the mesh size and time step scales. Here, the CFD is more or less a direct construction of discrete numerical evolution equations, where the mesh size and time step will play dynamic roles in the modeling process. With the variation of the ratio between mesh size and local particle mean free path, the scheme will capture flow physics from the kinetic particle transport and collision to the hydrodynamic wave propagation. Based on the direct modeling, a continuous dynamics of flow motion will be captured in the unified gas-kinetic scheme. This scheme can be faithfully used to study the unexplored non-equilibrium flow physics in the transition regime.

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

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

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

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

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

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.

Numerical uncertainty in computational engineering and physics

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

Hemez, Francois M

2009-01-01

Obtaining a solution that approximates ordinary or partial differential equations on a computational mesh or grid does not necessarily mean that the solution is accurate or even 'correct'. Unfortunately assessing the quality of discrete solutions by questioning the role played by spatial and temporal discretizations generally comes as a distant third to test-analysis comparison and model calibration. This publication is contributed to raise awareness of the fact that discrete solutions introduce numerical uncertainty. This uncertainty may, in some cases, overwhelm in complexity and magnitude other sources of uncertainty that include experimental variability, parametric uncertainty and modeling assumptions. The concepts ofmore » consistency, convergence and truncation error are overviewed to explain the articulation between the exact solution of continuous equations, the solution of modified equations and discrete solutions computed by a code. The current state-of-the-practice of code and solution verification activities is discussed. An example in the discipline of hydro-dynamics illustrates the significant effect that meshing can have on the quality of code predictions. A simple method is proposed to derive bounds of solution uncertainty in cases where the exact solution of the continuous equations, or its modified equations, is unknown. It is argued that numerical uncertainty originating from mesh discretization should always be quantified and accounted for in the overall uncertainty 'budget' that supports decision-making for applications in computational physics and engineering.« less

Integrodifferential formulations of the continuous-time random walk for solute transport subject to bimolecular A +B →0 reactions: From micro- to mesoscopic

NASA Astrophysics Data System (ADS)

Hansen, Scott K.; Berkowitz, Brian

2015-03-01

We develop continuous-time random walk (CTRW) equations governing the transport of two species that annihilate when in proximity to one another. In comparison with catalytic or spontaneous transformation reactions that have been previously considered in concert with CTRW, both species have spatially variant concentrations that require consideration. We develop two distinct formulations. The first treats transport and reaction microscopically, potentially capturing behavior at sharp fronts, but at the cost of being strongly nonlinear. The second, mesoscopic, formulation relies on a separation-of-scales technique we develop to separate microscopic-scale reaction and upscaled transport. This simplifies the governing equations and allows treatment of more general reaction dynamics, but requires stronger smoothness assumptions of the solution. The mesoscopic formulation is easily tractable using an existing solution from the literature (we also provide an alternative derivation), and the generalized master equation (GME) for particles undergoing A +B →0 reactions is presented. We show that this GME simplifies, under appropriate circumstances, to both the GME for the unreactive CTRW and to the advection-dispersion-reaction equation. An additional major contribution of this work is on the numerical side: to corroborate our development, we develop an indirect particle-tracking-partial-integro-differential-equation (PIDE) hybrid verification technique which could be applicable widely in reactive anomalous transport. Numerical simulations support the mesoscopic analysis.

A new flux-conserving numerical scheme for the steady, incompressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Scott, James R.

1994-01-01

This paper is concerned with the continued development of a new numerical method, the space-time solution element (STS) method, for solving conservation laws. The present work focuses on the two-dimensional, steady, incompressible Navier-Stokes equations. Using first an integral approach, and then a differential approach, the discrete flux conservation equations presented in a recent paper are rederived. Here a simpler method for determining the flux expressions at cell interfaces is given; a systematic and rigorous derivation of the conditions used to simulate the differential form of the governing conservation law(s) is provided; necessary and sufficient conditions for a discrete approximation to satisfy a conservation law in E2 are derived; and an estimate of the local truncation error is given. A specific scheme is then constructed for the solution of the thin airfoil boundary layer problem. Numerical results are presented which demonstrate the ability of the scheme to accurately resolve the developing boundary layer and wake regions using grids which are much coarser than those employed by other numerical methods. It is shown that ten cells in the cross-stream direction are sufficient to accurately resolve the developing airfoil boundary layer.

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

Choi, Cheong R.

The structural changes of kinetic Alfvén solitary waves (KASWs) due to higher-order terms are investigated. While the first-order differential equation for KASWs provides the dispersion relation for kinetic Alfvén waves, the second-order differential equation describes the structural changes of the solitary waves due to higher-order nonlinearity. The reductive perturbation method is used to obtain the second-order and third-order partial differential equations; then, Kodama and Taniuti's technique [J. Phys. Soc. Jpn. 45, 298 (1978)] is applied in order to remove the secularities in the third-order differential equations and derive a linear second-order inhomogeneous differential equation. The solution to this new second-ordermore » equation indicates that, as the amplitude increases, the hump-type Korteweg-de Vries solution is concentrated more around the center position of the soliton and that dip-type structures form near the two edges of the soliton. This result has a close relationship with the interpretation of the complex KASW structures observed in space with satellites.« less

Correcting the initialization of models with fractional derivatives via history-dependent conditions

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann-Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.

Non-autonomous equations with unpredictable solutions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2018-06-01

To make research of chaos more amenable to investigating differential and discrete equations, we introduce the concepts of an unpredictable function and sequence. The topology of uniform convergence on compact sets is applied to define unpredictable functions [1,2]. The unpredictable sequence is defined as a specific unpredictable function on the set of integers. The definitions are convenient to be verified as solutions of differential and discrete equations. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and uniqueness of the unpredictable solution for a delay differential equation are proved as well as for quasilinear discrete systems. As a corollary of the theorem, a similar assertion for a quasilinear ordinary differential equation is formulated. The results are demonstrated numerically, and an application to Hopfield neural networks is provided. In particular, Poincaré chaos near periodic orbits is observed. The completed research contributes to the theory of chaos as well as to the theory of differential and discrete equations, considering unpredictable solutions.

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

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

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.

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.

C1-Continuous relative permeability and hybrid upwind discretization of three phase flow in porous media

NASA Astrophysics Data System (ADS)

Lee, S. H.; Efendiev, Y.

2016-10-01

Three-phase flow in a reservoir model has been a major challenge in simulation studies due to slowly convergent iterations in Newton solution of nonlinear transport equations. In this paper, we examine the numerical characteristics of three-phase flow and propose a consistent, "C1-continuous discretization" (to be clarified later) of transport equations that ensures a convergent solution in finite difference approximation. First, we examine three-phase relative permeabilities that are critical in solving nonlinear transport equations. Three-phase relative permeabilities are difficult to measure in the laboratory, and they are often correlated with two-phase relative permeabilities (e.g., oil-gas and water-oil systems). Numerical convergence of non-linear transport equations entails that three-phase relative permeability correlations are a monotonically increasing function of the phase saturation and the consistency conditions of phase transitions are satisfied. The Modified Stone's Method II and the Linear Interpolation Method for three-phase relative permeability are closely examined for their mathematical properties. We show that the Linear Interpolation Method yields C1-continuous three-phase relative permeabilities for smooth solutions if the two phase relative permeabilities are monotonic and continuously differentiable. In the second part of the paper, we extend a Hybrid-Upwinding (HU) method of two-phase flow (Lee, Efendiev and Tchelepi, ADWR 82 (2015) 27-38) to three phase flow. In the HU method, the phase flux is divided into two parts based on the driving forces (in general, it can be divided into several parts): viscous and buoyancy. The viscous-driven and buoyancy-driven fluxes are upwinded differently. Specifically, the viscous flux, which is always co-current, is upwinded based on the direction of the total velocity. The pure buoyancy-induced flux is shown to be only dependent on saturation distributions and counter-current. In three-phase flow, the buoyancy effect can be expressed as a sum of two buoyancy effects from two-phase flows, i.e., oil-water and oil-gas systems. We propose an upwind scheme for the buoyancy flux term from three-phase flow as a sum of two buoyancy terms from two-phase flows. The upwind direction of the buoyancy flux in two phase flow is always fixed such that the heavier fluid goes downward and the lighter fluid goes upward. It is shown that the Implicit Hybrid-Upwinding (IHU) scheme for three-phase flow is locally conservative and produces physically-consistent numerical solutions. As in two phase flow, the primary advantage of the IHU scheme is that the flux of a fluid phase remains continuous and differentiable as the flow regime changes between co-current and counter-current conditions as a function of time, or (Newton) iterations. This is in contrast to the standard phase-potential-based upwinding scheme, in which the overall fractional-flow (flux) function is non-differentiable across the transition between co-current and counter-current flows.

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.

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.

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…

Factors Affecting Differential Equation Problem Solving Ability of Students at Pre-University Level: A Conceptual Model

ERIC Educational Resources Information Center

Aisha, Bibi; Zamri, Sharifa NorulAkmar Syed; Abdallah, Nabeel; Abedalaziz, Mohammad; Ahmad, Mushtaq; Satti, Umbreen

2017-01-01

In this study, different factors affecting students' differential equations (DEs) solving abilities were explored at pre university level. To explore main factors affecting students' differential equations problem solving ability, articles for a 19-year period, from 1996 to 2015, were critically reviewed and analyzed. It was revealed that…

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…

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.

