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

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

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

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.

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.

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.

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

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

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…

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

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

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

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

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.

Local and global Hopf bifurcation analysis in a neutral-type neuron system with two delays

NASA Astrophysics Data System (ADS)

Lv, Qiuyu; Liao, Xiaofeng

2018-03-01

In recent years, neutral-type differential-difference equations have been applied extensively in the field of engineering, and their dynamical behaviors are more complex than that of the delay differential-difference equations. In this paper, the equations used to describe a neutral-type neural network system of differential difference equation with two delays are studied (i.e. neutral-type differential equations). Firstly, by selecting τ1, τ2 respectively as a parameter, we provide an analysis about the local stability of the zero equilibrium point of the equations, and sufficient conditions of asymptotic stability for the system are derived. Secondly, by using the theory of normal form and applying the theorem of center manifold introduced by Hassard et al., the Hopf bifurcation is found and some formulas for deciding the stability of periodic solutions and the direction of Hopf bifurcation are given. Moreover, by applying the theorem of global Hopf bifurcation, the existence of global periodic solution of the system is studied. Finally, an example is given, and some computer numerical simulations are taken to demonstrate and certify the correctness of the presented results.

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

PubMed

Chen, Minfeng; Gao, Zongsheng; Du, Yunfei

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

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

Study on Heat Transfer Agent Models of Transmission Line and Transformer

NASA Astrophysics Data System (ADS)

Wang, B.; Zhang, P. P.

2018-04-01

When using heat transfer simulation to study the dynamic overload of transmission line and transformer, it needs to establish the mathematical expression of heat transfer. However, the formula is a nonlinear differential equation or equation set and it is not easy to get general solutions. Aiming at this problem, some different temperature change processes caused by different initial conditions are calculated by differential equation and equation set. New agent models are developed according to the characteristics of different temperature change processes. The results show that the agent models have high precision and can solve the problem that the original equation cannot be directly applied in some practical engineers.

THREE-POINT BACKWARD FINITE DIFFERENCE METHOD FOR SOLVING A SYSTEM OF MIXED HYPERBOLIC-PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS. (R825549C019)

EPA Science Inventory

A three-point backward finite-difference method has been derived for a system of mixed hyperbolic_¯¯parabolic (convection_¯¯diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...

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...

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.

Finite-difference models of ordinary differential equations - Influence of denominator functions

NASA Technical Reports Server (NTRS)

Mickens, Ronald E.; Smith, Arthur

1990-01-01

This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.

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

The use of spectral methods in bidomain studies.

PubMed

Trayanova, N; Pilkington, T

1992-01-01

A Fourier transform method is developed for solving the bidomain coupled differential equations governing the intracellular and extracellular potentials on a finite sheet of cardiac cells undergoing stimulation. The spectral formulation converts the system of differential equations into a "diagonal" system of algebraic equations. Solving the algebraic equations directly and taking the inverse transform of the potentials proved numerically less expensive than solving the coupled differential equations by means of traditional numerical techniques, such as finite differences; the comparison between the computer execution times showed that the Fourier transform method was about 40 times faster than the finite difference method. By application of the Fourier transform method, transmembrane potential distributions in the two-dimensional myocardial slice were calculated. For a tissue characterized by a ratio of the intra- to extracellular conductivities that is different in all principal directions, the transmembrane potential distribution exhibits a rather complicated geometrical pattern. The influence of the different anisotropy ratios, the finite tissue size, and the stimuli configuration on the pattern of membrane polarization is investigated.

Asymptotic proportionality (weak ergodicity) and conditional asymptotic equality of solutions to time-heterogeneous sublinear difference and differential equations

NASA Astrophysics Data System (ADS)

Thieme, Horst R.

The concept of asymptotic proportionality and conditional asymptotic equality which is presented here aims at making global asymptotic stability statements for time-heterogeneous difference and differential equations. For such non-autonomous problems (apart from special cases) no prominent special solutions (equilibra, periodic solutions) exist which are natural candidates for the asymptotic behaviour of arbitrary solutions. One way out of this dilemma consists in looking for conditions under which any two solutions to the problem (with different initial conditions) behave in a similar or even the same way as time tends to infinity. We study a general sublinear difference equation in an ordered Banach space and, for illustration, time-heterogeneous versions of several well-known differential equations modelling the spread of gonorrhea in a heterogeneous population, the spread of a vector-borne infectious disease, and the dynamics of a logistically growing spatially diffusing population.

A discrete model of a modified Burgers' partial differential equation

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

Construction of stable explicit finite-difference schemes for Schroedinger type differential equations

NASA Technical Reports Server (NTRS)

Mickens, Ronald E.

1989-01-01

A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.

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.

Bell-polynomial approach and Wronskian determinant solutions for three sets of differential-difference nonlinear evolution equations with symbolic computation

NASA Astrophysics Data System (ADS)

Qin, Bo; Tian, Bo; Wang, Yu-Feng; Shen, Yu-Jia; Wang, Ming

2017-10-01

Under investigation in this paper are the Belov-Chaltikian (BC), Leznov and Blaszak-Marciniak (BM) lattice equations, which are associated with the conformal field theory, UToda(m_1,m_2) system and r-matrix, respectively. With symbolic computation, the Bell-polynomial approach is developed to directly bilinearize those three sets of differential-difference nonlinear evolution equations (NLEEs). This Bell-polynomial approach does not rely on any dependent variable transformation, which constitutes the key step and main difficulty of the Hirota bilinear method, and thus has the advantage in the bilinearization of the differential-difference NLEEs. Based on the bilinear forms obtained, the N-soliton solutions are constructed in terms of the N × N Wronskian determinant. Graphic illustrations demonstrate that those solutions, more general than the existing results, permit some new properties, such as the solitonic propagation and interactions for the BC lattice equations, and the nonnegative dark solitons for the BM lattice equations.

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.

Closed solutions to a differential-difference equation and an associated plate solidification problem.

PubMed

Layeni, Olawanle P; Akinola, Adegbola P; Johnson, Jesse V

2016-01-01

Two distinct and novel formalisms for deriving exact closed solutions of a class of variable-coefficient differential-difference equations arising from a plate solidification problem are introduced. Thereupon, exact closed traveling wave and similarity solutions to the plate solidification problem are obtained for some special cases of time-varying plate surface temperature.

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.

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

Isa, Sharena Mohamad; Ali, Anati

In this paper, the hydromagnetic flow of dusty fluid over a vertical stretching sheet with thermal radiation is investigated. The governing partial differential equations are reduced to nonlinear ordinary differential equations using similarity transformation. These nonlinear ordinary differential equations are solved numerically using Runge-Kutta Fehlberg fourth-fifth order method (RKF45 Method). The behavior of velocity and temperature profiles of hydromagnetic fluid flow of dusty fluid is analyzed and discussed for different parameters of interest such as unsteady parameter, fluid-particle interaction parameter, the magnetic parameter, radiation parameter and Prandtl number on the flow.

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

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

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

Heat transfer in a micropolar fluid over a stretching sheet with Newtonian heating.

PubMed

Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan

2013-01-01

This article looks at the steady flow of Micropolar fluid over a stretching surface with heat transfer in the presence of Newtonian heating. The relevant partial differential equations have been reduced to ordinary differential equations. The reduced ordinary differential equation system has been numerically solved by Runge-Kutta-Fehlberg fourth-fifth order method. Influence of different involved parameters on dimensionless velocity, microrotation and temperature is examined. An excellent agreement is found between the present and previous limiting results.

Almost periodic solutions to difference equations

NASA Technical Reports Server (NTRS)

Bayliss, A.

1975-01-01

The theory of Massera and Schaeffer relating the existence of unique almost periodic solutions of an inhomogeneous linear equation to an exponential dichotomy for the homogeneous equation was completely extended to discretizations by a strongly stable difference scheme. In addition it is shown that the almost periodic sequence solution will converge to the differential equation solution. The preceding theory was applied to a class of exponentially stable partial differential equations to which one can apply the Hille-Yoshida theorem. It is possible to prove the existence of unique almost periodic solutions of the inhomogeneous equation (which can be approximated by almost periodic sequences) which are the solutions to appropriate discretizations. Two methods of discretizations are discussed: the strongly stable scheme and the Lax-Wendroff scheme.

Finite difference and Runge-Kutta methods for solving vibration problems

NASA Astrophysics Data System (ADS)

Lintang Renganis Radityani, Scolastika; Mungkasi, Sudi

2017-11-01

The vibration of a storey building can be modelled into a system of second order ordinary differential equations. If the number of floors of a building is large, then the result is a large scale system of second order ordinary differential equations. The large scale system is difficult to solve, and if it can be solved, the solution may not be accurate. Therefore, in this paper, we seek for accurate methods for solving vibration problems. We compare the performance of numerical finite difference and Runge-Kutta methods for solving large scale systems of second order ordinary differential equations. The finite difference methods include the forward and central differences. The Runge-Kutta methods include the Euler and Heun methods. Our research results show that the central finite difference and the Heun methods produce more accurate solutions than the forward finite difference and the Euler methods do.

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.

Reduction of lattice equations to the Painlevé equations: PIV and PV

NASA Astrophysics Data System (ADS)

Nakazono, Nobutaka

2018-02-01

In this paper, we construct a new relation between Adler-Bobenko-Suris equations and Painlevé equations. Moreover, using this connection we construct the difference-differential Lax representations of the fourth and fifth Painlevé equations.

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.

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.

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

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

A finite difference scheme for the equilibrium equations of elastic bodies

NASA Technical Reports Server (NTRS)

Phillips, T. N.; Rose, M. E.

1984-01-01

A compact difference scheme is described for treating the first-order system of partial differential equations which describe the equilibrium equations of an elastic body. An algebraic simplification enables the solution to be obtained by standard direct or iterative techniques.

A GENERAL MASS-CONSERVATIVE NUMERICAL SOLUTION FOR THE UNSATURATED FLOW EQUATION

EPA Science Inventory

Numerical approximations based on different forms of the governing partial differential equation can lead to significantly different results for unsaturated flow problems. Numerical solution based on the standard h-based form of Richards equation generally yields poor results, ch...

Numerical method based on the lattice Boltzmann model for the Fisher equation.

PubMed

Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng

2008-06-01

In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.

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.

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.

Analytical results for post-buckling behaviour of plates in compression and in shear

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

The postbuckling behavior of long rectangular isotropic and orthotropic plates is determined. By assuming trigonometric functions in one direction, the nonlinear partial differential equations of von Karman large deflection plate theory are converted into nonlinear ordinary differential equations. The ordinary differential equations are solved numerically using an available boundary value problem solver which makes use of Newton's method. Results for longitudinal compression show different postbuckling behavior between isotropic and orthotropic plates. Results for shear show that change in inplane edge constraints can cause large change in postbuckling stiffness.

A differential equation for the Generalized Born radii.

PubMed

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

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

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.

Solution of transonic flows by an integro-differential equation method

NASA Technical Reports Server (NTRS)

Ogana, W.

1978-01-01

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

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

ERIC Educational Resources Information Center

Dana-Picard, Thierry; Kidron, Ivy

2008-01-01

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

Beyond Euler's Method: Implicit Finite Differences in an Introductory ODE Course

ERIC Educational Resources Information Center

Kull, Trent C.

2011-01-01

A typical introductory course in ordinary differential equations (ODEs) exposes students to exact solution methods. However, many differential equations must be approximated with numerical methods. Textbooks commonly include explicit methods such as Euler's and Improved Euler's. Implicit methods are typically introduced in more advanced courses…

Existence and stability of periodic solutions of quasi-linear Korteweg — de Vries equation

NASA Astrophysics Data System (ADS)

Glyzin, S. D.; Kolesov, A. Yu; Preobrazhenskaia, M. M.

2017-01-01

We consider the scalar nonlinear differential-difference equation with two delays, which models electrical activity of a neuron. Under some additional suppositions for this equation well known method of quasi-normal forms can be applied. Its essence lies in the formal normalization of the Poincare - Dulac obtaining quasi-normal form and the subsequent application of the theorems of conformity. In this case, the result of the application of quasi-normal forms is a countable system of differential-difference equations, which can be turned into a boundary value problem of the Korteweg - de Vries equation. The investigation of this boundary value problem allows us to draw a conclusion about the behaviour of the original equation. Namely, for a suitable choice of parameters in the framework of this equation is implemented buffer phenomenon consisting in the presence of the bifurcation mechanism for the birth of an arbitrarily large number of stable cycles.

Multigrid methods for differential equations with highly oscillatory coefficients

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Luo, Erding

1993-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

An Exponential Finite Difference Technique for Solving Partial Differential Equations. M.S. Thesis - Toledo Univ., Ohio

NASA Technical Reports Server (NTRS)

Handschuh, Robert F.

1987-01-01

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

exponential finite difference technique for solving partial differential equations

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

Handschuh, R.F.

1987-01-01

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

Comparison of finite-difference schemes for analysis of shells of revolution. [stress and free vibration analysis

NASA Technical Reports Server (NTRS)

Noor, A. K.; Stephens, W. B.

1973-01-01

Several finite difference schemes are applied to the stress and free vibration analysis of homogeneous isotropic and layered orthotropic shells of revolution. The study is based on a form of the Sanders-Budiansky first-approximation linear shell theory modified such that the effects of shear deformation and rotary inertia are included. A Fourier approach is used in which all the shell stress resultants and displacements are expanded in a Fourier series in the circumferential direction, and the governing equations reduce to ordinary differential equations in the meridional direction. While primary attention is given to finite difference schemes used in conjunction with first order differential equation formulation, comparison is made with finite difference schemes used with other formulations. These finite difference discretization models are compared with respect to simplicity of application, convergence characteristics, and computational efficiency. Numerical studies are presented for the effects of variations in shell geometry and lamination parameters on the accuracy and convergence of the solutions obtained by the different finite difference schemes. On the basis of the present study it is shown that the mixed finite difference scheme based on the first order differential equation formulation and two interlacing grids for the different fundamental unknowns combines a number of advantages over other finite difference schemes previously reported in the literature.

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

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

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

An efficient numerical scheme for the study of equal width equation

NASA Astrophysics Data System (ADS)

Ghafoor, Abdul; Haq, Sirajul

2018-06-01

In this work a new numerical scheme is proposed in which Haar wavelet method is coupled with finite difference scheme for the solution of a nonlinear partial differential equation. The scheme transforms the partial differential equation to a system of algebraic equations which can be solved easily. The technique is applied to equal width equation in order to study the behaviour of one, two, three solitary waves, undular bore and soliton collision. For efficiency and accuracy of the scheme, L2 and L∞ norms and invariants are computed. The results obtained are compared with already existing results in literature.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

Concircular vector fields on Lorentzian manifold of Bianchi type-I spacetimes

NASA Astrophysics Data System (ADS)

Mahmood, Amjad; Ali, Ahmad T.; Khan, Suhail

2018-04-01

Our aim in this paper is to obtain concircular vector fields (CVFs) on the Lorentzian manifold of Bianchi type-I spacetimes. For this purpose, two different sets of coupled partial differential equations comprising ten equations each are obtained. The first ten equations, known as conformal Killing equations are solved completely and components of conformal Killing vector fields (CKVFs) are obtained in different possible cases. These CKVFs are then substituted into second set of ten differential equations to obtain CVFs. It comes out that Bianchi type-I spacetimes admit four-, five-, six-, seven- or 15-dimensional CVFs for particular choices of the metric functions. In many cases, the CKVFs of a particular metric are same as CVFs while there exists few cases where proper CKVFs are not CVFs.

Stochastic model for threat assessment in multi-sensor defense system

NASA Astrophysics Data System (ADS)

Wang, Yongcheng; Wang, Hongfei; Jiang, Changsheng

2007-11-01

This paper puts forward a stochastic model for target detecting and tracking in multi-sensor defense systems and applies the Lanchester differential equations to threat assessment in combat. The two different modes of targets tracking and their respective Lanchester differential equations are analyzed and established. By use of these equations, we could briefly estimate the loss of each combat side and accordingly get the threat estimation results, given the situation analysis is accomplished.

An explicit predictor-corrector solver with applications to Burgers' equation

NASA Technical Reports Server (NTRS)

Dey, S. K.; Dey, C.

1983-01-01

Forward Euler's explicit, finite-difference formula of extrapolation, is used as a predictor and a convex formula as a corrector to integrate differential equations numerically. An application has been made to Burger's equation.

Analytical solutions for the motion of a charged particle in electric and magnetic fields via non-singular fractional derivatives

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Gómez-Aguilar, J. F.; Taneco-Hernandez, M. A.

2017-12-01

In this work we propose fractional differential equations for the motion of a charged particle in electric, magnetic and electromagnetic fields. Exact solutions are obtained for the fractional differential equations by employing the Laplace transform method. The temporal fractional differential equations are considered in the Caputo-Fabrizio-Caputo and Atangana-Baleanu-Caputo sense. Application examples consider constant, ramp and harmonic fields. In addition, we present numerical results for different values of the fractional order. In all cases, when α = 1, we recover the standard electrodynamics.

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.

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Blinkov, Yuri A.; Mozzhilkin, Vladimir V.

2006-05-01

In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

Exact finite difference schemes for the non-linear unidirectional wave equation

NASA Technical Reports Server (NTRS)

Mickens, R. E.

1985-01-01

Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.

Method of mechanical quadratures for solving singular integral equations of various types

NASA Astrophysics Data System (ADS)

Sahakyan, A. V.; Amirjanyan, H. A.

2018-04-01

The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.

Alternans promotion in cardiac electrophysiology models by delay differential equations.

PubMed

Gomes, Johnny M; Dos Santos, Rodrigo Weber; Cherry, Elizabeth M

2017-09-01

Cardiac electrical alternans is a state of alternation between long and short action potentials and is frequently associated with harmful cardiac conditions. Different dynamic mechanisms can give rise to alternans; however, many cardiac models based on ordinary differential equations are not able to reproduce this phenomenon. A previous study showed that alternans can be induced by the introduction of delay differential equations (DDEs) in the formulations of the ion channel gating variables of a canine myocyte model. The present work demonstrates that this technique is not model-specific by successfully promoting alternans using DDEs for five cardiac electrophysiology models that describe different types of myocytes, with varying degrees of complexity. By analyzing results across the different models, we observe two potential requirements for alternans promotion via DDEs for ionic gates: (i) the gate must have a significant influence on the action potential duration and (ii) a delay must significantly impair the gate's recovery between consecutive action potentials.

Properties of Solutions to the Irving-Mullineux Oscillator Equation

NASA Astrophysics Data System (ADS)

Mickens, Ronald E.

2002-10-01

A nonlinear differential equation is given in the book by Irving and Mullineux to model certain oscillatory phenomena.^1 They use a regular perturbation method^2 to obtain a first-approximation to the assumed periodic solution. However, their result is not uniformly valid and this means that the obtained solution is not periodic because of the presence of secular terms. We show their way of proceeding is not only incorrect, but that in fact the actual solution to this differential equation is a damped oscillatory function. Our proof uses the method of averaging^2,3 and the qualitative theory of differential equations for 2-dim systems. A nonstandard finite-difference scheme is used to calculate numerical solutions for the trajectories in phase-space. References: ^1J. Irving and N. Mullineux, Mathematics in Physics and Engineering (Academic, 1959); section 14.1. ^2R. E. Mickens, Nonlinear Oscillations (Cambridge University Press, 1981). ^3D. W. Jordan and P. Smith, Nonlinear Ordinary Differential Equations (Oxford, 1987).

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

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.

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.

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

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

Numerical solution of a coupled pair of elliptic equations from solid state electronics

NASA Technical Reports Server (NTRS)

Phillips, T. N.

