Rethinking pedagogy for second-order differential equations: a simplified approach to understanding well-posed problems

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-07-01

Knowing an equation has a unique solution is important from both a modelling and theoretical point of view. For over 70 years, the approach to learning and teaching 'well posedness' of initial value problems (IVPs) for second- and higher-order ordinary differential equations has involved transforming the problem and its analysis to a first-order system of equations. We show that this excursion is unnecessary and present a direct approach regarding second- and higher-order problems that does not require an understanding of systems.

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

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

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

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

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.

Optimal Control for Stochastic Delay Evolution Equations

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

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

2016-08-15

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

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

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.

Introducing Differential Equations Students to the Fredholm Alternative--In Staggered Doses

ERIC Educational Resources Information Center

Savoye, Philippe

2011-01-01

The development, in an introductory differential equations course, of boundary value problems in parallel with initial value problems and the Fredholm Alternative. Examples are provided of pairs of homogeneous and nonhomogeneous boundary value problems for which existence and uniqueness issues are considered jointly. How this heightens students'…

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.

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.

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

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

Addona, Davide, E-mail: d.addona@campus.unimib.it

2015-08-15

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

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.

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

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

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

NASA Technical Reports Server (NTRS)

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

1966-01-01

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

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.

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…

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.

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.

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.

Spline approximations for nonlinear hereditary control systems

NASA Technical Reports Server (NTRS)

Daniel, P. L.

1982-01-01

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

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

PubMed

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

2016-01-01

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

SciCADE 95: International conference on scientific computation and differential equations

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

NONE

1995-12-31

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included.

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

DOE PAGES

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

2017-12-20

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

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

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

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

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

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.

Existence and discrete approximation for optimization problems governed by fractional differential equations

NASA Astrophysics Data System (ADS)

Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

2018-06-01

We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R.

1985-01-01

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

Algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations with the use of parallel computations

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

Moryakov, A. V., E-mail: sailor@orc.ru

2016-12-15

An algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations is presented. The algorithm for systems of first-order differential equations is implemented in the EDELWEISS code with the possibility of parallel computations on supercomputers employing the MPI (Message Passing Interface) standard for the data exchange between parallel processes. The solution is represented by a series of orthogonal polynomials on the interval [0, 1]. The algorithm is characterized by simplicity and the possibility to solve nonlinear problems with a correction of the operator in accordance with the solution obtained in the previous iterative process.

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.

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.

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.

Solving Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1987-01-01

Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

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

Quaternion regularization in celestial mechanics, astrodynamics, and trajectory motion control. III

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2015-09-01

The present paper1 analyzes the basic problems arising in the solution of problems of the optimum control of spacecraft (SC) trajectory motion (including the Lyapunov instability of solutions of conjugate equations) using the principle of the maximum. The use of quaternion models of astrodynamics is shown to allow: (1) the elimination of singular points in the differential phase and conjugate equations and in their partial analytical solutions; (2) construction of the first integrals of the new quaternion; (3) a considerable decrease of the dimensions of systems of differential equations of boundary value optimization problems with their simultaneous simplification by using the new quaternion variables related with quaternion constants of motion by rotation transformations; (4) construction of general solutions of differential equations for phase and conjugate variables on the sections of SC passive motion in the simplest and most convenient form, which is important for the solution of optimum pulse SC transfers; (5) the extension of the possibilities of the analytical investigation of differential equations of boundary value problems with the purpose of identifying the basic laws of optimum control and motion of SC; (6) improvement of the computational stability of the solution of boundary value problems; (7) a decrease in the required volume of computation.

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.

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

DTIC Science & Technology

2016-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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.

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

DTIC Science & Technology

1981-11-01

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

The Vertical Linear Fractional Initialization Problem

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

This paper presents a solution to the initialization problem for a system of linear fractional-order differential equations. The scalar problem is considered first, and solutions are obtained both generally and for a specific initialization. Next the vector fractional order differential equation is considered. In this case, the solution is obtained in the form of matrix F-functions. Some control implications of the vector case are discussed. The suggested method of problem solution is shown via an example.

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

ERIC Educational Resources Information Center

Kovacs, Zoltan

2010-01-01

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

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

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

Numerical 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.

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.

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.

Some problems in fractal differential equations

NASA Astrophysics Data System (ADS)

Su, Weiyi

2016-06-01

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

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.

Study on Heat Transfer Agent Models of Transmission Line and Transformer

NASA Astrophysics Data System (ADS)

Wang, B.; Zhang, P. P.

2018-04-01

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

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

Computation and visualization of geometric partial differential equations

NASA Astrophysics Data System (ADS)

Tiee, Christopher L.

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

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

The Riccati equation, imprimitive actions and symplectic forms. [with application to decentralized optimal control problem

NASA Technical Reports Server (NTRS)

Garzia, M. R.; Loparo, K. A.; Martin, C. F.

1982-01-01

This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control 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 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.

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.

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

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

A Factorization Approach to the Linear Regulator Quadratic Cost Problem

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

A factorization approach to the linear regulator quadratic cost problem is developed. This approach makes some new connections between optimal control, factorization, Riccati equations and certain Wiener-Hopf operator equations. Applications of the theory to systems describable by evolution equations in Hilbert space and differential delay equations in Euclidean space are presented.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

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

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

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

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.

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

Discussion of certain problems in system theory which have been or might be solved using some basic concepts from differential geometry. The problems considered involve differential equations, controllability, optimal control, qualitative behavior, stochastic processes, and bilinear systems. The main goal is to extend the essentials of linear theory to some nonlinear classes of problems.

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.

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

Pseudospectral collocation methods for fourth order differential equations

NASA Technical Reports Server (NTRS)

Malek, Alaeddin; Phillips, Timothy N.

1994-01-01

Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

A result on differential inequalities and its application to higher order trajectory derivatives

NASA Technical Reports Server (NTRS)

Gunderson, R. W.

1973-01-01

A result on differential inequalities is obtained by considering the adjoint differential equation of the variational equation of the right side of the inequality. The main theorem is proved using basic results on differentiability of solutions with respect to initial conditions. The result is then applied to the problem of determining solution behavior using comparison techniques.

Coincidence degree and periodic solutions of neutral equations

NASA Technical Reports Server (NTRS)

Hale, J. K.; Mawhin, J.

1973-01-01

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

Program for solution of ordinary differential equations

NASA Technical Reports Server (NTRS)

Sloate, H.

1973-01-01

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

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.

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.

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.

Influence of tides in viscoelastic bodies of planet and satellite on the satellite's orbital motion

NASA Astrophysics Data System (ADS)

Emelyanov, N. V.

2018-06-01

The problem of influence of tidal friction in both planetary and satellite bodies upon satellite's orbital motion is considered. Using the differential equations in satellite's rectangular planetocentric coordinates, the differential equations describing the changes in semimajor axis and eccentricity are derived. The equations in rectangular coordinates were taken from earlier works on the problem. The calcultations carried out for a number of test examples prove that the averaged solutions of equations in coordinates and precise solutions of averaged equations in the Keplerian elements are identical. For the problem of tides raised on planet's body, it was found that, if satellite's mean motion n is equal to 11/18 Ω, where Ω is the planet's angular rotation rate, the orbital eccentricity does not change. This conclusion is in agreement with the results of other authors. It was also found that there is essential discrepancy between the equations in the elements obtained in this paper and analogous equations published by earlier researchers.

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.

Control of functional differential equations with function space boundary conditions

NASA Technical Reports Server (NTRS)

Banks, H. T.

1972-01-01

Problems involving functional differential equations with terminal conditions in function space are considered. Their application to mechanical and electrical systems is discussed. Investigations of controllability, existence of optimal controls, and necessary and sufficient conditions for optimality are reported.

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

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…

A neutral functional differential equation of Lurie type. [on asymptotic stability of feedback control

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1980-01-01

The problem of Lurie is posed for systems described by a functional differential equation of neutral type. Sufficient conditions are obtained for absolute stability for the controlled system if it is assumed that the uncontrolled plant equation is uniformly asymptotically stable. Both the direct and indirect control cases are treated.

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

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

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.

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.

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

Forced Convection Heat Transfer in Circular Pipes

ERIC Educational Resources Information Center

Tosun, Ismail

2007-01-01

One of the pitfalls of engineering education is to lose the physical insight of the problem while tackling the mathematical part. Forced convection heat transfer (the Graetz-Nusselt problem) certainly falls into this category. The equation of energy together with the equation of motion leads to a partial differential equation subject to various…

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.

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.

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

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

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

Efficient sensitivity analysis method for chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Liao, Haitao

2016-05-01

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

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

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

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

General Tricomi-Rassias problem and oblique derivative problem for generalized Chaplygin equations

NASA Astrophysics Data System (ADS)

Wen, Guochun; Chen, Dechang; Cheng, Xiuzhen

2007-09-01

Many authors have discussed the Tricomi problem for some second order equations of mixed type, which has important applications in gas dynamics. In particular, Bers proposed the Tricomi problem for Chaplygin equations in multiply connected domains [L. Bers, Mathematical Aspects of Subsonic and Transonic Gas Dynamics, Wiley, New York, 1958]. And Rassias proposed the exterior Tricomi problem for mixed equations in a doubly connected domain and proved the uniqueness of solutions for the problem [J.M. Rassias, Lecture Notes on Mixed Type Partial Differential Equations, World Scientific, Singapore, 1990]. In the present paper, we discuss the general Tricomi-Rassias problem for generalized Chaplygin equations. This is one general oblique derivative problem that includes the exterior Tricomi problem as a special case. We first give the representation of solutions of the general Tricomi-Rassias problem, and then prove the uniqueness and existence of solutions for the problem by a new method. In this paper, we shall also discuss another general oblique derivative problem for generalized Chaplygin equations.

Group invariant solution for a pre-existing fracture driven by a power-law fluid in impermeable rock

NASA Astrophysics Data System (ADS)

Fareo, A. G.; Mason, D. P.

2013-12-01

The effect of power-law rheology on hydraulic fracturing is investigated. The evolution of a two-dimensional fracture with non-zero initial length and driven by a power-law fluid is analyzed. Only fluid injection into the fracture is considered. The surrounding rock mass is impermeable. With the aid of lubrication theory and the PKN approximation a partial differential equation for the fracture half-width is derived. Using a linear combination of the Lie-point symmetry generators of the partial differential equation, the group invariant solution is obtained and the problem is reduced to a boundary value problem for an ordinary differential equation. Exact analytical solutions are derived for hydraulic fractures with constant volume and with constant propagation speed. The asymptotic solution near the fracture tip is found. The numerical solution for general working conditions is obtained by transforming the boundary value problem to a pair of initial value problems. Throughout the paper, hydraulic fracturing with shear thinning, Newtonian and shear thickening fluids are compared.

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.

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.

Multiple shooting algorithms for jump-discontinuous problems in optimal control and estimation

NASA Technical Reports Server (NTRS)

Mook, D. J.; Lew, Jiann-Shiun

1991-01-01

Multiple shooting algorithms are developed for jump-discontinuous two-point boundary value problems arising in optimal control and optimal estimation. Examples illustrating the origin of such problems are given to motivate the development of the solution algorithms. The algorithms convert the necessary conditions, consisting of differential equations and transversality conditions, into algebraic equations. The solution of the algebraic equations provides exact solutions for linear problems. The existence and uniqueness of the solution are proved.

Lyapunov stability and its application to systems of ordinary differential equations

NASA Technical Reports Server (NTRS)

Kennedy, E. W.

1979-01-01

An outline and a brief introduction to some of the concepts and implications of Lyapunov stability theory are presented. Various aspects of the theory are illustrated by the inclusion of eight examples, including the Cartesian coordinate equations of the two-body problem, linear and nonlinear (Van der Pol's equation) oscillatory systems, and the linearized Kustaanheimo-Stiefel element equations for the unperturbed two-body problem.

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

NASA Astrophysics Data System (ADS)

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

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

Systems-based decomposition schemes for the approximate solution of multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Ford, Neville J.; Connolly, Joseph A.

2009-07-01

We give a comparison of the efficiency of three alternative decomposition schemes for the approximate solution of multi-term fractional differential equations using the Caputo form of the fractional derivative. The schemes we compare are based on conversion of the original problem into a system of equations. We review alternative approaches and consider how the most appropriate numerical scheme may be chosen to solve a particular equation.

Forced cubic Schrödinger equation with Robin boundary data: large-time asymptotics

PubMed Central

Kaikina, Elena I.

2013-01-01

We consider the initial-boundary-value problem for the cubic nonlinear Schrödinger equation, formulated on a half-line with inhomogeneous Robin boundary data. We study traditionally important problems of the theory of nonlinear partial differential equations, such as the global-in-time existence of solutions to the initial-boundary-value problem and the asymptotic behaviour of solutions for large time. PMID:24204185

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

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

Proceedings of the Dundee Conference (10th) Held in Dundee, Scotland on July 1988. Ordinary and Partial Differential Equations. Volume 2

DTIC Science & Technology

1988-07-01

a priori inequalities with applications to R J Knops boundary value problems 40 Singular systems of differential equations V G Sigiilito S L...Stochastic functional differential equations S E A Mohammed 100 Optimal control of variational inequalities 125 Ennio de Giorgi Colloquium V Barbu P Kr e...location of the period-doubled bifurcation point varies slightly with Zc [ 3 ]. In addition, no significant effect is found if a smoother functional

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.

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

NASA Technical Reports Server (NTRS)

Stein, M.; Stein, P. A.

1978-01-01

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

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.

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.

A Second-Year Undergraduate Course in Applied Differential Equations.

ERIC Educational Resources Information Center

Fahidy, Thomas Z.

1991-01-01

Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…

Wave propagation problem for a micropolar elastic waveguide

NASA Astrophysics Data System (ADS)

Kovalev, V. A.; Murashkin, E. V.; Radayev, Y. N.

2018-04-01

A propagation problem for coupled harmonic waves of translational displacements and microrotations along the axis of a long cylindrical waveguide is discussed at present study. Microrotations modeling is carried out within the linear micropolar elasticity frameworks. The mathematical model of the linear (or even nonlinear) micropolar elasticity is also expanded to a field theory model by variational least action integral and the least action principle. The governing coupled vector differential equations of the linear micropolar elasticity are given. The translational displacements and microrotations in the harmonic coupled wave are decomposed into potential and vortex parts. Calibrating equations providing simplification of the equations for the wave potentials are proposed. The coupled differential equations are then reduced to uncoupled ones and finally to the Helmholtz wave equations. The wave equations solutions for the translational and microrotational waves potentials are obtained for a high-frequency range.

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.

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

NASA Astrophysics Data System (ADS)

Thieme, Horst R.

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

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

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

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.

Introducing DAE Systems in Undergraduate and Graduate Chemical Engineering Curriculum

ERIC Educational Resources Information Center

Mandela, Ravi Kumar; Sridhar, L. N.; Rengaswamy, Raghunathan

2010-01-01

Models play an important role in understanding chemical engineering systems. While differential equation models are taught in standard modeling and control courses, Differential Algebraic Equation (DAE) system models are not usually introduced. These models appear naturally in several chemical engineering problems. In this paper, the introduction…

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.

Modelling by Differential Equations

ERIC Educational Resources Information Center

Chaachoua, Hamid; Saglam, Ayse

2006-01-01

This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…

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.

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.

The Uniform Convergence of Eigenfunction Expansions of Schrödinger Operator in the Nikolskii Classes {H}_{p}^{\\alpha }(\\bar{\\Omega })

NASA Astrophysics Data System (ADS)

Jamaludin, N. A.; Ahmedov, A.

2017-09-01

Many boundary value problems in the theory of partial differential equations can be solved by separation methods of partial differential equations. When Schrödinger operator is considered then the influence of the singularity of potential on the solution of the partial differential equation is interest of researchers. In this paper the problems of the uniform convergence of the eigenfunction expansions of the functions from corresponding to the Schrödinger operator with the potential from classes of Sobolev are investigated. The spectral function corresponding to the Schrödinger operator is estimated in closed domain. The isomorphism of the Nikolskii classes is applied to prove uniform convergence of eigenfunction expansions of Schrödinger operator in closed domain.

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

NASA Astrophysics Data System (ADS)

Chen, Wen; Wang, Fajie

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

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

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.

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

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.

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

PubMed Central

Herrera, Ismael; Sabina, Federico J.

1978-01-01

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

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.

Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior

NASA Astrophysics Data System (ADS)

Barles, Guy; Ley, Olivier; Topp, Erwin

2017-02-01

In this paper, we provide suitable adaptations of the ‘weak version of Bernstein method’ introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed ‘uniformly elliptic’ (maybe in the nonlocal sense) but which do not satisfy the usual ‘growth condition’ on the gradient term allowing to use (for example) the Ishii-Lions’ method. We treat the case of a model equation with a superlinear coercivity on the gradient term which has a leading role in the equation. This regularity result together with comparison principle provided for the problem allow to obtain the ergodic large time behavior of the evolution problem in the periodic setting.

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.

Metrisability of Painlevé equations

NASA Astrophysics Data System (ADS)

Contatto, Felipe; Dunajski, Maciej

2018-02-01

We solve the metrisability problem for the six Painlevé equations, and more generally for all 2nd order ordinary differential equations with the Painlevé property, and determine for which of these equations their integral curves are geodesics of a (pseudo) Riemannian metric on a surface.

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.

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.

Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.

PubMed

Shah, Kamal; Khan, Rahmat Ali

2016-01-01

In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results.

