Gazizov, R. K.
2017-01-01
We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures. PMID:28265184
Gainetdinova, A A; Gazizov, R K
2017-01-01
We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures.
NASA Astrophysics Data System (ADS)
Zhou, L.-Q.; Meleshko, S. V.
2017-07-01
The group analysis method is applied to a system of integro-differential equations corresponding to a linear thermoviscoelastic model. A recently developed approach for calculating the symmetry groups of such equations is used. The general solution of the determining equations for the system is obtained. Using subalgebras of the admitted Lie algebra, two classes of partially invariant solutions of the considered system of integro-differential equations are studied.
Symmetry investigations on the incompressible stationary axisymmetric Euler equations with swirl
NASA Astrophysics Data System (ADS)
Frewer, M.; Oberlack, M.; Guenther, S.
2007-08-01
We discuss the incompressible stationary axisymmetric Euler equations with swirl, for which we derive via a scalar stream function an equivalent representation, the Bragg-Hawthorne equation [Bragg, S.L., Hawthorne, W.R., 1950. Some exact solutions of the flow through annular cascade actuator discs. J. Aero. Sci. 17, 243]. Despite this obvious equivalence, we will show that under a local Lie point symmetry analysis the Bragg-Hawthorne equation exposes itself as not being fully equivalent to the original Euler equations. This is reflected in the way that it possesses additional symmetries not being admitted by its counterpart. In other words, a symmetry of the Bragg-Hawthorne equation is in general not a symmetry of the Euler equations. Not the differential Euler equations but rather a set of integro-differential equations attains full equivalence to the Bragg-Hawthorne equation. For these intermediate Euler equations, it is interesting to note that local symmetries of the Bragg-Hawthorne equation transform to local as well as to nonlocal symmetries. This behaviour, on the one hand, is in accordance with Zawistowski's result [Zawistowski, Z.J., 2001. Symmetries of integro-differential equations. Rep. Math. Phys. 48, 269; Zawistowski, Z.J., 2004. General criterion of invariance for integro-differential equations. Rep. Math. Phys. 54, 341] that it is possible for integro-differential equations to admit local Lie point symmetries. On the other hand, with this transformation process we collect symmetries which cannot be obtained when carrying out a usual local Lie point symmetry analysis. Finally, the symmetry classification of the Bragg-Hawthorne equation is used to find analytical solutions for the phenomenon of vortex breakdown.
First integrals and parametric solutions of third-order ODEs admitting {\\mathfrak{sl}(2, {R})}
NASA Astrophysics Data System (ADS)
Ruiz, A.; Muriel, C.
2017-05-01
A complete set of first integrals for any third-order ordinary differential equation admitting a Lie symmetry algebra isomorphic to sl(2, {R}) is explicitly computed. These first integrals are derived from two linearly independent solutions of a linear second-order ODE, without additional integration. The general solution in parametric form can be obtained by using the computed first integrals. The study includes a parallel analysis of the four inequivalent realizations of sl(2, {R}) , and it is applied to several particular examples. These include the generalized Chazy equation, as well as an example of an equation which admits the most complicated of the four inequivalent realizations.
Existence of a coupled system of fractional differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ibrahim, Rabha W.; Siri, Zailan
2015-10-22
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
Spacetime encodings. III. Second order Killing tensors
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brink, Jeandrew
2010-01-15
This paper explores the Petrov type D, stationary axisymmetric vacuum (SAV) spacetimes that were found by Carter to have separable Hamilton-Jacobi equations, and thus admit a second-order Killing tensor. The derivation of the spacetimes presented in this paper borrows from ideas about dynamical systems, and illustrates concepts that can be generalized to higher-order Killing tensors. The relationship between the components of the Killing equations and metric functions are given explicitly. The origin of the four separable coordinate systems found by Carter is explained and classified in terms of the analytic structure associated with the Killing equations. A geometric picture ofmore » what the orbital invariants may represent is built. Requiring that a SAV spacetime admits a second-order Killing tensor is very restrictive, selecting very few candidates from the group of all possible SAV spacetimes. This restriction arises due to the fact that the consistency conditions associated with the Killing equations require that the field variables obey a second-order differential equation, as opposed to a fourth-order differential equation that imposes the weaker condition that the spacetime be SAV. This paper introduces ideas that could lead to the explicit computation of more general orbital invariants in the form of higher-order Killing tensors.« less
A differential equation for the Generalized Born radii.
Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro
2013-06-28
The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values.
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.
NASA Astrophysics Data System (ADS)
Hau, Jan-Niklas; Oberlack, Martin; Chagelishvili, George
2017-04-01
We present a unifying solution framework for the linearized compressible equations for two-dimensional linearly sheared unbounded flows using the Lie symmetry analysis. The full set of symmetries that are admitted by the underlying system of equations is employed to systematically derive the one- and two-dimensional optimal systems of subalgebras, whose connected group reductions lead to three distinct invariant ansatz functions for the governing sets of partial differential equations (PDEs). The purpose of this analysis is threefold and explicitly we show that (i) there are three invariant solutions that stem from the optimal system. These include a general ansatz function with two free parameters, as well as the ansatz functions of the Kelvin mode and the modal approach. Specifically, the first approach unifies these well-known ansatz functions. By considering two limiting cases of the free parameters and related algebraic transformations, the general ansatz function is reduced to either of them. This fact also proves the existence of a link between the Kelvin mode and modal ansatz functions, as these appear to be the limiting cases of the general one. (ii) The Lie algebra associated with the Lie group admitted by the PDEs governing the compressible dynamics is a subalgebra associated with the group admitted by the equations governing the incompressible dynamics, which allows an additional (scaling) symmetry. Hence, any consequences drawn from the compressible case equally hold for the incompressible counterpart. (iii) In any of the systems of ordinary differential equations, derived by the three ansatz functions in the compressible case, the linearized potential vorticity is a conserved quantity that allows us to analyze vortex and wave mode perturbations separately.
Concircular vector fields on Lorentzian manifold of Bianchi type-I spacetimes
NASA Astrophysics Data System (ADS)
Mahmood, Amjad; Ali, Ahmad T.; Khan, Suhail
2018-04-01
Our aim in this paper is to obtain concircular vector fields (CVFs) on the Lorentzian manifold of Bianchi type-I spacetimes. For this purpose, two different sets of coupled partial differential equations comprising ten equations each are obtained. The first ten equations, known as conformal Killing equations are solved completely and components of conformal Killing vector fields (CKVFs) are obtained in different possible cases. These CKVFs are then substituted into second set of ten differential equations to obtain CVFs. It comes out that Bianchi type-I spacetimes admit four-, five-, six-, seven- or 15-dimensional CVFs for particular choices of the metric functions. In many cases, the CKVFs of a particular metric are same as CVFs while there exists few cases where proper CKVFs are not CVFs.
Structure and Stability of Finite Dimensional Approximations for Functional Differential Equations.
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
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.
Quantization of wave equations and hermitian structures in partial differential varieties
Paneitz, S. M.; Segal, I. E.
1980-01-01
Sufficiently close to 0, the solution variety of a nonlinear relativistic wave equation—e.g., of the form □ϕ + m2ϕ + gϕp = 0—admits a canonical Lorentz-invariant hermitian structure, uniquely determined by the consideration that the action of the differential scattering transformation in each tangent space be unitary. Similar results apply to linear time-dependent equations or to equations in a curved asymptotically flat space-time. A close relation of the Riemannian structure to the determination of vacuum expectation values is developed and illustrated by an explicit determination of a perturbative 2-point function for the case of interaction arising from curvature. The theory underlying these developments is in part a generalization of that of M. G. Krein and collaborators concerning stability of differential equations in Hilbert space and in part a precise relation between the unitarization of given symplectic linear actions and their full probabilistic quantization. The unique causal structure in the infinite symplectic group is instrumental in these developments. PMID:16592923
On twisting type [N] ⊗ [N] Ricci flat complex spacetimes with two homothetic symmetries
NASA Astrophysics Data System (ADS)
Chudecki, Adam; Przanowski, Maciej
2018-04-01
In this article, H H spaces of type [N] ⊗ [N] with twisting congruence of null geodesics defined by the 4-fold undotted and dotted Penrose spinors are investigated. It is assumed that these spaces admit two homothetic symmetries. The general form of the homothetic vector fields is found. New coordinates are introduced, which enable us to reduce the H H system of partial differential equations to one ordinary differential equation (ODE) on one holomorphic function. In a special case, this is a second-order ODE and its general solution is explicitly given. In the generic case, one gets rather involved fifth-order ODE.
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.
Parareal algorithms with local time-integrators for time fractional differential equations
NASA Astrophysics Data System (ADS)
Wu, Shu-Lin; Zhou, Tao
2018-04-01
It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.
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.
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
Simulation of complex pharmacokinetic models in Microsoft Excel.
Meineke, Ingolf; Brockmöller, Jürgen
2007-12-01
With the arrival of powerful personal computers in the office numerical methods are accessible to everybody. Simulation of complex processes therefore has become an indispensible tool in research and education. In this paper Microsoft EXCEL is used as a platform for a universal differential equation solver. The software is designed as an add-in aiming at a minimum of required user input to perform a given task. Four examples are included to demonstrate both, the simplicity of use and the versatility of possible applications. While the layout of the program is admittedly geared to the needs of pharmacokineticists, it can be used in any field where sets of differential equations are involved. The software package is available upon request.
Spectral methods in time for a class of parabolic partial differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ierley, G.; Spencer, B.; Worthing, R.
1992-09-01
In this paper, we introduce a fully spectral solution for the partial differential equation u[sub t] + uu[sub x] + vu[sub xx] + [mu]u[sub xxx] + [lambda]u[sub xxxx] = O. For periodic boundary conditions in space, the use of a Fourier expansion in x admits of a particularly efficient algorithm with respect to expansion of the time dependence in a Chebyshev series. Boundary conditions other than periodic may still be treated with reasonable, though lesser, efficiency. for all cases, very high accuracy is attainable at moderate computational cost relative to the expense of variable order finite difference methods in time.more » 14 refs., 9 figs.« less
A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update
NASA Technical Reports Server (NTRS)
Miller, J. K.
1994-01-01
A differential equation for the square root information matrix is derived and adapted to the problems of filtering and smoothing. The resulting continuous square root information filter (SRIF) performs the mapping of state and process noise by numerical integration of the SRIF matrix and admits data via a discrete least square update.
NASA Technical Reports Server (NTRS)
Cohen, Clarence B; Reshotko, Eli
1956-01-01
Stewartson's transformation is applied to the laminar compressible boundary-layer equations and the requirement of similarity is introduced, resulting in a set of ordinary nonlinear differential equations previously quoted by Stewartson, but unsolved. The requirements of the system are Prandtl number of 1.0, linear viscosity-temperature relation across the boundary layer, an isothermal surface, and the particular distributions of free-stream velocity consistent with similar solutions. This system admits axial pressure gradients of arbitrary magnitude, heat flux normal to the surface, and arbitrary Mach numbers. The system of differential equations is transformed to integral system, with the velocity ratio as the independent variable. For this system, solutions are found by digital computation for pressure gradients varying from that causing separation to the infinitely favorable gradient and for wall temperatures from absolute zero to twice the free-stream stagnation temperature. Some solutions for separated flows are also presented.
On Traveling Waves in Lattices: The Case of Riccati Lattices
NASA Astrophysics Data System (ADS)
Dimitrova, Zlatinka
2012-09-01
The method of simplest equation is applied for analysis of a class of lattices described by differential-difference equations that admit traveling-wave solutions constructed on the basis of the solution of the Riccati equation. We denote such lattices as Riccati lattices. We search for Riccati lattices within two classes of lattices: generalized Lotka-Volterra lattices and generalized Holling lattices. We show that from the class of generalized Lotka-Volterra lattices only the Wadati lattice belongs to the class of Riccati lattices. Opposite to this many lattices from the Holling class are Riccati lattices. We construct exact traveling wave solutions on the basis of the solution of Riccati equation for three members of the class of generalized Holling lattices.
Meta-Symplectic Geometry of 3rd Order Monge-Ampère Equations and their Characteristics
NASA Astrophysics Data System (ADS)
Manno, Gianni; Moreno, Giovanni
2016-03-01
This paper is a natural companion of [Alekseevsky D.V., Alonso Blanco R., Manno G., Pugliese F., Ann. Inst. Fourier (Grenoble) 62 (2012), 497-524, arXiv:1003.5177], generalising its perspectives and results to the context of third-order (2D) Monge-Ampère equations, by using the so-called ''meta-symplectic structure'' associated with the 8D prolongation M^{(1)} of a 5D contact manifold M. We write down a geometric definition of a third-order Monge-Ampère equation in terms of a (class of) differential two-form on M^{(1)}. In particular, the equations corresponding to decomposable forms admit a simple description in terms of certain three-dimensional distributions, which are made from the characteristics of the original equations. We conclude the paper with a study of the intermediate integrals of these special Monge-Ampère equations, herewith called of Goursat type.