1983-01-01

Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

Weak Solution Classes for Parabolic Integro-Differential Equations

DTIC Science & Technology

1982-09-01

different existence argument for solutions of (I). It is partly based on a method that was used in (2) and (6] to treat a Hilbert - space version of (I) and...xx Differential Equations 35 (1980), 200-231. 121 V. Barbut Integro-Oifferential Squatton. in Hilbert Spaces. Ann. St. Univ. *Al. 1. Cuaxa 19 (1973... Greenberg : O,% the Existence, Uniqueness, and stability of the Equation 00 Xtt - 3(XX)X) AX *x . J Math. Anal. Appl. 25 (1969), S75-591. (131 7

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.

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

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

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

2014-06-01

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

Power-spectral-density relationship for retarded differential equations

NASA Technical Reports Server (NTRS)

Barker, L. K.

1974-01-01

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

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.

Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

ERIC Educational Resources Information Center

Winkel, Brian

2012-01-01

We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

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

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Dey, C.; Dey, S. K.

1983-01-01

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

[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.

Regularity estimates up to the boundary for elliptic systems of difference equations

NASA Technical Reports Server (NTRS)

Strikwerda, J. C.; Wade, B. A.; Bube, K. P.

1986-01-01

Regularity estimates up to the boundary for solutions of elliptic systems of finite difference equations were proved. The regularity estimates, obtained for boundary fitted coordinate systems on domains with smooth boundary, involve discrete Sobolev norms and are proved using pseudo-difference operators to treat systems with variable coefficients. The elliptic systems of difference equations and the boundary conditions which are considered are very general in form. The regularity of a regular elliptic system of difference equations was proved equivalent to the nonexistence of eigensolutions. The regularity estimates obtained are analogous to those in the theory of elliptic systems of partial differential equations, and to the results of Gustafsson, Kreiss, and Sundstrom (1972) and others for hyperbolic difference equations.

An algorithm for solving the perturbed gas dynamic equations

NASA Technical Reports Server (NTRS)

Davis, Sanford

1993-01-01

The present application of a compact, higher-order central-difference approximation to the linearized Euler equations illustrates the multimodal character of these equations by means of computations for acoustic, vortical, and entropy waves. Such dissipationless central-difference methods are shown to propagate waves exhibiting excellent phase and amplitude resolution on the basis of relatively large time-steps; they can be applied to wave problems governed by systems of first-order partial differential equations.

Finite Difference Schemes as Algebraic Correspondences between Layers

NASA Astrophysics Data System (ADS)

Malykh, Mikhail; Sevastianov, Leonid

2018-02-01

For some differential equations, especially for Riccati equation, new finite difference schemes are suggested. These schemes define protective correspondences between the layers. Calculation using these schemes can be extended to the area beyond movable singularities of exact solution without any error accumulation.

[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.

A Textbook for a First Course in Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

Zingg, D. W.; Pulliam, T. H.; Nixon, David (Technical Monitor)

1999-01-01

This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.

Exact Solutions for Stokes' Flow of a Non-Newtonian Nanofluid Model: A Lie Similarity Approach

NASA Astrophysics Data System (ADS)

Aziz, Taha; Aziz, A.; Khalique, C. M.

2016-07-01

The fully developed time-dependent flow of an incompressible, thermodynamically compatible non-Newtonian third-grade nanofluid is investigated. The classical Stokes model is considered in which the flow is generated due to the motion of the plate in its own plane with an impulsive velocity. The Lie symmetry approach is utilised to convert the governing nonlinear partial differential equation into different linear and nonlinear ordinary differential equations. The reduced ordinary differential equations are then solved by using the compatibility and generalised group method. Exact solutions for the model equation are deduced in the form of closed-form exponential functions which are not available in the literature before. In addition, we also derived the conservation laws associated with the governing model. Finally, the physical features of the pertinent parameters are discussed in detail through several graphs.

Modified Taylor series method for solving nonlinear differential equations with mixed boundary conditions defined on finite intervals.

PubMed

Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel Antonio; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Marin-Hernandez, Antonio; Herrera-May, Agustin Leobardo; Diaz-Sanchez, Alejandro; Huerta-Chua, Jesus

2014-01-01

In this article, we propose the application of a modified Taylor series method (MTSM) for the approximation of nonlinear problems described on finite intervals. The issue of Taylor series method with mixed boundary conditions is circumvented using shooting constants and extra derivatives of the problem. In order to show the benefits of this proposal, three different kinds of problems are solved: three-point boundary valued problem (BVP) of third-order with a hyperbolic sine nonlinearity, two-point BVP for a second-order nonlinear differential equation with an exponential nonlinearity, and a two-point BVP for a third-order nonlinear differential equation with a radical nonlinearity. The result shows that the MTSM method is capable to generate easily computable and highly accurate approximations for nonlinear equations. 34L30.

Differential morphology and image processing.

PubMed

Maragos, P

1996-01-01

Image processing via mathematical morphology has traditionally used geometry to intuitively understand morphological signal operators and set or lattice algebra to analyze them in the space domain. We provide a unified view and analytic tools for morphological image processing that is based on ideas from differential calculus and dynamical systems. This includes ideas on using partial differential or difference equations (PDEs) to model distance propagation or nonlinear multiscale processes in images. We briefly review some nonlinear difference equations that implement discrete distance transforms and relate them to numerical solutions of the eikonal equation of optics. We also review some nonlinear PDEs that model the evolution of multiscale morphological operators and use morphological derivatives. Among the new ideas presented, we develop some general 2-D max/min-sum difference equations that model the space dynamics of 2-D morphological systems (including the distance computations) and some nonlinear signal transforms, called slope transforms, that can analyze these systems in a transform domain in ways conceptually similar to the application of Fourier transforms to linear systems. Thus, distance transforms are shown to be bandpass slope filters. We view the analysis of the multiscale morphological PDEs and of the eikonal PDE solved via weighted distance transforms as a unified area in nonlinear image processing, which we call differential morphology, and briefly discuss its potential applications to image processing and computer vision.

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 Equations of Motion for Cantilever Rotor Blades in Hover with Pitch Link Flexibility, Twist, Precone, Droop, Sweep, Torque Offset, and Blade Root Offset

NASA Technical Reports Server (NTRS)

Hodges, D. H.

1976-01-01

Nonlinear equations of motion for a cantilever rotor blade are derived for the hovering flight condition. The blade is assumed to have twist, precone, droop, sweep, torque offset and blade root offset, and the elastic axis and the axes of center of mass, tension, and aerodynamic center coincident at the quarter chord. The blade is cantilevered in bending, but has a torsional root spring to simulate pitch link flexibility. Aerodynamic forces acting on the blade are derived from strip theory based on quasi-steady two-dimensional airfoil theory. The equations are hybrid, consisting of one integro-differential equation for root torsion and three integro-partial differential equations for flatwise and chordwise bending and elastic torsion. The equations are specialized for a uniform blade and reduced to nonlinear ordinary differential equations by Galerkin's method. They are linearized for small perturbation motions about the equilibrium operating condition. Modal analysis leads to formulation of a standard eigenvalue problem where the elements of the stability matrix depend on the solution of the equilibrium equations. Two different forms of the root torsion equation are derived that yield virtually identical numerical results. This provides a reasonable check for the accuracy of the equations.

A comparative study of diffraction of shallow-water waves by high-level IGN and GN equations

NASA Astrophysics Data System (ADS)

Zhao, B. B.; Ertekin, R. C.; Duan, W. Y.

2015-02-01

This work is on the nonlinear diffraction analysis of shallow-water waves, impinging on submerged obstacles, by two related theories, namely the classical Green-Naghdi (GN) equations and the Irrotational Green-Naghdi (IGN) equations, both sets of equations being at high levels and derived for incompressible and inviscid flows. Recently, the high-level Green-Naghdi equations have been applied to some wave transformation problems. The high-level IGN equations have also been used in the last decade to study certain wave propagation problems. However, past works on these theories used different numerical methods to solve these nonlinear and unsteady sets of differential equations and at different levels. Moreover, different physical problems have been solved in the past. Therefore, it has not been possible to understand the differences produced by these two sets of theories and their range of applicability so far. We are thus motivated to make a direct comparison of the results produced by these theories by use of the same numerical method to solve physically the same wave diffraction problems. We focus on comparing these two theories by using similar codes; only the equations used are different but other parts of the codes, such as the wave-maker, damping zone, discretion method, matrix solver, etc., are exactly the same. This way, we eliminate many potential sources of differences that could be produced by the solution of different equations. The physical problems include the presence of various submerged obstacles that can be used for example as breakwaters or to represent the continental shelf. A numerical wave tank is created by placing a wavemaker on one end and a wave absorbing beach on the other. The nonlinear and unsteady sets of differential equations are solved by the finite-difference method. The results are compared with different equations as well as with the available experimental data.

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.

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.

Group analysis for natural convection from a vertical plate

NASA Astrophysics Data System (ADS)

Rashed, A. S.; Kassem, M. M.

2008-12-01

The steady laminar natural convection of a fluid having chemical reaction of order n past a semi-infinite vertical plate is considered. The solution of the problem by means of one-parameter group method reduces the number of independent variables by one leading to a system of nonlinear ordinary differential equations. Two different similarity transformations are found. In each case the set of differential equations are solved numerically using Runge-Kutta and the shooting method. For each transformation different Schmidt numbers and chemical reaction orders are tested.

Stable boundary conditions and difference schemes for Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Dutt, P.

1985-01-01

The Navier-Stokes equations can be viewed as an incompletely elliptic perturbation of the Euler equations. By using the entropy function for the Euler equations as a measure of energy for the Navier-Stokes equations, it was possible to obtain nonlinear energy estimates for the mixed initial boundary value problem. These estimates are used to derive boundary conditions which guarantee L2 boundedness even when the Reynolds number tends to infinity. Finally, a new difference scheme for modelling the Navier-Stokes equations in multidimensions for which it is possible to obtain discrete energy estimates exactly analogous to those we obtained for the differential equation was proposed.

Differential Geometry Based Multiscale Models

PubMed Central

Wei, Guo-Wei

2010-01-01

Large chemical and biological systems such as fuel cells, ion channels, molecular motors, and viruses are of great importance to the scientific community and public health. Typically, these complex systems in conjunction with their aquatic environment pose a fabulous challenge to theoretical description, simulation, and prediction. In this work, we propose a differential geometry based multiscale paradigm to model complex macromolecular systems, and to put macroscopic and microscopic descriptions on an equal footing. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum mechanical description of the aquatic environment with the microscopic discrete atom-istic description of the macromolecule. Multiscale free energy functionals, or multiscale action functionals are constructed as a unified framework to derive the governing equations for the dynamics of different scales and different descriptions. Two types of aqueous macromolecular complexes, ones that are near equilibrium and others that are far from equilibrium, are considered in our formulations. We show that generalized Navier–Stokes equations for the fluid dynamics, generalized Poisson equations or generalized Poisson–Boltzmann equations for electrostatic interactions, and Newton's equation for the molecular dynamics can be derived by the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows. Comparison is given to classical descriptions of the fluid and electrostatic interactions without geometric flow based micro-macro interfaces. The detailed balance of forces is emphasized in the present work. We further extend the proposed multiscale paradigm to micro-macro analysis of electrohydrodynamics, electrophoresis, fuel cells, and ion channels. We derive generalized Poisson–Nernst–Planck equations that are coupled to generalized Navier–Stokes equations for fluid dynamics, Newton's equation for molecular dynamics, and potential and surface driving geometric flows for the micro-macro interface. For excessively large aqueous macromolecular complexes in chemistry and biology, we further develop differential geometry based multiscale fluid-electro-elastic models to replace the expensive molecular dynamics description with an alternative elasticity formulation. PMID:20169418

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.

Bright and singular soliton solutions of the conformable time-fractional Klein-Gordon equations with different nonlinearities

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Ansari, Reza

2018-07-01

Finding the exact solutions of nonlinear fractional differential equations has gained considerable attention, during the past two decades. In this paper, the conformable time-fractional Klein-Gordon equations with quadratic and cubic nonlinearities are studied. Several exact soliton solutions, including the bright (non-topological) and singular soliton solutions are formally extracted by making use of the ansatz method. Results demonstrate that the method can efficiently handle the time-fractional Klein-Gordon equations with different nonlinearities.

A comparative study of diffraction of shallow-water waves by high-level IGN and GN equations

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

Zhao, B.B.; Ertekin, R.C.; College of Shipbuilding Engineering, Harbin Engineering University, 150001 Harbin

2015-02-15

This work is on the nonlinear diffraction analysis of shallow-water waves, impinging on submerged obstacles, by two related theories, namely the classical Green–Naghdi (GN) equations and the Irrotational Green–Naghdi (IGN) equations, both sets of equations being at high levels and derived for incompressible and inviscid flows. Recently, the high-level Green–Naghdi equations have been applied to some wave transformation problems. The high-level IGN equations have also been used in the last decade to study certain wave propagation problems. However, past works on these theories used different numerical methods to solve these nonlinear and unsteady sets of differential equations and at differentmore » levels. Moreover, different physical problems have been solved in the past. Therefore, it has not been possible to understand the differences produced by these two sets of theories and their range of applicability so far. We are thus motivated to make a direct comparison of the results produced by these theories by use of the same numerical method to solve physically the same wave diffraction problems. We focus on comparing these two theories by using similar codes; only the equations used are different but other parts of the codes, such as the wave-maker, damping zone, discretion method, matrix solver, etc., are exactly the same. This way, we eliminate many potential sources of differences that could be produced by the solution of different equations. The physical problems include the presence of various submerged obstacles that can be used for example as breakwaters or to represent the continental shelf. A numerical wave tank is created by placing a wavemaker on one end and a wave absorbing beach on the other. The nonlinear and unsteady sets of differential equations are solved by the finite-difference method. The results are compared with different equations as well as with the available experimental data.« less

Spurious Solutions Of Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

MATLAB Simulation of Gradient-Based Neural Network for Online Matrix Inversion

NASA Astrophysics Data System (ADS)

Zhang, Yunong; Chen, Ke; Ma, Weimu; Li, Xiao-Dong

This paper investigates the simulation of a gradient-based recurrent neural network for online solution of the matrix-inverse problem. Several important techniques are employed as follows to simulate such a neural system. 1) Kronecker product of matrices is introduced to transform a matrix-differential-equation (MDE) to a vector-differential-equation (VDE); i.e., finally, a standard ordinary-differential-equation (ODE) is obtained. 2) MATLAB routine "ode45" is introduced to solve the transformed initial-value ODE problem. 3) In addition to various implementation errors, different kinds of activation functions are simulated to show the characteristics of such a neural network. Simulation results substantiate the theoretical analysis and efficacy of the gradient-based neural network for online constant matrix inversion.

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.

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.

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.

A new perspective for quintic B-spline based Crank-Nicolson-differential quadrature method algorithm for numerical solutions of the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Başhan, Ali; Uçar, Yusuf; Murat Yağmurlu, N.; Esen, Alaattin

2018-01-01

In the present paper, a Crank-Nicolson-differential quadrature method (CN-DQM) based on utilizing quintic B-splines as a tool has been carried out to obtain the numerical solutions for the nonlinear Schrödinger (NLS) equation. For this purpose, first of all, the Schrödinger equation has been converted into coupled real value differential equations and then they have been discretized using both the forward difference formula and the Crank-Nicolson method. After that, Rubin and Graves linearization techniques have been utilized and the differential quadrature method has been applied to obtain an algebraic equation system. Next, in order to be able to test the efficiency of the newly applied method, the error norms, L2 and L_{∞}, as well as the two lowest invariants, I1 and I2, have been computed. Besides those, the relative changes in those invariants have been presented. Finally, the newly obtained numerical results have been compared with some of those available in the literature for similar parameters. This comparison clearly indicates that the currently utilized method, namely CN-DQM, is an effective and efficient numerical scheme and allows us to propose to solve a wide range of nonlinear equations.

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.

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...

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

An efficient nonlinear finite-difference approach in the computational modeling of the dynamics of a nonlinear diffusion-reaction equation in microbial ecology.

PubMed

Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E

2013-12-01

In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.

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.

Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations.

PubMed

Sánchez, R; Carreras, B A; van Milligen, B Ph

2005-01-01

The fluid limit of a recently introduced family of nonintegrable (nonlinear) continuous-time random walks is derived in terms of fractional differential equations. In this limit, it is shown that the formalism allows for the modeling of the interaction between multiple transport mechanisms with not only disparate spatial scales but also different temporal scales. For this reason, the resulting fluid equations may find application in the study of a large number of nonlinear multiscale transport problems, ranging from the study of self-organized criticality to the modeling of turbulent transport in fluids and plasmas.

Integrable Seven-Point Discrete Equations and Second-Order Evolution Chains

NASA Astrophysics Data System (ADS)

Adler, V. E.

2018-04-01

We consider differential-difference equations defining continuous symmetries for discrete equations on a triangular lattice. We show that a certain combination of continuous flows can be represented as a secondorder scalar evolution chain. We illustrate the general construction with a set of examples including an analogue of the elliptic Yamilov chain.

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.

Effect of partial heating at mid of vertical plate adjacent to porous medium

NASA Astrophysics Data System (ADS)

Mulla, Mohammed Fahimuddin; Pallan, Khalid. M.; Al-Rashed, A. A. A. A.

2018-05-01

Heat and mass transfer in porous medium due to heating of vertical plate at mid-section is analyzed for various physical parameters. The heat and mass transfer in porous medium is modeled with the help of momentum, energy and concentration equations in terms of non-dimensional partial differential equations. The partial differential equations are converted into simpler form of algebraic equations with the help of finite element method. A computer code is developed to assemble the matrix form of algebraic equations into global matrices and then to solve them in an iterative manner to obtain the temperature, concentration and streamline distribution inside the porous medium. It is found that the heat transfer behavior of porous medium heated at middle section is considerably different from other cases.

Isostable reduction with applications to time-dependent partial differential equations.

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.

Two Different Approaches to Nonzero-Sum Stochastic Differential Games

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

Rainer, Catherine

2007-06-15

We make the link between two approaches to Nash equilibria for nonzero-sum stochastic differential games: the first one using backward stochastic differential equations and the second one using strategies with delay. We prove that, when both exist, the two notions of Nash equilibria coincide.

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.

2017-11-01

Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.

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.

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.

Computer simulation of two-dimensional unsteady flows in estuaries and embayments by the method of characteristics : basic theory and the formulation of the numerical method

USGS Publications Warehouse

Lai, Chintu

1977-01-01

Two-dimensional unsteady flows of homogeneous density in estuaries and embayments can be described by hyperbolic, quasi-linear partial differential equations involving three dependent and three independent variables. A linear combination of these equations leads to a parametric equation of characteristic form, which consists of two parts: total differentiation along the bicharacteristics and partial differentiation in space. For its numerical solution, the specified-time-interval scheme has been used. The unknown, partial space-derivative terms can be eliminated first by suitable combinations of difference equations, converted from the corresponding differential forms and written along four selected bicharacteristics and a streamline. Other unknowns are thus made solvable from the known variables on the current time plane. The computation is carried to the second-order accuracy by using trapezoidal rule of integration. Means to handle complex boundary conditions are developed for practical application. Computer programs have been written and a mathematical model has been constructed for flow simulation. The favorable computer outputs suggest further exploration and development of model worthwhile. (Woodard-USGS)

Preconditioning Strategies for Solving Elliptic Difference Equations on a Multiprocessor.

