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

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

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

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.

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...

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).

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.

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.

A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

NASA Technical Reports Server (NTRS)

Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)

2002-01-01

We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.

Analysis of 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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

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

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.

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.

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.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

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.

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.

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

The 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.

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.

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.

The discrete adjoint method for parameter identification in multibody system dynamics.

PubMed

Lauß, Thomas; Oberpeilsteiner, Stefan; Steiner, Wolfgang; Nachbagauer, Karin

2018-01-01

The adjoint method is an elegant approach for the computation of the gradient of a cost function to identify a set of parameters. An additional set of differential equations has to be solved to compute the adjoint variables, which are further used for the gradient computation. However, the accuracy of the numerical solution of the adjoint differential equation has a great impact on the gradient. Hence, an alternative approach is the discrete adjoint method , where the adjoint differential equations are replaced by algebraic equations. Therefore, a finite difference scheme is constructed for the adjoint system directly from the numerical time integration method. The method provides the exact gradient of the discretized cost function subjected to the discretized equations of motion.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-09-01

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

Formulation and application of optimal homotopty asymptotic method to coupled differential-difference equations.

PubMed

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

2015-01-01

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

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

PubMed Central

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

2015-01-01

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

A homotopy analysis method for the nonlinear partial differential equations arising in engineering

NASA Astrophysics Data System (ADS)

Hariharan, G.

2017-05-01

In this article, we have established the homotopy analysis method (HAM) for solving a few partial differential equations arising in engineering. This technique provides the solutions in rapid convergence series with computable terms for the problems with high degree of nonlinear terms appearing in the governing differential equations. The convergence analysis of the proposed method is also discussed. Finally, we have given some illustrative examples to demonstrate the validity and applicability of the proposed method.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

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.

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.

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

PubMed

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

2015-07-01

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

A fourth-order box method for solving the boundary layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1977-01-01

A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.

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.

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…

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

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

Modified harmonic balance method for the solution of nonlinear jerk equations

NASA Astrophysics Data System (ADS)

Rahman, M. Saifur; Hasan, A. S. M. Z.

2018-03-01

In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.

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.

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

PubMed Central

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

2015-01-01

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

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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.

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.

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.

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.

Solving ay'' + by' + cy = 0 with a Simple Product Rule Approach

ERIC Educational Resources Information Center

Tolle, John

2011-01-01

When elementary ordinary differential equations (ODEs) of first and second order are included in the calculus curriculum, second-order linear constant coefficient ODEs are typically solved by a method more appropriate to differential equations courses. This method involves the characteristic equation and its roots, complex-valued solutions, and…

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

Numerical integration of ordinary differential equations of various orders

NASA Technical Reports Server (NTRS)

Gear, C. W.

1969-01-01

Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.

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.

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.

Homotopy perturbation method with Laplace Transform (LT-HPM) for solving Lane-Emden type differential equations (LETDEs).

PubMed

Tripathi, Rajnee; Mishra, Hradyesh Kumar

2016-01-01

In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

NASA Astrophysics Data System (ADS)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

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.

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…

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

ERIC Educational Resources Information Center

Kull, Trent C.

2011-01-01

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

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.

Variation of Parameters in Differential Equations (A Variation in Making Sense of Variation of Parameters)

ERIC Educational Resources Information Center

Quinn, Terry; Rai, Sanjay

2012-01-01

The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…

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.

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…

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.

Quasi-generalized variables

NASA Technical Reports Server (NTRS)

Baumgarten, J.; Ostermeyer, G. P.

1986-01-01

The numerical solution of a system of differential and algebraic equations is difficult, due to the appearance of numerical instabilities. A method is presented here which permits numerical solutions of such a system to be obtained which satisfy the algebraic constraint equations exactly without reducing the order of the differential equations. The method is demonstrated using examples from mechanics.

The Use of Kruskal-Newton Diagrams for Differential Equations

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

T. Fishaleck and R.B. White

2008-02-19

The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2004-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear 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 using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.

Conservation properties of numerical integration methods for systems of ordinary differential equations

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1976-01-01

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

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

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

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

Description and use of LSODE, the Livermore Solver for Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Radhakrishnan, Krishnan; Hindmarsh, Alan C.

1993-01-01

LSODE, the Livermore Solver for Ordinary Differential Equations, is a package of FORTRAN subroutines designed for the numerical solution of the initial value problem for a system of ordinary differential equations. It is particularly well suited for 'stiff' differential systems, for which the backward differentiation formula method of orders 1 to 5 is provided. The code includes the Adams-Moulton method of orders 1 to 12, so it can be used for nonstiff problems as well. In addition, the user can easily switch methods to increase computational efficiency for problems that change character. For both methods a variety of corrector iteration techniques is included in the code. Also, to minimize computational work, both the step size and method order are varied dynamically. This report presents complete descriptions of the code and integration methods, including their implementation. It also provides a detailed guide to the use of the code, as well as an illustrative example problem.

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.

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.

Some efficient methods for obtaining infinite series solutions of n-th order linear ordinary differential equations

NASA Technical Reports Server (NTRS)

Allen, G.

1972-01-01

The use of the theta-operator method and generalized hypergeometric functions in obtaining solutions to nth-order linear ordinary differential equations is explained. For completeness, the analysis of the differential equation to determine whether the point of expansion is an ordinary point or a regular singular point is included. The superiority of the two methods shown over the standard method is demonstrated by using all three of the methods to work out several examples. Also included is a compendium of formulae and properties of the theta operator and generalized hypergeometric functions which is complete enough to make the report self-contained.

Analytical approximate solutions for a general class of nonlinear delay differential equations.

PubMed

Căruntu, Bogdan; Bota, Constantin

2014-01-01

We use the polynomial least squares method (PLSM), which allows us to compute analytical approximate polynomial solutions for a very general class of strongly nonlinear delay differential equations. The method is tested by computing approximate solutions for several applications including the pantograph equations and a nonlinear time-delay model from biology. The accuracy of the method is illustrated by a comparison with approximate solutions previously computed using other methods.

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.

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

NASA Astrophysics Data System (ADS)

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

2009-08-01

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

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.

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

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

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

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

Solving Nonlinear Fractional Differential Equation by Generalized Mittag-Leffler Function Method

NASA Astrophysics Data System (ADS)

Arafa, A. A. M.; Rida, S. Z.; Mohammadein, A. A.; Ali, H. M.

2013-06-01

In this paper, we use Mittag—Leffler function method for solving some nonlinear fractional differential equations. A new solution is constructed in power series. The fractional derivatives are described by Caputo's sense. To illustrate the reliability of the method, some examples are provided.

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

On time discretizations for spectral methods. [numerical integration of Fourier and Chebyshev methods for dynamic partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1980-01-01

New methods are introduced for the time integration of the Fourier and Chebyshev methods of solution for dynamic differential equations. These methods are unconditionally stable, even though no matrix inversions are required. Time steps are chosen by accuracy requirements alone. For the Fourier method both leapfrog and Runge-Kutta methods are considered. For the Chebyshev method only Runge-Kutta schemes are tested. Numerical calculations are presented to verify the analytic results. Applications to the shallow water equations are presented.

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.

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

Isa, Sharena Mohamad; Ali, Anati

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

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…

A new treatment of nonlocality in scattering process

NASA Astrophysics Data System (ADS)

Upadhyay, N. J.; Bhagwat, A.; Jain, B. K.

2018-01-01

Nonlocality in the scattering potential leads to an integro-differential equation. In this equation nonlocality enters through an integral over the nonlocal potential kernel. The resulting Schrödinger equation is usually handled by approximating r,{r}{\\prime }-dependence of the nonlocal kernel. The present work proposes a novel method to solve the integro-differential equation. The method, using the mean value theorem of integral calculus, converts the nonhomogeneous term to a homogeneous term. The effective local potential in this equation turns out to be energy independent, but has relative angular momentum dependence. This method is accurate and valid for any form of nonlocality. As illustrative examples, the total and differential cross sections for neutron scattering off 12C, 56Fe and 100Mo nuclei are calculated with this method in the low energy region (up to 10 MeV) and are found to be in reasonable accord with the experiments.

Probabilistic density function method for nonlinear dynamical systems driven by colored noise

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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.

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.

Some applications of Lie groups in astrodynamics

NASA Technical Reports Server (NTRS)

Jackson, A. A.

1983-01-01

Differential equations that arise in astrodynamics are examined from the standpoint of Lie group theory. A summary of the Lie method is given for first degree differential equations. The Kepler problem in Hamiltonian form is treated by this method. Extension of the Lie method to optimal trajectories is outlined.

Numerical method for the solution of large systems of differential equations of the boundary layer type

NASA Technical Reports Server (NTRS)

Green, M. J.; Nachtsheim, P. R.

1972-01-01

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

Investigation of Solitary wave solutions for Vakhnenko-Parkes equation via exp-function and Exp(-ϕ(ξ))-expansion method.

PubMed

Roshid, Harun-Or; Kabir, Md Rashed; Bhowmik, Rajandra Chadra; Datta, Bimal Kumar

2014-01-01

In this paper, we have described two dreadfully important methods to solve nonlinear partial differential equations which are known as exp-function and the exp(-ϕ(ξ)) -expansion method. Recently, there are several methods to use for finding analytical solutions of the nonlinear partial differential equations. The methods are diverse and useful for solving the nonlinear evolution equations. With the help of these methods, we are investigated the exact travelling wave solutions of the Vakhnenko- Parkes equation. The obtaining soliton solutions of this equation are described many physical phenomena for weakly nonlinear surface and internal waves in a rotating ocean. Further, three-dimensional plots of the solutions such as solitons, singular solitons, bell type solitary wave i.e. non-topological solitons solutions and periodic solutions are also given to visualize the dynamics of the equation.

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

Development of New Methods for the Solution of Nonlinear Differential Equations by the Method of Lie Series and Extension to New Fields.

DTIC Science & Technology

perturbation formulas of Groebner (1960) and Alexseev (1961) for the solution of ordinary differential equations. These formulas are generalized and...iteration methods are given, which include the Methods of Picard, Groebner -Knapp, Poincare, Chen, as special cases. Chapter 3 generalizes an iterated

Error estimation in the neural network solution of ordinary differential equations.

PubMed

Filici, Cristian

2010-06-01

In this article a method of error estimation for the neural approximation of the solution of an Ordinary Differential Equation is presented. Some examples of the application of the method support the theory presented. Copyright 2010. Published by Elsevier Ltd.

Critical study of higher order numerical methods for solving the boundary-layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1978-01-01

A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.

The use of spectral methods in bidomain studies.

PubMed

Trayanova, N; Pilkington, T

1992-01-01

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

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…

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…

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1971-01-01

Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

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

EPA Science Inventory

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

Modeling 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…

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.

Discussion summary: Fictitious domain methods

NASA Technical Reports Server (NTRS)

Glowinski, Rowland; Rodrigue, Garry

1991-01-01

Fictitious Domain methods are constructed in the following manner: Suppose a partial differential equation is to be solved on an open bounded set, Omega, in 2-D or 3-D. Let R be a rectangle domain containing the closure of Omega. The partial differential equation is first solved on R. Using the solution on R, the solution of the equation on Omega is then recovered by some procedure. The advantage of the fictitious domain method is that in many cases the solution of a partial differential equation on a rectangular region is easier to compute than on a nonrectangular region. Fictitious domain methods for solving elliptic PDEs on general regions are also very efficient when used on a parallel computer. The reason is that one can use the many domain decomposition methods that are available for solving the PDE on the fictitious rectangular region. The discussion on fictitious domain methods began with a talk by R. Glowinski in which he gave some examples of a variational approach to ficititious domain methods for solving the Helmholtz and Navier-Stokes equations.

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.

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

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.

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

PubMed

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

2014-01-01

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

Differential 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.

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.

Sparse dynamics for partial differential equations

PubMed Central

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

2013-01-01

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

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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

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.

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.

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

NASA Astrophysics Data System (ADS)

S Saha, Ray

2016-04-01

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

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.

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.

Topics in spectral methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1985-01-01

After detailing the construction of spectral approximations to time-dependent mixed initial boundary value problems, a study is conducted of differential equations of the form 'partial derivative of u/partial derivative of t = Lu + f', where for each t, u(t) belongs to a Hilbert space such that u satisfies homogeneous boundary conditions. For the sake of simplicity, it is assumed that L is an unbounded, time-independent linear operator. Attention is given to Fourier methods of both Galerkin and pseudospectral method types, the Galerkin method, the pseudospectral Chebyshev and Legendre methods, the error equation, hyperbolic partial differentiation equations, and time discretization and iterative methods.

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.

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.

Ordinary differential equations.

PubMed

Lebl, Jiří

2013-01-01

In this chapter we provide an overview of the basic theory of ordinary differential equations (ODE). We give the basics of analytical methods for their solutions and also review numerical methods. The chapter should serve as a primer for the basic application of ODEs and systems of ODEs in practice. As an example, we work out the equations arising in Michaelis-Menten kinetics and give a short introduction to using Matlab for their numerical solution.

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.

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

NASA Technical Reports Server (NTRS)

Phillips, T. N.

1983-01-01

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

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

The method of lines in three dimensional fracture mechanics

NASA Technical Reports Server (NTRS)

Gyekenyesi, J.; Berke, L.

1980-01-01

A review of recent developments in the calculation of design parameters for fracture mechanics by the method of lines (MOL) is presented. Three dimensional elastic and elasto-plastic formulations are examined and results from previous and current research activities are reported. The application of MOL to the appropriate partial differential equations of equilibrium leads to coupled sets of simultaneous ordinary differential equations. Solutions of these equations are obtained by the Peano-Baker and by the recurrance relations methods. The advantages and limitations of both solution methods from the computational standpoint are summarized.

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.

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.

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.

Direct application of Padé approximant for solving nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Garcia-Gervacio, Jose Luis; Huerta-Chua, Jesus; Morales-Mendoza, Luis Javier; Gonzalez-Lee, Mario

2014-01-01

This work presents a direct procedure to apply Padé method to find approximate solutions for nonlinear differential equations. Moreover, we present some cases study showing the strength of the method to generate highly accurate rational approximate solutions compared to other semi-analytical methods. The type of tested nonlinear equations are: a highly nonlinear boundary value problem, a differential-algebraic oscillator problem, and an asymptotic problem. The high accurate handy approximations obtained by the direct application of Padé method shows the high potential if the proposed scheme to approximate a wide variety of problems. What is more, the direct application of the Padé approximant aids to avoid the previous application of an approximative method like Taylor series method, homotopy perturbation method, Adomian Decomposition method, homotopy analysis method, variational iteration method, among others, as tools to obtain a power series solutions to post-treat with the Padé approximant. 34L30.