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.

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

NASA Astrophysics Data System (ADS)

Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.

2013-09-01

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.

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

PubMed

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

2013-03-25

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

An Interpolation Approach to Optimal Trajectory Planning for Helicopter Unmanned Aerial Vehicles

DTIC Science & Technology

2012-06-01

Armament Data Line DOF Degree of Freedom PS Pseudospectral LGL Legendre -Gauss-Lobatto quadrature nodes ODE Ordinary Differential Equation xiv...low order polynomials patched together in such away so that the resulting trajectory has several continuous derivatives at all points. In [7], Murray...claims that splines are ideal for optimal control problems because each segment of the spline’s piecewise polynomials approximate the trajectory

Final Report for Dynamic Models for Causal Analysis of Panel Data. Models for Change in Quantitative Variables, Part II Scholastic Models. Part II, Chapter 4.

ERIC Educational Resources Information Center

Hannan, Michael T.

This document is part of a series of chapters described in SO 011 759. Stochastic models for the sociological analysis of change and the change process in quantitative variables are presented. The author lays groundwork for the statistical treatment of simple stochastic differential equations (SDEs) and discusses some of the continuities of…

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Robotic reactions: delay-induced patterns in autonomous vehicle systems.

PubMed

Orosz, Gábor; Moehlis, Jeff; Bullo, Francesco

2010-02-01

Fundamental design principles are presented for vehicle systems governed by autonomous cruise control devices. By analyzing the corresponding delay differential equations, it is shown that for any car-following model short-wavelength oscillations can appear due to robotic reaction times, and that there are tradeoffs between the time delay and the control gains. The analytical findings are demonstrated on an optimal velocity model using numerical continuation and numerical simulation.

Robotic reactions: Delay-induced patterns in autonomous vehicle systems

NASA Astrophysics Data System (ADS)

Orosz, Gábor; Moehlis, Jeff; Bullo, Francesco

2010-02-01

Fundamental design principles are presented for vehicle systems governed by autonomous cruise control devices. By analyzing the corresponding delay differential equations, it is shown that for any car-following model short-wavelength oscillations can appear due to robotic reaction times, and that there are tradeoffs between the time delay and the control gains. The analytical findings are demonstrated on an optimal velocity model using numerical continuation and numerical simulation.

Theory of biaxial graded-index optical fiber. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kawalko, Stephen F.

1990-01-01

A biaxial graded-index fiber with a homogeneous cladding is studied. Two methods, wave equation and matrix differential equation, of formulating the problem and their respective solutions are discussed. For the wave equation formulation of the problem it is shown that for the case of a diagonal permittivity tensor the longitudinal electric and magnetic fields satisfy a pair of coupled second-order differential equations. Also, a generalized dispersion relation is derived in terms of the solutions for the longitudinal electric and magnetic fields. For the case of a step-index fiber, either isotropic or uniaxial, these differential equations can be solved exactly in terms of Bessel functions. For the cases of an istropic graded-index and a uniaxial graded-index fiber, a solution using the Wentzel, Krammers and Brillouin (WKB) approximation technique is shown. Results for some particular permittivity profiles are presented. Also the WKB solutions is compared with the vector solution found by Kurtz and Streifer. For the matrix formulation it is shown that the tangential components of the electric and magnetic fields satisfy a system of four first-order differential equations which can be conveniently written in matrix form. For the special case of meridional modes, the system of equations splits into two systems of two equations. A general iterative technique, asymptotic partitioning of systems of equations, for solving systems of differential equations is presented. As a simple example, Bessel's differential equation is written in matrix form and is solved using this asymptotic technique. Low order solutions for particular examples of a biaxial and uniaxial graded-index fiber are presented. Finally numerical results obtained using the asymptotic technique are presented for particular examples of isotropic and uniaxial step-index fibers and isotropic, uniaxial and biaxial graded-index fibers.

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

PubMed

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

2009-06-01

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

Higher-order continuation for the determination of robot workspace boundaries

NASA Astrophysics Data System (ADS)

Hentz, Gauthier; Charpentier, Isabelle; Renaud, Pierre

2016-02-01

In the medical and surgical fields, robotics may be of great interest for safer and more accurate procedures. Space constraints for a robotic assistant are however strict. Therefore, roboticists study non-conventional mechanisms with advantageous size/workspace ratios. The determination of mechanism workspace, and primarily its boundaries, is thus of major importance. This Note builds on boundary equation definition, continuation and automatic differentiation to propose a general, accurate, fast and automated method for the determination of mechanism workspace. The method is illustrated with a planar RRR mechanism and a three-dimensional Orthoglide parallel mechanism.

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.

The Pendulum and the Calculus.

ERIC Educational Resources Information Center

Sworder, Steven C.

A pair of experiments, appropriate for the lower division fourth semester calculus or differential equations course, are presented. The second order differential equation representing the equation of motion of a simple pendulum is derived. The period of oscillation for a particular pendulum can be predicted from the solution to this equation. As a…

W-transform for exponential stability of second order delay differential equations without damping terms.

PubMed

Domoshnitsky, Alexander; Maghakyan, Abraham; Berezansky, Leonid

2017-01-01

In this paper a method for studying stability of the equation [Formula: see text] not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation [Formula: see text] is not exponentially stable, the delay equation can be exponentially stable.

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.

Similarity solutions of reaction–diffusion equation with space- and time-dependent diffusion and reaction terms

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

Ho, C.-L.; Lee, C.-C., E-mail: chieh.no27@gmail.com

2016-01-15

We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

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

High speed flow past wings

NASA Technical Reports Server (NTRS)

Norstrud, H.

1973-01-01

The analytical solution to the transonic small perturbation equation which describes steady compressible flow past finite wings at subsonic speeds can be expressed as a nonlinear integral equation with the perturbation velocity potential as the unknown function. This known formulation is substituted by a system of nonlinear algebraic equations to which various methods are applicable for its solution. Due to the presence of mathematical discontinuities in the flow solutions, however, a main computational difficulty was to ensure uniqueness of the solutions when local velocities on the wing exceeded the speed of sound. For continuous solutions this was achieved by embedding the algebraic system in an one-parameter operator homotopy in order to apply the method of parametric differentiation. The solution to the initial system of equations appears then as a solution to a Cauchy problem where the initial condition is related to the accompanying incompressible flow solution. In using this technique, however, a continuous dependence of the solution development on the initial data is lost when the solution reaches the minimum bifurcation point. A steepest descent iteration technique was therefore, added to the computational scheme for the calculation of discontinuous flow solutions. Results for purely subsonic flows and supersonic flows with and without compression shocks are given and compared with other available theoretical solutions.

Integrability and Linear Stability of Nonlinear Waves

NASA Astrophysics Data System (ADS)

Degasperis, Antonio; Lombardo, Sara; Sommacal, Matteo

2018-03-01

It is well known that the linear stability of solutions of 1+1 partial differential equations which are integrable can be very efficiently investigated by means of spectral methods. We present here a direct construction of the eigenmodes of the linearized equation which makes use only of the associated Lax pair with no reference to spectral data and boundary conditions. This local construction is given in the general N× N matrix scheme so as to be applicable to a large class of integrable equations, including the multicomponent nonlinear Schrödinger system and the multiwave resonant interaction system. The analytical and numerical computations involved in this general approach are detailed as an example for N=3 for the particular system of two coupled nonlinear Schrödinger equations in the defocusing, focusing and mixed regimes. The instabilities of the continuous wave solutions are fully discussed in the entire parameter space of their amplitudes and wave numbers. By defining and computing the spectrum in the complex plane of the spectral variable, the eigenfrequencies are explicitly expressed. According to their topological properties, the complete classification of these spectra in the parameter space is presented and graphically displayed. The continuous wave solutions are linearly unstable for a generic choice of the coupling constants.

Parallel Newton-Krylov-Schwarz algorithms for the transonic full potential equation

NASA Technical Reports Server (NTRS)

Cai, Xiao-Chuan; Gropp, William D.; Keyes, David E.; Melvin, Robin G.; Young, David P.

1996-01-01

We study parallel two-level overlapping Schwarz algorithms for solving nonlinear finite element problems, in particular, for the full potential equation of aerodynamics discretized in two dimensions with bilinear elements. The overall algorithm, Newton-Krylov-Schwarz (NKS), employs an inexact finite-difference Newton method and a Krylov space iterative method, with a two-level overlapping Schwarz method as a preconditioner. We demonstrate that NKS, combined with a density upwinding continuation strategy for problems with weak shocks, is robust and, economical for this class of mixed elliptic-hyperbolic nonlinear partial differential equations, with proper specification of several parameters. We study upwinding parameters, inner convergence tolerance, coarse grid density, subdomain overlap, and the level of fill-in in the incomplete factorization, and report their effect on numerical convergence rate, overall execution time, and parallel efficiency on a distributed-memory parallel computer.

Self-propulsion of a body with rigid surface and variable coefficient of lift in a perfect fluid

NASA Astrophysics Data System (ADS)

Ramodanov, Sergey M.; Tenenev, Valentin A.; Treschev, Dmitry V.