DTIC Science & Technology

1982-01-01

162, 1977. (MiGr8O] Mitchell, A., Griffiths, D., The Finite Difference Method in Partial Differential Equations , John Wiley & Sons, 1980. [Munk80...ADAL1b T35 AIR FO"CE INST OF TECH WRITG-PATTERSON AFS OH F/6 12/17PR CO ITIONIN STRATEGIES FOR SOLVING ELLIPTIC DIFFERENCE EWA-ETClU) 9UN S C K...TI TLE (ard S.tbr,,I) 5 TYPE OF REP’ORT & F IFIOD C_JVEFO Preconditioning Strategies for Solving Elliptic THESIS/VYYRY#YY0N Difference Equations on

Comparing the Discrete and Continuous Logistic Models

ERIC Educational Resources Information Center

Gordon, Sheldon P.

2008-01-01

The solutions of the discrete logistic growth model based on a difference equation and the continuous logistic growth model based on a differential equation are compared and contrasted. The investigation is conducted using a dynamic interactive spreadsheet. (Contains 5 figures.)

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).

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Partial slip effect in the flow of MHD micropolar nanofluid flow due to a rotating disk - A numerical approach

NASA Astrophysics Data System (ADS)

Ramzan, Muhammad; Chung, Jae Dong; Ullah, Naeem

The aim of present exploration is to study the flow of micropolar nanofluid due to a rotating disk in the presence of magnetic field and partial slip condition. The governing coupled partial differential equations are reduced to nonlinear ordinary differential equations using appropriate transformations. The differential equations are solved numerically by using Maple dsolve command with option numeric which utilize Runge-Kutta fourth-fifth order Fehlberg technique. A comparison to previous study is also added to validate the present results. Moreover, behavior of different parameters on velocity, microrotation, temperature and concentration of nanofluid are presented via graphs and tables. It is noted that the slip effect and magnetic field decay the velocity and microrotation or spin component.

Optical solver for a system of ordinary differential equations based on an external feedback assisted microring resonator.

PubMed

Hou, Jie; Dong, Jianji; Zhang, Xinliang

2017-06-15

Systems of ordinary differential equations (SODEs) are crucial for describing the dynamic behaviors in various systems such as modern control systems which require observability and controllability. In this Letter, we propose and experimentally demonstrate an all-optical SODE solver based on the silicon-on-insulator platform. We use an add/drop microring resonator to construct two different ordinary differential equations (ODEs) and then introduce two external feedback waveguides to realize the coupling between these ODEs, thus forming the SODE solver. A temporal coupled mode theory is used to deduce the expression of the SODE. A system experiment is carried out for further demonstration. For the input 10 GHz NRZ-like pulses, the measured output waveforms of the SODE solver agree well with the calculated results.

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…

Error behavior of multistep methods applied to unstable differential systems

NASA Technical Reports Server (NTRS)

Brown, R. L.

1977-01-01

The problem of modeling a dynamic system described by a system of ordinary differential equations which has unstable components for limited periods of time is discussed. It is shown that the global error in a multistep numerical method is the solution to a difference equation initial value problem, and the approximate solution is given for several popular multistep integration formulas. Inspection of the solution leads to the formulation of four criteria for integrators appropriate to unstable problems. A sample problem is solved numerically using three popular formulas and two different stepsizes to illustrate the appropriateness of the criteria.

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.

Fractional-order difference equations for physical lattices and some applications

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

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

2015-10-15

Fractional-order operators for physical lattice models based on the Grünwald-Letnikov fractional differences are suggested. We use an approach based on the models of lattices with long-range particle interactions. The fractional-order operators of differentiation and integration on physical lattices are represented by kernels of lattice long-range interactions. In continuum limit, these discrete operators of non-integer orders give the fractional-order derivatives and integrals with respect to coordinates of the Grünwald-Letnikov types. As examples of the fractional-order difference equations for physical lattices, we give difference analogs of the fractional nonlocal Navier-Stokes equations and the fractional nonlocal Maxwell equations for lattices with long-range interactions.more » Continuum limits of these fractional-order difference equations are also suggested.« less

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

PubMed

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

2013-09-01

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

Fractional Poisson Fields and Martingales

NASA Astrophysics Data System (ADS)

Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely

2018-02-01

We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.

A Nonlinear differential equation model of Asthma effect of environmental pollution using LHAM

NASA Astrophysics Data System (ADS)

Joseph, G. Arul; Balamuralitharan, S.

2018-04-01

In this paper, we investigated a nonlinear differential equation mathematical model to study the spread of asthma in the environmental pollutants from industry and mainly from tobacco smoke from smokers in different type of population. Smoking is the main cause to spread Asthma in the environment. Numerical simulation is also discussed. Finally by using Liao’s Homotopy analysis Method (LHAM), we found that the approximate analytical solution of Asthmatic disease in the environmental.

A finite difference method for the solution of the transonic flow around harmonically oscillating wings

NASA Technical Reports Server (NTRS)

Ehlers, E. F.

1974-01-01

A finite difference method for the solution of the transonic flow about a harmonically oscillating wing is presented. The partial differential equation for the unsteady transonic flow was linearized by dividing the flow into separate steady and unsteady perturbation velocity potentials and by assuming small amplitudes of harmonic oscillation. The resulting linear differential equation is of mixed type, being elliptic or hyperbolic whereever the steady flow equation is elliptic or hyperbolic. Central differences were used for all derivatives except at supersonic points where backward differencing was used for the streamwise direction. Detailed formulas and procedures are described in sufficient detail for programming on high speed computers. To test the method, the problem of the oscillating flap on a NACA 64A006 airfoil was programmed. The numerical procedure was found to be stable and convergent even in regions of local supersonic flow with shocks.

Collaborative Understanding of Cyanobacteria in Lake Ecosystems

ERIC Educational Resources Information Center

Greer, Meredith L.; Ewing, Holly A.; Cottingham, Kathryn L.; Weathers, Kathleen C.

2013-01-01

We describe a collaboration between mathematicians and ecologists studying the cyanobacterium "Gloeotrichia echinulata" and its possible role in eutrophication of New England lakes. The mathematics includes compartmental modeling, differential equations, difference equations, and testing models against high-frequency data. The ecology…

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.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.

On the Importance of the Dynamics of Discretizations

NASA Technical Reports Server (NTRS)

Sweby, Peter K.; Yee, H. C.; Rai, ManMohan (Technical Monitor)

1995-01-01

It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.

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.

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.

High-order FDTD methods for transverse electromagnetic systems in dispersive inhomogeneous media.

PubMed

Zhao, Shan

2011-08-15

This Letter introduces a novel finite-difference time-domain (FDTD) formulation for solving transverse electromagnetic systems in dispersive media. Based on the auxiliary differential equation approach, the Debye dispersion model is coupled with Maxwell's equations to derive a supplementary ordinary differential equation for describing the regularity changes in electromagnetic fields at the dispersive interface. The resulting time-dependent jump conditions are rigorously enforced in the FDTD discretization by means of the matched interface and boundary scheme. High-order convergences are numerically achieved for the first time in the literature in the FDTD simulations of dispersive inhomogeneous media. © 2011 Optical Society of America

A user's guide for V174, a program using a finite difference method to analyze transonic flow over oscillating wings

NASA Technical Reports Server (NTRS)

Butler, T. D.; Weatherill, W. H.; Sebastian, J. D.; Ehlers, F. E.

1977-01-01

The design and usage of a pilot program using a finite difference method for calculating the pressure distributions over harmonically oscillating wings in transonic flow are discussed. The procedure used is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The steady velocity potential which must be obtained from some other program, is required for input. The unsteady differential equation is linear, complex in form with spatially varying coefficients. Because sinusoidal motion is assumed, time is not a variable. The numerical solution is obtained through a finite difference formulation and a line relaxation solution method.

Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

NASA Astrophysics Data System (ADS)

Umut Caglar, Mehmet; Pal, Ranadip

2010-10-01

The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

New analytical exact solutions of time fractional KdV-KZK equation by Kudryashov methods

NASA Astrophysics Data System (ADS)

S Saha, Ray

2016-04-01

In this paper, new exact solutions of the time fractional KdV-Khokhlov-Zabolotskaya-Kuznetsov (KdV-KZK) equation are obtained by the classical Kudryashov method and modified Kudryashov method respectively. For this purpose, the modified Riemann-Liouville derivative is used to convert the nonlinear time fractional KdV-KZK equation into the nonlinear ordinary differential equation. In the present analysis, the classical Kudryashov method and modified Kudryashov method are both used successively to compute the analytical solutions of the time fractional KdV-KZK equation. As a result, new exact solutions involving the symmetrical Fibonacci function, hyperbolic function and exponential function are obtained for the first time. The methods under consideration are reliable and efficient, and can be used as an alternative to establish new exact solutions of different types of fractional differential equations arising from mathematical physics. The obtained results are exhibited graphically in order to demonstrate the efficiencies and applicabilities of these proposed methods of solving the nonlinear time fractional KdV-KZK equation.

Differential geometry-based solvation and electrolyte transport models for biomolecular modeling: a review

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

Wei, Guowei; Baker, Nathan A.

2016-11-11

This chapter reviews the differential geometry-based solvation and electrolyte transport for biomolecular solvation that have been developed over the past decade. A key component of these methods is the differential geometry of surfaces theory, as applied to the solvent-solute boundary. In these approaches, the solvent-solute boundary is determined by a variational principle that determines the major physical observables of interest, for example, biomolecular surface area, enclosed volume, electrostatic potential, ion density, electron density, etc. Recently, differential geometry theory has been used to define the surfaces that separate the microscopic (solute) domains for biomolecules from the macroscopic (solvent) domains. In thesemore » approaches, the microscopic domains are modeled with atomistic or quantum mechanical descriptions, while continuum mechanics models (including fluid mechanics, elastic mechanics, and continuum electrostatics) are applied to the macroscopic domains. This multiphysics description is integrated through an energy functional formalism and the resulting Euler-Lagrange equation is employed to derive a variety of governing partial differential equations for different solvation and transport processes; e.g., the Laplace-Beltrami equation for the solvent-solute interface, Poisson or Poisson-Boltzmann equations for electrostatic potentials, the Nernst-Planck equation for ion densities, and the Kohn-Sham equation for solute electron density. Extensive validation of these models has been carried out over hundreds of molecules, including proteins and ion channels, and the experimental data have been compared in terms of solvation energies, voltage-current curves, and density distributions. We also propose a new quantum model for electrolyte transport.« less

A numerical solution for a variable-order reaction-diffusion model by using fractional derivatives with non-local and non-singular kernel

NASA Astrophysics Data System (ADS)

Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Torres, L.; Escobar-Jiménez, R. F.

2018-02-01

A reaction-diffusion system can be represented by the Gray-Scott model. The reaction-diffusion dynamic is described by a pair of time and space dependent Partial Differential Equations (PDEs). In this paper, a generalization of the Gray-Scott model by using variable-order fractional differential equations is proposed. The variable-orders were set as smooth functions bounded in (0 , 1 ] and, specifically, the Liouville-Caputo and the Atangana-Baleanu-Caputo fractional derivatives were used to express the time differentiation. In order to find a numerical solution of the proposed model, the finite difference method together with the Adams method were applied. The simulations results showed the chaotic behavior of the proposed model when different variable-orders are applied.

Finite difference methods for transient signal propagation in stratified dispersive media

NASA Technical Reports Server (NTRS)

Lam, D. H.

1975-01-01

Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.

Sex Differences in Latent Cognitive Abilities Ages 5 to 17: Evidence from the Differential Ability Scales--Second Edition

ERIC Educational Resources Information Center

Keith, Timothy Z.; Reynolds, Matthew R.; Roberts, Lisa G.; Winter, Amanda L.; Austin, Cynthia A.

2011-01-01

Sex differences in the latent general and broad cognitive abilities underlying the Differential Ability Scales, Second Edition were investigated for children and youth ages 5 through 17. Multi-group mean and covariance structural equation modeling was used to investigate sex differences in latent cognitive abilities as well as changes in these…

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

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…

Solitons of the Kadomtsev-Petviashvili equation based on lattice Boltzmann model

NASA Astrophysics Data System (ADS)

Wang, Huimin

2017-01-01

In this paper, a lattice Boltzmann model for the Kadomtsev-Petviashvili equation is proposed. By using the Chapman-Enskog expansion and the multi-scale time expansion, a series of partial differential equations in different time scales are obtained. Due to the asymmetry in x direction and y direction of the equation, the moments of the equilibrium distribution function are selected are asymmetric. The numerical results demonstrate the lattice Boltzmann method is an effective method to simulate the solitons of the Kadomtsev-Petviashvili equation.

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.

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.

Solving differential equations with unknown constitutive relations as recurrent neural networks

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

Hagge, Tobias J.; Stinis, Panagiotis; Yeung, Enoch H.

We solve a system of ordinary differential equations with an unknown functional form of a sink (reaction rate) term. We assume that the measurements (time series) of state variables are partially available, and use a recurrent neural network to “learn” the reaction rate from this data. This is achieved by including discretized ordinary differential equations as part of a recurrent neural network training problem. We extend TensorFlow’s recurrent neural network architecture to create a simple but scalable and effective solver for the unknown functions, and apply it to a fedbatch bioreactor simulation problem. Use of techniques from recent deep learningmore » literature enables training of functions with behavior manifesting over thousands of time steps. Our networks are structurally similar to recurrent neural networks, but differ in purpose, and require modified training strategies.« less

Canonical equations of Hamilton for the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Liang, Guo; Guo, Qi; Ren, Zhanmei

2015-09-01

We define two different systems of mathematical physics: the second order differential system (SODS) and the first order differential system (FODS). The Newton's second law of motion and the nonlinear Schrödinger equation (NLSE) are the exemplary SODS and FODS, respectively. We obtain a new kind of canonical equations of Hamilton (CEH), which exhibit some kind of symmetry in form and are formally different from the conventional CEH without symmetry [H. Goldstein, C. Poole, J. Safko, Classical Mechanics, third ed., Addison- Wesley, 2001]. We also prove that the number of the CEHs is equal to the number of the generalized coordinates for the FODS, but twice the number of the generalized coordinates for the SODS. We show that the FODS can only be expressed by the new CEH, but not introduced by the conventional CEH, while the SODS can be done by both the new and the conventional CEHs. As an example, we prove that the nonlinear Schrödinger equation can be expressed with the new CEH in a consistent way.

Synergies from using higher order symplectic decompositions both for ordinary differential equations and quantum Monte Carlo methods

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

Matuttis, Hans-Georg; Wang, Xiaoxing

Decomposition methods of the Suzuki-Trotter type of various orders have been derived in different fields. Applying them both to classical ordinary differential equations (ODEs) and quantum systems allows to judge their effectiveness and gives new insights for many body quantum mechanics where reference data are scarce. Further, based on data for 6 × 6 system we conclude that sampling with sign (minus-sign problem) is probably detrimental to the accuracy of fermionic simulations with determinant algorithms.

Response of an oscillatory differential delay equation to a single stimulus.

PubMed

Mackey, Michael C; Tyran-Kamińska, Marta; Walther, Hans-Otto

2017-04-01

Here we analytically examine the response of a limit cycle solution to a simple differential delay equation to a single pulse perturbation of the piecewise linear nonlinearity. We construct the unperturbed limit cycle analytically, and are able to completely characterize the perturbed response to a pulse of positive amplitude and duration with onset at different points in the limit cycle. We determine the perturbed minima and maxima and period of the limit cycle and show how the pulse modifies these from the unperturbed case.

Application of the enhanced homotopy perturbation method to solve the fractional-order Bagley-Torvik differential equation

NASA Astrophysics Data System (ADS)

Zolfaghari, M.; Ghaderi, R.; Sheikhol Eslami, A.; Ranjbar, A.; Hosseinnia, S. H.; Momani, S.; Sadati, J.

2009-10-01

The enhanced homotopy perturbation method (EHPM) is applied for finding improved approximate solutions of the well-known Bagley-Torvik equation for three different cases. The main characteristic of the EHPM is using a stabilized linear part, which guarantees the stability and convergence of the overall solution. The results are finally compared with the Adams-Bashforth-Moulton numerical method, the Adomian decomposition method (ADM) and the fractional differential transform method (FDTM) to verify the performance of the EHPM.

On the solution of the complex eikonal equation in acoustic VTI media: A perturbation plus optimization scheme

NASA Astrophysics Data System (ADS)

Huang, Xingguo; Sun, Jianguo; Greenhalgh, Stewart

2018-04-01

We present methods for obtaining numerical and analytic solutions of the complex eikonal equation in inhomogeneous acoustic VTI media (transversely isotropic media with a vertical symmetry axis). The key and novel point of the method for obtaining numerical solutions is to transform the problem of solving the highly nonlinear acoustic VTI eikonal equation into one of solving the relatively simple eikonal equation for the background (isotropic) medium and a system of linear partial differential equations. Specifically, to obtain the real and imaginary parts of the complex traveltime in inhomogeneous acoustic VTI media, we generalize a perturbation theory, which was developed earlier for solving the conventional real eikonal equation in inhomogeneous anisotropic media, to the complex eikonal equation in such media. After the perturbation analysis, we obtain two types of equations. One is the complex eikonal equation for the background medium and the other is a system of linearized partial differential equations for the coefficients of the corresponding complex traveltime formulas. To solve the complex eikonal equation for the background medium, we employ an optimization scheme that we developed for solving the complex eikonal equation in isotropic media. Then, to solve the system of linearized partial differential equations for the coefficients of the complex traveltime formulas, we use the finite difference method based on the fast marching strategy. Furthermore, by applying the complex source point method and the paraxial approximation, we develop the analytic solutions of the complex eikonal equation in acoustic VTI media, both for the isotropic and elliptical anisotropic background medium. Our numerical results demonstrate the effectiveness of our derivations and illustrate the influence of the beam widths and the anisotropic parameters on the complex traveltimes.

Time-domain comparisons of power law attenuation in causal and noncausal time-fractional wave equations

PubMed Central

Zhao, Xiaofeng; McGough, Robert J.

2016-01-01

The attenuation of ultrasound propagating in human tissue follows a power law with respect to frequency that is modeled by several different causal and noncausal fractional partial differential equations. To demonstrate some of the similarities and differences that are observed in three related time-fractional partial differential equations, time-domain Green's functions are calculated numerically for the power law wave equation, the Szabo wave equation, and for the Caputo wave equation. These Green's functions are evaluated for water with a power law exponent of y = 2, breast with a power law exponent of y = 1.5, and liver with a power law exponent of y = 1.139. Simulation results show that the noncausal features of the numerically calculated time-domain response are only evident very close to the source and that these causal and noncausal time-domain Green's functions converge to the same result away from the source. When noncausal time-domain Green's functions are convolved with a short pulse, no evidence of noncausal behavior remains in the time-domain, which suggests that these causal and noncausal time-fractional models are equally effective for these numerical calculations. PMID:27250193

Baecklund transformation for the Ernst equation of general relativity

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

Harrison, B.K.

A Baecklund transformation for the Ernst equation arising in general relativity in connection with several physical problems is derived, using the pseudopotential method of Wahlquist and Estabrook. A prolongation structure is also constructed, using a method of writing the equations in terms of differential forms, and an equation in the spirit of Lax is constructed, somewhat different from that given by Maison. Possible uses of the Baecklund transformation to generate new solutions are mentioned.

On implicit abstract neutral nonlinear differential equations

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

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

2016-04-15

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

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

Properties of finite difference models of non-linear conservative oscillators

NASA Technical Reports Server (NTRS)

Mickens, R. E.

1988-01-01

Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.

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.

Simulation of elastic wave propagation using cellular automata and peridynamics, and comparison with experiments

DOE PAGES

Nishawala, Vinesh V.; Ostoja-Starzewski, Martin; Leamy, Michael J.; ...