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

PubMed

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

2017-03-01

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

Symmetry analysis of the high-order equations for the description of the Fermi - Pasta - Ulam problem

NASA Astrophysics Data System (ADS)

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

2017-01-01

Recently some new nonlinear equations for the description of the Fermi - Pasta - Ulam problem have been derived. The main aim of this work is to use the symmetry test to investigate these equations. We consider equations for the description of the α and α + β Fermi - Pasta - Ulam model. We find the infinitesimal operators and Lie groups, admitted by the equations. Using the groups we find the self-similar variables as well as the reductions to the ordinary differential equations. Some exact solutions are also constructed.

Modelling and Inverse-Modelling: Experiences with O.D.E. Linear Systems in Engineering Courses

ERIC Educational Resources Information Center

Martinez-Luaces, Victor

2009-01-01

In engineering careers courses, differential equations are widely used to solve problems concerned with modelling. In particular, ordinary differential equations (O.D.E.) linear systems appear regularly in Chemical Engineering, Food Technology Engineering and Environmental Engineering courses, due to the usefulness in modelling chemical kinetics,…

Introduction of the Notion of Differential Equations by Modelling Based Teaching

ERIC Educational Resources Information Center

Budinski, Natalija; Takaci, Djurdjica

2011-01-01

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

Building Context with Tumor Growth Modeling Projects in Differential Equations

ERIC Educational Resources Information Center

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

2015-01-01

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

Synchronization with propagation - The functional differential equations

NASA Astrophysics Data System (ADS)

Rǎsvan, Vladimir

2016-06-01

The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.

BOOK REVIEW: Partial Differential Equations in General Relativity

NASA Astrophysics Data System (ADS)

Halburd, Rodney G.

2008-11-01

Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed proofs of the main results in a self-contained book of reasonable length. Instead, the author concentrates on providing key definitions together with their motivations and explaining the main results, tools and difficulties for each topic. There is a section at the end of each chapter which points the reader to appropriate literature for further details. In this way, Rendall manages to describe the central issues concerning many subjects. Each of the twelve chapters (except for one on functional analysis) contains an important application to general relativity. For example, the chapter on ODEs discusses Bianchi spacetimes and the Einstein constraint equations are discussed in the chapter on elliptic equations. In the chapter on hyperbolic equations, the Einstein dust system is considered in the context of Leray hyperbolicity and Gowdy spacetimes are analysed in the section on Fuchsian methods. The book concludes with four chapters purely on applications to general relativity, namely The Cauchy problem for the Einstein equations, Global results, The Einstein-Vlasov system and The Einstein-scalar field systems. On reading this book, someone with a basic understanding of relativity could rapidly develop a picture, painted in broad brush strokes, of the main problems and tools in the area. It would be particularly useful for someone, such as a graduate student, just entering the field, or for someone who wants a general idea of the main issues. For those who want to go further, a lot more reading will be necessary but the author has sign-posted appropriate entry points to the literature throughout the book. Ultimately, this is a very technical subject and this book can only provide an overview. I believe that Alan Rendall's book is a valuable contribution to the field of mathematical relativity.

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

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

Optimal control of coupled parabolic-hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2018-04-01

This paper deals with the design of an optimal state-feedback linear-quadratic (LQ) controller for a system of coupled parabolic-hypebolic non-autonomous partial differential equations (PDEs). The infinite-dimensional state space representation and the corresponding operator Riccati differential equation are used to solve the control problem. Dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the LQ-optimal control problem and also to guarantee the exponential stability of the closed-loop system. Thanks to the eigenvalues and eigenfunctions of the parabolic operator and also the fact that the hyperbolic-associated operator Riccati differential equation can be converted to a scalar Riccati PDE, an algorithm to solve the LQ control problem has been presented. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ optimal controller designed in the early portion of the paper is implemented for the original non-linear model. Numerical simulations are performed to show the controller performances.

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

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

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

A 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.

A note on the regularity of solutions of infinite dimensional Riccati equations

NASA Technical Reports Server (NTRS)

Burns, John A.; King, Belinda B.

1994-01-01

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR and LQG control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smoothes solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement.

Efficient numerical method for solving Cauchy problem for the Gamma equation

NASA Astrophysics Data System (ADS)

Koleva, Miglena N.

2011-12-01

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

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

PubMed

Ashyralyev, Allaberen; Hanalyev, Asker

2014-01-01

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

Diffraction of Electromagnetic Waves on a Waveguide Joint

NASA Astrophysics Data System (ADS)

Malykh, Mikhail; Sevastianov, Leonid; Tyutyunnik, Anastasiya; Nikolaev, Nikolai

2018-02-01

In general, the investigation of the electromagnetic field in an inhomogeneous waveguide doesn't reduce to the study of two independent boundary value problems for the Helmholtz equation. We show how to rewrite the Helmholtz equations in the "Hamiltonian form" to express the connection between these two problems explicitly. The problem of finding monochromatic waves in an arbitrary waveguide is reduced to an infinite system of ordinary differential equations in a properly constructed Hilbert space. The calculations are performed in the computer algebra system Sage.

Solving differential equations with unknown constitutive relations as recurrent neural networks

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

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

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

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

NASA Astrophysics Data System (ADS)

Nishiguchi, Junya

2017-09-01

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

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.

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.

Algorithmic framework for group analysis of differential equations and its application to generalized Zakharov-Kuznetsov equations

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.

Modeling the missile-launch tube problem in DYSCO

NASA Technical Reports Server (NTRS)

Berman, Alex; Gustavson, Bruce A.

1989-01-01

DYSCO is a versatile, general purpose dynamic analysis program which assembles equations and solves dynamics problems. The executive manages a library of technology modules which contain routines that compute the matrix coefficients of the second order ordinary differential equations of the components. The executive performs the coupling of the equations of the components and manages the solution of the coupled equations. Any new component representation may be added to the library if, given the state vector, a FORTRAN program can be written to compute M, C, K, and F. The problem described demonstrates the generality of this statement.

Program for the solution of multipoint boundary value problems of quasilinear differential equations

NASA Technical Reports Server (NTRS)

1973-01-01

Linear equations are solved by a method of superposition of solutions of a sequence of initial value problems. For nonlinear equations and/or boundary conditions, the solution is iterative and in each iteration a problem like the linear case is solved. A simple Taylor series expansion is used for the linearization of both nonlinear equations and nonlinear boundary conditions. The perturbation method of solution is used in preference to quasilinearization because of programming ease, and smaller storage requirements; and experiments indicate that the desired convergence properties exist although no proof or convergence is given.

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

NASA Technical Reports Server (NTRS)

Radhadrishnan, Krishnan

1993-01-01

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

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.

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.

Climate Modeling in the Calculus and Differential Equations Classroom

ERIC Educational Resources Information Center

Kose, Emek; Kunze, Jennifer

2013-01-01

Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…

To Solve or Not to Solve, that Is the Problem

ERIC Educational Resources Information Center

Braiden, Doug

2011-01-01

The senior school Mathematics syllabus is often restricted to the study of single variable differential equations of the first order. Unfortunately most real life examples do not follow such types of relations. In addition, very few differential equations in real life have exact solutions that can be expressed in finite terms. Even if the solution…

An estimator for the relative entropy rate of path measures for stochastic differential equations

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

Opper, Manfred, E-mail: manfred.opper@tu-berlin.de

2017-02-01

We address the problem of estimating the relative entropy rate (RER) for two stochastic processes described by stochastic differential equations. For the case where the drift of one process is known analytically, but one has only observations from the second process, we use a variational bound on the RER to construct an estimator.

Control of functional differential equations to target sets in function space

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kent, G. A.

1971-01-01

Optimal control of systems governed by functional differential equations of retarded and neutral type is considered. Problems with function space initial and terminal manifolds are investigated. Existence of optimal controls, regularity, and bang-bang properties are discussed. Necessary and sufficient conditions are derived, and several solved examples which illustrate the theory are presented.

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.

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.

Numerical heat transfer study in a scattering, absorbing and emitting semi-transparent porous medium in a cylindrical enclosure

NASA Astrophysics Data System (ADS)

Timoumi, M.; Chérif, B.; Sifaoui, M. S.

2005-12-01

In this paper, heat transfer problem through a semi-transparent porous medium in a cylindrical enclosure is investigated. The governing equations for this problem and the boundary conditions are non-linear differential equations depending on the dimensionless radial coordinate, Planck number N, scattering albedo ω, walls emissivity and thermal conductivity ratio kr. The set of differential equations are solved by a numerical technique taken from the IMSL MATH/LIBRARY. Various results are obtained for the dimensionless temperature profiles in the solid and fluid phases and the radiative heat flux. The effects of some radiative properties of the medium on the heat transfer rate are examined.

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.

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

Stability of sequences generated by nonlinear differential systems. [for analysis of glider jet aircraft motion

NASA Technical Reports Server (NTRS)

Brown, R. L.

1979-01-01

A local stability analysis is presented for both the analytic and numerical solutions of the initial value problem for a system of ordinary differential equations. It is shown that, using a proper choice of Liapunov function, a connected region of stable initial values of both the analytic solution and the one-leg k-step numerical solution can be approximated. Attention is given to the example of the two-dimensional problem involving the stability of the longitudinal equations of motion of a gliding jet aircraft.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

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

EPA Science Inventory

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

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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.

Radioactivity Calculations

ERIC Educational Resources Information Center

Onega, Ronald J.

1969-01-01

Three problems in radioactive buildup and decay are presented and solved. Matrix algebra is used to solve the second problem. The third problem deals with flux depression and is solved by the use of differential equations. (LC)

Krylov subspace methods - Theory, algorithms, and applications

NASA Technical Reports Server (NTRS)

Sad, Youcef

1990-01-01

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

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.

A fully Sinc-Galerkin method for Euler-Bernoulli beam models

NASA Technical Reports Server (NTRS)

Smith, R. C.; Bowers, K. L.; Lund, J.

1990-01-01

A fully Sinc-Galerkin method in both space and time is presented for fourth-order time-dependent partial differential equations with fixed and cantilever boundary conditions. The Sinc discretizations for the second-order temporal problem and the fourth-order spatial problems are presented. Alternate formulations for variable parameter fourth-order problems are given which prove to be especially useful when applying the forward techniques to parameter recovery problems. The discrete system which corresponds to the time-dependent partial differential equations of interest are then formulated. Computational issues are discussed and a robust and efficient algorithm for solving the resulting matrix system is outlined. Numerical results which highlight the method are given for problems with both analytic and singular solutions as well as fixed and cantilever boundary conditions.

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 the exterior Dirichlet problem for Hessian quotient equations

NASA Astrophysics Data System (ADS)

Li, Dongsheng; Li, Zhisu

2018-06-01

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

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.

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.

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

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

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

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.

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.

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

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

2016-05-25

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

Numerical Computation of Sensitivities and the Adjoint Approach

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.

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

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

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

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)

Control of functional differential equations with function space boundary conditions.

NASA Technical Reports Server (NTRS)

Banks, H. T.

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

Xia, Baoqiang; Fokas, A. S.

2018-02-01

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

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.

Transactions of the Army Conference on Applied Mathematics and Computing (4th) Held in Ithaca, New York on 27-31 May 1986

DTIC Science & Technology

1987-02-01

positive, nonincreaslng on 0 < t < *, and m decays rapidly at Infinity. Stronger power singularities at zero (a < 0) are also...considered. In this case the wavenumber appears to power four in the differential equation, the Orr-Sommerfeld equation, and to power five in the wall...normal mode, appears to power four in the differential equation. However it is this problem that is physically realistic in which fixed real frequency

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.

Algebraic aspects of evolution partial differential equation arising in the study of constant elasticity of variance model from financial mathematics

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood

2018-03-01

The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.

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.

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.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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.

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.

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.

Optimal control problems with mixed control-phase variable equality and inequality constraints

NASA Technical Reports Server (NTRS)

Makowski, K.; Neustad, L. W.

1974-01-01

In this paper, necessary conditions are obtained for optimal control problems containing equality constraints defined in terms of functions of the control and phase variables. The control system is assumed to be characterized by an ordinary differential equation, and more conventional constraints, including phase inequality constraints, are also assumed to be present. Because the first-mentioned equality constraint must be satisfied for all t (the independent variable of the differential equation) belonging to an arbitrary (prescribed) measurable set, this problem gives rise to infinite-dimensional equality constraints. To obtain the necessary conditions, which are in the form of a maximum principle, an implicit-function-type theorem in Banach spaces is derived.

An evolution infinity Laplace equation modelling dynamic elasto-plastic torsion

NASA Astrophysics Data System (ADS)

Messelmi, Farid

2017-12-01

We consider in this paper a parabolic partial differential equation involving the infinity Laplace operator and a Leray-Lions operator with no coercitive assumption. We prove the existence and uniqueness of the corresponding approached problem and we show that at the limit the solution solves the parabolic variational inequality arising in the elasto-plastic torsion problem.

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.

Stochastic Differential Games with Complexity Constrained Strategies.

DTIC Science & Technology

1982-03-01

Stochastic Differential Game ..... . 39 2.-1 A b.mp.C mcamp e ..... .... ................ . ..... qu CHAPTER 3 - PROBLEM OF STATE ESTDAATION IN TWO...similar to that used vith the differential game , e vould find that the optimal K has the form K T[T* + ( 2.58) This is not a surprising ansver in viev...Examle Example: Discrete-time, one-stage scalar game Transition equation: Y X + U - V P-offtfuntinl: J E + {5 2 CV Cc~ c>a> 0 Observation equations: Z x

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.

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.

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

NASA Technical Reports Server (NTRS)

Sloss, J. M.; Kranzler, S. K.

1972-01-01

The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.

Sensitivity Equation Derivation for Transient Heat Transfer Problems

NASA Technical Reports Server (NTRS)

Hou, Gene; Chien, Ta-Cheng; Sheen, Jeenson

2004-01-01

The focus of the paper is on the derivation of sensitivity equations for transient heat transfer problems modeled by different discretization processes. Two examples will be used in this study to facilitate the discussion. The first example is a coupled, transient heat transfer problem that simulates the press molding process in fabrication of composite laminates. These state equations are discretized into standard h-version finite elements and solved by a multiple step, predictor-corrector scheme. The sensitivity analysis results based upon the direct and adjoint variable approaches will be presented. The second example is a nonlinear transient heat transfer problem solved by a p-version time-discontinuous Galerkin's Method. The resulting matrix equation of the state equation is simply in the form of Ax = b, representing a single step, time marching scheme. A direct differentiation approach will be used to compute the thermal sensitivities of a sample 2D problem.

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.

Multiscale functions, scale dynamics, and applications to partial differential equations

NASA Astrophysics Data System (ADS)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

The Use of Graphs in Specific Situations of the Initial Conditions of Linear Differential Equations

ERIC Educational Resources Information Center

Buendía, Gabriela; Cordero, Francisco

2013-01-01

In this article, we present a discussion on the role of graphs and its significance in the relation between the number of initial conditions and the order of a linear differential equation, which is known as the initial value problem. We propose to make a functional framework for the use of graphs that intends to broaden the explanations of the…

(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.

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.

Presymplectic current and the inverse problem of the calculus of variations

NASA Astrophysics Data System (ADS)

Khavkine, Igor

2013-11-01

The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulation for a subsystem of the given PDE. No constraints on the differential order or number of dependent or independent variables are assumed. The proof follows a recent observation of Bridges, Hydon, and Lawson [Math. Proc. Cambridge Philos. Soc. 148(01), 159-178 (2010)] and generalizes an older result of Henneaux [Ann. Phys. 140(1), 45-64 (1982)] from ordinary differential equations (ODEs) to PDEs. Uniqueness of the variational formulation is also discussed.

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.

Spherical means of solutions of partial differential equations in a conical region

NASA Technical Reports Server (NTRS)

Ting, L.

1975-01-01

The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear xi lines and by two truncating xi surfaces. The spherical mean is the average of u over a constant xi surface. Conditions on the linear differential operator, L, and on the orthogonal coordinates xi, eta, and zeta are established so that the problem for the determination of the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be reduced to a problem with only one space variable. Conditions are then established so that the spherical mean of the solution in one conical region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.

Non-linear analysis of wave progagation using transform methods and plates and shells using integral equations

NASA Astrophysics Data System (ADS)

Pipkins, Daniel Scott

Two diverse topics of relevance in modern computational mechanics are treated. The first involves the modeling of linear and non-linear wave propagation in flexible, lattice structures. The technique used combines the Laplace Transform with the Finite Element Method (FEM). The procedure is to transform the governing differential equations and boundary conditions into the transform domain where the FEM formulation is carried out. For linear problems, the transformed differential equations can be solved exactly, hence the method is exact. As a result, each member of the lattice structure is modeled using only one element. In the non-linear problem, the method is no longer exact. The approximation introduced is a spatial discretization of the transformed non-linear terms. The non-linear terms are represented in the transform domain by making use of the complex convolution theorem. A weak formulation of the resulting transformed non-linear equations yields a set of element level matrix equations. The trial and test functions used in the weak formulation correspond to the exact solution of the linear part of the transformed governing differential equation. Numerical results are presented for both linear and non-linear systems. The linear systems modeled are longitudinal and torsional rods and Bernoulli-Euler and Timoshenko beams. For non-linear systems, a viscoelastic rod and Von Karman type beam are modeled. The second topic is the analysis of plates and shallow shells under-going finite deflections by the Field/Boundary Element Method. Numerical results are presented for two plate problems. The first is the bifurcation problem associated with a square plate having free boundaries which is loaded by four, self equilibrating corner forces. The results are compared to two existing numerical solutions of the problem which differ substantially.