A Textbook for a First Course in Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

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

1999-01-01

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

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.

Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks

NASA Astrophysics Data System (ADS)

Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam

2008-12-01

We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.

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 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.

Differential equation models for sharp threshold dynamics.

PubMed

Schramm, Harrison C; Dimitrov, Nedialko B

2014-01-01

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

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

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.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

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.

Solutions of differential equations with regular coefficients by the methods of Richmond and Runge-Kutta

NASA Technical Reports Server (NTRS)

Cockrell, C. R.

1989-01-01

Numerical solutions of the differential equation which describe the electric field within an inhomogeneous layer of permittivity, upon which a perpendicularly-polarized plane wave is incident, are considered. Richmond's method and the Runge-Kutta method are compared for linear and exponential profiles of permittivities. These two approximate solutions are also compared with the exact solutions.

Theory and practice of solving ordinary differential equations (ODEs). [Runge-Kutta method; lectures in Spanish

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

Shampine, L.F.

1978-04-01

Between January 23 and 27, 1978, several lectures were presented at the Instituto de Investigaciones en Matematicas Aplicadas y en Sistemas, National University of Mexico, Mexico City. The author concentrated on the Runge--Kutta method of solving differential equations because its details are simple and it is illustrative of classical perturbation and asymptotic methods.

A spectral mimetic least-squares method

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

Bochev, Pavel; Gerritsma, Marc

We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less

A spectral mimetic least-squares method

DOE PAGES

Bochev, Pavel; Gerritsma, Marc

2014-09-01

We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less

Alternate solution to generalized Bernoulli equations via an integrating factor: an exact differential equation approach

NASA Astrophysics Data System (ADS)

Tisdell, C. C.

2017-08-01

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 through a substitution. The purpose of this note is to present an alternative approach using 'exact methods', illustrating that a substitution and linearization of the problem is unnecessary. The ideas may be seen as forming a complimentary and arguably simpler approach to Azevedo and Valentino that have the potential to be assimilated and adapted to pedagogical needs of those learning and teaching exact differential equations in schools, colleges, universities and polytechnics. We illustrate how to apply the ideas through an analysis of the Gompertz equation, which is of interest in biomathematical models of tumour growth.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Finite difference and Runge-Kutta methods for solving vibration problems

NASA Astrophysics Data System (ADS)

Lintang Renganis Radityani, Scolastika; Mungkasi, Sudi

2017-11-01

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

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

NASA Technical Reports Server (NTRS)

Carleton, O.

1972-01-01

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

Application of the Finite Element Method in Atomic and Molecular Physics

NASA Technical Reports Server (NTRS)

Shertzer, Janine

2007-01-01

The finite element method (FEM) is a numerical algorithm for solving second order differential equations. It has been successfully used to solve many problems in atomic and molecular physics, including bound state and scattering calculations. To illustrate the diversity of the method, we present here details of two applications. First, we calculate the non-adiabatic dipole polarizability of Hi by directly solving the first and second order equations of perturbation theory with FEM. In the second application, we calculate the scattering amplitude for e-H scattering (without partial wave analysis) by reducing the Schrodinger equation to set of integro-differential equations, which are then solved with FEM.

Solution of time fractional Black-Scholes European option pricing equation arising in financial market

NASA Astrophysics Data System (ADS)

Ravi Kanth, A. S. V.; Aruna, K.

2016-12-01

In this paper, we present fractional differential transform method (FDTM) and modified fractional differential transform method (MFDTM) for the solution of time fractional Black-Scholes European option pricing equation. The method finds the solution without any discretization, transformation, or restrictive assumptions with the use of appropriate initial or boundary conditions. The efficiency and exactitude of the proposed methods are tested by means of three examples.

Properties of Solutions to the Irving-Mullineux Oscillator Equation

NASA Astrophysics Data System (ADS)

Mickens, Ronald E.

2002-10-01

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

A 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.

Stabilization of computational procedures for constrained dynamical systems

NASA Technical Reports Server (NTRS)

Park, K. C.; Chiou, J. C.

1988-01-01

A new stabilization method of treating constraints in multibody dynamical systems is presented. By tailoring a penalty form of the constraint equations, the method achieves stabilization without artificial damping and yields a companion matrix differential equation for the constraint forces; hence, the constraint forces are obtained by integrating the companion differential equation for the constraint forces in time. A principal feature of the method is that the errors committed in each constraint condition decay with its corresponding characteristic time scale associated with its constraint force. Numerical experiments indicate that the method yields a marked improvement over existing techniques.

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.

Multi-off-grid methods in multi-step integration of ordinary differential equations

NASA Technical Reports Server (NTRS)

Beaudet, P. R.

1974-01-01

Description of methods of solving first- and second-order systems of differential equations in which all derivatives are evaluated at off-grid locations in order to circumvent the Dahlquist stability limitation on the order of on-grid methods. The proposed multi-off-grid methods require off-grid state predictors for the evaluation of the n derivatives at each step. Progressing forward in time, the off-grid states are predicted using a linear combination of back on-grid state values and off-grid derivative evaluations. A comparison is made between the proposed multi-off-grid methods and the corresponding Adams and Cowell on-grid integration techniques in integrating systems of ordinary differential equations, showing a significant reduction in the error at larger step sizes in the case of the multi-off-grid integrator.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

A study of numerical methods of solution of the equations of motion of a controlled satellite under the influence of gravity gradient torque

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Mcwhorter, J. C.; Siddiqi, S. A.; Shanks, S. P.

1973-01-01

Numerical methods of integration of the equations of motion of a controlled satellite under the influence of gravity-gradient torque are considered. The results of computer experimentation using a number of Runge-Kutta, multi-step, and extrapolation methods for the numerical integration of this differential system are presented, and particularly efficient methods are noted. A large bibliography of numerical methods for initial value problems for ordinary differential equations is presented, and a compilation of Runge-Kutta and multistep formulas is given. Less common numerical integration techniques from the literature are noted for further consideration.

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.

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.

Generation and application of the equations of condition for high order Runge-Kutta methods

NASA Technical Reports Server (NTRS)

Haley, D. C.

1972-01-01

This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.

Numerical methods for large-scale, time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Turkel, E.

1979-01-01

A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.

Spectral methods for time dependent partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1983-01-01

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

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

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.

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

NASA Astrophysics Data System (ADS)

Kassem, M.

2006-03-01

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

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

PubMed

Biala, T A; Jator, S N

2015-01-01

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

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

PubMed

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

2008-08-14

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

Davidenko’s Method for the Solution of Nonlinear Operator Equations.

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, NUMERICAL INTEGRATION), OPERATORS(MATHEMATICS), BANACH SPACE , MAPPING (TRANSFORMATIONS), NUMERICAL METHODS AND PROCEDURES, INTEGRALS, SET THEORY, CONVERGENCE, MATRICES(MATHEMATICS)

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.

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

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

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

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.

Solution of Poisson's Equation with Global, Local and Nonlocal Boundary Conditions

ERIC Educational Resources Information Center

Aliev, Nihan; Jahanshahi, Mohammad

2002-01-01

Boundary value problems (BVPs) for partial differential equations are common in mathematical physics. The differential equation is often considered in simple and symmetric regions, such as a circle, cube, cylinder, etc., with global and separable boundary conditions. In this paper and other works of the authors, a general method is used for the…

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

USGS Publications Warehouse

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

1982-01-01

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

Runge-Kutta Methods for Linear Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

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

Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

PubMed

Allen, Edward J

2014-06-01

Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

Introduction to Numerical Methods

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

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

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.

Solution of the Time-Dependent Schrödinger Equation by the Laplace Transform Method

PubMed Central

Lin, S. H.; Eyring, H.

1971-01-01

The time-dependent Schrödinger equation for two quite general types of perturbation has been solved by introducing the Laplace transforms to eliminate the time variable. The resulting time-independent differential equation can then be solved by the perturbation method, the variation method, the variation-perturbation method, and other methods. PMID:16591898

A class of traveling wave solutions for space-time fractional biological population model in mathematical physics

NASA Astrophysics Data System (ADS)

Akram, Ghazala; Batool, Fiza

2017-10-01

The (G'/G)-expansion method is utilized for a reliable treatment of space-time fractional biological population model. The method has been applied in the sense of the Jumarie's modified Riemann-Liouville derivative. Three classes of exact traveling wave solutions, hyperbolic, trigonometric and rational solutions of the associated equation are characterized with some free parameters. A generalized fractional complex transform is applied to convert the fractional equations to ordinary differential equations which subsequently resulted in number of exact solutions. It should be mentioned that the (G'/G)-expansion method is very effective and convenient for solving nonlinear partial differential equations of fractional order whose balancing number is a negative integer.

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.

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

2018-03-01

We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

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

ASP: Automated symbolic computation of approximate symmetries of differential equations

NASA Astrophysics Data System (ADS)

Jefferson, G. F.; Carminati, J.

2013-03-01

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

Solution of partial differential equations on vector and parallel computers

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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.

Extension of Nikiforov-Uvarov method for the solution of Heun equation

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

Karayer, H., E-mail: hale.karayer@gmail.com; Demirhan, D.; Büyükkılıç, F.

2015-06-15

We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method. This is called extended NU method for this paper. The eigenvalue solutions of Heun equation and confluent Heun equation are obtained via extended NU method. Some quantum mechanical problems such as Coulomb problem on a 3-sphere, two Coulombically repelling electrons on a sphere, and hyperbolic double-well potential are investigated by this method.

Estimating Dynamical Systems: Derivative Estimation Hints From Sir Ronald A. Fisher.

PubMed

Deboeck, Pascal R

2010-08-06

The fitting of dynamical systems to psychological data offers the promise of addressing new and innovative questions about how people change over time. One method of fitting dynamical systems is to estimate the derivatives of a time series and then examine the relationships between derivatives using a differential equation model. One common approach for estimating derivatives, Local Linear Approximation (LLA), produces estimates with correlated errors. Depending on the specific differential equation model used, such correlated errors can lead to severely biased estimates of differential equation model parameters. This article shows that the fitting of dynamical systems can be improved by estimating derivatives in a manner similar to that used to fit orthogonal polynomials. Two applications using simulated data compare the proposed method and a generalized form of LLA when used to estimate derivatives and when used to estimate differential equation model parameters. A third application estimates the frequency of oscillation in observations of the monthly deaths from bronchitis, emphysema, and asthma in the United Kingdom. These data are publicly available in the statistical program R, and functions in R for the method presented are provided.

Numerical analysis for distributed-order differential equations

NASA Astrophysics Data System (ADS)

Diethelm, Kai; Ford, Neville J.

2009-03-01

In this paper we present and analyse a numerical method for the solution of a distributed-order differential equation of the general form where m is a positive real number and where the derivative is taken to be a fractional derivative of Caputo type of order r. We give a convergence theory for our method and conclude with some numerical examples.

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

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.

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

PubMed

Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan

2013-01-01

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

Quantum spatial propagation of squeezed light in a degenerate parametric amplifier

NASA Technical Reports Server (NTRS)

Deutsch, Ivan H.; Garrison, John C.

1992-01-01

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

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

NASA Technical Reports Server (NTRS)

Milman, Mark M.; Scheid, Robert E.

1987-01-01

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

Khater method for nonlinear Sharma Tasso-Olever (STO) equation of fractional order

NASA Astrophysics Data System (ADS)

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

In this work, we have implemented a direct method, known as Khater method to establish exact solutions of nonlinear partial differential equations of fractional order. Number of solutions provided by this method is greater than other traditional methods. Exact solutions of nonlinear fractional order Sharma Tasso-Olever (STO) equation are expressed in terms of kink, travelling wave, periodic and solitary wave solutions. Modified Riemann-Liouville derivative and Fractional complex transform have been used for compatibility with fractional order sense. Solutions have been graphically simulated for understanding the physical aspects and importance of the method. A comparative discussion between our established results and the results obtained by existing ones is also presented. Our results clearly reveal that the proposed method is an effective, powerful and straightforward technique to work out new solutions of various types of differential equations of non-integer order in the fields of applied sciences and engineering.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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)

Effective quadrature formula in solving linear integro-differential equations of order two

NASA Astrophysics Data System (ADS)

Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.

2017-08-01

In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Network Reconstruction From High-Dimensional Ordinary Differential Equations.

PubMed

Chen, Shizhe; Shojaie, Ali; Witten, Daniela M

2017-01-01

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical system nonparametrically as a system of additive ordinary differential equations. Most existing methods for parameter estimation in ordinary differential equations estimate the derivatives from noisy observations. This is known to be challenging and inefficient. We propose a novel approach that does not involve derivative estimation. We show that the proposed method can consistently recover the true network structure even in high dimensions, and we demonstrate empirical improvement over competing approaches. Supplementary materials for this article are available online.

A recursive approach to the equations of motion for the maneuvering and control of flexible multi-body systems

NASA Technical Reports Server (NTRS)

Kwak, Moon K.; Meirovitch, Leonard

1991-01-01

Interest lies in a mathematical formulation capable of accommodating the problem of maneuvering a space structure consisting of a chain of articulated flexible substructures. Simultaneously, any perturbations from the 'rigid body' maneuvering and any elastic vibration must be suppressed. The equations of motion for flexible bodies undergoing rigid body motions and elastic vibrations can be obtained conveniently by means of Lagrange's equations in terms of quasi-coordinates. The advantage of this approach is that it yields equations in terms of body axes, which are the same axes that are used to express the control forces and torques. The equations of motion are nonlinear hybrid differential quations. The partial differential equations can be discretized (in space) by means of the finite element method or the classical Rayleigh-Ritz method. The result is a set of nonlinear ordinary differential equations of high order. The nonlinearity can be traced to the rigid body motions and the high order to the elastic vibration. Elastic motions tend to be small when compared with rigid body motions.