2015-09-10

Peridynamics is a non-local continuum mechanics formulation that can handle spatial discontinuities as the governing equations are integro-differential equations which do not involve gradients such as strains and deformation rates. This paper employs bond-based peridynamics. Cellular Automata is a local computational method which, in its rectangular variant on interior domains, is mathematically equivalent to the central difference finite difference method. However, cellular automata does not require the derivation of the governing partial differential equations and provides for common boundary conditions based on physical reasoning. Both methodologies are used to solve a half-space subjected to a normal load, known as Lamb’smore » Problem. The results are compared with theoretical solution from classical elasticity and experimental results. Furthermore, this paper is used to validate our implementation of these methods.« less

Inclusion of exact exchange in the noniterative partial-differential-equation method of electron-molecule scattering - Application to e-N2

NASA Technical Reports Server (NTRS)

Weatherford, C. A.; Onda, K.; Temkin, A.

1985-01-01

The noniterative partial-differential-equation (PDE) approach to electron-molecule scattering of Onda and Temkin (1983) is modified to account for the effects of exchange explicitly. The exchange equation is reduced to a set of inhomogeneous equations containing no integral terms and solved noniteratively in a difference form; a method for propagating the solution to large values of r is described; the changes in the polarization potential of the original PDE method required by the inclusion of exact static exchange are indicated; and the results of computations for e-N2 scattering in the fixed-nuclei approximation are presented in tables and graphs and compared with previous calculations and experimental data. Better agreement is obtained using the modified PDE method.

A method for solution of the Euler-Bernoulli beam equation in flexible-link robotic systems

NASA Technical Reports Server (NTRS)

Tzes, Anthony P.; Yurkovich, Stephen; Langer, F. Dieter

1989-01-01

An efficient numerical method for solving the partial differential equation (PDE) governing the flexible manipulator control dynamics is presented. A finite-dimensional model of the equation is obtained through discretization in both time and space coordinates by using finite-difference approximations to the PDE. An expert program written in the Macsyma symbolic language is utilized in order to embed the boundary conditions into the program, accounting for a mass carried at the tip of the manipulator. The advantages of the proposed algorithm are many, including the ability to (1) include any distributed actuation term in the partial differential equation, (2) provide distributed sensing of the beam displacement, (3) easily modify the boundary conditions through an expert program, and (4) modify the structure for running under a multiprocessor environment.

The mechanical and chemical equations of motion of muscle contraction

NASA Astrophysics Data System (ADS)

Shiner, J. S.; Sieniutycz, Stanislaw

1997-11-01

Up to now no formulation of muscle contraction has provided both the chemical kinetic equations for the reactions responsible for the contraction and the mechanical equation of motion for the muscle. This has most likely been due to the lack of general formalisms for nonlinear systems with chemical-nonchemical coupling valid under the far from equilibrium conditions under which muscle operates physiologically. We have recently developed such formalisms and apply them here to the formulation of muscle contraction to obtain both the chemical and the mechanical equations. The standard formulation up to now has yielded only the dynamic equations for the chemical variables and has considered these to be functions of both time and an appropriate mechanical variable. The macroscopically observable quantities were then obtained by averaging over the mechanical variable. When attempting to derive the dynamics equations for both the chemistry and mechanics this choice of variables leads to conflicting results for the mechanical equation of motion when two different general formalisms are applied. The conflict can be resolved by choosing the variables such that both the chemical variables and the mechanical variables are considered to be functions of time alone. This adds one equation to the set of differential equations to be solved but is actually a simplification of the problem, since these equations are ordinary differential equations, not the partial differential equations of the now standard formulation, and since in this choice of variables the variables themselves are the macroscopic observables the procedure of averaging over the mechanical variable is eliminated. Furthermore, the parameters occurring in the equations at this level of description should be accessible to direct experimental determination.

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.

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.

A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

NASA Astrophysics Data System (ADS)

Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

2015-12-01

In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

Preconditioned conjugate residual methods for the solution of spectral equations

NASA Technical Reports Server (NTRS)

Wong, Y. S.; Zang, T. A.; Hussaini, M. Y.

1986-01-01

Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.

CPDES3: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in three dimensions

NASA Astrophysics Data System (ADS)

Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.

1988-11-01

Many physical problems require the solution of coupled partial differential equations on three-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect induces which is vectorizable on some of the newer scientific computers.

CPDES2: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in two dimensions

NASA Astrophysics Data System (ADS)

Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.

1988-11-01

Many physical problems require the solution of coupled partial differential equations on two-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect indices which is vectorizable on some of the newer scientific computers.

Comparing Balance and Inverse Methods on Learning Conceptual and Procedural Knowledge in Equation Solving: A Cognitive Load Perspective

ERIC Educational Resources Information Center

Ngu, Bing Hiong; Phan, Huy Phuong

2016-01-01

We examined the use of balance and inverse methods in equation solving. The main difference between the balance and inverse methods lies in the operational line (e.g. +2 on both sides vs -2 becomes +2). Differential element interactivity favours the inverse method because the interaction between elements occurs on both sides of the equation for…

Nonlinear Problems in Fluid Dynamics and Inverse Scattering

DTIC Science & Technology

1993-05-31

nonlinear Kadomtsev - Petviashvili (KP) equations , have solutions which will become infinite in finite time. This phenomenon is sometimes referred to as...40 (November 1992). 4 7. Wave Collapse and Instability of Solitary Waves of a Generalized Nonlinear Kaoiomtsev- Petviashvili Equation , X.P. Wang, M.J...words) The inverse scattering of a class of differential-difference equations and multidimensional operators has been constructed. Solutions of nonlinear

Uncertainty in Damage Detection, Dynamic Propagation and Just-in-Time Networks

DTIC Science & Technology

2015-08-03

estimated parameter uncertainty in dynamic data sets; high order compact finite difference schemes for Helmholtz equations with discontinuous wave numbers...delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the...schemes for Helmholtz equations with discontinuous wave numbers across interfaces. • We carried out numerical sensitivity analysis with respect to

Differential equations with applications in cancer diseases.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2013-01-01

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

Constructing and predicting solitary pattern solutions for nonlinear time-fractional dispersive partial differential equations

NASA Astrophysics Data System (ADS)

Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher

2015-07-01

Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.

Stability analysis for a delay differential equations model of a hydraulic turbine speed governor

NASA Astrophysics Data System (ADS)

Halanay, Andrei; Safta, Carmen A.; Dragoi, Constantin; Piraianu, Vlad F.

2017-01-01

The paper aims to study the dynamic behavior of a speed governor for a hydraulic turbine using a mathematical model. The nonlinear mathematical model proposed consists in a system of delay differential equations (DDE) to be compared with already established mathematical models of ordinary differential equations (ODE). A new kind of nonlinearity is introduced as a time delay. The delays can characterize different running conditions of the speed governor. For example, it is considered that spool displacement of hydraulic amplifier might be blocked due to oil impurities in the oil supply system and so the hydraulic amplifier has a time delay in comparison to the time control. Numerical simulations are presented in a comparative manner. A stability analysis of the hydraulic control system is performed, too. Conclusions of the dynamic behavior using the DDE model of a hydraulic turbine speed governor are useful in modeling and controlling hydropower plants.

All-optical differential equation solver with constant-coefficient tunable based on a single microring resonator.

PubMed

Yang, Ting; Dong, Jianji; Lu, Liangjun; Zhou, Linjie; Zheng, Aoling; Zhang, Xinliang; Chen, Jianping

2014-07-04

Photonic integrated circuits for photonic computing open up the possibility for the realization of ultrahigh-speed and ultra wide-band signal processing with compact size and low power consumption. Differential equations model and govern fundamental physical phenomena and engineering systems in virtually any field of science and engineering, such as temperature diffusion processes, physical problems of motion subject to acceleration inputs and frictional forces, and the response of different resistor-capacitor circuits, etc. In this study, we experimentally demonstrate a feasible integrated scheme to solve first-order linear ordinary differential equation with constant-coefficient tunable based on a single silicon microring resonator. Besides, we analyze the impact of the chirp and pulse-width of input signals on the computing deviation. This device can be compatible with the electronic technology (typically complementary metal-oxide semiconductor technology), which may motivate the development of integrated photonic circuits for optical computing.

Causal structure of oscillations in gene regulatory networks: Boolean analysis of ordinary differential equation attractors.

PubMed

Sun, Mengyang; Cheng, Xianrui; Socolar, Joshua E S

2013-06-01

A common approach to the modeling of gene regulatory networks is to represent activating or repressing interactions using ordinary differential equations for target gene concentrations that include Hill function dependences on regulator gene concentrations. An alternative formulation represents the same interactions using Boolean logic with time delays associated with each network link. We consider the attractors that emerge from the two types of models in the case of a simple but nontrivial network: a figure-8 network with one positive and one negative feedback loop. We show that the different modeling approaches give rise to the same qualitative set of attractors with the exception of a possible fixed point in the ordinary differential equation model in which concentrations sit at intermediate values. The properties of the attractors are most easily understood from the Boolean perspective, suggesting that time-delay Boolean modeling is a useful tool for understanding the logic of regulatory networks.

All-optical differential equation solver with constant-coefficient tunable based on a single microring resonator

PubMed Central

Yang, Ting; Dong, Jianji; Lu, Liangjun; Zhou, Linjie; Zheng, Aoling; Zhang, Xinliang; Chen, Jianping

2014-01-01

Photonic integrated circuits for photonic computing open up the possibility for the realization of ultrahigh-speed and ultra wide-band signal processing with compact size and low power consumption. Differential equations model and govern fundamental physical phenomena and engineering systems in virtually any field of science and engineering, such as temperature diffusion processes, physical problems of motion subject to acceleration inputs and frictional forces, and the response of different resistor-capacitor circuits, etc. In this study, we experimentally demonstrate a feasible integrated scheme to solve first-order linear ordinary differential equation with constant-coefficient tunable based on a single silicon microring resonator. Besides, we analyze the impact of the chirp and pulse-width of input signals on the computing deviation. This device can be compatible with the electronic technology (typically complementary metal-oxide semiconductor technology), which may motivate the development of integrated photonic circuits for optical computing. PMID:24993440

Double Diffusive Magnetohydrodynamic (MHD) Mixed Convective Slip Flow along a Radiating Moving Vertical Flat Plate with Convective Boundary Condition

PubMed Central

Rashidi, Mohammad M.; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J.; Freidoonimehr, Navid

2014-01-01

In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, , local Nusselt number, , and local Sherwood number are shown and explained through tables. PMID:25343360

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.

The Adams formulas for numerical integration of differential equations from 1st to 20th order

NASA Technical Reports Server (NTRS)

Kirkpatrick, J. C.

1976-01-01

The Adams Bashforth predictor coefficients and the Adams Moulton corrector coefficients for the integration of differential equations are presented for methods of 1st to 20th order. The order of the method as presented refers to the highest order difference formula used in Newton's backward difference interpolation formula, on which the Adams method is based. The Adams method is a polynomial approximation method derived from Newton's backward difference interpolation formula. The Newton formula is derived and expanded to 20th order. The Adams predictor and corrector formulas are derived and expressed in terms of differences of the derivatives, as well as in terms of the derivatives themselves. All coefficients are given to 18 significant digits. For the difference formula only, the ratio coefficients are given to 10th order.

Lumping of degree-based mean-field and pair-approximation equations for multistate contact processes

NASA Astrophysics Data System (ADS)

Kyriakopoulos, Charalampos; Grossmann, Gerrit; Wolf, Verena; Bortolussi, Luca

2018-01-01

Contact processes form a large and highly interesting class of dynamic processes on networks, including epidemic and information-spreading networks. While devising stochastic models of such processes is relatively easy, analyzing them is very challenging from a computational point of view, particularly for large networks appearing in real applications. One strategy to reduce the complexity of their analysis is to rely on approximations, often in terms of a set of differential equations capturing the evolution of a random node, distinguishing nodes with different topological contexts (i.e., different degrees of different neighborhoods), such as degree-based mean-field (DBMF), approximate-master-equation (AME), or pair-approximation (PA) approaches. The number of differential equations so obtained is typically proportional to the maximum degree kmax of the network, which is much smaller than the size of the master equation of the underlying stochastic model, yet numerically solving these equations can still be problematic for large kmax. In this paper, we consider AME and PA, extended to cope with multiple local states, and we provide an aggregation procedure that clusters together nodes having similar degrees, treating those in the same cluster as indistinguishable, thus reducing the number of equations while preserving an accurate description of global observables of interest. We also provide an automatic way to build such equations and to identify a small number of degree clusters that give accurate results. The method is tested on several case studies, where it shows a high level of compression and a reduction of computational time of several orders of magnitude for large networks, with minimal loss in accuracy.

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

An Examination of Statistical Power in Multigroup Dynamic Structural Equation Models

ERIC Educational Resources Information Center

Prindle, John J.; McArdle, John J.

2012-01-01

This study used statistical simulation to calculate differential statistical power in dynamic structural equation models with groups (as in McArdle & Prindle, 2008). Patterns of between-group differences were simulated to provide insight into how model parameters influence power approximations. Chi-square and root mean square error of…

Dynamics of a differential-difference integrable (2+1)-dimensional system.

PubMed

Yu, Guo-Fu; Xu, Zong-Wei

2015-06-01

A Kadomtsev-Petviashvili- (KP-) type equation appears in fluid mechanics, plasma physics, and gas dynamics. In this paper, we propose an integrable semidiscrete analog of a coupled (2+1)-dimensional system which is related to the KP equation and the Zakharov equation. N-soliton solutions of the discrete equation are presented. Some interesting examples of soliton resonance related to the two-soliton and three-soliton solutions are investigated. Numerical computations using the integrable semidiscrete equation are performed. It is shown that the integrable semidiscrete equation gives very accurate numerical results in the cases of one-soliton evolution and soliton interactions.

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.

Development and application of a program to calculate transonic flow around an oscillating three-dimensional wing using finite difference procedures

NASA Technical Reports Server (NTRS)

Weatherill, Warren H.; Ehlers, F. Edward

1989-01-01

A finite difference method for solving the unsteady transonic flow about harmonically oscillating wings is investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. Difference equations are derived for harmonic transonic flow to include a coordinate transformation for swept and tapered planforms. A pilot program is developed for three-dimensional planar lifting surface configurations (including thickness) for the CRAY-XMP at Boeing Commercial Airplanes and for the CYBER VPS-32 at the NASA Langley Research Center. An investigation is made of the effect of the location of the outer boundaries on accuracy for very small reduced frequencies. Finally, the pilot program is applied to the flutter analysis of a rectangular wing.

Similarity transformation for equilibrium boundary layers, including effects of blowing and suction

NASA Astrophysics Data System (ADS)

Chen, Xi; Hussain, Fazle

2017-03-01

We present a similarity transformation for the mean velocity profiles in sink flow turbulent boundary layers, including effects of blowing and suction. It is based on symmetry analysis which transforms the governing partial differential equations (for mean mass and momentum) into an ordinary differential equation and yields a new result including an exact, linear relation between the mean normal (V ) and streamwise (U ) velocities. A characteristic length function is further introduced which, under a first order expansion (whose coefficient is η ) in wall blowing and suction velocity, leads to the similarity transformation for U with the value of η ≈-1 /9 . This transformation is shown to be a group invariant and maps different U profiles under different blowing and suction conditions into a (universal) profile for no blowing or suction. Its inverse transformation enables predictions of all mean quantities in the mean mass and momentum equations, in good agreement with DNS data.

A comparison of the Method of Lines to finite difference techniques in solving time-dependent partial differential equations. [with applications to Burger equation and stream function-vorticity problem

NASA Technical Reports Server (NTRS)

Kurtz, L. A.; Smith, R. E.; Parks, C. L.; Boney, L. R.

1978-01-01

Steady state solutions to two time dependent partial differential systems have been obtained by the Method of Lines (MOL) and compared to those obtained by efficient standard finite difference methods: (1) Burger's equation over a finite space domain by a forward time central space explicit method, and (2) the stream function - vorticity form of viscous incompressible fluid flow in a square cavity by an alternating direction implicit (ADI) method. The standard techniques were far more computationally efficient when applicable. In the second example, converged solutions at very high Reynolds numbers were obtained by MOL, whereas solution by ADI was either unattainable or impractical. With regard to 'set up' time, solution by MOL is an attractive alternative to techniques with complicated algorithms, as much of the programming difficulty is eliminated.

A solution procedure for behavior of thick plates on a nonlinear foundation and postbuckling behavior of long plates

NASA Technical Reports Server (NTRS)

Stein, M.; Stein, P. A.

1978-01-01

Approximate solutions for three nonlinear orthotropic plate problems are presented: (1) a thick plate attached to a pad having nonlinear material properties which, in turn, is attached to a substructure which is then deformed; (2) a long plate loaded in inplane longitudinal compression beyond its buckling load; and (3) a long plate loaded in inplane shear beyond its buckling load. For all three problems, the two dimensional plate equations are reduced to one dimensional equations in the y-direction by using a one dimensional trigonometric approximation in the x-direction. Each problem uses different trigonometric terms. Solutions are obtained using an existing algorithm for simultaneous, first order, nonlinear, ordinary differential equations subject to two point boundary conditions. Ordinary differential equations are derived to determine the variable coefficients of the trigonometric terms.

Biconvection flow of Carreau fluid over an upper paraboloid surface: A computational study

NASA Astrophysics Data System (ADS)

Khan, Mair; Hussain, Arif; Malik, M. Y.; Salahuddin, T.

Present article explored the physical characteristics of biconvection effects on the MHD flow of Carreau nanofluid over upper horizontal surface of paraboloid revolution along with chemical reaction. The concept of the Carreau nanofluid was introduced the new parameterization achieve the momentum governing equation. Using similarity transformed, the governing partial differential equations are converted into the ordinary differential equations. The obtained governing equations are solved computationally by using implicit finite difference method known as the Keller box technique. The numerical solutions are obtained for the velocity, temperature, concentration, friction factor, local heat and mass transfer coefficients by varying controlling parameters i.e. Biconvection parameter, fluid parameter, Weissenberg number, Hartmann number, Prandtl number, Brownian motion parameter, thermophoresis parameter, Lewis number and chemical reaction parameter. The obtained results are discussed via graphs and tables.

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.

Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type

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

Yang, Xuetao; Zhu, Quanxin, E-mail: zqx22@126.com

2015-12-15

In this paper, we are mainly concerned with a class of stochastic neutral functional differential equations of Sobolev-type with Poisson jumps. Under two different sets of conditions, we establish the existence of the mild solution by applying the Leray-Schauder alternative theory and the Sadakovskii’s fixed point theorem, respectively. Furthermore, we use the Bihari’s inequality to prove the Osgood type uniqueness. Also, the mean square exponential stability is investigated by applying the Gronwall inequality. Finally, two examples are given to illustrate the theory results.

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

Ashraf, M. Bilal, E-mail: bilalashraf-qau@yahoo.com; Hayat, T.; Department of Mathematics, Faculty of Science, King Abdulaziz University, P. O. Box 80257, Jeddah 21589

Three dimensional radiative flow of Maxwell fluid over an inclined stretching surface with convective boundary condition is investigated. Heat and mass transfer analysis is taken into account with thermophoresis effects. Similarity transformations are utilized to reduce the partial differential equations into ordinary differential equations. Series solutions of velocity, temperature and concentration are developed. Influence of different parameters Biot number, therrmophoretic parameter, Deborah number, ratio parameter, inclined stretching angle, radiation parameter, mixed convection parameter and concentration buoyancy parameter on the non-dimensional velocity components, temperature and concentration are plotted and discussed in detail. Physical quantities of interests are tabulated and examined.

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.

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.

