Cubication of Conservative Nonlinear Oscillators

ERIC Educational Resources Information Center

Belendez, Augusto; Alvarez, Mariela L.; Fernandez, Elena; Pascual, Immaculada

2009-01-01

A cubication procedure of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force, and this allows us to approximate the original nonlinear differential equation by a Duffing equation in which the coefficients for the linear…

Unsplit complex frequency shifted perfectly matched layer for second-order wave equation using auxiliary differential equations.

PubMed

Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

2015-12-01

The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.

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.

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.

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Khataybeh, S. N.; Hashim, I.

2018-04-01

In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

Introduction of the Notion of Differential Equations by Modelling Based Teaching

ERIC Educational Resources Information Center

Budinski, Natalija; Takaci, Djurdjica

2011-01-01

This paper proposes modelling based learning as a tool for learning and teaching mathematics. The example of modelling real world problems leading to the exponential function as the solution of differential equations is described, as well as the observations about students' activities during the process. The students were acquainted with the…

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.

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 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...

On the Number of Periodic Solutions of Delay Differential Equations

NASA Astrophysics Data System (ADS)

Han, Maoan; Xu, Bing; Tian, Huanhuan; Bai, Yuzhen

In this paper, we consider the existence and number of periodic solutions for a class of delay differential equations of the form ẋ(t) = bx(t ‑ 1) + 𝜀f(x(t),x(t ‑ 1),𝜀), based on the Kaplan-Yorke method. Especially, we consider a kind of delay differential equations with f as a polynomial having parameters and find the number of periodic solutions with period 4 4k+1 or 4 4k+3.

Design of TIR collimating lens for ordinary differential equation of extended light source

NASA Astrophysics Data System (ADS)

Zhan, Qianjing; Liu, Xiaoqin; Hou, Zaihong; Wu, Yi

2017-10-01

The source of LED has been widely used in our daily life. The intensity angle distribution of single LED is lambert distribution, which does not satisfy the requirement of people. Therefore, we need to distribute light and change the LED's intensity angle distribution. The most commonly method to change its intensity angle distribution is the free surface. Generally, using ordinary differential equations to calculate free surface can only be applied in a point source, but it will lead to a big error for the expand light. This paper proposes a LED collimating lens based on the ordinary differential equation, combined with the LED's light distribution curve, and adopt the method of calculating the center gravity of the extended light to get the normal vector. According to the law of Snell, the ordinary differential equations are constructed. Using the runge-kutta method for solution of ordinary differential equation solution, the curve point coordinates are gotten. Meanwhile, the edge point data of lens are imported into the optical simulation software TracePro. Based on 1mm×1mm single lambert body for light conditions, The degrees of collimating light can be close to +/-3. Furthermore, the energy utilization rate is higher than 85%. In this paper, the point light source is used to calculate partial differential equation method and compared with the simulation of the lens, which improve the effect of 1 degree of collimation.

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.

META 2f: Probabilistic, Compositional, Multi-dimension Model-Based Verification (PROMISE)

DTIC Science & Technology

2011-10-01

Equational Logic, Rewriting Logic, and Maude ................................................ 52  5.3  Results and Discussion...and its discrete transitions are left unchanged. However, the differential equations describing the continuous dynamics (in each mode) are replaced by...by replacing hard-to-analyze differential equations by discrete transitions. In principle, predicate and qualitative abstraction can be used on a

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

A hybrid agent-based approach for modeling microbiological systems.

PubMed

Guo, Zaiyi; Sloot, Peter M A; Tay, Joc Cing

2008-11-21

Models for systems biology commonly adopt Differential Equations or Agent-Based modeling approaches for simulating the processes as a whole. Models based on differential equations presuppose phenomenological intracellular behavioral mechanisms, while models based on Multi-Agent approach often use directly translated, and quantitatively less precise if-then logical rule constructs. We propose an extendible systems model based on a hybrid agent-based approach where biological cells are modeled as individuals (agents) while molecules are represented by quantities. This hybridization in entity representation entails a combined modeling strategy with agent-based behavioral rules and differential equations, thereby balancing the requirements of extendible model granularity with computational tractability. We demonstrate the efficacy of this approach with models of chemotaxis involving an assay of 10(3) cells and 1.2x10(6) molecules. The model produces cell migration patterns that are comparable to laboratory observations.

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.

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.

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.

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

ERIC Educational Resources Information Center

Camporesi, Roberto

2011-01-01

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

Complete factorisation and analytic solutions of generalized Lotka-Volterra equations

NASA Astrophysics Data System (ADS)

Brenig, L.

1988-11-01

It is shown that many systems of nonlinear differential equations of interest in various fields are naturally imbedded in a new family of differential equations. This family is invariant under nonlinear transformations based on the concept of matrix power of a vector. Each equation belonging to that family can be brought into a factorized canonical form for which integrable cases can be easily identified and solutions can be found by quadratures.

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

PubMed

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

2010-10-01

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

Asymptotic (h tending to infinity) absolute stability for BDFs applied to stiff differential equations. [Backward Differentiation Formulas

NASA Technical Reports Server (NTRS)

Krogh, F. T.; Stewart, K.

1984-01-01

Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.

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

NASA Astrophysics Data System (ADS)

Zia, Haider

2017-06-01

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

On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients

ERIC Educational Resources Information Center

Si, Do Tan

1977-01-01

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

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

ERIC Educational Resources Information Center

Camporesi, Roberto

2016-01-01

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

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.

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

PubMed

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

2015-02-09

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

Saturation behavior: a general relationship described by a simple second-order differential equation.

PubMed

Kepner, Gordon R

2010-04-13

The numerous natural phenomena that exhibit saturation behavior, e.g., ligand binding and enzyme kinetics, have been approached, to date, via empirical and particular analyses. This paper presents a mechanism-free, and assumption-free, second-order differential equation, designed only to describe a typical relationship between the variables governing these phenomena. It develops a mathematical model for this relation, based solely on the analysis of the typical experimental data plot and its saturation characteristics. Its utility complements the traditional empirical approaches. For the general saturation curve, described in terms of its independent (x) and dependent (y) variables, a second-order differential equation is obtained that applies to any saturation phenomena. It shows that the driving factor for the basic saturation behavior is the probability of the interactive site being free, which is described quantitatively. Solving the equation relates the variables in terms of the two empirical constants common to all these phenomena, the initial slope of the data plot and the limiting value at saturation. A first-order differential equation for the slope emerged that led to the concept of the effective binding rate at the active site and its dependence on the calculable probability the interactive site is free. These results are illustrated using specific cases, including ligand binding and enzyme kinetics. This leads to a revised understanding of how to interpret the empirical constants, in terms of the variables pertinent to the phenomenon under study. The second-order differential equation revealed the basic underlying relations that describe these saturation phenomena, and the basic mathematical properties of the standard experimental data plot. It was shown how to integrate this differential equation, and define the common basic properties of these phenomena. The results regarding the importance of the slope and the new perspectives on the empirical constants governing the behavior of these phenomena led to an alternative perspective on saturation behavior kinetics. Their essential commonality was revealed by this analysis, based on the second-order differential equation.

Application of the principal fractional meta-trigonometric functions for the solution of linear commensurate-order time-invariant fractional differential equations.

PubMed

Lorenzo, C F; Hartley, T T; Malti, R

2013-05-13

A new and simplified method for the solution of linear constant coefficient fractional differential equations of any commensurate order is presented. The solutions are based on the R-function and on specialized Laplace transform pairs derived from the principal fractional meta-trigonometric functions. The new method simplifies the solution of such fractional differential equations and presents the solutions in the form of real functions as opposed to fractional complex exponential functions, and thus is directly applicable to real-world physics.

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

NASA Astrophysics Data System (ADS)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

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

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.

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.

Derivation of Continuum Models from An Agent-based Cancer Model: Optimization and Sensitivity Analysis.

PubMed

Voulgarelis, Dimitrios; Velayudhan, Ajoy; Smith, Frank

2017-01-01

Agent-based models provide a formidable tool for exploring complex and emergent behaviour of biological systems as well as accurate results but with the drawback of needing a lot of computational power and time for subsequent analysis. On the other hand, equation-based models can more easily be used for complex analysis in a much shorter timescale. This paper formulates an ordinary differential equations and stochastic differential equations model to capture the behaviour of an existing agent-based model of tumour cell reprogramming and applies it to optimization of possible treatment as well as dosage sensitivity analysis. For certain values of the parameter space a close match between the equation-based and agent-based models is achieved. The need for division of labour between the two approaches is explored. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

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

Algebraic Riccati equations in zero-sum differential games

NASA Technical Reports Server (NTRS)

Johnson, T. L.; Chao, A.

1974-01-01

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

Research on Nonlinear Dynamical Systems.

DTIC Science & Technology

1983-01-10

Applied Math., to appear. [26] Variational inequalities and flow in porous media, LCDS’Lecture Notes, Brown University #LN 82-1, July 1982. [27] On...approximation schemes for parabolic and hyperbolic systems of partial differential equations, including higher order equations of elasticity based on the...51,58,59,63,64,69]. Finally, stability and bifurcation in parabolic partial differential equations is the focus of [64,65,67,72,73]. In addition to these broad

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.

The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

NASA Technical Reports Server (NTRS)

Ito, K.

1983-01-01

Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

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

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

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

Student Perceptions of Writing Projects in a University Differential-Equations Course

ERIC Educational Resources Information Center

Latulippe, Christine; Latulippe, Joe

2014-01-01

This qualitative study surveyed 102 differential-equations students in order to investigate how students participating in writing projects in university-level mathematics courses perceive the benefits of writing in the mathematics classroom. Based on previous literature on writing in mathematics, students were asked specifically about the benefits…

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.

Modeling of delays in PKPD: classical approaches and a tutorial for delay differential equations.

PubMed

Koch, Gilbert; Krzyzanski, Wojciech; Pérez-Ruixo, Juan Jose; Schropp, Johannes

2014-08-01

In pharmacokinetics/pharmacodynamics (PKPD) the measured response is often delayed relative to drug administration, individuals in a population have a certain lifespan until they maturate or the change of biomarkers does not immediately affects the primary endpoint. The classical approach in PKPD is to apply transit compartment models (TCM) based on ordinary differential equations to handle such delays. However, an alternative approach to deal with delays are delay differential equations (DDE). DDEs feature additional flexibility and properties, realize more complex dynamics and can complementary be used together with TCMs. We introduce several delay based PKPD models and investigate mathematical properties of general DDE based models, which serve as subunits in order to build larger PKPD models. Finally, we review current PKPD software with respect to the implementation of DDEs for PKPD analysis.

Simulating Chemical Kinetics Without Differential Equations: A Quantitative Theory Based on Chemical Pathways.

PubMed

Bai, Shirong; Skodje, Rex T

2017-08-17

A new approach is presented for simulating the time-evolution of chemically reactive systems. This method provides an alternative to conventional modeling of mass-action kinetics that involves solving differential equations for the species concentrations. The method presented here avoids the need to solve the rate equations by switching to a representation based on chemical pathways. In the Sum Over Histories Representation (or SOHR) method, any time-dependent kinetic observable, such as concentration, is written as a linear combination of probabilities for chemical pathways leading to a desired outcome. In this work, an iterative method is introduced that allows the time-dependent pathway probabilities to be generated from a knowledge of the elementary rate coefficients, thus avoiding the pitfalls involved in solving the differential equations of kinetics. The method is successfully applied to the model Lotka-Volterra system and to a realistic H 2 combustion model.

Investigating market efficiency through a forecasting model based on differential equations

NASA Astrophysics Data System (ADS)

de Resende, Charlene C.; Pereira, Adriano C. M.; Cardoso, Rodrigo T. N.; de Magalhães, A. R. Bosco

2017-05-01

A new differential equation based model for stock price trend forecast is proposed as a tool to investigate efficiency in an emerging market. Its predictive power showed statistically to be higher than the one of a completely random model, signaling towards the presence of arbitrage opportunities. Conditions for accuracy to be enhanced are investigated, and application of the model as part of a trading strategy is discussed.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Couple of the Variational Iteration Method and Fractional-Order Legendre Functions Method for Fractional Differential Equations

PubMed Central

Song, Junqiang; Leng, Hongze; Lu, Fengshun

2014-01-01

We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid “noise terms” is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303

Genetic network inference as a series of discrimination tasks.

PubMed

Kimura, Shuhei; Nakayama, Satoshi; Hatakeyama, Mariko

2009-04-01

Genetic network inference methods based on sets of differential equations generally require a great deal of time, as the equations must be solved many times. To reduce the computational cost, researchers have proposed other methods for inferring genetic networks by solving sets of differential equations only a few times, or even without solving them at all. When we try to obtain reasonable network models using these methods, however, we must estimate the time derivatives of the gene expression levels with great precision. In this study, we propose a new method to overcome the drawbacks of inference methods based on sets of differential equations. Our method infers genetic networks by obtaining classifiers capable of predicting the signs of the derivatives of the gene expression levels. For this purpose, we defined a genetic network inference problem as a series of discrimination tasks, then solved the defined series of discrimination tasks with a linear programming machine. Our experimental results demonstrated that the proposed method is capable of correctly inferring genetic networks, and doing so more than 500 times faster than the other inference methods based on sets of differential equations. Next, we applied our method to actual expression data of the bacterial SOS DNA repair system. And finally, we demonstrated that our approach relates to the inference method based on the S-system model. Though our method provides no estimation of the kinetic parameters, it should be useful for researchers interested only in the network structure of a target system. Supplementary data are available at Bioinformatics online.

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

Building Context with Tumor Growth Modeling Projects in Differential Equations

ERIC Educational Resources Information Center

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

2015-01-01

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

Uncertainty Quantification in Simulations of Epidemics Using Polynomial Chaos

PubMed Central

Santonja, F.; Chen-Charpentier, B.

2012-01-01

Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equations, which is then integrated numerically to obtain the first-and the second-order moments of the output stochastic processes. A sensitivity analysis based on the polynomial chaos approach is also performed to determine which parameters have the greatest influence on the results. As an example, we will apply the approach to an obesity epidemic model. PMID:22927889

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.

Existence of a coupled system of fractional differential equations

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

Ibrahim, Rabha W.; Siri, Zailan

2015-10-22

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

Satellite Formation Design for Space Based Radar Applications

DTIC Science & Technology

2007-07-30

communications. While the Clohessy - Wiltshire Hills (CWH) equations have been in existence for sometime, it is more recently that they have been... Clohessy - Wiltshire equations. To get the state transition matrix for relative position and velocity, these differential equations are integrated to...Practical Guidance Methodology for Relative Motion of LEO Spacecraft Based on the Clohessy - Wiltshire Equations,” AAS Paper 04-252, AAS/AIAA Space

Semi-analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

A new semi-analytical approach is presented to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of direct numerical approach to this matrix eigenvalue problem, which may suffer from the computational inaccuracy for big data, a pair of integral and differential equations are considered, which are related to the so-called prolate spheroidal wave functions (PSWF). First, the PSWF is expressed as a summation of a small number of the analytical Legendre functions. After substituting them into the PSWF differential equation, a much smaller size matrix eigenvalue problem is obtained than the direct numerical K-L matrix eigenvalue problem. By solving this with a minimal numerical effort, the PSWF and the associated eigenvalue of the PSWF differential equation are obtained. Then, the eigenvalue of the PSWF integral equation is analytically expressed by the functional values of the PSWF and the eigenvalues obtained in the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data such as ordinary irregular waves. It is found that, with the same accuracy, the required memory size of the present method is smaller than that of the direct numerical K-L representation and the computation time of the present method is shorter than that of the semi-analytical method based on the sinusoidal functions.

Spline approximations for nonlinear hereditary control systems

NASA Technical Reports Server (NTRS)

Daniel, P. L.

1982-01-01

A sline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.

Numerical solutions of a control problem governed by functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Thrift, P. R.; Burns, J. A.; Cliff, E. M.

1978-01-01

A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.

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.)

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 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.

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.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix

NASA Technical Reports Server (NTRS)

Bartels, Robert E.

2002-01-01

A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

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

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

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Advanced methods for the solution of differential equations

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

Mathematical model of one-man air revitalization system

NASA Technical Reports Server (NTRS)

1976-01-01

A mathematical model was developed for simulating the steady state performance in electrochemical CO2 concentrators which utilize (NMe4)2 CO3 (aq.) electrolyte. This electrolyte, which accommodates a wide range of air relative humidity, is most suitable for one-man air revitalization systems. The model is based on the solution of coupled nonlinear ordinary differential equations derived from mass transport and rate equations for the processes which take place in the cell. The boundary conditions are obtained by solving the mass and energy transport equations. A shooting method is used to solve the differential equations.