Exact Solutions for the Integrable Sixth-Order Drinfeld-Sokolov-Satsuma-Hirota System by the Analytical Methods.

PubMed

Manafian Heris, Jalil; Lakestani, Mehrdad

2014-01-01

We establish exact solutions including periodic wave and solitary wave solutions for the integrable sixth-order Drinfeld-Sokolov-Satsuma-Hirota system. We employ this system by using a generalized (G'/G)-expansion and the generalized tanh-coth methods. These methods are developed for searching exact travelling wave solutions of nonlinear partial differential equations. It is shown that these methods, with the help of symbolic computation, provide a straightforward and powerful mathematical tool for solving nonlinear partial differential equations.

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.

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.

Numerical solution of system of boundary value problems using B-spline with free parameter

NASA Astrophysics Data System (ADS)

Gupta, Yogesh

2017-01-01

This paper deals with method of B-spline solution for a system of boundary value problems. The differential equations are useful in various fields of science and engineering. Some interesting real life problems involve more than one unknown function. These result in system of simultaneous differential equations. Such systems have been applied to many problems in mathematics, physics, engineering etc. In present paper, B-spline and B-spline with free parameter methods for the solution of a linear system of second-order boundary value problems are presented. The methods utilize the values of cubic B-spline and its derivatives at nodal points together with the equations of the given system and boundary conditions, ensuing into the linear matrix equation.

A generalized simplest equation method and its application to the Boussinesq-Burgers equation.

PubMed

Sudao, Bilige; Wang, Xiaomin

2015-01-01

In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method.

A Generalized Simplest Equation Method and Its Application to the Boussinesq-Burgers Equation

PubMed Central

Sudao, Bilige; Wang, Xiaomin

2015-01-01

In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method. PMID:25973605

Extending the Constant Coefficient Solution Technique to Variable Coefficient Ordinary Differential Equations

ERIC Educational Resources Information Center

Mohammed, Ahmed; Zeleke, Aklilu

2015-01-01

We introduce a class of second-order ordinary differential equations (ODEs) with variable coefficients whose closed-form solutions can be obtained by the same method used to solve ODEs with constant coefficients. General solutions for the homogeneous case are discussed.

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

Entropy and convexity for nonlinear partial differential equations

PubMed Central

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

2013-01-01

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

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

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

Approximating a retarded-advanced differential equation that models human phonation

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

Operational method of solution of linear non-integer ordinary and partial differential equations.

PubMed

Zhukovsky, K V

2016-01-01

We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique.

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

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

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

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

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

PubMed Central

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

2014-01-01

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

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.

The Modelling of Axially Translating Flexible Beams

NASA Astrophysics Data System (ADS)

Theodore, R. J.; Arakeri, J. H.; Ghosal, A.

1996-04-01

The axially translating flexible beam with a prismatic joint can be modelled by using the Euler-Bernoulli beam equation together with the convective terms. In general, the method of separation of variables cannot be applied to solve this partial differential equation. In this paper, a non-dimensional form of the Euler Bernoulli beam equation is presented, obtained by using the concept of group velocity, and also the conditions under which separation of variables and assumed modes method can be used. The use of clamped-mass boundary conditions leads to a time-dependent frequency equation for the translating flexible beam. A novel method is presented for solving this time dependent frequency equation by using a differential form of the frequency equation. The assume mode/Lagrangian formulation of dynamics is employed to derive closed form equations of motion. It is shown by using Lyapunov's first method that the dynamic responses of flexural modal variables become unstable during retraction of the flexible beam, which the dynamic response during extension of the beam is stable. Numerical simulation results are presented for the uniform axial motion induced transverse vibration for a typical flexible beam.

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.

Iterative methods for elliptic finite element equations on general meshes

NASA Technical Reports Server (NTRS)

Nicolaides, R. A.; Choudhury, Shenaz

1986-01-01

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

Double power series method for approximating cosmological perturbations

NASA Astrophysics Data System (ADS)

Wren, Andrew J.; Malik, Karim A.

2017-04-01

We introduce a double power series method for finding approximate analytical solutions for systems of differential equations commonly found in cosmological perturbation theory. The method was set out, in a noncosmological context, by Feshchenko, Shkil' and Nikolenko (FSN) in 1966, and is applicable to cases where perturbations are on subhorizon scales. The FSN method is essentially an extension of the well known Wentzel-Kramers-Brillouin (WKB) method for finding approximate analytical solutions for ordinary differential equations. The FSN method we use is applicable well beyond perturbation theory to solve systems of ordinary differential equations, linear in the derivatives, that also depend on a small parameter, which here we take to be related to the inverse wave-number. We use the FSN method to find new approximate oscillating solutions in linear order cosmological perturbation theory for a flat radiation-matter universe. Together with this model's well-known growing and decaying Mészáros solutions, these oscillating modes provide a complete set of subhorizon approximations for the metric potential, radiation and matter perturbations. Comparison with numerical solutions of the perturbation equations shows that our approximations can be made accurate to within a typical error of 1%, or better. We also set out a heuristic method for error estimation. A Mathematica notebook which implements the double power series method is made available online.

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

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

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

An implicit semianalytic numerical method for the solution of nonequilibrium chemistry problems

NASA Technical Reports Server (NTRS)

Graves, R. A., Jr.; Gnoffo, P. A.; Boughner, R. E.

1974-01-01

The first order differential equation form systems of equations. They are solved by a simple and relatively accurate implicit semianalytic technique which is derived from a quadrature solution of the governing equation. This method is mathematically simpler than most implicit methods and has the exponential nature of the problem embedded in the solution.

Free vibration investigation of nano mass sensor using differential transformation method

NASA Astrophysics Data System (ADS)

Zarepour, Misagh; Hosseini, S. Amirhosein; Ghadiri, Majid

2017-03-01

In the present study, transverse vibration of nano-cantilever beam with attached mass and two rotational and transverse springs at its end is studied. Resonance frequency of vibrating system is influenced by changing mass particle and stiffness coefficients. Euler-Bernoulli beam theory, nonlocal constitutive equations of Eringen, and Hamilton's principle are used to develop equations of motion. Differential transformation method (DTM) is applied to solve the governing equations of the nanobeam with attached mass particle. Accurate results with minimum mathematical calculation are the advantages of DTM. A detailed parametric study is conducted to investigate the influences of nonlocal parameter. The results can be used in designing of nanoelectromechanical systems. To verify the results, some comparisons are presented between differential transform method results and open literature to show the accuracy of this new approach.

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

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

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

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

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

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

The existence of periodic solutions for nonlinear beam equations on Td by a para-differential method

NASA Astrophysics Data System (ADS)

Chen, Bochao; Li, Yong; Gao, Yixian

2018-05-01

This paper focuses on the construction of periodic solutions of nonlinear beam equations on the $d$-dimensional tori. For a large set of frequencies, we demonstrate that an equivalent form of the nonlinear equations can be obtained by a para-differential conjugation. Given the non-resonant conditions on each finite dimensional subspaces, it is shown that the periodic solutions can be constructed for the block diagonal equation by a classical iteration scheme.

Using the Homotopy Method to Find Periodic Solutions of Forced Nonlinear Differential Equations

ERIC Educational Resources Information Center

Fay, Temple H.; Lott, P. Aaron

2002-01-01

This paper discusses a result of Li and Shen which proves the existence of a unique periodic solution for the differential equation x[dots above] + kx[dot above] + g(x,t) = [epsilon](t) where k is a constant; g is continuous, continuously differentiable with respect to x , and is periodic of period P in the variable t; [epsilon](t) is continuous…

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

Thompson, S.

This report describes the use of several subroutines from the CORLIB core mathematical subroutine library for the solution of a model fluid flow problem. The model consists of the Euler partial differential equations. The equations are spatially discretized using the method of pseudo-characteristics. The resulting system of ordinary differential equations is then integrated using the method of lines. The stiff ordinary differential equation solver LSODE (2) from CORLIB is used to perform the time integration. The non-stiff solver ODE (4) is used to perform a related integration. The linear equation solver subroutines DECOMP and SOLVE are used to solve linearmore » systems whose solutions are required in the calculation of the time derivatives. The monotone cubic spline interpolation subroutines PCHIM and PCHFE are used to approximate water properties. The report describes the use of each of these subroutines in detail. It illustrates the manner in which modules from a standard mathematical software library such as CORLIB can be used as building blocks in the solution of complex problems of practical interest. 9 refs., 2 figs., 4 tabs.« less

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.

Delay differential equations via the matrix Lambert W function and bifurcation analysis: application to machine tool chatter.

PubMed

Yi, Sun; Nelson, Patrick W; Ulsoy, A Galip

2007-04-01

In a turning process modeled using delay differential equations (DDEs), we investigate the stability of the regenerative machine tool chatter problem. An approach using the matrix Lambert W function for the analytical solution to systems of delay differential equations is applied to this problem and compared with the result obtained using a bifurcation analysis. The Lambert W function, known to be useful for solving scalar first-order DDEs, has recently been extended to a matrix Lambert W function approach to solve systems of DDEs. The essential advantages of the matrix Lambert W approach are not only the similarity to the concept of the state transition matrix in lin ear ordinary differential equations, enabling its use for general classes of linear delay differential equations, but also the observation that we need only the principal branch among an infinite number of roots to determine the stability of a system of DDEs. The bifurcation method combined with Sturm sequences provides an algorithm for determining the stability of DDEs without restrictive geometric analysis. With this approach, one can obtain the critical values of delay, which determine the stability of a system and hence the preferred operating spindle speed without chatter. We apply both the matrix Lambert W function and the bifurcation analysis approach to the problem of chatter stability in turning, and compare the results obtained to existing methods. The two new approaches show excellent accuracy and certain other advantages, when compared to traditional graphical, computational and approximate methods.

LORENE: Spectral methods differential equations solver

NASA Astrophysics Data System (ADS)

Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke

2016-08-01

LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

A double expansion method for the frequency response of finite-length beams with periodic parameters

NASA Astrophysics Data System (ADS)

Ying, Z. G.; Ni, Y. Q.

2017-03-01

A double expansion method for the frequency response of finite-length beams with periodic distribution parameters is proposed. The vibration response of the beam with spatial periodic parameters under harmonic excitations is studied. The frequency response of the periodic beam is the function of parametric period and then can be expressed by the series with the product of periodic and non-periodic functions. The procedure of the double expansion method includes the following two main steps: first, the frequency response function and periodic parameters are expanded by using identical periodic functions based on the extension of the Floquet-Bloch theorem, and the period-parametric differential equation for the frequency response is converted into a series of linear differential equations with constant coefficients; second, the solutions to the linear differential equations are expanded by using modal functions which satisfy the boundary conditions, and the linear differential equations are converted into algebraic equations according to the Galerkin method. The expansion coefficients are obtained by solving the algebraic equations and then the frequency response function is finally determined. The proposed double expansion method can uncouple the effects of the periodic expansion and modal expansion so that the expansion terms are determined respectively. The modal number considered in the second expansion can be reduced remarkably in comparison with the direct expansion method. The proposed double expansion method can be extended and applied to the other structures with periodic distribution parameters for dynamics analysis. Numerical results on the frequency response of the finite-length periodic beam with various parametric wave numbers and wave amplitude ratios are given to illustrate the effective application of the proposed method and the new frequency response characteristics, including the parameter-excited modal resonance, doubling-peak frequency response and remarkable reduction of the maximum frequency response for certain parametric wave number and wave amplitude. The results have the potential application to structural vibration control.

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

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

Parallel Algorithm Solves Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Hayashi, A.

1987-01-01

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

Comparing Three Methods of Geometrical Approach in Visualizing Differential Equations

ERIC Educational Resources Information Center

KarimiFardinpour, Younes; Gooya, Zahra

2018-01-01

This paper concerns "planes-coordination" and "long-term-prediction" difficulties. These are specifically the case when students attempt to visualize solution curves of autonomous differential equations for predicting the long-term behavior of various initial conditions. To address these issues, a study was conducted in which…

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.

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

ERIC Educational Resources Information Center

Ngu, Bing Hiong; Phan, Huy Phuong

2016-01-01

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

Elimination of secular terms from the differential equations for the elements of perturbed two-body motion

NASA Technical Reports Server (NTRS)

Bond, Victor R.; Fraietta, Michael F.

1991-01-01

In 1961, Sperling linearized and regularized the differential equations of motion of the two-body problem by changing the independent variable from time to fictitious time by Sundman's transformation (r = dt/ds) and by embedding the two-body energy integral and the Laplace vector. In 1968, Burdet developed a perturbation theory which was uniformly valid for all types of orbits using a variation of parameters approach on the elements which appeared in Sperling's equations for the two-body solution. In 1973, Bond and Hanssen improved Burdet's set of differential equations by embedding the total energy (which is a constant when the potential function is explicitly dependent upon time.) The Jacobian constant was used as an element to replace the total energy in a reformulation of the differential equations of motion. In the process, another element which is proportional to a component of the angular momentum was introduced. Recently trajectories computed during numerical studies of atmospheric entry from circular orbits and low thrust beginning in near-circular orbits exhibited numerical instability when solved by the method of Bond and Gottlieb (1989) for long time intervals. It was found that this instability was due to secular terms which appear on the righthand sides of the differential equations of some of the elements. In this paper, this instability is removed by the introduction of another vector integral called the delta integral (which replaces the Laplace Vector) and another scalar integral which removes the secular terms. The introduction of these integrals requires a new derivation of the differential equations for most of the elements. For this rederivation, the Lagrange method of variation of parameters is used, making the development more concise. Numerical examples of this improvement are presented.

The most precise computations using Euler's method in standard floating-point arithmetic applied to modelling of biological systems.

PubMed

Kalinina, Elizabeth A

2013-08-01

The explicit Euler's method is known to be very easy and effective in implementation for many applications. This article extends results previously obtained for the systems of linear differential equations with constant coefficients to arbitrary systems of ordinary differential equations. Optimal (providing minimum total error) step size is calculated at each step of Euler's method. Several examples of solving stiff systems are included. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

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.

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

An efficient method for solving the steady Euler equations

NASA Technical Reports Server (NTRS)

Liou, M.-S.