Chaos in a 4D dissipative nonlinear fermionic model
NASA Astrophysics Data System (ADS)
Aydogmus, Fatma
2015-12-01
Gursey Model is the only possible 4D conformally invariant pure fermionic model with a nonlinear self-coupled spinor term. It has been assumed to be similar to the Heisenberg's nonlinear generalization of Dirac's equation, as a possible basis for a unitary description of elementary particles. Gursey Model admits particle-like solutions for the derived classical field equations and these solutions are instantonic in character. In this paper, the dynamical nature of damped and forced Gursey Nonlinear Differential Equations System (GNDES) are studied in order to get more information on spinor type instantons. Bifurcation and chaos in the system are observed by constructing the bifurcation diagrams and Poincaré sections. Lyapunov exponent and power spectrum graphs of GNDES are also constructed to characterize the chaotic behavior.
f(R)-gravity from Killing tensors
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos
2016-04-01
We consider f(R)-gravity in a Friedmann-Lemaître-Robertson-Walker spacetime with zero spatial curvature. We apply the Killing tensors of the minisuperspace in order to specify the functional form of f(R) and for the field equations to be invariant under Lie-Bäcklund transformations, which are linear in momentum (contact symmetries). Consequently, the field equations to admit quadratic conservation laws given by Noether’s theorem. We find three new integrable f(R)-models, for which, with the application of the conservation laws, we reduce the field equations to a system of two first-order ordinary differential equations. For each model we study the evolution of the cosmological fluid. We find that for each integrable model the cosmological fluid has an equation of state parameter, in which there is linear behavior in terms of the scale factor which describes the Chevallier, Polarski and Linder parametric dark energy model.
Superposition of elliptic functions as solutions for a large number of nonlinear equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Khare, Avinash; Saxena, Avadh
2014-03-15
For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well asmore » for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Connell, Patrick; Frolov, Valeri P.; Kubiznak, David
We obtain and study the equations describing the parallel transport of orthonormal frames along geodesics in a spacetime admitting a nondegenerate, principal, conformal Killing-Yano tensor h. We demonstrate that the operator F, obtained by a projection of h to a subspace orthogonal to the velocity, has in a generic case eigenspaces of dimension not greater than 2. Each of these eigenspaces is independently parallel propagated. This allows one to reduce the parallel transport equations to a set of first order, ordinary, differential equations for the angles of rotation in the 2D eigenspaces. General analysis is illustrated by studying the equationsmore » of the parallel transport in the Kerr-NUT-(A)dS metrics. Examples of three-, four-, and five-dimensional Kerr-NUT-(A)dS are considered, and it is shown that the obtained first order equations can be solved by a separation of variables.« less
Boundary control of elliptic solutions to enforce local constraints
NASA Astrophysics Data System (ADS)
Bal, G.; Courdurier, M.
We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded from below by a positive constant in the vicinity of a finite number of prescribed points; (ii) the determinant of gradients of n solutions is bounded from below in the vicinity of a finite number of prescribed points. Such constructions find applications in recent hybrid medical imaging modalities. The methodology is based on starting from a controlled setting in which the constraints are satisfied and continuously modifying the coefficients in the second-order elliptic equation. The boundary condition is evolved by solving an ordinary differential equation (ODE) defined via appropriate optimality conditions. Unique continuations and standard regularity results for elliptic equations are used to show that the ODE admits a solution for sufficiently long times.
Yang-Mills instantons in Kähler spaces with one holomorphic isometry
NASA Astrophysics Data System (ADS)
Chimento, Samuele; Ortín, Tomás; Ruipérez, Alejandro
2018-03-01
We consider self-dual Yang-Mills instantons in 4-dimensional Kähler spaces with one holomorphic isometry and show that they satisfy a generalization of the Bogomol'nyi equation for magnetic monopoles on certain 3-dimensional metrics. We then search for solutions of this equation in 3-dimensional metrics foliated by 2-dimensional spheres, hyperboloids or planes in the case in which the gauge group coincides with the isometry group of the metric (SO(3), SO (1 , 2) and ISO(2), respectively). Using a generalized hedgehog ansatz the Bogomol'nyi equations reduce to a simple differential equation in the radial variable which admits a universal solution and, in some cases, a particular one, from which one finally recovers instanton solutions in the original Kähler space. We work out completely a few explicit examples for some Kähler spaces of interest.
Symmetries and integrability of a fourth-order Euler-Bernoulli beam equation
NASA Astrophysics Data System (ADS)
Bokhari, Ashfaque H.; Mahomed, F. M.; Zaman, F. D.
2010-05-01
The complete symmetry group classification of the fourth-order Euler-Bernoulli ordinary differential equation, where the elastic modulus and the area moment of inertia are constants and the applied load is a function of the normal displacement, is obtained. We perform the Lie and Noether symmetry analysis of this problem. In the Lie analysis, the principal Lie algebra which is one dimensional extends in four cases, viz. the linear, exponential, general power law, and a negative fractional power law. It is further shown that two cases arise in the Noether classification with respect to the standard Lagrangian. That is, the linear case for which the Noether algebra dimension is one less than the Lie algebra dimension as well as the negative fractional power law. In the latter case the Noether algebra is three dimensional and is isomorphic to the Lie algebra which is sl(2,R). This exceptional case, although admitting the nonsolvable algebra sl(2,R), remarkably allows for a two-parameter family of exact solutions via the Noether integrals. The Lie reduction gives a second-order ordinary differential equation which has nonlocal symmetry.
Exotic containers for capillary surfaces
NASA Technical Reports Server (NTRS)
Concus, Paul; Finn, Robert
1991-01-01
This paper discusses 'exotic' rotationally symmetric containers that admit an entire continuum of distinct equilibrium capillary free surfaces. The paper extends earlier work to a larger class of parameters and clarifies and simplifies the governing differential equations, while expressing them in a parametric form appropriate for numerical integration. A unified presentation suitable for both zero and nonzero gravity is given. Solutions for the container shapes are depicted graphically along with members of the free-surface continuum, and comments are given concerning possible physical experiments.
The general Lie group and similarity solutions for the one-dimensional Vlasov-Maxwell equations
NASA Technical Reports Server (NTRS)
Roberts, D.
1985-01-01
The general Lie point transformation group and the associated reduced differential equations and similarity forms for the solutions are derived here for the coupled (nonlinear) Vlasov-Maxwell equations in one spatial dimension. The case of one species in a background is shown to admit a larger group than the multispecies case. Previous exact solutions are shown to be special cases of the above solutions, and many of the new solutions are found to constrain the form of the distribution function much more than, for example, the BGK solutions do. The individual generators of the Lie group are used to find the possible subgroups. Finally, a simple physical argument is given to show that the asymptotic solution for a one-species, one-dimensional plasma is one of the general similarity solutions.
Local metrics admitting a principal Killing-Yano tensor with torsion
NASA Astrophysics Data System (ADS)
Houri, Tsuyoshi; Kubizňák, David; Warnick, Claude M.; Yasui, Yukinori
2012-08-01
In this paper we initiate a classification of local metrics admitting the principal Killing-Yano tensor with a skew-symmetric torsion. It is demonstrated that in such spacetimes rank-2 Killing tensors occur naturally and mutually commute. We reduce the classification problem to that of solving a set of partial differential equations, and we present some solutions to these PDEs. In even dimensions, three types of local metrics are obtained: one of them naturally generalizes the torsion-less case while the others occur only when the torsion is present. In odd dimensions, we obtain more varieties of local metrics. The explicit metrics constructed in this paper are not the most general possible admitting the required symmetry; nevertheless, it is demonstrated that they cover a wide variety of solutions of various supergravities, such as the Kerr-Sen black holes of (un-)gauged Abelian heterotic supergravity, the Chong-Cvetic-Lü-Pope black hole solution of five-dimensional minimal supergravity or the Kähler with torsion manifolds. The relation between generalized Killing-Yano tensors and various torsion Killing spinors is also discussed.
Degenerate variational integrators for magnetic field line flow and guiding center trajectories
NASA Astrophysics Data System (ADS)
Ellison, C. L.; Finn, J. M.; Burby, J. W.; Kraus, M.; Qin, H.; Tang, W. M.
2018-05-01
Symplectic integrators offer many benefits for numerically approximating solutions to Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two important Hamiltonian systems encountered in plasma physics—the flow of magnetic field lines and the guiding center motion of magnetized charged particles—resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates. New algorithms were recently developed using the variational integration formalism; however, those integrators were found to admit parasitic mode instabilities due to their multistep character. This work eliminates the multistep character, and therefore the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem "degenerate variational integration." Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that the resultant Euler-Lagrange equations are systems of first-order ordinary differential equations. We show that retaining the same degree of degeneracy when constructing discrete Lagrangians yields one-step variational integrators preserving a non-canonical symplectic structure. Numerical examples demonstrate the benefits of the new algorithms, including superior stability relative to the existing variational integrators for these systems and superior qualitative behavior relative to non-conservative algorithms.
Finite-Dimensional Representations for Controlled Diffusions with Delay
DOE Office of Scientific and Technical Information (OSTI.GOV)
Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr
2015-02-15
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.
Friedrichs systems in a Hilbert space framework: Solvability and multiplicity
NASA Astrophysics Data System (ADS)
Antonić, N.; Erceg, M.; Michelangeli, A.
2017-12-01
The Friedrichs (1958) theory of positive symmetric systems of first order partial differential equations encompasses many standard equations of mathematical physics, irrespective of their type. This theory was recast in an abstract Hilbert space setting by Ern, Guermond and Caplain (2007), and by Antonić and Burazin (2010). In this work we make a further step, presenting a purely operator-theoretic description of abstract Friedrichs systems, and proving that any pair of abstract Friedrichs operators admits bijective extensions with a signed boundary map. Moreover, we provide sufficient and necessary conditions for existence of infinitely many such pairs of spaces, and by the universal operator extension theory (Grubb, 1968) we get a complete identification of all such pairs, which we illustrate on two concrete one-dimensional examples.
Statistical symmetries of the Lundgren-Monin-Novikov hierarchy.
Wacławczyk, Marta; Staffolani, Nicola; Oberlack, Martin; Rosteck, Andreas; Wilczek, Michael; Friedrich, Rudolf
2014-07-01
It was shown by Oberlack and Rosteck [Discr. Cont. Dyn. Sys. S, 3, 451 2010] that the infinite set of multipoint correlation (MPC) equations of turbulence admits a considerable extended set of Lie point symmetries compared to the Galilean group, which is implied by the original set of equations of fluid mechanics. Specifically, a new scaling group and an infinite set of translational groups of all multipoint correlation tensors have been discovered. These new statistical groups have important consequences for our understanding of turbulent scaling laws as they are essential ingredients of, e.g., the logarithmic law of the wall and other scaling laws, which in turn are exact solutions of the MPC equations. In this paper we first show that the infinite set of translational groups of all multipoint correlation tensors corresponds to an infinite dimensional set of translations under which the Lundgren-Monin-Novikov (LMN) hierarchy of equations for the probability density functions (PDF) are left invariant. Second, we derive a symmetry for the LMN hierarchy which is analogous to the scaling group of the MPC equations. Most importantly, we show that this symmetry is a measure of the intermittency of the velocity signal and the transformed functions represent PDFs of an intermittent (i.e., turbulent or nonturbulent) flow. Interesting enough, the positivity of the PDF puts a constraint on the group parameters of both shape and intermittency symmetry, leading to two conclusions. First, the latter symmetries may no longer be Lie group as under certain conditions group properties are violated, but still they are symmetries of the LMN equations. Second, as the latter two symmetries in its MPC versions are ingredients of many scaling laws such as the log law, the above constraints implicitly put weak conditions on the scaling parameter such as von Karman constant κ as they are functions of the group parameters. Finally, let us note that these kind of statistical symmetries are of much more general type, i.e., not limited to MPC or PDF equations emerging from Navier-Stokes, but instead they are admitted by other nonlinear partial differential equations like, for example, the Burgers equation when in conservative form and if the nonlinearity is quadratic.
NASA Astrophysics Data System (ADS)
Startsev, Sergey Ya.