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

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

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

2015-02-15

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

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

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

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

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.

Birth-jump processes and application to forest fire spotting.

PubMed

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

2015-01-01

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

Differential Galois theory and non-integrability of planar polynomial vector fields

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo B.; Lázaro, J. Tomás; Morales-Ruiz, Juan J.; Pantazi, Chara

2018-06-01

We study a necessary condition for the integrability of the polynomials vector fields in the plane by means of the differential Galois Theory. More concretely, by means of the variational equations around a particular solution it is obtained a necessary condition for the existence of a rational first integral. The method is systematic starting with the first order variational equation. We illustrate this result with several families of examples. A key point is to check whether a suitable primitive is elementary or not. Using a theorem by Liouville, the problem is equivalent to the existence of a rational solution of a certain first order linear equation, the Risch equation. This is a classical problem studied by Risch in 1969, and the solution is given by the "Risch algorithm". In this way we point out the connection of the non integrability with some higher transcendent functions, like the error function.

Searching fundamental information in ordinary differential equations. Nondimensionalization technique.

PubMed

Sánchez Pérez, J F; Conesa, M; Alhama, I; Alhama, F; Cánovas, M

2017-01-01

Classical dimensional analysis and nondimensionalization are assumed to be two similar approaches in the search for dimensionless groups. Both techniques, simplify the study of many problems. The first approach does not need to know the mathematical model, being sufficient a deep understanding of the physical phenomenon involved, while the second one begins with the governing equations and reduces them to their dimensionless form by simple mathematical manipulations. In this work, a formal protocol is proposed for applying the nondimensionalization process to ordinary differential equations, linear or not, leading to dimensionless normalized equations from which the resulting dimensionless groups have two inherent properties: In one hand, they are physically interpreted as balances between counteracting quantities in the problem, and on the other hand, they are of the order of magnitude unity. The solutions provided by nondimensionalization are more precise in every case than those from dimensional analysis, as it is illustrated by the applications studied in this work.

Singular Hopf bifurcation in a differential equation with large state-dependent delay

PubMed Central

Kozyreff, G.; Erneux, T.

2014-01-01

We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol’s equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays. PMID:24511255

Singular Hopf bifurcation in a differential equation with large state-dependent delay.

PubMed

Kozyreff, G; Erneux, T

2014-02-08

We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol's equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays.

Hybrid state vector methods for structural dynamic and aeroelastic boundary value problems

NASA Technical Reports Server (NTRS)

Lehman, L. L.

1982-01-01

A computational technique is developed that is suitable for performing preliminary design aeroelastic and structural dynamic analyses of large aspect ratio lifting surfaces. The method proves to be quite general and can be adapted to solving various two point boundary value problems. The solution method, which is applicable to both fixed and rotating wing configurations, is based upon a formulation of the structural equilibrium equations in terms of a hybrid state vector containing generalized force and displacement variables. A mixed variational formulation is presented that conveniently yields a useful form for these state vector differential equations. Solutions to these equations are obtained by employing an integrating matrix method. The application of an integrating matrix provides a discretization of the differential equations that only requires solutions of standard linear matrix systems. It is demonstrated that matrix partitioning can be used to reduce the order of the required solutions. Results are presented for several example problems in structural dynamics and aeroelasticity to verify the technique and to demonstrate its use. These problems examine various types of loading and boundary conditions and include aeroelastic analyses of lifting surfaces constructed from anisotropic composite materials.

Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

PubMed

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

2018-01-01

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

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.

The first boundary-value problem for a fractional diffusion-wave equation in a non-cylindrical domain

NASA Astrophysics Data System (ADS)

Pskhu, A. V.

2017-12-01

We solve the first boundary-value problem in a non-cylindrical domain for a diffusion-wave equation with the Dzhrbashyan- Nersesyan operator of fractional differentiation with respect to the time variable. We prove an existence and uniqueness theorem for this problem, and construct a representation of the solution. We show that a sufficient condition for unique solubility is the condition of Hölder smoothness for the lateral boundary of the domain. The corresponding results for equations with Riemann- Liouville and Caputo derivatives are particular cases of results obtained here.

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

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

Shear free, twisting Einstein-Maxwell metrics in the Newman-Penrose formalism

NASA Technical Reports Server (NTRS)

Lind, R. W.

1972-01-01

The problem of finding algebraically special solutions to the vacuum Einstein-Maxwell equations was investigated using a spin coefficient formalism. The general case in which the degenerate null vectors are not hypersurface orthogonal is reduced to a problem of solving five coupled differential equations that are no longer dependent on the affine parameter along the degenerate null directions. It is shown that the most general regular, shear-free, nonradiating solution to these equations is the Kerr-Newman metric.

Differential equations with applications in cancer diseases.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2013-01-01

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

Generation of three-dimensional body-fitted grids by solving hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, an extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

Generation of three-dimensional body-fitted grids by solving hyperbolic and parabolic partial differential equations

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

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.

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.

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

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-11-01

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

Radiative transfer in a sphere illuminated by a parallel beam - An integral equation approach. [in planetary atmosphere

NASA Technical Reports Server (NTRS)

Shia, R.-L.; Yung, Y. L.

1986-01-01

The problem of multiple scattering of nonpolarized light in a planetary body of arbitrary shape illuminated by a parallel beam is formulated using the integral equation approach. There exists a simple functional whose stationarity condition is equivalent to solving the equation of radiative transfer and whose value at the stationary point is proportional to the differential cross section. The analysis reveals a direct relation between the microscopic symmetry of the phase function for each scattering event and the macroscopic symmetry of the differential cross section for the entire planetary body, and the interconnection of these symmetry relations and the variational principle. The case of a homogeneous sphere containing isotropic scatterers is investigated in detail. It is shown that the solution can be expanded in a multipole series such that the general spherical problem is reduced to solving a set of decoupled integral equations in one dimension. Computations have been performed for a range of parameters of interest, and illustrative examples of applications to planetary problems as provided.

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

DTIC Science & Technology

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

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2015-01-01

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

A problem with inverse time for a singularly perturbed integro-differential equation with diagonal degeneration of the kernel of high order

NASA Astrophysics Data System (ADS)

Bobodzhanov, A. A.; Safonov, V. F.

2016-04-01

We consider an algorithm for constructing asymptotic solutions regularized in the sense of Lomov (see [1], [2]). We show that such problems can be reduced to integro-differential equations with inverse time. But in contrast to known papers devoted to this topic (see, for example, [3]), in this paper we study a fundamentally new case, which is characterized by the absence, in the differential part, of a linear operator that isolates, in the asymptotics of the solution, constituents described by boundary functions and by the fact that the integral operator has kernel with diagonal degeneration of high order. Furthermore, the spectrum of the regularization operator A(t) (see below) may contain purely imaginary eigenvalues, which causes difficulties in the application of the methods of construction of asymptotic solutions proposed in the monograph [3]. Based on an analysis of the principal term of the asymptotics, we isolate a class of inhomogeneities and initial data for which the exact solution of the original problem tends to the limit solution (as \\varepsilon\\to+0) on the entire time interval under consideration, also including a boundary-layer zone (that is, we solve the so-called initialization problem). The paper is of a theoretical nature and is designed to lead to a greater understanding of the problems in the theory of singular perturbations. There may be applications in various applied areas where models described by integro-differential equations are used (for example, in elasticity theory, the theory of electrical circuits, and so on).

Mesh refinement and numerical sensitivity analysis for parameter calibration of partial differential equations

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.

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.

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.

Two volume integral equations for the inhomogeneous and anisotropic forward problem in electroencephalography

NASA Astrophysics Data System (ADS)

Rahmouni, Lyes; Mitharwal, Rajendra; Andriulli, Francesco P.

2017-11-01

This work presents two new volume integral equations for the Electroencephalography (EEG) forward problem which, differently from the standard integral approaches in the domain, can handle heterogeneities and anisotropies of the head/brain conductivity profiles. The new formulations translate to the quasi-static regime some volume integral equation strategies that have been successfully applied to high frequency electromagnetic scattering problems. This has been obtained by extending, to the volume case, the two classical surface integral formulations used in EEG imaging and by introducing an extra surface equation, in addition to the volume ones, to properly handle boundary conditions. Numerical results corroborate theoretical treatments, showing the competitiveness of our new schemes over existing techniques and qualifying them as a valid alternative to differential equation based methods.

Design of Flight Vehicle Management Systems

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Nonlinear Control and Discrete Event Systems

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Presymplectic current and the inverse problem of the calculus of variations

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

Khavkine, Igor, E-mail: i.khavkine@uu.nl

2013-11-15

The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulation for a subsystem of the given PDE. No constraints on the differential order or number of dependent or independent variables are assumed. The proof follows a recent observation of Bridges, Hydon, and Lawson [Math. Proc. Cambridge Philos. Soc. 148(01), 159–178 (2010)] and generalizes an older result of Henneaux [Ann. Phys. 140(1), 45–64 (1982)]more » from ordinary differential equations (ODEs) to PDEs. Uniqueness of the variational formulation is also discussed.« less

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.

On the solution of two-point linear differential eigenvalue problems. [numerical technique with application to Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

Solving delay differential equations in S-ADAPT by method of steps.

PubMed

Bauer, Robert J; Mo, Gary; Krzyzanski, Wojciech

2013-09-01

S-ADAPT is a version of the ADAPT program that contains additional simulation and optimization abilities such as parametric population analysis. S-ADAPT utilizes LSODA to solve ordinary differential equations (ODEs), an algorithm designed for large dimension non-stiff and stiff problems. However, S-ADAPT does not have a solver for delay differential equations (DDEs). Our objective was to implement in S-ADAPT a DDE solver using the methods of steps. The method of steps allows one to solve virtually any DDE system by transforming it to an ODE system. The solver was validated for scalar linear DDEs with one delay and bolus and infusion inputs for which explicit analytic solutions were derived. Solutions of nonlinear DDE problems coded in S-ADAPT were validated by comparing them with ones obtained by the MATLAB DDE solver dde23. The estimation of parameters was tested on the MATLB simulated population pharmacodynamics data. The comparison of S-ADAPT generated solutions for DDE problems with the explicit solutions as well as MATLAB produced solutions which agreed to at least 7 significant digits. The population parameter estimates from using importance sampling expectation-maximization in S-ADAPT agreed with ones used to generate the data. Published by Elsevier Ireland Ltd.

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.

Solutions to an advanced functional partial differential equation of the pantograph type

PubMed Central

Zaidi, Ali A.; Van Brunt, B.; Wake, G. C.

2015-01-01

A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained. PMID:26345391

Solutions to an advanced functional partial differential equation of the pantograph type.

PubMed

Zaidi, Ali A; Van Brunt, B; Wake, G C

2015-07-08

A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained.

Energy levels of one-dimensional systems satisfying the minimal length uncertainty relation

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

Bernardo, Reginald Christian S., E-mail: rcbernardo@nip.upd.edu.ph; Esguerra, Jose Perico H., E-mail: jesguerra@nip.upd.edu.ph

2016-10-15

The standard approach to calculating the energy levels for quantum systems satisfying the minimal length uncertainty relation is to solve an eigenvalue problem involving a fourth- or higher-order differential equation in quasiposition space. It is shown that the problem can be reformulated so that the energy levels of these systems can be obtained by solving only a second-order quasiposition eigenvalue equation. Through this formulation the energy levels are calculated for the following potentials: particle in a box, harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well. For the particle in a box, the second-order quasiposition eigenvalue equation is a second-ordermore » differential equation with constant coefficients. For the harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well, a method that involves using Wronskians has been used to solve the second-order quasiposition eigenvalue equation. It is observed for all of these quantum systems that the introduction of a nonzero minimal length uncertainty induces a positive shift in the energy levels. It is shown that the calculation of energy levels in systems satisfying the minimal length uncertainty relation is not limited to a small number of problems like particle in a box and the harmonic oscillator but can be extended to a wider class of problems involving potentials such as the Pöschl–Teller and Gaussian wells.« less

Critical spaces for quasilinear parabolic evolution equations and applications

NASA Astrophysics Data System (ADS)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

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

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.

Existence of solutions for a host-parasite model

NASA Astrophysics Data System (ADS)

Milner, Fabio Augusto; Patton, Curtis Allan

2001-12-01

The sea bass Dicentrarchus labrax has several gill ectoparasites. Diplectanum aequans (Plathelminth, Monogenea) is one of these species. Under certain demographic conditions, this flat worm can trigger pathological problems, in particular in fish farms. The life cycle of the parasite is described and a model for the dynamics of its interaction with the fish is described and analyzed. The model consists of a coupled system of ordinary differential equations and one integro-differential equation.

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.

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.

Existence and uniqueness theorems for impulsive fractional differential equations with the two-point and integral boundary conditions.

PubMed

Mardanov, M J; Mahmudov, N I; Sharifov, Y A

2014-01-01

We study a boundary value problem for the system of nonlinear impulsive fractional differential equations of order α (0 < α ≤ 1) involving the two-point and integral boundary conditions. Some new results on existence and uniqueness of a solution are established by using fixed point theorems. Some illustrative examples are also presented. We extend previous results even in the integer case α = 1.

Spurious Numerical Solutions Of Differential Equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1995-01-01

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

MHD stagnation-point flow over a nonlinearly shrinking sheet with suction effect

NASA Astrophysics Data System (ADS)

Awaludin, Izyan Syazana; Ahmad, Rokiah; Ishak, Anuar

2018-04-01

The stagnation point flow over a shrinking permeable sheet in the existence of magnetic field is numerically investigated in this paper. The system of partial differential equations are transformed to a nonlinear ordinary differential equation using similarity transformation and is solved numerically using the boundary value problem solver, bvp4c, in Matlab software. It is found that dual solutions exist for a certain range of the shrinking strength.

Boundary layers at the interface of two different shear flows

NASA Astrophysics Data System (ADS)

Weidman, Patrick D.; Wang, C. Y.

2018-05-01

We present solutions for the boundary layer between two uniform shear flows flowing in the same direction. In the upper layer, the flow has shear strength a, fluid density ρ1, and kinematic viscosity ν1, while the lower layer has shear strength b, fluid density ρ2, and kinematic viscosity ν2. Similarity transformations reduce the boundary-layer equations to a pair of ordinary differential equations governed by three dimensionless parameters: the shear strength ratio γ = b/a, the density ratio ρ = ρ2/ρ1, and the viscosity ratio ν = ν2/ν1. Further analysis shows that an affine transformation reduces this multi-parameter problem to a single ordinary differential equation which may be efficiently integrated as an initial-value problem. Solutions of the original boundary-value problem are shown to agree with the initial-value integrations, but additional dual and quadruple solutions are found using this method. We argue on physical grounds and through bifurcation analysis that these additional solutions are not tenable. The present problem is applicable to the trailing edge flow over a thin airfoil with camber.

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

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

Boundary value problems for multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.

Free-Surface Flow and Fluid-Object Interaction Modeling With Emphasis on Ship Hydrodynamics

DTIC Science & Technology

2012-01-01

0 on Cawt (21) in a weak sense. Equation (20) is the Eikonal partial differential equation subject to the interior constraint given by Eq. (21). To...tion, respectively. The formulation given by Eq. (22) is the SUPG method [30] applied to the Eikonal equation. At the steady state, the above problem

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

A study analysis of cable-body systems totally immersed in a fluid stream

NASA Technical Reports Server (NTRS)

Delaurier, J. D.

1972-01-01

A general stability analysis of a cable-body system immersed in a fluid stream is presented. The analytical portion of this analysis treats the system as being essentially a cable problem, with the body dynamics giving the end conditions. The mathematical form of the analysis consists of partial differential wave equations, with the end and auxiliary conditions being determined from the body equations of motion. The equations uncouple to give a lateral problem and a longitudinal problem as in first order airplane dynamics. A series of tests on a tethered wind tunnel model provide a comparison of the theory with experiment.

Solving Partial Differential Equations on Overlapping Grids

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

Henshaw, W D

2008-09-22

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

A framework for simultaneous aerodynamic design optimization in the presence of chaos

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

Günther, Stefanie, E-mail: stefanie.guenther@scicomp.uni-kl.de; Gauger, Nicolas R.; Wang, Qiqi

Integrating existing solvers for unsteady partial differential equations into a simultaneous optimization method is challenging due to the forward-in-time information propagation of classical time-stepping methods. This paper applies the simultaneous single-step one-shot optimization method to a reformulated unsteady constraint that allows for both forward- and backward-in-time information propagation. Especially in the presence of chaotic and turbulent flow, solving the initial value problem simultaneously with the optimization problem often scales poorly with the time domain length. The new formulation relaxes the initial condition and instead solves a least squares problem for the discrete partial differential equations. This enables efficient one-shot optimizationmore » that is independent of the time domain length, even in the presence of chaos.« less

Existence of liouvillian solutions in the problem of motion of a rotationally symmetric body on a sphere

NASA Astrophysics Data System (ADS)

Kuleshov, Alexander S.; Katasonova, Vera A.

2018-05-01

The problem of rolling without slipping of a rotationally symmetric rigid body on a sphere is considered. The rolling body is assumed to be subjected to the forces, the resultant of which is directed from the center of mass G of the body to the center O of the sphere, and depends only on the distance between G and O. In this case the solution of this problem is reduced to solving the second order linear differential equation over the projection of the angular velocity of the body onto its axis of symmetry. Using the Kovacic algorithm we search for liouvillian solutions of the corresponding second order differential equation in the case, when the rolling body is a dynamically symmetric ball.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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.