1986-01-01

An efficient numerical procedure for solving a set of nonlinear partial differential equations, the steady Euler equations, using Newton's linearization procedure is presented. A theorem indicating quadratic convergence for the case of differential equations is demonstrated. A condition for the domain of quadratic convergence Omega(2) is obtained which indicates that whether an approximation lies in Omega(2) depends on the rate of change and the smoothness of the flow vectors, and hence is problem-dependent. The choice of spatial differencing, of particular importance for the present method, is discussed. The treatment of boundary conditions is addressed, and the system of equations resulting from the foregoing analysis is summarized and solution strategies are discussed. The convergence of calculated solutions is demonstrated by comparing them with exact solutions to one and two-dimensional problems.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Technical Reports Server (NTRS)

Handschuh, Robert F.

1987-01-01

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

exponential finite difference technique for solving partial differential equations

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

Handschuh, R.F.

1987-01-01

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

(N+1)-dimensional fractional reduced differential transform method for fractional order partial differential equations

NASA Astrophysics Data System (ADS)

Arshad, Muhammad; Lu, Dianchen; Wang, Jun

2017-07-01

In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.

An efficient numerical scheme for the study of equal width equation

NASA Astrophysics Data System (ADS)

Ghafoor, Abdul; Haq, Sirajul

2018-06-01

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

Determination of elementary first integrals of a generalized Raychaudhuri equation by the Darboux integrability method

NASA Astrophysics Data System (ADS)

Choudhury, A. Ghose; Guha, Partha; Khanra, Barun

2009-10-01

The Darboux integrability method is particularly useful to determine first integrals of nonplanar autonomous systems of ordinary differential equations, whose associated vector fields are polynomials. In particular, we obtain first integrals for a variant of the generalized Raychaudhuri equation, which has appeared in string inspired modern cosmology.

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.

Stability analysis of multigrid acceleration methods for the solution of partial differential equations

NASA Technical Reports Server (NTRS)

Fay, John F.

1990-01-01

A calculation is made of the stability of various relaxation schemes for the numerical solution of partial differential equations. A multigrid acceleration method is introduced, and its effects on stability are explored. A detailed stability analysis of a simple case is carried out and verified by numerical experiment. It is shown that the use of multigrids can speed convergence by several orders of magnitude without adversely affecting stability.

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.

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

NASA Technical Reports Server (NTRS)

Morozov, S. K.; Krasitskiy, O. P.

1978-01-01

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

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.

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

A review of spectral methods

NASA Technical Reports Server (NTRS)

Lustman, L.

1984-01-01

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

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

Lines of Eigenvectors and Solutions to Systems of Linear Differential Equations

ERIC Educational Resources Information Center

Rasmussen, Chris; Keynes, Michael

2003-01-01

The purpose of this paper is to describe an instructional sequence where students invent a method for locating lines of eigenvectors and corresponding solutions to systems of two first order linear ordinary differential equations with constant coefficients. The significance of this paper is two-fold. First, it represents an innovative alternative…

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

ERIC Educational Resources Information Center

Maat, Siti Mistima; Zakaria, Effandi

2011-01-01

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

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

USGS Publications Warehouse

Lai, Chintu

1977-01-01

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

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.

Cross diffusion effect on MHD mixed convection flow of nonlinear radiative heat and mass transfer of Casson fluid over a vertical plate

NASA Astrophysics Data System (ADS)

Ganesh Kumar, K.; Archana, M.; Gireesha, B. J.; Krishanamurthy, M. R.; Rudraswamy, N. G.

2018-03-01

A study on magnetohydrodynamic mixed convection flow of Casson fluid over a vertical plate has been modelled in the presence of Cross diffusion effect and nonlinear thermal radiation. The governing partial differential equations are remodelled into ordinary differential equations by using similarity transformation. The accompanied differential equations are resolved numerically by using Runge-Kutta-Fehlberg forth-fifth order along with shooting method (RKF45 Method). The results of various physical parameters on velocity and temperature profiles are given diagrammatically. The numerical values of the local skin friction coefficient, local Nusselt number and local Sherwood number also are shown in a tabular form. It is found that, effect of Dufour and Soret parameter increases the temperature and concentration component correspondingly.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A new generalized exponential rational function method to find exact special solutions for the resonance nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Ghanbari, Behzad; Inc, Mustafa

2018-04-01

The present paper suggests a novel technique to acquire exact solutions of nonlinear partial differential equations. The main idea of the method is to generalize the exponential rational function method. In order to examine the ability of the method, we consider the resonant nonlinear Schrödinger equation (R-NLSE). Many variants of exact soliton solutions for the equation are derived by the proposed method. Physical interpretations of some obtained solutions is also included. One can easily conclude that the new proposed method is very efficient and finds the exact solutions of the equation in a relatively easy way.

Integrability: mathematical methods for studying solitary waves theory

NASA Astrophysics Data System (ADS)

Wazwaz, Abdul-Majid

2014-03-01

In recent decades, substantial experimental research efforts have been devoted to linear and nonlinear physical phenomena. In particular, studies of integrable nonlinear equations in solitary waves theory have attracted intensive interest from mathematicians, with the principal goal of fostering the development of new methods, and physicists, who are seeking solutions that represent physical phenomena and to form a bridge between mathematical results and scientific structures. The aim for both groups is to build up our current understanding and facilitate future developments, develop more creative results and create new trends in the rapidly developing field of solitary waves. The notion of the integrability of certain partial differential equations occupies an important role in current and future trends, but a unified rigorous definition of the integrability of differential equations still does not exist. For example, an integrable model in the Painlevé sense may not be integrable in the Lax sense. The Painlevé sense indicates that the solution can be represented as a Laurent series in powers of some function that vanishes on an arbitrary surface with the possibility of truncating the Laurent series at finite powers of this function. The concept of Lax pairs introduces another meaning of the notion of integrability. The Lax pair formulates the integrability of nonlinear equation as the compatibility condition of two linear equations. However, it was shown by many researchers that the necessary integrability conditions are the existence of an infinite series of generalized symmetries or conservation laws for the given equation. The existence of multiple soliton solutions often indicates the integrability of the equation but other tests, such as the Painlevé test or the Lax pair, are necessary to confirm the integrability for any equation. In the context of completely integrable equations, studies are flourishing because these equations are able to describe the real features in a variety of vital areas in science, technology and engineering. In recognition of the importance of solitary waves theory and the underlying concept of integrable equations, a variety of powerful methods have been developed to carry out the required analysis. Examples of such methods which have been advanced are the inverse scattering method, the Hirota bilinear method, the simplified Hirota method, the Bäcklund transformation method, the Darboux transformation, the Pfaffian technique, the Painlevé analysis, the generalized symmetry method, the subsidiary ordinary differential equation method, the coupled amplitude-phase formulation, the sine-cosine method, the sech-tanh method, the mapping and deformation approach and many new other methods. The inverse scattering method, viewed as a nonlinear analogue of the Fourier transform method, is a powerful approach that demonstrates the existence of soliton solutions through intensive computations. At the center of the theory of integrable equations lies the bilinear forms and Hirota's direct method, which can be used to obtain soliton solutions by using exponentials. The Bäcklund transformation method is a useful invariant transformation that transforms one solution into another of a differential equation. The Darboux transformation method is a well known tool in the theory of integrable systems. It is believed that there is a connection between the Bäcklund transformation and the Darboux transformation, but it is as yet not known. Archetypes of integrable equations are the Korteweg-de Vries (KdV) equation, the modified KdV equation, the sine-Gordon equation, the Schrödinger equation, the Vakhnenko equation, the KdV6 equation, the Burgers equation, the fifth-order Lax equation and many others. These equations yield soliton solutions, multiple soliton solutions, breather solutions, quasi-periodic solutions, kink solutions, homo-clinic solutions and other solutions as well. The couplings of linear and nonlinear equations were recently discovered and subsequently received considerable attention. The concept of couplings forms a new direction for developing innovative construction methods. The recently obtained results in solitary waves theory highlight new approaches for additional creative ideas, promising further achievements and increased progress in this field. We are grateful to all of the authors who accepted our invitation to contribute to this comment section.

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

PubMed Central

Motsa, S. S.; Magagula, V. M.; Sibanda, P.

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

PubMed

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

A perturbative solution to metadynamics ordinary differential equation

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

A perturbative solution to metadynamics ordinary differential equation.

PubMed

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

2015-12-21

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

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

NASA Technical Reports Server (NTRS)

Nguyen, Nhan; Ardema, Mark

2006-01-01

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

Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics, production version (SOUSSA-P 1.1). Volume 1: Theoretical manual. [Green function

NASA Technical Reports Server (NTRS)

Morino, L.

1980-01-01

Recent developments of the Green's function method and the computer program SOUSSA (Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics) are reviewed and summarized. Applying the Green's function method to the fully unsteady (transient) potential equation yields an integro-differential-delay equation. With spatial discretization by the finite-element method, this equation is approximated by a set of differential-delay equations in time. Time solution by Laplace transform yields a matrix relating the velocity potential to the normal wash. Premultiplying and postmultiplying by the matrices relating generalized forces to the potential and the normal wash to the generalized coordinates one obtains the matrix of the generalized aerodynamic forces. The frequency and mode-shape dependence of this matrix makes the program SOUSSA useful for multiple frequency and repeated mode-shape evaluations.

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

PubMed

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

2014-01-01

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

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.

A semi-analytical method for the computation of the Lyapunov exponents of fractional-order systems

NASA Astrophysics Data System (ADS)

Caponetto, Riccardo; Fazzino, Stefano

2013-01-01

Fractional-order differential equations are interesting for their applications in the construction of mathematical models in finance, materials science or diffusion. In this paper, an application of a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equation is employed for calculating Lyapunov exponents of fractional order systems. It is known that the Lyapunov exponents, first introduced by Oseledec, play a crucial role in characterizing the behaviour of dynamical systems. They can be used to analyze the sensitive dependence on initial conditions and the presence of chaotic attractors. The results reveal that the proposed method is very effective and simple and leads to accurate, approximately convergent solutions.

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.

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

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.

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.

Density-Dependent Conformable Space-time Fractional Diffusion-Reaction Equation and Its Exact Solutions

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Bekir, Ahmet; Guner, Ozkan

2018-01-01

In this article, a special type of fractional differential equations (FDEs) named the density-dependent conformable fractional diffusion-reaction (DDCFDR) equation is studied. Aforementioned equation has a significant role in the modelling of some phenomena arising in the applied science. The well-organized methods, including the \\exp (-φ (\\varepsilon )) -expansion and modified Kudryashov methods are exerted to generate the exact solutions of this equation such that some of the solutions are new and have been reported for the first time. Results illustrate that both methods have a great performance in handling the DDCFDR equation.

Assessment of the further improved (G'/G)-expansion method and the extended tanh-method in probing exact solutions of nonlinear PDEs.

PubMed

Akbar, M Ali; Ali, Norhashidah Hj Mohd; Mohyud-Din, Syed Tauseef

2013-01-01

The (G'/G)-expansion method is one of the most direct and effective method for obtaining exact solutions of nonlinear partial differential equations (PDEs). In the present article, we construct the exact traveling wave solutions of nonlinear evolution equations in mathematical physics via the (2 + 1)-dimensional breaking soliton equation by using two methods: namely, a further improved (G'/G)-expansion method, where G(ξ) satisfies the auxiliary ordinary differential equation (ODE) [G'(ξ)](2) = p G (2)(ξ) + q G (4)(ξ) + r G (6)(ξ); p, q and r are constants and the well known extended tanh-function method. We demonstrate, nevertheless some of the exact solutions bring out by these two methods are analogous, but they are not one and the same. It is worth mentioning that the first method has not been exercised anybody previously which gives further exact solutions than the second one. PACS numbers 02.30.Jr, 05.45.Yv, 02.30.Ik.

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

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.

Theoretical study of the incompressible Navier-Stokes equations by the least-squares method

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Loh, Ching Y.; Povinelli, Louis A.

1994-01-01

Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.

Novel Numerical Methods for Optimal Control Problems Involving Fractional-Order Differential Equations

DTIC Science & Technology

2018-03-14

pricing, Appl. Math . Comp. Vol.305, 174-187 (2017) 5. W. Li, S. Wang, Pricing European options with proportional transaction costs and stochastic...for fractional differential equation. Numer. Math . Theor. Methods Appl. 5, 229–241, 2012. [23] Kilbas A.A. and Marzan, S.A., Cauchy problem for...numerical technique for solving fractional optimal control problems, Comput. Math . Appl., 62, Issue 3, 1055–1067, 2011. [26] Lotfi A., Yousefi SA., Dehghan M

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Vezewski, D. J.

1980-01-01

A method is developed for using the integrals of systems of nonlinear, ordinary, differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scalar or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

Multirate Integration Properties of Waveform Relaxation with Applications to Circuit Simulation and Parallel Computation

DTIC Science & Technology

1985-11-18

Greenberg and K. Sakallah at Digital Equipment Corporation, and C-F. Chen, L Nagel, and P. ,. Subrahmanyam at AT&T Bell Laboratories, both for providing...Circuit Theory McGraw-Hill, 1969. [37] R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics...McGraw-Hill, N.Y., 1965. Page 161 [44) R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Jezewski, D. J.

1979-01-01

A method is developed for using the integrals of systems of nonlinear, ordinary differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scaler or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

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

PubMed

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

2009-06-01

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

Recursive-operator method in vibration problems for rod systems

NASA Astrophysics Data System (ADS)

Rozhkova, E. V.

2009-12-01

Using linear differential equations with constant coefficients describing one-dimensional dynamical processes as an example, we show that the solutions of these equations and systems are related to the solution of the corresponding numerical recursion relations and one does not have to compute the roots of the corresponding characteristic equations. The arbitrary functions occurring in the general solution of the homogeneous equations are determined by the initial and boundary conditions or are chosen from various classes of analytic functions. The solutions of the inhomogeneous equations are constructed in the form of integro-differential series acting on the right-hand side of the equation, and the coefficients of the series are determined from the same recursion relations. The convergence of formal solutions as series of a more general recursive-operator construction was proved in [1]. In the special case where the solutions of the equation can be represented in separated variables, the power series can be effectively summed, i.e., expressed in terms of elementary functions, and coincide with the known solutions. In this case, to determine the natural vibration frequencies, one obtains algebraic rather than transcendental equations, which permits exactly determining the imaginary and complex roots of these equations without using the graphic method [2, pp. 448-449]. The correctness of the obtained formulas (differentiation formulas, explicit expressions for the series coefficients, etc.) can be verified directly by appropriate substitutions; therefore, we do not prove them here.