2012-11-01

We study the system of a 2D rigid body moving in an unbounded volume of incompressible, vortex-free perfect fluid which is at rest at infinity. The body is equipped with a gyrostat and a so-called Flettner rotor. Due to the latter the body is subject to a lifting force (Magnus effect). The rotational velocities of the gyrostat and the rotor are assumed to be known functions of time (control inputs). The equations of motion are presented in the form of the Kirchhoff equations. The integrals of motion are given in the case of piecewise continuous control. Using these integrals we obtain a (reduced) system of first-order differential equations on the configuration space. Then an optimal control problem for several types of the inputs is solved using genetic algorithms.

Symmetries of the Gas Dynamics Equations using the Differential Form Method

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

Ramsey, Scott D.; Baty, Roy S.

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

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE PAGES

Ramsey, Scott D.; Baty, Roy S.

2017-11-21

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

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

PubMed

Thandapani, Ethiraju; Kannan, Manju; Pinelas, Sandra

2016-01-01

In this paper, we present some sufficient conditions for the oscillation of all solutions of a second order forced impulsive delay differential equation with damping term. Three factors-impulse, delay and damping that affect the interval qualitative properties of solutions of equations are taken into account together. The results obtained in this paper extend and generalize some of the the known results for forced impulsive differential equations. An example is provided to illustrate the main result.

Newton to Einstein — dust to dust

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

Kopp, Michael; Uhlemann, Cora; Haugg, Thomas, E-mail: michael.kopp@physik.lmu.de, E-mail: cora.uhlemann@physik.lmu.de, E-mail: thomas.haugg@physik.lmu.de

We investigate the relation between the standard Newtonian equations for a pressureless fluid (dust) and the Einstein equations in a double expansion in small scales and small metric perturbations. We find that parts of the Einstein equations can be rewritten as a closed system of two coupled differential equations for the scalar and transverse vector metric perturbations in Poisson gauge. It is then shown that this system is equivalent to the Newtonian system of continuity and Euler equations. Brustein and Riotto (2011) conjectured the equivalence of these systems in the special case where vector perturbations were neglected. We show thatmore » this approach does not lead to the Euler equation but to a physically different one with large deviations already in the 1-loop power spectrum. We show that it is also possible to consistently set to zero the vector perturbations which strongly constrains the allowed initial conditions, in particular excluding Gaussian ones such that inclusion of vector perturbations is inevitable in the cosmological context. In addition we derive nonlinear equations for the gravitational slip and tensor perturbations, thereby extending Newtonian gravity of a dust fluid to account for nonlinear light propagation effects and dust-induced gravitational waves.« less

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

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.

Modeling Individual Damped Linear Oscillator Processes with Differential Equations: Using Surrogate Data Analysis to Estimate the Smoothing Parameter

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.

2008-01-01

Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…

Improving Teaching Quality and Problem Solving Ability through Contextual Teaching and Learning in Differential Equations: A Lesson Study Approach

ERIC Educational Resources Information Center

Khotimah, Rita Pramujiyanti; Masduki

2016-01-01

Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…

Differential geometry techniques for sets of nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Estabrook, Frank B.

1990-01-01

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

On the 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

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.

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

PubMed

Zhukovsky, K

2014-01-01

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

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

PubMed

Kepner, Gordon R

2014-08-27

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

A three operator split-step method covering a larger set of non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Zia, Haider

2017-06-01

This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.

On the solution of the generalized wave and generalized sine-Gordon equations

NASA Technical Reports Server (NTRS)

Ablowitz, M. J.; Beals, R.; Tenenblat, K.

1986-01-01

The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.

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.

A novel method to measure regional muscle blood flow continuously using NIRS kinetics information

PubMed Central

Nioka, Shoko; Kime, Ryotaro; Sunar, Ulas; Im, Joohee; Izzetoglu, Meltem; Zhang, Jun; Alacam, Burak; Chance, Britton

2006-01-01

Background This article introduces a novel method to continuously monitor regional muscle blood flow by using Near Infrared Spectroscopy (NIRS). We demonstrate the feasibility of the new method in two ways: (1) by applying this new method of determining blood flow to experimental NIRS data during exercise and ischemia; and, (2) by simulating muscle oxygenation and blood flow values using these newly developed equations during recovery from exercise and ischemia. Methods Deoxy (Hb) and oxyhemoglobin (HbO2), located in the blood ofthe skeletal muscle, carry two internal relationships between blood flow and oxygen consumption. One is a mass transfer principle and the other describes a relationship between oxygen consumption and Hb kinetics in a two-compartment model. To monitor blood flow continuously, we transfer these two relationships into two equations and calculate the blood flow with the differential information of HbO2 and Hb. In addition, these equations are used to simulate the relationship between blood flow and reoxygenation kinetics after cuff ischemia and a light exercise. Nine healthy subjects volunteered for the cuff ischemia, light arm exercise and arm exercise with cuff ischemia for the experimental study. Results Analysis of experimental data of both cuff ischemia and light exercise using the new equations show greater blood flow (four to six times more than resting values) during recovery, agreeing with previous findings. Further, the simulation and experimental studies of cuff ischemia and light exercise agree with each other. Conclusion We demonstrate the accuracy of this new method by showing that the blood flow obtained from the method agrees with previous data as well as with simulated data. We conclude that this novel continuous blood flow monitoring method can provide blood flow information non-invasively with NIRS. PMID:16704736

Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation

NASA Astrophysics Data System (ADS)

Rui, Wenjuan; Zhang, Xiangzhi

2016-05-01

This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.

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.

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

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

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

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

Modelling with Difference Equations Supported by GeoGebra: Exploring the Kepler Problem

ERIC Educational Resources Information Center

Kovacs, Zoltan

2010-01-01

The use of difference and differential equations in the modelling is a topic usually studied by advanced students in mathematics. However difference and differential equations appear in the school curriculum in many direct or hidden ways. Difference equations first enter in the curriculum when studying arithmetic sequences. Moreover Newtonian…

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

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

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

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…

A model for origin of self-rotation in a protoplanetary cloud under action of exterior periodic force

NASA Astrophysics Data System (ADS)

Tkachova, P. P.; Krot, A. M.

2009-04-01

This work investigates condition for origin of increasing rotational disturbance in a gas-liquid protoplanetary cloud under action of a periodic force. The model (based on Reynolds equations [1]) describing self-organization of rotational disturbance of viscous gas-liquid substance into a protoplanetary cloud is proposed. The Reynolds equations as well as continuity equation in cylindrical frame of reference (r, e, z) as basis relations for this analytical model are used. The mean velocity is supposed to be equal to zero from the beginning action of an exterior periodic force. The Reynolds' tensor of turbulent strain of velocity disturbances in a becoming fluid flow is sought for (besides, z-component of velocity disturbance is supposed to be equal to zero). In assumption that z-components of turbulent strains are equal to zero, the (r, e)-turbulent strain components are found. After all considerations the Reynolds equations and continuity one (in the cylindrical coordinate system) are reduced to the system of two differential equations in partial derivatives relatively to (r, e)-cylindrical components of turbulent strain of velocity disturbance. A common solution of these two equations permits us to reduce this task to solution of one differential equation relatively to (r, e)-turbulent strain. This homogeneous differential equation is solved with usage of the variables separation method. As a result, a superposition of two cosine's and sine's waves gives us (r, e)-turbulent strain wave with an elliptic (or circular) polarization. Moreover, this paper shows that amplitude of cosine-wave as well as sine-wave is an increasing function as r**(n**2-2). This paper finds that oscillations are intensified with growing a frequency of becoming oscillations. The computational experiments based on STAR-CD package [2] confirm the main analytical statements of the proposed model for becoming self-rotation in a gas-liquid protoplanetary cloud. This work develops also the nonlinear analysis of an attractor describing hydrodynamic state of rotating flows based on the matrix decomposition [3]. This analysis permits to estimate the values of characteristic parameters (including control one) of the attractor and predict its evolution in time analogously to the stated in [4]. References: [1] Loytsyansky, L.G. Mechanics of Fluid and Gas, Nauka: Moscow, 1973 (in Russian). [2] Methodology for STAR-CD: Version 3.24. Computational Dynamics Limited, 2004. [3] Krot, A.M. Matrix decompositions of vector functions and shift operators on the trajectories of a nonlinear dynamical system, Nonlinear Phenomena in Complex Systems, vol.4, no. 2, pp.106-115, 2001. [4] Krot, A.M. and Tkachova, P.P. Investigation of geometrical shapes of hydrodynamic structures for identification of dynamical states of convective liquid, in: Lecture Notes in Computer Sciences, Berlin, Germany: Springer, Part 1, vol. 2667, pp. 398-406, 2003.

Spike solutions in Gierer#x2013;Meinhardt model with a time dependent anomaly exponent

NASA Astrophysics Data System (ADS)

Nec, Yana

2018-01-01

Experimental evidence of complex dispersion regimes in natural systems, where the growth of the mean square displacement in time cannot be characterised by a single power, has been accruing for the past two decades. In such processes the exponent γ(t) in ⟨r2⟩ ∼ tγ(t) at times might be approximated by a piecewise constant function, or it can be a continuous function. Variable order differential equations are an emerging mathematical tool with a strong potential to model these systems. However, variable order differential equations are not tractable by the classic differential equations theory. This contribution illustrates how a classic method can be adapted to gain insight into a system of this type. Herein a variable order Gierer-Meinhardt model is posed, a generic reaction- diffusion system of a chemical origin. With a fixed order this system possesses a solution in the form of a constellation of arbitrarily situated localised pulses, when the components' diffusivity ratio is asymptotically small. The pattern was shown to exist subject to multiple step-like transitions between normal diffusion and sub-diffusion, as well as between distinct sub-diffusive regimes. The analytical approximation obtained permits qualitative analysis of the impact thereof. Numerical solution for typical cross-over scenarios revealed such features as earlier equilibration and non-monotonic excursions before attainment of equilibrium. The method is general and allows for an approximate numerical solution with any reasonably behaved γ(t).