2017-05-01
The paper is devoted to hyperbolic (generally speaking, non-Lagrangian and nonlinear) partial differential systems possessing a full set of differential operators that map any function of one independent variable into a symmetry of the corresponding system. We demonstrate that a system has the above property if and only if this system admits a full set of formal integrals (i.e., differential operators which map symmetries into integrals of the system). As a consequence, such systems possess both direct and inverse Noether operators (in the terminology of a work by B. Fuchssteiner and A.S. Fokas who have used these terms for operators that map cosymmetries into symmetries and perform transformations in the opposite direction). Systems admitting Noether operators are not exhausted by Euler-Lagrange systems and the systems with formal integrals. In particular, a hyperbolic system admits an inverse Noether operator if a differential substitution maps this system into a system possessing an inverse Noether operator.
NASA Astrophysics Data System (ADS)
Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang
2018-01-01
We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.
A Type D Non-Vacuum Spacetime with Causality Violating Curves, and Its Physical Interpretation
NASA Astrophysics Data System (ADS)
Ahmed, Faizuddin
2017-12-01
We present a topologically trivial, non-vacuum solution of the Einstein’s field equations in four dimensions, which is regular everywhere. The metric admits circular closed timelike curves, which appear beyond the null curve, and these timelike curves are linearly stable under linear perturbations. Additionally, the spacetime admits null geodesics curve, which are not closed, and the metric is of type D in the Petrov classification scheme. The stress-energy tensor anisotropic fluid satisfy the different energy conditions and a generalization of Equation-of-State parameter of perfect fluid p=ω ρ . The metric admits a twisting, shearfree, nonexapnding timelike geodesic congruence. Finally, the physical interpretation of this solution, based on the study of the equation of the geodesics deviation, will be presented.
NASA Astrophysics Data System (ADS)
Malykh, A. A.; Nutku, Y.; Sheftel, M. B.
2003-10-01
We extend the Mason-Newman Lax pair for the elliptic complex Monge-Ampère equation so that this equation itself emerges as an algebraic consequence. We regard the function in the extended Lax equations as a complex potential. Their differential compatibility condition coincides with the determining equation for the symmetries of the complex Monge-Ampère equation. We shall identify the real and imaginary parts of the potential, which we call partner symmetries, with the translational and dilatational symmetry characteristics, respectively. Then we choose the dilatational symmetry characteristic as the new unknown replacing the Kähler potential. This directly leads to a Legendre transformation. Studying the integrability conditions of the Legendre-transformed system we arrive at a set of linear equations satisfied by a single real potential. This enables us to construct non-invariant solutions of the Legendre transform of the complex Monge-Ampère equation. Using these solutions we obtained explicit Legendre-transformed hyper-Kähler metrics with a anti-self-dual Riemann curvature 2-form that admit no Killing vectors. They satisfy the Einstein field equations with Euclidean signature. We give the detailed derivation of the solution announced earlier and present a new solution with an added parameter. We compare our method of partner symmetries for finding non-invariant solutions to that of Dunajski and Mason who use 'hidden' symmetries for the same purpose.
Effective equations governing an active poroelastic medium
2017-01-01
In this work, we consider the spatial homogenization of a coupled transport and fluid–structure interaction model, to the end of deriving a system of effective equations describing the flow, elastic deformation and transport in an active poroelastic medium. The ‘active’ nature of the material results from a morphoelastic response to a chemical stimulant, in which the growth time scale is strongly separated from other elastic time scales. The resulting effective model is broadly relevant to the study of biological tissue growth, geophysical flows (e.g. swelling in coals and clays) and a wide range of industrial applications (e.g. absorbant hygiene products). The key contribution of this work is the derivation of a system of homogenized partial differential equations describing macroscale growth, coupled to transport of solute, that explicitly incorporates details of the structure and dynamics of the microscopic system, and, moreover, admits finite growth and deformation at the pore scale. The resulting macroscale model comprises a Biot-type system, augmented with additional terms pertaining to growth, coupled to an advection–reaction–diffusion equation. The resultant system of effective equations is then compared with other recent models under a selection of appropriate simplifying asymptotic limits. PMID:28293138
NASA Astrophysics Data System (ADS)
Jiang, Jifa; Niu, Lei
2017-12-01
We study three dimensional competitive differential equations with linearly determined nullclines and prove that they always have 33 stable nullcline classes in total. Each class is given in terms of inequalities on the intrinsic growth rates and competitive coefficients and is independent of generating functions. The common characteristics are that every trajectory converges to an equilibrium in classes 1-25, that Hopf bifurcations do not occur within class 32, and that there is always a heteroclinic cycle in class 27. Nontrivial dynamical behaviors, such as the existence and multiplicity of limit cycles, only may occur in classes 26-33, but these nontrivial dynamical behaviors depend on generating functions. We show that Hopf bifurcation can occur within each of classes 26-31 for continuous-time Leslie/Gower system and Ricker system, the same as Lotka-Volterra system; but it only occurs in classes 26 and 27 for continuous-time Atkinson/Allen system and Gompertz system. There is an apparent distinction between Lotka-Volterra system and Leslie/Gower system, Ricker system, Atkinson/Allen system, and Gompertz system with the identical growth rate. Lotka-Volterra system with the identical growth rate has no limit cycle, but admits a center on the carrying simplex in classes 26 and 27. But Leslie/Gower system, Ricker system, Atkinson/Allen system, and Gompertz system with the identical growth rate do possess limit cycles. At last, we provide examples to show that Leslie/Gower system and Ricker system can also admit two limit cycles. This general classification greatly widens applications of Zeeman's method and makes it possible to investigate the existence and multiplicity of limit cycles, centers and stability of heteroclinic cycles for three dimensional competitive systems with linearly determined nullclines, as done in planar systems.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Krtous, Pavel; Frolov, Valeri P.; Kubiznak, David
We prove that the most general solution of the Einstein equations with the cosmological constant which admits a principal conformal Killing-Yano tensor is the Kerr-NUT-(A)dS metric. Even when the Einstein equations are not imposed, any spacetime admitting such hidden symmetry can be written in a canonical form which guarantees the following properties: it is of the Petrov type D, it allows the separation of variables for the Hamilton-Jacobi, Klein-Gordon, and Dirac equations, the geodesic motion in such a spacetime is completely integrable. These results naturally generalize the results obtained earlier in four dimensions.
Alternative bi-Hamiltonian structures for WDVV equations of associativity
NASA Astrophysics Data System (ADS)
Kalayci, J.; Nutku, Y.
1998-01-01
The WDVV equations of associativity in two-dimensional topological field theory are completely integrable third-order Monge-Ampère equations which admit bi-Hamiltonian structure. The time variable plays a distinguished role in the discussion of Hamiltonian structure, whereas in the theory of WDVV equations none of the independent variables merits such a distinction. WDVV equations admit very different alternative Hamiltonian structures under different possible choices of the time variable, but all these various Hamiltonian formulations can be brought together in the framework of the covariant theory of symplectic structure. They can be identified as different components of the covariant Witten-Zuckerman symplectic 2-form current density where a variational formulation of the WDVV equation that leads to the Hamiltonian operator through the Dirac bracket is available.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schulze-Halberg, Axel, E-mail: axgeschu@iun.edu; Department of Physics, Indiana University Northwest, 3400 Broadway, Gary IN 46408; Roy, Pinaki, E-mail: pinaki@isical.ac.in
We construct energy-dependent potentials for which the Schrödinger equations admit solutions in terms of exceptional orthogonal polynomials. Our method of construction is based on certain point transformations, applied to the equations of exceptional Hermite, Jacobi and Laguerre polynomials. We present several examples of boundary-value problems with energy-dependent potentials that admit a discrete spectrum and the corresponding normalizable solutions in closed form.
Quasi-periodic continuation along a continuous symmetry
NASA Astrophysics Data System (ADS)
Salomone, Matthew David
Given a system of differential equations which admits a continuous group of symmetries and possesses a periodic solution, we show that under certain nondegeneracy assumptions there always exists a continuous family containing infinitely many periodic and quasi-periodic trajectories. This generalizes the continuation method of Poincaré to orbits which are not necessarily periodic. We apply these results in the setting of the Lagrangian N -body problem of homogeneous potential to characterize an infinite family of rotating nonplanar "hip-hop" orbits in the four-body problem of equal masses, and show how some other trajectories in the N -body theory may be extended to infinite families of periodic and quasi-periodic trajectories.
Large numbers hypothesis. IV - The cosmological constant and quantum physics
NASA Technical Reports Server (NTRS)
Adams, P. J.
1983-01-01
In standard physics quantum field theory is based on a flat vacuum space-time. This quantum field theory predicts a nonzero cosmological constant. Hence the gravitational field equations do not admit a flat vacuum space-time. This dilemma is resolved using the units covariant gravitational field equations. This paper shows that the field equations admit a flat vacuum space-time with nonzero cosmological constant if and only if the canonical LNH is valid. This allows an interpretation of the LNH phenomena in terms of a time-dependent vacuum state. If this is correct then the cosmological constant must be positive.
All ASD complex and real 4-dimensional Einstein spaces with Λ≠0 admitting a nonnull Killing vector
NASA Astrophysics Data System (ADS)
Chudecki, Adam
2016-12-01
Anti-self-dual (ASD) 4-dimensional complex Einstein spaces with nonzero cosmological constant Λ equipped with a nonnull Killing vector are considered. It is shown that any conformally nonflat metric of such spaces can be always brought to a special form and the Einstein field equations can be reduced to the Boyer-Finley-Plebański equation (Toda field equation). Some alternative forms of the metric are discussed. All possible real slices (neutral, Euclidean and Lorentzian) of ASD complex Einstein spaces with Λ≠0 admitting a nonnull Killing vector are found.
Dark soliton solution of Sasa-Satsuma equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ohta, Y.
2010-03-08
The Sasa-Satsuma equation is a higher order nonlinear Schroedinger type equation which admits bright soliton solutions with internal freedom. We present the dark soliton solutions for the equation by using Gram type determinant. The dark solitons have no internal freedom and exist for both defocusing and focusing equations.
Stochastic effects in a thermochemical system with Newtonian heat exchange.
Nowakowski, B; Lemarchand, A
2001-12-01
We develop a mesoscopic description of stochastic effects in the Newtonian heat exchange between a diluted gas system and a thermostat. We explicitly study the homogeneous Semenov model involving a thermochemical reaction and neglecting consumption of reactants. The master equation includes a transition rate for the thermal transfer process, which is derived on the basis of the statistics for inelastic collisions between gas particles and walls of the thermostat. The main assumption is that the perturbation of the Maxwellian particle velocity distribution can be neglected. The transition function for the thermal process admits a continuous spectrum of temperature changes, and consequently, the master equation has a complicated integro-differential form. We perform Monte Carlo simulations based on this equation to study the stochastic effects in the Semenov system in the explosive regime. The dispersion of ignition times is calculated as a function of system size. For sufficiently small systems, the probability distribution of temperature displays transient bimodality during the ignition period. The results of the stochastic description are successfully compared with those of direct simulations of microscopic particle dynamics.
The Markov process admits a consistent steady-state thermodynamic formalism
NASA Astrophysics Data System (ADS)
Peng, Liangrong; Zhu, Yi; Hong, Liu
2018-01-01
The search for a unified formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general Markov processes described by the Chapman-Kolmogorov equation. Furthermore, corresponding formalisms of steady-state thermodynamics for the master equation and Fokker-Planck equation could be rigorously derived in mathematics. To be concrete, we proved that (1) in the limit of continuous time, the steady-state thermodynamic formalism for the Chapman-Kolmogorov equation fully agrees with that for the master equation; (2) a similar one-to-one correspondence could be established rigorously between the master equation and Fokker-Planck equation in the limit of large system size; (3) when a Markov process is restrained to one-step jump, the steady-state thermodynamic formalism for the Fokker-Planck equation with discrete state variables also goes to that for master equations, as the discretization step gets smaller and smaller. Our analysis indicated that general Markov processes admit a unified and self-consistent non-equilibrium steady-state thermodynamic formalism, regardless of underlying detailed models.
Demonstration of Detection and Ranging Using Solvable Chaos
NASA Technical Reports Server (NTRS)
Corron, Ned J.; Stahl, Mark T.; Blakely, Jonathan N.
2013-01-01
Acoustic experiments demonstrate a novel approach to ranging and detection that exploits the properties of a solvable chaotic oscillator. This nonlinear oscillator includes an ordinary differential equation and a discrete switching condition. The chaotic waveform generated by this hybrid system is used as the transmitted waveform. The oscillator admits an exact analytic solution that can be written as the linear convolution of binary symbols and a single basis function. This linear representation enables coherent reception using a simple analog matched filter and without need for digital sampling or signal processing. An audio frequency implementation of the transmitter and receiver is described. Successful acoustic ranging measurements are presented to demonstrate the viability of the approach.
Laplace-Runge-Lenz vector for arbitrary spin
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nikitin, A. G.