Equation-free modeling unravels the behavior of complex ecological systems

USGS Publications Warehouse

DeAngelis, Donald L.; Yurek, Simeon

2015-01-01

Ye et al. (1) address a critical problem confronting the management of natural ecosystems: How can we make forecasts of possible future changes in populations to help guide management actions? This problem is especially acute for marine and anadromous fisheries, where the large interannual fluctuations of populations, arising from complex nonlinear interactions among species and with varying environmental factors, have defied prediction over even short time scales. The empirical dynamic modeling (EDM) described in Ye et al.’s report, the latest in a series of papers by Sugihara and his colleagues, offers a promising quantitative approach to building models using time series to successfully project dynamics into the future. With the term “equation-free” in the article title, Ye et al. (1) are suggesting broader implications of their approach, considering the centrality of equations in modern science. From the 1700s on, nature has been increasingly described by mathematical equations, with differential or difference equations forming the basic framework for describing dynamics. The use of mathematical equations for ecological systems came much later, pioneered by Lotka and Volterra, who showed that population cycles might be described in terms of simple coupled nonlinear differential equations. It took decades for Lotka–Volterra-type models to become established, but the development of appropriate differential equations is now routine in modeling ecological dynamics. There is no question that the injection of mathematical equations, by forcing “clarity and precision into conjecture” (2), has led to increased understanding of population and community dynamics. As in science in general, in ecology equations are a key method of communication and of framing hypotheses. These equations serve as compact representations of an enormous amount of empirical data and can be analyzed by the powerful methods of mathematics.

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].

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.

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.

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.

Theoretical Studies in Plasmas: Crossed-Field Devices and Ionospheric Plasmas

DTIC Science & Technology

2006-06-19

results with the Camassa-Holm equation, we now know how to solve the full DTPP equations. This work is being carried out in collaboration with Dr. Heinz ...consultant) "+ Dr. Heinz Steudel (Humboldt University, Berlin, Germany; consultant) PUBLICATIONS * SUBMITTED * Books/Book Chapters * Journals S1. The Time...France, June 21, 2005. "± Lattice solitons and optical networks, "Conference on Differential & Difference Equations and Applica- tions", Melbourne

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.

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.

Stability Analysis of Finite Difference Schemes for Hyperbolic Systems, and Problems in Applied and Computational Linear Algebra.

DTIC Science & Technology

FINITE DIFFERENCE THEORY, * LINEAR ALGEBRA , APPLIED MATHEMATICS, APPROXIMATION(MATHEMATICS), BOUNDARY VALUE PROBLEMS, COMPUTATIONS, HYPERBOLAS, MATHEMATICAL MODELS, NUMERICAL ANALYSIS, PARTIAL DIFFERENTIAL EQUATIONS, STABILITY.

Finite-difference time-domain synthesis of infrasound propagation through an absorbing atmosphere.

PubMed

de Groot-Hedlin, C

2008-09-01

Equations applicable to finite-difference time-domain (FDTD) computation of infrasound propagation through an absorbing atmosphere are derived and examined in this paper. It is shown that over altitudes up to 160 km, and at frequencies relevant to global infrasound propagation, i.e., 0.02-5 Hz, the acoustic absorption in dB/m varies approximately as the square of the propagation frequency plus a small constant term. A second-order differential equation is presented for an atmosphere modeled as a compressible Newtonian fluid with low shear viscosity, acted on by a small external damping force. It is shown that the solution to this equation represents pressure fluctuations with the attenuation indicated above. Increased dispersion is predicted at altitudes over 100 km at infrasound frequencies. The governing propagation equation is separated into two partial differential equations that are first order in time for FDTD implementation. A numerical analysis of errors inherent to this FDTD method shows that the attenuation term imposes additional stability constraints on the FDTD algorithm. Comparison of FDTD results for models with and without attenuation shows that the predicted transmission losses for the attenuating media agree with those computed from synthesized waveforms.

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.

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.

Kinetic theory of oxygen isotopic exchange between minerals and water

USGS Publications Warehouse

Criss, R.E.; Gregory, R.T.; Taylor, H.P.

1987-01-01

Kinetic and mass conservation equations are used to describe oxygen isotopic exchange between minerals and water in "closed" and open hydrothermal systems. In cases where n coexisting mineral phases having different reaction rates are present, the exchange process is described by a system of n + 1 simultaneous differential equations consisting of n pseudo first-order rate equations and a conservation of mass equation. The simultaneous solutions to these equations generate curved exchange trajectories on ??-?? plots. Families of such trajectories generated under conditions allowing for different fluid mole fractions, different fluid isotopic compositions, or different fluid flow rates are connected by positive-sloped isochronous lines. These isochrons reproduce the effects observed in hydrothermally exchanged mineral pairs including 1) steep positive slopes, 2) common reversals in the measured fractionation factors (??), and 3) measured fractionations that are highly variable over short distances where no thermal gradient can be geologically demonstrated. ?? 1987.

Improved pedagogy for linear differential equations by reconsidering how we measure the size of solutions

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-11-01

For over 50 years, the learning of teaching of a priori bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to a priori bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving second-order, linear problems with constant co-efficients, we believe it is not pedagogically optimal. Moreover, the Euclidean method becomes pedagogically unwieldy in the proofs involving higher-order cases. The purpose of this work is to propose a simpler pedagogical approach to establish a priori bounds on solutions by considering a different way of measuring the size of a solution to linear problems, which we refer to as the Uber size. The Uber form enables a simplification of pedagogy from the literature and the ideas are accessible to learners who have an understanding of the Fundamental Theorem of Calculus and the exponential function, both usually seen in a first course in calculus. We believe that this work will be of mathematical and pedagogical interest to those who are learning and teaching in the area of differential equations or in any of the numerous disciplines where linear differential equations are used.

Second order accurate finite difference approximations for the transonic small disturbance equation and the full potential equation

NASA Technical Reports Server (NTRS)

Mostrel, M. M.

1988-01-01

New shock-capturing finite difference approximations for solving two scalar conservation law nonlinear partial differential equations describing inviscid, isentropic, compressible flows of aerodynamics at transonic speeds are presented. A global linear stability theorem is applied to these schemes in order to derive a necessary and sufficient condition for the finite element method. A technique is proposed to render the described approximations total variation-stable by applying the flux limiters to the nonlinear terms of the difference equation dimension by dimension. An entropy theorem applying to the approximations is proved, and an implicit, forward Euler-type time discretization of the approximation is presented. Results of some numerical experiments using the approximations are reported.

Hierarchical coarse-graining transform.

PubMed

Pancaldi, Vera; King, Peter R; Christensen, Kim

2009-03-01

We present a hierarchical transform that can be applied to Laplace-like differential equations such as Darcy's equation for single-phase flow in a porous medium. A finite-difference discretization scheme is used to set the equation in the form of an eigenvalue problem. Within the formalism suggested, the pressure field is decomposed into an average value and fluctuations of different kinds and at different scales. The application of the transform to the equation allows us to calculate the unknown pressure with a varying level of detail. A procedure is suggested to localize important features in the pressure field based only on the fine-scale permeability, and hence we develop a form of adaptive coarse graining. The formalism and method are described and demonstrated using two synthetic toy problems.

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

Wang, Y. B.; Zhu, X. W., E-mail: xiaowuzhu1026@znufe.edu.cn; Dai, H. H.

Though widely used in modelling nano- and micro- structures, Eringen’s differential model shows some inconsistencies and recent study has demonstrated its differences between the integral model, which then implies the necessity of using the latter model. In this paper, an analytical study is taken to analyze static bending of nonlocal Euler-Bernoulli beams using Eringen’s two-phase local/nonlocal model. Firstly, a reduction method is proved rigorously, with which the integral equation in consideration can be reduced to a differential equation with mixed boundary value conditions. Then, the static bending problem is formulated and four types of boundary conditions with various loadings aremore » considered. By solving the corresponding differential equations, exact solutions are obtained explicitly in all of the cases, especially for the paradoxical cantilever beam problem. Finally, asymptotic analysis of the exact solutions reveals clearly that, unlike the differential model, the integral model adopted herein has a consistent softening effect. Comparisons are also made with existing analytical and numerical results, which further shows the advantages of the analytical results obtained. Additionally, it seems that the once controversial nonlocal bar problem in the literature is well resolved by the reduction method.« less

Accurate solution of the Poisson equation with discontinuities

NASA Astrophysics Data System (ADS)

Nave, Jean-Christophe; Marques, Alexandre; Rosales, Rodolfo

2017-11-01

Solving the Poisson equation in the presence of discontinuities is of great importance in many applications of science and engineering. In many cases, the discontinuities are caused by interfaces between different media, such as in multiphase flows. These interfaces are themselves solutions to differential equations, and can assume complex configurations. For this reason, it is convenient to embed the interface into a regular triangulation or Cartesian grid and solve the Poisson equation in this regular domain. We present an extension of the Correction Function Method (CFM), which was developed to solve the Poisson equation in the context of embedded interfaces. The distinctive feature of the CFM is that it uses partial differential equations to construct smooth extensions of the solution in the vicinity of interfaces. A consequence of this approach is that it can achieve high order of accuracy while maintaining compact discretizations. The extension we present removes the restrictions of the original CFM, and yields a method that can solve the Poisson equation when discontinuities are present in the solution, the coefficients of the equation (material properties), and the source term. We show results computed to fourth order of accuracy in two and three dimensions. This work was partially funded by DARPA, NSF, and NSERC.

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

The assessment of nanofluid in a Von Karman flow with temperature relied viscosity

NASA Astrophysics Data System (ADS)

Tanveer, Anum; Salahuddin, T.; Khan, Mumtaz; Alshomrani, Ali Saleh; Malik, M. Y.

2018-06-01

This work endeavor to study the heat and mass transfer viscous nanofluid features in a Von Karman flow invoking the variable viscosity mechanism. Moreover, we have extended our study in view of heat generation and uniform suction effects. The flow triggering non-linear partial differential equations are inscribed in the non-dimensional form by manipulating suitable transformations. The resulting non-linear ordinary differential equations are solved numerically via implicit finite difference scheme in conjecture with the Newton's linearization scheme afterwards. The sought solutions are plotted graphically to present comparison between MATLAB routine bvp4c and implicit finite difference schemes. Impact of different parameters on the concentration/temperature/velocity profiles are highlighted. Further Nusselt number, skin friction and Sherwood number characteristics are discussed for better exposition.

Simulation of a steady-state integrated human thermal system.

NASA Technical Reports Server (NTRS)

Hsu, F. T.; Fan, L. T.; Hwang, C. L.

1972-01-01

The mathematical model of an integrated human thermal system is formulated. The system consists of an external thermal regulation device on the human body. The purpose of the device (a network of cooling tubes held in contact with the surface of the skin) is to maintain the human body in a state of thermoneutrality. The device is controlled by varying the inlet coolant temperature and coolant mass flow rate. The differential equations of the model are approximated by a set of algebraic equations which result from the application of the explicit forward finite difference method to the differential equations. The integrated human thermal system is simulated for a variety of combinations of the inlet coolant temperature, coolant mass flow rate, and metabolic rates.

GCKP84-general chemical kinetics code for gas-phase flow and batch processes including heat transfer effects

NASA Technical Reports Server (NTRS)

Bittker, D. A.; Scullin, V. J.

1984-01-01

A general chemical kinetics code is described for complex, homogeneous ideal gas reactions in any chemical system. The main features of the GCKP84 code are flexibility, convenience, and speed of computation for many different reaction conditions. The code, which replaces the GCKP code published previously, solves numerically the differential equations for complex reaction in a batch system or one dimensional inviscid flow. It also solves numerically the nonlinear algebraic equations describing the well stirred reactor. A new state of the art numerical integration method is used for greatly increased speed in handling systems of stiff differential equations. The theory and the computer program, including details of input preparation and a guide to using the code are given.

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.

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.

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.

Mathematical and Numerical Studies of Nonstandard Difference Equation Models of Differential Equations

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

Mickens, Ronald E.

2008-12-22

This research examined the following items/issues: the NSFD methodology, technical achievements and applications, dissemination efforts and research related professional activities. Also a list of unresolved issues were identified that could form the basis for future research in the area of constructing and analyzing NSFD schemes for both ODE's and PDE's.

Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems

DTIC Science & Technology

1971-06-01

the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces

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

The Boundary Function Method. Fundamentals

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-03-01

The boundary function method is proposed for solving applied problems of mathematical physics in the region defined by a partial differential equation of the general form involving constant or variable coefficients with a Dirichlet, Neumann, or Robin boundary condition. In this method, the desired function is defined by a power polynomial, and a boundary function represented in the form of the desired function or its derivative at one of the boundary points is introduced. Different sequences of boundary equations have been set up with the use of differential operators. Systems of linear algebraic equations constructed on the basis of these sequences allow one to determine the coefficients of a power polynomial. Constitutive equations have been derived for initial boundary-value problems of all the main types. With these equations, an initial boundary-value problem is transformed into the Cauchy problem for the boundary function. The determination of the boundary function by its derivative with respect to the time coordinate completes the solution of the problem.

Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

PubMed

Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem

2018-01-01

In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.

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.

A new computational method for reacting hypersonic flows

NASA Astrophysics Data System (ADS)

Niculescu, M. L.; Cojocaru, M. G.; Pricop, M. V.; Fadgyas, M. C.; Pepelea, D.; Stoican, M. G.

2017-07-01

Hypersonic gas dynamics computations are challenging due to the difficulties to have reliable and robust chemistry models that are usually added to Navier-Stokes equations. From the numerical point of view, it is very difficult to integrate together Navier-Stokes equations and chemistry model equations because these partial differential equations have different specific time scales. For these reasons, almost all known finite volume methods fail shortly to solve this second order partial differential system. Unfortunately, the heating of Earth reentry vehicles such as space shuttles and capsules is very close linked to endothermic chemical reactions. A better prediction of wall heat flux leads to smaller safety coefficient for thermal shield of space reentry vehicle; therefore, the size of thermal shield decreases and the payload increases. For these reasons, the present paper proposes a new computational method based on chemical equilibrium, which gives accurate prediction of hypersonic heating in order to support the Earth reentry capsule design.

Birth-jump processes and application to forest fire spotting.

PubMed

Hillen, T; Greese, B; Martin, J; de Vries, G

2015-01-01

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.

a Speculative Study on Negative-Dimensional Potential and Wave Problems by Implicit Calculus Modeling Approach

NASA Astrophysics Data System (ADS)

Chen, Wen; Wang, Fajie

Based on the implicit calculus equation modeling approach, this paper proposes a speculative concept of the potential and wave operators on negative dimensionality. Unlike the standard partial differential equation (PDE) modeling, the implicit calculus modeling approach does not require the explicit expression of the PDE governing equation. Instead the fundamental solution of physical problem is used to implicitly define the differential operator and to implement simulation in conjunction with the appropriate boundary conditions. In this study, we conjecture an extension of the fundamental solution of the standard Laplace and Helmholtz equations to negative dimensionality. And then by using the singular boundary method, a recent boundary discretization technique, we investigate the potential and wave problems using the fundamental solution on negative dimensionality. Numerical experiments reveal that the physics behaviors on negative dimensionality may differ on positive dimensionality. This speculative study might open an unexplored territory in research.

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.

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.

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.

Lumping of degree-based mean-field and pair-approximation equations for multistate contact processes.

PubMed

Kyriakopoulos, Charalampos; Grossmann, Gerrit; Wolf, Verena; Bortolussi, Luca

2018-01-01

Contact processes form a large and highly interesting class of dynamic processes on networks, including epidemic and information-spreading networks. While devising stochastic models of such processes is relatively easy, analyzing them is very challenging from a computational point of view, particularly for large networks appearing in real applications. One strategy to reduce the complexity of their analysis is to rely on approximations, often in terms of a set of differential equations capturing the evolution of a random node, distinguishing nodes with different topological contexts (i.e., different degrees of different neighborhoods), such as degree-based mean-field (DBMF), approximate-master-equation (AME), or pair-approximation (PA) approaches. The number of differential equations so obtained is typically proportional to the maximum degree k_{max} of the network, which is much smaller than the size of the master equation of the underlying stochastic model, yet numerically solving these equations can still be problematic for large k_{max}. In this paper, we consider AME and PA, extended to cope with multiple local states, and we provide an aggregation procedure that clusters together nodes having similar degrees, treating those in the same cluster as indistinguishable, thus reducing the number of equations while preserving an accurate description of global observables of interest. We also provide an automatic way to build such equations and to identify a small number of degree clusters that give accurate results. The method is tested on several case studies, where it shows a high level of compression and a reduction of computational time of several orders of magnitude for large networks, with minimal loss in accuracy.

How Mathematics Describes Life

NASA Astrophysics Data System (ADS)

Teklu, Abraham

2017-01-01

The circle of life is something we have all heard of from somewhere, but we don't usually try to calculate it. For some time we have been working on analyzing a predator-prey model to better understand how mathematics can describe life, in particular the interaction between two different species. The model we are analyzing is called the Holling-Tanner model, and it cannot be solved analytically. The Holling-Tanner model is a very common model in population dynamics because it is a simple descriptor of how predators and prey interact. The model is a system of two differential equations. The model is not specific to any particular set of species and so it can describe predator-prey species ranging from lions and zebras to white blood cells and infections. One thing all these systems have in common are critical points. A critical point is a value for both populations that keeps both populations constant. It is important because at this point the differential equations are equal to zero. For this model there are two critical points, a predator free critical point and a coexistence critical point. Most of the analysis we did is on the coexistence critical point because the predator free critical point is always unstable and frankly less interesting than the coexistence critical point. What we did is consider two regimes for the differential equations, large B and small B. B, A, and C are parameters in the differential equations that control the system where B measures how responsive the predators are to change in the population, A represents predation of the prey, and C represents the satiation point of the prey population. For the large B case we were able to approximate the system of differential equations by a single scalar equation. For the small B case we were able to predict the limit cycle. The limit cycle is a process of the predator and prey populations growing and shrinking periodically. This model has a limit cycle in the regime of small B, that we solved for numerically. With some assumptions to reduce the differential equations we were able to create a system of equations and unknowns to predict the behavior of the limit cycle for small B.

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

Computations of Wall Distances Based on Differential Equations

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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.

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.

A Maple package for computing Gröbner bases for linear recurrence relations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Robertz, Daniel

2006-04-01

A Maple package for computing Gröbner bases of linear difference ideals is described. The underlying algorithm is based on Janet and Janet-like monomial divisions associated with finite difference operators. The package can be used, for example, for automatic generation of difference schemes for linear partial differential equations and for reduction of multiloop Feynman integrals. These two possible applications are illustrated by simple examples of the Laplace equation and a one-loop scalar integral of propagator type.

A fast Cauchy-Riemann solver. [differential equation solution for boundary conditions by finite difference approximation

NASA Technical Reports Server (NTRS)

Ghil, M.; Balgovind, R.

1979-01-01

The inhomogeneous Cauchy-Riemann equations in a rectangle are discretized by a finite difference approximation. Several different boundary conditions are treated explicitly, leading to algorithms which have overall second-order accuracy. All boundary conditions with either u or v prescribed along a side of the rectangle can be treated by similar methods. The algorithms presented here have nearly minimal time and storage requirements and seem suitable for development into a general-purpose direct Cauchy-Riemann solver for arbitrary boundary conditions.

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.

A higher order numerical method for time fractional partial differential equations with nonsmooth data

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

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.

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Gottlieb, David; Carpenter, Mark H.

1994-01-01

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

Ordinary Differential Equation Models for Adoptive Immunotherapy.

PubMed

Talkington, Anne; Dantoin, Claudia; Durrett, Rick

2018-05-01

Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.

Noniterative three-dimensional grid generation using parabolic partial differential equations

NASA Technical Reports Server (NTRS)

Edwards, T. A.

1985-01-01

A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.

Solidification of a binary mixture

NASA Technical Reports Server (NTRS)

Antar, B. N.