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.

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-04-08

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

Differential Equation Models for Sharp Threshold Dynamics

DTIC Science & Technology

2012-08-01

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

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…

Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

PubMed Central

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

2013-01-01

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

Discovery and Optimization of Low-Storage Runge-Kutta Methods

DTIC Science & Technology

2015-06-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

This paper reports a study of the nonlinear partial differential equation that arises in the local potential approximation to the Wetterich formulation of the functional renormalization group equation. A cut-off-dependent shift of the potential in this partial differential equation is performed. This shift allows a perturbative asymptotic treatment of the differential equation for large values of the infrared cut-off. To leading order in perturbation theory the differential equation becomes a heat equation, where the sign of the diffusion constant changes as the space-time dimension D passes through 2. When D  <  2, one obtains a forward heat equation whose initial-value problem is well-posed. However, for D  >  2 one obtains a backward heat equation whose initial-value problem is ill-posed. For the special case D  =  1 the asymptotic series for cubic and quartic models is extrapolated to the small infrared-cut-off limit by using Padé techniques. The effective potential thus obtained from the partial differential equation is then used in a Schrödinger-equation setting to study the stability of the ground state. For cubic potentials it is found that this Padé procedure distinguishes between a -symmetric theory and a conventional Hermitian theory (g real). For an theory the effective potential is nonsingular and has a stable ground state but for a conventional theory the effective potential is singular. For a conventional Hermitian theory and a -symmetric theory (g  >  0) the results are similar; the effective potentials in both cases are nonsingular and possess stable ground states.

Group foliation of finite difference equations

NASA Astrophysics Data System (ADS)

Thompson, Robert; Valiquette, Francis

2018-06-01

Using the theory of equivariant moving frames, a group foliation method for invariant finite difference equations is developed. This method is analogous to the group foliation of differential equations and uses the symmetry group of the equation to decompose the solution process into two steps, called resolving and reconstruction. Our constructions are performed algorithmically and symbolically by making use of discrete recurrence relations among joint invariants. Applications to invariant finite difference equations that approximate differential equations are given.

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

PubMed

Murase, Kenya

2016-01-01

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

Stochastic differential equations and turbulent dispersion

NASA Technical Reports Server (NTRS)

Durbin, P. A.

1983-01-01

Aspects of the theory of continuous stochastic processes that seem to contribute to an understanding of turbulent dispersion are introduced and the theory and philosophy of modelling turbulent transport is emphasized. Examples of eddy diffusion examined include shear dispersion, the surface layer, and channel flow. Modeling dispersion with finite-time scale is considered including the Langevin model for homogeneous turbulence, dispersion in nonhomogeneous turbulence, and the asymptotic behavior of the Langevin model for nonhomogeneous turbulence.

Simulating sunflower canopy temperatures to infer root-zone soil water potential

NASA Technical Reports Server (NTRS)

Choudhury, B. J.; Idso, S. B.

1983-01-01

A soil-plant-atmosphere model for sunflower (Helianthus annuus L.), together with clear sky weather data for several days, is used to study the relationship between canopy temperature and root-zone soil water potential. Considering the empirical dependence of stomatal resistance on insolation, air temperature and leaf water potential, a continuity equation for water flux in the soil-plant-atmosphere system is solved for the leaf water potential. The transpirational flux is calculated using Monteith's combination equation, while the canopy temperature is calculated from the energy balance equation. The simulation shows that, at high soil water potentials, canopy temperature is determined primarily by air and dew point temperatures. These results agree with an empirically derived linear regression equation relating canopy-air temperature differential to air vapor pressure deficit. The model predictions of leaf water potential are also in agreement with observations, indicating that measurements of canopy temperature together with a knowledge of air and dew point temperatures can provide a reliable estimate of the root-zone soil water potential.

Exact solutions for postbuckling of a graded porous beam

NASA Astrophysics Data System (ADS)

Ma, L. S.; Ou, Z. Y.

2018-06-01

An exact, closed-form solution for the postbuckling responses of graded porous beams subjected to axially loading is obtained. It was assumed that the properties of the graded porous materials vary continuously through thickness of the beams, the equations governing the axial and transverse deformations are derived based on the classical beam theory and the physical neutral surface concept. The two equations are reduced to a single nonlinear fourth-order integral-differential equation governing the transverse deformations. The nonlinear equation is directly solved without any use of approximation and a closed-form solution for postbuckled deformation is obtained as a function of the applied load. The exact solutions explicitly describe the nonlinear equilibrium paths of the buckled beam and thus are able to provide insight into deformation problems. Based on the exact solutions obtained herein, the effects of various factors such as porosity distribution pattern, porosity coefficient and boundary conditions on postbuckling behavior of graded porous beams have been investigated.

Model reduction of multiscale chemical langevin equations: a numerical case study.

PubMed

Sotiropoulos, Vassilios; Contou-Carrere, Marie-Nathalie; Daoutidis, Prodromos; Kaznessis, Yiannis N

2009-01-01

Two very important characteristics of biological reaction networks need to be considered carefully when modeling these systems. First, models must account for the inherent probabilistic nature of systems far from the thermodynamic limit. Often, biological systems cannot be modeled with traditional continuous-deterministic models. Second, models must take into consideration the disparate spectrum of time scales observed in biological phenomena, such as slow transcription events and fast dimerization reactions. In the last decade, significant efforts have been expended on the development of stochastic chemical kinetics models to capture the dynamics of biomolecular systems, and on the development of robust multiscale algorithms, able to handle stiffness. In this paper, the focus is on the dynamics of reaction sets governed by stiff chemical Langevin equations, i.e., stiff stochastic differential equations. These are particularly challenging systems to model, requiring prohibitively small integration step sizes. We describe and illustrate the application of a semianalytical reduction framework for chemical Langevin equations that results in significant gains in computational cost.

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

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

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

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

A New Factorisation of a General Second Order Differential Equation

ERIC Educational Resources Information Center

Clegg, Janet

2006-01-01

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

Lax Integrability and the Peakon Problem for the Modified Camassa-Holm Equation

NASA Astrophysics Data System (ADS)

Chang, Xiangke; Szmigielski, Jacek

2018-02-01

Peakons are special weak solutions of a class of nonlinear partial differential equations modelling non-linear phenomena such as the breakdown of regularity and the onset of shocks. We show that the natural concept of weak solutions in the case of the modified Camassa-Holm equation studied in this paper is dictated by the distributional compatibility of its Lax pair and, as a result, it differs from the one proposed and used in the literature based on the concept of weak solutions used for equations of the Burgers type. Subsequently, we give a complete construction of peakon solutions satisfying the modified Camassa-Holm equation in the sense of distributions; our approach is based on solving certain inverse boundary value problem, the solution of which hinges on a combination of classical techniques of analysis involving Stieltjes' continued fractions and multi-point Padé approximations. We propose sufficient conditions needed to ensure the global existence of peakon solutions and analyze the large time asymptotic behaviour whose special features include a formation of pairs of peakons that share asymptotic speeds, as well as Toda-like sorting property.

Quantum spatial propagation of squeezed light in a degenerate parametric amplifier

NASA Technical Reports Server (NTRS)

Deutsch, Ivan H.; Garrison, John C.

1992-01-01

Differential equations which describe the steady state spatial evolution of nonclassical light are established using standard quantum field theoretic techniques. A Schroedinger equation for the state vector of the optical field is derived using the quantum analog of the slowly varying envelope approximation (SVEA). The steady state solutions are those that satisfy the time independent Schroedinger equation. The resulting eigenvalue problem then leads to the spatial propagation equations. For the degenerate parametric amplifier this method shows that the squeezing parameter obey nonlinear differential equations coupled by the amplifier gain and phase mismatch. The solution to these differential equations is equivalent to one obtained from the classical three wave mixing steady state solution to the parametric amplifier with a nondepleted pump.

Factorization and the synthesis of optimal feedback kernels for differential-delay systems

NASA Technical Reports Server (NTRS)

Milman, Mark M.; Scheid, Robert E.

1987-01-01

A combination of ideas from the theories of operator Riccati equations and Volterra factorizations leads to the derivation of a novel, relatively simple set of hyperbolic equations which characterize the optimal feedback kernel for the finite-time regulator problem for autonomous differential-delay systems. Analysis of these equations elucidates the underlying structure of the feedback kernel and leads to the development of fast and accurate numerical methods for its computation. Unlike traditional formulations based on the operator Riccati equation, the gain is characterized by means of classical solutions of the derived set of equations. This leads to the development of approximation schemes which are analogous to what has been accomplished for systems of ordinary differential equations with given initial conditions.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Analytical solution of the time-dependent Bloch NMR flow equations: a translational mechanical analysis

NASA Astrophysics Data System (ADS)

Awojoyogbe, O. B.