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.

Similarity solution of the Boussinesq equation

NASA Astrophysics Data System (ADS)

Lockington, D. A.; Parlange, J.-Y.; Parlange, M. B.; Selker, J.

Similarity transforms of the Boussinesq equation in a semi-infinite medium are available when the boundary conditions are a power of time. The Boussinesq equation is reduced from a partial differential equation to a boundary-value problem. Chen et al. [Trans Porous Media 1995;18:15-36] use a hodograph method to derive an integral equation formulation of the new differential equation which they solve by numerical iteration. In the present paper, the convergence of their scheme is improved such that numerical iteration can be avoided for all practical purposes. However, a simpler analytical approach is also presented which is based on Shampine's transformation of the boundary value problem to an initial value problem. This analytical approximation is remarkably simple and yet more accurate than the analytical hodograph approximations.

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.

Exact Solution of Gas Dynamics Equations Through Reduced Differential Transform and Sumudu Transform Linked with Pades Approximants

NASA Astrophysics Data System (ADS)

Rao, T. R. Ramesh

2018-04-01

In this paper, we study the analytical method based on reduced differential transform method coupled with sumudu transform through Pades approximants. The proposed method may be considered as alternative approach for finding exact solution of Gas dynamics equation in an effective manner. This method does not require any discretization, linearization and perturbation.

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.

Differential geometry based solvation model. III. Quantum formulation

PubMed Central

Chen, Zhan; Wei, Guo-Wei

2011-01-01

Solvation is of fundamental importance to biomolecular systems. Implicit solvent models, particularly those based on the Poisson-Boltzmann equation for electrostatic analysis, are established approaches for solvation analysis. However, ad hoc solvent-solute interfaces are commonly used in the implicit solvent theory. Recently, we have introduced differential geometry based solvation models which allow the solvent-solute interface to be determined by the variation of a total free energy functional. Atomic fixed partial charges (point charges) are used in our earlier models, which depends on existing molecular mechanical force field software packages for partial charge assignments. As most force field models are parameterized for a certain class of molecules or materials, the use of partial charges limits the accuracy and applicability of our earlier models. Moreover, fixed partial charges do not account for the charge rearrangement during the solvation process. The present work proposes a differential geometry based multiscale solvation model which makes use of the electron density computed directly from the quantum mechanical principle. To this end, we construct a new multiscale total energy functional which consists of not only polar and nonpolar solvation contributions, but also the electronic kinetic and potential energies. By using the Euler-Lagrange variation, we derive a system of three coupled governing equations, i.e., the generalized Poisson-Boltzmann equation for the electrostatic potential, the generalized Laplace-Beltrami equation for the solvent-solute boundary, and the Kohn-Sham equations for the electronic structure. We develop an iterative procedure to solve three coupled equations and to minimize the solvation free energy. The present multiscale model is numerically validated for its stability, consistency and accuracy, and is applied to a few sets of molecules, including a case which is difficult for existing solvation models. Comparison is made to many other classic and quantum models. By using experimental data, we show that the present quantum formulation of our differential geometry based multiscale solvation model improves the prediction of our earlier models, and outperforms some explicit solvation model. PMID:22112067

An Assessment of Peridynamics for Pre and Post Failure Deformation

DTIC Science & Technology

2011-11-01

begin with an overview of the peridynamics equations ; first the micro-elastic and micro-plastic models will be outlined, and then the newer state ...expressed as differential equations . The peridynamics framework was subsequently extended to a state -based approach (2, 7) to facilitate use of common...computing the sums. 2.2.3 Stress and Nodal Forces State -based peridynamics and FE both use the same momentum equation , equation 1, and similar

[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.

A new multi-step technique with differential transform method for analytical solution of some nonlinear variable delay differential equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2016-01-01

This work presents an analytical solution of some nonlinear delay differential equations (DDEs) with variable delays. Such DDEs are difficult to treat numerically and cannot be solved by existing general purpose codes. A new method of steps combined with the differential transform method (DTM) is proposed as a powerful tool to solve these DDEs. This method reduces the DDEs to ordinary differential equations that are then solved by the DTM. Furthermore, we show that the solutions can be improved by Laplace-Padé resummation method. Two examples are presented to show the efficiency of the proposed technique. The main advantage of this technique is that it possesses a simple procedure based on a few straight forward steps and can be combined with any analytical method, other than the DTM, like the homotopy perturbation method.

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

Liao, Haitao, E-mail: liaoht@cae.ac.cn

The direct differentiation and improved least squares shadowing methods are both developed for accurately and efficiently calculating the sensitivity coefficients of time averaged quantities for chaotic dynamical systems. The key idea is to recast the time averaged integration term in the form of differential equation before applying the sensitivity analysis method. An additional constraint-based equation which forms the augmented equations of motion is proposed to calculate the time averaged integration variable and the sensitivity coefficients are obtained as a result of solving the augmented differential equations. The application of the least squares shadowing formulation to the augmented equations results inmore » an explicit expression for the sensitivity coefficient which is dependent on the final state of the Lagrange multipliers. The LU factorization technique to calculate the Lagrange multipliers leads to a better performance for the convergence problem and the computational expense. Numerical experiments on a set of problems selected from the literature are presented to illustrate the developed methods. The numerical results demonstrate the correctness and effectiveness of the present approaches and some short impulsive sensitivity coefficients are observed by using the direct differentiation sensitivity analysis method.« less

Efficient sensitivity analysis method for chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Liao, Haitao

2016-05-01

The direct differentiation and improved least squares shadowing methods are both developed for accurately and efficiently calculating the sensitivity coefficients of time averaged quantities for chaotic dynamical systems. The key idea is to recast the time averaged integration term in the form of differential equation before applying the sensitivity analysis method. An additional constraint-based equation which forms the augmented equations of motion is proposed to calculate the time averaged integration variable and the sensitivity coefficients are obtained as a result of solving the augmented differential equations. The application of the least squares shadowing formulation to the augmented equations results in an explicit expression for the sensitivity coefficient which is dependent on the final state of the Lagrange multipliers. The LU factorization technique to calculate the Lagrange multipliers leads to a better performance for the convergence problem and the computational expense. Numerical experiments on a set of problems selected from the literature are presented to illustrate the developed methods. The numerical results demonstrate the correctness and effectiveness of the present approaches and some short impulsive sensitivity coefficients are observed by using the direct differentiation sensitivity analysis method.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

[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.

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.

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

PubMed

Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

2013-10-01

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

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

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

PubMed

Deboeck, Pascal R; Bergeman, C S

2013-06-01

Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might "add up" over time (e.g., life stressors, inputs), but individuals simultaneously take action to "blow off steam" (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the "height" (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

The Reservoir Model: A Differential Equation Model of Psychological Regulation

PubMed Central

Deboeck, Pascal R.; Bergeman, C. S.

2017-01-01

Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might “add up” over time (e.g., life stressors, inputs), but individuals simultaneously take action to “blow off steam” (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the “height” (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. PMID:23527605

Modeling and vibration control of the flapping-wing robotic aircraft with output constraint

NASA Astrophysics Data System (ADS)

He, Wei; Mu, Xinxing; Chen, Yunan; He, Xiuyu; Yu, Yao

2018-06-01

In this paper, we propose the boundary control for undesired vibrations suppression with output constraint of the flapping-wing robotic aircraft (FWRA). We also present the dynamics of the flexible wing of FWRA with governing equations and boundary conditions, which are partial differential equations (PDEs) and ordinary differential equations (ODEs), respectively. An energy-based barrier Lyapunov function is introduced to analyze the system stability and prevent violation of output constraint. With the effect of the proposed boundary controller, distributed states of the system remain in the constrained spaces. Then the IBLF-based boundary controls are proposed to assess the stability of the FWRA in the presence of output constraint.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

Teaching Modeling with Partial Differential Equations: Several Successful Approaches

ERIC Educational Resources Information Center

Myers, Joseph; Trubatch, David; Winkel, Brian

2008-01-01

We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…

Direct Discrete Method for Neutronic Calculations

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

Vosoughi, Naser; Akbar Salehi, Ali; Shahriari, Majid

The objective of this paper is to introduce a new direct method for neutronic calculations. This method which is named Direct Discrete Method, is simpler than the neutron Transport equation and also more compatible with physical meaning of problems. This method is based on physic of problem and with meshing of the desired geometry, writing the balance equation for each mesh intervals and with notice to the conjunction between these mesh intervals, produce the final discrete equations series without production of neutron transport differential equation and mandatory passing from differential equation bridge. We have produced neutron discrete equations for amore » cylindrical shape with two boundary conditions in one group energy. The correction of the results from this method are tested with MCNP-4B code execution. (authors)« less

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

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

Algebraic features of some generalizations of the Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Bibik, Yu. V.; Sarancha, D. A.

2010-10-01

For generalizations of the Lotka-Volterra system, an integration method is proposed based on the nontrivial algebraic structure of these generalizations. The method makes use of an auxiliary first-order differential equation derived from the phase curve equation with the help of this algebraic structure. Based on this equation, a Hamiltonian approach can be developed and canonical variables (moreover, action-angle variables) can be constructed.

Elimination of uncertainty in solving system of multidimensional differential equations in X for identification of silver nanoparticles on fibers

NASA Astrophysics Data System (ADS)

Emelyanov, V. M.; Dobrovolskaya, T. A.; Emelyanov, V. V.

2018-05-01

In the article, an increase of the sensitivity of identification of biologically active metal silver nanoparticles to cancer cells is considered to be based on the results of compiling a system of multidimensional differential equations with respect to X of the ellipses of probabilistic intersection of the spectra of a Raman polarization spectrometer. The nine main peaks of the spectrum of polyester fibers with silver nanoparticles and without them are analyzed with polarization along the X-transverse and Y-along fibers directions. The correlation matrices of the interconnection of peaks of the Raman spectrum are to be introduced into differential equations. During the solution of the system of equations, there is an intersection of the ellipses of the distribution of the statistical data of peak measurements. When checking the solution from the graphical estimation of the intersection of the ellipses of the data distribution of the Raman spectra, there was a 20% error detected in determining the radii of curvature R0 and R1. To eliminate the uncertainty, numerical additive Δ = + 0.34342 is introduced into the differential equation and when solving this system of differential equations with the additive, the accuracy is (-1.42 · 10-14 ÷ 1.94 · 10-15) with the radius of curvature R0 = R1 = 3.458112896121225 at a sufficiently high accuracy of 10-14

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.

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.

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.

Mean-field theory of differential rotation in density stratified turbulent convection

NASA Astrophysics Data System (ADS)

Rogachevskii, I.

2018-04-01

A mean-field theory of differential rotation in a density stratified turbulent convection has been developed. This theory is based on the combined effects of the turbulent heat flux and anisotropy of turbulent convection on the Reynolds stress. A coupled system of dynamical budget equations consisting in the equations for the Reynolds stress, the entropy fluctuations and the turbulent heat flux has been solved. To close the system of these equations, the spectral approach, which is valid for large Reynolds and Péclet numbers, has been applied. The adopted model of the background turbulent convection takes into account an increase of the turbulence anisotropy and a decrease of the turbulent correlation time with the rotation rate. This theory yields the radial profile of the differential rotation which is in agreement with that for the solar differential rotation.

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.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Ultrasound speckle reduction based on fractional order differentiation.

PubMed

Shao, Dangguo; Zhou, Ting; Liu, Fan; Yi, Sanli; Xiang, Yan; Ma, Lei; Xiong, Xin; He, Jianfeng

2017-07-01

Ultrasound images show a granular pattern of noise known as speckle that diminishes their quality and results in difficulties in diagnosis. To preserve edges and features, this paper proposes a fractional differentiation-based image operator to reduce speckle in ultrasound. An image de-noising model based on fractional partial differential equations with balance relation between k (gradient modulus threshold that controls the conduction) and v (the order of fractional differentiation) was constructed by the effective combination of fractional calculus theory and a partial differential equation, and the numerical algorithm of it was achieved using a fractional differential mask operator. The proposed algorithm has better speckle reduction and structure preservation than the three existing methods [P-M model, the speckle reducing anisotropic diffusion (SRAD) technique, and the detail preserving anisotropic diffusion (DPAD) technique]. And it is significantly faster than bilateral filtering (BF) in producing virtually the same experimental results. Ultrasound phantom testing and in vivo imaging show that the proposed method can improve the quality of an ultrasound image in terms of tissue SNR, CNR, and FOM values.

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.

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.

Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations

NASA Astrophysics Data System (ADS)

Recchioni, Maria Cristina

2001-12-01

This paper investigates the application of the method introduced by L. Pasquini (1989) for simultaneously approaching the zeros of polynomial solutions to a class of second-order linear homogeneous ordinary differential equations with polynomial coefficients to a particular case in which these polynomial solutions have zeros symmetrically arranged with respect to the origin. The method is based on a family of nonlinear equations which is associated with a given class of differential equations. The roots of the nonlinear equations are related to the roots of the polynomial solutions of differential equations considered. Newton's method is applied to find the roots of these nonlinear equations. In (Pasquini, 1994) the nonsingularity of the roots of these nonlinear equations is studied. In this paper, following the lines in (Pasquini, 1994), the nonsingularity of the roots of these nonlinear equations is studied. More favourable results than the ones in (Pasquini, 1994) are proven in the particular case of polynomial solutions with symmetrical zeros. The method is applied to approximate the roots of Hermite-Sobolev type polynomials and Freud polynomials. A lower bound for the smallest positive root of Hermite-Sobolev type polynomials is given via the nonlinear equation. The quadratic convergence of the method is proven. A comparison with a classical method that uses the Jacobi matrices is carried out. We show that the algorithm derived by the proposed method is sometimes preferable to the classical QR type algorithms for computing the eigenvalues of the Jacobi matrices even if these matrices are real and symmetric.

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.

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.

Parsimonious evaluation of concentric-tube continuum robot equilibrium conformation.

PubMed

Rucker, Daniel Caleb; Webster Iii, Robert J

2009-09-01

Dexterous at small diameters, continuum robots consisting of precurved concentric tubes are well-suited for minimally invasive surgery. These active cannulas are actuated by relative translations and rotations applied at the tube bases, which create bending via elastic tube interaction. An accurate kinematic model of cannula shape is required for applications in surgical and other settings. Previous models are limited to circular tube precurvatures, and neglect torsional deformation in curved sections. Recent generalizations account for arbitrary tube preshaping and bending and torsion throughout the cannula, providing differential equations that define cannula shape. In this paper, we show how to simplify these equations using Frenet-Serret frames. An advantage of this approach is the interpretation of torsional components of the preset tube shapes as "forcing functions" on the cannula's differential equations. We also elucidate a process for numerically solving the differential equations, and use it to produce simulations illustrating the implications of torsional deformation and helical tube shapes.

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.

Critical spaces for quasilinear parabolic evolution equations and applications

NASA Astrophysics Data System (ADS)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal Lp-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier-Stokes problem, convection-diffusion equations, the Nernst-Planck-Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.

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.

Second kind Chebyshev operational matrix algorithm for solving differential equations of Lane-Emden type

NASA Astrophysics Data System (ADS)

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

2013-10-01

In this paper, we present a new second kind Chebyshev (S2KC) operational matrix of derivatives. With the aid of S2KC, an algorithm is described to obtain numerical solutions of a class of linear and nonlinear Lane-Emden type singular initial value problems (IVPs). The idea of obtaining such solutions is essentially based on reducing the differential equation with its initial conditions to a system of algebraic equations. Two illustrative examples concern relevant physical problems (the Lane-Emden equations of the first and second kind) are discussed to demonstrate the validity and applicability of the suggested algorithm. Numerical results obtained are comparing favorably with the analytical known solutions.

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.

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...

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 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

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

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

PubMed

Khader, M M

2013-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Variable viscosity on unsteady dissipative Carreau fluid over a truncated cone filled with titanium alloy nanoparticles

NASA Astrophysics Data System (ADS)

Raju, C. S. K.; Sekhar, K. R.; Ibrahim, S. M.; Lorenzini, G.; Viswanatha Reddy, G.; Lorenzini, E.