1982-01-01

The time dependent concentration and temperature profiles of a finite layer of a binary mixture are investigated during solidification. The coupled time dependent Stefan problem is solved numerically using an implicit finite differencing algorithm with the method of lines. Specifically, the temporal operator is approximated via an implicit finite difference operator resulting in a coupled set of ordinary differential equations for the spatial distribution of the temperature and concentration for each time. Since the resulting differential equations set form a boundary value problem with matching conditions at an unknown spatial point, the method of invariant imbedding is used for its solution.

Mass conservation: 1-D open channel flow equations

USGS Publications Warehouse

DeLong, Lewis L.

1989-01-01

Unsteady flow simulation in natural rivers is often complicated by meandering channels of compound section. Hydraulic properties and the length of the wetted channel may vary significantly as a meandering river inundates its adjacent floodplain. The one-dimensional, unsteady, open-channel flow equations can be extended to simulate floods in channels of compound section. It will be shown that equations derived from the addition of differential equations individually describing flow in main and overbank channels do not in general conserve mass when overbank and main channels are of different lengths.

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…

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.

Double diffusive magnetohydrodynamic (MHD) mixed convective slip flow along a radiating moving vertical flat plate with convective boundary condition.

PubMed

Rashidi, Mohammad M; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J; Freidoonimehr, Navid

2014-01-01

In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, [Formula: see text], local Nusselt number, [Formula: see text], and local Sherwood number [Formula: see text] are shown and explained through tables.

Flow and Heat Transfer in Sisko Fluid with Convective Boundary Condition

PubMed Central

Malik, Rabia; Khan, Masood; Munir, Asif; Khan, Waqar Azeem

2014-01-01

In this article, we have studied the flow and heat transfer in Sisko fluid with convective boundary condition over a non-isothermal stretching sheet. The flow is influenced by non-linearly stretching sheet in the presence of a uniform transverse magnetic field. The partial differential equations governing the problem have been reduced by similarity transformations into the ordinary differential equations. The transformed coupled ordinary differential equations are then solved analytically by using the homotopy analysis method (HAM) and numerically by the shooting method. Effects of different parameters like power-law index , magnetic parameter , stretching parameter , generalized Prandtl number Pr and generalized Biot number are presented graphically. It is found that temperature profile increases with the increasing value of and whereas it decreases for . Numerical values of the skin-friction coefficient and local Nusselt number are tabulated at various physical situations. In addition, a comparison between the HAM and exact solutions is also made as a special case and excellent agreement between results enhance a confidence in the HAM results. PMID:25285822

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.

Dynamics of the Pin Pallet Runaway Escapement

DTIC Science & Technology

1978-06-01

for Continued Work 29 References 32 I Appendixes A Kinematics of Coupled Motion 34 B Differential Equation of Coupled Motion 38 f C Moment Arms 42 D...Expressions for these quantities are derived in appendix D. The differential equations for the free motion of the pallet and the escape-wheel are...Coupled Motion (location 100) To solve the differential equation of coupled motion (see equation .B (-10) of appendix B)- the main program calls on

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.

First Principles Modeling of the Performance of a Hydrogen-Peroxide-Driven Chem-E-Car

ERIC Educational Resources Information Center

Farhadi, Maryam; Azadi, Pooya; Zarinpanjeh, Nima

2009-01-01

In this study, performance of a hydrogen-peroxide-driven car has been simulated using basic conservation laws and a few numbers of auxiliary equations. A numerical method was implemented to solve sets of highly non-linear ordinary differential equations. Transient pressure and the corresponding traveled distance for three different car weights are…

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.

Application of a new multiphase multicomponent volcanic conduit model with magma degassing and crystallization to Stromboli volcano.

NASA Astrophysics Data System (ADS)

La Spina, Giuseppe; Burton, Mike; de'Michieli Vitturi, Mattia

2014-05-01

Volcanoes exhibit a wide range of eruption styles, from relatively slow effusive eruptions, generating lava flows and lava domes, to explosive eruptions, in which very large volumes of fragmented magma and volcanic gas are ejected high into the atmosphere. During an eruption, much information regarding the magma ascent dynamics can be gathered: melt and exsolved gas composition, crystal content, mass flow rate and ballistic velocities, to name just a few. Due to the lack of direct observations of the conduit itself, mathematical models for magma ascent provide invaluable tools for a better comprehension of the system. The complexity of the multiphase multicomponent gas-magma-solid system is reflected in the corresponding mathematical model; a set of non-linear hyperbolic partial differential and constitutive equations, which describe the physical system, has to be formulated and solved. The standard approach to derive governing equations for two-phase flow is based on averaging procedures, which leads to a system of governing equations in the form of mass, momentum and energy balance laws for each phase coupled with algebraic and differential source terms which represent phase interactions. For this work, we used the model presented by de' Michieli Vitturi et al. (EGU General Assembly Conference Abstracts, 2013), where a different approach based on the theory of thermodynamically compatible systems has been adopted to write the governing multiphase equations for two-phase compressible flow (with two velocities and two pressures) in the form of a conservative hyperbolic system of partial differential equations, coupled with non-differential source terms. Here, in order to better describe the multicomponent nature of the system, we extended the model adding several transport equations to the system for different crystal components and different gas species, and implementing appropriate equations of state. The constitutive equations of the model are chosen to reproduce both effusive and explosive eruptive activities at Stromboli volcano. Three different crystal components (olivine, pyroxene and feldspar) and two different gas species (water and carbon dioxide) are taken into account. The equilibrium profiles of crystallization as function of pressure, temperature and water content are modeled using the numerical codes AlphaMELTS and DAKOTA. The equilibrium of dissolved gas content, instead, is obtained using a non-linear fitting of data computed using VolatileCALC. With these data, we simulate numerically the lava effusion that occurred at Stromboli between 27 February and 2 April 2007, and find good agreement with the observed data (vesicularity, exsolved gas composition, crystal content and mass flow rate) at the vent. We find that the model is highly sensitive to input magma temperature, going from effusive to explosive eruption with temperature changes by just 20 °C. We thoroughly investigated through a sensitivity analysis the control of the temperature of magma chamber and of the radius of the conduit on the mass flow rate, obtaining also a set of admissible temperatures and conduit radii that produce results in agreement with the real observations.

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.

Differential Calculus on h-Deformed Spaces

NASA Astrophysics Data System (ADS)

Herlemont, Basile; Ogievetsky, Oleg

2017-10-01

We construct the rings of generalized differential operators on the h-deformed vector space of gl-type. In contrast to the q-deformed vector space, where the ring of differential operators is unique up to an isomorphism, the general ring of h-deformed differential operators {Diff}_{h},σ(n) is labeled by a rational function σ in n variables, satisfying an over-determined system of finite-difference equations. We obtain the general solution of the system and describe some properties of the rings {Diff}_{h},σ(n).

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.

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.

Quantifying the driving factors for language shift in a bilingual region.

PubMed

Prochazka, Katharina; Vogl, Gero

2017-04-25

Many of the world's around 6,000 languages are in danger of disappearing as people give up use of a minority language in favor of the majority language in a process called language shift. Language shift can be monitored on a large scale through the use of mathematical models by way of differential equations, for example, reaction-diffusion equations. Here, we use a different approach: we propose a model for language dynamics based on the principles of cellular automata/agent-based modeling and combine it with very detailed empirical data. Our model makes it possible to follow language dynamics over space and time, whereas existing models based on differential equations average over space and consequently provide no information on local changes in language use. Additionally, cellular automata models can be used even in cases where models based on differential equations are not applicable, for example, in situations where one language has become dispersed and retreated to language islands. Using data from a bilingual region in Austria, we show that the most important factor in determining the spread and retreat of a language is the interaction with speakers of the same language. External factors like bilingual schools or parish language have only a minor influence.

Magnetohydrodynamic Flow by a Stretching Cylinder with Newtonian Heating and Homogeneous-Heterogeneous Reactions

PubMed Central

Hayat, T.; Hussain, Zakir; Alsaedi, A.; Farooq, M.

2016-01-01

This article examines the effects of homogeneous-heterogeneous reactions and Newtonian heating in magnetohydrodynamic (MHD) flow of Powell-Eyring fluid by a stretching cylinder. The nonlinear partial differential equations of momentum, energy and concentration are reduced to the nonlinear ordinary differential equations. Convergent solutions of momentum, energy and reaction equations are developed by using homotopy analysis method (HAM). This method is very efficient for development of series solutions of highly nonlinear differential equations. It does not depend on any small or large parameter like the other methods i. e., perturbation method, δ—perturbation expansion method etc. We get more accurate result as we increase the order of approximations. Effects of different parameters on the velocity, temperature and concentration distributions are sketched and discussed. Comparison of present study with the previous published work is also made in the limiting sense. Numerical values of skin friction coefficient and Nusselt number are also computed and analyzed. It is noticed that the flow accelerates for large values of Powell-Eyring fluid parameter. Further temperature profile decreases and concentration profile increases when Powell-Eyring fluid parameter enhances. Concentration distribution is decreasing function of homogeneous reaction parameter while opposite influence of heterogeneous reaction parameter appears. PMID:27280883

Magnetohydrodynamic Flow by a Stretching Cylinder with Newtonian Heating and Homogeneous-Heterogeneous Reactions.

PubMed

Hayat, T; Hussain, Zakir; Alsaedi, A; Farooq, M

2016-01-01

This article examines the effects of homogeneous-heterogeneous reactions and Newtonian heating in magnetohydrodynamic (MHD) flow of Powell-Eyring fluid by a stretching cylinder. The nonlinear partial differential equations of momentum, energy and concentration are reduced to the nonlinear ordinary differential equations. Convergent solutions of momentum, energy and reaction equations are developed by using homotopy analysis method (HAM). This method is very efficient for development of series solutions of highly nonlinear differential equations. It does not depend on any small or large parameter like the other methods i. e., perturbation method, δ-perturbation expansion method etc. We get more accurate result as we increase the order of approximations. Effects of different parameters on the velocity, temperature and concentration distributions are sketched and discussed. Comparison of present study with the previous published work is also made in the limiting sense. Numerical values of skin friction coefficient and Nusselt number are also computed and analyzed. It is noticed that the flow accelerates for large values of Powell-Eyring fluid parameter. Further temperature profile decreases and concentration profile increases when Powell-Eyring fluid parameter enhances. Concentration distribution is decreasing function of homogeneous reaction parameter while opposite influence of heterogeneous reaction parameter appears.

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.

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…

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…

A parallel algorithm for the two-dimensional time fractional diffusion equation with implicit difference method.

PubMed

Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

2014-01-01

It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future.

Development and applications of algorithms for calculating the transonic flow about harmonically oscillating wings

NASA Technical Reports Server (NTRS)

Ehlers, F. E.; Weatherill, W. H.; Yip, E. L.

1984-01-01

A finite difference method to solve the unsteady transonic flow about harmonically oscillating wings was investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady velocity potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. An alternating direction implicit procedure was investigated, and a pilot program was developed for both two and three dimensional wings. This program provides a relatively efficient relaxation solution without previously encountered solution instability problems. Pressure distributions for two rectangular wings are calculated. Conjugate gradient techniques were developed for the asymmetric, indefinite problem. The conjugate gradient procedure is evaluated for applications to the unsteady transonic problem. Different equations for the alternating direction procedure are derived using a coordinate transformation for swept and tapered wing planforms. Pressure distributions for swept, untaped wings of vanishing thickness are correlated with linear results for sweep angles up to 45 degrees.

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.

A stochastic differential equation analysis of cerebrospinal fluid dynamics.

PubMed

Raman, Kalyan

2011-01-18

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

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

PubMed

Benhammouda, Brahim

2016-01-01

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

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.

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.

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

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

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.

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.

The construction of a two-dimensional reproducing kernel function and its application in a biomedical model.

PubMed

Guo, Qi; Shen, Shu-Ting

2016-04-29

There are two major classes of cardiac tissue models: the ionic model and the FitzHugh-Nagumo model. During computer simulation, each model entails solving a system of complex ordinary differential equations and a partial differential equation with non-flux boundary conditions. The reproducing kernel method possesses significant applications in solving partial differential equations. The derivative of the reproducing kernel function is a wavelet function, which has local properties and sensitivities to singularity. Therefore, study on the application of reproducing kernel would be advantageous. Applying new mathematical theory to the numerical solution of the ventricular muscle model so as to improve its precision in comparison with other methods at present. A two-dimensional reproducing kernel function inspace is constructed and applied in computing the solution of two-dimensional cardiac tissue model by means of the difference method through time and the reproducing kernel method through space. Compared with other methods, this method holds several advantages such as high accuracy in computing solutions, insensitivity to different time steps and a slow propagation speed of error. It is suitable for disorderly scattered node systems without meshing, and can arbitrarily change the location and density of the solution on different time layers. The reproducing kernel method has higher solution accuracy and stability in the solutions of the two-dimensional cardiac tissue model.

Relation of Different Type Love-Shida Numbers Determined with the Use of Time-Varying Incremental Gravitational Potential

NASA Astrophysics Data System (ADS)

Varga, Peter; Grafarend, Erik; Engels, Johannes

2017-03-01

There are different equations to describe relations between different classes of Love-Shida numbers. In this study with the use of the time-varying gravitational potential an integral relation was obtained which connects tidal Love-Shida numbers (h, l, k), load numbers (h', l', k'), potential free Love-Shida numbers generated by normal (h″, l″, k″) and horizontal (h‴, l‴, k‴) stresses. The equations obtained in frame of present study is the only one which - holds for every type of Love-Shida numbers, - describes a relationship not between different, but the same type of Love-Shida numbers, - does not follow from the sixth-order differential equation system of motion usually applied to calculate the Love-Shida numbers.

The Laguerre finite difference one-way equation solver

NASA Astrophysics Data System (ADS)

Terekhov, Andrew V.

2017-05-01

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing approaches, the integral Laguerre transform instead of Fourier transform is used. After carrying out the approximation of spatial variables it is possible to obtain systems of linear algebraic equations with better computing properties and to reduce computer costs for their solution. High accuracy of calculations is attained at the expense of employing finite difference approximations of higher accuracy order that are based on the dispersion-relationship-preserving method and the Richardson extrapolation in the downward continuation direction. The numerical experiments have verified that as compared to the spectral difference method based on Fourier transform, the new algorithm allows one to calculate wave fields with a higher degree of accuracy and a lower level of numerical noise and artifacts including those for non-smooth velocity models. In the context of solving the geophysical problem the post-stack migration for velocity models of the types Syncline and Sigsbee2A has been carried out. It is shown that the images obtained contain lesser noise and are considerably better focused as compared to those obtained by the known Fourier Finite Difference and Phase-Shift Plus Interpolation methods. There is an opinion that purely finite difference approaches do not allow carrying out the seismic migration procedure with sufficient accuracy, however the results obtained disprove this statement. For the supercomputer implementation it is proposed to use the parallel dichotomy algorithm when solving systems of linear algebraic equations with block-tridiagonal matrices.

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.

Exact solutions for the static bending of Euler-Bernoulli beams using Eringen's two-phase local/nonlocal model

NASA Astrophysics Data System (ADS)

Wang, Y. B.; Zhu, X. W.; Dai, H. H.

2016-08-01

Though widely used in modelling nano- and micro- structures, Eringen's differential model shows some inconsistencies and recent study has demonstrated its differences between the integral model, which then implies the necessity of using the latter model. In this paper, an analytical study is taken to analyze static bending of nonlocal Euler-Bernoulli beams using Eringen's two-phase local/nonlocal model. Firstly, a reduction method is proved rigorously, with which the integral equation in consideration can be reduced to a differential equation with mixed boundary value conditions. Then, the static bending problem is formulated and four types of boundary conditions with various loadings are considered. By solving the corresponding differential equations, exact solutions are obtained explicitly in all of the cases, especially for the paradoxical cantilever beam problem. Finally, asymptotic analysis of the exact solutions reveals clearly that, unlike the differential model, the integral model adopted herein has a consistent softening effect. Comparisons are also made with existing analytical and numerical results, which further shows the advantages of the analytical results obtained. Additionally, it seems that the once controversial nonlocal bar problem in the literature is well resolved by the reduction method.

Aerodynamic Design Optimization on Unstructured Meshes Using the Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Anderson, W. Kyle

1998-01-01

A discrete adjoint method is developed and demonstrated for aerodynamic design optimization on unstructured grids. The governing equations are the three-dimensional Reynolds-averaged Navier-Stokes equations coupled with a one-equation turbulence model. A discussion of the numerical implementation of the flow and adjoint equations is presented. Both compressible and incompressible solvers are differentiated and the accuracy of the sensitivity derivatives is verified by comparing with gradients obtained using finite differences. Several simplifying approximations to the complete linearization of the residual are also presented, and the resulting accuracy of the derivatives is examined. Demonstration optimizations for both compressible and incompressible flows are given.

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

Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

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.

A computer software system for the generation of global ocean tides including self-gravitation and crustal loading effects

NASA Technical Reports Server (NTRS)

Estes, R. H.

1977-01-01

A computer software system is described which computes global numerical solutions of the integro-differential Laplace tidal equations, including dissipation terms and ocean loading and self-gravitation effects, for arbitrary diurnal and semidiurnal tidal constituents. The integration algorithm features a successive approximation scheme for the integro-differential system, with time stepping forward differences in the time variable and central differences in spatial variables.

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 neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

A 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.

A neuro approach to solve fuzzy Riccati differential equations

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

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

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

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

PubMed

Yu, Fajun

2015-03-01

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

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary.

PubMed

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations.

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary

PubMed Central

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations. PMID:27031232

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.

Comparison of Eight Equations That Predict Percent Body Fat Using Skinfolds in American Youth

PubMed Central

Roberts, Amy; Cai, Jianwen; Berge, Jerica M.; Stevens, June

2016-01-01

Abstract Background: Skinfolds are often used in equations to predict percent body fat (PBF) in youth. Although there are numerous such equations published, there is limited information to help researchers determine which equation to use for their sample. Methods: Using data from the 1999–2006 National Health and Nutrition Examination Surveys (NHANES), we compared eight published equations for prediction of PBF. These published equations all included triceps and/or subscapular skinfold measurements. We examined the PBF equations in a nationally representative sample of American youth that was matched by age, sex, and race/ethnicity to the original equation development population and a full sample of 8- to 18-year-olds. We compared the equation-predicted PBF to the dual-emission X-ray absorptiometry (DXA)-measured PBF. The adjusted R2, root mean square error (RMSE), and mean signed difference (MSD) were compared. The MSDs were used to examine accuracy and differential bias by age, sex, and race/ethnicity. Results: When applied to the full range of 8- 18-year-old youth, the R2 values ranged from 0.495 to 0.738. The MSD between predicted and DXA-measured PBF indicated high average accuracy (MSD between −1.0 and 1.0) for only three equations (Bray subscapular equation and Dezenberg equations [with and without race/ethnicity]). The majority of the equations showed differential bias by sex, race/ethnicity, weight status, or age. Conclusions: These findings indicate that investigators should use caution in the selection of an equation to predict PBF in youth given that results may vary systematically in important subgroups. PMID:27045618

Comparison of Eight Equations That Predict Percent Body Fat Using Skinfolds in American Youth.

PubMed

Truesdale, Kimberly P; Roberts, Amy; Cai, Jianwen; Berge, Jerica M; Stevens, June

2016-08-01

Skinfolds are often used in equations to predict percent body fat (PBF) in youth. Although there are numerous such equations published, there is limited information to help researchers determine which equation to use for their sample. Using data from the 1999-2006 National Health and Nutrition Examination Surveys (NHANES), we compared eight published equations for prediction of PBF. These published equations all included triceps and/or subscapular skinfold measurements. We examined the PBF equations in a nationally representative sample of American youth that was matched by age, sex, and race/ethnicity to the original equation development population and a full sample of 8- to 18-year-olds. We compared the equation-predicted PBF to the dual-emission X-ray absorptiometry (DXA)-measured PBF. The adjusted R(2), root mean square error (RMSE), and mean signed difference (MSD) were compared. The MSDs were used to examine accuracy and differential bias by age, sex, and race/ethnicity. When applied to the full range of 8- 18-year-old youth, the R(2) values ranged from 0.495 to 0.738. The MSD between predicted and DXA-measured PBF indicated high average accuracy (MSD between -1.0 and 1.0) for only three equations (Bray subscapular equation and Dezenberg equations [with and without race/ethnicity]). The majority of the equations showed differential bias by sex, race/ethnicity, weight status, or age. These findings indicate that investigators should use caution in the selection of an equation to predict PBF in youth given that results may vary systematically in important subgroups.