Fem Formulation for Heat and Mass Transfer in Porous Medium

NASA Astrophysics Data System (ADS)

Azeem; Soudagar, Manzoor Elahi M.; Salman Ahmed, N. J.; Anjum Badruddin, Irfan

2017-08-01

Heat and mass transfer in porous medium can be modelled using three partial differential equations namely, momentum equation, energy equation and mass diffusion. These three equations are coupled to each other by some common terms that turn the whole phenomenon into a complex problem with inter-dependable variables. The current article describes the finite element formulation of heat and mass transfer in porous medium with respect to Cartesian coordinates. The problem under study is formulated into algebraic form of equations by using Galerkin's method with the help of two-node linear triangular element having three nodes. The domain is meshed with smaller sized elements near the wall region and bigger size away from walls.

Conference on Ordinary and Partial Differential Equations, 29 March to 2 April 1982.

DTIC Science & Technology

1982-04-02

Azztr. Boundary value problems for elliptic and parabolic equations in domains with corners The paper concerns initial - Dirichlet and initial - mixed...boundary value problems for parabolic equations. a ij(x,t)u x + ai(x,t)Ux. + a(x,t)u-u = f(x,t) i3 1 x Xl,...,Xn , n 2. We consider the case of...moment II Though it is well known, that the electron possesses an anomalous magnetic moment, this term has not been considered so far in the mathematical

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.

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

PubMed

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

2005-01-01

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

The Shock and Vibration Digest. Volume 16, Number 11

DTIC Science & Technology

1984-11-01

wave [19], a secular equation for Rayleigh waves on ing, seismic risk, and related problems are discussed. the surface of an anisotropic half-space...waves in an !so- tive equation of an elastic-plastic rack medium was....... tropic linear elastic half-space with plane material used; the coefficient...pair of semi-linear hyperbolic partial differential -- " Conditions under which the equations of motion equations governing slow variations in amplitude

Numerical methods for the inverse problem of density functional theory

DOE PAGES

Jensen, Daniel S.; Wasserman, Adam

2017-07-17

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

Numerical methods for the inverse problem of density functional theory

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

Jensen, Daniel S.; Wasserman, Adam

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

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.

Comparison of numerical techniques for integration of stiff ordinary differential equations arising in combustion chemistry

NASA Technical Reports Server (NTRS)

Radhakrishnan, K.

1984-01-01

The efficiency and accuracy of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations are compared. The methods examined include two general-purpose codes, EPISODE and LSODE, and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an interactive solution of the algebraic energy conservation equation to compute the temperature does not result in significant errors. In addition, this method is more efficient than evaluating the temperature by integrating its time derivative. Significant reductions in computational work are realized by updating the rate constants (k = at(supra N) N exp(-E/RT) only when the temperature change exceeds an amount delta T that is problem dependent. An approximate expression for the automatic evaluation of delta T is derived and is shown to result in increased efficiency.

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.

Spherical means of solutions of partial differential equations in a conical region

NASA Technical Reports Server (NTRS)

Ting, L.

1974-01-01

The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear ti surfaces. The spherical mean is the average of u over a constant ti surface. The conditions on the linear differential operator, L, and on the orthogonal coordinates (ti, eta, zeta) are established so that the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be determined directly as a problem with only space variable. Conditions are then established so that the spherical mean of the solution in one concial region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.

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.

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.

Optimal trajectories based on linear equations

NASA Technical Reports Server (NTRS)

Carter, Thomas E.

1990-01-01

The Principal results of a recent theory of fuel optimal space trajectories for linear differential equations are presented. Both impulsive and bounded-thrust problems are treated. A new form of the Lawden Primer vector is found that is identical for both problems. For this reason, starting iteratives from the solution of the impulsive problem are highly effective in the solution of the two-point boundary-value problem associated with bounded thrust. These results were applied to the problem of fuel optimal maneuvers of a spacecraft near a satellite in circular orbit using the Clohessy-Wiltshire equations. For this case two-point boundary-value problems were solved using a microcomputer, and optimal trajectory shapes displayed. The results of this theory can also be applied if the satellite is in an arbitrary Keplerian orbit through the use of the Tschauner-Hempel equations. A new form of the solution of these equations has been found that is identical for elliptical, parabolic, and hyperbolic orbits except in the way that a certain integral is evaluated. For elliptical orbits this integral is evaluated through the use of the eccentric anomaly. An analogous evaluation is performed for hyperbolic orbits.

Computational method for analysis of polyethylene biodegradation

NASA Astrophysics Data System (ADS)

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

2003-12-01

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

Numerical Problems and Agent-Based Models for a Mass Transfer Course

ERIC Educational Resources Information Center

Murthi, Manohar; Shea, Lonnie D.; Snurr, Randall Q.

2009-01-01

Problems requiring numerical solutions of differential equations or the use of agent-based modeling are presented for use in a course on mass transfer. These problems were solved using the popular technical computing language MATLABTM. Students were introduced to MATLAB via a problem with an analytical solution. A more complex problem to which no…

Generalized vector calculus on convex domain

NASA Astrophysics Data System (ADS)

Agrawal, Om P.; Xu, Yufeng

2015-06-01

In this paper, we apply recently proposed generalized integral and differential operators to develop generalized vector calculus and generalized variational calculus for problems defined over a convex domain. In particular, we present some generalization of Green's and Gauss divergence theorems involving some new operators, and apply these theorems to generalized variational calculus. For fractional power kernels, the formulation leads to fractional vector calculus and fractional variational calculus for problems defined over a convex domain. In special cases, when certain parameters take integer values, we obtain formulations for integer order problems. Two examples are presented to demonstrate applications of the generalized variational calculus which utilize the generalized vector calculus developed in the paper. The first example leads to a generalized partial differential equation and the second example leads to a generalized eigenvalue problem, both in two dimensional convex domains. We solve the generalized partial differential equation by using polynomial approximation. A special case of the second example is a generalized isoperimetric problem. We find an approximate solution to this problem. Many physical problems containing integer order integrals and derivatives are defined over arbitrary domains. We speculate that future problems containing fractional and generalized integrals and derivatives in fractional mechanics will be defined over arbitrary domains, and therefore, a general variational calculus incorporating a general vector calculus will be needed for these problems. This research is our first attempt in that direction.

Statistical distribution sampling

NASA Technical Reports Server (NTRS)

Johnson, E. S.

1975-01-01

Determining the distribution of statistics by sampling was investigated. Characteristic functions, the quadratic regression problem, and the differential equations for the characteristic functions are analyzed.

Approximated transport-of-intensity equation for coded-aperture x-ray phase-contrast imaging.

PubMed

Das, Mini; Liang, Zhihua

2014-09-15

Transport-of-intensity equations (TIEs) allow better understanding of image formation and assist in simplifying the "phase problem" associated with phase-sensitive x-ray measurements. In this Letter, we present for the first time to our knowledge a simplified form of TIE that models x-ray differential phase-contrast (DPC) imaging with coded-aperture (CA) geometry. The validity of our approximation is demonstrated through comparison with an exact TIE in numerical simulations. The relative contributions of absorption, phase, and differential phase to the acquired phase-sensitive intensity images are made readily apparent with the approximate TIE, which may prove useful for solving the inverse phase-retrieval problem associated with these CA geometry based DPC.

Hypergeometric Series Solution to a Class of Second-Order Boundary Value Problems via Laplace Transform with Applications to Nanofluids

NASA Astrophysics Data System (ADS)

Ebaid, Abdelhalim; Wazwaz, Abdul-Majid; Alali, Elham; Masaedeh, Basem S.

2017-03-01

Very recently, it was observed that the temperature of nanofluids is finally governed by second-order ordinary differential equations with variable coefficients of exponential orders. Such coefficients were then transformed to polynomials type by using new independent variables. In this paper, a class of second-order ordinary differential equations with variable coefficients of polynomials type has been solved analytically. The analytical solution is expressed in terms of a hypergeometric function with generalized parameters. Moreover, applications of the present results have been applied on some selected nanofluids problems in the literature. The exact solutions in the literature were derived as special cases of our generalized analytical solution.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Ito, K.; Powers, R. K.

1984-01-01

The Chandrasekhar equations arising in optimal control problems for linear distributed parameter systems are considered. The equations are derived via approximation theory. This approach is used to obtain existence, uniqueness, and strong differentiability of the solutions and provides the basis for a convergent computation scheme for approximating feedback gain operators. A numerical example is presented to illustrate these ideas.

Semismooth Newton method for gradient constrained minimization problem

NASA Astrophysics Data System (ADS)

Anyyeva, Serbiniyaz; Kunisch, Karl

2012-08-01

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

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

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

Zhu, Hongyu; Petra, Noemi; Stadler, Georg

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

DOE PAGES

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; ...

2016-07-13

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

NASA Astrophysics Data System (ADS)

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; Isaac, Tobin; Hughes, Thomas J. R.; Ghattas, Omar

2016-07-01

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection-diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations and model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov-Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems - i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian - we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. We show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.

Research in Celestial Mechanics and Differential Equations.

DTIC Science & Technology

Contents: A geopotential representation with sampling functions; Sampling functions as an alternative to spherical harmonics; The Levi - Civita ...restricted problem of three bodies ; Secular perturbations of periodic comets; Resonance in the restricted problem of three bodies ; Two centers of

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.

Analysis of the incomplete Galerkin method for modelling of smoothly-irregular transition between planar waveguides

NASA Astrophysics Data System (ADS)

Divakov, D.; Sevastianov, L.; Nikolaev, N.

2017-01-01

The paper deals with a numerical solution of the problem of waveguide propagation of polarized light in smoothly-irregular transition between closed regular waveguides using the incomplete Galerkin method. This method consists in replacement of variables in the problem of reduction of the Helmholtz equation to the system of differential equations by the Kantorovich method and in formulation of the boundary conditions for the resulting system. The formulation of the boundary problem for the ODE system is realized in computer algebra system Maple. The stated boundary problem is solved using Maples libraries of numerical methods.

Piecewise linear emulator of the nonlinear Schrödinger equation and the resulting analytic solutions for Bose-Einstein condensates.

PubMed

Theodorakis, Stavros

2003-06-01

We emulate the cubic term Psi(3) in the nonlinear Schrödinger equation by a piecewise linear term, thus reducing the problem to a set of uncoupled linear inhomogeneous differential equations. The resulting analytic expressions constitute an excellent approximation to the exact solutions, as is explicitly shown in the case of the kink, the vortex, and a delta function trap. Such a piecewise linear emulation can be used for any differential equation where the only nonlinearity is a Psi(3) one. In particular, it can be used for the nonlinear Schrödinger equation in the presence of harmonic traps, giving analytic Bose-Einstein condensate solutions that reproduce very accurately the numerically calculated ones in one, two, and three dimensions.

Control of Stirling engine. Simplified, compressible model

NASA Astrophysics Data System (ADS)

Plotnikov, P. I.; Sokołowski, J.; Żochowski, A.

2016-06-01

A one-dimensional free boundary problem on a motion of a heavy piston in a tube filled with viscous gas is considered. The system of governing equations and boundary conditions is derived. The obtained system of differential equations can be regarded as a mathematical model of an exterior combustion engine. The existence of a weak solution to this model is proved. The problem of maximization of the total work of the engine is considered.

Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management

NASA Astrophysics Data System (ADS)

Koleva, M. N.

2011-11-01

In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.

Laplace Boundary-Value Problem in Paraboloidal Coordinates

ERIC Educational Resources Information Center

Duggen, L.; Willatzen, M.; Voon, L. C. Lew Yan

2012-01-01

This paper illustrates both a problem in mathematical physics, whereby the method of separation of variables, while applicable, leads to three ordinary differential equations that remain fully coupled via two separation constants and a five-term recurrence relation for series solutions, and an exactly solvable problem in electrostatics, as a…

Fortran programs for the time-dependent Gross-Pitaevskii equation in a fully anisotropic trap

NASA Astrophysics Data System (ADS)

Muruganandam, P.; Adhikari, S. K.

2009-10-01

Here we develop simple numerical algorithms for both stationary and non-stationary solutions of the time-dependent Gross-Pitaevskii (GP) equation describing the properties of Bose-Einstein condensates at ultra low temperatures. In particular, we consider algorithms involving real- and imaginary-time propagation based on a split-step Crank-Nicolson method. In a one-space-variable form of the GP equation we consider the one-dimensional, two-dimensional circularly-symmetric, and the three-dimensional spherically-symmetric harmonic-oscillator traps. In the two-space-variable form we consider the GP equation in two-dimensional anisotropic and three-dimensional axially-symmetric traps. The fully-anisotropic three-dimensional GP equation is also considered. Numerical results for the chemical potential and root-mean-square size of stationary states are reported using imaginary-time propagation programs for all the cases and compared with previously obtained results. Also presented are numerical results of non-stationary oscillation for different trap symmetries using real-time propagation programs. A set of convenient working codes developed in Fortran 77 are also provided for all these cases (twelve programs in all). In the case of two or three space variables, Fortran 90/95 versions provide some simplification over the Fortran 77 programs, and these programs are also included (six programs in all). Program summaryProgram title: (i) imagetime1d, (ii) imagetime2d, (iii) imagetime3d, (iv) imagetimecir, (v) imagetimesph, (vi) imagetimeaxial, (vii) realtime1d, (viii) realtime2d, (ix) realtime3d, (x) realtimecir, (xi) realtimesph, (xii) realtimeaxial Catalogue identifier: AEDU_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEDU_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 122 907 No. of bytes in distributed program, including test data, etc.: 609 662 Distribution format: tar.gz Programming language: FORTRAN 77 and Fortran 90/95 Computer: PC Operating system: Linux, Unix RAM: 1 GByte (i, iv, v), 2 GByte (ii, vi, vii, x, xi), 4 GByte (iii, viii, xii), 8 GByte (ix) Classification: 2.9, 4.3, 4.12 Nature of problem: These programs are designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-, two- or three-space dimensions with a harmonic, circularly-symmetric, spherically-symmetric, axially-symmetric or anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Solution method: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation, in either imaginary or real time, over small time steps. The method yields the solution of stationary and/or non-stationary problems. Additional comments: This package consists of 12 programs, see "Program title", above. FORTRAN77 versions are provided for each of the 12 and, in addition, Fortran 90/95 versions are included for ii, iii, vi, viii, ix, xii. For the particular purpose of each program please see the below. Running time: Minutes on a medium PC (i, iv, v, vii, x, xi), a few hours on a medium PC (ii, vi, viii, xii), days on a medium PC (iii, ix). Program summary (1)Title of program: imagtime1d.F Title of electronic file: imagtime1d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (2)Title of program: imagtimecir.F Title of electronic file: imagtimecir.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (3)Title of program: imagtimesph.F Title of electronic file: imagtimesph.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (4)Title of program: realtime1d.F Title of electronic file: realtime1d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (5)Title of program: realtimecir.F Title of electronic file: realtimecir.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (6)Title of program: realtimesph.F Title of electronic file: realtimesph.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (7)Title of programs: imagtimeaxial.F and imagtimeaxial.f90 Title of electronic file: imagtimeaxial.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (8)Title of program: imagtime2d.F and imagtime2d.f90 Title of electronic file: imagtime2d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (9)Title of program: realtimeaxial.F and realtimeaxial.f90 Title of electronic file: realtimeaxial.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time Hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (10)Title of program: realtime2d.F and realtime2d.f90 Title of electronic file: realtime2d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (11)Title of program: imagtime3d.F and imagtime3d.f90 Title of electronic file: imagtime3d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few days on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (12)Title of program: realtime3d.F and realtime3d.f90 Title of electronic file: realtime3d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum Ram Memory: 8 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Days on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Modeling of outgassing and matrix decomposition in carbon-phenolic composites

NASA Technical Reports Server (NTRS)

Mcmanus, Hugh L.

1994-01-01

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

An algorithm for solving the perturbed gas dynamic equations

NASA Technical Reports Server (NTRS)

Davis, Sanford

1993-01-01

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

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.

Transport of reacting solutes in porous media: Relation between mathematical nature of problem formulation and chemical nature of reactions

USGS Publications Warehouse

Rubin, Jacob

1983-01-01

Examples involving six broad reaction classes show that the nature of transport-affecting chemistry may have a profound effect on the mathematical character of solute transport problem formulation. Substantive mathematical diversity among such formulations is brought about principally by reaction properties that determine whether (1) the reaction can be regarded as being controlled by local chemical equilibria or whether it must be considered as being controlled by kinetics, (2) the reaction is homogeneous or heterogeneous, (3) the reaction is a surface reaction (adsorption, ion exchange) or one of the reactions of classical chemistry (e.g., precipitation, dissolution, oxidation, reduction, complex formation). These properties, as well as the choice of means to describe them, stipulate, for instance, (1) the type of chemical entities for which a formulation's basic, mass-balance equations should be written; (2) the nature of mathematical transformations needed to change the problem's basic equations into operational ones. These and other influences determine such mathematical features of problem formulations as the nature of the operational transport-equation system (e.g., whether it involves algebraic, partial-differential, or integro-partial-differential simultaneous equations), the type of nonlinearities of such a system, and the character of the boundaries (e.g., whether they are stationary or moving). Exploration of the reasons for the dependence of transport mathematics on transport chemistry suggests that many results of this dependence stem from the basic properties of the reactions' chemical-relation (i.e., equilibrium or rate) equations.