2013-12-15
A countable set of superintegrable quantum mechanical systems is presented which admit the dynamical symmetry with respect to algebra so(4). This algebra is generated by the Laplace-Runge-Lenz vector generalized to the case of arbitrary spin. The presented systems describe neutral particles with non-trivial multipole momenta. Their spectra can be found algebraically like in the case of hydrogen atom. Solutions for the systems with spins 1/2 and 1 are presented explicitly, solutions for spin 3/2 can be expressed via solutions of an ordinary differential equation of first order. A more extended version of this paper including detailed calculations is published asmore » an e-print arXiv:1308.4279.« less
Magnetohydrodynamic motion of a two-fluid plasma
Burby, Joshua W.
2017-07-21
Here, the two-fluid Maxwell system couples frictionless electron and ion fluids via Maxwell’s equations. When the frequencies of light waves, Langmuir waves, and single-particle cyclotron motion are scaled to be asymptotically large, the two-fluid Maxwell system becomes a fast-slow dynamical system. This fast-slow system admits a formally-exact single-fluid closure that may be computed systematically with any desired order of accuracy through the use of a functional partial differential equation. In the leading order approximation, the closure reproduces magnetohydrodynamics (MHD). Higher order truncations of the closure give an infinite hierarchy of extended MHD models that allow for arbitrary mass ratio, asmore » well as perturbative deviations from charge neutrality. The closure is interpreted geometrically as an invariant slow manifold in the infinite-dimensional two-fluid phase space, on which two-fluid motions are free of high-frequency oscillations. This perspective shows that the full closure inherits a Hamiltonian structure from two-fluid theory. By employing infinite-dimensional Lie transforms, the Poisson bracket for the all-orders closure may be obtained in closed form. Thus, conservative truncations of the single-fluid closure may be obtained by simply truncating the single-fluid Hamiltonian. Moreover, the closed-form expression for the all-orders bracket gives explicit expressions for a number of the full closure’s conservation laws. Notably, the full closure, as well as any of its Hamiltonian truncations, admits a pair of independent circulation invariants.« less
Magnetohydrodynamic motion of a two-fluid plasma
DOE Office of Scientific and Technical Information (OSTI.GOV)
Burby, Joshua W.
Here, the two-fluid Maxwell system couples frictionless electron and ion fluids via Maxwell’s equations. When the frequencies of light waves, Langmuir waves, and single-particle cyclotron motion are scaled to be asymptotically large, the two-fluid Maxwell system becomes a fast-slow dynamical system. This fast-slow system admits a formally-exact single-fluid closure that may be computed systematically with any desired order of accuracy through the use of a functional partial differential equation. In the leading order approximation, the closure reproduces magnetohydrodynamics (MHD). Higher order truncations of the closure give an infinite hierarchy of extended MHD models that allow for arbitrary mass ratio, asmore » well as perturbative deviations from charge neutrality. The closure is interpreted geometrically as an invariant slow manifold in the infinite-dimensional two-fluid phase space, on which two-fluid motions are free of high-frequency oscillations. This perspective shows that the full closure inherits a Hamiltonian structure from two-fluid theory. By employing infinite-dimensional Lie transforms, the Poisson bracket for the all-orders closure may be obtained in closed form. Thus, conservative truncations of the single-fluid closure may be obtained by simply truncating the single-fluid Hamiltonian. Moreover, the closed-form expression for the all-orders bracket gives explicit expressions for a number of the full closure’s conservation laws. Notably, the full closure, as well as any of its Hamiltonian truncations, admits a pair of independent circulation invariants.« less
Curl forces and the nonlinear Fokker-Planck equation.
Wedemann, R S; Plastino, A R; Tsallis, C
2016-12-01
Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are q exponentials of an appropriate potential function, are determined. It is proved that when these stationary solutions exist, the nonlinear Fokker-Planck equations satisfy an H theorem in terms of a free-energy-like quantity involving the S_{q} entropy. A particular two-dimensional model admitting analytical, time-dependent q-Gaussian solutions is discussed in detail. This model describes a system of particles with short-range interactions, performing overdamped motion under drag effects due to a rotating resisting medium. It is related to models that have been recently applied to the study of type-II superconductors. The relevance of the present developments to the study of complex systems in physics, astronomy, and biology is discussed.
NASA Technical Reports Server (NTRS)
Banks, H. T.; Rosen, I. G.
1985-01-01
An approximation scheme is developed for the identification of hybrid systems describing the transverse vibrations of flexible beams with attached tip bodies. In particular, problems involving the estimation of functional parameters are considered. The identification problem is formulated as a least squares fit to data subject to the coupled system of partial and ordinary differential equations describing the transverse displacement of the beam and the motion of the tip bodies respectively. A cubic spline-based Galerkin method applied to the state equations in weak form and the discretization of the admissible parameter space yield a sequence of approximating finite dimensional identification problems. It is shown that each of the approximating problems admits a solution and that from the resulting sequence of optimal solutions a convergent subsequence can be extracted, the limit of which is a solution to the original identification problem. The approximating identification problems can be solved using standard techniques and readily available software.
Split Space-Marching Finite-Volume Method for Chemically Reacting Supersonic Flow
NASA Technical Reports Server (NTRS)
Rizzi, Arthur W.; Bailey, Harry E.
1976-01-01
A space-marching finite-volume method employing a nonorthogonal coordinate system and using a split differencing scheme for calculating steady supersonic flow over aerodynamic shapes is presented. It is a second-order-accurate mixed explicit-implicit procedure that solves the inviscid adiabatic and nondiffusive equations for chemically reacting flow in integral conservation-law form. The relationship between the finite-volume and differential forms of the equations is examined and the relative merits of each discussed. The method admits initial Cauchy data situated on any arbitrary surface and integrates them forward along a general curvilinear coordinate, distorting and deforming the surface as it advances. The chemical kinetics term is split from the convective terms which are themselves dimensionally split, thereby freeing the fluid operators from the restricted step size imposed by the chemical reactions and increasing the computational efficiency. The accuracy of this splitting technique is analyzed, a sufficient stability criterion is established, a representative flow computation is discussed, and some comparisons are made with another method.
Recursion Operators and Bi-Hamiltonian Structures in Multidimensions II,
1986-07-01
a Symmifetry (1.2). For example the Kadomtsev - Petviashvili (KP) equation and the Davey-Stewartson (DS) equation admit two such hierarchies of...Degasperis, Nuovo Cimento, 398, 1 (1977). [16] P. Caudrey, Discrete and Periodic Spectral Transforms Related to the Kadomtsev - Petviashvili Equation ...these equations possess infinitely many time dependent symmetries and constants of motion. The master symmetries T for these equations are simply derived
Hamiltonian structure of the Lotka-Volterra equations
NASA Astrophysics Data System (ADS)
Nutku, Y.
1990-03-01
The Lotka-Volterra equations governing predator-prey relations are shown to admit Hamiltonian structure with respect to a generalized Poisson bracket. These equations provide an example of a system for which the naive criterion for the existence of Hamiltonian structure fails. We show further that there is a three-component generalization of the Lotka-Volterra equations which is a bi-Hamiltonian system.
NASA Astrophysics Data System (ADS)
Colli, Pierluigi; Gilardi, Gianni; Sprekels, Jürgen
2016-06-01
This paper investigates a nonlocal version of a model for phase separation on an atomic lattice that was introduced by P. Podio-Guidugli (2006) [36]. The model consists of an initial-boundary value problem for a nonlinearly coupled system of two partial differential equations governing the evolution of an order parameter ρ and the chemical potential μ. Singular contributions to the local free energy in the form of logarithmic or double-obstacle potentials are admitted. In contrast to the local model, which was studied by P. Podio-Guidugli and the present authors in a series of recent publications, in the nonlocal case the equation governing the evolution of the order parameter contains in place of the Laplacian a nonlocal expression that originates from nonlocal contributions to the free energy and accounts for possible long-range interactions between the atoms. It is shown that just as in the local case the model equations are well posed, where the technique of proving existence is entirely different: it is based on an application of Tikhonov's fixed point theorem in a rather unusual separable and reflexive Banach space.
Exact solutions to the Mo-Papas and Landau-Lifshitz equations
NASA Astrophysics Data System (ADS)
Rivera, R.; Villarroel, D.
2002-10-01
Two exact solutions of the Mo-Papas and Landau-Lifshitz equations for a point charge in classical electrodynamics are presented here. Both equations admit as an exact solution the motion of a charge rotating with constant speed in a circular orbit. These equations also admit as an exact solution the motion of two identical charges rotating with constant speed at the opposite ends of a diameter. These exact solutions allow one to obtain, starting from the equation of motion, a definite formula for the rate of radiation. In both cases the rate of radiation can also be obtained, with independence of the equation of motion, from the well known fields of a point charge, that is, from the Maxwell equations. The rate of radiation obtained from the Mo-Papas equation in the one-charge case coincides with the rate of radiation that comes from the Maxwell equations; but in the two-charge case the results do not coincide. On the other hand, the rate of radiation obtained from the Landau-Lifshitz equation differs from the one that follows from the Maxwell equations in both the one-charge and two-charge cases. This last result does not support a recent statement by Rohrlich in favor of considering the Landau-Lifshitz equation as the correct and exact equation of motion for a point charge in classical electrodynamics.
On the r-mode spectrum of relativistic stars in the low-frequency approximation
NASA Astrophysics Data System (ADS)
Ruoff, Johannes; Kokkotas, Kostas D.
2001-12-01
The axial modes for non-barotropic relativistic rotating neutron stars with uniform angular velocity are studied, using the slow-rotation formalism together with the low-frequency approximation, first investigated by Kojima. The time-independent form of the equations leads to a singular eigenvalue problem, which admits a continuous spectrum. We show that for l=2, it is nevertheless also possible to find discrete mode solutions (the r modes). However, under certain conditions related to the equation of state and the compactness of the stellar model, the eigenfrequency lies inside the continuous band and the associated velocity perturbation is divergent; hence these solutions have to be discarded as being unphysical. We corroborate our results by explicitly integrating the time-dependent equations. For stellar models admitting a physical r-mode solution, it can indeed be excited by arbitrary initial data. For models admitting only an unphysical mode solution, the evolutions do not show any tendency to oscillate with the respective frequency. For higher values of l it seems that in certain cases there are no mode solutions at all.
NASA Astrophysics Data System (ADS)
De Martini, Francesco; Santamato, Enrico
2017-12-01
The nature of the scalar field responsible for the cosmological inflation, the "inflaton", is found to be rooted in the most fundamental concept of the Weyl's differential geometry: the parallel displacement of vectors in curved space-time. The Euler-Lagrange theory based on a scalar-tensor Weyl-Dirac Lagrangian leads straightforwardly to the Einstein equation admitting as a source the characteristic energy-momentum tensor of the inflaton field. Within the dynamics of the inflation, e.g. in the slow roll transition from a "false" toward a "true vacuum", the inflaton's geometry implies a temperature driven symmetry change between a highly symmetrical "Weylan" to a low symmetry "Riemannian" scenario. Since the dynamics of the Weyl curvature scalar, constructed over differentials of the inflaton field, has been found to account for the quantum phenomenology at the microscopic scale, the present work suggests interesting connections between the "micro" and the "macro" aspects of our Universe.
Rogue waves and unbounded solutions of the NLSE
NASA Astrophysics Data System (ADS)
Lechuga, Antonio
2017-04-01
Since the pioneering work of Zakharov has been generally admitted that rogue waves can be studied in the framework of the Nonlinear Schrödinger Equation (NLSE). Many researchers, Akhmediev, Peregrine, Matveev among others gave different solutions to this equation that, in some way, could be linked to rogue waves and also to its more important characteristic: its unexpectedness. Janssen (2003, 2004), Onorato (2004, 2006) and Waseda (2006) linked the coefficient of the nonlinear term of the Schrödinger equation with the Benjamin-Feir index (BFI) that, we know, is a measure of the modulational instability of the waves. From this point of view the value of this coefficient of the NLSE could be known from statistics. Thus the relationship between sea states and the mechanism of generation of rogue waves could be found out. Following the well-known Lie group theory researchers have been studying the Lie point symmetries of the NLSE: the scaling transformations, Galilean transformations and phase transformations. Basically these transformations turn the NLSE into a nonlinear ordinary differential equation called Duffing equation (also called eikonal equation). There are different ways to do this, but in most of them the independent variable that could be seen as a space variable is a kind of moving frame with the time incorporated in this way. The main aim of this work is to classify solutions of the Duffing equation (periodic and nonperiodic waves and also bounded and unbounded waves) bearing in mind that the coefficient of the nonlinear term in the NLSE is left unaltered in the process of the transformation.