Application of differential transformation method for solving dengue transmission mathematical model

NASA Astrophysics Data System (ADS)

Ndii, Meksianis Z.; Anggriani, Nursanti; Supriatna, Asep K.

2018-03-01

The differential transformation method (DTM) is a semi-analytical numerical technique which depends on Taylor series and has application in many areas including Biomathematics. The aim of this paper is to employ the differential transformation method (DTM) to solve system of non-linear differential equations for dengue transmission mathematical model. Analytical and numerical solutions are determined and the results are compared to that of Runge-Kutta method. We found a good agreement between DTM and Runge-Kutta method.

Analyzing Lie symmetry and constructing conservation laws for time-fractional Benny-Lin equation

NASA Astrophysics Data System (ADS)

Rashidi, Saeede; Hejazi, S. Reza

This paper investigates the invariance properties of the time fractional Benny-Lin equation with Riemann-Liouville and Caputo derivatives. This equation can be reduced to the Kawahara equation, fifth-order Kdv equation, the Kuramoto-Sivashinsky equation and Navier-Stokes equation. By using the Lie group analysis method of fractional differential equations (FDEs), we derive Lie symmetries for the Benny-Lin equation. Conservation laws for this equation are obtained with the aid of the concept of nonlinear self-adjointness and the fractional generalization of the Noether’s operators. Furthermore, by means of the invariant subspace method, exact solutions of the equation are also constructed.

Solution of Dirac equation for Eckart potential and trigonometric Manning Rosen potential using asymptotic iteration method

NASA Astrophysics Data System (ADS)

Resita Arum, Sari; A, Suparmi; C, Cari

2016-01-01

The Dirac equation for Eckart potential and trigonometric Manning Rosen potential with exact spin symmetry is obtained using an asymptotic iteration method. The combination of the two potentials is substituted into the Dirac equation, then the variables are separated into radial and angular parts. The Dirac equation is solved by using an asymptotic iteration method that can reduce the second order differential equation into a differential equation with substitution variables of hypergeometry type. The relativistic energy is calculated using Matlab 2011. This study is limited to the case of spin symmetry. With the asymptotic iteration method, the energy spectra of the relativistic equations and equations of orbital quantum number l can be obtained, where both are interrelated between quantum numbers. The energy spectrum is also numerically solved using the Matlab software, where the increase in the radial quantum number nr causes the energy to decrease. The radial part and the angular part of the wave function are defined as hypergeometry functions and visualized with Matlab 2011. The results show that the disturbance of a combination of the Eckart potential and trigonometric Manning Rosen potential can change the radial part and the angular part of the wave function. Project supported by the Higher Education Project (Grant No. 698/UN27.11/PN/2015).

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

An adaptive grid algorithm for one-dimensional nonlinear equations

NASA Technical Reports Server (NTRS)

Gutierrez, William E.; Hills, Richard G.

1990-01-01

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

The method of lines in analyzing solids containing cracks

NASA Technical Reports Server (NTRS)

Gyekenyesi, John P.

1990-01-01

A semi-numerical method is reviewed for solving a set of coupled partial differential equations subject to mixed and possibly coupled boundary conditions. The line method of analysis is applied to the Navier-Cauchy equations of elastic and elastoplastic equilibrium to calculate the displacement distributions in various, simple geometry bodies containing cracks. The application of this method to the appropriate field equations leads to coupled sets of simultaneous ordinary differential equations whose solutions are obtained along sets of lines in a discretized region. When decoupling of the equations and their boundary conditions is not possible, the use of a successive approximation procedure permits the analytical solution of the resulting ordinary differential equations. The use of this method is illustrated by reviewing and presenting selected solutions of mixed boundary value problems in three dimensional fracture mechanics. These solutions are of great importance in fracture toughness testing, where accurate stress and displacement distributions are required for the calculation of certain fracture parameters. Computations obtained for typical flawed specimens include that for elastic as well as elastoplastic response. Problems in both Cartesian and cylindrical coordinate systems are included. Results are summarized for a finite geometry rectangular bar with a central through-the-thickness or rectangular surface crack under remote uniaxial tension. In addition, stress and displacement distributions are reviewed for finite circular bars with embedded penny-shaped cracks, and rods with external annular or ring cracks under opening mode tension. The results obtained show that the method of lines presents a systematic approach to the solution of some three-dimensional mechanics problems with arbitrary boundary conditions. The advantage of this method over other numerical solutions is that good results are obtained even from the use of a relatively coarse grid.

Male-Female Wage Differentials in the United States.

ERIC Educational Resources Information Center

Kiker, B. F.; Crouch, Henry L.

The primary objective of this paper is to describe a method of estimating female-male wage ratios. The estimating technique presented is two stage least squares (2SLS), in which equations are estimated for both men and women. After specifying and estimating the wage equations, the male-female wage differential is calculated that would remain if…

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.

Stability and square integrability of derivatives of solutions of nonlinear fourth order differential equations with delay.

PubMed

Korkmaz, Erdal

2017-01-01

In this paper, we give sufficient conditions for the boundedness, uniform asymptotic stability and square integrability of the solutions to a certain fourth order non-autonomous differential equations with delay by using Lyapunov's second method. The results obtained essentially improve, include and complement the results in the literature.

Survey of the status of finite element methods for partial differential equations

NASA Technical Reports Server (NTRS)

Temam, Roger

1986-01-01

The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

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

PubMed

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

2015-06-01

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

Unsteady boundary layer flow over a sphere in a porous medium

NASA Astrophysics Data System (ADS)

Mohammad, Nurul Farahain; Waini, Iskandar; Kasim, Abdul Rahman Mohd; Majid, Nurazleen Abdul

2017-08-01

This study focuses on the problem of unsteady boundary layer flow over a sphere in a porous medium. The governing equations which consists of a system of dimensional partial differential equations is applied with dimensionless parameter in order to attain non-dimensional partial differential equations. Later, the similarity transformation is performed in order to attain nonsimilar governing equations. Afterwards, the nonsimilar governing equations are solved numerically by using the Keller-Box method in Octave programme. The effect of porosity parameter is examined on separation time, velocity profile and skin friction of the unsteady flow. The results attained are presented in the form of table and graph.

Combination of oriented partial differential equation and shearlet transform for denoising in electronic speckle pattern interferometry fringe patterns.

PubMed

Xu, Wenjun; Tang, Chen; Gu, Fan; Cheng, Jiajia

2017-04-01

It is a key step to remove the massive speckle noise in electronic speckle pattern interferometry (ESPI) fringe patterns. In the spatial-domain filtering methods, oriented partial differential equations have been demonstrated to be a powerful tool. In the transform-domain filtering methods, the shearlet transform is a state-of-the-art method. In this paper, we propose a filtering method for ESPI fringe patterns denoising, which is a combination of second-order oriented partial differential equation (SOOPDE) and the shearlet transform, named SOOPDE-Shearlet. Here, the shearlet transform is introduced into the ESPI fringe patterns denoising for the first time. This combination takes advantage of the fact that the spatial-domain filtering method SOOPDE and the transform-domain filtering method shearlet transform benefit from each other. We test the proposed SOOPDE-Shearlet on five experimentally obtained ESPI fringe patterns with poor quality and compare our method with SOOPDE, shearlet transform, windowed Fourier filtering (WFF), and coherence-enhancing diffusion (CEDPDE). Among them, WFF and CEDPDE are the state-of-the-art methods for ESPI fringe patterns denoising in transform domain and spatial domain, respectively. The experimental results have demonstrated the good performance of the proposed SOOPDE-Shearlet.

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.

Probabilistic density function method for nonlinear dynamical systems driven by colored noise.

PubMed

Barajas-Solano, David A; Tartakovsky, Alexandre M

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integrodifferential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified large-eddy-diffusivity (LED) closure. In contrast to the classical LED closure, the proposed closure accounts for advective transport of the PDF in the approximate temporal deconvolution of the integrodifferential equation. In addition, we introduce the generalized local linearization approximation for deriving a computable PDF equation in the form of a second-order partial differential equation. We demonstrate that the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary autocorrelation time. We apply the proposed PDF method to analyze a set of Kramers equations driven by exponentially autocorrelated Gaussian colored noise to study nonlinear oscillators and the dynamics and stability of a power grid. Numerical experiments show the PDF method is accurate when the noise autocorrelation time is either much shorter or longer than the system's relaxation time, while the accuracy decreases as the ratio of the two timescales approaches unity. Similarly, the PDF method accuracy decreases with increasing standard deviation of the noise.

On a numerical method for solving integro-differential equations with variable coefficients with applications in finance

NASA Astrophysics Data System (ADS)

Kudryavtsev, O.; Rodochenko, V.

2018-03-01

We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.

The Boundary Function Method. Fundamentals

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-03-01

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

Trajectory planning of mobile robots using indirect solution of optimal control method in generalized point-to-point task

NASA Astrophysics Data System (ADS)

Nazemizadeh, M.; Rahimi, H. N.; Amini Khoiy, K.

2012-03-01

This paper presents an optimal control strategy for optimal trajectory planning of mobile robots by considering nonlinear dynamic model and nonholonomic constraints of the system. The nonholonomic constraints of the system are introduced by a nonintegrable set of differential equations which represent kinematic restriction on the motion. The Lagrange's principle is employed to derive the nonlinear equations of the system. Then, the optimal path planning of the mobile robot is formulated as an optimal control problem. To set up the problem, the nonlinear equations of the system are assumed as constraints, and a minimum energy objective function is defined. To solve the problem, an indirect solution of the optimal control method is employed, and conditions of the optimality derived as a set of coupled nonlinear differential equations. The optimality equations are solved numerically, and various simulations are performed for a nonholonomic mobile robot to illustrate effectiveness of the proposed method.

Efficient solution of ordinary differential equations modeling electrical activity in cardiac cells.

PubMed

Sundnes, J; Lines, G T; Tveito, A

2001-08-01

The contraction of the heart is preceded and caused by a cellular electro-chemical reaction, causing an electrical field to be generated. Performing realistic computer simulations of this process involves solving a set of partial differential equations, as well as a large number of ordinary differential equations (ODEs) characterizing the reactive behavior of the cardiac tissue. Experiments have shown that the solution of the ODEs contribute significantly to the total work of a simulation, and there is thus a strong need to utilize efficient solution methods for this part of the problem. This paper presents how an efficient implicit Runge-Kutta method may be adapted to solve a complicated cardiac cell model consisting of 31 ODEs, and how this solver may be coupled to a set of PDE solvers to provide complete simulations of the electrical activity.

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.

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

NASA Astrophysics Data System (ADS)

Wang, Huimin

2017-01-01

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

Automatic computation and solution of generalized harmonic balance equations

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

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.

Application of ANNs approach for wave-like and heat-like equations

NASA Astrophysics Data System (ADS)

Jafarian, Ahmad; Baleanu, Dumitru

2017-12-01

Artificial neural networks are data processing systems which originate from human brain tissue studies. The remarkable abilities of these networks help us to derive desired results from complicated raw data. In this study, we intend to duplicate an efficient iterative method to the numerical solution of two famous partial differential equations, namely the wave-like and heat-like problems. It should be noted that many physical phenomena such as coupling currents in a flat multi-strand two-layer super conducting cable, non-homogeneous elastic waves in soils and earthquake stresses, are described by initial-boundary value wave and heat partial differential equations with variable coefficients. To the numerical solution of these equations, a combination of the power series method and artificial neural networks approach, is used to seek an appropriate bivariate polynomial solution of the mentioned initial-boundary value problem. Finally, several computer simulations confirmed the theoretical results and demonstrating applicability of the method.

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.

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.

Solution of transonic flows by an integro-differential equation method

NASA Technical Reports Server (NTRS)

Ogana, W.

1978-01-01

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

On Chaotic Behavior of Temperature Distribution in a Heat Exchanger

NASA Astrophysics Data System (ADS)

Bagyalakshmi, Morachan; Gangadharan, Saisundarakrishnan; Ganesh, Madhu

The objective of this paper is to introduce the notion of fractional derivatives in the energy equations and to study the chaotic nature of the temperature distribution in a heat exchanger with variation of temperature dependent transport properties. The governing fractional partial differential equations are transformed to a set of recurrence relations using fractional differential transform method and solved using inverse transform. The approximate analytical solution obtained by the proposed method has good agreement with the existing results.

Variational estimate method for solving autonomous ordinary differential equations

NASA Astrophysics Data System (ADS)

Mungkasi, Sudi

2018-04-01

In this paper, we propose a method for solving first-order autonomous ordinary differential equation problems using a variational estimate formulation. The variational estimate is constructed with a Lagrange multiplier which is chosen optimally, so that the formulation leads to an accurate solution to the problem. The variational estimate is an integral form, which can be computed using a computer software. As the variational estimate is an explicit formula, the solution is easy to compute. This is a great advantage of the variational estimate formulation.

Bifurcation to large period oscillations in physical systems controlled by delay

NASA Astrophysics Data System (ADS)

Erneux, Thomas; Walther, Hans-Otto

2005-12-01

An unusual bifurcation to time-periodic oscillations of a class of delay differential equations is investigated. As we approach the bifurcation point, both the amplitude and the frequency of the oscillations go to zero. The class of delay differential equations is a nonlinear extension of a nonevasive control method and is motivated by a recent study of the foreign exchange rate oscillations. By using asymptotic methods, we determine the bifurcation scaling laws for the amplitude and the period of the oscillations.

Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.

2002-03-01

The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.

Numerical solution of second order ODE directly by two point block backward differentiation formula

NASA Astrophysics Data System (ADS)

Zainuddin, Nooraini; Ibrahim, Zarina Bibi; Othman, Khairil Iskandar; Suleiman, Mohamed; Jamaludin, Noraini

2015-12-01

Direct Two Point Block Backward Differentiation Formula, (BBDF2) for solving second order ordinary differential equations (ODEs) will be presented throughout this paper. The method is derived by differentiating the interpolating polynomial using three back values. In BBDF2, two approximate solutions are produced simultaneously at each step of integration. The method derived is implemented by using fixed step size and the numerical results that follow demonstrate the advantage of the direct method as compared to the reduction method.