2017-05-01

In this study, we proposed a theoretical investigation on the temperature-dependent viscosity effect on magnetohydrodynamic dissipative nanofluid over a truncated cone with heat source/sink. The involving set of nonlinear partial differential equations is transforming to set of nonlinear ordinary differential equations by using self-similarity solutions. The transformed governing equations are solved numerically using Runge-Kutta-based Newton's technique. The effects of various dimensionless parameters on the skin friction coefficient and the local Nusselt number profiles are discussed and presented with the support of graphs. We also obtained the validation of the current solutions with existing solution under some special cases. The water-based titanium alloy has a lesser friction factor coefficient as compared with kerosene-based titanium alloy, whereas the rate of heat transfer is higher in water-based titanium alloy compared with kerosene-based titanium alloy. From this we can highlight that depending on the industrial needs cooling/heating chooses the water- or kerosene-based titanium alloys.

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.

On the origins and foundations of Laplacian determinism.

PubMed

van Strien, Marij

2014-03-01

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

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations

PubMed Central

Mitchell, William F.

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given. PMID:28009355

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations.

PubMed

Mitchell, William F

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given.

Simplified method for numerical modeling of fiber lasers.

PubMed

Shtyrina, O V; Yarutkina, I A; Fedoruk, M P

2014-12-29

A simplified numerical approach to modeling of dissipative dispersion-managed fiber lasers is examined. We present a new numerical iteration algorithm for finding the periodic solutions of the system of nonlinear ordinary differential equations describing the intra-cavity dynamics of the dissipative soliton characteristics in dispersion-managed fiber lasers. We demonstrate that results obtained using simplified model are in good agreement with full numerical modeling based on the corresponding partial differential equations.

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

PubMed

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and quantified for individual patients. As a result, personalized treatment decision based on viral dynamic models is possible.

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

PubMed

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

2016-01-01

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

Hybrid finite element method for describing the electrical response of biological cells to applied fields.

PubMed

Ying, Wenjun; Henriquez, Craig S

2007-04-01

A novel hybrid finite element method (FEM) for modeling the response of passive and active biological membranes to external stimuli is presented. The method is based on the differential equations that describe the conservation of electric flux and membrane currents. By introducing the electric flux through the cell membrane as an additional variable, the algorithm decouples the linear partial differential equation part from the nonlinear ordinary differential equation part that defines the membrane dynamics of interest. This conveniently results in two subproblems: a linear interface problem and a nonlinear initial value problem. The linear interface problem is solved with a hybrid FEM. The initial value problem is integrated by a standard ordinary differential equation solver such as the Euler and Runge-Kutta methods. During time integration, these two subproblems are solved alternatively. The algorithm can be used to model the interaction of stimuli with multiple cells of almost arbitrary geometries and complex ion-channel gating at the plasma membrane. Numerical experiments are presented demonstrating the uses of the method for modeling field stimulation and action potential propagation.

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.

A new Euler scheme based on harmonic-polygon approach for solving first order ordinary differential equation

NASA Astrophysics Data System (ADS)

Yusop, Nurhafizah Moziyana Mohd; Hasan, Mohammad Khatim; Wook, Muslihah; Amran, Mohd Fahmi Mohamad; Ahmad, Siti Rohaidah

2017-10-01

There are many benefits to improve Euler scheme for solving the Ordinary Differential Equation Problems. Among the benefits are simple implementation and low-cost computational. However, the problem of accuracy in Euler scheme persuade scholar to use complex method. Therefore, the main purpose of this research are show the construction a new modified Euler scheme that improve accuracy of Polygon scheme in various step size. The implementing of new scheme are used Polygon scheme and Harmonic mean concept that called as Harmonic-Polygon scheme. This Harmonic-Polygon can provide new advantages that Euler scheme could offer by solving Ordinary Differential Equation problem. Four set of problems are solved via Harmonic-Polygon. Findings show that new scheme or Harmonic-Polygon scheme can produce much better accuracy result.

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).

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…

Unraveling mirror properties in time-delayed quantum feedback scenarios

NASA Astrophysics Data System (ADS)

Faulstich, Fabian M.; Kraft, Manuel; Carmele, Alexander

2018-06-01

We derive in the Heisenberg picture a widely used phenomenological coupling element to treat feedback effects in quantum optical platforms. Our derivation is based on a microscopic Hamiltonian, which describes the mirror-emitter dynamics based on a dielectric, a mediating fully quantized electromagnetic field and a single two-level system in front of the dielectric. The dielectric is modelled as a system of identical two-state atoms. The Heisenberg equation yields a system of describing differential operator equations, which we solve in the Weisskopf-Wigner limit. Due to a finite round-trip time between emitter and dielectric, we yield delay differential operator equations. Our derivation motivates and justifies the typical phenomenologicalassumed coupling element and allows, furthermore, a generalization to a variety of mirrors, such as dissipative mirrors or mirrors with gain dynamics.

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

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

A numerical investigation of the boundary layer flow of an Eyring-Powell fluid over a stretching sheet via rational Chebyshev functions

NASA Astrophysics Data System (ADS)

Parand, Kourosh; Mahdi Moayeri, Mohammad; Latifi, Sobhan; Delkhosh, Mehdi

2017-07-01

In this paper, a spectral method based on the four kinds of rational Chebyshev functions is proposed to approximate the solution of the boundary layer flow of an Eyring-Powell fluid over a stretching sheet. First, by using the quasilinearization method (QLM), the model which is a nonlinear ordinary differential equation is converted to a sequence of linear ordinary differential equations (ODEs). By applying the proposed method on the ODEs in each iteration, the equations are converted to a system of linear algebraic equations. The results indicate the high accuracy and convergence of our method. Moreover, the effects of the Eyring-Powell fluid material parameters are discussed.

Mathematical Model of the Jet Engine Fuel System

NASA Astrophysics Data System (ADS)

Klimko, Marek

2015-05-01

The paper discusses the design of a simplified mathematical model of the jet (turbo-compressor) engine fuel system. The solution will be based on the regulation law, where the control parameter is a fuel mass flow rate and the regulated parameter is the rotational speed. A differential equation of the jet engine and also differential equations of other fuel system components (fuel pump, throttle valve, pressure regulator) will be described, with respect to advanced predetermined simplifications.

The Riemann-Lanczos equations in general relativity and their integrability

NASA Astrophysics Data System (ADS)

Dolan, P.; Gerber, A.

2008-06-01

The aim of this paper is to examine the Riemann-Lanczos equations and how they can be made integrable. They consist of a system of linear first-order partial differential equations that arise in general relativity, whereby the Riemann curvature tensor is generated by an unknown third-order tensor potential field called the Lanczos tensor. Our approach is based on the theory of jet bundles, where all field variables and all their partial derivatives of all relevant orders are treated as independent variables alongside the local manifold coordinates (xa) on the given space-time manifold M. This approach is adopted in (a) Cartan's method of exterior differential systems, (b) Vessiot's dual method using vector field systems, and (c) the Janet-Riquier theory of systems of partial differential equations. All three methods allow for the most general situations under which integrability conditions can be found. They give equivalent results, namely, that involutivity is always achieved at all generic points of the jet manifold M after a finite number of prolongations. Two alternative methods that appear in the general relativity literature to find integrability conditions for the Riemann-Lanczos equations generate new partial differential equations for the Lanczos potential that introduce a source term, which is nonlinear in the components of the Riemann tensor. We show that such sources do not occur when either of method (a), (b), or (c) are used.

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

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

Electromagnetic field computation at fractal dimensions

NASA Astrophysics Data System (ADS)

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

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

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.

Test particle propagation in magnetostatic turbulence. 2: The local approximation method

NASA Technical Reports Server (NTRS)

Klimas, A. J.; Sandri, G.; Scudder, J. D.; Howell, D. R.

1976-01-01

An approximation method for statistical mechanics is presented and applied to a class of problems which contains a test particle propagation problem. All of the available basic equations used in statistical mechanics are cast in the form of a single equation which is integrodifferential in time and which is then used as the starting point for the construction of the local approximation method. Simplification of the integrodifferential equation is achieved through approximation to the Laplace transform of its kernel. The approximation is valid near the origin in the Laplace space and is based on the assumption of small Laplace variable. No other small parameter is necessary for the construction of this approximation method. The n'th level of approximation is constructed formally, and the first five levels of approximation are calculated explicitly. It is shown that each level of approximation is governed by an inhomogeneous partial differential equation in time with time independent operator coefficients. The order in time of these partial differential equations is found to increase as n does. At n = 0 the most local first order partial differential equation which governs the Markovian limit is regained.

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.

Second-order oriented partial-differential equations for denoising in electronic-speckle-pattern interferometry fringes.

PubMed

Tang, Chen; Han, Lin; Ren, Hongwei; Zhou, Dongjian; Chang, Yiming; Wang, Xiaohang; Cui, Xiaolong

2008-10-01

We derive the second-order oriented partial-differential equations (PDEs) for denoising in electronic-speckle-pattern interferometry fringe patterns from two points of view. The first is based on variational methods, and the second is based on controlling diffusion direction. Our oriented PDE models make the diffusion along only the fringe orientation. The main advantage of our filtering method, based on oriented PDE models, is that it is very easy to implement compared with the published filtering methods along the fringe orientation. We demonstrate the performance of our oriented PDE models via application to two computer-simulated and experimentally obtained speckle fringes and compare with related PDE models.

Second-order differential equations for bosons with spin j ≥ 1 and in the bases of general tensor-spinors of rank 2j

NASA Astrophysics Data System (ADS)

Banda Guzmán, V. M.; Kirchbach, M.

2016-09-01

A boson of spin j≥ 1 can be described in one of the possibilities within the Bargmann-Wigner framework by means of one sole differential equation of order twice the spin, which however is known to be inconsistent as it allows for non-local, ghost and acausally propagating solutions, all problems which are difficult to tackle. The other possibility is provided by the Fierz-Pauli framework which is based on the more comfortable to deal with second-order Klein-Gordon equation, but it needs to be supplemented by an auxiliary condition. Although the latter formalism avoids some of the pathologies of the high-order equations, it still remains plagued by some inconsistencies such as the acausal propagation of the wave fronts of the (classical) solutions within an electromagnetic environment. We here suggest a method alternative to the above two that combines their advantages while avoiding the related difficulties. Namely, we suggest one sole strictly D^{(j,0)oplus (0,j)} representation specific second-order differential equation, which is derivable from a Lagrangian and whose solutions do not violate causality. The equation under discussion presents itself as the product of the Klein-Gordon operator with a momentum-independent projector on Lorentz irreducible representation spaces constructed from one of the Casimir invariants of the spin-Lorentz group. The basis used is that of general tensor-spinors of rank 2 j.

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

Unsteady density-current equations for highly curved terrain

NASA Technical Reports Server (NTRS)

Sivakumaran, N. S.; Dressler, R. F.

1989-01-01

New nonlinear partial differential equations containing terrain curvature and its rate of change are derived that describe the flow of an atmospheric density current. Unlike the classical hydraulic-type equations for density currents, the new equations are valid for two-dimensional, gradually varied flow over highly curved terrain, hence suitable for computing unsteady (or steady) flows over arbitrary mountain/valley profiles. The model assumes the atmosphere above the density current exerts a known arbitrary variable pressure upon the unknown interface. Later this is specialized to the varying hydrostatic pressure of the atmosphere above. The new equations yield the variable velocity distribution, the interface position, and the pressure distribution that contains a centrifugal component, often significantly larger than its hydrostatic component. These partial differential equations are hyperbolic, and the characteristic equations and characteristic directions are derived. Using these to form a characteristic mesh, a hypothetical unsteady curved-flow problem is calculated, not based upon observed data, merely as an example to illustrate the simplicity of their application to unsteady flows over mountains.

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

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.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

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.

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

Inclusion of transverse shear deformation in exact buckling and vibration analysis of composite plate assemblies

NASA Technical Reports Server (NTRS)

Anderson, Melvin S.; Kennedy, David

1992-01-01

The problem considered is the development of the necessary plate stiffnesses for use in a general purpose program for buckling and vibration of composite plate assemblies. The required stiffnesses are for the assumption of sinusoidal response along the plate length with transverse shear included. The method is based on the exact solution of the plate differential equations for a composite laminate having fully populated A, B, and D matrices which leads to a differential equation of tenth order.

Implications of a quadratic stream definition in radiative transfer theory.

NASA Technical Reports Server (NTRS)

Whitney, C.

1972-01-01

An explicit definition of the radiation-stream concept is stated and applied to approximate the integro-differential equation of radiative transfer with a set of twelve coupled differential equations. Computational efficiency is enhanced by distributing the corresponding streams in three-dimensional space in a totally symmetric way. Polarization is then incorporated in this model. A computer program based on the model is briefly compared with a Monte Carlo program for simulation of horizon scans of the earth's atmosphere. It is found to be considerably faster.

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

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.

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…

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.

Three-Loop Automatic of Control System the Landfill of Household Solid Waste

NASA Astrophysics Data System (ADS)

Sereda, T. G.; Kostarev, S. N.

2017-05-01

The analysis of models of governance ground municipal solid waste (MSW). Considered a distributed circuit (spatio-temporal) ground control model. Developed a dynamic model of multicontour control landfill. Adjustable parameters are defined (the ratio of CH4 CO2 emission/fluxes, concentrations of heavy metals ions) and control (purging array, irrigation, adding reagents). Based on laboratory studies carried out with the analysis of equity flows and procedures developed by the transferring matrix that takes into account the relationship control loops. A system of differential equations in the frequency and time domains. Given the numerical approaches solving systems of differential equations in finite differential form.

Mean, covariance, and effective dimension of stochastic distributed delay dynamics

NASA Astrophysics Data System (ADS)

René, Alexandre; Longtin, André

2017-11-01

Dynamical models are often required to incorporate both delays and noise. However, the inherently infinite-dimensional nature of delay equations makes formal solutions to stochastic delay differential equations (SDDEs) challenging. Here, we present an approach, similar in spirit to the analysis of functional differential equations, but based on finite-dimensional matrix operators. This results in a method for obtaining both transient and stationary solutions that is directly amenable to computation, and applicable to first order differential systems with either discrete or distributed delays. With fewer assumptions on the system's parameters than other current solution methods and no need to be near a bifurcation, we decompose the solution to a linear SDDE with arbitrary distributed delays into natural modes, in effect the eigenfunctions of the differential operator, and show that relatively few modes can suffice to approximate the probability density of solutions. Thus, we are led to conclude that noise makes these SDDEs effectively low dimensional, which opens the possibility of practical definitions of probability densities over their solution space.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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

Generalized Ordinary Differential Equation Models 1

PubMed Central

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-01-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method. PMID:25544787

Generalized Ordinary Differential Equation Models.

PubMed

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-10-01

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

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…

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

PubMed

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

2008-01-01

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

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

PubMed

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

2014-01-01

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

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

PubMed Central

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

2014-01-01

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

The renormalization group and the implicit function theorem for amplitude equations

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

Kirkinis, Eleftherios

2008-07-15

This article lays down the foundations of the renormalization group (RG) approach for differential equations characterized by multiple scales. The renormalization of constants through an elimination process and the subsequent derivation of the amplitude equation [Chen et al., Phys. Rev. E 54, 376 (1996)] are given a rigorous but not abstract mathematical form whose justification is based on the implicit function theorem. Developing the theoretical framework that underlies the RG approach leads to a systematization of the renormalization process and to the derivation of explicit closed-form expressions for the amplitude equations that can be carried out with symbolic computation formore » both linear and nonlinear scalar differential equations and first order systems but independently of their particular forms. Certain nonlinear singular perturbation problems are considered that illustrate the formalism and recover well-known results from the literature as special cases.« less

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

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

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.

Numerical solution of modified differential equations based on symmetry preservation.

PubMed

Ozbenli, Ersin; Vedula, Prakash

2017-12-01

In this paper, we propose a method to construct invariant finite-difference schemes for solution of partial differential equations (PDEs) via consideration of modified forms of the underlying PDEs. The invariant schemes, which preserve Lie symmetries, are obtained based on the method of equivariant moving frames. While it is often difficult to construct invariant numerical schemes for PDEs due to complicated symmetry groups associated with cumbersome discrete variable transformations, we note that symmetries associated with more convenient transformations can often be obtained by appropriately modifying the original PDEs. In some cases, modifications to the original PDEs are also found to be useful in order to avoid trivial solutions that might arise from particular selections of moving frames. In our proposed method, modified forms of PDEs can be obtained either by addition of perturbation terms to the original PDEs or through defect correction procedures. These additional terms, whose primary purpose is to enable symmetries with more convenient transformations, are then removed from the system by considering moving frames for which these specific terms go to zero. Further, we explore selection of appropriate moving frames that result in improvement in accuracy of invariant numerical schemes based on modified PDEs. The proposed method is tested using the linear advection equation (in one- and two-dimensions) and the inviscid Burgers' equation. Results obtained for these tests cases indicate that numerical schemes derived from the proposed method perform significantly better than existing schemes not only by virtue of improvement in numerical accuracy but also due to preservation of qualitative properties or symmetries of the underlying differential equations.