Static models with conformal symmetry
NASA Astrophysics Data System (ADS)
Manjonjo, A. M.; Maharaj, S. D.; Moopanar, S.
2018-02-01
We study static spherically symmetric spacetimes with a spherical conformal symmetry and a nonstatic conformal factor associated with the conformal Killing field. With these assumptions we find an explicit relationship relating two metric components of the metric tensor field. This leads to the general solution of the Einstein field equations with a conformal symmetry in a static spherically symmetric spacetime. For perfect fluids we can find all metrics explicitly and show that the models always admit a barotropic equation of state. Contained within this class of spacetimes are the well known metrics of (interior) Schwarzschild, Tolman, Kuchowicz, Korkina and Orlyanskii, Patwardhan and Vaidya, and Buchdahl and Land. The isothermal metric of Saslaw et al also admits a conformal symmetry. For imperfect fluids an infinite family of exact solutions to the field equations can be generated.
Stochastic mixed-mode oscillations in a three-species predator-prey model
NASA Astrophysics Data System (ADS)
Sadhu, Susmita; Kuehn, Christian
2018-03-01
The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.
Dichotomies for generalized ordinary differential equations and applications
NASA Astrophysics Data System (ADS)
Bonotto, E. M.; Federson, M.; Santos, F. L.
2018-03-01
In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.
Multi-Hamiltonian structure of Plebanski's second heavenly equation
NASA Astrophysics Data System (ADS)
Neyzi, F.; Nutku, Y.; Sheftel, M. B.
2005-09-01
We show that Plebanski's second heavenly equation, when written as a first-order nonlinear evolutionary system, admits multi-Hamiltonian structure. Therefore by Magri's theorem it is a completely integrable system. Thus it is an example of a completely integrable system in four dimensions.
Invariants, Attractors and Bifurcation in Two Dimensional Maps with Polynomial Interaction
NASA Astrophysics Data System (ADS)
Hacinliyan, Avadis Simon; Aybar, Orhan Ozgur; Aybar, Ilknur Kusbeyzi
This work will present an extended discrete-time analysis on maps and their generalizations including iteration in order to better understand the resulting enrichment of the bifurcation properties. The standard concepts of stability analysis and bifurcation theory for maps will be used. Both iterated maps and flows are used as models for chaotic behavior. It is well known that when flows are converted to maps by discretization, the equilibrium points remain the same but a richer bifurcation scheme is observed. For example, the logistic map has a very simple behavior as a differential equation but as a map fold and period doubling bifurcations are observed. A way to gain information about the global structure of the state space of a dynamical system is investigating invariant manifolds of saddle equilibrium points. Studying the intersections of the stable and unstable manifolds are essential for understanding the structure of a dynamical system. It has been known that the Lotka-Volterra map and systems that can be reduced to it or its generalizations in special cases involving local and polynomial interactions admit invariant manifolds. Bifurcation analysis of this map and its higher iterates can be done to understand the global structure of the system and the artifacts of the discretization by comparing with the corresponding results from the differential equation on which they are based.
On superintegrable monopole systems
NASA Astrophysics Data System (ADS)
Fazlul Hoque, Md; Marquette, Ian; Zhang, Yao-Zhong
2018-02-01
Superintegrable systems with monopole interactions in flat and curved spaces have attracted much attention. For example, models in spaces with a Taub-NUT metric are well-known to admit the Kepler-type symmetries and provide non-trivial generalizations of the usual Kepler problems. In this paper, we overview new families of superintegrable Kepler, MIC-harmonic oscillator and deformed Kepler systems interacting with Yang-Coulomb monopoles in the flat and curved Taub-NUT spaces. We present their higher-order, algebraically independent integrals of motion via the direct and constructive approaches which prove the superintegrability of the models. The integrals form symmetry polynomial algebras of the systems with structure constants involving Casimir operators of certain Lie algebras. Such algebraic approaches provide a deeper understanding to the degeneracies of the energy spectra and connection between wave functions and differential equations and geometry.
Self-similarity in the inertial region of wall turbulence.
Klewicki, J; Philip, J; Marusic, I; Chauhan, K; Morrill-Winter, C
2014-12-01
The inverse of the von Kármán constant κ is the leading coefficient in the equation describing the logarithmic mean velocity profile in wall bounded turbulent flows. Klewicki [J. Fluid Mech. 718, 596 (2013)] connects the asymptotic value of κ with an emerging condition of dynamic self-similarity on an interior inertial domain that contains a geometrically self-similar hierarchy of scaling layers. A number of properties associated with the asymptotic value of κ are revealed. This is accomplished using a framework that retains connection to invariance properties admitted by the mean statement of dynamics. The development leads toward, but terminates short of, analytically determining a value for κ. It is shown that if adjacent layers on the hierarchy (or their adjacent positions) adhere to the same self-similarity that is analytically shown to exist between any given layer and its position, then κ≡Φ(-2)=0.381966..., where Φ=(1+√5)/2 is the golden ratio. A number of measures, derived specifically from an analysis of the mean momentum equation, are subsequently used to empirically explore the veracity and implications of κ=Φ(-2). Consistent with the differential transformations underlying an invariant form admitted by the governing mean equation, it is demonstrated that the value of κ arises from two geometric features associated with the inertial turbulent motions responsible for momentum transport. One nominally pertains to the shape of the relevant motions as quantified by their area coverage in any given wall-parallel plane, and the other pertains to the changing size of these motions in the wall-normal direction. In accord with self-similar mean dynamics, these two features remain invariant across the inertial domain. Data from direct numerical simulations and higher Reynolds number experiments are presented and discussed relative to the self-similar geometric structure indicated by the analysis, and in particular the special form of self-similarity shown to correspond to κ=Φ(-2).
Multi-Hamiltonian structure of equations of hydrodynamic type
NASA Astrophysics Data System (ADS)
Gümral, H.; Nutku, Y.
1990-11-01
The discussion of the Hamiltonian structure of two-component equations of hydrodynamic type is completed by presenting the Hamiltonian operators for Euler's equation governing the motion of plane sound waves of finite amplitude and another quasilinear second-order wave equation. There exists a doubly infinite family of conserved Hamiltonians for the equations of gas dynamics that degenerate into one, namely, the Benney sequence, for shallow-water waves. Infinite sequences of conserved quantities for these equations are also presented. In the case of multicomponent equations of hydrodynamic type, it is shown, that Kodama's generalization of the shallow-water equations admits bi-Hamiltonian structure.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].
Murase, Kenya
2014-01-01
Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.
Hydrodynamic optical soliton tunneling
NASA Astrophysics Data System (ADS)
Sprenger, P.; Hoefer, M. A.; El, G. A.
2018-03-01
A notion of hydrodynamic optical soliton tunneling is introduced in which a dark soliton is incident upon an evolving, broad potential barrier that arises from an appropriate variation of the input signal. The barriers considered include smooth rarefaction waves and highly oscillatory dispersive shock waves. Both the soliton and the barrier satisfy the same one-dimensional defocusing nonlinear Schrödinger (NLS) equation, which admits a convenient dispersive hydrodynamic interpretation. Under the scale separation assumption of nonlinear wave (Whitham) modulation theory, the highly nontrivial nonlinear interaction between the soliton and the evolving hydrodynamic barrier is described in terms of self-similar, simple wave solutions to an asymptotic reduction of the Whitham-NLS partial differential equations. One of the Riemann invariants of the reduced modulation system determines the characteristics of a soliton interacting with a mean flow that results in soliton tunneling or trapping. Another Riemann invariant yields the tunneled soliton's phase shift due to hydrodynamic interaction. Soliton interaction with hydrodynamic barriers gives rise to effects that include reversal of the soliton propagation direction and spontaneous soliton cavitation, which further suggest possible methods of dark soliton control in optical fibers.
NASA Astrophysics Data System (ADS)
Griffin, Christopher; Belmonte, Andrew
2017-05-01
We study the problem of stabilized coexistence in a three-species public goods game in which each species simultaneously contributes to one public good while freeloading off another public good ("cheating"). The proportional population growth is governed by an appropriately modified replicator equation, depending on the returns from the public goods and the cost. We show that the replicator dynamic has at most one interior unstable fixed point and that the population becomes dominated by a single species. We then show that by applying an externally imposed penalty, or "tax" on success can stabilize the interior fixed point, allowing for the symbiotic coexistence of all species. We show that the interior fixed point is the point of globally minimal total population growth in both the taxed and untaxed cases. We then formulate an optimal taxation problem and show that it admits a quasilinearization, resulting in novel necessary conditions for the optimal control. In particular, the optimal control problem governing the tax rate must solve a certain second-order ordinary differential equation.
Hydrodynamic optical soliton tunneling.
Sprenger, P; Hoefer, M A; El, G A
2018-03-01
A notion of hydrodynamic optical soliton tunneling is introduced in which a dark soliton is incident upon an evolving, broad potential barrier that arises from an appropriate variation of the input signal. The barriers considered include smooth rarefaction waves and highly oscillatory dispersive shock waves. Both the soliton and the barrier satisfy the same one-dimensional defocusing nonlinear Schrödinger (NLS) equation, which admits a convenient dispersive hydrodynamic interpretation. Under the scale separation assumption of nonlinear wave (Whitham) modulation theory, the highly nontrivial nonlinear interaction between the soliton and the evolving hydrodynamic barrier is described in terms of self-similar, simple wave solutions to an asymptotic reduction of the Whitham-NLS partial differential equations. One of the Riemann invariants of the reduced modulation system determines the characteristics of a soliton interacting with a mean flow that results in soliton tunneling or trapping. Another Riemann invariant yields the tunneled soliton's phase shift due to hydrodynamic interaction. Soliton interaction with hydrodynamic barriers gives rise to effects that include reversal of the soliton propagation direction and spontaneous soliton cavitation, which further suggest possible methods of dark soliton control in optical fibers.
Griffin, Christopher; Belmonte, Andrew
2017-05-01
We study the problem of stabilized coexistence in a three-species public goods game in which each species simultaneously contributes to one public good while freeloading off another public good ("cheating"). The proportional population growth is governed by an appropriately modified replicator equation, depending on the returns from the public goods and the cost. We show that the replicator dynamic has at most one interior unstable fixed point and that the population becomes dominated by a single species. We then show that by applying an externally imposed penalty, or "tax" on success can stabilize the interior fixed point, allowing for the symbiotic coexistence of all species. We show that the interior fixed point is the point of globally minimal total population growth in both the taxed and untaxed cases. We then formulate an optimal taxation problem and show that it admits a quasilinearization, resulting in novel necessary conditions for the optimal control. In particular, the optimal control problem governing the tax rate must solve a certain second-order ordinary differential equation.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].
Murase, Kenya
2015-01-01
In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
ERIC Educational Resources Information Center
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
NASA Astrophysics Data System (ADS)
Nutku, Y.
1985-06-01
We point out a class of nonlinear wave equations which admit infinitely many conserved quantities. These equations are characterized by a pair of exact one-forms. The implication that they are closed gives rise to equations, the characteristics and Riemann invariants of which are readily obtained. The construction of the conservation laws requires the solution of a linear second-order equation which can be reduced to canonical form using the Riemann invariants. The hodograph transformation results in a similar linear equation. We discuss also the symplectic structure and Bäcklund transformations associated with these equations.
Fradkin-Bacry-Ruegg-Souriau perihelion vector for Gorringe-Leach equations
NASA Astrophysics Data System (ADS)
Grandati, Yves; Bérard, Alain; Mohrbach, Hervé
2010-02-01
We show that every generalized Gorringe-Leach equation admits an associated Fradkin-Bacry-Ruegg-Souriau’s vector which, in general, is only a piecewise conserved quantity. In the case of dualizable generalized Gorringe-Leach equations, which include the case of conservative motions in central power law potentials, the image sets of the FBRS vectors for dual classes are dual images of each other.
Group analysis of dynamics equations of self-gravitating polytropic gas
NASA Astrophysics Data System (ADS)
Klebanov, I.; Panov, A.; Ivanov, S.; Maslova, O.
2018-06-01
The Lie algebras admitted by the dynamics equations of self-gravitating gas for an arbitrary equation of state and a polytropic gas are calculated. A spherically symmetric submodel is constructed for the case of a polytropic gas. The Lie algebras and the optimal system of subalgebras for a spherically symmetric submodel are computed. An invariant solution describing the steady motion is obtained.
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.
Covariant symplectic structure of the complex Monge-Ampère equation
NASA Astrophysics Data System (ADS)
Nutku, Y.