A new solution-adaptive grid generation method for transonic airfoil flow calculations

NASA Technical Reports Server (NTRS)

Nakamura, S.; Holst, T. L.

1981-01-01

The clustering algorithm is controlled by a second-order, ordinary differential equation which uses the airfoil surface density gradient as a forcing function. The solution to this differential equation produces a surface grid distribution which is automatically clustered in regions with large gradients. The interior grid points are established from this surface distribution by using an interpolation scheme which is fast and retains the desirable properties of the original grid generated from the standard elliptic equation approach.

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.

Time domain convergence properties of Lyapunov stable penalty methods

NASA Technical Reports Server (NTRS)

Kurdila, A. J.; Sunkel, John

1991-01-01

Linear hyperbolic partial differential equations are analyzed using standard techniques to show that a sequence of solutions generated by the Liapunov stable penalty equations approaches the solution of the differential-algebraic equations governing the dynamics of multibody problems arising in linear vibrations. The analysis does not require that the system be conservative and does not impose any specific integration scheme. Variational statements are derived which bound the error in approximation by the norm of the constraint violation obtained in the approximate solutions.

Numerical integration of asymptotic solutions of ordinary differential equations

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1989-01-01

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

Baecklund transformation for the Ernst equation of general relativity

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

Harrison, B.K.

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

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

NASA Technical Reports Server (NTRS)

Nakagawa, Y.

1981-01-01

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

Coupled bending-torsion steady-state response of pretwisted, nonuniform rotating beams using a transfer-matrix method

NASA Technical Reports Server (NTRS)

Gray, Carl E., Jr.

1988-01-01

Using the Newtonian method, the equations of motion are developed for the coupled bending-torsion steady-state response of beams rotating at constant angular velocity in a fixed plane. The resulting equations are valid to first order strain-displacement relationships for a long beam with all other nonlinear terms retained. In addition, the equations are valid for beams with the mass centroidal axis offset (eccentric) from the elastic axis, nonuniform mass and section properties, and variable twist. The solution of these coupled, nonlinear, nonhomogeneous, differential equations is obtained by modifying a Hunter linear second-order transfer-matrix solution procedure to solve the nonlinear differential equations and programming the solution for a desk-top personal computer. The modified transfer-matrix method was verified by comparing the solution for a rotating beam with a geometric, nonlinear, finite-element computer code solution; and for a simple rotating beam problem, the modified method demonstrated a significant advantage over the finite-element solution in accuracy, ease of solution, and actual computer processing time required to effect a solution.

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.

Power series solutions of ordinary differential equations in MACSYMA

NASA Technical Reports Server (NTRS)

Lafferty, E. L.

1977-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

NASA Technical Reports Server (NTRS)

Molenaar, J.

1996-01-01

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

Solving Second-Order Ordinary Differential Equations without Using Complex Numbers

ERIC Educational Resources Information Center

Kougias, Ioannis E.

2009-01-01

Ordinary differential equations (ODEs) is a subject with a wide range of applications and the need of introducing it to students often arises in the last year of high school, as well as in the early stages of tertiary education. The usual methods of solving second-order ODEs with constant coefficients, among others, rely upon the use of complex…

Application of a local linearization technique for the solution of a system of stiff differential equations associated with the simulation of a magnetic bearing assembly

NASA Technical Reports Server (NTRS)

Kibler, K. S.; Mcdaniel, G. A.

1981-01-01

A digital local linearization technique was used to solve a system of stiff differential equations which simulate a magnetic bearing assembly. The results prove the technique to be accurate, stable, and efficient when compared to a general purpose variable order Adams method with a stiff option.

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

Ghafarian, M.; Ariaei, A., E-mail: ariaei@eng.ui.ac.ir

The free vibration analysis of a multiple rotating nanobeams' system applying the nonlocal Eringen elasticity theory is presented. Multiple nanobeams' systems are of great importance in nano-optomechanical applications. At nanoscale, the nonlocal effects become non-negligible. According to the nonlocal Euler-Bernoulli beam theory, the governing partial differential equations are derived by incorporating the nonlocal scale effects. Assuming a structure of n parallel nanobeams, the vibration of the system is described by a coupled set of n partial differential equations. The method involves a change of variables to uncouple the equations and the differential transform method as an efficient mathematical technique tomore » solve the nonlocal governing differential equations. Then a number of parametric studies are conducted to assess the effect of the nonlocal scaling parameter, rotational speed, boundary conditions, hub radius, and the stiffness coefficients of the elastic interlayer media on the vibration behavior of the coupled rotating multiple-carbon-nanotube-beam system. It is revealed that the bending vibration of the system is significantly influenced by the rotational speed, elastic mediums, and the nonlocal scaling parameters. This model is validated by comparing the results with those available in the literature. The natural frequencies are in a reasonably good agreement with the reported results.« less

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Artificial neural network methods in quantum mechanics

NASA Astrophysics Data System (ADS)

Lagaris, I. E.; Likas, A.; Fotiadis, D. I.

1997-08-01

In a previous article we have shown how one can employ Artificial Neural Networks (ANNs) in order to solve non-homogeneous ordinary and partial differential equations. In the present work we consider the solution of eigenvalue problems for differential and integrodifferential operators, using ANNs. We start by considering the Schrödinger equation for the Morse potential that has an analytically known solution, to test the accuracy of the method. We then proceed with the Schrödinger and the Dirac equations for a muonic atom, as well as with a nonlocal Schrödinger integrodifferential equation that models the n + α system in the framework of the resonating group method. In two dimensions we consider the well-studied Henon-Heiles Hamiltonian and in three dimensions the model problem of three coupled anharmonic oscillators. The method in all of the treated cases proved to be highly accurate, robust and efficient. Hence it is a promising tool for tackling problems of higher complexity and dimensionality.

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.

Extended method of moments for deterministic analysis of stochastic multistable neurodynamical systems

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.

Solving Partial Differential Equations in a data-driven multiprocessor environment

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

Gaudiot, J.L.; Lin, C.M.; Hosseiniyar, M.

1988-12-31

Partial differential equations can be found in a host of engineering and scientific problems. The emergence of new parallel architectures has spurred research in the definition of parallel PDE solvers. Concurrently, highly programmable systems such as data-how architectures have been proposed for the exploitation of large scale parallelism. The implementation of some Partial Differential Equation solvers (such as the Jacobi method) on a tagged token data-flow graph is demonstrated here. Asynchronous methods (chaotic relaxation) are studied and new scheduling approaches (the Token No-Labeling scheme) are introduced in order to support the implementation of the asychronous methods in a data-driven environment.more » New high-level data-flow language program constructs are introduced in order to handle chaotic operations. Finally, the performance of the program graphs is demonstrated by a deterministic simulation of a message passing data-flow multiprocessor. An analysis of the overhead in the data-flow graphs is undertaken to demonstrate the limits of parallel operations in dataflow PDE program graphs.« less

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.

Comparison of some optimal control methods for the design of turbine blades

NASA Technical Reports Server (NTRS)

Desilva, B. M. E.; Grant, G. N. C.

1977-01-01

This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.

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.

Non-perturbative background field calculations

NASA Astrophysics Data System (ADS)

Stephens, C. R.

1988-01-01

New methods are developed for calculating one loop functional determinants in quantum field theory. Instead of relying on a calculation of all the eigenvalues of the small fluctuation equation, these techniques exploit the ability of the proper time formalism to reformulate an infinite dimensional field theoretic problem into a finite dimensional covariant quantum mechanical analog, thereby allowing powerful tools such as the method of Jacobi fields to be used advantageously in a field theory setting. More generally the methods developed herein should be extremely valuable when calculating quantum processes in non-constant background fields, offering a utilitarian alternative to the two standard methods of calculation—perturbation theory in the background field or taking the background field into account exactly. The formalism developed also allows for the approximate calculation of covariances of partial differential equations from a knowledge of the solutions of a homogeneous ordinary differential equation.

Almost periodic solutions to difference equations

NASA Technical Reports Server (NTRS)

Bayliss, A.

1975-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

Differential invariants in nonclassical models of hydrodynamics

NASA Astrophysics Data System (ADS)

Bublik, Vasily V.

2017-10-01

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

Soliton structure versus singularity analysis: Third-order completely intergrable nonlinear differential equations in 1 + 1-dimensions

NASA Astrophysics Data System (ADS)

Fuchssteiner, Benno; Carillo, Sandra

1989-01-01

Bäcklund transformations between all known completely integrable third-order differential equations in (1 + 1)-dimensions are established and the corresponding transformations formulas for their hereditary operators and Hamiltonian formulations are exhibited. Some of these Bäcklund transformations are not injective; therefore additional non-commutative symmetry groups are found for some equations. These non-commutative symmetry groups are classified as having a semisimple part isomorphic to the affine algebra A(1)1. New completely integrable third-order integro-differential equations, some depending explicitly on x, are given. These new equations give rise to nonin equation. Connections between the singularity equations (from the Painlevé analysis) and the nonlinear equations for interacting solitons are established. A common approach to singularity analysis and soliton structure is introduced. The Painlevé analysis is modified in such a sense that it carries over directly and without difficulty to the time evolution of singularity manifolds of equations like the sine-Gordon and nonlinear Schrödinger equation. A method to recover the Painlevé series from its constant level term is exhibit. The soliton-singularity transform is recognized to be connected to the Möbius group. This gives rise to a Darboux-like result for the spectral properties of the recursion operator. These connections are used in order to explain why poles of soliton equations move like trajectories of interacting solitons. Furthermore it is explicitly computed how solitons of singularity equations behave under the effect of this soliton-singularity transform. This then leads to the result that only for scaling degrees α = -1 and α = -2 the usual Painlevé analysis can be carried out. A new invariance principle, connected to kernels of differential operators is discovered. This new invariance, for example, connects the explicit solutions of the Liouville equation with the Miura transform. Simple methods are exhibited which allow to compute out of N-soliton solutions of the KdV (Bargman potentials) explicit solutions of equations like the Harry Dym equation. Certain solutions are plotted.

A method for exponential propagation of large systems of stiff nonlinear differential equations

NASA Technical Reports Server (NTRS)

Friesner, Richard A.; Tuckerman, Laurette S.; Dornblaser, Bright C.; Russo, Thomas V.

1989-01-01

A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

Acoustic imaging of a duct spinning mode by the use of an in-duct circular microphone array.

PubMed

Wei, Qingkai; Huang, Xun; Peers, Edward

2013-06-01

An imaging method of acoustic spinning modes propagating within a circular duct simply with surface pressure information is introduced in this paper. The proposed method is developed in a theoretical way and is demonstrated by a numerical simulation case. Nowadays, the measurements within a duct have to be conducted using in-duct microphone array, which is unable to provide information of complete acoustic solutions across the test section. The proposed method can estimate immeasurable information by forming a so-called observer. The fundamental idea behind the testing method was originally developed in control theory for ordinary differential equations. Spinning mode propagation, however, is formulated in partial differential equations. A finite difference technique is used to reduce the associated partial differential equations to a classical form in control. The observer method can thereafter be applied straightforwardly. The algorithm is recursive and, thus, could be operated in real-time. A numerical simulation for a straight circular duct is conducted. The acoustic solutions on the test section can be reconstructed with good agreement to analytical solutions. The results suggest the potential and applications of the proposed method.

A hybrid Pade-Galerkin technique for differential equations

NASA Technical Reports Server (NTRS)

Geer, James F.; Andersen, Carl M.

1993-01-01

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

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.

Systematic generation of multibody equations of motion suitable for recursive and parallel manipulation

NASA Technical Reports Server (NTRS)

Nikravesh, Parviz E.; Gim, Gwanghum; Arabyan, Ara; Rein, Udo

1989-01-01

The formulation of a method known as the joint coordinate method for automatic generation of the equations of motion for multibody systems is summarized. For systems containing open or closed kinematic loops, the equations of motion can be reduced systematically to a minimum number of second order differential equations. The application of recursive and nonrecursive algorithms to this formulation, computational considerations and the feasibility of implementing this formulation on multiprocessor computers are discussed.

Analytical approach for the fractional differential equations by using the extended tanh method

NASA Astrophysics Data System (ADS)

Pandir, Yusuf; Yildirim, Ayse

2018-07-01

In this study, we consider analytical solutions of space-time fractional derivative foam drainage equation, the nonlinear Korteweg-de Vries equation with time and space-fractional derivatives and time-fractional reaction-diffusion equation by using the extended tanh method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, various exact analytical solutions consisting of trigonometric function solutions, kink-shaped soliton solutions and new exact solitary wave solutions are obtained.

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.

Evolutionary optimization with data collocation for reverse engineering of biological networks.

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

Modern experimental biology is moving away from analyses of single elements to whole-organism measurements. Such measured time-course data contain a wealth of information about the structure and dynamic of the pathway or network. The dynamic modeling of the whole systems is formulated as a reverse problem that requires a well-suited mathematical model and a very efficient computational method to identify the model structure and parameters. Numerical integration for differential equations and finding global parameter values are still two major challenges in this field of the parameter estimation of nonlinear dynamic biological systems. We compare three techniques of parameter estimation for nonlinear dynamic biological systems. In the proposed scheme, the modified collocation method is applied to convert the differential equations to the system of algebraic equations. The observed time-course data are then substituted into the algebraic system equations to decouple system interactions in order to obtain the approximate model profiles. Hybrid differential evolution (HDE) with population size of five is able to find a global solution. The method is not only suited for parameter estimation but also can be applied for structure identification. The solution obtained by HDE is then used as the starting point for a local search method to yield the refined estimates.

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.

Numerical study of unsteady Williamson fluid flow and heat transfer in the presence of MHD through a permeable stretching surface

NASA Astrophysics Data System (ADS)

Bibi, Madiha; Khalil-Ur-Rehman; Malik, M. Y.; Tahir, M.