A Bayesian approach to estimating hidden variables as well as missing and wrong molecular interactions in ordinary differential equation-based mathematical models.

PubMed

Engelhardt, Benjamin; Kschischo, Maik; Fröhlich, Holger

2017-06-01

Ordinary differential equations (ODEs) are a popular approach to quantitatively model molecular networks based on biological knowledge. However, such knowledge is typically restricted. Wrongly modelled biological mechanisms as well as relevant external influence factors that are not included into the model are likely to manifest in major discrepancies between model predictions and experimental data. Finding the exact reasons for such observed discrepancies can be quite challenging in practice. In order to address this issue, we suggest a Bayesian approach to estimate hidden influences in ODE-based models. The method can distinguish between exogenous and endogenous hidden influences. Thus, we can detect wrongly specified as well as missed molecular interactions in the model. We demonstrate the performance of our Bayesian dynamic elastic-net with several ordinary differential equation models from the literature, such as human JAK-STAT signalling, information processing at the erythropoietin receptor, isomerization of liquid α -Pinene, G protein cycling in yeast and UV-B triggered signalling in plants. Moreover, we investigate a set of commonly known network motifs and a gene-regulatory network. Altogether our method supports the modeller in an algorithmic manner to identify possible sources of errors in ODE-based models on the basis of experimental data. © 2017 The Author(s).

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

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

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

Molar mass, radius of gyration and second virial coefficient from new static light scattering equations for dilute solutions: application to 21 (macro)molecules.

PubMed

Illien, Bertrand; Ying, Ruifeng

2009-05-11

New static light scattering (SLS) equations for dilute binary solutions are derived. Contrarily to the usual SLS equations [Carr-Zimm (CZ)], the new equations have no need for the experimental absolute Rayleigh ratio of a reference liquid and solely rely on the ratio of scattered intensities of solutions and solvent. The new equations, which are based on polarizability equations, take into account the usual refractive index increment partial differential n/partial differential rho(2) complemented by the solvent specific polarizability and a term proportional to the slope of the solution density rho versus the solute mass concentration rho(2) (density increment). Then all the equations are applied to 21 (macro)molecules with a wide range of molar mass (0.2500 kg mol(-1)), for which the scattered intensity is no longer independent of the scattering angle, the new equations give the same value of the radius of gyration as the CZ equation and consistent values of the second virial coefficient.

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.

Comparative investigation of five nanoparticles in flow of viscous fluid with Joule heating and slip due to rotating disk

NASA Astrophysics Data System (ADS)

Qayyum, Sumaira; Khan, Muhammad Ijaz; Hayat, Tasawar; Alsaedi, Ahmed

2018-04-01

Present article addresses the comparative study for flow of five water based nanofluids. Flow in presence of Joule heating is generated by rotating disk with variable thickness. Nanofluids are suspension of Silver (Ag), Copper (Cu), Copper oxide (CuO), Aluminum oxide or Alumina (Al2O3), Titanium oxide or titania (TiO2) and water. Boundary layer approximation is applied to partial differential equations. Using Von Karman transformations the partial differential equations are converted to ordinary differential equations. Convergent series solutions are obtained. Graphical results are presented to examine the behaviors of axial, radial and tangential velocities, temperature, skin friction and Nusselt number. It is observed that radial, axial and tangential velocities decay for slip parameters. Axial velocity decays for larger nanoparticle volume fraction. Effect of nanofluids on velocities dominant than base material. Temperature rises for larger Eckert number and temperature of silver water nanofluid is more because of its higher thermal conductivity. Surface drag force reduces for higher slip parameters. Transfer of heat is more for larger disk thickness index.

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.

Partial Fractions via Calculus

ERIC Educational Resources Information Center

Bauldry, William C.

2018-01-01

The standard technique taught in calculus courses for partial fraction expansions uses undetermined coefficients to generate a system of linear equations; we present a derivative-based technique that calculus and differential equations instructors can use to reinforce connections to calculus. Simple algebra shows that we can use the derivative to…

Abel's Theorem Simplifies Reduction of Order

ERIC Educational Resources Information Center

Green, William R.

2011-01-01

We give an alternative to the standard method of reduction or order, in which one uses one solution of a homogeneous, linear, second order differential equation to find a second, linearly independent solution. Our method, based on Abel's Theorem, is shorter, less complex and extends to higher order equations.

Algorithms for the Euler and Navier-Stokes equations for supercomputers

NASA Technical Reports Server (NTRS)

Turkel, E.

1985-01-01

The steady state Euler and Navier-Stokes equations are considered for both compressible and incompressible flow. Methods are found for accelerating the convergence to a steady state. This acceleration is based on preconditioning the system so that it is no longer time consistent. In order that the acceleration technique be scheme-independent, this preconditioning is done at the differential equation level. Applications are presented for very slow flows and also for the incompressible equations.

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.

Algorithm for Stabilizing a POD-Based Dynamical System

NASA Technical Reports Server (NTRS)

Kalb, Virginia L.

2010-01-01

This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigenfunctions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow. In practice, the steps leading to this system of ODEs entail numerically computing first-order derivatives of the mean data field and the eigenfunctions, and the computation of many inner products. This is far from a perfect process, and often results in the lack of long-term stability of the system and incorrect asymptotic behavior of the model. This algorithm describes a new stabilization method that utilizes the temporal eigenfunctions to derive correction terms for the coefficients of the dynamical system to significantly reduce these errors.

Generalized Lagrangian Jacobi Gauss collocation method for solving unsteady isothermal gas through a micro-nano porous medium

NASA Astrophysics Data System (ADS)

Parand, Kourosh; Latifi, Sobhan; Delkhosh, Mehdi; Moayeri, Mohammad M.

2018-01-01

In the present paper, a new method based on the Generalized Lagrangian Jacobi Gauss (GLJG) collocation method is proposed. The nonlinear Kidder equation, which explains unsteady isothermal gas through a micro-nano porous medium, is a second-order two-point boundary value ordinary differential equation on the unbounded interval [0, ∞). Firstly, using the quasilinearization method, the equation is converted to a sequence of linear ordinary differential equations. Then, by using the GLJG collocation method, the problem is reduced to solving a system of algebraic equations. It must be mentioned that this equation is solved without domain truncation and variable changing. A comparison with some numerical solutions made and the obtained results indicate that the presented solution is highly accurate. The important value of the initial slope, y'(0), is obtained as -1.191790649719421734122828603800159364 for η = 0.5. Comparing to the best result obtained so far, it is accurate up to 36 decimal places.

A formulation of rotor-airframe coupling for design analysis of vibrations of helicopter airframes

NASA Technical Reports Server (NTRS)

Kvaternik, R. G.; Walton, W. C., Jr.

1982-01-01

A linear formulation of rotor airframe coupling intended for vibration analysis in airframe structural design is presented. The airframe is represented by a finite element analysis model; the rotor is represented by a general set of linear differential equations with periodic coefficients; and the connections between the rotor and airframe are specified through general linear equations of constraint. Coupling equations are applied to the rotor and airframe equations to produce one set of linear differential equations governing vibrations of the combined rotor airframe system. These equations are solved by the harmonic balance method for the system steady state vibrations. A feature of the solution process is the representation of the airframe in terms of forced responses calculated at the rotor harmonics of interest. A method based on matrix partitioning is worked out for quick recalculations of vibrations in design studies when only relatively few airframe members are varied. All relations are presented in forms suitable for direct computer implementation.

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.

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

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.

Denoising by coupled partial differential equations and extracting phase by backpropagation neural networks for electronic speckle pattern interferometry.

PubMed

Tang, Chen; Lu, Wenjing; Chen, Song; Zhang, Zhen; Li, Botao; Wang, Wenping; Han, Lin

2007-10-20

We extend and refine previous work [Appl. Opt. 46, 2907 (2007)]. Combining the coupled nonlinear partial differential equations (PDEs) denoising model with the ordinary differential equations enhancement method, we propose the new denoising and enhancing model for electronic speckle pattern interferometry (ESPI) fringe patterns. Meanwhile, we propose the backpropagation neural networks (BPNN) method to obtain unwrapped phase values based on a skeleton map instead of traditional interpolations. We test the introduced methods on the computer-simulated speckle ESPI fringe patterns and experimentally obtained fringe pattern, respectively. The experimental results show that the coupled nonlinear PDEs denoising model is capable of effectively removing noise, and the unwrapped phase values obtained by the BPNN method are much more accurate than those obtained by the well-known traditional interpolation. In addition, the accuracy of the BPNN method is adjustable by changing the parameters of networks such as the number of neurons.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Electron dynamics inside a vacuum tube diode through linear differential equations

NASA Astrophysics Data System (ADS)

González, Gabriel; Orozco, Fco. Javier González; Orozco

2014-04-01

In this paper we analyze the motion of charged particles in a vacuum tube diode by solving linear differential equations. Our analysis is based on expressing the volume charge density as a function of the current density and coordinates only, i.e. ρ=ρ(J,z), while in the usual scheme the volume charge density is expressed as a function of the current density and electrostatic potential, i.e. ρ=ρ(J,V). We show that, in the case of slow varying charge density, the space-charge-limited current is reduced up to 50%. Our approach gives the well-known behavior of the classical current density proportional to the three-halves power of the bias potential and inversely proportional to the square of the gap distance between electrodes, and does not require the solution of the nonlinear differential equation normally associated with the Child-Langmuir formulation.

Numerical modelling in biosciences using delay differential equations

NASA Astrophysics Data System (ADS)

Bocharov, Gennadii A.; Rihan, Fathalla A.

2000-12-01

Our principal purposes here are (i) to consider, from the perspective of applied mathematics, models of phenomena in the biosciences that are based on delay differential equations and for which numerical approaches are a major tool in understanding their dynamics, (ii) to review the application of numerical techniques to investigate these models. We show that there are prima facie reasons for using such models: (i) they have a richer mathematical framework (compared with ordinary differential equations) for the analysis of biosystem dynamics, (ii) they display better consistency with the nature of certain biological processes and predictive results. We analyze both the qualitative and quantitative role that delays play in basic time-lag models proposed in population dynamics, epidemiology, physiology, immunology, neural networks and cell kinetics. We then indicate suitable computational techniques for the numerical treatment of mathematical problems emerging in the biosciences, comparing them with those implemented by the bio-modellers.

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

Dalcin, Lisandro; Collier, Nathaniel; Vignal, Philippe; ...

2016-05-25

We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with Non-Uniform Rational B-spline basis functions. We base our framework on PETSc, a high-performance library for the scalable solution of partial differential equations, which simplifies the development of large-scale scientific codes, provides a rich environment for prototyping, and separates parallelism from algorithm choice. We describe the implementation of PetIGA, and exemplify its use by solving a model nonlinear problem. To illustrate the robustness and flexibility ofmore » PetIGA, we solve some challenging nonlinear partial differential equations that include problems in both solid and fluid mechanics. Lastly, we show strong scaling results on up to 4096 cores, which confirm the suitability of PetIGA for large scale simulations.« less

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.

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.

Model-based control strategies for systems with constraints of the program type

NASA Astrophysics Data System (ADS)

Jarzębowska, Elżbieta

2006-08-01

The paper presents a model-based tracking control strategy for constrained mechanical systems. Constraints we consider can be material and non-material ones referred to as program constraints. The program constraint equations represent tasks put upon system motions and they can be differential equations of orders higher than one or two, and be non-integrable. The tracking control strategy relies upon two dynamic models: a reference model, which is a dynamic model of a system with arbitrary order differential constraints and a dynamic control model. The reference model serves as a motion planner, which generates inputs to the dynamic control model. It is based upon a generalized program motion equations (GPME) method. The method enables to combine material and program constraints and merge them both into the motion equations. Lagrange's equations with multipliers are the peculiar case of the GPME, since they can be applied to systems with constraints of first orders. Our tracking strategy referred to as a model reference program motion tracking control strategy enables tracking of any program motion predefined by the program constraints. It extends the "trajectory tracking" to the "program motion tracking". We also demonstrate that our tracking strategy can be extended to a hybrid program motion/force tracking.

Almost analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

We present an almost analytical new approach to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of solving this matrix eigenvalue problem purely numerically, which may suffer from the computational inaccuracy for big data, first, we consider a pair of integral and differential equations, which are related to the so-called prolate spheroidal wave functions (PSWF). For the PSWF differential equation, the pair of the eigenvectors (PSWF) and eigenvalues can be obtained from a relatively small number of analytical Legendre functions. Then, the eigenvalues in the PSWF integral equation are expressed in terms of functional values of the PSWF and the eigenvalues of the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data; ordinary irregular waves and rogue waves. We found that the present almost analytical method is better than the conventional data-independent Fourier representation and, also, the conventional direct numerical K-L representation in terms of both accuracy and computational cost. This work was supported by the National Research Foundation of Korea (NRF). (NRF-2017R1D1A1B03028299).

Gaussian closure technique applied to the hysteretic Bouc model with non-zero mean white noise excitation

NASA Astrophysics Data System (ADS)

Waubke, Holger; Kasess, Christian H.

2016-11-01

Devices that emit structure-borne sound are commonly decoupled by elastic components to shield the environment from acoustical noise and vibrations. The elastic elements often have a hysteretic behavior that is typically neglected. In order to take hysteretic behavior into account, Bouc developed a differential equation for such materials, especially joints made of rubber or equipped with dampers. In this work, the Bouc model is solved by means of the Gaussian closure technique based on the Kolmogorov equation. Kolmogorov developed a method to derive probability density functions for arbitrary explicit first-order vector differential equations under white noise excitation using a partial differential equation of a multivariate conditional probability distribution. Up to now no analytical solution of the Kolmogorov equation in conjunction with the Bouc model exists. Therefore a wide range of approximate solutions, especially the statistical linearization, were developed. Using the Gaussian closure technique that is an approximation to the Kolmogorov equation assuming a multivariate Gaussian distribution an analytic solution is derived in this paper for the Bouc model. For the stationary case the two methods yield equivalent results, however, in contrast to statistical linearization the presented solution allows to calculate the transient behavior explicitly. Further, stationary case leads to an implicit set of equations that can be solved iteratively with a small number of iterations and without instabilities for specific parameter sets.

From differential to difference equations for first order ODEs

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Walker, Kevin P.

1991-01-01

When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

Reactive solute transport in streams: 1. Development of an equilibrium- based model

USGS Publications Warehouse

Runkel, Robert L.; Bencala, Kenneth E.; Broshears, Robert E.; Chapra, Steven C.

1996-01-01

An equilibrium-based solute transport model is developed for the simulation of trace metal fate and transport in streams. The model is formed by coupling a solute transport model with a chemical equilibrium submodel based on MINTEQ. The solute transport model considers the physical processes of advection, dispersion, lateral inflow, and transient storage, while the equilibrium submodel considers the speciation and complexation of aqueous species, precipitation/dissolution and sorption. Within the model, reactions in the water column may result in the formation of solid phases (precipitates and sorbed species) that are subject to downstream transport and settling processes. Solid phases on the streambed may also interact with the water column through dissolution and sorption/desorption reactions. Consideration of both mobile (water-borne) and immobile (streambed) solid phases requires a unique set of governing differential equations and solution techniques that are developed herein. The partial differential equations describing physical transport and the algebraic equations describing chemical equilibria are coupled using the sequential iteration approach.

The Kadomtsev{endash}Petviashvili equation as a source of integrable model equations

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

Maccari, A.