2000-04-01
The complex Monge-Ampère equation is invariant under arbitrary holomorphic changes of the independent variables with unit Jacobian. We present its variational formulation where the action remains invariant under this infinite group. The new Lagrangian enables us to obtain the first symplectic 2-form for the complex Monge-Ampère equation in the framework of the covariant Witten-Zuckerman approach to symplectic structure. We base our considerations on a reformulation of the Witten-Zuckerman theory in terms of holomorphic differential forms. The first closed and conserved Witten-Zuckerman symplectic 2-form for the complex Monge-Ampère equation is obtained in arbitrary dimension and for all cases elliptic, hyperbolic and homogeneous. The connection of the complex Monge-Ampère equation with Ricci-flat Kähler geometry suggests the use of the Hilbert action principle as an alternative variational formulation. However, we point out that Hilbert's Lagrangian is a divergence for Kähler metrics and serves as a topological invariant rather than yielding the Euclideanized Einstein field equations. Nevertheless, since the Witten-Zuckerman theory employs only the boundary terms in the first variation of the action, Hilbert's Lagrangian can be used to obtain the second Witten-Zuckerman symplectic 2-form. This symplectic 2-form vanishes on shell, thus defining a Lagrangian submanifold. In its derivation the connection of the second symplectic 2-form with the complex Monge-Ampère equation is indirect but we show that it satisfies all the properties required of a symplectic 2-form for the complex elliptic, or hyperbolic Monge-Ampère equation when the dimension of the complex manifold is 3 or higher. The complex Monge-Ampère equation admits covariant bisymplectic structure for complex dimension 3, or higher. However, in the physically interesting case of n=2 we have only one symplectic 2-form. The extension of these results to the case of complex Monge-Ampère-Liouville equation is also presented.
A type N radiation field solution with Λ <0 in a curved space-time and closed time-like curves
NASA Astrophysics Data System (ADS)
Ahmed, Faizuddin
2018-05-01
An anti-de Sitter background four-dimensional type N solution of the Einstein's field equations, is presented. The matter-energy content pure radiation field satisfies the null energy condition (NEC), and the metric is free-from curvature divergence. In addition, the metric admits a non-expanding, non-twisting and shear-free geodesic null congruence which is not covariantly constant. The space-time admits closed time-like curves which appear after a certain instant of time in a causally well-behaved manner. Finally, the physical interpretation of the solution, based on the study of the equation of the geodesics deviation, is analyzed.
Mathematical Methods for Physics and Engineering Third Edition Paperback Set
NASA Astrophysics Data System (ADS)
Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.
2006-06-01
Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.
Oscillation of a class of fractional differential equations with damping term.
Qin, Huizeng; Zheng, Bin
2013-01-01
We investigate the oscillation of a class of fractional differential equations with damping term. Based on a certain variable transformation, the fractional differential equations are converted into another differential equations of integer order with respect to the new variable. Then, using Riccati transformation, inequality, and integration average technique, some new oscillatory criteria for the equations are established. As for applications, oscillation for two certain fractional differential equations with damping term is investigated by the use of the presented results.
NASA Astrophysics Data System (ADS)
Gandarias, M. L.; Medina, E.
Fourth-order nonlinear diffusion equations appear frequently in the description of physical processes, among these, the lubrication equation ut = (unuxxxx)x or the corresponding modified version ut = unuxxxx play an important role in the study of the interface movements. In this work we analyze the generalizations of the above equations given by ut = (f(u)uxxxx)x, ut = (f(u)uxxxx, and we find that if f(u) = un or f(u) = e-u the equations admit extra classical symmetries. The corresponding reductions are performed and some solutions are characterized.
Solution of differential equations by application of transformation groups
NASA Technical Reports Server (NTRS)
Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.
1968-01-01
Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.
Analytic solutions for Long's equation and its generalization
NASA Astrophysics Data System (ADS)
Humi, Mayer
2017-12-01
Two-dimensional, steady-state, stratified, isothermal atmospheric flow over topography is governed by Long's equation. Numerical solutions of this equation were derived and used by several authors. In particular, these solutions were applied extensively to analyze the experimental observations of gravity waves. In the first part of this paper we derive an extension of this equation to non-isothermal flows. Then we devise a transformation that simplifies this equation. We show that this simplified equation admits solitonic-type solutions in addition to regular gravity waves. These new analytical solutions provide new insights into the propagation and amplitude of gravity waves over topography.
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
NASA Astrophysics Data System (ADS)
Xia, Ya-Rong; Zhang, Shun-Li; Xin, Xiang-Peng
2018-03-01
In this paper, we propose the concept of the perturbed invariant subspaces (PISs), and study the approximate generalized functional variable separation solution for the nonlinear diffusion-convection equation with weak source by the approximate generalized conditional symmetries (AGCSs) related to the PISs. Complete classification of the perturbed equations which admit the approximate generalized functional separable solutions (AGFSSs) is obtained. As a consequence, some AGFSSs to the resulting equations are explicitly constructed by way of examples.
Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition
NASA Astrophysics Data System (ADS)
Riley, K. F.; Hobson, M. P.
2006-03-01
Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
NASA Astrophysics Data System (ADS)
Yip, Shui Cheung
We study the longitudinal motion of a nonlinearly viscoelastic bar with one end fixed and the other end attached to a heavy tip mass. This problem is a precise continuum mechanical analog of the basic discrete mechanical problem of the motion of a mass point on a (massless) spring. This motion is governed by an initial-boundary-value problem for a class of third-order quasilinear parabolic-hyperbolic partial differential equations subject to a nonstandard boundary condition, which is the equation of motion of the tip mass. The ratio of the mass of the bar to that of the tip mass is taken to be a small parameter varepsilon. We prove that this problem has a unique regular solution that admits a valid asymptotic expansion, including an initial-layer expansion, in powers of varepsilon for varepsilon near 0. The fundamental constitutive hypothesis that the tension be a uniformly monotone function of the strain rate plays a critical role in a delicate proof that each term of the initial layer expansion decays exponentially in time. These results depend on new decay estimates for the solution of quasilinear parabolic equations. The constitutive hypothesis that the viscosity become large where the bar nears total compression leads to important uniform bounds for the strain and the strain rate. Higher-order energy estimates support the proof by the Schauder Fixed-Point Theorem of the existence of solutions having a level of regularity appropriate for the asymptotics.
UNIFORM ESTIMATES FOR SOLUTIONS OF THE \\overline{\\partial}-EQUATION IN PSEUDOCONVEX POLYHEDRA
NASA Astrophysics Data System (ADS)
Sergeev, A. G.; Henkin, G. M.
1981-04-01
It is proved that the nonhomogeneous Cauchy-Riemann equation on an analytic submanifold "in general position" in a Cartesian product of strictly convex domains admits a solution with a uniform estimate. The possibility of weakening the requirement of general position in this result is investigated. Bibliography: 46 titles.
Twisting singular solutions of Betheʼs equations
NASA Astrophysics Data System (ADS)
Nepomechie, Rafael I.; Wang, Chunguang
2014-12-01
The Bethe equations for the periodic XXX and XXZ spin chains admit singular solutions, for which the corresponding eigenvalues and eigenvectors are ill-defined. We use a twist regularization to derive conditions for such singular solutions to be physical, in which case they correspond to genuine eigenvalues and eigenvectors of the Hamiltonian.
Modified non-Abelian Toda field equations and twisted quasigraded Lie algebras
DOE Office of Scientific and Technical Information (OSTI.GOV)
Skrypnyk, T.
We construct a new family of quasigraded Lie algebras that admit the Kostant-Adler scheme. They coincide with special quasigraded deformations of twisted subalgebras of the loop algebras. Using them we obtain new hierarchies of integrable equations in partial derivatives which we call 'modified' non-Abelian Toda field hierarchies.
Self-Consistent Sources Extensions of Modified Differential-Difference KP Equation
NASA Astrophysics Data System (ADS)
Gegenhasi; Li, Ya-Qian; Zhang, Duo-Duo
2018-04-01
In this paper, we investigate a modified differential-difference KP equation which is shown to have a continuum limit into the mKP equation. It is also shown that the solution of the modified differential-difference KP equation is related to the solution of the differential-difference KP equation through a Miura transformation. We first present the Grammian solution to the modified differential-difference KP equation, and then produce a coupled modified differential-difference KP system by applying the source generation procedure. The explicit N-soliton solution of the resulting coupled modified differential-difference system is expressed in compact forms by using the Grammian determinant and Casorati determinant. We also construct and solve another form of the self-consistent sources extension of the modified differential-difference KP equation, which constitutes a Bäcklund transformation for the differential-difference KP equation with self-consistent sources. Supported by the National Natural Science Foundation of China under Grant Nos. 11601247 and 11605096, the Natural Science Foundation of Inner Mongolia Autonomous Region under Grant Nos. 2016MS0115 and 2015MS0116 and the Innovation Fund Programme of Inner Mongolia University No. 20161115
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki
2009-02-01
Numerical simulation of differential equation systems plays a major role in the understanding of how metabolic network models generate particular cellular functions. On the other hand, the classical and technical problems for stiff differential equations still remain to be solved, while many elegant algorithms have been presented. To relax the stiffness problem, we propose new practical methods: the gradual update of differential-algebraic equations based on gradual application of the steady-state approximation to stiff differential equations, and the gradual update of the initial values in differential-algebraic equations. These empirical methods show a high efficiency for simulating the steady-state solutions for the stiff differential equations that existing solvers alone cannot solve. They are effective in extending the applicability of dynamic simulation to biochemical network models.
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).
Ankiewicz, Adrian; Wang, Yan; Wabnitz, Stefan; Akhmediev, Nail
2014-01-01
We consider an extended nonlinear Schrödinger equation with higher-order odd (third order) and even (fourth order) terms with variable coefficients. The resulting equation has soliton solutions and approximate rogue wave solutions. We present these solutions up to second order. Moreover, specific constraints on the parameters of higher-order terms provide integrability of the resulting equation, providing a corresponding Lax pair. Particular cases of this equation are the Hirota and the Lakshmanan-Porsezian-Daniel equations. The resulting integrable equation admits exact rogue wave solutions. In particular cases, mentioned above, these solutions are reduced to the rogue wave solutions of the corresponding equations.
Echeverri, A; Naranjo-Escobar, J; Posso-Osorio, I; Aguirre-Valencia, D; Zambrano, D; Castaño, G L; Martínez, J D; Cañas, C A; Tobón, G J
2018-06-01
Background/Objective Differentiating systemic lupus erythematosus (SLE) activity from infections in febrile patients is difficult because of similar initial clinical presentation. The aim of this study is to evaluate the usefulness of a number of biomarkers for differentiating infections from activity in SLE patients admitted with systemic inflammatory response (SIRS). Methods Patients with SLE and SIRS admitted to the emergency room were included in this study. Measurements of different markers including procalcitonin, neutrophil CD64 expression and presepsin, were performed. Infection was considered present when positive cultures and/or polymerase chain reaction were obtained. Sensitivity and specificity were calculated for all biomarkers. Results Twenty-seven patients were admitted, 23 women (82.5%), mean age 33.2 years. An infectious disease was confirmed in 12 cases. Markers for SLE activity including anti-DNA titers by IIF ( p = 0.041) and enzyme-linked immunosorbent assay ( p = 0.009) were used for differentiating SLE flares from infection. On the contrary, increased procalcitonin ( p = 0.047), neutrophil CD64 expression by flow cytometry ( p = 0.037) and presepsin ( p = 0.037) levels were observed in infected SLE patients. Conclusions High neutrophil CD64 expression, presepsin and procalcitonin levels are useful to differentiate infections from activity in SLE patients. In most cases, a positive bioscore that includes these three markers demonstrate the presence of an infectious disease.
Quasi-Newton methods for parameter estimation in functional differential equations
NASA Technical Reports Server (NTRS)
Brewer, Dennis W.
1988-01-01
A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.
On quasi-periodic solutions for generalized Boussinesq equation with quadratic nonlinearity
NASA Astrophysics Data System (ADS)
Shi, Yanling; Xu, Junxiang; Xu, Xindong
2015-02-01
In this paper, one-dimensional generalized Boussinesq equation: utt - uxx + (u2 + uxx)xx = 0 with boundary conditions ux(0, t) = ux(π, t) = uxxx(0, t) = uxxx(π, t) = 0 is considered. It is proved that the equation admits a Whitney smooth family of small-amplitude quasi-periodic solutions with 2-dimensional Diophantine frequencies. The proof is based on an infinite dimensional Kolmogorov-Arnold-Moser theorem and Birkhoff normal form.
NASA Astrophysics Data System (ADS)
Seadawy, A. R.; El-Rashidy, K.
2018-03-01
The Kadomtsev-Petviashvili (KP) and modified KP equations are two of the most universal models in nonlinear wave theory, which arises as a reduction of system with quadratic nonlinearity which admit weakly dispersive waves. The generalized extended tanh method and the F-expansion method are used to derive exact solitary waves solutions of KP and modified KP equations. The region of solutions are displayed graphically.