Positive solutions to logistic type equations with harvesting

NASA Astrophysics Data System (ADS)

Girão, Pedro; Tehrani, Hossein

We use comparison principles, variational arguments and a truncation method to obtain positive solutions to logistic type equations with harvesting both in R and in a bounded domain Ω⊂R, with N⩾3, when the carrying capacity of the environment is not constant. By relaxing the growth assumption on the coefficients of the differential equation we derive a new equation which is easily solved. The solution of this new equation is then used to produce a positive solution of our original problem.

A new class of problems in the calculus of variations

NASA Astrophysics Data System (ADS)

Ekeland, Ivar; Long, Yiming; Zhou, Qinglong

2013-11-01

This paper investigates an infinite-horizon problem in the one-dimensional calculus of variations, arising from the Ramsey model of endogeneous economic growth. Following Chichilnisky, we introduce an additional term, which models concern for the well-being of future generations. We show that there are no optimal solutions, but that there are equilibrium strateges, i.e. Nash equilibria of the leader-follower game between successive generations. To solve the problem, we approximate the Chichilnisky criterion by a biexponential criterion, we characterize its equilibria by a pair of coupled differential equations of HJB type, and we go to the limit. We find all the equilibrium strategies for the Chichilnisky criterion. The mathematical analysis is difficult because one has to solve an implicit differential equation in the sense of Thom. Our analysis extends earlier work by Ekeland and Lazrak.

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

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

Matuttis, Hans-Georg; Wang, Xiaoxing

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

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

NASA Technical Reports Server (NTRS)

Anderson, Melvin S.; Kennedy, David

1992-01-01

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

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 2: Two-step method

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.

Design Optimization of Systems Governed by Partial Differential Equations. Phase 1

DTIC Science & Technology

1989-03-01

DIFFERENTIAL EQUATIONS" SUBMITTED TO: AIR FORCE OFFICE OF SCIENTIFIC RESEARCH AFOSR/NM ATTN: Major James Crowley BUILDING 410, ROOM 209 BOLLING AFB, DC 20332...of his algorithms called DELIGHT. We consider this work to be of signal importance for the future of all engineer- ing design optimization. Prof...to be set up in a subroutine, which would be called by the optimization code. We then intended to pursue a slow and orderly progression of the problem

Parallel processing architecture for computing inverse differential kinematic equations of the PUMA arm

NASA Technical Reports Server (NTRS)

Hsia, T. C.; Lu, G. Z.; Han, W. H.

1987-01-01

In advanced robot control problems, on-line computation of inverse Jacobian solution is frequently required. Parallel processing architecture is an effective way to reduce computation time. A parallel processing architecture is developed for the inverse Jacobian (inverse differential kinematic equation) of the PUMA arm. The proposed pipeline/parallel algorithm can be inplemented on an IC chip using systolic linear arrays. This implementation requires 27 processing cells and 25 time units. Computation time is thus significantly reduced.

Building Flexible User Interfaces for Solving PDEs

NASA Astrophysics Data System (ADS)

Logg, Anders; Wells, Garth N.

2010-09-01

FEniCS is a collection of software tools for the automated solution of differential equations by finite element methods. In this note, we describe how FEniCS can be used to solve a simple nonlinear model problem with varying levels of automation. At one extreme, FEniCS provides tools for the fully automated and adaptive solution of nonlinear partial differential equations. At the other extreme, FEniCS provides a range of tools that allow the computational scientist to experiment with novel solution algorithms.

Chebyshev polynomials in the spectral Tau method and applications to Eigenvalue problems

NASA Technical Reports Server (NTRS)

Johnson, Duane

1996-01-01

Chebyshev Spectral methods have received much attention recently as a technique for the rapid solution of ordinary differential equations. This technique also works well for solving linear eigenvalue problems. Specific detail is given to the properties and algebra of chebyshev polynomials; the use of chebyshev polynomials in spectral methods; and the recurrence relationships that are developed. These formula and equations are then applied to several examples which are worked out in detail. The appendix contains an example FORTRAN program used in solving an eigenvalue problem.

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.

Nonlinear Fourier algorithm applied to solving equations of gravitational gas dynamics

NASA Technical Reports Server (NTRS)

Kolosov, B. I.

1979-01-01

Two dimensional gas flow problems were reduced to an approximating system of common differential equations, which were solved by a standard procedure of the Runge-Kutta type. A theorem of the existence of stationary conical shock waves with the cone vertex in the gravitating center was proved.

Enzyme Kinetics and the Michaelis-Menten Equation

ERIC Educational Resources Information Center

Biaglow, Andrew; Erickson, Keith; McMurran, Shawnee

2010-01-01

The concepts presented in this article represent the cornerstone of classical mathematical biology. The central problem of the article relates to enzyme kinetics, which is a biochemical system. However, the theoretical underpinnings that lead to the formation of systems of time-dependent ordinary differential equations have been applied widely to…

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

NASA Astrophysics Data System (ADS)

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

2004-03-01

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

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1985-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1986-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

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.

Perturbed Equations of Motion for Formation Flight Near the Sun-Earth L2 Point

NASA Technical Reports Server (NTRS)

Luquette, Richard; Segerman, A. M.; Zedd, M. F.

2005-01-01

NASA is planning missions to the vicinity of the Sun-Earth L(sub 2) point, some involving a distributed system of telescope spacecraft, configured in a plane about a hub. Several sets of differential equations are written for the formation flight of such telescopes relative to the hub, with varying levels of fidelity. Effects are cast as additive perturbations to the circular restricted three-body problem, expanded in terms of the system distanced, to an accuracy of 10-20 m. These include Earth's orbital eccentricity, lunar motion, solar radiation pressure, and small thrusting forces. Simulations validating the expanded differential equations are presented.

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

PubMed

Inaba, H

1988-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

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

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.

Flap-lag-torsional dynamics of extensional and inextensional rotor blades in hover and in forward flight

NASA Technical Reports Server (NTRS)

Dasilva, C.

1982-01-01

The reduction of the O(cu epsilon) integro differential equations to ordinary differential equations using a set of orthogonal functions is described. Attention was focused on the hover flight condition. The set of Galerkin integrals that appear in the reduced equations was evaluated by making use of nonrotating beam modes. Although a large amount of computer time was needed to accomplish this task, the Galerkin integrals so evaluated were stored on tape on a permanent basis. Several of the coefficients were also obtained in closed form in order to check the accuracy of the numerical computations. The equilibrium solution to the set of 3n equations obtained was determined as the solution to a minimization problem.

An ansatz for solving nonlinear partial differential equations in mathematical physics.

PubMed

Akbar, M Ali; Ali, Norhashidah Hj Mohd

2016-01-01

In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.

Periodic orbits of hybrid systems and parameter estimation via AD.

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

Guckenheimer, John.; Phipps, Eric Todd; Casey, Richard

Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical modelsmore » of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.« less

Nonlinear Problems in Fluid Dynamics and Inverse Scattering

DTIC Science & Technology

1993-05-31

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

Theoretical foundations for traditional and generalized sensitivity functions for nonlinear delay differential equations.

PubMed

Banks, H Thomas; Robbins, Danielle; Sutton, Karyn L

2013-01-01

In this paper we present new results for differentiability of delay systems with respect to initial conditions and delays. After motivating our results with a wide range of delay examples arising in biology applications, we further note the need for sensitivity functions (both traditional and generalized sensitivity functions), especially in control and estimation problems. We summarize general existence and uniqueness results before turning to our main results on differentiation with respect to delays, etc. Finally we discuss use of our results in the context of estimation problems.

Zdeněk Kopal: Numerical Analyst

NASA Astrophysics Data System (ADS)

Křížek, M.

2015-07-01

We give a brief overview of Zdeněk Kopal's life, his activities in the Czech Astronomical Society, his collaboration with Vladimír Vand, and his studies at Charles University, Cambridge, Harvard, and MIT. Then we survey Kopal's professional life. He published 26 monographs and 20 conference proceedings. We will concentrate on Kopal's extensive monograph Numerical Analysis (1955, 1961) that is widely accepted to be the first comprehensive textbook on numerical methods. It describes, for instance, methods for polynomial interpolation, numerical differentiation and integration, numerical solution of ordinary differential equations with initial or boundary conditions, and numerical solution of integral and integro-differential equations. Special emphasis will be laid on error analysis. Kopal himself applied numerical methods to celestial mechanics, in particular to the N-body problem. He also used Fourier analysis to investigate light curves of close binaries to discover their properties. This is, in fact, a problem from mathematical analysis.

Discretization and Numerical Solution of a Plane Problem in the Mechanics of Interfacial Cracks

NASA Astrophysics Data System (ADS)

Khoroshun, L. P.

2017-01-01

The Fourier transform is used to reduce the linear plane problem of the tension of a body with an interfacial crack to a system of dual equations for the transformed stresses and, then, to a system of integro-differential equations for the difference of displacements of the crack faces. After discretization, this latter system transforms into a system of algebraic equations for displacements of the crack faces. The effect of the bielastic constant and the number of discretization points on the half-length of the crack faces and the distribution of stresses at the interface is studied

Stabilization and control of distributed systems with time-dependent spatial domains

NASA Technical Reports Server (NTRS)

Wang, P. K. C.

1990-01-01

This paper considers the problem of the stabilization and control of distributed systems with time-dependent spatial domains. The evolution of the spatial domains with time is described by a finite-dimensional system of ordinary differential equations, while the distributed systems are described by first-order or second-order linear evolution equations defined on appropriate Hilbert spaces. First, results pertaining to the existence and uniqueness of solutions of the system equations are presented. Then, various optimal control and stabilization problems are considered. The paper concludes with some examples which illustrate the application of the main results.

Solution of the modified Helmholtz equation in a triangular domain and an application to diffusion-limited coalescence.

PubMed

ben-Avraham, D; Fokas, A S

2001-07-01

A new transform method for solving boundary value problems for linear and integrable nonlinear partial differential equations recently introduced in the literature is used here to obtain the solution of the modified Helmholtz equation q(xx)(x,y)+q(yy)(x,y)-4 beta(2)q(x,y)=0 in the triangular domain 0< or =x< or =L-y< or =L, with mixed boundary conditions. This solution is applied to the problem of diffusion-limited coalescence, A+A<==>A, in the segment (-L/2,L/2), with traps at the edges.

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

NASA Astrophysics Data System (ADS)

Iqbal, Z.; Ahmad, Bilal

2017-11-01

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

A gradient system solution to Potts mean field equations and its electronic implementation.

PubMed

Urahama, K; Ueno, S

1993-03-01

A gradient system solution method is presented for solving Potts mean field equations for combinatorial optimization problems subject to winner-take-all constraints. In the proposed solution method the optimum solution is searched by using gradient descent differential equations whose trajectory is confined within the feasible solution space of optimization problems. This gradient system is proven theoretically to always produce a legal local optimum solution of combinatorial optimization problems. An elementary analog electronic circuit implementing the presented method is designed on the basis of current-mode subthreshold MOS technologies. The core constituent of the circuit is the winner-take-all circuit developed by Lazzaro et al. Correct functioning of the presented circuit is exemplified with simulations of the circuits implementing the scheme for solving the shortest path problems.

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1991-01-01

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

A numerical algorithm for optimal feedback gains in high dimensional LQR problems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1986-01-01

A hybrid method for computing the feedback gains in linear quadratic regulator problems is proposed. The method, which combines the use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated so as to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantage of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed and numerical evidence of the efficacy of our ideas presented.

Development and Application of Compatible Discretizations of Maxwell's Equations

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

White, D; Koning, J; Rieben, R

We present the development and application of compatible finite element discretizations of electromagnetics problems derived from the time dependent, full wave Maxwell equations. We review the H(curl)-conforming finite element method, using the concepts and notations of differential forms as a theoretical framework. We chose this approach because it can handle complex geometries, it is free of spurious modes, it is numerically stable without the need for filtering or artificial diffusion, it correctly models the discontinuity of fields across material boundaries, and it can be very high order. Higher-order H(curl) and H(div) conforming basis functions are not unique and we havemore » designed an extensible C++ framework that supports a variety of specific instantiations of these such as standard interpolatory bases, spectral bases, hierarchical bases, and semi-orthogonal bases. Virtually any electromagnetics problem that can be cast in the language of differential forms can be solved using our framework. For time dependent problems a method-of-lines scheme is used where the Galerkin method reduces the PDE to a semi-discrete system of ODE's, which are then integrated in time using finite difference methods. For time integration of wave equations we employ the unconditionally stable implicit Newmark-Beta method, as well as the high order energy conserving explicit Maxwell Symplectic method; for diffusion equations, we employ a generalized Crank-Nicholson method. We conclude with computational examples from resonant cavity problems, time-dependent wave propagation problems, and transient eddy current problems, all obtained using the authors massively parallel computational electromagnetics code EMSolve.« less

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

NASA Astrophysics Data System (ADS)

Temirbekov, Nurlan; Turarov, Amankeldy

2017-09-01

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

Reduction operators of Burgers equation.

PubMed

Pocheketa, Oleksandr A; Popovych, Roman O

2013-02-01

The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special "no-go" case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf-Cole transformation to a parameterized family of Lie reductions of the linear heat equation.

Reduction operators of Burgers equation

PubMed Central

Pocheketa, Oleksandr A.; Popovych, Roman O.

2013-01-01

The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special “no-go” case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf–Cole transformation to a parameterized family of Lie reductions of the linear heat equation. PMID:23576819

Nonlinear Conservation Laws and Finite Volume Methods

NASA Astrophysics Data System (ADS)

Leveque, Randall J.

Introduction Software Notation Classification of Differential Equations Derivation of Conservation Laws The Euler Equations of Gas Dynamics Dissipative Fluxes Source Terms Radiative Transfer and Isothermal Equations Multi-dimensional Conservation Laws The Shock Tube Problem Mathematical Theory of Hyperbolic Systems Scalar Equations Linear Hyperbolic Systems Nonlinear Systems The Riemann Problem for the Euler Equations Numerical Methods in One Dimension Finite Difference Theory Finite Volume Methods Importance of Conservation Form - Incorrect Shock Speeds Numerical Flux Functions Godunov's Method Approximate Riemann Solvers High-Resolution Methods Other Approaches Boundary Conditions Source Terms and Fractional Steps Unsplit Methods Fractional Step Methods General Formulation of Fractional Step Methods Stiff Source Terms Quasi-stationary Flow and Gravity Multi-dimensional Problems Dimensional Splitting Multi-dimensional Finite Volume Methods Grids and Adaptive Refinement Computational Difficulties Low-Density Flows Discrete Shocks and Viscous Profiles Start-Up Errors Wall Heating Slow-Moving Shocks Grid Orientation Effects Grid-Aligned Shocks Magnetohydrodynamics The MHD Equations One-Dimensional MHD Solving the Riemann Problem Nonstrict Hyperbolicity Stiffness The Divergence of B Riemann Problems in Multi-dimensional MHD Staggered Grids The 8-Wave Riemann Solver Relativistic Hydrodynamics Conservation Laws in Spacetime The Continuity Equation The 4-Momentum of a Particle The Stress-Energy Tensor Finite Volume Methods Multi-dimensional Relativistic Flow Gravitation and General Relativity References

Whitham modulation theory for (2  +  1)-dimensional equations of Kadomtsev–Petviashvili type

NASA Astrophysics Data System (ADS)

Ablowitz, Mark J.; Biondini, Gino; Rumanov, Igor

2018-05-01

Whitham modulation theory for certain two-dimensional evolution equations of Kadomtsev–Petviashvili (KP) type is presented. Three specific examples are considered in detail: the KP equation, the two-dimensional Benjamin–Ono (2DBO) equation and a modified KP (m2KP) equation. A unified derivation is also provided. In the case of the m2KP equation, the corresponding Whitham modulation system exhibits features different from the other two. The approach presented here does not require integrability of the original evolution equation. Indeed, while the KP equation is known to be a completely integrable equation, the 2DBO equation and the m2KP equation are not known to be integrable. In each of the cases considered, the Whitham modulation system obtained consists of five first-order quasilinear partial differential equations. The Riemann problem (i.e. the analogue of the Gurevich–Pitaevskii problem) for the one-dimensional reduction of the m2KP equation is studied. For the m2KP equation, the system of modulation equations is used to analyze the linear stability of traveling wave solutions.

Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

PubMed

Shotorban, Babak

2010-04-01

The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

Subharmonic Solutions of Order One-Third

ERIC Educational Resources Information Center

Fay, Temple H.

2005-01-01

Finding a periodic solution to a nonlinear ordinary differential equation is in general a difficult task. Only in a very few cases can direct methods be applied to an equation to find initial values leading to a solution of the corresponding initial value problem that is periodic. Oscillatory periodic solutions have such practical importance that…

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

ERIC Educational Resources Information Center

Widmark, Stephen

2012-01-01

Many physical systems are described by time-dependent differential equations or systems of such equations. This makes it difficult for students in an introductory physics class to solve many real-world problems since these students typically have little or no experience with this kind of mathematics. In my high school physics classes, I address…

Scattering and bound states of spinless particles in a mixed vector-scalar smooth step potential

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

Garcia, M.G.; Castro, A.S. de

2009-11-15

Scattering and bound states for a spinless particle in the background of a kink-like smooth step potential, added with a scalar uniform background, are considered with a general mixing of vector and scalar Lorentz structures. The problem is mapped into the Schroedinger-like equation with an effective Rosen-Morse potential. It is shown that the scalar uniform background present subtle and trick effects for the scattering states and reveals itself a high-handed element for formation of bound states. In that process, it is shown that the problem of solving a differential equation for the eigenenergies is transmuted into the simpler and moremore » efficient problem of solving an irrational algebraic equation.« less

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.