1996-12-01

A new integrable and nonlinear partial differential equation (PDE) in 2+1 dimensions is obtained, by an asymptotically exact reduction method based on Fourier expansion and spatiotemporal rescaling, from the Kadomtsev{endash}Petviashvili equation. The integrability property is explicitly demonstrated, by exhibiting the corresponding Lax pair, that is obtained by applying the reduction technique to the Lax pair of the Kadomtsev{endash}Petviashvili equation. This model equation is likely to be of applicative relevance, because it may be considered a consistent approximation of a large class of nonlinear evolution PDEs. {copyright} {ital 1996 American Institute of Physics.}

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

Inclusion of transverse shear deformation in the exact buckling and vibration analysis of composite plate assemblies

NASA Technical Reports Server (NTRS)

Anderson, Melvin S.; Kennedy, David

1993-01-01

The problem considered is the development of the necessary plate stiffnesses for use in the general purpose program VICONOPT for buckling and vibration of composite plate assemblies. The required stiffnesses include the effects of transverse shear deformation and are for sinusoidal response along the plate length as required in VICONOPT. The method is based on the exact solution of the plate differential equations for a composite laminate having fully populated A, B, and D stiffness matrices which leads to an ordinary differential equation of tenth order.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Neural network error correction for solving coupled ordinary differential equations

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

The Ostrovsky-Vakhnenko equation by a Riemann-Hilbert approach

NASA Astrophysics Data System (ADS)

Boutet de Monvel, Anne; Shepelsky, Dmitry

2015-01-01

We present an inverse scattering transform (IST) approach for the (differentiated) Ostrovsky-Vakhnenko equation This equation can also be viewed as the short wave model for the Degasperis-Procesi (sDP) equation. Our IST approach is based on an associated Riemann-Hilbert problem, which allows us to give a representation for the classical (smooth) solution, to get the principal term of its long time asymptotics, and also to describe loop soliton solutions. Dedicated to Johannes Sjöstrand with gratitude and admiration.

Complex double-mass dynamic model of rotor on thrust foil gas dynamic bearings

NASA Astrophysics Data System (ADS)

Sytin, A.; Babin, A.; Vasin, S.

2017-08-01

The present paper considers simulation of a rotor’s dynamics behaviour on thrust foil gas dynamic bearings based on simultaneous solution of gas dynamics differential equations, equations of theory of elasticity, motion equations and some additional equations. A double-mass dynamic system was considered during the rotor’s motion simulation which allows not only evaluation of rotor’s dynamic behaviour, but also to evaluate the influence of operational and load parameters on the dynamics of the rotor-bearing system.

On several aspects and applications of the multigrid method for solving partial differential equations

NASA Technical Reports Server (NTRS)

Dinar, N.

1978-01-01

Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

On the exterior Dirichlet problem for Hessian quotient equations

NASA Astrophysics Data System (ADS)

Li, Dongsheng; Li, Zhisu

2018-06-01

In this paper, we establish the existence and uniqueness theorem for solutions of the exterior Dirichlet problem for Hessian quotient equations with prescribed asymptotic behavior at infinity. This extends the previous related results on the Monge-Ampère equations and on the Hessian equations, and rearranges them in a systematic way. Based on the Perron's method, the main ingredient of this paper is to construct some appropriate subsolutions of the Hessian quotient equation, which is realized by introducing some new quantities about the elementary symmetric polynomials and using them to analyze the corresponding ordinary differential equation related to the generalized radially symmetric subsolutions of the original equation.

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1989-01-01

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.

Fitting ordinary differential equations to short time course data.

PubMed

Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav

2008-02-28

Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

Baritzhack, Itzhack Y.; Markley, F. Landis

1988-01-01

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

Mechanical modeling for magnetorheological elastomer isolators based on constitutive equations and electromagnetic analysis

NASA Astrophysics Data System (ADS)

Wang, Qi; Dong, Xufeng; Li, Luyu; Ou, Jinping

2018-06-01

As constitutive models are too complicated and existing mechanical models lack universality, these models are beyond satisfaction for magnetorheological elastomer (MRE) devices. In this article, a novel universal method is proposed to build concise mechanical models. Constitutive model and electromagnetic analysis were applied in this method to ensure universality, while a series of derivations and simplifications were carried out to obtain a concise formulation. To illustrate the proposed modeling method, a conical MRE isolator was introduced. Its basic mechanical equations were built based on equilibrium, deformation compatibility, constitutive equations and electromagnetic analysis. An iteration model and a highly efficient differential equation editor based model were then derived to solve the basic mechanical equations. The final simplified mechanical equations were obtained by re-fitting the simulations with a novel optimal algorithm. In the end, verification test of the isolator has proved the accuracy of the derived mechanical model and the modeling method.

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].

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.

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2017-06-01

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

Periodicity and positivity of a class of fractional differential equations.

PubMed

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

2016-01-01

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

Tensor calculus in polar coordinates using Jacobi polynomials

NASA Astrophysics Data System (ADS)

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

2016-11-01

Spectral methods are an efficient way to solve partial differential equations on domains possessing certain symmetries. The utility of a method depends strongly on the choice of spectral basis. In this paper we describe a set of bases built out of Jacobi polynomials, and associated operators for solving scalar, vector, and tensor partial differential equations in polar coordinates on a unit disk. By construction, the bases satisfy regularity conditions at r = 0 for any tensorial field. The coordinate singularity in a disk is a prototypical case for many coordinate singularities. The work presented here extends to other geometries. The operators represent covariant derivatives, multiplication by azimuthally symmetric functions, and the tensorial relationship between fields. These arise naturally from relations between classical orthogonal polynomials, and form a Heisenberg algebra. Other past work uses more specific polynomial bases for solving equations in polar coordinates. The main innovation in this paper is to use a larger set of possible bases to achieve maximum bandedness of linear operations. We provide a series of applications of the methods, illustrating their ease-of-use and accuracy.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R.

1985-01-01

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

Outcomes of a service teaching module on ODEs for physics students

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Refractive laser beam shaping by means of a functional differential equation based design approach.

PubMed

Duerr, Fabian; Thienpont, Hugo

2014-04-07

Many laser applications require specific irradiance distributions to ensure optimal performance. Geometric optical design methods based on numerical calculation of two plano-aspheric lenses have been thoroughly studied in the past. In this work, we present an alternative new design approach based on functional differential equations that allows direct calculation of the rotational symmetric lens profiles described by two-point Taylor polynomials. The formalism is used to design a Gaussian to flat-top irradiance beam shaping system but also to generate a more complex dark-hollow Gaussian (donut-like) irradiance distribution with zero intensity in the on-axis region. The presented ray tracing results confirm the high accuracy of both calculated solutions and emphasize the potential of this design approach for refractive beam shaping applications.

The numerical modelling of mixing phenomena of nanofluids in passive micromixers

NASA Astrophysics Data System (ADS)

Milotin, R.; Lelea, D.

2018-01-01

The paper deals with the rapid mixing phenomena in micro-mixing devices with four tangential injections and converging tube, considering nanoparticles and water as the base fluid. Several parameters like Reynolds number (Re = 6 - 284) or fluid temperature are considered in order to optimize the process and obtain fundamental insight in mixing phenomena. The set of partial differential equations is considered based on conservation of momentum and species. Commercial package software Ansys-Fluent is used for solution of differential equations, based on a finite volume method. The results reveal that mixing index and mixing process is strongly dependent both on Reynolds number and heat flux. Moreover there is a certain Reynolds number when flow instabilities are generated that intensify the mixing process due to the tangential injections of the fluids.

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.

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

An almost symmetric Strang splitting scheme for nonlinear evolution equations.

PubMed

Einkemmer, Lukas; Ostermann, Alexander

2014-07-01

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.

On the slow dynamics of near-field acoustically levitated objects under High excitation frequencies

NASA Astrophysics Data System (ADS)

Ilssar, Dotan; Bucher, Izhak

2015-10-01

This paper introduces a simplified analytical model describing the governing dynamics of near-field acoustically levitated objects. The simplification converts the equation of motion coupled with the partial differential equation of a compressible fluid, into a compact, second order ordinary differential equation, where the local stiffness and damping are transparent. The simplified model allows one to more easily analyse and design near-field acoustic levitation based systems, and it also helps to devise closed-loop controller algorithms for such systems. Near-field acoustic levitation employs fast ultrasonic vibrations of a driving surface and exploits the viscosity and the compressibility of a gaseous medium to achieve average, load carrying pressure. It is demonstrated that the slow dynamics dominates the transient behaviour, while the time-scale associated with the fast, ultrasonic excitation has a small presence in the oscillations of the levitated object. Indeed, the present paper formulates the slow dynamics under an ultrasonic excitation without the need to explicitly consider the latter. The simplified model is compared with a numerical scheme based on Reynolds equation and with experiments, both showing reasonably good results.

Fast solution of elliptic partial differential equations using linear combinations of plane waves.

PubMed

Pérez-Jordá, José M

2016-02-01

Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

Model identification using stochastic differential equation grey-box models in diabetes.

PubMed

Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

2013-03-01

The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

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

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

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris

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

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

DOE PAGES

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

2018-04-23

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

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

PubMed

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

2018-06-01

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

Numerical solution of the unsteady diffusion-convection-reaction equation based on improved spectral Galerkin method

NASA Astrophysics Data System (ADS)

Zhong, Jiaqi; Zeng, Cheng; Yuan, Yupeng; Zhang, Yuzhe; Zhang, Ye

2018-04-01

The aim of this paper is to present an explicit numerical algorithm based on improved spectral Galerkin method for solving the unsteady diffusion-convection-reaction equation. The principal characteristics of this approach give the explicit eigenvalues and eigenvectors based on the time-space separation method and boundary condition analysis. With the help of Fourier series and Galerkin truncation, we can obtain the finite-dimensional ordinary differential equations which facilitate the system analysis and controller design. By comparing with the finite element method, the numerical solutions are demonstrated via two examples. It is shown that the proposed method is effective.

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.

Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

PubMed

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.

Numerical Solution to Generalized Burgers'-Fisher Equation Using Exp-Function Method Hybridized with Heuristic Computation

PubMed Central

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems. PMID:25811858

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

A hierarchy of generalized Jaulent-Miodek equations and their explicit solutions

NASA Astrophysics Data System (ADS)

Geng, Xianguo; Guan, Liang; Xue, Bo

A hierarchy of generalized Jaulent-Miodek (JM) equations related to a new spectral problem with energy-dependent potentials is proposed. Depending on the Lax matrix and elliptic variables, the generalized JM hierarchy is decomposed into two systems of solvable ordinary differential equations. Explicit theta function representations of the meromorphic function and the Baker-Akhiezer function are constructed, the solutions of the hierarchy are obtained based on the theory of algebraic curves.

Li-Yorke Chaos in Hybrid Systems on a Time Scale

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2015-12-01

By using the reduction technique to impulsive differential equations [Akhmet & Turan, 2006], we rigorously prove the presence of chaos in dynamic equations on time scales (DETS). The results of the present study are based on the Li-Yorke definition of chaos. This is the first time in the literature that chaos is obtained for DETS. An illustrative example is presented by means of a Duffing equation on a time scale.

Smoothed Particle Hydrodynamics and its applications for multiphase flow and reactive transport in porous media

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

Tartakovsky, Alexandre M.; Trask, Nathaniel; Pan, K.

2016-03-11

Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. In this review, we present SPH discretization of the Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and we discuss applications of the SPH method for modeling pore-scale multiphase flows and reactive transport in porous and fractured media.

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.

Determining partial differential cross sections for low-energy electron photodetachment involving conical intersections using the solution of a Lippmann-Schwinger equation constructed with standard electronic structure techniques.

PubMed

Han, Seungsuk; Yarkony, David R

2011-05-07

A method for obtaining partial differential cross sections for low energy electron photodetachment in which the electronic states of the residual molecule are strongly coupled by conical intersections is reported. The method is based on the iterative solution to a Lippmann-Schwinger equation, using a zeroth order Hamiltonian consisting of the bound nonadiabatically coupled residual molecule and a free electron. The solution to the Lippmann-Schwinger equation involves only standard electronic structure techniques and a standard three-dimensional free particle Green's function quadrature for which fast techniques exist. The transition dipole moment for electron photodetachment, is a sum of matrix elements each involving one nonorthogonal orbital obtained from the solution to the Lippmann-Schwinger equation. An expression for the electron photodetachment transition dipole matrix element in terms of Dyson orbitals, which does not make the usual orthogonality assumptions, is derived.

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.

Corridor of existence of thermodynamically consistent solution of the Ornstein-Zernike equation.

PubMed

Vorob'ev, V S; Martynov, G A

2007-07-14

We obtain the exact equation for a correction to the Ornstein-Zernike (OZ) equation based on the assumption of the uniqueness of thermodynamical functions. We show that this equation is reduced to a differential equation with one arbitrary parameter for the hard sphere model. The compressibility factor within narrow limits of this parameter variation can either coincide with one of the formulas obtained on the basis of analytical solutions of the OZ equation or assume all intermediate values lying in a corridor between these solutions. In particular, we find the value of this parameter when the thermodynamically consistent compressibility factor corresponds to the Carnahan-Stirling formula.

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

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

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.

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.

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.

On shifted Jacobi spectral method for high-order multi-point boundary value problems

NASA Astrophysics Data System (ADS)

Doha, E. H.; Bhrawy, A. H.; Hafez, R. M.

2012-10-01

This paper reports a spectral tau method for numerically solving multi-point boundary value problems (BVPs) of linear high-order ordinary differential equations. The construction of the shifted Jacobi tau approximation is based on conventional differentiation. This use of differentiation allows the imposition of the governing equation at the whole set of grid points and the straight forward implementation of multiple boundary conditions. Extension of the tau method for high-order multi-point BVPs with variable coefficients is treated using the shifted Jacobi Gauss-Lobatto quadrature. Shifted Jacobi collocation method is developed for solving nonlinear high-order multi-point BVPs. The performance of the proposed methods is investigated by considering several examples. Accurate results and high convergence rates are achieved.

On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions.

PubMed

Gerencsér, Máté; Jentzen, Arnulf; Salimova, Diyora

2017-11-01

In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14 , 1477-1500 (doi:10.4310/CMS.2016.v14.n6.a1)), it has been established that, for every arbitrarily slow convergence speed and every natural number d ∈{4,5,…}, there exist d -dimensional stochastic differential equations with infinitely often differentiable and globally bounded coefficients such that no approximation method based on finitely many observations of the driving Brownian motion can converge in absolute mean to the solution faster than the given speed of convergence. In this paper, we strengthen the above result by proving that this slow convergence phenomenon also arises in two ( d =2) and three ( d =3) space dimensions.

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

NASA Astrophysics Data System (ADS)

Boronin, Ivan; Shevlyakov, Andrey

2018-03-01

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

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

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

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

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

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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

DTIC Science & Technology

2015-07-09

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

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

PubMed

Korayem, M H; Nekoo, S R

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

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.

A framework to categorize students as learners based on their cognitive practices while learning differential equations and related concepts

NASA Astrophysics Data System (ADS)

Raychaudhuri, Debasree

2013-12-01

There are numerous theories that offer cognitive processes of students of mathematics, all documenting various ways to describe knowledge acquisition leading to successful transitions from one stage to another, be it characterized by Dubinsky's encapsulation, Sfard's reification or Piaget's equilibration. We however are interested in the following question. Who succeeds at making the leap and can we describe the attributes that set them apart from the ones that do not? In this article, we offer a framework to categorize students as learners based on their individual approaches towards learning concepts in differential equations and related concepts - as demonstrated by their efforts to resolve a conflict, conserve and rebuild their cognitive structures.

Automating Embedded Analysis Capabilities and Managing Software Complexity in Multiphysics Simulation, Part II: Application to Partial Differential Equations

DOE PAGES

Pawlowski, Roger P.; Phipps, Eric T.; Salinger, Andrew G.; ...

2012-01-01

A template-based generic programming approach was presented in Part I of this series of papers [Sci. Program. 20 (2012), 197–219] that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded analysis algorithms. In this paper, we describe the implementation details for using the template-based generic programming approach for simulation and analysis of partial differential equations (PDEs). We detail several of the hurdles that we have encountered, and some of the software infrastructure developed to overcome them. We end with a demonstration where we present shape optimization and uncertaintymore » quantification results for a 3D PDE application.« less

Nonexistence of global solutions of abstract wave equations with high energies.

PubMed

Esquivel-Avila, Jorge A

2017-01-01

We consider an undamped second order in time evolution equation. For any positive value of the initial energy, we give sufficient conditions to conclude nonexistence of global solutions. The analysis is based on a differential inequality. The success of our result is based in a detailed analysis which is different from the ones commonly used to prove blow-up. Several examples are given improving known results in the literature.