Vector-beam solutions of Maxwell's wave equation.
Hall, D G
1996-01-01
The Hermite-Gauss and Laguerre-Gauss modes are well-known beam solutions of the scalar Helmholtz equation in the paraxial limit. As such, they describe linearly polarized fields or single Cartesian components of vector fields. The vector wave equation admits, in the paraxial limit, of a family of localized Bessel-Gauss beam solutions that can describe the entire transverse electric field. Two recently reported solutions are members of this family of vector Bessel-Gauss beam modes.
NASA Astrophysics Data System (ADS)
Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.
2018-03-01
One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).
Informed Conjecturing of Solutions for Differential Equations in a Modeling Context
ERIC Educational Resources Information Center
Winkel, Brian
2015-01-01
We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…
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.
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
Effective actions for bosonic topological defects
NASA Technical Reports Server (NTRS)
Gregory, Ruth
1990-01-01
A gauge field theory is considered which admits p-dimensional topological defects, expanding the equations of motion in powers of the defect thickness. In this way an effective action and effective equation of motion is derived for the defect in terms of the coordinates of the p-dimensional worldsurface defined by the history of the core of the defect.
Minimizing Secular J2 Perturbation Effects on Satellite Formations
2008-03-01
linear set of differential equations describing the relative motion was established by Hill as well as Clohessy and Wiltshire , with a slightly... Wiltshire (CW) equations, and Hill- Clohessy - Wiltshire (HCW) equations. In the simplest form these differential equations can be expressed as: 2 2 2 3 2...different orientation. Because these equations are much alike, the differential equations established are referred to as Hill’s equations, Clohessy
A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,
NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS
Dynamic characteristics of a variable-mass flexible missile
NASA Technical Reports Server (NTRS)
Meirovitch, L.; Bankovskis, J.
1970-01-01
The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.
FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.; Torrisi, M.; Tracinà, R.
2010-11-01
In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.
Derivation of kinetic equations from non-Wiener stochastic differential equations
NASA Astrophysics Data System (ADS)
Basharov, A. M.
2013-12-01
Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.
Gravitational instantons admit hyper-Kähler structure
NASA Astrophysics Data System (ADS)
Aliev, A. N.; Nutku, Y.
1999-01-01
We construct the explicit form of three almost-complex structures that a Riemannian manifold with self-dual curvature admits and show that their Nijenhuis tensors vanish so that they are integrable. This proves that gravitational instantons with self-dual curvature admit hyper-Kähler structure. In order to arrive at the three vector-valued 1-forms defining almost-complex structure, we give a spinor description of real four-dimensional Riemannian manifolds with Euclidean signature in terms of two independent sets of two-component spinors. This is a version of the original Newman-Penrose formalism that is appropriate to the discussion of the mathematical, as well as physical properties of gravitational instantons. We shall build on the work of Goldblatt who first developed an NP formalism for gravitational instantons but we shall adopt it to differential forms in the NP basis to make the formalism much more compact. We shall show that the spin coefficients, connection 1-form, curvature 2-form, Ricci and Bianchi identities, as well as the Maxwell equations naturally split up into their self-dual and anti-self-dual parts corresponding to the two independent spin frames. We shall give the complex dyad as well as the spinor formulation of the almost-complex structures and show that they reappear under the guise of a triad basis for the Petrov classification of gravitational instantons. Completing the work of Salamon on hyper-Kähler structure, we show that the vanishing of the Nijenhuis tensor for all three almost-complex structures depends on the choice of a self-dual gauge for the connection which is guaranteed by virtue of the fact that the curvature 2-form is self-dual for gravitational instantons.
Computational Algorithms or Identification of Distributed Parameter Systems
1993-04-24
delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional
Modular Expression Language for Ordinary Differential Equation Editing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Blake, Robert C.
MELODEEis a system for describing systems of initial value problem ordinary differential equations, and a compiler for the language that produces optimized code to integrate the differential equations. Features include rational polynomial approximation for expensive functions and automatic differentiation for symbolic jacobians
Application of the Sumudu Transform to Discrete Dynamic Systems
ERIC Educational Resources Information Center
Asiru, Muniru Aderemi
2003-01-01
The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…
Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (3).
Murase, Kenya
2016-01-01
In this issue, simultaneous differential equations were introduced. These differential equations are often used in the field of medical physics. The methods for solving them were also introduced, which include Laplace transform and matrix methods. Some examples were also introduced, in which Laplace transform and matrix methods were applied to solving simultaneous differential equations derived from a three-compartment kinetic model for analyzing the glucose metabolism in tissues and Bloch equations for describing the behavior of the macroscopic magnetization in magnetic resonance imaging.In the next (final) issue, partial differential equations and various methods for solving them will be introduced together with some examples in medical physics.
Classification of Kantowski-Sachs metric via conformal Ricci collineations
NASA Astrophysics Data System (ADS)
Hussain, Tahir; Khan, Fawad; Bokhari, Ashfaque H.; Akhtar, Sumaira Saleem
In this paper, we present a classification of the Kantowski-Sachs spacetime metric according to its conformal Ricci collineations (CRCs). Solving the CRC equations, it is shown that the Kantowski-Sachs metric admits 15-dimensional Lie algebra of CRCs when its Ricci tensor is non-degenerate and an infinite dimensional group of CRCs when the Ricci tensor is degenerate. Some examples of Kantowski-Sachs metric admitting nontrivial CRCs are presented and their physical interpretation is provided.
On implicit abstract neutral nonlinear differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
A new iterative scheme for solving the discrete Smoluchowski equation
NASA Astrophysics Data System (ADS)
Smith, Alastair J.; Wells, Clive G.; Kraft, Markus
2018-01-01
This paper introduces a new iterative scheme for solving the discrete Smoluchowski equation and explores the numerical convergence properties of the method for a range of kernels admitting analytical solutions, in addition to some more physically realistic kernels typically used in kinetics applications. The solver is extended to spatially dependent problems with non-uniform velocities and its performance investigated in detail.
NASA Astrophysics Data System (ADS)
Man, Yiu-Kwong
2010-10-01
In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.
ERIC Educational Resources Information Center
Goldston, J. W.
This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…
Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction
2016-02-25
Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR
Fault Tolerant Optimal Control.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less
An accessible four-dimensional treatment of Maxwell's equations in terms of differential forms
NASA Astrophysics Data System (ADS)
Sá, Lucas
2017-03-01
Maxwell’s equations are derived in terms of differential forms in the four-dimensional Minkowski representation, starting from the three-dimensional vector calculus differential version of these equations. Introducing all the mathematical and physical concepts needed (including the tool of differential forms), using only knowledge of elementary vector calculus and the local vector version of Maxwell’s equations, the equations are reduced to a simple and elegant set of two equations for a unified quantity, the electromagnetic field. The treatment should be accessible for students taking a first course on electromagnetism.
Quasi-periodic solutions of nonlinear beam equation with prescribed frequencies
NASA Astrophysics Data System (ADS)
Chang, Jing; Gao, Yixian; Li, Yong
2015-05-01
Consider the one dimensional nonlinear beam equation utt + uxxxx + mu + u3 = 0 under Dirichlet boundary conditions. We show that for any m > 0 but a set of small Lebesgue measure, the above equation admits a family of small-amplitude quasi-periodic solutions with n-dimensional Diophantine frequencies. These Diophantine frequencies are the small dilation of a prescribed Diophantine vector. The proofs are based on an infinite dimensional Kolmogorov-Arnold-Moser iteration procedure and a partial Birkhoff normal form.
Quasi-periodic solutions of a quasi-periodically forced nonlinear beam equation
NASA Astrophysics Data System (ADS)
Wang, Yi
2012-06-01
In this paper, one quasi-periodically forced nonlinear beam equation utt+uxxxx+μu+ɛg(ωt,x)u3=0,μ>0,x∈[0,π] with hinged boundary conditions is considered. Here ɛ is a small positive parameter, g( ωt, x) is real analytic in all variables and quasi-periodic in t with a frequency vector ω = ( ω1, ω2, … , ωm). It is proved that the above equation admits small-amplitude quasi-periodic solutions.
NASA Technical Reports Server (NTRS)
Arian, Eyal; Salas, Manuel D.
1997-01-01
We derive the adjoint equations for problems in aerodynamic optimization which are improperly considered as "inadmissible." For example, a cost functional which depends on the density, rather than on the pressure, is considered "inadmissible" for an optimization problem governed by the Euler equations. We show that for such problems additional terms should be included in the Lagrangian functional when deriving the adjoint equations. These terms are obtained from the restriction of the interior PDE to the control surface. Demonstrations of the explicit derivation of the adjoint equations for "inadmissible" cost functionals are given for the potential, Euler, and Navier-Stokes equations.
Chaotic attractors in tumor growth and decay: a differential equation model.
Harney, Michael; Yim, Wen-sau
2015-01-01
Tumorigenesis can be modeled as a system of chaotic nonlinear differential equations. A simulation of the system is realized by converting the differential equations to difference equations. The results of the simulation show that an increase in glucose in the presence of low oxygen levels decreases tumor growth.
Analytical Solutions of the Gravitational Field Equations in de Sitter and Anti-de Sitter Spacetimes
NASA Astrophysics Data System (ADS)
Da Rocha, R.; Capelas Oliveira, E.
2009-01-01
The generalized Laplace partial differential equation, describing gravitational fields, is investigated in de Sitter spacetime from several metric approaches—such as the Riemann, Beltrami, Börner-Dürr, and Prasad metrics—and analytical solutions of the derived Riccati radial differential equations are explicitly obtained. All angular differential equations trivially have solutions given by the spherical harmonics and all radial differential equations can be written as Riccati ordinary differential equations, which analytical solutions involve hypergeometric and Bessel functions. In particular, the radial differential equations predict the behavior of the gravitational field in de Sitter and anti-de Sitter spacetimes, and can shed new light on the investigations of quasinormal modes of perturbations of electromagnetic and gravitational fields in black hole neighborhood. The discussion concerning the geometry of de Sitter and anti-de Sitter spacetimes is not complete without mentioning how the wave equation behaves on such a background. It will prove convenient to begin with a discussion of the Laplace equation on hyperbolic space, partly since this is of interest in itself and also because the wave equation can be investigated by means of an analytic continuation from the hyperbolic space. We also solve the Laplace equation associated to the Prasad metric. After introducing the so called internal and external spaces—corresponding to the symmetry groups SO(3,2) and SO(4,1) respectively—we show that both radial differential equations can be led to Riccati ordinary differential equations, which solutions are given in terms of associated Legendre functions. For the Prasad metric with the radius of the universe independent of the parametrization, the internal and external metrics are shown to be of AdS-Schwarzschild-like type, and also the radial field equations arising are shown to be equivalent to Riccati equations whose solutions can be written in terms of generalized Laguerre polynomials and hypergeometric confluent functions.
Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.
Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan
2017-04-07
In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.
A new approach to Catalan numbers using differential equations
NASA Astrophysics Data System (ADS)
Kim, D. S.; Kim, T.
2017-10-01
In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.
Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes
ERIC Educational Resources Information Center
Seaman, Brian; Osler, Thomas J.
2004-01-01
A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…
NASA Astrophysics Data System (ADS)
Fikri, Fariz Fahmi; Nuraini, Nuning
2018-03-01
The differential equation is one of the branches in mathematics which is closely related to human life problems. Some problems that occur in our life can be modeled into differential equations as well as systems of differential equations such as the Lotka-Volterra model and SIR model. Therefore, solving a problem of differential equations is very important. Some differential equations are difficult to solve, so numerical methods are needed to solve that problems. Some numerical methods for solving differential equations that have been widely used are Euler Method, Heun Method, Runge-Kutta and others. However, some of these methods still have some restrictions that cause the method cannot be used to solve more complex problems such as an evaluation interval that we cannot change freely. New methods are needed to improve that problems. One of the method that can be used is the artificial bees colony algorithm. This algorithm is one of metaheuristic algorithm method, which can come out from local search space and do exploration in solution search space so that will get better solution than other method.
The well-posedness of the Kuramoto-Sivashinsky equation
NASA Technical Reports Server (NTRS)
Tadmor, E.
1984-01-01
The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without loss of derivatives.
The well-posedness of the Kuramoto-Sivashinsky equation
NASA Technical Reports Server (NTRS)
Tadmor, E.
1986-01-01
The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without 'loss of derivatives'.
From differential to difference equations for first order ODEs
NASA Technical Reports Server (NTRS)
Freed, Alan D.; Walker, Kevin P.
1991-01-01
When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.