2004-08-01

Various biological and physiological properties of living tissue can be studied by means of nuclear magnetic resonance techniques. Unfortunately, the basic physics of extracting the relevant information from the solution of Bloch nuclear magnetic resource (NMR) equations to accurately monitor the clinical state of biological systems is still not yet fully understood. Presently, there are no simple closed solutions known to the Bloch equations for a general RF excitation. Therefore the translational mechanical analysis of the Bloch NMR equations presented in this study, which can be taken as definitions of new functions to be studied in detail may reveal very important information from which various NMR flow parameters can be derived. Fortunately, many of the most important but hidden applications of blood flow parameters can be revealed without too much difficulty if appropriate mathematical techniques are used to solve the equations. In this study we are concerned with a mathematical study of the laws of NMR physics from the point of view of translational mechanical theory. The important contribution of this study is that solutions to the Bloch NMR flow equations do always exist and can be found as accurately as desired. We shall restrict our attention to cases where the radio frequency field can be treated by simple analytical methods. First we shall derive a time dependant second-order non-homogeneous linear differential equation from the Bloch NMR equation in term of the equilibrium magnetization M0, RF B1( t) field, T1 and T2 relaxation times. Then, we would develop a general method of solving the differential equation for the cases when RF B1( t)=0, and when RF B1( t)≠0. This allows us to obtain the intrinsic or natural behavior of the NMR system as well as the response of the system under investigation to a specific influence of external force to the system. Specifically, we consider the case where the RF B1 varies harmonically with time. Here the complete motion of the system consists of two parts. The first part describes the motion of the transverse magnetization My in the absence of RF B( t) field. The second part of the motion described by the particular integral of the derived differential equation does not decay with time but continues its periodic behavior indefinitely. The complete motion of the NMR flow system is then quantitatively and qualitatively described.

Dynamic characteristics of a two-stage variable-mass flexible missile with internal flow

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

A general formulation of the dynamical problems associated with powered flight of a two stage flexible, variable-mass missile with internal flow, discrete masses, and aerodynamic forces is presented. The formulation comprises six ordinary differential equations for the rigid body motion, 3n ordinary differential equations for the n discrete masses and three partial differential equations with the appropriate boundary conditions for the elastic motion. This set of equations is modified to represent a single stage flexible, variable-mass missile with internal flow and aerodynamic forces. The rigid-body motion consists then of three translations and three rotations, whereas the elastic motion is defined by one longitudinal and two flexural displacements, the latter about two orthogonal transverse axes. The differential equations are nonlinear and, in addition, they possess time-dependent coefficients due to the mass variation.

Accurate spectral solutions for the parabolic and elliptic partial differential equations by the ultraspherical tau method

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.

2005-09-01

We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.

A new numerical approximation of the fractal ordinary differential equation

NASA Astrophysics Data System (ADS)

Atangana, Abdon; Jain, Sonal

2018-02-01

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

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

NASA Technical Reports Server (NTRS)

Molenaar, J.

1996-01-01

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

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

Analytic solution for the space-time fractional Klein-Gordon and coupled conformable Boussinesq equations

NASA Astrophysics Data System (ADS)

Shallal, Muhannad A.; Jabbar, Hawraz N.; Ali, Khalid K.

2018-03-01

In this paper, we constructed a travelling wave solution for space-time fractional nonlinear partial differential equations by using the modified extended Tanh method with Riccati equation. The method is used to obtain analytic solutions for the space-time fractional Klein-Gordon and coupled conformable space-time fractional Boussinesq equations. The fractional complex transforms and the properties of modified Riemann-Liouville derivative have been used to convert these equations into nonlinear ordinary differential equations.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

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.

Correspondence between discrete and continuous models of excitable media: trigger waves

NASA Technical Reports Server (NTRS)

Chernyak, Y. B.; Feldman, A. B.; Cohen, R. J.

1997-01-01

We present a theoretical framework for relating continuous partial differential equation (PDE) models of excitable media to discrete cellular automata (CA) models on a randomized lattice. These relations establish a quantitative link between the CA model and the specific physical system under study. We derive expressions for the CA model's plane wave speed, critical curvature, and effective diffusion constant in terms of the model's internal parameters (the interaction radius, excitation threshold, and time step). We then equate these expressions to the corresponding quantities obtained from solution of the PDEs (for a fixed excitability). This yields a set of coupled equations with a unique solution for the required CA parameter values. Here we restrict our analysis to "trigger" wave solutions obtained in the limiting case of a two-dimensional excitable medium with no recovery processes. We tested the correspondence between our CA model and two PDE models (the FitzHugh-Nagumo medium and a medium with a "sawtooth" nonlinear reaction source) and found good agreement with the numerical solutions of the PDEs. Our results suggest that the behavior of trigger waves is actually controlled by a small number of parameters.

The solution of the point kinetics equations via converged accelerated Taylor series (CATS)

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

Ganapol, B.; Picca, P.; Previti, A.

This paper deals with finding accurate solutions of the point kinetics equations including non-linear feedback, in a fast, efficient and straightforward way. A truncated Taylor series is coupled to continuous analytical continuation to provide the recurrence relations to solve the ordinary differential equations of point kinetics. Non-linear (Wynn-epsilon) and linear (Romberg) convergence accelerations are employed to provide highly accurate results for the evaluation of Taylor series expansions and extrapolated values of neutron and precursor densities at desired edits. The proposed Converged Accelerated Taylor Series, or CATS, algorithm automatically performs successive mesh refinements until the desired accuracy is obtained, making usemore » of the intermediate results for converged initial values at each interval. Numerical performance is evaluated using case studies available from the literature. Nearly perfect agreement is found with the literature results generally considered most accurate. Benchmark quality results are reported for several cases of interest including step, ramp, zigzag and sinusoidal prescribed insertions and insertions with adiabatic Doppler feedback. A larger than usual (9) number of digits is included to encourage honest benchmarking. The benchmark is then applied to the enhanced piecewise constant algorithm (EPCA) currently being developed by the second author. (authors)« less

Global convergence of inexact Newton methods for transonic flow

NASA Technical Reports Server (NTRS)

Young, David P.; Melvin, Robin G.; Bieterman, Michael B.; Johnson, Forrester T.; Samant, Satish S.

1990-01-01

In computational fluid dynamics, nonlinear differential equations are essential to represent important effects such as shock waves in transonic flow. Discretized versions of these nonlinear equations are solved using iterative methods. In this paper an inexact Newton method using the GMRES algorithm of Saad and Schultz is examined in the context of the full potential equation of aerodynamics. In this setting, reliable and efficient convergence of Newton methods is difficult to achieve. A poor initial solution guess often leads to divergence or very slow convergence. This paper examines several possible solutions to these problems, including a standard local damping strategy for Newton's method and two continuation methods, one of which utilizes interpolation from a coarse grid solution to obtain the initial guess on a finer grid. It is shown that the continuation methods can be used to augment the local damping strategy to achieve convergence for difficult transonic flow problems. These include simple wings with shock waves as well as problems involving engine power effects. These latter cases are modeled using the assumption that each exhaust plume is isentropic but has a different total pressure and/or temperature than the freestream.

A local equation for differential diagnosis of β-thalassemia trait and iron deficiency anemia by logistic regression analysis in Southeast Iran.

PubMed

Sargolzaie, Narjes; Miri-Moghaddam, Ebrahim

2014-01-01

The most common differential diagnosis of β-thalassemia (β-thal) trait is iron deficiency anemia. Several red blood cell equations were introduced during different studies for differential diagnosis between β-thal trait and iron deficiency anemia. Due to genetic variations in different regions, these equations cannot be useful in all population. The aim of this study was to determine a native equation with high accuracy for differential diagnosis of β-thal trait and iron deficiency anemia for the Sistan and Baluchestan population by logistic regression analysis. We selected 77 iron deficiency anemia and 100 β-thal trait cases. We used binary logistic regression analysis and determined best equations for probability prediction of β-thal trait against iron deficiency anemia in our population. We compared diagnostic values and receiver operative characteristic (ROC) curve related to this equation and another 10 published equations in discriminating β-thal trait and iron deficiency anemia. The binary logistic regression analysis determined the best equation for best probability prediction of β-thal trait against iron deficiency anemia with area under curve (AUC) 0.998. Based on ROC curves and AUC, Green & King, England & Frazer, and then Sirdah indices, respectively, had the most accuracy after our equation. We suggest that to get the best equation and cut-off in each region, one needs to evaluate specific information of each region, specifically in areas where populations are homogeneous, to provide a specific formula for differentiating between β-thal trait and iron deficiency anemia.