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 framework for qualitative reasoning about solid objects

NASA Technical Reports Server (NTRS)

Davis, E.

1987-01-01

Predicting the behavior of a qualitatively described system of solid objects requires a combination of geometrical, temporal, and physical reasoning. Methods based upon formulating and solving differential equations are not adequate for robust prediction, since the behavior of a system over extended time may be much simpler than its behavior over local time. A first-order logic, in which one can state simple physical problems and derive their solution deductively, without recourse to solving the differential equations, is discussed. This logic is substantially more expressive and powerful than any previous AI representational system in this domain.

Complexity of parallel implementation of domain decomposition techniques for elliptic partial differential equations

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

Gropp, W.D.; Keyes, D.E.

1988-03-01

The authors discuss the parallel implementation of preconditioned conjugate gradient (PCG)-based domain decomposition techniques for self-adjoint elliptic partial differential equations in two dimensions on several architectures. The complexity of these methods is described on a variety of message-passing parallel computers as a function of the size of the problem, number of processors and relative communication speeds of the processors. They show that communication startups are very important, and that even the small amount of global communication in these methods can significantly reduce the performance of many message-passing architectures.

Quasi-periodic solutions to nonlinear beam equations on compact Lie groups with a multiplicative potential

NASA Astrophysics Data System (ADS)

Chen, Bochao; Gao, Yixian; Jiang, Shan; Li, Yong

2018-06-01

The goal of this work is to study the existence of quasi-periodic solutions to nonlinear beam equations with a multiplicative potential. The nonlinearity is required to only finitely differentiable and the frequency is along a pre-assigned direction. The result holds on any compact Lie group or homogeneous manifold with respect to a compact Lie group, which includes standard torus Td, special orthogonal group SO (d), special unitary group SU (d), spheres Sd and the real and complex Grassmannians. The proof is based on a differentiable Nash-Moser iteration scheme.

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.

Taguchi method for partial differential equations with application in tumor growth.

PubMed

Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena

2014-01-01

The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of 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.

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 novel unsplit perfectly matched layer for the second-order acoustic wave equation.

PubMed

Ma, Youneng; Yu, Jinhua; Wang, Yuanyuan

2014-08-01

When solving acoustic field equations by using numerical approximation technique, absorbing boundary conditions (ABCs) are widely used to truncate the simulation to a finite space. The perfectly matched layer (PML) technique has exhibited excellent absorbing efficiency as an ABC for the acoustic wave equation formulated as a first-order system. However, as the PML was originally designed for the first-order equation system, it cannot be applied to the second-order equation system directly. In this article, we aim to extend the unsplit PML to the second-order equation system. We developed an efficient unsplit implementation of PML for the second-order acoustic wave equation based on an auxiliary-differential-equation (ADE) scheme. The proposed method can benefit to the use of PML in simulations based on second-order equations. Compared with the existing PMLs, it has simpler implementation and requires less extra storage. Numerical results from finite-difference time-domain models are provided to illustrate the validity of the approach. Copyright © 2014 Elsevier B.V. All rights reserved.

Evaluating Feynman integrals by the hypergeometry

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Comparison principle for impulsive functional differential equations with infinite delays and applications

NASA Astrophysics Data System (ADS)

Li, Xiaodi; Shen, Jianhua; Akca, Haydar; Rakkiyappan, R.

2018-04-01

We introduce the Razumikhin technique to comparison principle and establish some comparison results for impulsive functional differential equations (IFDEs) with infinite delays, where the infinite delays may be infinite time-varying delays or infinite distributed delays. The idea is, under the help of Razumikhin technique, to reduce the study of IFDEs with infinite delays to the study of scalar impulsive differential equations (IDEs) in which the solutions are easy to deal with. Based on the comparison principle, we study the qualitative properties of IFDEs with infinite delays , which include stability, asymptotic stability, exponential stability, practical stability, boundedness, etc. It should be mentioned that the developed results in this paper can be applied to IFDEs with not only infinite delays but also persistent impulsive perturbations. Moreover, even for the special cases of non-impulsive effects or/and finite delays, the criteria prove to be simpler and less conservative than some existing results. Finally, two examples are given to illustrate the effectiveness and advantages of the proposed results.

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.

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.

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

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…

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.

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.

Nonlinear ring resonator: spatial pattern generation

NASA Astrophysics Data System (ADS)

Ivanov, Vladimir Y.; Lachinova, Svetlana L.; Irochnikov, Nikita G.

2000-03-01

We consider theoretically spatial pattern formation processes in a unidirectional ring cavity with thin layer of Kerr-type nonlinear medium. Our method is based on studying of two coupled equations. The first is a partial differential equation for temporal dynamics of phase modulation of light wave in the medium. It describes nonlinear interaction in the Kerr-type lice. The second is a free propagation equation for the intracavity field complex amplitude. It involves diffraction effects of light wave in the cavity.

Liouvillian propagators, Riccati equation and differential Galois theory

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo; Suazo, Erwin

2013-11-01

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

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

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

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

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

Modeling tree crown dynamics with 3D partial differential equations.

PubMed

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

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1966-01-01

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

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.

CRPropa 3.1—a low energy extension based on stochastic differential equations

NASA Astrophysics Data System (ADS)

Merten, Lukas; Becker Tjus, Julia; Fichtner, Horst; Eichmann, Björn; Sigl, Günter

2017-06-01

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us to use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ∥ and perpendicular κ⊥ diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.

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.

Monitoring heavy metal Cr in soil based on hyperspectral data using regression analysis

NASA Astrophysics Data System (ADS)

Zhang, Ningyu; Xu, Fuyun; Zhuang, Shidong; He, Changwei

2016-10-01

Heavy metal pollution in soils is one of the most critical problems in the global ecology and environment safety nowadays. Hyperspectral remote sensing and its application is capable of high speed, low cost, less risk and less damage, and provides a good method for detecting heavy metals in soil. This paper proposed a new idea of applying regression analysis of stepwise multiple regression between the spectral data and monitoring the amount of heavy metal Cr by sample points in soil for environmental protection. In the measurement, a FieldSpec HandHeld spectroradiometer is used to collect reflectance spectra of sample points over the wavelength range of 325-1075 nm. Then the spectral data measured by the spectroradiometer is preprocessed to reduced the influence of the external factors, and the preprocessed methods include first-order differential equation, second-order differential equation and continuum removal method. The algorithms of stepwise multiple regression are established accordingly, and the accuracy of each equation is tested. The results showed that the accuracy of first-order differential equation works best, which makes it feasible to predict the content of heavy metal Cr by using stepwise multiple regression.

A reverse engineering algorithm for neural networks, applied to the subthalamopallidal network of basal ganglia.

PubMed

Floares, Alexandru George

2008-01-01

Modeling neural networks with ordinary differential equations systems is a sensible approach, but also very difficult. This paper describes a new algorithm based on linear genetic programming which can be used to reverse engineer neural networks. The RODES algorithm automatically discovers the structure of the network, including neural connections, their signs and strengths, estimates its parameters, and can even be used to identify the biophysical mechanisms involved. The algorithm is tested on simulated time series data, generated using a realistic model of the subthalamopallidal network of basal ganglia. The resulting ODE system is highly accurate, and results are obtained in a matter of minutes. This is because the problem of reverse engineering a system of coupled differential equations is reduced to one of reverse engineering individual algebraic equations. The algorithm allows the incorporation of common domain knowledge to restrict the solution space. To our knowledge, this is the first time a realistic reverse engineering algorithm based on linear genetic programming has been applied to neural networks.

A wideband FMBEM for 2D acoustic design sensitivity analysis based on direct differentiation method

NASA Astrophysics Data System (ADS)

Chen, Leilei; Zheng, Changjun; Chen, Haibo

2013-09-01

This paper presents a wideband fast multipole boundary element method (FMBEM) for two dimensional acoustic design sensitivity analysis based on the direct differentiation method. The wideband fast multipole method (FMM) formed by combining the original FMM and the diagonal form FMM is used to accelerate the matrix-vector products in the boundary element analysis. The Burton-Miller formulation is used to overcome the fictitious frequency problem when using a single Helmholtz boundary integral equation for exterior boundary-value problems. The strongly singular and hypersingular integrals in the sensitivity equations can be evaluated explicitly and directly by using the piecewise constant discretization. The iterative solver GMRES is applied to accelerate the solution of the linear system of equations. A set of optimal parameters for the wideband FMBEM design sensitivity analysis are obtained by observing the performances of the wideband FMM algorithm in terms of computing time and memory usage. Numerical examples are presented to demonstrate the efficiency and validity of the proposed algorithm.

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.

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK.

PubMed

Wang, Kaier; Steyn-Ross, Moira L; Steyn-Ross, D Alistair; Wilson, Marcus T; Sleigh, Jamie W; Shiraishi, Yoichi

2014-04-11

Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system's set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This "code-based" approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts.

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.

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.

General purpose nonlinear system solver based on Newton-Krylov method.

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

2013-12-01

KINSOL is part of a software family called SUNDIALS: SUite of Nonlinear and Differential/Algebraic equation Solvers [1]. KINSOL is a general-purpose nonlinear system solver based on Newton-Krylov and fixed-point solver technologies [2].

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.

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.

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.

Computational method for analysis of polyethylene biodegradation

NASA Astrophysics Data System (ADS)

Watanabe, Masaji; Kawai, Fusako; Shibata, Masaru; Yokoyama, Shigeo; Sudate, Yasuhiro

2003-12-01

In a previous study concerning the biodegradation of polyethylene, we proposed a mathematical model based on two primary factors: the direct consumption or absorption of small molecules and the successive weight loss of large molecules due to β-oxidation. Our model is an initial value problem consisting of a differential equation whose independent variable is time. Its unknown variable represents the total weight of all the polyethylene molecules that belong to a molecular-weight class specified by a parameter. In this paper, we describe a numerical technique to introduce experimental results into analysis of our model. We first establish its mathematical foundation in order to guarantee its validity, by showing that the initial value problem associated with the differential equation has a unique solution. Our computational technique is based on a linear system of differential equations derived from the original problem. We introduce some numerical results to illustrate our technique as a practical application of the linear approximation. In particular, we show how to solve the inverse problem to determine the consumption rate and the β-oxidation rate numerically, and illustrate our numerical technique by analyzing the GPC patterns of polyethylene wax obtained before and after 5 weeks cultivation of a fungus, Aspergillus sp. AK-3. A numerical simulation based on these degradation rates confirms that the primary factors of the polyethylene biodegradation posed in modeling are indeed appropriate.

Parameter Estimates in Differential Equation Models for Chemical Kinetics

ERIC Educational Resources Information Center

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

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

ERIC Educational Resources Information Center

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

2017-01-01

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

Nonstandard Topics for Student Presentations in Differential Equations

ERIC Educational Resources Information Center

LeMasurier, Michelle

2006-01-01

An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…

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

PubMed

Liu, Jinghuai; Zhang, Litao

2016-01-01

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

Laplace and the era of differential equations

NASA Astrophysics Data System (ADS)

Weinberger, Peter

2012-11-01

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

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.

On critical behaviour in generalized Kadomtsev-Petviashvili equations

NASA Astrophysics Data System (ADS)

Dubrovin, B.; Grava, T.; Klein, C.

2016-10-01

An asymptotic description of the formation of dispersive shock waves in solutions to the generalized Kadomtsev-Petviashvili (KP) equation is conjectured. The asymptotic description based on a multiscales expansion is given in terms of a special solution to an ordinary differential equation of the Painlevé I hierarchy. Several examples are discussed numerically to provide strong evidence for the validity of the conjecture. The numerical study of the long time behaviour of these examples indicates persistence of dispersive shock waves in solutions to the (subcritical) KP equations, while in the supercritical KP equations a blow-up occurs after the formation of the dispersive shock waves.

Introduction to Generalized Functions with Applications in Aerodynamics and Aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

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

Design of Flight Vehicle Management Systems

NASA Technical Reports Server (NTRS)

Meyer, George; Aiken, Edwin W. (Technical Monitor)

1994-01-01

As the operation of large systems becomes ever more dependent on extensive automation, the need for an effective solution to the problem of design and validation of the underlying software becomes more critical. Large systems possess much detailed structure, typically hierarchical, and they are hybrid. Information processing at the top of the hierarchy is by means of formal logic and sentences; on the bottom it is by means of simple scalar differential equations and functions of time; and in the middle it is by an interacting mix of nonlinear multi-axis differential equations and automata, and functions of time and discrete events. The lecture will address the overall problem as it relates to flight vehicle management, describe the middle level, and offer a design approach that is based on Differential Geometry and Discrete Event Dynamic Systems Theory.

Nonlinear Control and Discrete Event Systems

NASA Technical Reports Server (NTRS)

Meyer, George; Null, Cynthia H. (Technical Monitor)

1995-01-01

As the operation of large systems becomes ever more dependent on extensive automation, the need for an effective solution to the problem of design and validation of the underlying software becomes more critical. Large systems possesses much detailed structure, typically hierarchical, and they are hybrid. Information processing at the top of the hierarchy is by means of formal logic and sentences; on the bottom it is by means of simple scalar differential equations and functions of time; and in the middle it is by an interacting mix of nonlinear multi-axis differential equations and automata, and functions of time and discrete events. The lecture will address the overall problem as it relates to flight vehicle management, describe the middle level, and offer a design approach that is based on Differential Geometry and Discrete Event Dynamic Systems Theory.

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

Multiscale Multiphysics and Multidomain Models I: Basic Theory

PubMed Central

Wei, Guo-Wei

2013-01-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field. PMID:25382892

Multiscale Multiphysics and Multidomain Models I: Basic Theory.

PubMed

Wei, Guo-Wei

2013-12-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field.

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.

Soliton evolution and radiation loss for the sine-Gordon equation.

PubMed

Smyth, N F; Worthy, A L

1999-08-01

An approximate method for describing the evolution of solitonlike initial conditions to solitons for the sine-Gordon equation is developed. This method is based on using a solitonlike pulse with variable parameters in an averaged Lagrangian for the sine-Gordon equation. This averaged Lagrangian is then used to determine ordinary differential equations governing the evolution of the pulse parameters. The pulse evolves to a steady soliton by shedding dispersive radiation. The effect of this radiation is determined by examining the linearized sine-Gordon equation and loss terms are added to the variational equations derived from the averaged Lagrangian by using the momentum and energy conservation equations for the sine-Gordon equation. Solutions of the resulting approximate equations, which include loss, are found to be in good agreement with full numerical solutions of the sine-Gordon equation.

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.

Multi-Body Analysis of a Tiltrotor Configuration

NASA Technical Reports Server (NTRS)

Ghiringhelli, G. L.; Masarati, P.; Mantegazza, P.; Nixon, M. W.

1997-01-01

The paper describes the aeroelastic analysis of a tiltrotor configuration. The 1/5 scale wind tunnel semispan model of the V-22 tiltrotor aircraft is considered. The analysis is performed by means of a multi-body code, based on an original formulation. The differential equilibrium problem is stated in terms of first order differential equations. The equilibrium equations of every rigid body are written, together with the definitions of the momenta. The bodies are connected by kinematic constraints, applied in form of Lagrangian multipliers. Deformable components are mainly modelled by means of beam elements, based on an original finite volume formulation. Multi-disciplinar problems can be solved by adding user-defined differential equations. In the presented analysis the equations related to the control of the swash-plate of the model are considered. Advantages of a multi-body aeroelastic code over existing comprehensive rotorcraft codes include the exact modelling of the kinematics of the hub, the detailed modelling of the flexibility of critical hub components, and the possibility to simulate steady flight conditions as well as wind-up and maneuvers. The simulations described in the paper include: 1) the analysis of the aeroelastic stability, with particular regard to the proprotor/pylon instability that is peculiar to tiltrotors, 2) the determination of the dynamic behavior of the system and of the loads due to typical maneuvers, with particular regard to the conversion from helicopter to airplane mode, and 3) the stress evaluation in critical components, such as the pitch links and the conversion downstop spring.

Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure

NASA Astrophysics Data System (ADS)

Sinkala, W.

2011-01-01

Two approaches based on Lie group analysis are employed to obtain the closed-form solution of a partial differential equation derived by Francis A. Longstaff [J Financial Econom 1989;23:195-224] for the price of a discount bond in the double-square-root model of the term structure.

Differentiable McCormick relaxations

DOE PAGES

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

2016-05-27

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

Methods for parameter identification in oscillatory networks and application to cortical and thalamic 600 Hz activity.