Stencil computations for PDE-based applications with examples from DUNE and hypre

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

Engwer, C.; Falgout, R. D.; Yang, U. M.

Here, stencils are commonly used to implement efficient on–the–fly computations of linear operators arising from partial differential equations. At the same time the term “stencil” is not fully defined and can be interpreted differently depending on the application domain and the background of the software developers. Common features in stencil codes are the preservation of the structure given by the discretization of the partial differential equation and the benefit of minimal data storage. We discuss stencil concepts of different complexity, show how they are used in modern software packages like hypre and DUNE, and discuss recent efforts to extend themore » software to enable stencil computations of more complex problems and methods such as inf–sup–stable Stokes discretizations and mixed finite element discretizations.« less

Stencil computations for PDE-based applications with examples from DUNE and hypre

DOE PAGES

Engwer, C.; Falgout, R. D.; Yang, U. M.

2017-02-24

Here, stencils are commonly used to implement efficient on–the–fly computations of linear operators arising from partial differential equations. At the same time the term “stencil” is not fully defined and can be interpreted differently depending on the application domain and the background of the software developers. Common features in stencil codes are the preservation of the structure given by the discretization of the partial differential equation and the benefit of minimal data storage. We discuss stencil concepts of different complexity, show how they are used in modern software packages like hypre and DUNE, and discuss recent efforts to extend themore » software to enable stencil computations of more complex problems and methods such as inf–sup–stable Stokes discretizations and mixed finite element discretizations.« less

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.

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

On the control of the chaotic attractors of the 2-d Navier-Stokes equations.

PubMed

Smaoui, Nejib; Zribi, Mohamed

2017-03-01

The control problem of the chaotic attractors of the two dimensional (2-d) Navier-Stokes (N-S) equations is addressed in this paper. First, the Fourier Galerkin method based on a reduced-order modelling approach developed by Chen and Price is applied to the 2-d N-S equations to construct a fifth-order system of nonlinear ordinary differential equations (ODEs). The dynamics of the fifth-order system was studied by analyzing the system's attractor for different values of Reynolds number, R e . Then, control laws are proposed to drive the states of the ODE system to a desired attractor. Finally, an adaptive controller is designed to synchronize two reduced order ODE models having different Reynolds numbers and starting from different initial conditions. Simulation results indicate that the proposed control schemes work well.

On the control of the chaotic attractors of the 2-d Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Smaoui, Nejib; Zribi, Mohamed

2017-03-01

The control problem of the chaotic attractors of the two dimensional (2-d) Navier-Stokes (N-S) equations is addressed in this paper. First, the Fourier Galerkin method based on a reduced-order modelling approach developed by Chen and Price is applied to the 2-d N-S equations to construct a fifth-order system of nonlinear ordinary differential equations (ODEs). The dynamics of the fifth-order system was studied by analyzing the system's attractor for different values of Reynolds number, Re. Then, control laws are proposed to drive the states of the ODE system to a desired attractor. Finally, an adaptive controller is designed to synchronize two reduced order ODE models having different Reynolds numbers and starting from different initial conditions. Simulation results indicate that the proposed control schemes work well.

Evolution of magnetic field and atmospheric response. I - Three-dimensional formulation by the method of projected characteristics. II - Formulation of proper boundary equations. [stellar magnetohydrodynamics

NASA Technical Reports Server (NTRS)

Nakagawa, Y.

1981-01-01

The method described as the method of nearcharacteristics by Nakagawa (1980) is renamed the method of projected characteristics. Making full use of properties of the projected characteristics, a new and simpler formulation is developed. As a result, the formulation for the examination of the general three-dimensional problems is presented. It is noted that since in practice numerical solutions must be obtained, the final formulation is given in the form of difference equations. The possibility of including effects of viscous and ohmic dissipations in the formulation is considered, and the physical interpretation is discussed. A systematic manner is then presented for deriving physically self-consistent, time-dependent boundary equations for MHD initial boundary problems. It is demonstrated that the full use of the compatibility equations (differential equations relating variations at two spatial locations and times) is required in determining the time-dependent boundary conditions. In order to provide a clear physical picture as an example, the evolution of axisymmetric global magnetic field by photospheric differential rotation is considered.

The Fokker-Planck equation for coupled Brown-Néel-rotation.

PubMed

Weizenecker, Jürgen

2018-01-22

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

The Fokker-Planck equation for coupled Brown-Néel-rotation

NASA Astrophysics Data System (ADS)

Weizenecker, Jürgen

2018-02-01

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

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

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-12-01

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

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…

Applications of an exponential finite difference technique

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

Handschuh, R.F.; Keith, T.G. Jr.

1988-07-01

An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.

Bending of Euler-Bernoulli nanobeams based on the strain-driven and stress-driven nonlocal integral models: a numerical approach

NASA Astrophysics Data System (ADS)

Oskouie, M. Faraji; Ansari, R.; Rouhi, H.

2018-04-01

Eringen's nonlocal elasticity theory is extensively employed for the analysis of nanostructures because it is able to capture nanoscale effects. Previous studies have revealed that using the differential form of the strain-driven version of this theory leads to paradoxical results in some cases, such as bending analysis of cantilevers, and recourse must be made to the integral version. In this article, a novel numerical approach is developed for the bending analysis of Euler-Bernoulli nanobeams in the context of strain- and stress-driven integral nonlocal models. This numerical approach is proposed for the direct solution to bypass the difficulties related to converting the integral governing equation into a differential equation. First, the governing equation is derived based on both strain-driven and stress-driven nonlocal models by means of the minimum total potential energy. Also, in each case, the governing equation is obtained in both strong and weak forms. To solve numerically the derived equations, matrix differential and integral operators are constructed based upon the finite difference technique and trapezoidal integration rule. It is shown that the proposed numerical approach can be efficiently applied to the strain-driven nonlocal model with the aim of resolving the mentioned paradoxes. Also, it is able to solve the problem based on the strain-driven model without inconsistencies of the application of this model that are reported in the literature.

Exact solutions of fractional mBBM equation and coupled system of fractional Boussinesq-Burgers

NASA Astrophysics Data System (ADS)

Javeed, Shumaila; Saif, Summaya; Waheed, Asif; Baleanu, Dumitru

2018-06-01

The new exact solutions of nonlinear fractional partial differential equations (FPDEs) are established by adopting first integral method (FIM). The Riemann-Liouville (R-L) derivative and the local conformable derivative definitions are used to deal with the fractional order derivatives. The proposed method is applied to get exact solutions for space-time fractional modified Benjamin-Bona-Mahony (mBBM) equation and coupled time-fractional Boussinesq-Burgers equation. The suggested technique is easily applicable and effectual which can be implemented successfully to obtain the solutions for different types of nonlinear FPDEs.

Fractional vector calculus and fluid mechanics

NASA Astrophysics Data System (ADS)

Lazopoulos, Konstantinos A.; Lazopoulos, Anastasios K.

2017-04-01

Basic fluid mechanics equations are studied and revised under the prism of fractional continuum mechanics (FCM), a very promising research field that satisfies both experimental and theoretical demands. The geometry of the fractional differential has been clarified corrected and the geometry of the fractional tangent spaces of a manifold has been studied in Lazopoulos and Lazopoulos (Lazopoulos KA, Lazopoulos AK. Progr. Fract. Differ. Appl. 2016, 2, 85-104), providing the bases of the missing fractional differential geometry. Therefore, a lot can be contributed to fractional hydrodynamics: the basic fractional fluid equations (Navier Stokes, Euler and Bernoulli) are derived and fractional Darcy's flow in porous media is studied.

Time-partitioning simulation models for calculation on parallel computers

NASA Technical Reports Server (NTRS)

Milner, Edward J.; Blech, Richard A.; Chima, Rodrick V.

1987-01-01

A technique allowing time-staggered solution of partial differential equations is presented in this report. Using this technique, called time-partitioning, simulation execution speedup is proportional to the number of processors used because all processors operate simultaneously, with each updating of the solution grid at a different time point. The technique is limited by neither the number of processors available nor by the dimension of the solution grid. Time-partitioning was used to obtain the flow pattern through a cascade of airfoils, modeled by the Euler partial differential equations. An execution speedup factor of 1.77 was achieved using a two processor Cray X-MP/24 computer.

Tube wave signatures in cylindrically layered poroelastic media computed with spectral method

NASA Astrophysics Data System (ADS)

Karpfinger, Florian; Gurevich, Boris; Valero, Henri-Pierre; Bakulin, Andrey; Sinha, Bikash

2010-11-01

This paper describes a new algorithm based on the spectral method for the computation of Stoneley wave dispersion and attenuation propagating in cylindrical structures composed of fluid, elastic and poroelastic layers. The spectral method is a numerical method which requires discretization of the structure along the radial axis using Chebyshev points. To approximate the differential operators of the underlying differential equations, we use spectral differentiation matrices. After discretizing equations of motion along the radial direction, we can solve the problem as a generalized algebraic eigenvalue problem. For a given frequency, calculated eigenvalues correspond to the wavenumbers of different modes. The advantage of this approach is that it can very efficiently analyse structures with complicated radial layering composed of different fluid, solid and poroelastic layers. This work summarizes the fundamental equations, followed by an outline of how they are implemented in the numerical spectral schema. The interface boundary conditions are then explained for fluid/porous, elastic/porous and porous interfaces. Finally, we discuss three examples from borehole acoustics. The first model is a fluid-filled borehole surrounded by a poroelastic formation. The second considers an additional elastic layer sandwiched between the borehole and the formation, and finally a model with radially increasing permeability is considered.

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.

A delay differential equation model for dengue transmission with regular visits to a mosquito breeding site

NASA Astrophysics Data System (ADS)

Yaacob, Y.; Yeak, S. H.; Lim, R. S.; Soewono, E.

2015-03-01

Dengue disease has been known as one of widely transmitted vector-borne diseases which potentially affects millions of people throughout the world especially in tropical and sub-tropical countries. One of the main factors contributing in the complication of the transmission process is the mobility of people in which people may get infection in the places far from their home. Here we construct a delay differential equation model for dengue transmission in a closed population where regular visits of people to a mosquito breeding site out of their residency such as traditional market take place daily. Basic reproductive ratio of the system is obtained and depends on the ratio between the outgoing rates of susceptible human and infective human. It is shown that the increase of mobility with different variation of mobility rates may contribute to different level of basic reproductive ratio as well as different level of outbreaks.

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.

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.

A qualitative study of the complete set of solutions of the differential equation of motion of a test particle in the equatorial plane of the Kerr gravitational field

NASA Technical Reports Server (NTRS)

Montgomery, H. E.; Chan, F. K.

1973-01-01

A study is made of the mathematical solution of the differential equation of motion of a test particle in the equatorial plane of the Kerr gravitational field, using S (Schwarzschild-like) coordinates. A qualitative solution of this equation leads to the conclusion that there can only be 25 different types of orbits. For each value of a, the results are presented in a master diagram for which h and e are the parameters. A master diagram divides the h, e parameter space into regions such that at each point within one of these regions the types of admissible orbits are qualitatively the same. A pictorial representation of the physical orbits in the r, phi plane is also given.

Solving Partial Differential Equations on Overlapping Grids

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

Henshaw, W D

2008-09-22

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

Modeling extracellular electrical stimulation: I. Derivation and interpretation of neurite equations.

PubMed

Meffin, Hamish; Tahayori, Bahman; Grayden, David B; Burkitt, Anthony N

2012-12-01

Neuroprosthetic devices, such as cochlear and retinal implants, work by directly stimulating neurons with extracellular electrodes. This is commonly modeled using the cable equation with an applied extracellular voltage. In this paper a framework for modeling extracellular electrical stimulation is presented. To this end, a cylindrical neurite with confined extracellular space in the subthreshold regime is modeled in three-dimensional space. Through cylindrical harmonic expansion of Laplace's equation, we derive the spatio-temporal equations governing different modes of stimulation, referred to as longitudinal and transverse modes, under types of boundary conditions. The longitudinal mode is described by the well-known cable equation, however, the transverse modes are described by a novel ordinary differential equation. For the longitudinal mode, we find that different electrotonic length constants apply under the two different boundary conditions. Equations connecting current density to voltage boundary conditions are derived that are used to calculate the trans-impedance of the neurite-plus-thin-extracellular-sheath. A detailed explanation on depolarization mechanisms and the dominant current pathway under different modes of stimulation is provided. The analytic results derived here enable the estimation of a neurite's membrane potential under extracellular stimulation, hence bypassing the heavy computational cost of using numerical methods.

Dynamic reduction with applications to mathematical biology and other areas.

PubMed

Sacker, Robert J; Von Bremen, Hubertus F

2007-10-01

In a difference or differential equation one is usually interested in finding solutions having certain properties, either intrinsic properties (e.g. bounded, periodic, almost periodic) or extrinsic properties (e.g. stable, asymptotically stable, globally asymptotically stable). In certain instances it may happen that the dependence of these equations on the state variable is such that one may (1) alter that dependency by replacing part of the state variable by a function from a class having some of the above properties and (2) solve the 'reduced' equation for a solution having the remaining properties and lying in the same class. This then sets up a mapping Τ of the class into itself, thus reducing the original problem to one of finding a fixed point of the mapping. The procedure is applied to obtain a globally asymptotically stable periodic solution for a system of difference equations modeling the interaction of wild and genetically altered mosquitoes in an environment yielding periodic parameters. It is also shown that certain coupled periodic systems of difference equations may be completely decoupled so that the mapping Τ is established by solving a set of scalar equations. Periodic difference equations of extended Ricker type and also rational difference equations with a finite number of delays are also considered by reducing them to equations without delays but with a larger period. Conditions are given guaranteeing the existence and global asymptotic stability of periodic solutions.

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

A new modification in the exponential rational function method for nonlinear fractional differential equations

NASA Astrophysics Data System (ADS)

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

2018-02-01

We have modified the traditional exponential rational function method (ERFM) and have used it to find the exact solutions of two different fractional partial differential equations, one is the time fractional Boussinesq equation and the other is the (2+1)-dimensional time fractional Zoomeron equation. In both the cases it is observed that the modified scheme provides more types of solutions than the traditional one. Moreover, a comparison of the recent solutions is made with some already existing solutions. We can confidently conclude that the modified scheme works better and provides more types of solutions with almost similar computational cost. Our generalized solutions include periodic, soliton-like, singular soliton and kink solutions. A graphical simulation of all types of solutions is provided and the correctness of the solution is verified by direct substitution. The extended version of the solutions is expected to provide more flexibility to scientists working in the relevant field to test their simulation data.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

On the validity of the modified equation approach to the stability analysis of finite-difference methods

NASA Technical Reports Server (NTRS)

Chang, Sin-Chung

1987-01-01

The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.

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.

Mixed finite-difference scheme for free vibration analysis of noncircular cylinders

NASA Technical Reports Server (NTRS)

Noor, A. K.; Stephens, W. B.

1973-01-01

A mixed finite-difference scheme is presented for the free-vibration analysis of simply supported closed noncircular cylindrical shells. The problem is formulated in terms of eight first-order differential equations in the circumferential coordinate which possess a symmetric coefficient matrix and are free of the derivatives of the elastic and geometric characteristics of the shell. In the finite-difference discretization, two interlacing grids are used for the different fundamental unknowns in such a way as to avoid averaging in the difference-quotient expressions used for the first derivative. The resulting finite-difference equations are symmetric. The inverse-power method is used for obtaining the eigenvalues and eigenvectors.

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.

Properties of Differential Equations through Different Measures.

DTIC Science & Technology

1980-03-01

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

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…

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

Application of Four-Point Newton-EGSOR iteration for the numerical solution of 2D Porous Medium Equations

NASA Astrophysics Data System (ADS)

Chew, J. V. L.; Sulaiman, J.

2017-09-01

Partial differential equations that are used in describing the nonlinear heat and mass transfer phenomena are difficult to be solved. For the case where the exact solution is difficult to be obtained, it is necessary to use a numerical procedure such as the finite difference method to solve a particular partial differential equation. In term of numerical procedure, a particular method can be considered as an efficient method if the method can give an approximate solution within the specified error with the least computational complexity. Throughout this paper, the two-dimensional Porous Medium Equation (2D PME) is discretized by using the implicit finite difference scheme to construct the corresponding approximation equation. Then this approximation equation yields a large-sized and sparse nonlinear system. By using the Newton method to linearize the nonlinear system, this paper deals with the application of the Four-Point Newton-EGSOR (4NEGSOR) iterative method for solving the 2D PMEs. In addition to that, the efficiency of the 4NEGSOR iterative method is studied by solving three examples of the problems. Based on the comparative analysis, the Newton-Gauss-Seidel (NGS) and the Newton-SOR (NSOR) iterative methods are also considered. The numerical findings show that the 4NEGSOR method is superior to the NGS and the NSOR methods in terms of the number of iterations to get the converged solutions, the time of computation and the maximum absolute errors produced by the methods.

The nonlinear modified equation approach to analyzing finite difference schemes

NASA Technical Reports Server (NTRS)

Klopfer, G. H.; Mcrae, D. S.

1981-01-01

The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.

Exact Solutions to Several Nonlinear Cases of Generalized Grad-Shafranov Equation for Ideal Magnetohydrodynamic Flows in Axisymmetric Domain

NASA Astrophysics Data System (ADS)

Adem, Abdullahi Rashid; Moawad, Salah M.

2018-05-01

In this paper, the steady-state equations of ideal magnetohydrodynamic incompressible flows in axisymmetric domains are investigated. These flows are governed by a second-order elliptic partial differential equation as a type of generalized Grad-Shafranov equation. The problem of finding exact equilibria to the full governing equations in the presence of incompressible mass flows is considered. Two different types of constraints on position variables are presented to construct exact solution classes for several nonlinear cases of the governing equations. Some of the obtained results are checked for their applications to magnetic confinement plasma. Besides, they cover many previous configurations and include new considerations about the nonlinearity of magnetic flux stream variables.

Lie symmetry analysis, explicit solutions and conservation laws for the space-time fractional nonlinear evolution equations

NASA Astrophysics Data System (ADS)

Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa; Baleanu, Dumitru

2018-04-01

This paper studies the symmetry analysis, explicit solutions, convergence analysis, and conservation laws (Cls) for two different space-time fractional nonlinear evolution equations with Riemann-Liouville (RL) derivative. The governing equations are reduced to nonlinear ordinary differential equation (ODE) of fractional order using their Lie point symmetries. In the reduced equations, the derivative is in Erdelyi-Kober (EK) sense, power series technique is applied to derive an explicit solutions for the reduced fractional ODEs. The convergence of the obtained power series solutions is also presented. Moreover, the new conservation theorem and the generalization of the Noether operators are developed to construct the nonlocal Cls for the equations . Some interesting figures for the obtained explicit solutions are presented.

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.