Coherent orthogonal polynomials

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

Celeghini, E., E-mail: celeghini@fi.infn.it; Olmo, M.A. del, E-mail: olmo@fta.uva.es

2013-08-15

We discuss a fundamental characteristic of orthogonal polynomials, like the existence of a Lie algebra behind them, which can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we include thus–in addition to differential equations, recurrence relations, Hilbert spaces and square integrable functions–Lie algebra theory. We start here from the square integrable functions on the open connected subset of the real line whose bases are related to orthogonal polynomials. All these one-dimensional continuous spaces allow, besides the standard uncountable basis (|x〉), for an alternative countable basis (|n〉). The matrix elements that relatemore » these two bases are essentially the orthogonal polynomials: Hermite polynomials for the line and Laguerre and Legendre polynomials for the half-line and the line interval, respectively. Differential recurrence relations of orthogonal polynomials allow us to realize that they determine an infinite-dimensional irreducible representation of a non-compact Lie algebra, whose second order Casimir C gives rise to the second order differential equation that defines the corresponding family of orthogonal polynomials. Thus, the Weyl–Heisenberg algebra h(1) with C=0 for Hermite polynomials and su(1,1) with C=−1/4 for Laguerre and Legendre polynomials are obtained. Starting from the orthogonal polynomials the Lie algebra is extended both to the whole space of the L{sup 2} functions and to the corresponding Universal Enveloping Algebra and transformation group. Generalized coherent states from each vector in the space L{sup 2} and, in particular, generalized coherent polynomials are thus obtained. -- Highlights: •Fundamental characteristic of orthogonal polynomials (OP): existence of a Lie algebra. •Differential recurrence relations of OP determine a unitary representation of a non-compact Lie group. •2nd order Casimir originates a 2nd order differential equation that defines the corresponding OP family. •Generalized coherent polynomials are obtained from OP.« less

Fully automatic adjoints: a robust and efficient mechanism for generating adjoint ocean models

NASA Astrophysics Data System (ADS)

Ham, D. A.; Farrell, P. E.; Funke, S. W.; Rognes, M. E.

2012-04-01

The problem of generating and maintaining adjoint models is sufficiently difficult that typically only the most advanced and well-resourced community ocean models achieve it. There are two current technologies which each suffer from their own limitations. Algorithmic differentiation, also called automatic differentiation, is employed by models such as the MITGCM [2] and the Alfred Wegener Institute model FESOM [3]. This technique is very difficult to apply to existing code, and requires a major initial investment to prepare the code for automatic adjoint generation. AD tools may also have difficulty with code employing modern software constructs such as derived data types. An alternative is to formulate the adjoint differential equation and to discretise this separately. This approach, known as the continuous adjoint and employed in ROMS [4], has the disadvantage that two different model code bases must be maintained and manually kept synchronised as the model develops. The discretisation of the continuous adjoint is not automatically consistent with that of the forward model, producing an additional source of error. The alternative presented here is to formulate the flow model in the high level language UFL (Unified Form Language) and to automatically generate the model using the software of the FEniCS project. In this approach it is the high level code specification which is differentiated, a task very similar to the formulation of the continuous adjoint [5]. However since the forward and adjoint models are generated automatically, the difficulty of maintaining them vanishes and the software engineering process is therefore robust. The scheduling and execution of the adjoint model, including the application of an appropriate checkpointing strategy is managed by libadjoint [1]. In contrast to the conventional algorithmic differentiation description of a model as a series of primitive mathematical operations, libadjoint employs a new abstraction of the simulation process as a sequence of discrete equations which are assembled and solved. It is the coupling of the respective abstractions employed by libadjoint and the FEniCS project which produces the adjoint model automatically, without further intervention from the model developer. This presentation will demonstrate this new technology through linear and non-linear shallow water test cases. The exceptionally simple model syntax will be highlighted and the correctness of the resulting adjoint simulations will be demonstrated using rigorous convergence tests.

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)

Local algebraic analysis of differential systems

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2015-06-01

We propose a new approach for studying the compatibility of partial differential equations. This approach is a synthesis of the Riquier method, Gröbner basis theory, and elements of algebraic geometry. As applications, we consider systems including the wave equation and the sine-Gordon equation.

Oxidation Behavior of Carbon Fiber-Reinforced Composites

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2008-01-01

OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.

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.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Finite time convergent learning law for continuous neural networks.

PubMed

Chairez, Isaac

2014-02-01

This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.

Program for solution of ordinary differential equations

NASA Technical Reports Server (NTRS)

Sloate, H.

1973-01-01

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

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

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

PubMed

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

2016-01-01

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

On the theory of drainage area for regular and non-regular points.

PubMed

Bonetti, S; Bragg, A D; Porporato, A

2018-03-01

The drainage area is an important, non-local property of a landscape, which controls surface and subsurface hydrological fluxes. Its role in numerous ecohydrological and geomorphological applications has given rise to several numerical methods for its computation. However, its theoretical analysis has lagged behind. Only recently, an analytical definition for the specific catchment area was proposed (Gallant & Hutchinson. 2011 Water Resour. Res. 47 , W05535. (doi:10.1029/2009WR008540)), with the derivation of a differential equation whose validity is limited to regular points of the watershed. Here, we show that such a differential equation can be derived from a continuity equation (Chen et al. 2014 Geomorphology 219 , 68-86. (doi:10.1016/j.geomorph.2014.04.037)) and extend the theory to critical and singular points both by applying Gauss's theorem and by means of a dynamical systems approach to define basins of attraction of local surface minima. Simple analytical examples as well as applications to more complex topographic surfaces are examined. The theoretical description of topographic features and properties, such as the drainage area, channel lines and watershed divides, can be broadly adopted to develop and test the numerical algorithms currently used in digital terrain analysis for the computation of the drainage area, as well as for the theoretical analysis of landscape evolution and stability.

On the theory of drainage area for regular and non-regular points

NASA Astrophysics Data System (ADS)

Bonetti, S.; Bragg, A. D.; Porporato, A.

2018-03-01

The drainage area is an important, non-local property of a landscape, which controls surface and subsurface hydrological fluxes. Its role in numerous ecohydrological and geomorphological applications has given rise to several numerical methods for its computation. However, its theoretical analysis has lagged behind. Only recently, an analytical definition for the specific catchment area was proposed (Gallant & Hutchinson. 2011 Water Resour. Res. 47, W05535. (doi:10.1029/2009WR008540)), with the derivation of a differential equation whose validity is limited to regular points of the watershed. Here, we show that such a differential equation can be derived from a continuity equation (Chen et al. 2014 Geomorphology 219, 68-86. (doi:10.1016/j.geomorph.2014.04.037)) and extend the theory to critical and singular points both by applying Gauss's theorem and by means of a dynamical systems approach to define basins of attraction of local surface minima. Simple analytical examples as well as applications to more complex topographic surfaces are examined. The theoretical description of topographic features and properties, such as the drainage area, channel lines and watershed divides, can be broadly adopted to develop and test the numerical algorithms currently used in digital terrain analysis for the computation of the drainage area, as well as for the theoretical analysis of landscape evolution and stability.

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

DOE PAGES

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

2017-12-20

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

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

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

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

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

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

Modeling animal movements using stochastic differential equations

Treesearch

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

2004-01-01

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

Noncommutative differential geometry related to the Young-Baxter equation

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

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

1995-11-10

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

Positive solutions of advanced differential systems.

PubMed

Diblík, Josef; Kúdelčíková, Mária

2013-01-01

We study asymptotic behavior of solutions of general advanced differential systems y(t) = F(t, y(t)), where F : Ω → [Symbol: see text] (n) is a continuous quasi-bounded functional which satisfies a local Lipschitz condition with respect to the second argument and Ω is a subset in [Symbol: see text] × C(r)(n), C(r)(n) := C([0, r], [Symbol: see text] (n)), y t [Symbol: see text]C(r)(n), and y t (θ) = y(t + θ), θ [Symbol: see text] [0, r]. A monotone iterative method is proposed to prove the existence of a solution defined for t → ∞ with the graph coordinates lying between graph coordinates of two (lower and upper) auxiliary vector functions. This result is applied to scalar advanced linear differential equations. Criteria of existence of positive solutions are given and their asymptotic behavior is discussed.

Mathematical Modelling as a Tool to Understand Cell Self-renewal and Differentiation.

PubMed

Getto, Philipp; Marciniak-Czochra, Anna

2015-01-01

Mathematical modeling is a powerful technique to address key questions and paradigms in a variety of complex biological systems and can provide quantitative insights into cell kinetics, fate determination and development of cell populations. The chapter is devoted to a review of modeling of the dynamics of stem cell-initiated systems using mathematical methods of ordinary differential equations. Some basic concepts and tools for cell population dynamics are summarized and presented as a gentle introduction to non-mathematicians. The models take into account different plausible mechanisms regulating homeostasis. Two mathematical frameworks are proposed reflecting, respectively, a discrete (punctuated by division events) and a continuous character of transitions between differentiation stages. Advantages and constraints of the mathematical approaches are presented on examples of models of blood systems and compared to patients data on healthy hematopoiesis.

Fast RBF OGr for solving PDEs on arbitrary surfaces

NASA Astrophysics Data System (ADS)

Piret, Cécile; Dunn, Jarrett

2016-10-01

The Radial Basis Functions Orthogonal Gradients method (RBF-OGr) was introduced in [1] to discretize differential operators defined on arbitrary manifolds defined only by a point cloud. We take advantage of the meshfree character of RBFs, which give us a high accuracy and the flexibility to represent complex geometries in any spatial dimension. A large limitation of the RBF-OGr method was its large computational complexity, which greatly restricted the size of the point cloud. In this paper, we apply the RBF-Finite Difference (RBF-FD) technique to the RBF-OGr method for building sparse differentiation matrices discretizing continuous differential operators such as the Laplace-Beltrami operator. This method can be applied to solving PDEs on arbitrary surfaces embedded in ℛ3. We illustrate the accuracy of our new method by solving the heat equation on the unit sphere.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Relationship Between Integro-Differential Schrodinger Equation with a Symmetric Kernel and Position-Dependent Effective Mass

NASA Astrophysics Data System (ADS)

Khosropour, B.; Moayedi, S. K.; Sabzali, R.