PubMed

Leistritz, L; Suesse, T; Haueisen, J; Hilgenfeld, B; Witte, H

2006-01-01

Directed information transfer in the human brain occurs presumably by oscillations. As of yet, most approaches for the analysis of these oscillations are based on time-frequency or coherence analysis. The present work concerns the modeling of cortical 600 Hz oscillations, localized within the Brodmann Areas 3b and 1 after stimulation of the nervus medianus, by means of coupled differential equations. This approach leads to the so-called parameter identification problem, where based on a given data set, a set of unknown parameters of a system of ordinary differential equations is determined by special optimization procedures. Some suitable algorithms for this task are presented in this paper. Finally an oscillatory network model is optimally fitted to the data taken from ten volunteers.

Workload Characterization of CFD Applications Using Partial Differential Equation Solvers

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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.

Higher-order automatic differentiation of mathematical functions

NASA Astrophysics Data System (ADS)

Charpentier, Isabelle; Dal Cappello, Claude

2015-04-01

Functions of mathematical physics such as the Bessel functions, the Chebyshev polynomials, the Gauss hypergeometric function and so forth, have practical applications in many scientific domains. On the one hand, differentiation formulas provided in reference books apply to real or complex variables. These do not account for the chain rule. On the other hand, based on the chain rule, the automatic differentiation has become a natural tool in numerical modeling. Nevertheless automatic differentiation tools do not deal with the numerous mathematical functions. This paper describes formulas and provides codes for the higher-order automatic differentiation of mathematical functions. The first method is based on Faà di Bruno's formula that generalizes the chain rule. The second one makes use of the second order differential equation they satisfy. Both methods are exemplified with the aforementioned functions.

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

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.

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

NASA Astrophysics Data System (ADS)

Guo, Qiang

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

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.

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.

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.

Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

PubMed

Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

2018-03-29

Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Partial differential equation models in the socio-economic sciences.

PubMed

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

2014-11-13

Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

Wang, Lu; Zhang, Rong; Yang, Lin; Su, Yang; Ma, Feng

2018-03-01

In this paper, we explore the pricing of the assets of Asian rainbow options under the condition that the assets have self-similar and long-range dependence characteristics. Based on the principle of no arbitrage, stochastic differential equation, and partial differential equation, we obtain the pricing formula for two-asset rainbow options under fractional Brownian motion. Next, our Monte Carlo simulation experiments show that the derived pricing formula is accurate and effective. Finally, our sensitivity analysis of the influence of important parameters, such as the risk-free rate, Hurst exponent, and correlation coefficient, on the prices of Asian rainbow options further illustrate the rationality of our pricing model.

Nonlinear Differential Equations and Feedback Control Design for the Urban-Rural Resident Pension Insurance in China

NASA Astrophysics Data System (ADS)

Wang, Lijian

2015-12-01

Facing many problems of the urban-rural resident pension insurance system in China, one should firstly make sure that this system can be optimized. This paper, based on the modern control theory, sets up differential equations as models to describe the urban-rural resident pension insurance system, and discusses the globally asymptotic stability in the sense of Liapunov for the urban-rural resident pension insurance system in the new equilibrium point. This research sets the stage for our further discussion, and it is theoretically important and convenient for optimizing the urban-rural resident pension insurance system.

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.

Analytical solutions for systems of partial differential-algebraic equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2014-01-01

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

Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations.

PubMed

Tornøe, Christoffer W; Overgaard, Rune V; Agersø, Henrik; Nielsen, Henrik A; Madsen, Henrik; Jonsson, E Niclas

2005-08-01

The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise accounts for model misspecifications, the SDEs provide a diagnostic tool for model appropriateness. The focus of the article is on the implementation of the Extended Kalman Filter (EKF) in NONMEM for parameter estimation in SDE models. Various applications of SDEs in population PK/PD modeling are illustrated through a systematic model development example using clinical PK data of the gonadotropin releasing hormone (GnRH) antagonist degarelix. The dynamic noise estimates were used to track variations in model parameters and systematically build an absorption model for subcutaneously administered degarelix. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained by tracking unexplained variations in parameters.

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.

Wavelet-based spectral finite element dynamic analysis for an axially moving Timoshenko beam

NASA Astrophysics Data System (ADS)

Mokhtari, Ali; Mirdamadi, Hamid Reza; Ghayour, Mostafa

2017-08-01

In this article, wavelet-based spectral finite element (WSFE) model is formulated for time domain and wave domain dynamic analysis of an axially moving Timoshenko beam subjected to axial pretension. The formulation is similar to conventional FFT-based spectral finite element (SFE) model except that Daubechies wavelet basis functions are used for temporal discretization of the governing partial differential equations into a set of ordinary differential equations. The localized nature of Daubechies wavelet basis functions helps to rule out problems of SFE model due to periodicity assumption, especially during inverse Fourier transformation and back to time domain. The high accuracy of WSFE model is then evaluated by comparing its results with those of conventional finite element and SFE results. The effects of moving beam speed and axial tensile force on vibration and wave characteristics, and static and dynamic stabilities of moving beam are investigated.

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.

Exact analytic solutions for a global equation of plant cell growth.

PubMed

Pietruszka, Mariusz

2010-05-21

A generalization of the Lockhart equation for plant cell expansion in isotropic case is presented. The goal is to account for the temporal variation in the wall mechanical properties--in this case by making the wall extensibility a time dependent parameter. We introduce a time-differential equation describing the plant growth process with some key biophysical aspects considered. The aim of this work was to improve prior modeling efforts by taking into account the dynamic character of the plant cell wall with characteristics reminiscent of damped (aperiodic) motion. The equations selected to encapsulate the time evolution of the wall extensibility offer a new insight into the control of cell wall expansion. We find that the solutions to the time dependent second order differential equation reproduce much of the known experimental data for long- and short-time scales. Additionally, in order to support the biomechanical approach, a new growth equation based on the action of expansin proteins is proposed. Remarkably, both methods independently converge to the same kind, sigmoid-shaped, growth description functional V(t) proportional, exp(-exp(-t)), properly describing the volumetric growth and, consequently, growth rate as its time derivative. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Population-expression models of immune response

NASA Astrophysics Data System (ADS)

Stromberg, Sean P.; Antia, Rustom; Nemenman, Ilya

2013-06-01

The immune response to a pathogen has two basic features. The first is the expansion of a few pathogen-specific cells to form a population large enough to control the pathogen. The second is the process of differentiation of cells from an initial naive phenotype to an effector phenotype which controls the pathogen, and subsequently to a memory phenotype that is maintained and responsible for long-term protection. The expansion and the differentiation have been considered largely independently. Changes in cell populations are typically described using ecologically based ordinary differential equation models. In contrast, differentiation of single cells is studied within systems biology and is frequently modeled by considering changes in gene and protein expression in individual cells. Recent advances in experimental systems biology make available for the first time data to allow the coupling of population and high dimensional expression data of immune cells during infections. Here we describe and develop population-expression models which integrate these two processes into systems biology on the multicellular level. When translated into mathematical equations, these models result in non-conservative, non-local advection-diffusion equations. We describe situations where the population-expression approach can make correct inference from data while previous modeling approaches based on common simplifying assumptions would fail. We also explore how model reduction techniques can be used to build population-expression models, minimizing the complexity of the model while keeping the essential features of the system. While we consider problems in immunology in this paper, we expect population-expression models to be more broadly applicable.

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

ERIC Educational Resources Information Center

Kovacs, Zoltan

2010-01-01

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

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

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

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

Intuitive Understanding of Solutions of Partially Differential Equations

ERIC Educational Resources Information Center

Kobayashi, Y.

2008-01-01

This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…

Bio-inspired computational heuristics to study Lane-Emden systems arising in astrophysics model.

PubMed

Ahmad, Iftikhar; Raja, Muhammad Asif Zahoor; Bilal, Muhammad; Ashraf, Farooq

2016-01-01

This study reports novel hybrid computational methods for the solutions of nonlinear singular Lane-Emden type differential equation arising in astrophysics models by exploiting the strength of unsupervised neural network models and stochastic optimization techniques. In the scheme the neural network, sub-part of large field called soft computing, is exploited for modelling of the equation in an unsupervised manner. The proposed approximated solutions of higher order ordinary differential equation are calculated with the weights of neural networks trained with genetic algorithm, and pattern search hybrid with sequential quadratic programming for rapid local convergence. The results of proposed solvers for solving the nonlinear singular systems are in good agreements with the standard solutions. Accuracy and convergence the design schemes are demonstrated by the results of statistical performance measures based on the sufficient large number of independent runs.

Automatic simplification of systems of reaction-diffusion equations by a posteriori analysis.

PubMed

Maybank, Philip J; Whiteley, Jonathan P

2014-02-01

Many mathematical models in biology and physiology are represented by systems of nonlinear differential equations. In recent years these models have become increasingly complex in order to explain the enormous volume of data now available. A key role of modellers is to determine which components of the model have the greatest effect on a given observed behaviour. An approach for automatically fulfilling this role, based on a posteriori analysis, has recently been developed for nonlinear initial value ordinary differential equations [J.P. Whiteley, Model reduction using a posteriori analysis, Math. Biosci. 225 (2010) 44-52]. In this paper we extend this model reduction technique for application to both steady-state and time-dependent nonlinear reaction-diffusion systems. Exemplar problems drawn from biology are used to demonstrate the applicability of the technique. Copyright © 2014 Elsevier Inc. All rights reserved.

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.

Rotating flow over a stretching sheet in nanofluid using Buongiorno model and thermophysical properties of nanoliquids

NASA Astrophysics Data System (ADS)

Bakar, Nor Ashikin Abu; Bachok, Norfifah; Arifin, Norihan Md.

2017-08-01

The boundary layer flow and heat transfer in rotating nanofluid over a stretching sheet using Buongiorno model and thermophysical properties of nanoliquids is studied. Four types of nanoparticles, namely silver (Ag), copper (Cu), alumina (Al2O3) and titania (TiO2) are used in our analysis with water as the base fluid (Prandtl number, Pr = 6.2). The nonlinear partial differential equations are transformed into ordinary differential equations by using the similarity transformation. The numerical solutions of these equation is obtained using shooting method in Maple software. The numerical results is concentrated on the effects of nanoparticle volume fraction φ, Brownian motion Nb, thermophoresis Nt, rotation Ω and suction S parameters on the skin friction coefficient and heat transfer rate. Dual solutions are observed in a certain range of the rotating parameter.

Semi-analytical solutions of the Schnakenberg model of a reaction-diffusion cell with feedback

NASA Astrophysics Data System (ADS)

Al Noufaey, K. S.

2018-06-01

This paper considers the application of a semi-analytical method to the Schnakenberg model of a reaction-diffusion cell. The semi-analytical method is based on the Galerkin method which approximates the original governing partial differential equations as a system of ordinary differential equations. Steady-state curves, bifurcation diagrams and the region of parameter space in which Hopf bifurcations occur are presented for semi-analytical solutions and the numerical solution. The effect of feedback control, via altering various concentrations in the boundary reservoirs in response to concentrations in the cell centre, is examined. It is shown that increasing the magnitude of feedback leads to destabilization of the system, whereas decreasing this parameter to negative values of large magnitude stabilizes the system. The semi-analytical solutions agree well with numerical solutions of the governing equations.

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

Comparison of Implicit Collocation Methods for the Heat Equation

NASA Technical Reports Server (NTRS)

Kouatchou, Jules; Jezequel, Fabienne; Zukor, Dorothy (Technical Monitor)

2001-01-01

We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

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.

Analysis of Nonlinear Periodic and Aperiodic Media: Application to Optical Logic Gates

NASA Astrophysics Data System (ADS)

Yu, Yisheng

This dissertation is about the analysis of nonlinear periodic and aperiodic media and their application to the design of intensity controlled all optical logic gates: AND, OR, and NOT. A coupled nonlinear differential equation that characterizes the electromagnetic wave propagation in a nonlinear periodic (and aperiodic) medium has been derived from the first principle. The equations are general enough that it reflects the effect of transverse modal fields and can be used to analyze both co-propagating and counter propagating waves. A numerical technique based on the finite differences method and absorbing boundary condition has been developed to solve the coupled differential equations here. The numerical method is simple and accurate. Unlike the method based on characteristics that has been reported in the literature, this method does not involve integration and step sizes of time and space coordinates are decoupled. The decoupling provides independent choice for time and space step sizes. The concept of "gap soliton" has also been re-examined. The dissertation consists of four manuscripts. Manuscript I reports on the design of all optical logic gates: AND, OR, and NOT based on the bistability property of nonlinear periodic and aperiodic waveguiding structures. The functioning of the logic gates has been shown by analysis. The numerical technique that has been developed to solve the nonlinear differential equations are addressed in manuscript II. The effect of transverse modal fields on the bistable property of nonlinear periodic medium is reported in manuscript III. The concept of "gap soliton" that are generated in a nonlinear periodic medium has been re-examined. The details on the finding of the re-examination are discussed in manuscript IV.

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

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

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.

Differential formulation of the gyrokinetic Landau operator

DOE PAGES

Hirvijoki, Eero; Brizard, Alain J.; Pfefferlé, David

2017-01-05

Subsequent to the recent rigorous derivation of an energetically consistent gyrokinetic collision operator in the so-called Landau representation, this work investigates the possibility of finding a differential formulation of the gyrokinetic Landau collision operator. It is observed that, while a differential formulation is possible in the gyrokinetic phase space, reduction of the resulting system of partial differential equations to five dimensions via gyroaveraging poses a challenge. Finally, based on the present work, it is likely that the gyrocentre analogues of the Rosenbluth–MacDonald–Judd potential functions must be kept gyroangle dependent.

Group foliation of finite difference equations

NASA Astrophysics Data System (ADS)

Thompson, Robert; Valiquette, Francis

2018-06-01

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

A universal concept based on cellular neural networks for ultrafast and flexible solving of differential equations.

PubMed

Chedjou, Jean Chamberlain; Kyamakya, Kyandoghere

2015-04-01

This paper develops and validates a comprehensive and universally applicable computational concept for solving nonlinear differential equations (NDEs) through a neurocomputing concept based on cellular neural networks (CNNs). High-precision, stability, convergence, and lowest-possible memory requirements are ensured by the CNN processor architecture. A significant challenge solved in this paper is that all these cited computing features are ensured in all system-states (regular or chaotic ones) and in all bifurcation conditions that may be experienced by NDEs.One particular quintessence of this paper is to develop and demonstrate a solver concept that shows and ensures that CNN processors (realized either in hardware or in software) are universal solvers of NDE models. The solving logic or algorithm of given NDEs (possible examples are: Duffing, Mathieu, Van der Pol, Jerk, Chua, Rössler, Lorenz, Burgers, and the transport equations) through a CNN processor system is provided by a set of templates that are computed by our comprehensive templates calculation technique that we call nonlinear adaptive optimization. This paper is therefore a significant contribution and represents a cutting-edge real-time computational engineering approach, especially while considering the various scientific and engineering applications of this ultrafast, energy-and-memory-efficient, and high-precise NDE solver concept. For illustration purposes, three NDE models are demonstratively solved, and related CNN templates are derived and used: the periodically excited Duffing equation, the Mathieu equation, and the transport equation.

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.

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.

3-D zebrafish embryo image filtering by nonlinear partial differential equations.

PubMed

Rizzi, Barbara; Campana, Matteo; Zanella, Cecilia; Melani, Camilo; Cunderlik, Robert; Krivá, Zuzana; Bourgine, Paul; Mikula, Karol; Peyriéras, Nadine; Sarti, Alessandro

2007-01-01

We discuss application of nonlinear PDE based methods to filtering of 3-D confocal images of embryogenesis. We focus on the mean curvature driven and the regularized Perona-Malik equations, where standard as well as newly suggested edge detectors are used. After presenting the related mathematical models, the practical results are given and discussed by visual inspection and quantitatively using the mean Hausdorff distance.

Entropy-Based Approach To Nonlinear Stability

NASA Technical Reports Server (NTRS)

Merriam, Marshal L.

1991-01-01

NASA technical memorandum suggests schemes for numerical solution of differential equations of flow made more accurate and robust by invoking second law of thermodynamics. Proposes instead of using artificial viscosity to suppress such unphysical solutions as spurious numerical oscillations and nonlinear instabilities, one should formulate equations so that rate of production of entropy within each cell of computational grid be nonnegative, as required by second law.