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.

The Ostrovsky-Vakhnenko equation by a Riemann-Hilbert approach

NASA Astrophysics Data System (ADS)

Boutet de Monvel, Anne; Shepelsky, Dmitry

2015-01-01

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

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.

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.

Algebraic multigrid methods applied to problems in computational structural mechanics

NASA Technical Reports Server (NTRS)

Mccormick, Steve; Ruge, John

1989-01-01

The development of algebraic multigrid (AMG) methods and their application to certain problems in structural mechanics are described with emphasis on two- and three-dimensional linear elasticity equations and the 'jacket problems' (three-dimensional beam structures). Various possible extensions of AMG are also described. The basic idea of AMG is to develop the discretization sequence based on the target matrix and not the differential equation. Therefore, the matrix is analyzed for certain dependencies that permit the proper construction of coarser matrices and attendant transfer operators. In this manner, AMG appears to be adaptable to structural analysis applications.

Numerical solution of sixth-order boundary-value problems using Legendre wavelet collocation method

NASA Astrophysics Data System (ADS)

Sohaib, Muhammad; Haq, Sirajul; Mukhtar, Safyan; Khan, Imad

2018-03-01

An efficient method is proposed to approximate sixth order boundary value problems. The proposed method is based on Legendre wavelet in which Legendre polynomial is used. The mechanism of the method is to use collocation points that converts the differential equation into a system of algebraic equations. For validation two test problems are discussed. The results obtained from proposed method are quite accurate, also close to exact solution, and other different methods. The proposed method is computationally more effective and leads to more accurate results as compared to other methods from literature.

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

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

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

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

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

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

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.

Mean field games with congestion

NASA Astrophysics Data System (ADS)

Achdou, Yves; Porretta, Alessio

2018-03-01

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both posed in $(0,T)\\times (\\mathbb{R}^N /\\mathbb{Z}^N)$. Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to $+\\infty$ and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon $T$.

A Walsh Function Module Users' Manual

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2014-01-01

The solution of partial differential equations (PDEs) with Walsh functions offers new opportunities to simulate many challenging problems in mathematical physics. The approach was developed to better simulate hypersonic flows with shocks on unstructured grids. It is unique in that integrals and derivatives are computed using simple matrix multiplication of series representations of functions without the need for divided differences. The product of any two Walsh functions is another Walsh function - a feature that radically changes an algorithm for solving PDEs. A FORTRAN module for supporting Walsh function simulations is documented. A FORTRAN code is also documented with options for solving time-dependent problems: an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the usage of the Walsh function module including such features as operator overloading, Fast Walsh Transforms in multi-dimensions, and a Fast Walsh reciprocal.

An Inverse Problem for a Class of Conditional Probability Measure-Dependent Evolution Equations

PubMed Central

Mirzaev, Inom; Byrne, Erin C.; Bortz, David M.

2016-01-01

We investigate the inverse problem of identifying a conditional probability measure in measure-dependent evolution equations arising in size-structured population modeling. We formulate the inverse problem as a least squares problem for the probability measure estimation. Using the Prohorov metric framework, we prove existence and consistency of the least squares estimates and outline a discretization scheme for approximating a conditional probability measure. For this scheme, we prove general method stability. The work is motivated by Partial Differential Equation (PDE) models of flocculation for which the shape of the post-fragmentation conditional probability measure greatly impacts the solution dynamics. To illustrate our methodology, we apply the theory to a particular PDE model that arises in the study of population dynamics for flocculating bacterial aggregates in suspension, and provide numerical evidence for the utility of the approach. PMID:28316360

Unsteady density-current equations for highly curved terrain

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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

NASA Technical Reports Server (NTRS)

Anderson, Melvin S.; Kennedy, David

1993-01-01

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

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.

Computing the Lyapunov spectrum of a dynamical system from an observed time series

NASA Technical Reports Server (NTRS)

Brown, Reggie; Bryant, Paul; Abarbanel, Henry D. I.

1991-01-01

The paper examines the problem of accurately determining, from an observed time series, the Liapunov exponents for the dynamical system generating the data. It is shown that, even with very large data sets, it is clearly advantageous to utilize local neighborhood-to-neighborhood mappings with higher-order Taylor series rather than just local linear maps. This procedure is demonstrated on the Henon and Ikeda maps of the plane itself, the Lorenz system of three ordinary differential equations, and the Mackey-Glass delay differential equation.

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.

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

PubMed

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

2016-07-01

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

Analytical treatment of gas flows through multilayer insulation, project 1

NASA Technical Reports Server (NTRS)

Lin, J. T.

1972-01-01

A theoretical investigation of gas flow inside a multilayer insulation system was made for the case of the broadside pumping process. A set of simultaneous first-order differential equations for the temperature and pressure of the gas molecules through the perforations on the insulation layers. A modified Runge-Kutta method was used for numerical experiment. The numerical stability problem was also investigated. It was shown that when the relaxation time is less than the time period over which the gas properties change appreciably, the set of differential equations can be replaced by a set of algebraic equations for solution. Numerical examples were given and comparisons with experimental data were made.

Electromagnetic field computation at fractal dimensions

NASA Astrophysics Data System (ADS)

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

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

Whitham modulation theory for the two-dimensional Benjamin-Ono equation.

PubMed

Ablowitz, Mark; Biondini, Gino; Wang, Qiao

2017-09-01

Whitham modulation theory for the two-dimensional Benjamin-Ono (2DBO) equation is presented. A system of five quasilinear first-order partial differential equations is derived. The system describes modulations of the traveling wave solutions of the 2DBO equation. These equations are transformed to a singularity-free hydrodynamic-like system referred to here as the 2DBO-Whitham system. Exact reductions of this system are discussed, the formulation of initial value problems is considered, and the system is used to study the transverse stability of traveling wave solutions of the 2DBO equation.

Attention Problems, Phonological Short-Term Memory, and Visuospatial Short-Term Memory: Differential Effects on Near- and Long-Term Scholastic Achievement

ERIC Educational Resources Information Center

Sarver, Dustin E.; Rapport, Mark D.; Kofler, Michael J.; Scanlan, Sean W.; Raiker, Joseph S.; Altro, Thomas A.; Bolden, Jennifer

2012-01-01

The current study examined individual differences in children's phonological and visuospatial short-term memory as potential mediators of the relationship among attention problems and near- and long-term scholastic achievement. Nested structural equation models revealed that teacher-reported attention problems were associated negatively with…

Experiences on p-Version Time-Discontinuous Galerkin's Method for Nonlinear Heat Transfer Analysis and Sensitivity Analysis

NASA Technical Reports Server (NTRS)

Hou, Gene

2004-01-01

The focus of this research is on the development of analysis and sensitivity analysis equations for nonlinear, transient heat transfer problems modeled by p-version, time discontinuous finite element approximation. The resulting matrix equation of the state equation is simply in the form ofA(x)x = c, representing a single step, time marching scheme. The Newton-Raphson's method is used to solve the nonlinear equation. Examples are first provided to demonstrate the accuracy characteristics of the resultant finite element approximation. A direct differentiation approach is then used to compute the thermal sensitivities of a nonlinear heat transfer problem. The report shows that only minimal coding effort is required to enhance the analysis code with the sensitivity analysis capability.

Hierarchical coarse-graining transform.

PubMed

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

2009-03-01

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

Transformation of nonlinear discrete-time system into the extended observer form

NASA Astrophysics Data System (ADS)

Kaparin, V.; Kotta, Ü.

2018-04-01

The paper addresses the problem of transforming discrete-time single-input single-output nonlinear state equations into the extended observer form, which, besides the input and output, also depends on a finite number of their past values. Necessary and sufficient conditions for the existence of both the extended coordinate and output transformations, solving the problem, are formulated in terms of differential one-forms, associated with the input-output equation, corresponding to the state equations. An algorithm for transformation of state equations into the extended observer form is proposed and illustrated by an example. Moreover, the considered approach is compared with the method of dynamic observer error linearisation, which likewise is intended to enlarge the class of systems transformable into an observer form.

The numerical-analytical implementation of the cross-sections method to the open waveguide transition of the "horn" type

NASA Astrophysics Data System (ADS)

Divakov, Dmitriy; Malykh, Mikhail; Sevastianov, Leonid; Sevastianov, Anton; Tiutiunnik, Anastasiia

2017-04-01

In the paper we construct a method for approximate solution of the waveguide problem for guided modes of an open irregular waveguide transition. The method is based on straightening of the curved waveguide boundaries by introducing new variables and applying the Kantorovich method to the problem formulated in the new variables to get a system of ordinary second-order differential equations. In the method, the boundary conditions are formulated by analogy with the partial radiation conditions in the similar problem for closed waveguide transitions. The method is implemented in the symbolic-numeric form using the Maple computer algebra system. The coefficient matrices of the system of differential equations and boundary conditions are calculated symbolically, and then the obtained boundary-value problem is solved numerically using the finite difference method. The chosen coordinate functions of Kantorovich expansions provide good conditionality of the coefficient matrices. The numerical experiment simulating the propagation of guided modes in the open waveguide transition confirms the validity of the method proposed to solve the problem.

Validation of optimization strategies using the linear structured production chains

NASA Astrophysics Data System (ADS)

Kusiak, Jan; Morkisz, Paweł; Oprocha, Piotr; Pietrucha, Wojciech; Sztangret, Łukasz

2017-06-01

Different optimization strategies applied to sequence of several stages of production chains were validated in this paper. Two benchmark problems described by ordinary differential equations (ODEs) were considered. A water tank and a passive CR-RC filter were used as the exemplary objects described by the first and the second order differential equations, respectively. Considered in the work optimization problems serve as the validators of strategies elaborated by the Authors. However, the main goal of research is selection of the best strategy for optimization of two real metallurgical processes which will be investigated in an on-going projects. The first problem will be the oxidizing roasting process of zinc sulphide concentrate where the sulphur from the input concentrate should be eliminated and the minimal concentration of sulphide sulphur in the roasted products has to be achieved. Second problem will be the lead refining process consisting of three stages: roasting to the oxide, oxide reduction to metal and the oxidizing refining. Strategies, which appear the most effective in considered benchmark problems will be candidates for optimization of the mentioned above industrial processes.

Self-similar solutions to isothermal shock problems

NASA Astrophysics Data System (ADS)

Deschner, Stephan C.; Illenseer, Tobias F.; Duschl, Wolfgang J.

We investigate exact solutions for isothermal shock problems in different one-dimensional geometries. These solutions are given as analytical expressions if possible, or are computed using standard numerical methods for solving ordinary differential equations. We test the numerical solutions against the analytical expressions to verify the correctness of all numerical algorithms. We use similarity methods to derive a system of ordinary differential equations (ODE) yielding exact solutions for power law density distributions as initial conditions. Further, the system of ODEs accounts for implosion problems (IP) as well as explosion problems (EP) by changing the initial or boundary conditions, respectively. Taking genuinely isothermal approximations into account leads to additional insights of EPs in contrast to earlier models. We neglect a constant initial energy contribution but introduce a parameter to adjust the initial mass distribution of the system. Moreover, we show that due to this parameter a constant initial density is not allowed for isothermal EPs. Reasonable restrictions for this parameter are given. Both, the (genuinely) isothermal implosion as well as the explosion problem are solved for the first time.

The renormalization group and the implicit function theorem for amplitude equations

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

Kirkinis, Eleftherios

2008-07-15

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

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

NASA Astrophysics Data System (ADS)

Geng, Xianguo; Guan, Liang; Xue, Bo

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

Multi-Scale Fusion of Information for Uncertainty Quantification and Management in Large-Scale Simulations

DTIC Science & Technology

2015-12-02

simplification of the equations but at the expense of introducing modeling errors. We have shown that the Wick solutions have accuracy comparable to...the system of equations for the coefficients of formal power series solutions . Moreover, the structure of this propagator is seemingly universal, i.e...the problem of computing the numerical solution to kinetic partial differential equa- tions involving many phase variables. These types of equations

A Study of Supersonic Surface Sources: The Ffowcs Williams-Hawkings Equation and the Kirchhoff Formula

NASA Technical Reports Server (NTRS)

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

2004-01-01

In this paper we address the mathematical problem of noise generation from high speed moving surfaces. The problem we are solving is the linear wave equation with sources on a moving surface. The Ffowcs Williams-Hawkings (FW-H) equation as well as the govern- ing equation for deriving the Kirchhoff formula for moving surfaces are both this type of partial differential equation. We give a new exact solution of this problem here in closed form which is valid for subsonic and supersonic motion of the surface but it is particularly suitable for supersonically moving surfaces. This new solution is the simplest of all high speed formulations of Langley and is denoted formulation 4 following the tradition of numbering of our major results for the prediction of the noise of rotating blades. We show that for a smooth surface moving at supersonic speed, our solution has only removable singularities. Thus it can be used for numerical work.

Anticipation of the landing shock phenomenon in flight simulation

NASA Technical Reports Server (NTRS)

Mcfarland, Richard E.

1987-01-01

An aircraft landing may be described as a controlled crash because a runway surface is intercepted. In a simulation model the transition from aerodynamic flight to weight on wheels involves a single computational cycle during which stiff differential equations are activated; with a significant probability these initial conditions are unrealistic. This occurs because of the finite cycle time, during which large restorative forces will accompany unrealistic initial oleo compressions. This problem was recognized a few years ago at Ames Research Center during simulation studies of a supersonic transport. The mathematical model of this vehicle severely taxed computational resources, and required a large cycle time. The ground strike problem was solved by a described technique called anticipation equations. This extensively used technique has not been previously reported. The technique of anticipating a significant event is a useful tool in the general field of discrete flight simulation. For the differential equations representing a landing gear model stiffness, rate of interception and cycle time may combine to produce an unrealistic simulation of the continuum.

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

NASA Astrophysics Data System (ADS)

Chen, Leilei; Zheng, Changjun; Chen, Haibo

2013-09-01

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

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

NASA Astrophysics Data System (ADS)

Widmark, Stephen

2012-02-01

Many physical systems are described by time-dependent differential equations or systems of such equations. This makes it difficult for students in an introductory physics class to solve many real-world problems since these students typically have little or no experience with this kind of mathematics. In my high school physics classes, I address this problem by having my students use a variety of software solutions to model physical systems described by differential equations. These include spreadsheets, applets, software my students themselves create, and systems dynamics software. For the latter, cost is often the main issue in choosing a solution for use in a public school and so I researched no-cost software. I found Sphinx SD,2OptiSim,3 Systems Dynamics,4 Simile (Trial Edition),5 and Vensim PLE.6 In evaluating each of these solutions, I looked for the fewest restrictions in the license for educational use, ease of use by students, power, and versatility. In my opinion, Vensim PLE best fulfills these criteria.7

Stable boundary conditions and difference schemes for Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Dutt, P.

1985-01-01

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

Reliability enhancement of Navier-Stokes codes through convergence acceleration

NASA Technical Reports Server (NTRS)

Merkle, Charles L.; Dulikravich, George S.

1995-01-01

Methods for enhancing the reliability of Navier-Stokes computer codes through improving convergence characteristics are presented. The improving of these characteristics decreases the likelihood of code unreliability and user interventions in a design environment. The problem referred to as a 'stiffness' in the governing equations for propulsion-related flowfields is investigated, particularly in regard to common sources of equation stiffness that lead to convergence degradation of CFD algorithms. Von Neumann stability theory is employed as a tool to study the convergence difficulties involved. Based on the stability results, improved algorithms are devised to ensure efficient convergence in different situations. A number of test cases are considered to confirm a correlation between stability theory and numerical convergence. The examples of turbulent and reacting flow are presented, and a generalized form of the preconditioning matrix is derived to handle these problems, i.e., the problems involving additional differential equations for describing the transport of turbulent kinetic energy, dissipation rate and chemical species. Algorithms for unsteady computations are considered. The extension of the preconditioning techniques and algorithms derived for Navier-Stokes computations to three-dimensional flow problems is discussed. New methods to accelerate the convergence of iterative schemes for the numerical integration of systems of partial differential equtions are developed, with a special emphasis on the acceleration of convergence on highly clustered grids.

Computer Solution of the Two-Dimensional Tether Ball: Problem to Illustrate Newton's Second Law.

ERIC Educational Resources Information Center

Zimmerman, W. Bruce

Force diagrams involving angular velocity, linear velocity, centripetal force, work, and kinetic energy are given with related equations of motion expressed in polar coordinates. The computer is used to solve differential equations, thus reducing the mathematical requirements of the students. An experiment is conducted using an air table to check…

Rotational properties of hypermassive neutron stars from binary mergers

NASA Astrophysics Data System (ADS)

Hanauske, Matthias; Takami, Kentaro; Bovard, Luke; Rezzolla, Luciano; Font, José A.; Galeazzi, Filippo; Stöcker, Horst

2017-08-01

Determining the differential-rotation law of compact stellar objects produced in binary neutron stars mergers or core-collapse supernovae is an old problem in relativistic astrophysics. Addressing this problem is important because it impacts directly on the maximum mass these objects can attain and, hence, on the threshold to black-hole formation under realistic conditions. Using the results from a large number of numerical simulations in full general relativity of binary neutron star mergers described with various equations of state and masses, we study the rotational properties of the resulting hypermassive neutron stars. We find that the angular-velocity distribution shows only a modest dependence on the equation of state, thus exhibiting the traits of "quasiuniversality" found in other aspects of compact stars, both isolated and in binary systems. The distributions are characterized by an almost uniformly rotating core and a "disk." Such a configuration is significantly different from the j -constant differential-rotation law that is commonly adopted in equilibrium models of differentially rotating stars. Furthermore, the rest-mass contained in such a disk can be quite large, ranging from ≃0.03 M⊙ in the case of high-mass binaries with stiff equations of state, up to ≃0.2 M⊙ for low-mass binaries with soft equations of state. We comment on the astrophysical implications of our findings and on the long-term evolutionary scenarios that can be conjectured on the basis of our simulations.