2018-04-01

In the present article, unsteady flow field characteristics of the Williamson fluid model are explored. The nanosized particles are suspended in the flow regime having the interaction of a magnetic field. The fluid flow is induced due to a stretching permeable surface. The flow model is controlled through coupled partial differential equations to the used shooting method for a numerical solution. The obtained partial differential equations are converted into ordinary differential equations as an initial value problem. The shooting method is used to find a numerical solution. The mathematical modeling yields physical parameters, namely the Weissenberg number, the Prandtl number, the unsteadiness parameter, the magnetic parameter, the mass transfer parameter, the Lewis number, the thermophoresis parameter and Brownian parameters. It is found that the Williamson fluid velocity, temperature and nanoparticles concentration are a decreasing function of the unsteadiness parameter.

Influence of nonlinear thermal radiation and viscous dissipation on three-dimensional flow of Jeffrey nano fluid over a stretching sheet in the presence of Joule heating

NASA Astrophysics Data System (ADS)

Ganesh Kumar, K.; Rudraswamy, N. G.; Gireesha, B. J.; Krishnamurthy, M. R.

2017-09-01

Present exploration discusses the combined effect of viscous dissipation and Joule heating on three dimensional flow and heat transfer of a Jeffrey nanofluid in the presence of nonlinear thermal radiation. Here the flow is generated over bidirectional stretching sheet in the presence of applied magnetic field by accounting thermophoresis and Brownian motion of nanoparticles. Suitable similarity transformations are employed to reduce the governing partial differential equations into coupled nonlinear ordinary differential equations. These nonlinear ordinary differential equations are solved numerically by using the Runge-Kutta-Fehlberg fourth-fifth order method with shooting technique. Graphically results are presented and discussed for various parameters. Validation of the current method is proved by comparing our results with the existing results under limiting situations. It can be concluded that combined effect of Joule and viscous heating increases the temperature profile and thermal boundary layer thickness.

New variational principles for locating periodic orbits of differential equations.

PubMed

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

2011-06-13

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

A sensitivity equation approach to shape optimization in fluid flows

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1994-01-01

A sensitivity equation method to shape optimization problems is applied. An algorithm is developed and tested on a problem of designing optimal forebody simulators for a 2D, inviscid supersonic flow. The algorithm uses a BFGS/Trust Region optimization scheme with sensitivities computed by numerically approximating the linear partial differential equations that determine the flow sensitivities. Numerical examples are presented to illustrate the method.

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.

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.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Peridynamic Multiscale Finite Element Methods

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

Costa, Timothy; Bond, Stephen D.; Littlewood, David John

The problem of computing quantum-accurate design-scale solutions to mechanics problems is rich with applications and serves as the background to modern multiscale science research. The prob- lem can be broken into component problems comprised of communicating across adjacent scales, which when strung together create a pipeline for information to travel from quantum scales to design scales. Traditionally, this involves connections between a) quantum electronic structure calculations and molecular dynamics and between b) molecular dynamics and local partial differ- ential equation models at the design scale. The second step, b), is particularly challenging since the appropriate scales of molecular dynamic andmore » local partial differential equation models do not overlap. The peridynamic model for continuum mechanics provides an advantage in this endeavor, as the basic equations of peridynamics are valid at a wide range of scales limiting from the classical partial differential equation models valid at the design scale to the scale of molecular dynamics. In this work we focus on the development of multiscale finite element methods for the peridynamic model, in an effort to create a mathematically consistent channel for microscale information to travel from the upper limits of the molecular dynamics scale to the design scale. In particular, we first develop a Nonlocal Multiscale Finite Element Method which solves the peridynamic model at multiple scales to include microscale information at the coarse-scale. We then consider a method that solves a fine-scale peridynamic model to build element-support basis functions for a coarse- scale local partial differential equation model, called the Mixed Locality Multiscale Finite Element Method. Given decades of research and development into finite element codes for the local partial differential equation models of continuum mechanics there is a strong desire to couple local and nonlocal models to leverage the speed and state of the art of local models with the flexibility and accuracy of the nonlocal peridynamic model. In the mixed locality method this coupling occurs across scales, so that the nonlocal model can be used to communicate material heterogeneity at scales inappropriate to local partial differential equation models. Additionally, the computational burden of the weak form of the peridynamic model is reduced dramatically by only requiring that the model be solved on local patches of the simulation domain which may be computed in parallel, taking advantage of the heterogeneous nature of next generation computing platforms. Addition- ally, we present a novel Galerkin framework, the 'Ambulant Galerkin Method', which represents a first step towards a unified mathematical analysis of local and nonlocal multiscale finite element methods, and whose future extension will allow the analysis of multiscale finite element methods that mix models across scales under certain assumptions of the consistency of those models.« less

Preconditioned conjugate residual methods for the solution of spectral equations

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

On a modified streamline curvature method for the Euler equations

NASA Technical Reports Server (NTRS)

Cordova, Jeffrey Q.; Pearson, Carl E.

1988-01-01

A modification of the streamline curvature method leads to a quasilinear second-order partial differential equation for the streamline coordinate function. The existence of a stream function is not required. The method is applied to subsonic and supersonic nozzle flow, and to axially symmetric flow with swirl. For many situations, the associated numerical method is both fast and accurate.

New methods for the numerical integration of ordinary differential equations and their application to the equations of motion of spacecraft

NASA Technical Reports Server (NTRS)

Banyukevich, A.; Ziolkovski, K.

1975-01-01

A number of hybrid methods for solving Cauchy problems are described on the basis of an evaluation of advantages of single and multiple-point numerical integration methods. The selection criterion is the principle of minimizing computer time. The methods discussed include the Nordsieck method, the Bulirsch-Stoer extrapolation method, and the method of recursive Taylor-Steffensen power series.

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

PubMed Central

Penn, Richard; Werner, Michael; Thomas, Justin

2015-01-01

Background Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. Methods In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. Results We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Conclusions Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible. PMID:26029638

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.

Control problem for a system of linear loaded differential equations

NASA Astrophysics Data System (ADS)

Barseghyan, V. R.; Barseghyan, T. V.

2018-04-01

The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.

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.

Exponentially varying viscosity of magnetohydrodynamic mixed convection Eyring-Powell nanofluid flow over an inclined surface

NASA Astrophysics Data System (ADS)

Khan, Imad; Fatima, Sumreen; Malik, M. Y.; Salahuddin, T.

2018-03-01

This paper explores the theoretical study of the steady incompressible two dimensional MHD boundary layer flow of Eyring-Powell nanofluid over an inclined surface. The fluid is considered to be electrically conducting and the viscosity of the fluid is assumed to be varying exponentially. The governing partial differential equations (PDE's) are reduced into ordinary differential equations (ODE's) by applying similarity approach. The resulting ordinary differential equations are solved successfully by using Homotopy analysis method. The impact of pertinent parameters on velocity, concentration and temperature profiles are examined through graphs and tables. Also coefficient of skin friction, Sherwood and Nusselt numbers are illustrated in tabular and graphical form.

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.

Stability analysis of a liquid fuel annular combustion chamber. M.S. Thesis

NASA Technical Reports Server (NTRS)

Mcdonald, G. H.

1978-01-01

High frequency combustion instability problems in a liquid fuel annular combustion chamber are examined. A modified Galerkin method was used to produce a set of modal amplitude equations from the general nonlinear partial differential acoustic wave equation in order to analyze the problem of instability. From these modal amplitude equations, the two variable perturbation method was used to develop a set of approximate equations of a given order of magnitude. These equations were modeled to show the effects of velocity sensitive combustion instabilities by evaluating the effects of certain parameters in the given set of equations.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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.

Numerical simulation of rarefied gas flow through a slit

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

NASA Astrophysics Data System (ADS)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

Group analysis for natural convection from a vertical plate

NASA Astrophysics Data System (ADS)

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

2008-12-01

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

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.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM.

PubMed

Singh, Brajesh K; Srivastava, Vineet K

2015-04-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

PubMed Central

Singh, Brajesh K.; Srivastava, Vineet K.

2015-01-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

Implicit solution of Navier-Stokes equations on staggered curvilinear grids using a Newton-Krylov method with a novel analytical Jacobian.

NASA Astrophysics Data System (ADS)

Borazjani, Iman; Asgharzadeh, Hafez

2015-11-01

Flow simulations involving complex geometries and moving boundaries suffer from time-step size restriction and low convergence rates with explicit and semi-implicit schemes. Implicit schemes can be used to overcome these restrictions. However, implementing implicit solver for nonlinear equations including Navier-Stokes is not straightforward. Newton-Krylov subspace methods (NKMs) are one of the most advanced iterative methods to solve non-linear equations such as implicit descritization of the Navier-Stokes equation. The efficiency of NKMs massively depends on the Jacobian formation method, e.g., automatic differentiation is very expensive, and matrix-free methods slow down as the mesh is refined. Analytical Jacobian is inexpensive method, but derivation of analytical Jacobian for Navier-Stokes equation on staggered grid is challenging. The NKM with a novel analytical Jacobian was developed and validated against Taylor-Green vortex and pulsatile flow in a 90 degree bend. The developed method successfully handled the complex geometries such as an intracranial aneurysm with multiple overset grids, and immersed boundaries. It is shown that the NKM with an analytical Jacobian is 3 to 25 times faster than the fixed-point implicit Runge-Kutta method, and more than 100 times faster than automatic differentiation depending on the grid (size) and the flow problem. The developed methods are fully parallelized with parallel efficiency of 80-90% on the problems tested.

a Numerical Comparison of Langrange and Kane's Methods of AN Arm Segment

NASA Astrophysics Data System (ADS)

Rambely, Azmin Sham; Halim, Norhafiza Ab.; Ahmad, Rokiah Rozita

A 2-D model of a two-link kinematic chain is developed using two dynamics equations of motion, namely Kane's and Lagrange Methods. The dynamics equations are reduced to first order differential equation and solved using modified Euler and fourth order Runge Kutta to approximate the shoulder and elbow joint angles during a smash performance in badminton. Results showed that Runge-Kutta produced a better and exact approximation than that of modified Euler and both dynamic equations produced better absolute errors.

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

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Ansari, Reza

2018-07-01

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

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.

Some path-following techniques for solution of nonlinear equations and comparison with parametric differentiation

NASA Technical Reports Server (NTRS)

Barger, R. L.; Walters, R. W.

1986-01-01

Some path-following techniques are described and compared with other methods. Use of multipurpose techniques that can be used at more than one stage of the path-following computation results in a system that is relatively simple to understand, program, and use. Comparison of path-following methods with the method of parametric differentiation reveals definite advantages for the path-following methods. The fact that parametric differentiation has found a broader range of applications indicates that path-following methods have been underutilized.

Wavelets and distributed approximating functionals

NASA Astrophysics Data System (ADS)

Wei, G. W.; Kouri, D. J.; Hoffman, D. K.

1998-07-01

A general procedure is proposed for constructing father and mother wavelets that have excellent time-frequency localization and can be used to generate entire wavelet families for use as wavelet transforms. One interesting feature of our father wavelets (scaling functions) is that they belong to a class of generalized delta sequences, which we refer to as distributed approximating functionals (DAFs). We indicate this by the notation wavelet-DAFs. Correspondingly, the mother wavelets generated from these wavelet-DAFs are appropriately called DAF-wavelets. Wavelet-DAFs can be regarded as providing a pointwise (localized) spectral method, which furnishes a bridge between the traditional global methods and local methods for solving partial differential equations. They are shown to provide extremely accurate numerical solutions for a number of nonlinear partial differential equations, including the Korteweg-de Vries (KdV) equation, for which a previous method has encountered difficulties (J. Comput. Phys. 132 (1997) 233).

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

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.

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

Equation-free modeling unravels the behavior of complex ecological systems

USGS Publications Warehouse

DeAngelis, Donald L.; Yurek, Simeon

2015-01-01

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

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

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

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

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

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

Scattering on two Aharonov-Bohm vortices

NASA Astrophysics Data System (ADS)

Bogomolny, E.

2016-12-01

The problem of two Aharonov-Bohm (AB) vortices for the Helmholtz equation is examined in detail. It is demonstrated that the method proposed by Myers (1963 J. Math. Phys. 6 1839) for slit diffraction can be generalised to obtain an explicit solution for AB vortices. Due to the singular nature of AB interaction the Green function and scattering amplitude for two AB vortices obey a series of partial differential equations. Coefficients entering these equations, fulfil ordinary non-linear differential equations whose solutions can be obtained by solving the Painlevé III equation. The asymptotics of necessary functions for very large and very small vortex separations are calculated explicitly. Taken together, this means that the problem of two AB vortices is exactly solvable.

Solution of the Bagley Torvik equation by fractional DTM

NASA Astrophysics Data System (ADS)

Arora, Geeta; Pratiksha

2017-07-01

In this paper, fractional differential transform method(DTM) is implemented on the Bagley Torvik equation. This equation models the viscoelastic behavior of geological strata, metals, glasses etc. It explains the motion of a rigid plate immersed in a Newtonian fluid. DTM is a simple, reliable and efficient method that gives a series solution. Caputo fractional derivative is considered throughout this work. Two examples are given to demonstrate the validity and applicability of the method and comparison is made with the existing results.

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

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.

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.

A note on the accuracy of spectral method applied to nonlinear conservation laws

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang; Wong, Peter S.

1994-01-01

Fourier spectral method can achieve exponential accuracy both on the approximation level and for solving partial differential equations if the solutions are analytic. For a linear partial differential equation with a discontinuous solution, Fourier spectral method produces poor point-wise accuracy without post-processing, but still maintains exponential accuracy for all moments against analytic functions. In this note we assess the accuracy of Fourier spectral method applied to nonlinear conservation laws through a numerical case study. We find that the moments with respect to analytic functions are no longer very accurate. However the numerical solution does contain accurate information which can be extracted by a post-processing based on Gegenbauer polynomials.

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

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

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

A new mathematical solution for predicting char activation reactions

USGS Publications Warehouse

Rafsanjani, H.H.; Jamshidi, E.; Rostam-Abadi, M.

2002-01-01

The differential conservation equations that describe typical gas-solid reactions, such as activation of coal chars, yield a set of coupled second-order partial differential equations. The solution of these coupled equations by exact analytical methods is impossible. In addition, an approximate or exact solution only provides predictions for either reaction- or diffusion-controlling cases. A new mathematical solution, the quantize method (QM), was applied to predict the gasification rates of coal char when both chemical reaction and diffusion through the porous char are present. Carbon conversion rates predicted by the QM were in closer agreement with the experimental data than those predicted by the random pore model and the simple particle model. ?? 2002 Elsevier Science Ltd. All rights reserved.