2018-07-01

The solution of integro-differential Schrodinger equation (IDSE) which was introduced by physicists has a great role in the fields of science. The purpose of this paper comes in two parts. First, studying the relationship between integro-differential Schrodinger equation with a symmetric non-local potential and one-dimensional Schrodinger equation with a position-dependent effective mass. Second, we show that the quantum Hamiltonian for a particle with position-dependent mass after applying Liouville-Green transformations will be converted to a quantum Hamiltonian for a particle with constant mass.

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.

Navier-Stokes dynamics on a differential one-form

NASA Astrophysics Data System (ADS)

Story, Troy L.

2006-11-01

After transforming the Navier-Stokes dynamic equation into a characteristic differential one-form on an odd-dimensional differentiable manifold, exterior calculus is used to construct a pair of differential equations and tangent vector(vortex vector) characteristic of Hamiltonian geometry. A solution to the Navier-Stokes dynamic equation is then obtained by solving this pair of equations for the position x^k and the conjugate to the position bk as functions of time. The solution bk is shown to be divergence-free by contracting the differential 3-form corresponding to the divergence of the gradient of the velocity with a triple of tangent vectors, implying constraints on two of the tangent vectors for the system. Analysis of the solution bk shows it is bounded since it remains finite as | x^k | ->,, and is physically reasonable since the square of the gradient of the principal function is bounded. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian is obtained.

Partner symmetries of the complex Monge Ampère equation yield hyper-Kähler metrics without continuous symmetries

NASA Astrophysics Data System (ADS)

Malykh, A. A.; Nutku, Y.; Sheftel, M. B.

2003-10-01

We extend the Mason-Newman Lax pair for the elliptic complex Monge-Ampère equation so that this equation itself emerges as an algebraic consequence. We regard the function in the extended Lax equations as a complex potential. Their differential compatibility condition coincides with the determining equation for the symmetries of the complex Monge-Ampère equation. We shall identify the real and imaginary parts of the potential, which we call partner symmetries, with the translational and dilatational symmetry characteristics, respectively. Then we choose the dilatational symmetry characteristic as the new unknown replacing the Kähler potential. This directly leads to a Legendre transformation. Studying the integrability conditions of the Legendre-transformed system we arrive at a set of linear equations satisfied by a single real potential. This enables us to construct non-invariant solutions of the Legendre transform of the complex Monge-Ampère equation. Using these solutions we obtained explicit Legendre-transformed hyper-Kähler metrics with a anti-self-dual Riemann curvature 2-form that admit no Killing vectors. They satisfy the Einstein field equations with Euclidean signature. We give the detailed derivation of the solution announced earlier and present a new solution with an added parameter. We compare our method of partner symmetries for finding non-invariant solutions to that of Dunajski and Mason who use 'hidden' symmetries for the same purpose.

Miura-type transformations for lattice equations and Lie group actions associated with Darboux-Lax representations

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

Miura-type transformations (MTs) are an essential tool in the theory of integrable nonlinear partial differential and difference equations. We present a geometric method to construct MTs for differential-difference (lattice) equations from Darboux-Lax representations (DLRs) of such equations. The method is applicable to parameter-dependent DLRs satisfying certain conditions. We construct MTs and modified lattice equations from invariants of some Lie group actions on manifolds associated with such DLRs. Using this construction, from a given suitable DLR one can obtain many MTs of different orders. The main idea behind this method is closely related to the results of Drinfeld and Sokolov on MTs for the partial differential KdV equation. Considered examples include the Volterra, Narita-Itoh-Bogoyavlensky, Toda, and Adler-Postnikov lattices. Some of the constructed MTs and modified lattice equations seem to be new.

Computational Methods for Control in Partial Differential Equations

DTIC Science & Technology

1998-07-13

supported in part under this grant are C. Musante (Ph.D. thesis completed in May, 1998), M. Buksas (Ph.D. thesis to be completed in August, 1998) and M...continuing initial promising simulation findings. A summary of theoretical and numerical results to date is given in the Ph.D. thesis of Musante [4]. II... Musante and Buksas in visits to Brooks Air Force Base. The collaborations intensified during 1997 with the following visits: 1. June 15-August 30

Transactions of the Eleventh Army Conference on Applied Mathematics and Computing

DTIC Science & Technology

1994-03-01

Hu, S., Laksmikantham, V. and Rama Mohana Rao , M., Nonlinear Variation of Parameters formula for Integro-differential equations of Volterra type, J. M...454-457, 1986 [31 N.K. Sinha and G.P. Rao , Identification of continuous-time systems, Boston: Kluwer Academic, 1991. [41 J. Ezzine and C.D. Johnson...Theory, pages 536-548, 1989. [15] J.A. O’Sullivan, P. Moulin, and D.L. Snyder. Cramer- rao bounds for constrained spectrum estimation with application

Fault tolerant filtering and fault detection for quantum systems driven by fields in single photon states

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

Gao, Qing, E-mail: qing.gao.chance@gmail.com; Dong, Daoyi, E-mail: daoyidong@gmail.com; Petersen, Ian R., E-mail: i.r.petersen@gmai.com

The purpose of this paper is to solve the fault tolerant filtering and fault detection problem for a class of open quantum systems driven by a continuous-mode bosonic input field in single photon states when the systems are subject to stochastic faults. Optimal estimates of both the system observables and the fault process are simultaneously calculated and characterized by a set of coupled recursive quantum stochastic differential equations.

Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage.

PubMed

Johnson, Paul; Howell, Sydney; Duck, Peter

2017-08-13

A mixed financial/physical partial differential equation (PDE) can optimize the joint earnings of a single wind power generator (WPG) and a generic energy storage device (ESD). Physically, the PDE includes constraints on the ESD's capacity, efficiency and maximum speeds of charge and discharge. There is a mean-reverting daily stochastic cycle for WPG power output. Physically, energy can only be produced or delivered at finite rates. All suppliers must commit hourly to a finite rate of delivery C , which is a continuous control variable that is changed hourly. Financially, we assume heavy 'system balancing' penalties in continuous time, for deviations of output rate from the commitment C Also, the electricity spot price follows a mean-reverting stochastic cycle with a strong evening peak, when system balancing penalties also peak. Hence the economic goal of the WPG plus ESD, at each decision point, is to maximize expected net present value (NPV) of all earnings (arbitrage) minus the NPV of all expected system balancing penalties, along all financially/physically feasible future paths through state space. Given the capital costs for the various combinations of the physical parameters, the design and operating rules for a WPG plus ESD in a finite market may be jointly optimizable.This article is part of the themed issue 'Energy management: flexibility, risk and optimization'. © 2017 The Author(s).

Continuous-time adaptive critics.

PubMed

Hanselmann, Thomas; Noakes, Lyle; Zaknich, Anthony

2007-05-01

A continuous-time formulation of an adaptive critic design (ACD) is investigated. Connections to the discrete case are made, where backpropagation through time (BPTT) and real-time recurrent learning (RTRL) are prevalent. Practical benefits are that this framework fits in well with plant descriptions given by differential equations and that any standard integration routine with adaptive step-size does an adaptive sampling for free. A second-order actor adaptation using Newton's method is established for fast actor convergence for a general plant and critic. Also, a fast critic update for concurrent actor-critic training is introduced to immediately apply necessary adjustments of critic parameters induced by actor updates to keep the Bellman optimality correct to first-order approximation after actor changes. Thus, critic and actor updates may be performed at the same time until some substantial error build up in the Bellman optimality or temporal difference equation, when a traditional critic training needs to be performed and then another interval of concurrent actor-critic training may resume.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang

2011-01-01

The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

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

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…

Coincidence degree and periodic solutions of neutral equations

NASA Technical Reports Server (NTRS)

Hale, J. K.; Mawhin, J.

1973-01-01

The problem of existence of periodic solutions for some nonautonomous neutral functional differential equations is examined. It is an application of a basic theorem on the Fredholm alternative for periodic solutions of some linear neutral equations and of a generalized Leray-Schauder theory. Although proofs are simple, the results are nontrivial extensions to the neutral case of existence theorems for periodic solutions of functional differential equations.

On method of solving third-order ordinary differential equations directly using Bernstein polynomials

NASA Astrophysics Data System (ADS)

Khataybeh, S. N.; Hashim, I.