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.

Preliminary Planar Formation: Flight Dynamics Near Sun-Earth L2 Point

NASA Technical Reports Server (NTRS)

Segerman, Alan M.; Zedd, Michael F.

2003-01-01

NASA's Goddard Space Flight Center is planning a series of missions in the vicinity of the Sun-Earth L2 libration point. Some of these projects will involve a distributed space system of telescope spacecraft acting together as a single telescope for high-resolution. The individual telescopes will be configured in a plane, surrounding a hub, where the telescope plane can be aimed toward various astronomical targets of interest. In preparation for these missions, it is necessary to develop an improved understanding of the dynamical behavior of objects in a planar configuration near L2. The classical circular restricted three body problem is taken as the basis for the analysis. At first order, the motion of such a telescope relative to the hub is described by a system of linear second order differential equations. These equations are identical to the circular restricted problem's linear equations describing the hub motion about L2. Therefore, the fundamental frequencies, both parallel to and normal to the ecliptic plane, are the same for the relative telescope motion as for the hub motion. To maintain the telescope plane for the duration necessary for the planned observations, a halo-type orbit of the telescopes about the hub is investigated. By using a halo orbit, the individual telescopes remain in approximately the same plane over the observation duration. For such an orbit, the fundamental periods parallel to and normal to the ecliptic plane are forced to be the same by careful selection of the initial conditions in order to adjust the higher order forces. The relative amplitudes of the resulting oscillations are associated with the orientation of the telescope plane relative to the ecliptic. As in the circular restricted problem, initial conditions for the linearized equations must be selected so as not to excite the convergent or divergent linear modes. In a higher order analysis, the telescope relative motion equations include the effects of the position of the hub relative to L2. In this paper, the differential equations are developed through second order in the distance of the hub from the libration point. A modified Lindstedt-Poincad perturbation method is employed to construct the solution of these differential equations through that same order of magnitude. In the course of the solution process, relationships are determined between the initial conditions of the telescopes, selected in order to avoid resonance excitation. As the differential equations include the hub position, it is necessary to simultaneously develop the solution for the hub. As has been done in past analyses of the circular restricted problem, the hub position is written in a power series formulation in terms of its distance from L2. Then, in order to be included in the telescope equations, the hub solution is cast in terms of the nonlinear frequency of the relative telescope motion. In the course of the analysis, it is determined that the hub should also maintain a halo orbit - about L2. Additionally, relationships are formed between the initial conditions of the telescopes and the hub. These relationships may be used to associate sets of initial conditions with particular orientations of the telescope plane. The accuracy of the analytical solution is verified through various simulations and comparison to numerical integration of the differential equations. The results of the simulations are presented, along with a graphical representation of the relationships between the initial conditions of the telescopes and hub.

Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems

NASA Astrophysics Data System (ADS)

Plestenjak, Bor; Gheorghiu, Călin I.; Hochstenbach, Michiel E.

2015-10-01

In numerous science and engineering applications a partial differential equation has to be solved on some fairly regular domain that allows the use of the method of separation of variables. In several orthogonal coordinate systems separation of variables applied to the Helmholtz, Laplace, or Schrödinger equation leads to a multiparameter eigenvalue problem (MEP); important cases include Mathieu's system, Lamé's system, and a system of spheroidal wave functions. Although multiparameter approaches are exploited occasionally to solve such equations numerically, MEPs remain less well known, and the variety of available numerical methods is not wide. The classical approach of discretizing the equations using standard finite differences leads to algebraic MEPs with large matrices, which are difficult to solve efficiently. The aim of this paper is to change this perspective. We show that by combining spectral collocation methods and new efficient numerical methods for algebraic MEPs it is possible to solve such problems both very efficiently and accurately. We improve on several previous results available in the literature, and also present a MATLAB toolbox for solving a wide range of problems.

PRODUCTION OF SOUND BY UNSTEADY THROTTLING OF FLOW INTO A RESONANT CAVITY, WITH APPLICATION TO VOICED SPEECH

PubMed Central

Howe, M. S.; McGowan, R. S.

2011-01-01

An analysis is made of the sound generated by the time-dependent throttling of a nominally steady stream of air through a small orifice into a flow-through resonant cavity. This is exemplified by the production of voiced speech, where air from the lungs enters the vocal tract through the glottis at a time variable volume flow rate Q(t) controlled by oscillations of the glottis cross-section. Voicing theory has hitherto determined Q from a heuristic, reduced complexity ‘Fant’ differential equation (G. Fant, Acoustic Theory of Speech Production, 1960). A new self-consistent, integro-differential form of this equation is derived in this paper using the theory of aerodynamic sound, with full account taken of the back-reaction of the resonant tract on the glottal flux Q. The theory involves an aeroacoustic Green’s function (G) for flow-surface interactions in a time-dependent glottis, so making the problem non-self-adjoint. In complex problems of this type it is not usually possible to obtain G in an explicit analytic form. The principal objective of the paper is to show how the Fant equation can still be derived in such cases from a consideration of the equation of aerodynamic sound and from the adjoint of the equation governing G in the neighbourhood of the ‘throttle’. The theory is illustrated by application to the canonical problem of throttled flow into a Helmholtz resonator. PMID:21666824

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.

Full three-body problem in effective-field-theory models of gravity

NASA Astrophysics Data System (ADS)

Battista, Emmanuele; Esposito, Giampiero

2014-10-01

Recent work in the literature has studied the restricted three-body problem within the framework of effective-field-theory models of gravity. This paper extends such a program by considering the full three-body problem, when the Newtonian potential is replaced by a more general central potential which depends on the mutual separations of the three bodies. The general form of the equations of motion is written down, and they are studied when the interaction potential reduces to the quantum-corrected central potential considered recently in the literature. A recursive algorithm is found for solving the associated variational equations, which describe small departures from given periodic solutions of the equations of motion. Our scheme involves repeated application of a 2×2 matrix of first-order linear differential operators.

On the numerical treatment of selected oscillatory evolutionary problems

NASA Astrophysics Data System (ADS)

Cardone, Angelamaria; Conte, Dajana; D'Ambrosio, Raffaele; Paternoster, Beatrice

2017-07-01

We focus on evolutionary problems whose qualitative behaviour is known a-priori and exploited in order to provide efficient and accurate numerical schemes. For classical numerical methods, depending on constant coefficients, the required computational effort could be quite heavy, due to the necessary employ of very small stepsizes needed to accurately reproduce the qualitative behaviour of the solution. In these situations, it may be convenient to use special purpose formulae, i.e. non-polynomially fitted formulae on basis functions adapted to the problem (see [16, 17] and references therein). We show examples of special purpose strategies to solve two families of evolutionary problems exhibiting periodic solutions, i.e. partial differential equations and Volterra integral equations.

Use of Green's functions in the numerical solution of two-point boundary value problems

NASA Technical Reports Server (NTRS)

Gallaher, L. J.; Perlin, I. E.

1974-01-01

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Accelerating numerical solution of stochastic differential equations with CUDA

NASA Astrophysics Data System (ADS)

Januszewski, M.; Kostur, M.

2010-01-01

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute hundreds of threads simultaneously makes it possible to speed up the computation by over two orders of magnitude, compared to a typical modern CPU. Solution method: The stochastic Runge-Kutta method of the second order is applied to integrate the equation of motion. Ensemble-averaged quantities of interest are obtained through averaging over multiple independent realizations of the system. Unusual features: The numerical solution of the stochastic differential equations in question is performed on a GPU using the CUDA environment. Running time: < 1 minute

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.

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

PubMed

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

2014-07-04

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

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

PubMed Central

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

2014-01-01

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

Numerical modelling in biosciences using delay differential equations

NASA Astrophysics Data System (ADS)

Bocharov, Gennadii A.; Rihan, Fathalla A.

2000-12-01

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

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.

The 1D Richards' equation in two layered soils: a Filippov approach to treat discontinuities

NASA Astrophysics Data System (ADS)

Berardi, Marco; Difonzo, Fabio; Vurro, Michele; Lopez, Luciano

2018-05-01

The infiltration process into the soil is generally modeled by the Richards' partial differential equation (PDE). In this paper a new approach for modeling the infiltration process through the interface of two different soils is proposed, where the interface is seen as a discontinuity surface defined by suitable state variables. Thus, the original 1D Richards' PDE, enriched by a particular choice of the boundary conditions, is first approximated by means of a time semidiscretization, that is by means of the transversal method of lines (TMOL). In such a way a sequence of discontinuous initial value problems, described by a sequence of second order differential systems in the space variable, is derived. Then, Filippov theory on discontinuous dynamical systems may be applied in order to study the relevant dynamics of the problem. The numerical integration of the semidiscretized differential system will be performed by using a one-step method, which employs an event driven procedure to locate the discontinuity surface and to adequately change the vector field.

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

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.

Nonlinear Waves In A Stenosed Elastic Tube Filled With Viscous Fluid: Forced Perturbed Korteweg-De Vries Equation

NASA Astrophysics Data System (ADS)

Gaik*, Tay Kim; Demiray, Hilmi; Tiong, Ong Chee

In the present work, treating the artery as a prestressed thin-walled and long circularly cylindrical elastic tube with a mild symmetrical stenosis and the blood as an incompressible Newtonian fluid, we have studied the pro pagation of weakly nonlinear waves in such a composite medium, in the long wave approximation, by use of the reductive perturbation method. By intro ducing a set of stretched coordinates suitable for the boundary value type of problems and expanding the field variables into asymptotic series of the small-ness parameter of nonlinearity and dispersion, we obtained a set of nonlinear differential equations governing the terms at various order. By solving these nonlinear differential equations, we obtained the forced perturbed Korteweg-de Vries equation with variable coefficient as the nonlinear evolution equation. By use of the coordinate transformation, it is shown that this type of nonlinear evolution equation admits a progressive wave solution with variable wave speed.

Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Brody, Dorje C.

2018-04-01

The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads to a challenging open problem concerning the formulation of the eigenvalue problem in the momentum space. The WKB analysis gives the exact asymptotic behavior of the eigenfunction.

Assessing non-uniqueness: An algebraic approach

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

Vasco, Don W.

Geophysical inverse problems are endowed with a rich mathematical structure. When discretized, most differential and integral equations of interest are algebraic (polynomial) in form. Techniques from algebraic geometry and computational algebra provide a means to address questions of existence and uniqueness for both linear and non-linear inverse problem. In a sense, the methods extend ideas which have proven fruitful in treating linear inverse problems.

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

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift

NASA Astrophysics Data System (ADS)

Shapovalov, A. V.

2018-04-01

The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.

Recent Developments and Open Problems in the Mathematical Theory of Viscoelasticity.

DTIC Science & Technology

1984-11-01

integral terms . At each step of the iteration, we have to solve a linear parabolic equation with time-dependent coefficients. In Sobolevskii’s... parabolic Volterra integro- differential equation, SIAN J. Math. Anal. 13 (1982), ’ ~81-105. :-- 12. Heard, M. L., A class of hyperbolic Volterra ...then puts an n + 1 on the highest derivatives (the "principal terms " in the equation) and an n on lower order derivatives. Two things must then be

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 is given, specifically for the steady Euler equations. Solutions of the equations were obtained by Newton's linearization procedure, commonly used to solve the roots of nonlinear algebraic equations. In application of the same procedure for solving a set of differential equations we give a theorem showing that a quadratic convergence rate can be achieved. While the domain of quadratic convergence depends on the problems studied and is unknown a priori, we show that firstand second-order derivatives of flux vectors determine whether the condition for quadratic convergence is satisfied. The first derivatives enter as an implicit operator for yielding new iterates and the second derivatives indicates smoothness of the flows considered. Consequently flows involving shocks are expected to require larger number of iterations. First-order upwind discretization in conjunction with the Steger-Warming flux-vector splitting is employed on the implicit operator and a diagonal dominant matrix results. However the explicit operator is represented by first- and seond-order upwind differencings, using both Steger-Warming's and van Leer's splittings. We discuss treatment of boundary conditions and solution procedures for solving the resulting block matrix system. With a set of test problems for one- and two-dimensional flows, we show detailed study as to the efficiency, accuracy, and convergence of the present method.

Global attractivity of positive periodic solution to periodic Lotka-Volterra competition systems with pure delay

NASA Astrophysics Data System (ADS)

Tang, Xianhua; Cao, Daomin; Zou, Xingfu

We consider a periodic Lotka-Volterra competition system without instantaneous negative feedbacks (i.e., pure-delay systems) x(t)=x(t)[r(t)-∑j=1na(t)x(t-τ(t))], i=1,2,…,n. We establish some 3/2-type criteria for global attractivity of a positive periodic solution of the system, which generalize the well-known Wright's 3/2 criteria for the autonomous delay logistic equation, and thereby, address the open problem proposed by both Kuang [Y. Kuang, Global stability in delayed nonautonomous Lotka-Volterra type systems without saturated equilibria, Differential Integral Equations 9 (1996) 557-567] and Teng [Z. Teng, Nonautonomous Lotka-Volterra systems with delays, J. Differential Equations 179 (2002) 538-561].

INTRODUCTION OF MANY-PARTICLE VARIABLES FOR THE TREATMENT OF SPECIAL TRANSLATIONALLY INVARIANT MANY-BODY PROBLEMS

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

Mobius, P.

1960-05-01

An attempt is raade to treat special translationally invariant many-body problems by coordinate transformations introducing many-particle variables. These are adapted coordinates of such kind that the condition of translational invariance and the Pauli principle can be satisfied automatically. They are homogeneous functions of the particle coordinates obeying certain differential equations. The Schrodinger equation is transformed into these variables. There exist examples of systems of interacting particles which can be separated exactly in the many-particle variables but not in the particle coordinates. (auth)

Applications of an exponential finite difference technique

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

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

1988-07-01

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

The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVPs (Initial-Value Problems) for ODEs (Ordinary Differential Equations).

DTIC Science & Technology

1984-04-01

numerical solution, of sstem ot stiff Wh-f Cr ODs. Fro- qontl. a substantial portia of the total computationskwok and cooap required! to solve stiff...exep, possl- bly, foreciadalms of problem. That is% a syste of linewat o nonlinear algebrac equa- tion mumt be solved at auk step of the numerical ...onjugate gradient method [431 is a mall-know ezuze, have prove to be particularly -2- efecti for solving the linear stwem that &ise in the numerical

Fourier analysis of finite element preconditioned collocation schemes

NASA Technical Reports Server (NTRS)

Deville, Michel O.; Mund, Ernest H.

1990-01-01

The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.

Modeling electro-magneto-hydrodynamic thermo-fluidic transport of biofluids with new trend of fractional derivative without singular kernel

NASA Astrophysics Data System (ADS)

Abdulhameed, M.; Vieru, D.; Roslan, R.

2017-10-01

This paper investigates the electro-magneto-hydrodynamic flow of the non-Newtonian behavior of biofluids, with heat transfer, through a cylindrical microchannel. The fluid is acted by an arbitrary time-dependent pressure gradient, an external electric field and an external magnetic field. The governing equations are considered as fractional partial differential equations based on the Caputo-Fabrizio time-fractional derivatives without singular kernel. The usefulness of fractional calculus to study fluid flows or heat and mass transfer phenomena was proven. Several experimental measurements led to conclusion that, in such problems, the models described by fractional differential equations are more suitable. The most common time-fractional derivative used in Continuum Mechanics is Caputo derivative. However, two disadvantages appear when this derivative is used. First, the definition kernel is a singular function and, secondly, the analytical expressions of the problem solutions are expressed by generalized functions (Mittag-Leffler, Lorenzo-Hartley, Robotnov, etc.) which, generally, are not adequate to numerical calculations. The new time-fractional derivative Caputo-Fabrizio, without singular kernel, is more suitable to solve various theoretical and practical problems which involve fractional differential equations. Using the Caputo-Fabrizio derivative, calculations are simpler and, the obtained solutions are expressed by elementary functions. Analytical solutions of the biofluid velocity and thermal transport are obtained by means of the Laplace and finite Hankel transforms. The influence of the fractional parameter, Eckert number and Joule heating parameter on the biofluid velocity and thermal transport are numerically analyzed and graphic presented. This fact can be an important in Biochip technology, thus making it possible to use this analysis technique extremely effective to control bioliquid samples of nanovolumes in microfluidic devices used for biological analysis and medical diagnosis.

A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory

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

Gruen, Christine, E-mail: christine.gruen@univ-brest.fr

We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given by the solution of a quasilinear partial differential equation with obstacle.

The Pendulum: A Paradigm for the Linear Oscillator

ERIC Educational Resources Information Center

Newburgh, Ronald

2004-01-01

The simple pendulum is a model for the linear oscillator. The usual mathematical treatment of the problem begins with a differential equation that one solves with the techniques of the differential calculus, a formal process that tends to obscure the physics. In this paper we begin with a kinematic description of the motion obtained by experiment…

Stabilization in a two-species chemotaxis system with a logistic source

NASA Astrophysics Data System (ADS)

Tello, J. I.; Winkler, M.