Soliton solutions for ABS lattice equations: I. Cauchy matrix approach

NASA Astrophysics Data System (ADS)

Nijhoff, Frank; Atkinson, James; Hietarinta, Jarmo

2009-10-01

In recent years there have been new insights into the integrability of quadrilateral lattice equations, i.e. partial difference equations which are the natural discrete analogues of integrable partial differential equations in 1+1 dimensions. In the scalar (i.e. single-field) case, there now exist classification results by Adler, Bobenko and Suris (ABS) leading to some new examples in addition to the lattice equations 'of KdV type' that were known since the late 1970s and early 1980s. In this paper, we review the construction of soliton solutions for the KdV-type lattice equations and use those results to construct N-soliton solutions for all lattice equations in the ABS list except for the elliptic case of Q4, which is left to a separate treatment.

Anelastic Models of Fully-Convective Stars: Differential Rotation, Meridional Circulation and Residual Entropy

NASA Astrophysics Data System (ADS)

Sainsbury-Martinez, Felix; Browning, Matthew; Miesch, Mark; Featherstone, Nicholas A.

2018-01-01

Low-Mass stars are typically fully convective, and as such their dynamics may differ significantly from sun-like stars. Here we present a series of 3D anelastic HD and MHD simulations of fully convective stars, designed to investigate how the meridional circulation, the differential rotation, and residual entropy are affected by both varying stellar parameters, such as the luminosity or the rotation rate, and by the presence of a magnetic field. We also investigate, more specifically, a theoretical model in which isorotation contours and residual entropy (σ‧ = σ ‑ σ(r)) are intrinsically linked via the thermal wind equation (as proposed in the Solar context by Balbus in 2009). We have selected our simulation parameters in such as way as to span the transition between Solar-like differential rotation (fast equator + slow poles) and ‘anti-Solar’ differential rotation (slow equator + fast poles), as characterised by the convective Rossby number and △Ω. We illustrate the transition from single-celled to multi-celled MC profiles, and from positive to negative latitudinal entropy gradients. We show that an extrapolation involving both TWB and the σ‧/Ω link provides a reasonable estimate for the interior profile of our fully convective stars. Finally, we also present a selection of MHD simulations which exhibit an almost unsuppressed differential rotation profile, with energy balances remaining dominated by kinetic components.

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.

Personal computer study of finite-difference methods for the transonic small disturbance equation

NASA Technical Reports Server (NTRS)

Bland, Samuel R.

1989-01-01

Calculation of unsteady flow phenomena requires careful attention to the numerical treatment of the governing partial differential equations. The personal computer provides a convenient and useful tool for the development of meshes, algorithms, and boundary conditions needed to provide time accurate solution of these equations. The one-dimensional equation considered provides a suitable model for the study of wave propagation in the equations of transonic small disturbance potential flow. Numerical results for effects of mesh size, extent, and stretching, time step size, and choice of far-field boundary conditions are presented. Analysis of the discretized model problem supports these numerical results. Guidelines for suitable mesh and time step choices are given.

Dispersive traveling wave solutions of the Equal-Width and Modified Equal-Width equations via mathematical methods and its applications

NASA Astrophysics Data System (ADS)

Lu, Dianchen; Seadawy, Aly R.; Ali, Asghar

2018-06-01

The Equal-Width and Modified Equal-Width equations are used as a model in partial differential equations for the simulation of one-dimensional wave transmission in nonlinear media with dispersion processes. In this article we have employed extend simple equation method and the exp(-varphi(ξ)) expansion method to construct the exact traveling wave solutions of equal width and modified equal width equations. The obtained results are novel and have numerous applications in current areas of research in mathematical physics. It is exposed that our method, with the help of symbolic computation, provides a effective and powerful mathematical tool for solving different kind nonlinear wave problems.

Connectivity as an alternative to boundary integral equations: Construction of bases

PubMed Central

Herrera, Ismael; Sabina, Federico J.

1978-01-01

In previous papers Herrera developed a theory of connectivity that is applicable to the problem of connecting solutions defined in different regions, which occurs when solving partial differential equations and many problems of mechanics. In this paper we explain how complete connectivity conditions can be used to replace boundary integral equations in many situations. We show that completeness is satisfied not only in steady-state problems such as potential, reduced wave equation and static and quasi-static elasticity, but also in time-dependent problems such as heat and wave equations and dynamical elasticity. A method to obtain bases of connectivity conditions, which are independent of the regions considered, is also presented. PMID:16592522

Solving the linear inviscid shallow water equations in one dimension, with variable depth, using a recursion formula

NASA Astrophysics Data System (ADS)

Hernandez-Walls, R.; Martín-Atienza, B.; Salinas-Matus, M.; Castillo, J.

2017-11-01

When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations.

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

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.

Quantifying the driving factors for language shift in a bilingual region

PubMed Central

Prochazka, Katharina; Vogl, Gero

2017-01-01

Many of the world’s around 6,000 languages are in danger of disappearing as people give up use of a minority language in favor of the majority language in a process called language shift. Language shift can be monitored on a large scale through the use of mathematical models by way of differential equations, for example, reaction–diffusion equations. Here, we use a different approach: we propose a model for language dynamics based on the principles of cellular automata/agent-based modeling and combine it with very detailed empirical data. Our model makes it possible to follow language dynamics over space and time, whereas existing models based on differential equations average over space and consequently provide no information on local changes in language use. Additionally, cellular automata models can be used even in cases where models based on differential equations are not applicable, for example, in situations where one language has become dispersed and retreated to language islands. Using data from a bilingual region in Austria, we show that the most important factor in determining the spread and retreat of a language is the interaction with speakers of the same language. External factors like bilingual schools or parish language have only a minor influence. PMID:28298530

The Effect of Multigrid Parameters in a 3D Heat Diffusion Equation

NASA Astrophysics Data System (ADS)

Oliveira, F. De; Franco, S. R.; Pinto, M. A. Villela

2018-02-01

The aim of this paper is to reduce the necessary CPU time to solve the three-dimensional heat diffusion equation using Dirichlet boundary conditions. The finite difference method (FDM) is used to discretize the differential equations with a second-order accuracy central difference scheme (CDS). The algebraic equations systems are solved using the lexicographical and red-black Gauss-Seidel methods, associated with the geometric multigrid method with a correction scheme (CS) and V-cycle. Comparisons are made between two types of restriction: injection and full weighting. The used prolongation process is the trilinear interpolation. This work is concerned with the study of the influence of the smoothing value (v), number of mesh levels (L) and number of unknowns (N) on the CPU time, as well as the analysis of algorithm complexity.

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

A theory of fine structure image models with an application to detection and classification of dementia.

PubMed

O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin

2015-06-01

Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.

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.

Efficient Implementation of Multigrid Solvers on Message-Passing Parrallel Systems

NASA Technical Reports Server (NTRS)

Lou, John

1994-01-01

We discuss our implementation strategies for finite difference multigrid partial differential equation (PDE) solvers on message-passing systems. Our target parallel architecture is Intel parallel computers: the Delta and Paragon system.

Comparison between two meshless methods based on collocation technique for the numerical solution of four-species tumor growth model

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.

A critical analysis of the accuracy of several numerical techniques for combustion kinetic rate equations

NASA Technical Reports Server (NTRS)

Radhadrishnan, Krishnan

1993-01-01

A detailed analysis of the accuracy of several techniques recently developed for integrating stiff ordinary differential equations is presented. The techniques include two general-purpose codes EPISODE and LSODE developed for an arbitrary system of ordinary differential equations, and three specialized codes CHEMEQ, CREK1D, and GCKP4 developed specifically to solve chemical kinetic rate equations. The accuracy study is made by application of these codes to two practical combustion kinetics problems. Both problems describe adiabatic, homogeneous, gas-phase chemical reactions at constant pressure, and include all three combustion regimes: induction, heat release, and equilibration. To illustrate the error variation in the different combustion regimes the species are divided into three types (reactants, intermediates, and products), and error versus time plots are presented for each species type and the temperature. These plots show that CHEMEQ is the most accurate code during induction and early heat release. During late heat release and equilibration, however, the other codes are more accurate. A single global quantity, a mean integrated root-mean-square error, that measures the average error incurred in solving the complete problem is used to compare the accuracy of the codes. Among the codes examined, LSODE is the most accurate for solving chemical kinetics problems. It is also the most efficient code, in the sense that it requires the least computational work to attain a specified accuracy level. An important finding is that use of the algebraic enthalpy conservation equation to compute the temperature can be more accurate and efficient than integrating the temperature differential equation.

New solitary wave solutions of (3 + 1)-dimensional nonlinear extended Zakharov-Kuznetsov and modified KdV-Zakharov-Kuznetsov equations and their applications

NASA Astrophysics Data System (ADS)

Lu, Dianchen; Seadawy, A. R.; Arshad, M.; Wang, Jun

In this paper, new exact solitary wave, soliton and elliptic function solutions are constructed in various forms of three dimensional nonlinear partial differential equations (PDEs) in mathematical physics by utilizing modified extended direct algebraic method. Soliton solutions in different forms such as bell and anti-bell periodic, dark soliton, bright soliton, bright and dark solitary wave in periodic form etc are obtained, which have large applications in different branches of physics and other areas of applied sciences. The obtained solutions are also presented graphically. Furthermore, many other nonlinear evolution equations arising in mathematical physics and engineering can also be solved by this powerful, reliable and capable method. The nonlinear three dimensional extended Zakharov-Kuznetsov dynamica equation and (3 + 1)-dimensional modified KdV-Zakharov-Kuznetsov equation are selected to show the reliability and effectiveness of the current method.

New soliton solution to the longitudinal wave equation in a magneto-electro-elastic circular rod

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.; Manafian, Jalil

2018-03-01

This paper examines the effectiveness of an integration scheme which called the extended trial equation method (ETEM) in exactly solving a well-known nonlinear equation of partial differential equations (PDEs). In this respect, the longitudinal wave equation (LWE) that arises in mathematical physics with dispersion caused by the transverse Poisson's effect in a magneto-electro-elastic (MEE) circular rod, which a series of exact traveling wave solutions for the aforementioned equation is formally extracted. Explicit new exact solutions are derived in different form such as dark solitons, bright solitons, solitary wave, periodic solitary wave, rational function, and elliptic function solutions of the longitudinal wave equation. The movements of obtained solutions are shown graphically, which helps to understand the physical phenomena of this longitudinal wave equation. Many other such types of nonlinear equations arising in non-destructive evaluation of structures made of the advanced MEE material can also be solved by this method.

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.

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

DOE PAGES

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

2017-12-20

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

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

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

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

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

Solving nonlinear evolution equation system using two different methods

NASA Astrophysics Data System (ADS)

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

Initial-boundary value problems associated with the Ablowitz-Ladik system

NASA Astrophysics Data System (ADS)

Xia, Baoqiang; Fokas, A. S.

2018-02-01

We employ the Ablowitz-Ladik system as an illustrative example in order to demonstrate how to analyze initial-boundary value problems for integrable nonlinear differential-difference equations via the unified transform (Fokas method). In particular, we express the solutions of the integrable discrete nonlinear Schrödinger and integrable discrete modified Korteweg-de Vries equations in terms of the solutions of appropriate matrix Riemann-Hilbert problems. We also discuss in detail, for both the above discrete integrable equations, the associated global relations and the process of eliminating of the unknown boundary values.

Towards information-optimal simulation of partial differential equations.

PubMed

Leike, Reimar H; Enßlin, Torsten A

2018-03-01

Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data providing information about a real physical field that is unknown. This information is sought to be conserved by the scheme as the field evolves in time. Such an information theoretic approach to simulation was pursued before by information field dynamics (IFD). In this paper we work out the theory of IFD for nonlinear PDEs in a noiseless Gaussian approximation. The result is an action that can be minimized to obtain an information-optimal simulation scheme. It can be brought into a closed form using field operators to calculate the appearing Gaussian integrals. The resulting simulation schemes are tested numerically in two instances for the Burgers equation. Their accuracy surpasses finite-difference schemes on the same resolution. The IFD scheme, however, has to be correctly informed on the subgrid correlation structure. In certain limiting cases we recover well-known simulation schemes like spectral Fourier-Galerkin methods. We discuss implications of the approximations made.

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.

Convection Heat and Mass Transfer in a Power Law Fluid with Non Constant Relaxation Time Past a Vertical Porous Plate in the Presence of Thermo and Thermal Diffusion

NASA Astrophysics Data System (ADS)

Olajuwon, B. I.; Oyelakin, I. S.

2012-12-01

The paper investigates convection heat and mass transfer in power law fluid flow with non relaxation time past a vertical porous plate in presence of a chemical reaction, heat generation, thermo diffu- sion and thermal diffusion. The non - linear partial differential equations governing the flow are transformed into ordinary differential equations using the usual similarity method. The resulting similarity equations are solved numerically using Runge-Kutta shooting method. The results are presented as velocity, temperature and concentration profiles for pseudo plastic fluids and for different values of parameters governing the prob- lem. The skin friction, heat transfer and mass transfer rates are presented numerically in tabular form. The results show that these parameters have significant effects on the flow, heat transfer and mass transfer.

Anomalous diffusion associated with nonlinear fractional derivative fokker-planck-like equation: exact time-dependent solutions

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinity

Asymptotic integration algorithms for first-order ODEs with application to viscoplasticity

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Yao, Minwu; Walker, Kevin P.

1992-01-01

When constructing an algorithm for the numerical integration of a differential equation, one must first convert the known ordinary differential equation (ODE), which is defined at a point, into an ordinary difference equation (O(delta)E), which is defined over an interval. Asymptotic, generalized, midpoint, and trapezoidal, O(delta)E algorithms are derived for a nonlinear first order ODE written in the form of a linear ODE. The asymptotic forward (typically underdamped) and backward (typically overdamped) integrators bound these midpoint and trapezoidal integrators, which tend to cancel out unwanted numerical damping by averaging, in some sense, the forward and backward integrations. Viscoplasticity presents itself as a system of nonlinear, coupled first-ordered ODE's that are mathematically stiff, and therefore, difficult to numerically integrate. They are an excellent application for the asymptotic integrators. Considering a general viscoplastic structure, it is demonstrated that one can either integrate the viscoplastic stresses or their associated eigenstrains.

Mixed convection boundary layer flow over a moving vertical flat plate in an external fluid flow with viscous dissipation effect.

PubMed

Bachok, Norfifah; Ishak, Anuar; Pop, Ioan

2013-01-01

The steady boundary layer flow of a viscous and incompressible fluid over a moving vertical flat plate in an external moving fluid with viscous dissipation is theoretically investigated. Using appropriate similarity variables, the governing system of partial differential equations is transformed into a system of ordinary (similarity) differential equations, which is then solved numerically using a Maple software. Results for the skin friction or shear stress coefficient, local Nusselt number, velocity and temperature profiles are presented for different values of the governing parameters. It is found that the set of the similarity equations has unique solutions, dual solutions or no solutions, depending on the values of the mixed convection parameter, the velocity ratio parameter and the Eckert number. The Eckert number significantly affects the surface shear stress as well as the heat transfer rate at the surface.

Modeling of outgassing and matrix decomposition in carbon-phenolic composites

NASA Technical Reports Server (NTRS)

Mcmanus, Hugh L.

1994-01-01

Work done in the period Jan. - June 1994 is summarized. Two threads of research have been followed. First, the thermodynamics approach was used to model the chemical and mechanical responses of composites exposed to high temperatures. The thermodynamics approach lends itself easily to the usage of variational principles. This thermodynamic-variational approach has been applied to the transpiration cooling problem. The second thread is the development of a better algorithm to solve the governing equations resulting from the modeling. Explicit finite difference method is explored for solving the governing nonlinear, partial differential equations. The method allows detailed material models to be included and solution on massively parallel supercomputers. To demonstrate the feasibility of the explicit scheme in solving nonlinear partial differential equations, a transpiration cooling problem was solved. Some interesting transient behaviors were captured such as stress waves and small spatial oscillations of transient pressure distribution.

Efficient numerical method for solving Cauchy problem for the Gamma equation

NASA Astrophysics Data System (ADS)

Koleva, Miglena N.

2011-12-01

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

High-frequency sound waves to eliminate a horizon in the mixmaster universe.

NASA Technical Reports Server (NTRS)

Chitre, D. M.

1972-01-01

From the linear wave equation for small-amplitude sound waves in a curved space-time, there is derived a geodesiclike differential equation for sound rays to describe the motion of wave packets. These equations are applied in the generic, nonrotating, homogeneous closed-model universe (the 'mixmaster universe,' Bianchi type IX). As for light rays described by Doroshkevich and Novikov (DN), these sound rays can circumnavigate the universe near the singularity to remove particle horizons only for a small class of these models and in special directions. Although these results parallel those of DN, different Hamiltonian methods are used for treating the Einstein equations.

An investigation of the accuracy of the Merkel equation for evaporative cooling tower calculations. Waste heat management

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

Yadigaroglu, G.; Pastor, E.J.

1974-01-01

The exact differential equations governing heat and mass transfer and air flow in an evaporative, natural-draft cooling tower are presented. The Merkel equation is then derived starting from this exact formulation and showing all the approximations involved. The Merkel formulation lumps the sensible and the latent heat transfer together and considers a single enthalpy-difference driving force for the total heat transfer. The effect of the approximations inherent in the Merkel equation is investigated and analyzed by a series of parametric numerical calculations of cooling tower performance under various ambient conditions and load conditions.

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.

Bifurcations of solitary wave solutions for (two and three)-dimensional nonlinear partial differential equation in quantum and magnetized plasma by using two different methods

NASA Astrophysics Data System (ADS)

Khater, Mostafa M. A.; Seadawy, Aly R.; Lu, Dianchen

2018-06-01

In this research, we study new two techniques that called the extended simple equation method and the novel (G‧/G) -expansion method. The extended simple equation method depend on the auxiliary equation (dϕ/dξ = α + λϕ + μϕ2) which has three ways for solving depends on the specific condition on the parameters as follow: When (λ = 0) this auxiliary equation reduces to Riccati equation, when (α = 0) this auxiliary equation reduces to Bernoulli equation and when (α ≠ 0, λ ≠ 0, μ ≠ 0) we the general solutions of this auxiliary equation while the novel (G‧/G) -expansion method depends also on similar auxiliary equation (G‧/G)‧ = μ + λ(G‧/G) + (v - 1)(G‧/G) 2 which depend also on the value of (λ2 - 4 (v - 1) μ) and the specific condition on the parameters as follow: When (λ = 0) this auxiliary equation reduces to Riccati equation, when (μ = 0) this auxiliary equation reduces to Bernoulli equation and when (λ2 ≠ 4 (v - 1) μ) we the general solutions of this auxiliary equation. This show how both of these auxiliary equation are special cases of Riccati equation. We apply these methods on two dimensional nonlinear Kadomtsev-Petviashvili Burgers equation in quantum plasma and three-dimensional nonlinear modified Zakharov-Kuznetsov equation of ion-acoustic waves in a magnetized plasma. We obtain the exact traveling wave solutions of these important models and under special condition on the parameters, we get solitary traveling wave solutions. All calculations in this study have been established and verified back with the aid of the Maple package program. The executed method is powerful, effective and straightforward for solving nonlinear partial differential equations to obtain more and new solutions.

Rotating flow of a nanofluid due to an exponentially stretching surface with suction

NASA Astrophysics Data System (ADS)

Salleh, Siti Nur Alwani; Bachok, Norfifah; Arifin, Norihan Md

2017-08-01

An analysis of the rotating nanofluid flow past an exponentially stretched surface with the presence of suction is studied in this work. Three different types of nanoparticles, namely, copper, titania and alumina are considered. The system of ordinary differential equations is computed numerically using a shooting method in Maple software after being transformed from the partial differential equations. This transformation has considered the similarity transformations in exponential form. The physical effect of the rotation, suction and nanoparticle volume fraction parameters on the rotating flow and heat transfer phenomena is investigated and has been described in detail through graphs. The dual solutions are found to appear when the governing parameters reach a certain range.