2018-04-01

In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach

PubMed Central

M. Mehryan, S. A.; Moradi Kashkooli, Farshad; Soltani, M.; Raahemifar, Kaamran

2016-01-01

The behavior of a water-based nanofluid containing motile gyrotactic micro-organisms passing an isothermal nonlinear stretching sheet in the presence of a non-uniform magnetic field is studied numerically. The governing partial differential equations including continuity, momentums, energy, concentration of the nanoparticles, and density of motile micro-organisms are converted into a system of the ordinary differential equations via a set of similarity transformations. New set of equations are discretized using the finite difference method and have been linearized by employing the Newton’s linearization technique. The tri-diagonal system of algebraic equations from discretization is solved using the well-known Thomas algorithm. The numerical results for profiles of velocity, temperature, nanoparticles concentration and density of motile micro-organisms as well as the local skin friction coefficient Cfx, the local Nusselt number Nux, the local Sherwood number Shx and the local density number of the motile microorganism Nnx are expressed graphically and described in detail. This investigation shows the density number of the motile micro-organisms enhances with rise of M, Gr/Re2, Pe and Ω but it decreases with augment of Rb and n. Also, Sherwood number augments with an increase of M and Gr/Re2, while decreases with n, Rb, Nb and Nr. To show the validity of the current results, a comparison between the present results and the existing literature has been carried out. PMID:27322536

Prediction of discretization error using the error transport equation

NASA Astrophysics Data System (ADS)

Celik, Ismail B.; Parsons, Don Roscoe

2017-06-01

This study focuses on an approach to quantify the discretization error associated with numerical solutions of partial differential equations by solving an error transport equation (ETE). The goal is to develop a method that can be used to adequately predict the discretization error using the numerical solution on only one grid/mesh. The primary problem associated with solving the ETE is the formulation of the error source term which is required for accurately predicting the transport of the error. In this study, a novel approach is considered which involves fitting the numerical solution with a series of locally smooth curves and then blending them together with a weighted spline approach. The result is a continuously differentiable analytic expression that can be used to determine the error source term. Once the source term has been developed, the ETE can easily be solved using the same solver that is used to obtain the original numerical solution. The new methodology is applied to the two-dimensional Navier-Stokes equations in the laminar flow regime. A simple unsteady flow case is also considered. The discretization error predictions based on the methodology presented in this study are in good agreement with the 'true error'. While in most cases the error predictions are not quite as accurate as those from Richardson extrapolation, the results are reasonable and only require one numerical grid. The current results indicate that there is much promise going forward with the newly developed error source term evaluation technique and the ETE.

Solving ay'' + by' + cy = 0 with a Simple Product Rule Approach

ERIC Educational Resources Information Center

Tolle, John

2011-01-01

When elementary ordinary differential equations (ODEs) of first and second order are included in the calculus curriculum, second-order linear constant coefficient ODEs are typically solved by a method more appropriate to differential equations courses. This method involves the characteristic equation and its roots, complex-valued solutions, and…

Effect of Differential Item Functioning on Test Equating

ERIC Educational Resources Information Center

Kabasakal, Kübra Atalay; Kelecioglu, Hülya

2015-01-01

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

Cubication of Conservative Nonlinear Oscillators

ERIC Educational Resources Information Center

Belendez, Augusto; Alvarez, Mariela L.; Fernandez, Elena; Pascual, Immaculada

2009-01-01

A cubication procedure of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force, and this allows us to approximate the original nonlinear differential equation by a Duffing equation in which the coefficients for the linear…

Nonlinear Conservation Laws and Finite Volume Methods

NASA Astrophysics Data System (ADS)

Leveque, Randall J.

Introduction Software Notation Classification of Differential Equations Derivation of Conservation Laws The Euler Equations of Gas Dynamics Dissipative Fluxes Source Terms Radiative Transfer and Isothermal Equations Multi-dimensional Conservation Laws The Shock Tube Problem Mathematical Theory of Hyperbolic Systems Scalar Equations Linear Hyperbolic Systems Nonlinear Systems The Riemann Problem for the Euler Equations Numerical Methods in One Dimension Finite Difference Theory Finite Volume Methods Importance of Conservation Form - Incorrect Shock Speeds Numerical Flux Functions Godunov's Method Approximate Riemann Solvers High-Resolution Methods Other Approaches Boundary Conditions Source Terms and Fractional Steps Unsplit Methods Fractional Step Methods General Formulation of Fractional Step Methods Stiff Source Terms Quasi-stationary Flow and Gravity Multi-dimensional Problems Dimensional Splitting Multi-dimensional Finite Volume Methods Grids and Adaptive Refinement Computational Difficulties Low-Density Flows Discrete Shocks and Viscous Profiles Start-Up Errors Wall Heating Slow-Moving Shocks Grid Orientation Effects Grid-Aligned Shocks Magnetohydrodynamics The MHD Equations One-Dimensional MHD Solving the Riemann Problem Nonstrict Hyperbolicity Stiffness The Divergence of B Riemann Problems in Multi-dimensional MHD Staggered Grids The 8-Wave Riemann Solver Relativistic Hydrodynamics Conservation Laws in Spacetime The Continuity Equation The 4-Momentum of a Particle The Stress-Energy Tensor Finite Volume Methods Multi-dimensional Relativistic Flow Gravitation and General Relativity References

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

NASA Technical Reports Server (NTRS)

Krogh, F. T.; Stewart, K.

1984-01-01

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

An Improved Model of Nonuniform Coleochaete Cell Division.

PubMed

Wang, Yuandi; Cong, Jinyu

2016-08-01

Cell division is a key biological process in which cells divide forming new daughter cells. In the present study, we investigate continuously how a Coleochaete cell divides by introducing a modified differential equation model in parametric equation form. We discuss both the influence of "dead" cells and the effects of various end-points on the formation of the new cells' boundaries. We find that the boundary condition on the free end-point is different from that on the fixed end-point; the former has a direction perpendicular to the surface. It is also shown that the outer boundaries of new cells are arc-shaped. The numerical experiments and theoretical analyses for this model to construct the outer boundary are given.

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

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr; Li, Juan, E-mail: juanli@sdu.edu.cn; Ma, Jin, E-mail: jinma@usc.edu

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and wemore » extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.« less

Impulsive control of a continuous-culture and flocculation harvest chemostat model

NASA Astrophysics Data System (ADS)

Zhang, Tongqian; Ma, Wanbiao; Meng, Xinzhu

2017-12-01

In this paper, a new mathematical model describing the process of continuous culture and harvest of microalgaes is proposed. By inputting medium and flocculant at two different fixed moments periodically, continuous culture and harvest of microalgaes is implemented. The mathematical analysis is conducted and the whole dynamics of model is investigated by using theory of impulsive differential equations. We find that the model has a microalgaes-extinction periodic solution and it is globally asymptotically stable when some certain threshold value is less than the unit. And the model is permanent when some certain threshold value is larger than the unit. Then, according to the threshold, the control strategies of continuous culture and harvest of microalgaes are discussed. The results show that continuous culture and harvest of microalgaes can be archived by adjusting suitable input time, input amount of medium or flocculant. Finally, some numerical simulations are carried out to verify the control strategy.

On the Number of Periodic Solutions of Delay Differential Equations

NASA Astrophysics Data System (ADS)

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

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

Illness-death model: statistical perspective and differential equations.

PubMed

Brinks, Ralph; Hoyer, Annika

2018-01-27

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

A result on differential inequalities and its application to higher order trajectory derivatives

NASA Technical Reports Server (NTRS)

Gunderson, R. W.

1973-01-01

A result on differential inequalities is obtained by considering the adjoint differential equation of the variational equation of the right side of the inequality. The main theorem is proved using basic results on differentiability of solutions with respect to initial conditions. The result is then applied to the problem of determining solution behavior using comparison techniques.

The discrete adjoint method for parameter identification in multibody system dynamics.

PubMed

Lauß, Thomas; Oberpeilsteiner, Stefan; Steiner, Wolfgang; Nachbagauer, Karin

2018-01-01

The adjoint method is an elegant approach for the computation of the gradient of a cost function to identify a set of parameters. An additional set of differential equations has to be solved to compute the adjoint variables, which are further used for the gradient computation. However, the accuracy of the numerical solution of the adjoint differential equation has a great impact on the gradient. Hence, an alternative approach is the discrete adjoint method , where the adjoint differential equations are replaced by algebraic equations. Therefore, a finite difference scheme is constructed for the adjoint system directly from the numerical time integration method. The method provides the exact gradient of the discretized cost function subjected to the discretized equations of motion.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

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

2014-01-01

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

Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

PubMed

Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

2018-03-29

Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

An introduction to generalized functions with some applications in aerodynamics and aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

In this paper, we start with the definition of generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support. The concept of generalization differentiation is introduced next. This is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some of the results of classical analysis, such as Leibniz rule of differentiation under the integral sign and the divergence theorem, are derived using the generalized function theory. It is shown that the divergence theorem remains valid for discontinuous vector fields provided that the derivatives are all viewed as generalized derivatives. This implies that all conservation laws of fluid mechanics are valid as they stand for discontinuous fields with all derivatives treated as generalized deriatives. Once these derivatives are written as ordinary derivatives and jumps in the field parameters across discontinuities, the jump conditions can be easily found. For example, the unsteady shock jump conditions can be derived from mass and momentum conservation laws. By using a generalized function theory, this derivative becomes trivial. Other applications of the generalized function theory in aerodynamics discussed in this paper are derivation of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of finite part of divergent integrals, derivation of Oswatiitsch integral equation of transonic flow, and analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics presented here include the derivation of the Kirchoff formula for moving surfaces,the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

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

Symmetry and singularity properties of second-order ordinary differential equations of Lie's type III

NASA Astrophysics Data System (ADS)

Andriopoulos, K.; Leach, P. G. L.

2007-04-01

We extend the work of Abraham-Shrauner [B. Abraham-Shrauner, Hidden symmetries and linearization of the modified Painleve-Ince equation, J. Math. Phys. 34 (1993) 4809-4816] on the linearization of the modified Painleve-Ince equation to a wider class of nonlinear second-order ordinary differential equations invariant under the symmetries of time translation and self-similarity. In the process we demonstrate a remarkable connection with the parameters obtained in the singularity analysis of this class of equations.

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

PubMed

Kepner, Gordon R

2010-04-13

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

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.)