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.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

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

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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.

Boundary-fitted coordinate systems for numerical solution of partial differential equations - A review

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Warsi, Z. U. A.; Mastin, C. W.

1982-01-01

A comprehensive review of methods of numerically generating curvilinear coordinate systems with coordinate lines coincident with all boundary segments is given. Some general mathematical framework and error analysis common to such coordinate systems is also included. The general categories of generating systems are those based on conformal mapping, orthogonal systems, nearly orthogonal systems, systems produced as the solution of elliptic and hyperbolic partial differential equations, and systems generated algebraically by interpolation among the boundaries. Also covered are the control of coordinate line spacing by functions embedded in the partial differential operators of the generating system and by subsequent stretching transformation. Dynamically adaptive coordinate systems, coupled with the physical solution, and time-dependent systems that follow moving boundaries are treated. References reporting experience using such coordinate systems are reviewed as well as those covering the system development.

Differential form representation of stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Haider, Michael; Russer, Johannes A.

2017-09-01

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

Adaptive moving mesh methods for simulating one-dimensional groundwater problems with sharp moving fronts

USGS Publications Warehouse

Huang, W.; Zheng, Lingyun; Zhan, X.

2002-01-01

Accurate modelling of groundwater flow and transport with sharp moving fronts often involves high computational cost, when a fixed/uniform mesh is used. In this paper, we investigate the modelling of groundwater problems using a particular adaptive mesh method called the moving mesh partial differential equation approach. With this approach, the mesh is dynamically relocated through a partial differential equation to capture the evolving sharp fronts with a relatively small number of grid points. The mesh movement and physical system modelling are realized by solving the mesh movement and physical partial differential equations alternately. The method is applied to the modelling of a range of groundwater problems, including advection dominated chemical transport and reaction, non-linear infiltration in soil, and the coupling of density dependent flow and transport. Numerical results demonstrate that sharp moving fronts can be accurately and efficiently captured by the moving mesh approach. Also addressed are important implementation strategies, e.g. the construction of the monitor function based on the interpolation error, control of mesh concentration, and two-layer mesh movement. Copyright ?? 2002 John Wiley and Sons, Ltd.

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.

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

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

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

2005-08-10

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

Explicating mathematical thinking in differential equations using a computer algebra system

NASA Astrophysics Data System (ADS)

Zeynivandnezhad, Fereshteh; Bates, Rachel

2018-07-01

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

Improved Filon-type asymptotic methods for highly oscillatory differential equations with multiple time scales

NASA Astrophysics Data System (ADS)

Wang, Bin; Wu, Xinyuan

2014-11-01

In this paper we consider multi-frequency highly oscillatory second-order differential equations x″ (t) + Mx (t) = f (t , x (t) ,x‧ (t)) where high-frequency oscillations are generated by the linear part Mx (t), and M is positive semi-definite (not necessarily nonsingular). It is known that Filon-type methods are effective approach to numerically solving highly oscillatory problems. Unfortunately, however, existing Filon-type asymptotic methods fail to apply to the highly oscillatory second-order differential equations when M is singular. We study and propose an efficient improvement on the existing Filon-type asymptotic methods, so that the improved Filon-type asymptotic methods can be able to numerically solving this class of multi-frequency highly oscillatory systems with a singular matrix M. The improved Filon-type asymptotic methods are designed by combining Filon-type methods with the asymptotic methods based on the variation-of-constants formula. We also present one efficient and practical improved Filon-type asymptotic method which can be performed at lower cost. Accompanying numerical results show the remarkable efficiency.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

Arbitrarily high-order time-stepping schemes based on the operator spectrum theory for high-dimensional nonlinear Klein-Gordon equations

NASA Astrophysics Data System (ADS)

Liu, Changying; Wu, Xinyuan

2017-07-01

In this paper we explore arbitrarily high-order Lagrange collocation-type time-stepping schemes for effectively solving high-dimensional nonlinear Klein-Gordon equations with different boundary conditions. We begin with one-dimensional periodic boundary problems and first formulate an abstract ordinary differential equation (ODE) on a suitable infinity-dimensional function space based on the operator spectrum theory. We then introduce an operator-variation-of-constants formula which is essential for the derivation of our arbitrarily high-order Lagrange collocation-type time-stepping schemes for the nonlinear abstract ODE. The nonlinear stability and convergence are rigorously analysed once the spatial differential operator is approximated by an appropriate positive semi-definite matrix under some suitable smoothness assumptions. With regard to the two dimensional Dirichlet or Neumann boundary problems, our new time-stepping schemes coupled with discrete Fast Sine / Cosine Transformation can be applied to simulate the two-dimensional nonlinear Klein-Gordon equations effectively. All essential features of the methodology are present in one-dimensional and two-dimensional cases, although the schemes to be analysed lend themselves with equal to higher-dimensional case. The numerical simulation is implemented and the numerical results clearly demonstrate the advantage and effectiveness of our new schemes in comparison with the existing numerical methods for solving nonlinear Klein-Gordon equations in the literature.

CRPropa 3.1—a low energy extension based on stochastic differential equations

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

Merten, Lukas; Tjus, Julia Becker; Eichmann, Björn

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us tomore » use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ{sub ∥} and perpendicular κ{sub ⊥} diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.« less

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.

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.

Differential geometry based solvation model I: Eulerian formulation

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

Differential geometry based solvation model I: Eulerian formulation

PubMed Central

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

2010-01-01

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

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

Performance of thermal deposition and mass flux condition on bioconvection nanoparticles containing gyrotactic microorganisms

NASA Astrophysics Data System (ADS)

Iqbal, Z.; Ahmad, Bilal

2017-11-01

This is an attempt to investigate the influence of thermal radiation on the movement of motile gyrotactic microorganisms submerged in a water-based nanofluid flow over a nonlinear stretching sheet. The mathematical modeling of this physical problem leads to a system of nonlinear coupled partial differential equations. The problem is tackled by converting nonlinear partial differential equations into the system of highly nonlinear ordinary differential equations. The resulting nonlinear equations of momentum, energy, concentration of nanoparticles and motile gyrotactic microorganisms along with the mass flux condition are solved numerically by means of a shooting algorithm. The effects of the involved physical parameters of interest are discussed graphically. The values of the skin friction coefficient, Nusselt number, Sherwood number and local density number of motile microorganisms are tabulated for detailed analysis on the flow pattern at the stretching surface. It is concluded that the nanofluid temperature is an increasing function of the thermal radiation and the Biot number parameter. An opposite trend is observed for the local Nusselt number. The association with the preceding results in limiting sense is shown as well. A tremendous agreement of the current study in a restrictive manner is achieved as well. In addition, flow configurations through stream functions are presented and deliberated significantly.

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Nonlinear analysis of 0-3 polarized PLZT microplate based on the new modified couple stress theory

NASA Astrophysics Data System (ADS)

Wang, Liming; Zheng, Shijie

2018-02-01

In this study, based on the new modified couple stress theory, the size- dependent model for nonlinear bending analysis of a pure 0-3 polarized PLZT plate is developed for the first time. The equilibrium equations are derived from a variational formulation based on the potential energy principle and the new modified couple stress theory. The Galerkin method is adopted to derive the nonlinear algebraic equations from governing differential equations. And then the nonlinear algebraic equations are solved by using Newton-Raphson method. After simplification, the new model includes only a material length scale parameter. In addition, numerical examples are carried out to study the effect of material length scale parameter on the nonlinear bending of a simply supported pure 0-3 polarized PLZT plate subjected to light illumination and uniform distributed load. The results indicate the new model is able to capture the size effect and geometric nonlinearity.

Asynchronous adaptive time step in quantitative cellular automata modeling

PubMed Central

Zhu, Hao; Pang, Peter YH; Sun, Yan; Dhar, Pawan

2004-01-01

Background The behaviors of cells in metazoans are context dependent, thus large-scale multi-cellular modeling is often necessary, for which cellular automata are natural candidates. Two related issues are involved in cellular automata based multi-cellular modeling: how to introduce differential equation based quantitative computing to precisely describe cellular activity, and upon it, how to solve the heavy time consumption issue in simulation. Results Based on a modified, language based cellular automata system we extended that allows ordinary differential equations in models, we introduce a method implementing asynchronous adaptive time step in simulation that can considerably improve efficiency yet without a significant sacrifice of accuracy. An average speedup rate of 4–5 is achieved in the given example. Conclusions Strategies for reducing time consumption in simulation are indispensable for large-scale, quantitative multi-cellular models, because even a small 100 × 100 × 100 tissue slab contains one million cells. Distributed and adaptive time step is a practical solution in cellular automata environment. PMID:15222901

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.

Classical eighth- and lower-order Runge-Kutta-Nystroem formulas with a new stepsize control procedure for special second-order differential equations

NASA Technical Reports Server (NTRS)

Fehlberg, E.

1973-01-01

New Runge-Kutta-Nystrom formulas of the eighth, seventh, sixth, and fifth order are derived for the special second-order (vector) differential equation x = f (t,x). In contrast to Runge-Kutta-Nystrom formulas of an earlier NASA report, these formulas provide a stepsize control procedure based on the leading term of the local truncation error in x. This new procedure is more accurate than the earlier Runge-Kutta-Nystrom procedure (with stepsize control based on the leading term of the local truncation error in x) when integrating close to singularities. Two central orbits are presented as examples. For these orbits, the accuracy and speed of the formulas of this report are compared with those of Runge-Kutta-Nystrom and Runge-Kutta formulas of earlier NASA reports.

Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing empirical return and trading activity time series from the Forex. From the empirical time series we obtain probability density functions of burst and inter-burst duration. Our analysis reveals that the power-law exponents of the obtained probability density functions are close to 3 / 2, which is a characteristic feature of the one-dimensional stochastic processes. This is in a good agreement with earlier proposed model of absolute return based on the non-linear stochastic differential equations derived from the agent-based herding model.

Meshless Solution of the Problem on the Static Behavior of Thin and Thick Laminated Composite Beams

NASA Astrophysics Data System (ADS)

Xiang, S.; Kang, G. W.

2018-03-01

For the first time, the static behavior of laminated composite beams is analyzed using the meshless collocation method based on a thin-plate-spline radial basis function. In the approximation of a partial differential equation by using a radial basis function, the shape parameter has an important role in ensuring the numerical accuracy. The choice of a shape parameter in the thin plate spline radial basis function is easier than in other radial basis functions. The governing differential equations are derived based on Reddy's third-order shear deformation theory. Numerical results are obtained for symmetric cross-ply laminated composite beams with simple-simple and cantilever boundary conditions under a uniform load. The results found are compared with available published ones and demonstrate the accuracy of the present method.

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.

NIMROD: a program for inference via a normal approximation of the posterior in models with random effects based on ordinary differential equations.

PubMed

Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe

2013-08-01

Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

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

ERIC Educational Resources Information Center

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

1983-01-01

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

Local algebraic analysis of differential systems

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2015-06-01

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

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.

Dielectric metasurfaces solve differential and integro-differential equations.

PubMed

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

2017-04-01

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

An almost symmetric Strang splitting scheme for nonlinear evolution equations☆

PubMed Central

Einkemmer, Lukas; Ostermann, Alexander

2014-01-01

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation. PMID:25844017

A low dimensional dynamical system for the wall layer

NASA Technical Reports Server (NTRS)

Aubry, N.; Keefe, L. R.

1987-01-01

Low dimensional dynamical systems which model a fully developed turbulent wall layer were derived.The model is based on the optimally fast convergent proper orthogonal decomposition, or Karhunen-Loeve expansion. This decomposition provides a set of eigenfunctions which are derived from the autocorrelation tensor at zero time lag. Via Galerkin projection, low dimensional sets of ordinary differential equations in time, for the coefficients of the expansion, were derived from the Navier-Stokes equations. The energy loss to the unresolved modes was modeled by an eddy viscosity representation, analogous to Heisenberg's spectral model. A set of eigenfunctions and eigenvalues were obtained from direct numerical simulation of a plane channel at a Reynolds number of 6600, based on the mean centerline velocity and the channel width flow and compared with previous work done by Herzog. Using the new eigenvalues and eigenfunctions, a new ten dimensional set of ordinary differential equations were derived using five non-zero cross-stream Fourier modes with a periodic length of 377 wall units. The dynamical system was integrated for a range of the eddy viscosity prameter alpha. This work is encouraging.

Hyperboloidal evolution of test fields in three spatial dimensions

NASA Astrophysics Data System (ADS)

Zenginoǧlu, Anıl; Kidder, Lawrence E.

2010-06-01

We present the numerical implementation of a clean solution to the outer boundary and radiation extraction problems within the 3+1 formalism for hyperbolic partial differential equations on a given background. Our approach is based on compactification at null infinity in hyperboloidal scri fixing coordinates. We report numerical tests for the particular example of a scalar wave equation on Minkowski and Schwarzschild backgrounds. We address issues related to the implementation of the hyperboloidal approach for the Einstein equations, such as nonlinear source functions, matching, and evaluation of formally singular terms at null infinity.

A modification of \\mathsf {WKB} method for fractional differential operators of Schrödinger's type

NASA Astrophysics Data System (ADS)

Sayevand, K.; Pichaghchi, K.

2017-09-01

In this paper, we were concerned with the description of the singularly perturbed differential equations within the scope of fractional calculus. However, we shall note that one of the main methods used to solve these problems is the so-called WKB method. We should mention that this was not achievable via the existing fractional derivative definitions, because they do not obey the chain rule. In order to accommodate the WKB to the scope of fractional derivative, we proposed a relatively new derivative called the local fractional derivative. By use of properties of local fractional derivative, we extend the WKB method in the scope of the fractional differential equation. By means of this extension, the WKB analysis based on the Borel resummation, for fractional differential operators of WKB type are investigated. The convergence and the Mittag-Leffler stability of the proposed approach is proven. The obtained results are in excellent agreement with the existing ones in open literature and it is shown that the present approach is very effective and accurate. Furthermore, we are mainly interested to construct the solution of fractional Schrödinger equation in the Mittag-Leffler form and how it leads naturally to this semi-classical approximation namely modified WKB.

Linear and nonlinear stability of the Blasius boundary layer

NASA Technical Reports Server (NTRS)

Bertolotti, F. P.; Herbert, TH.; Spalart, P. R.

1992-01-01

Two new techniques for the study of the linear and nonlinear instability in growing boundary layers are presented. The first technique employs partial differential equations of parabolic type exploiting the slow change of the mean flow, disturbance velocity profiles, wavelengths, and growth rates in the streamwise direction. The second technique solves the Navier-Stokes equation for spatially evolving disturbances using buffer zones adjacent to the inflow and outflow boundaries. Results of both techniques are in excellent agreement. The linear and nonlinear development of Tollmien-Schlichting (TS) waves in the Blasius boundary layer is investigated with both techniques and with a local procedure based on a system of ordinary differential equations. The results are compared with previous work and the effects of non-parallelism and nonlinearity are clarified. The effect of nonparallelism is confirmed to be weak and, consequently, not responsible for the discrepancies between measurements and theoretical results for parallel flow.

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.

On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Lu, Zhaoyang; Xu, Wei; Sun, Decai; Han, Weiguo

2009-10-01

In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, respectively. When the surplus is above this threshold level, dividends are paid at a constant rate that does not exceed the premium rate. Two systems of integro-differential equations for discounted penalty functions are derived, based on whether the surplus is above this threshold level. Laplace transformations of the discounted penalty functions when the surplus is below the threshold level are obtained. And we also derive a system of renewal equations satisfied by the discounted penalty function with initial surplus above the threshold strategy via the Dickson-Hipp operator. Finally, analytical solutions of the two systems of integro-differential equations are presented.

GVE-Based Dynamics and Control for Formation Flying Spacecraft

NASA Technical Reports Server (NTRS)

Breger, Louis; How, Jonathan P.

2004-01-01

Formation flying is an enabling technology for many future space missions. This paper presents extensions to the equations of relative motion expressed in Keplerian orbital elements, including new initialization techniques for general formation configurations. A new linear time-varying form of the equations of relative motion is developed from Gauss Variational Equations and used in a model predictive controller. The linearizing assumptions for these equations are shown to be consistent with typical formation flying scenarios. Several linear, convex initialization techniques are presented, as well as a general, decentralized method for coordinating a tetrahedral formation using differential orbital elements. Control methods are validated using a commercial numerical propagator.

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.