Laplace transform homotopy perturbation method for the approximation of variational problems.

PubMed

Filobello-Nino, U; Vazquez-Leal, H; Rashidi, M M; Sedighi, H M; Perez-Sesma, A; Sandoval-Hernandez, M; Sarmiento-Reyes, A; Contreras-Hernandez, A D; Pereyra-Diaz, D; Hoyos-Reyes, C; Jimenez-Fernandez, V M; Huerta-Chua, J; Castro-Gonzalez, F; Laguna-Camacho, J R

2016-01-01

This article proposes the application of Laplace Transform-Homotopy Perturbation Method and some of its modifications in order to find analytical approximate solutions for the linear and nonlinear differential equations which arise from some variational problems. As case study we will solve four ordinary differential equations, and we will show that the proposed solutions have good accuracy, even we will obtain an exact solution. In the sequel, we will see that the square residual error for the approximate solutions, belongs to the interval [0.001918936920, 0.06334882582], which confirms the accuracy of the proposed methods, taking into account the complexity and difficulty of variational problems.

Finding higher order Darboux polynomials for a family of rational first order ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2015-10-01

For the Darbouxian methods we are studying here, in order to solve first order rational ordinary differential equations (1ODEs), the most costly (computationally) step is the finding of the needed Darboux polynomials. This can be so grave that it can render the whole approach unpractical. Hereby we introduce a simple heuristics to speed up this process for a class of 1ODEs.

Spurious Solutions Of Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Accurate solution of the Poisson equation with discontinuities

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2009-11-01

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

Parametric Identification of Nonlinear Dynamical Systems

NASA Technical Reports Server (NTRS)

Feeny, Brian

2002-01-01

In this project, we looked at the application of harmonic balancing as a tool for identifying parameters (HBID) in a nonlinear dynamical systems with chaotic responses. The main idea is to balance the harmonics of periodic orbits extracted from measurements of each coordinate during a chaotic response. The periodic orbits are taken to be approximate solutions to the differential equations that model the system, the form of the differential equations being known, but with unknown parameters to be identified. Below we summarize the main points addressed in this work. The details of the work are attached as drafts of papers, and a thesis, in the appendix. Our study involved the following three parts: (1) Application of the harmonic balance to a simulation case in which the differential equation model has known form for its nonlinear terms, in contrast to a differential equation model which has either power series or interpolating functions to represent the nonlinear terms. We chose a pendulum, which has sinusoidal nonlinearities; (2) Application of the harmonic balance to an experimental system with known nonlinear forms. We chose a double pendulum, for which chaotic response were easily generated. Thus we confronted a two-degree-of-freedom system, which brought forth challenging issues; (3) A study of alternative reconstruction methods. The reconstruction of the phase space is necessary for the extraction of periodic orbits from the chaotic responses, which is needed in this work. Also, characterization of a nonlinear system is done in the reconstructed phase space. Such characterizations are needed to compare models with experiments. Finally, some nonlinear prediction methods can be applied in the reconstructed phase space. We developed two reconstruction methods that may be considered if the common method (method of delays) is not applicable.

Modified equations, rational solutions, and the Painleve property for the Kadomtsev--Petviashvili and Hirota--Satsuma equations

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

Weiss, J.

1985-09-01

We propose a method for finding the Lax pairs and rational solutions of integrable partial differential equations. That is, when an equation possesses the Painleve property, a Baecklund transformation is defined in terms of an expansion about the singular manifold. This Baecklund transformation obtains (1) a type of modified equation that is formulated in terms of Schwarzian derivatives and (2) a Miura transformation from the modified to the original equation. By linearizing the (Ricati-type) Miura transformation the Lax pair is found. On the other hand, consideration of the (distinct) Baecklund transformations of the modified equations provides a method for themore » iterative construction of rational solutions. This also obtains the Lax pairs for the modified equations. In this paper we apply this method to the Kadomtsev--Petviashvili equation and the Hirota--Satsuma equations.« less

A high-order time-parallel scheme for solving wave propagation problems via the direct construction of an approximate time-evolution operator

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

Haut, T. S.; Babb, T.; Martinsson, P. G.

2015-06-16

Our manuscript demonstrates a technique for efficiently solving the classical wave equation, the shallow water equations, and, more generally, equations of the form ∂u/∂t=Lu∂u/∂t=Lu, where LL is a skew-Hermitian differential operator. The idea is to explicitly construct an approximation to the time-evolution operator exp(τL)exp(τL) for a relatively large time-step ττ. Recently developed techniques for approximating oscillatory scalar functions by rational functions, and accelerated algorithms for computing functions of discretized differential operators are exploited. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many characteristic wavelengths and large speed-ups over existingmore » methods in situations where simulation over long times are required. Numerical examples involving the 2D rotating shallow water equations and the 2D wave equation in an inhomogenous medium are presented, and the method is compared to the 4th order Runge–Kutta (RK4) method and to the use of Chebyshev polynomials. The new method achieved high accuracy over long-time intervals, and with speeds that are orders of magnitude faster than both RK4 and the use of Chebyshev polynomials.« less

True amplitude wave equation migration arising from true amplitude one-way wave equations

NASA Astrophysics Data System (ADS)

Zhang, Yu; Zhang, Guanquan; Bleistein, Norman

2003-10-01

One-way wave operators are powerful tools for use in forward modelling and inversion. Their implementation, however, involves introduction of the square root of an operator as a pseudo-differential operator. Furthermore, a simple factoring of the wave operator produces one-way wave equations that yield the same travel times as the full wave equation, but do not yield accurate amplitudes except for homogeneous media and for almost all points in heterogeneous media. Here, we present augmented one-way wave equations. We show that these equations yield solutions for which the leading order asymptotic amplitude as well as the travel time satisfy the same differential equations as the corresponding functions for the full wave equation. Exact representations of the square-root operator appearing in these differential equations are elusive, except in cases in which the heterogeneity of the medium is independent of the transverse spatial variables. Here, we address the fully heterogeneous case. Singling out depth as the preferred direction of propagation, we introduce a representation of the square-root operator as an integral in which a rational function of the transverse Laplacian appears in the integrand. This allows us to carry out explicit asymptotic analysis of the resulting one-way wave equations. To do this, we introduce an auxiliary function that satisfies a lower dimensional wave equation in transverse spatial variables only. We prove that ray theory for these one-way wave equations leads to one-way eikonal equations and the correct leading order transport equation for the full wave equation. We then introduce appropriate boundary conditions at z = 0 to generate waves at depth whose quotient leads to a reflector map and an estimate of the ray theoretical reflection coefficient on the reflector. Thus, these true amplitude one-way wave equations lead to a 'true amplitude wave equation migration' (WEM) method. In fact, we prove that applying the WEM imaging condition to these newly defined wavefields in heterogeneous media leads to the Kirchhoff inversion formula for common-shot data when the one-way wavefields are replaced by their ray theoretic approximations. This extension enhances the original WEM method. The objective of that technique was a reflector map, only. The underlying theory did not address amplitude issues. Computer output obtained using numerically generated data confirms the accuracy of this inversion method. However, there are practical limitations. The observed data must be a solution of the wave equation. Therefore, the data over the entire survey area must be collected from a single common-shot experiment. Multi-experiment data, such as common-offset data, cannot be used with this method as currently formulated. Research on extending the method is ongoing at this time.

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.

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.

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.

Optical solitons, nonlinear self-adjointness and conservation laws for the cubic nonlinear Shrödinger's equation with repulsive delta potential

NASA Astrophysics Data System (ADS)

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

2017-11-01

In this paper, the complex envelope function ansatz method is used to acquire the optical solitons to the cubic nonlinear Shrödinger's equation with repulsive delta potential (δ-NLSE). The method reveals dark and bright optical solitons. The necessary constraint conditions which guarantee the existence of the solitons are also presented. We studied the δ-NLSE by analyzing a system of partial differential equations (PDEs) obtained by decomposing the equation into real and imaginary components. We derive the Lie point symmetry generators of the system and prove that the system is nonlinearly self-adjoint with an explicit form of a differential substitution satisfying the nonlinear self-adjoint condition. Then we use these facts to establish a set of conserved vectors for the system using the general Cls theorem presented by Ibragimov. Some interesting figures for the acquired solutions are also presented.

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.

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.

Period of vibration of axially vibrating truly nonlinear rod

NASA Astrophysics Data System (ADS)

Cveticanin, L.

2016-07-01

In this paper the axial vibration of a muscle whose fibers are parallel to the direction of muscle compression is investigated. The model is a clamped-free rod with a strongly nonlinear elastic property. Axial vibration is described by a nonlinear partial differential equation. A solution of the equation is constructed for special initial conditions by using the method of separation of variables. The partial differential equation is separated into two uncoupled strongly nonlinear second order differential equations. Both equations, with displacement function and with time function are exactly determined. Exact solutions are given in the form of inverse incomplete and inverse complete Beta function. Using boundary and initial conditions, the frequency of vibration is obtained. It has to be mentioned that the determined frequency represents the exact analytic description for the axially vibrating truly nonlinear clamped-free rod. The procedure suggested in this paper is applied for calculation of the frequency of the longissimus dorsi muscle of a cow. The influence of elasticity order and elasticity coefficient on the frequency property is tested.

Lie symmetry analysis, exact solutions and conservation laws for the time fractional Caudrey-Dodd-Gibbon-Sawada-Kotera equation

NASA Astrophysics Data System (ADS)

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

2018-06-01

In this work, we investigate the Lie symmetry analysis, exact solutions and conservation laws (Cls) to the time fractional Caudrey-Dodd-Gibbon-Sawada-Kotera (CDGDK) equation with Riemann-Liouville (RL) derivative. The time fractional CDGDK is reduced to nonlinear ordinary differential equation (ODE) of fractional order. New exact traveling wave solutions for the time fractional CDGDK are obtained by fractional sub-equation method. In the reduced equation, the derivative is in Erdelyi-Kober (EK) sense. Ibragimov's nonlocal conservation method is applied to construct Cls for time fractional CDGDK.

A Study of Multigrid Preconditioners Using Eigensystem Analysis

NASA Technical Reports Server (NTRS)

Roberts, Thomas W.; Swanson, R. C.

2005-01-01

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Model Predictive Optimal Control of a Time-Delay Distributed-Parameter Systems

NASA Technical Reports Server (NTRS)

Nguyen, Nhan

2006-01-01

This paper presents an optimal control method for a class of distributed-parameter systems governed by first order, quasilinear hyperbolic partial differential equations that arise in many physical systems. Such systems are characterized by time delays since information is transported from one state to another by wave propagation. A general closed-loop hyperbolic transport model is controlled by a boundary control embedded in a periodic boundary condition. The boundary control is subject to a nonlinear differential equation constraint that models actuator dynamics of the system. The hyperbolic equation is thus coupled with the ordinary differential equation via the boundary condition. Optimality of this coupled system is investigated using variational principles to seek an adjoint formulation of the optimal control problem. The results are then applied to implement a model predictive control design for a wind tunnel to eliminate a transport delay effect that causes a poor Mach number regulation.

Optimal analytic method for the nonlinear Hasegawa-Mima equation

NASA Astrophysics Data System (ADS)

Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle

2014-05-01

The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

Oblique scattering from radially inhomogeneous dielectric cylinders: An exact Volterra integral equation formulation

NASA Astrophysics Data System (ADS)

Tsalamengas, John L.

2018-07-01

We study plane-wave electromagnetic scattering by radially and strongly inhomogeneous dielectric cylinders at oblique incidence. The method of analysis relies on an exact reformulation of the underlying field equations as a first-order 4 × 4 system of differential equations and on the ability to restate the associated initial-value problem in the form of a system of coupled linear Volterra integral equations of the second kind. The integral equations so derived are discretized via a sophisticated variant of the Nyström method. The proposed method yields results accurate up to machine precision without relying on approximations. Numerical results and case studies ably demonstrate the efficiency and high accuracy of the algorithms.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

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

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

A convex penalty for switching control of partial differential equations

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

Clason, Christian; Rund, Armin; Kunisch, Karl

2016-01-19

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

Double diffusive conjugate heat transfer: Part III

NASA Astrophysics Data System (ADS)

Soudagar, Manzoor Elahi M.; Azeem

2018-05-01

The placement of a small solid wall towards cold surface of square porous cavity affects the heat transfer behavior of porous region due to restriction of fluid motion in the region occupied by solid wall. An investigation of heat transfer is carried out to understand the fluid flow and heat transfer behavior in porous cavity by solving the governing partial differential equations. Galerkin's approach is used to convert the partial differential equations into algebraic form of equations by applying finite element method. The heat transfer increases for solid towards right surface as compared to the case of solid at center of cavity.

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

NASA Technical Reports Server (NTRS)

Brown, R. L.

1978-01-01

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

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.

Solidification of a binary mixture

NASA Technical Reports Server (NTRS)

Antar, B. N.

1982-01-01

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

2–stage stochastic Runge–Kutta for stochastic delay differential equations

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

Rosli, Norhayati; Jusoh Awang, Rahimah; Bahar, Arifah

2015-05-15

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

Error behavior of multistep methods applied to unstable differential systems

NASA Technical Reports Server (NTRS)

Brown, R. L.

1977-01-01

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

On the conservation laws of Derrida-Lebowitz-Speer-Spohn equation

NASA Astrophysics Data System (ADS)

San, Sait; Yaşar, Emrullah

2015-05-01

In this study, the nonlocal conservation theorem and multiplier approach are performed on the 1 + 1 dimensional Derrida-Lebowitz-Speer-Spohn (DLSS) equation which arises in quantum semi conductor theory. We obtain local conservation laws by using the both methods. Furthermore by utilizing the relationship between conservation laws and Lie point symmetries, the DLSS equation is reduced to third order ordinary differential equation.

Approximating a nonlinear advanced-delayed equation from acoustics

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2016-10-01

We approximate the solution of a particular non-linear mixed type functional differential equation from physiology, the mucosal wave model of the vocal oscillation during phonation. The mathematical equation models a superficial wave propagating through the tissues. The numerical scheme is adapted from the work presented in [1, 2, 3], using homotopy analysis method (HAM) to solve the non linear mixed type equation under study.

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.