2012-05-01

We study a system of three partial differential equations modelling the spatio-temporal behaviour of two competitive populations of biological species both of which are attracted chemotactically by the same signal substance. More precisely, we consider the initial-boundary value problem for \\[ \\begin{equation*} \\fl\\left\\{ \\begin{array}{@{}l} u_t= d_1\\Delta u - \\chi_1 \

Multistep integration formulas for the numerical integration of the satellite problem

NASA Technical Reports Server (NTRS)

Lundberg, J. B.; Tapley, B. D.

1981-01-01

The use of two Class 2/fixed mesh/fixed order/multistep integration packages of the PECE type for the numerical integration of the second order, nonlinear, ordinary differential equation of the satellite orbit problem. These two methods are referred to as the general and the second sum formulations. The derivation of the basic equations which characterize each formulation and the role of the basic equations in the PECE algorithm are discussed. Possible starting procedures are examined which may be used to supply the initial set of values required by the fixed mesh/multistep integrators. The results of the general and second sum integrators are compared to the results of various fixed step and variable step integrators.

Systems of Inhomogeneous Linear Equations

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many problems in physics and especially computational physics involve systems of linear equations which arise e.g. from linearization of a general nonlinear problem or from discretization of differential equations. If the dimension of the system is not too large standard methods like Gaussian elimination or QR decomposition are sufficient. Systems with a tridiagonal matrix are important for cubic spline interpolation and numerical second derivatives. They can be solved very efficiently with a specialized Gaussian elimination method. Practical applications often involve very large dimensions and require iterative methods. Convergence of Jacobi and Gauss-Seidel methods is slow and can be improved by relaxation or over-relaxation. An alternative for large systems is the method of conjugate gradients.

A framework for qualitative reasoning about solid objects

NASA Technical Reports Server (NTRS)

Davis, E.

1987-01-01

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

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

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

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

1988-03-01

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

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.

Computer Corner: Computer Graphics for the Vibrating String.

ERIC Educational Resources Information Center

Smith, David A.; Cunningham, R. Stephen

1986-01-01

Computer graphics are used to display the sum of the first few terms of the series solution for the problem of the vibrating string frequently discussed in introductory courses on differential equations. (MNS)

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

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

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

A neural network based implementation of an MPC algorithm applied in the control systems of electromechanical plants

NASA Astrophysics Data System (ADS)

Marusak, Piotr M.; Kuntanapreeda, Suwat

2018-01-01

The paper considers application of a neural network based implementation of a model predictive control (MPC) control algorithm to electromechanical plants. Properties of such control plants implicate that a relatively short sampling time should be used. However, in such a case, finding the control value numerically may be too time-consuming. Therefore, the current paper tests the solution based on transforming the MPC optimization problem into a set of differential equations whose solution is the same as that of the original optimization problem. This set of differential equations can be interpreted as a dynamic neural network. In such an approach, the constraints can be introduced into the optimization problem with relative ease. Moreover, the solution of the optimization problem can be obtained faster than when the standard numerical quadratic programming routine is used. However, a very careful tuning of the algorithm is needed to achieve this. A DC motor and an electrohydraulic actuator are taken as illustrative examples. The feasibility and effectiveness of the proposed approach are demonstrated through numerical simulations.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

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

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

Truncated Painlevé expansion: Tanh-traveling wave solutions and reduction of sine-Poisson equation to a quadrature for stationary and nonstationary three-dimensional collisionless cold plasma

NASA Astrophysics Data System (ADS)

Ibrahim, R. S.; El-Kalaawy, O. H.

2006-10-01

The relativistic nonlinear self-consistent equations for a collisionless cold plasma with stationary ions [R. S. Ibrahim, IMA J. Appl. Math. 68, 523 (2003)] are extended to 3 and 3+1 dimensions. The resulting system of equations is reduced to the sine-Poisson equation. The truncated Painlevé expansion and reduction of the partial differential equation to a quadrature problem (RQ method) are described and applied to obtain the traveling wave solutions of the sine-Poisson equation for stationary and nonstationary equations in 3 and 3+1 dimensions describing the charge-density equilibrium configuration model.

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

Versions of the collocation and least squares method for solving biharmonic equations in non-canonical domains

NASA Astrophysics Data System (ADS)

Belyaev, V. A.; Shapeev, V. P.

2017-10-01

New versions of the collocations and least squares method of high-order accuracy are proposed and implemented for the numerical solution of the boundary value problems for the biharmonic equation in non-canonical domains. The solution of the biharmonic equation is used for simulating the stress-strain state of an isotropic plate under the action of transverse load. The differential problem is projected into a space of fourth-degree polynomials by the CLS method. The boundary conditions for the approximate solution are put down exactly on the boundary of the computational domain. The versions of the CLS method are implemented on the grids which are constructed in two different ways. It is shown that the approximate solution of problems converges with high order. Thus it matches with high accuracy with the analytical solution of the test problems in the case of known solution in the numerical experiments on the convergence of the solution of various problems on a sequence of grids.

Active control of panel vibrations induced by boundary-layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1991-01-01

Some problems in active control of panel vibration excited by a boundary layer flow over a flat plate are studied. In the first phase of the study, the optimal control problem of vibrating elastic panel induced by a fluid dynamical loading was studied. For a simply supported rectangular plate, the vibration control problem can be analyzed by a modal analysis. The control objective is to minimize the total cost functional, which is the sum of a vibrational energy and the control cost. By means of the modal expansion, the dynamical equation for the plate and the cost functional are reduced to a system of ordinary differential equations and the cost functions for the modes. For the linear elastic plate, the modes become uncoupled. The control of each modal amplitude reduces to the so-called linear regulator problem in control theory. Such problems can then be solved by the method of adjoint state. The optimality system of equations was solved numerically by a shooting method. The results are summarized.

Application of the method of lines for solutions of the Navier-Stokes equations using a nonuniform grid distribution

NASA Technical Reports Server (NTRS)

Abolhassani, J. S.; Tiwari, S. N.

1983-01-01

The feasibility of the method of lines for solutions of physical problems requiring nonuniform grid distributions is investigated. To attain this, it is also necessary to investigate the stiffness characteristics of the pertinent equations. For specific applications, the governing equations considered are those for viscous, incompressible, two dimensional and axisymmetric flows. These equations are transformed from the physical domain having a variable mesh to a computational domain with a uniform mesh. The two governing partial differential equations are the vorticity and stream function equations. The method of lines is used to solve the vorticity equation and the successive over relaxation technique is used to solve the stream function equation. The method is applied to three laminar flow problems: the flow in ducts, curved-wall diffusers, and a driven cavity. Results obtained for different flow conditions are in good agreement with available analytical and numerical solutions. The viability and validity of the method of lines are demonstrated by its application to Navier-Stokes equations in the physical domain having a variable mesh.

Multiscale solvers and systematic upscaling in computational physics

NASA Astrophysics Data System (ADS)

Brandt, A.

2005-07-01

Multiscale algorithms can overcome the scale-born bottlenecks that plague most computations in physics. These algorithms employ separate processing at each scale of the physical space, combined with interscale iterative interactions, in ways which use finer scales very sparingly. Having been developed first and well known as multigrid solvers for partial differential equations, highly efficient multiscale techniques have more recently been developed for many other types of computational tasks, including: inverse PDE problems; highly indefinite (e.g., standing wave) equations; Dirac equations in disordered gauge fields; fast computation and updating of large determinants (as needed in QCD); fast integral transforms; integral equations; astrophysics; molecular dynamics of macromolecules and fluids; many-atom electronic structures; global and discrete-state optimization; practical graph problems; image segmentation and recognition; tomography (medical imaging); fast Monte-Carlo sampling in statistical physics; and general, systematic methods of upscaling (accurate numerical derivation of large-scale equations from microscopic laws).

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.

Monge-Ampére simulation of fourth order PDEs in two dimensions with application to elastic-electrostatic contact problems

NASA Astrophysics Data System (ADS)

DiPietro, Kelsey L.; Lindsay, Alan E.

2017-11-01

We present an efficient moving mesh method for the simulation of fourth order nonlinear partial differential equations (PDEs) in two dimensions using the Parabolic Monge-Ampére (PMA) equation. PMA methods have been successfully applied to the simulation of second order problems, but not on systems with higher order equations which arise in many topical applications. Our main application is the resolution of fine scale behavior in PDEs describing elastic-electrostatic interactions. The PDE system considered has multiple parameter dependent singular solution modalities, including finite time singularities and sharp interface dynamics. We describe how to construct a dynamic mesh algorithm for such problems which incorporates known self similar or boundary layer scalings of the underlying equation to locate and dynamically resolve fine scale solution features in these singular regimes. We find a key step in using the PMA equation for mesh generation in fourth order problems is the adoption of a high order representation of the transformation from the computational to physical mesh. We demonstrate the efficacy of the new method on a variety of examples and establish several new results and conjectures on the nature of self-similar singularity formation in higher order PDEs.

Symbolic programming language in molecular multicenter integral problem

NASA Astrophysics Data System (ADS)

Safouhi, Hassan; Bouferguene, Ahmed

It is well known that in any ab initio molecular orbital (MO) calculation, the major task involves the computation of molecular integrals, among which the computation of three-center nuclear attraction and Coulomb integrals is the most frequently encountered. As the molecular system becomes larger, computation of these integrals becomes one of the most laborious and time-consuming steps in molecular systems calculation. Improvement of the computational methods of molecular integrals would be indispensable to further development in computational studies of large molecular systems. To develop fast and accurate algorithms for the numerical evaluation of these integrals over B functions, we used nonlinear transformations for improving convergence of highly oscillatory integrals. These methods form the basis of new methods for solving various problems that were unsolvable otherwise and have many applications as well. To apply these nonlinear transformations, the integrands should satisfy linear differential equations with coefficients having asymptotic power series in the sense of Poincaré, which in their turn should satisfy some limit conditions. These differential equations are very difficult to obtain explicitly. In the case of molecular integrals, we used a symbolic programming language (MAPLE) to demonstrate that all the conditions required to apply these nonlinear transformation methods are satisfied. Differential equations are obtained explicitly, allowing us to demonstrate that the limit conditions are also satisfied.

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

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

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.

A computational algorithm for spacecraft control and momentum management

NASA Technical Reports Server (NTRS)

Dzielski, John; Bergmann, Edward; Paradiso, Joseph

1990-01-01

Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.

Structure and Stability of Finite Dimensional Approximations for Functional Differential Equations.

DTIC Science & Technology

1983-10-01

approximating the solution of the algebraic Riccati equation associated with a retarded system. However, there remained one open problem in the...theory much more elegant and efficient (see e.g. BERNIER- MANITIUS ( 3 ], MANITIUS (14], DELFOUR-MANITIUS (71). They have led to a number of new results...characteristic function of the interval I. It is well known that equation (2.1) admits a unique solution2 n 12 x() e L 2o-h,-;iUn I W [0,_: 3 n ] for every

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.

Multi-Body Analysis of a Tiltrotor Configuration

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

Absorbing boundary conditions for second-order hyperbolic equations

NASA Technical Reports Server (NTRS)

Jiang, Hong; Wong, Yau Shu

1989-01-01

A uniform approach to construct absorbing artificial boundary conditions for second-order linear hyperbolic equations is proposed. The nonlocal boundary condition is given by a pseudodifferential operator that annihilates travelling waves. It is obtained through the dispersion relation of the differential equation by requiring that the initial-boundary value problem admits the wave solutions travelling in one direction only. Local approximation of this global boundary condition yields an nth-order differential operator. It is shown that the best approximations must be in the canonical forms which can be factorized into first-order operators. These boundary conditions are perfectly absorbing for wave packets propagating at certain group velocities. A hierarchy of absorbing boundary conditions is derived for transonic small perturbation equations of unsteady flows. These examples illustrate that the absorbing boundary conditions are easy to derive, and the effectiveness is demonstrated by the numerical experiments.

A mathematical model for mixed convective flow of chemically reactive Oldroyd-B fluid between isothermal stretching disks

NASA Astrophysics Data System (ADS)

Hashmi, M. S.; Khan, N.; Ullah Khan, Sami; Rashidi, M. M.

In this study, we have constructed a mathematical model to investigate the heat source/sink effects in mixed convection axisymmetric flow of an incompressible, electrically conducting Oldroyd-B fluid between two infinite isothermal stretching disks. The effects of viscous dissipation and Joule heating are also considered in the heat equation. The governing partial differential equations are converted into ordinary differential equations by using appropriate similarity variables. The series solution of these dimensionless equations is constructed by using homotopy analysis method. The convergence of the obtained solution is carefully examined. The effects of various involved parameters on pressure, velocity and temperature profiles are comprehensively studied. A graphical analysis has been presented for various values of problem parameters. The numerical values of wall shear stress and Nusselt number are computed at both upper and lower disks. Moreover, a graphical and tabular explanation for critical values of Frank-Kamenetskii regarding other flow parameters.

Molecular, metabolic, and genetic control: An introduction

NASA Astrophysics Data System (ADS)

Tyson, John J.; Mackey, Michael C.

2001-03-01

The living cell is a miniature, self-reproducing, biochemical machine. Like all machines, it has a power supply, a set of working components that carry out its necessary tasks, and control systems that ensure the proper coordination of these tasks. In this Special Issue, we focus on the molecular regulatory systems that control cell metabolism, gene expression, environmental responses, development, and reproduction. As for the control systems in human-engineered machines, these regulatory networks can be described by nonlinear dynamical equations, for example, ordinary differential equations, reaction-diffusion equations, stochastic differential equations, or cellular automata. The articles collected here illustrate (i) a range of theoretical problems presented by modern concepts of cellular regulation, (ii) some strategies for converting molecular mechanisms into dynamical systems, (iii) some useful mathematical tools for analyzing and simulating these systems, and (iv) the sort of results that derive from serious interplay between theory and experiment.

Multigrid method for stability problems

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo

1988-01-01

The problem of calculating the stability of steady state solutions of differential equations is addressed. Leading eigenvalues of large matrices that arise from discretization are calculated, and an efficient multigrid method for solving these problems is presented. The resulting grid functions are used as initial approximations for appropriate eigenvalue problems. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved on the coarse grid. This leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem are presented which demonstrate the effectiveness of the method.

Teaching Mathematics to Civil Engineers

ERIC Educational Resources Information Center

Sharp, J. J.; Moore, E.

1977-01-01

This paper outlines a technique for teaching a rigorous course in calculus and differential equations which stresses applicability of the mathematics to problems in civil engineering. The method involves integration of subject matter and team teaching. (SD)

Methodological Measurement Fruitfulness of Exploratory Structural Equation Modeling (ESEM): New Approaches to Key Substantive Issues in Motivation and Engagement

ERIC Educational Resources Information Center

Marsh, Herbert W.; Liem, Gregory Arief D.; Martin, Andrew J.; Morin, Alexandre J. S.; Nagengast, Benjamin

2011-01-01

The most popular measures of multidimensional constructs typically fail to meet standards of good measurement: goodness of fit, measurement invariance, lack of differential item functioning, and well-differentiated factors that are not so highly correlated as to detract from their discriminant validity. Part of the problem, the authors argue, is…

A stabilized element-based finite volume method for poroelastic problems

NASA Astrophysics Data System (ADS)

Honório, Hermínio T.; Maliska, Clovis R.; Ferronato, Massimiliano; Janna, Carlo

2018-07-01

The coupled equations of Biot's poroelasticity, consisting of stress equilibrium and fluid mass balance in deforming porous media, are numerically solved. The governing partial differential equations are discretized by an Element-based Finite Volume Method (EbFVM), which can be used in three dimensional unstructured grids composed of elements of different types. One of the difficulties for solving these equations is the numerical pressure instability that can arise when undrained conditions take place. In this paper, a stabilization technique is developed to overcome this problem by employing an interpolation function for displacements that considers also the pressure gradient effect. The interpolation function is obtained by the so-called Physical Influence Scheme (PIS), typically employed for solving incompressible fluid flows governed by the Navier-Stokes equations. Classical problems with analytical solutions, as well as three-dimensional realistic cases are addressed. The results reveal that the proposed stabilization technique is able to eliminate the spurious pressure instabilities arising under undrained conditions at a low computational cost.

Interpolation problem for the solutions of linear elasticity equations based on monogenic functions

NASA Astrophysics Data System (ADS)

Grigor'ev, Yuri; Gürlebeck, Klaus; Legatiuk, Dmitrii

2017-11-01

Interpolation is an important tool for many practical applications, and very often it is beneficial to interpolate not only with a simple basis system, but rather with solutions of a certain differential equation, e.g. elasticity equation. A typical example for such type of interpolation are collocation methods widely used in practice. It is known, that interpolation theory is fully developed in the framework of the classical complex analysis. However, in quaternionic analysis, which shows a lot of analogies to complex analysis, the situation is more complicated due to the non-commutative multiplication. Thus, a fundamental theorem of algebra is not available, and standard tools from linear algebra cannot be applied in the usual way. To overcome these problems, a special system of monogenic polynomials the so-called Pseudo Complex Polynomials, sharing some properties of complex powers, is used. In this paper, we present an approach to deal with the interpolation problem, where solutions of elasticity equations in three dimensions are used as an interpolation basis.

The mechanical and chemical equations of motion of muscle contraction

NASA Astrophysics Data System (ADS)

Shiner, J. S.; Sieniutycz, Stanislaw

1997-11-01

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