Stationary axisymmetric four dimensional space-time endowed with Einstein metric
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hasanuddin; Departments of Physics, Tanjungpura University, Jl Ahmad Yani Pontianak 78124 Indonesia bobby@fi.itb.ac.id; Azwar, A.
In this paper, we construct Ernst equation from vacuum Einstein field equation for both zero and non-zero cosmological constant. In particular, we consider the case where the space-time admits axisymmetric using Boyer-Lindquist coordinates. This is called Kerr-Einstein solution describing a spinning black hole. Finally, we give a short discussion about the dynamics of photons on Kerr-Einstein space-time.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sobolevskii, A N
It is proved that the one-dimensional Hamilton-Jacobi equation with a periodic non-homogeneous term admits a family of generalized solutions, each of which can be represented as the sum of a linear and a periodic function; a condition for the uniqueness of such a solution is given in terms of Aubry-Mather theory.
Nonlinear differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less
NASA Astrophysics Data System (ADS)
Gumral, Hasan
Poisson structure of completely integrable 3 dimensional dynamical systems can be defined in terms of an integrable 1-form. We take advantage of this fact and use the theory of foliations in discussing the geometrical structure underlying complete and partial integrability. We show that the Halphen system can be formulated in terms of a flat SL(2,R)-valued connection and belongs to a non-trivial Godbillon-Vey class. On the other hand, for the Euler top and a special case of 3-species Lotka-Volterra equations which are contained in the Halphen system as limiting cases, this structure degenerates into the form of globally integrable bi-Hamiltonian structures. The globally integrable bi-Hamiltonian case is a linear and the sl_2 structure is a quadratic unfolding of an integrable 1-form in 3 + 1 dimensions. We complete the discussion of the Hamiltonian structure of 2-component equations of hydrodynamic type by presenting the Hamiltonian operators for Euler's equation and a continuum limit of Toda lattice. We present further infinite sequences of conserved quantities for shallow water equations and show that their generalizations by Kodama admit bi-Hamiltonian structure. We present a simple way of constructing the second Hamiltonian operators for N-component equations admitting some scaling properties. The Kodama reduction of the dispersionless-Boussinesq equations and the Lax reduction of the Benney moment equations are shown to be equivalent by a symmetry transformation. They can be cast into the form of a triplet of conservation laws which enable us to recognize a non-trivial scaling symmetry. The resulting bi-Hamiltonian structure generates three infinite sequences of conserved densities.
Differential equations driven by rough paths with jumps
NASA Astrophysics Data System (ADS)
Friz, Peter K.; Zhang, Huilin
2018-05-01
We develop the rough path counterpart of Itô stochastic integration and differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô/forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.
The full Keller-Segel model is well-posed on nonsmooth domains
NASA Astrophysics Data System (ADS)
Horstmann, D.; Meinlschmidt, H.; Rehberg, J.
2018-04-01
In this paper we prove that the full Keller-Segel system, a quasilinear strongly coupled reaction-crossdiffusion system of four parabolic equations, is well-posed in the sense that it always admits an unique local-in-time solution in an adequate function space, provided that the initial values are suitably regular. The proof is done via an abstract solution theorem for nonlocal quasilinear equations by Amann and is carried out for general source terms. It is fundamentally based on recent nontrivial elliptic and parabolic regularity results which hold true even on rather general nonsmooth spatial domains. For space dimensions 2 and 3, this enables us to work in a nonsmooth setting which is not available in classical parabolic systems theory. Apparently, there exists no comparable existence result for the full Keller-Segel system up to now. Due to the large class of possibly nonsmooth domains admitted, we also obtain new results for the ‘standard’ Keller-Segel system consisting of only two equations as a special case. This work is dedicated to Prof Willi Jäger.
On the hierarchy of partially invariant submodels of differential equations
NASA Astrophysics Data System (ADS)
Golovin, Sergey V.
2008-07-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
NASA Technical Reports Server (NTRS)
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
NASA Astrophysics Data System (ADS)
Gavish, Nir
2018-04-01
We study the existence and stability of stationary solutions of Poisson-Nernst-Planck equations with steric effects (PNP-steric equations) with two counter-charged species. We show that within a range of parameters, steric effects give rise to multiple solutions of the corresponding stationary equation that are smooth. The PNP-steric equation, however, is found to be ill-posed at the parameter regime where multiple solutions arise. Following these findings, we introduce a novel PNP-Cahn-Hilliard model, show that it is well-posed and that it admits multiple stationary solutions that are smooth and stable. The various branches of stationary solutions and their stability are mapped utilizing bifurcation analysis and numerical continuation methods.
NASA Astrophysics Data System (ADS)
Tu, Jin; Yi, Cai-Feng
2008-04-01
In this paper, the authors investigate the growth of solutions of a class of higher order linear differential equationsf(k)+Ak-1f(k-1)+...+A0f=0 when most coefficients in the above equations have the same order with each other, and obtain some results which improve previous results due to K.H. Kwon [K.H. Kwon, Nonexistence of finite order solutions of certain second order linear differential equations, Kodai Math. J. 19 (1996) 378-387] and ZE-X. Chen [Z.-X. Chen, The growth of solutions of the differential equation f''+e-zf'+Q(z)f=0, Sci. China Ser. A 31 (2001) 775-784 (in Chinese); ZE-X. Chen, On the hyper order of solutions of higher order differential equations, Chinese Ann. Math. Ser. B 24 (2003) 501-508 (in Chinese); Z.-X. Chen, On the growth of solutions of a class of higher order differential equations, Acta Math. Sci. Ser. B 24 (2004) 52-60 (in Chinese); Z.-X. Chen, C.-C. Yang, Quantitative estimations on the zeros and growth of entire solutions of linear differential equations, Complex Var. 42 (2000) 119-133].
Canonical structures for dispersive waves in shallow water
NASA Astrophysics Data System (ADS)
Neyzi, Fahrünisa; Nutku, Yavuz
1987-07-01
The canonical Hamiltonian structure of the equations of fluid dynamics obtained in the Boussinesq approximation are considered. New variational formulations of these equations are proposed and it is found that, as in the case of the KdV equation and the equations governing long waves in shallow water, they are degenerate Lagrangian systems. Therefore, in order to cast these equations into canonical form it is again necessary to use Dirac's theory of constraints. It is found that there are primary and secondary constraints which are second class and it is possible to construct the Hamiltonian in terms of canonical variables. Among the examples of Boussinesq equations that are discussed are the equations of Whitham-Broer-Kaup which Kupershmidt has recently expressed in symmetric form and shown to admit tri-Hamiltonian structure.
NASA Technical Reports Server (NTRS)
Larson, V. H.
1982-01-01
The basic equations that are used to describe the physical phenomena in a Stirling cycle engine are the general energy equations and equations for the conservation of mass and conversion of momentum. These equations, together with the equation of state, an analytical expression for the gas velocity, and an equation for mesh temperature are used in this computer study of Stirling cycle characteristics. The partial differential equations describing the physical phenomena that occurs in a Stirling cycle engine are of the hyperbolic type. The hyperbolic equations have real characteristic lines. By utilizing appropriate points along these curved lines the partial differential equations can be reduced to ordinary differential equations. These equations are solved numerically using a fourth-fifth order Runge-Kutta integration technique.
Quaternion Regularization of the Equations of the Perturbed Spatial Restricted Three-Body Problem: I
NASA Astrophysics Data System (ADS)
Chelnokov, Yu. N.
2017-11-01
We develop a quaternion method for regularizing the differential equations of the perturbed spatial restricted three-body problem by using the Kustaanheimo-Stiefel variables, which is methodologically closely related to the quaternion method for regularizing the differential equations of perturbed spatial two-body problem, which was proposed by the author of the present paper. A survey of papers related to the regularization of the differential equations of the two- and threebody problems is given. The original Newtonian equations of perturbed spatial restricted three-body problem are considered, and the problem of their regularization is posed; the energy relations and the differential equations describing the variations in the energies of the system in the perturbed spatial restricted three-body problem are given, as well as the first integrals of the differential equations of the unperturbed spatial restricted circular three-body problem (Jacobi integrals); the equations of perturbed spatial restricted three-body problem written in terms of rotating coordinate systems whose angular motion is described by the rotation quaternions (Euler (Rodrigues-Hamilton) parameters) are considered; and the differential equations for angular momenta in the restricted three-body problem are given. Local regular quaternion differential equations of perturbed spatial restricted three-body problem in the Kustaanheimo-Stiefel variables, i.e., equations regular in a neighborhood of the first and second body of finite mass, are obtained. The equations are systems of nonlinear nonstationary eleventhorder differential equations. These equations employ, as additional dependent variables, the energy characteristics of motion of the body under study (a body of a negligibly small mass) and the time whose derivative with respect to a new independent variable is equal to the distance from the body of negligibly small mass to the first or second body of finite mass. The equations obtained in the paper permit developing regular methods for determining solutions, in analytical or numerical form, of problems difficult for classicalmethods, such as the motion of a body of negligibly small mass in a neighborhood of the other two bodies of finite masses.
Symbolic Solution of Linear Differential Equations
NASA Technical Reports Server (NTRS)
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
On differential operators generating iterative systems of linear ODEs of maximal symmetry algebra
NASA Astrophysics Data System (ADS)
Ndogmo, J. C.
2017-06-01
Although every iterative scalar linear ordinary differential equation is of maximal symmetry algebra, the situation is different and far more complex for systems of linear ordinary differential equations, and an iterative system of linear equations need not be of maximal symmetry algebra. We illustrate these facts by examples and derive families of vector differential operators whose iterations are all linear systems of equations of maximal symmetry algebra. Some consequences of these results are also discussed.
Periodicity and positivity of a class of fractional differential equations.
Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim
2016-01-01
Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.
Stochastic Evolution Equations Driven by Fractional Noises
2016-11-28
rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian
Chandrasekhar equations for infinite dimensional systems
NASA Technical Reports Server (NTRS)
Ito, K.; Powers, R.
1985-01-01
The existence of Chandrasekhar equations for linear time-invariant systems defined on Hilbert spaces is investigated. An important consequence is that the solution to the evolutional Riccati equation is strongly differentiable in time, and that a strong solution of the Riccati differential equation can be defined. A discussion of the linear-quadratic optimal-control problem for hereditary differential systems is also included.
Outcomes of a service teaching module on ODEs for physics students
NASA Astrophysics Data System (ADS)
Hyland, Diarmaid; van Kampen, Paul; Nolan, Brien C.
2018-07-01
This paper reports on the first part of a multiphase research project that seeks to identify and address the difficulties encountered by physics students when studying differential equations. Differential equations are used extensively by undergraduate physics students, particularly in the advanced modules of their degree. It is, therefore, necessary that students develop conceptual understanding of differential equations in addition to procedural skills. We have investigated the difficulties encountered by third-year students at Dublin City University in an introductory differential equations module. We developed a survey to identify these difficulties and administered it to students who had recently completed the module. We found that students' mathematical ability in relation to procedural competence is an issue in their study of differential equations, but not as severe an issue as their conceptual understanding. Mathematical competence alone is insufficient if we expect our students to be able to recognize the need for differential equations in a physical context and to be able to set up, solve and interpret the solutions of such equations. We discuss the implications of these results for the next stages of the research project.
NASA Astrophysics Data System (ADS)
Ding, Xiao-Li; Nieto, Juan J.
2017-11-01
In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.
Killing-Yano tensors in spaces admitting a hypersurface orthogonal Killing vector
NASA Astrophysics Data System (ADS)
Garfinkle, David; Glass, E. N.
2013-03-01
Methods are presented for finding Killing-Yano tensors, conformal Killing-Yano tensors, and conformal Killing vectors in spacetimes with a hypersurface orthogonal Killing vector. These methods are similar to a method developed by the authors for finding Killing tensors. In all cases one decomposes both the tensor and the equation it satisfies into pieces along the Killing vector and pieces orthogonal to the Killing vector. Solving the separate equations that result from this decomposition requires less computing than integrating the original equation. In each case, examples are given to illustrate the method.
NASA Astrophysics Data System (ADS)
Sahadevan, R.; Rajakumar, S.
2008-03-01
A systematic investigation of finding bilinear or trilinear representations of fourth order autonomous ordinary difference equation, x(n +4)=F(x(n),x(n+1),x(n+2),x(n+3)) or xn +4=F(xn,xn +1,xn +2,xn +3), is made. As an illustration, we consider fourth order symplectic integrable difference equations reported by [Capel and Sahadevan, Physica A 289, 86 (2001)] and derived their bilinear or trilinear forms. Also, it is shown that the obtained bilinear representations admit exact solution of rational form.
The method of Ritz applied to the equation of Hamilton. [for pendulum systems
NASA Technical Reports Server (NTRS)
Bailey, C. D.
1976-01-01
Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.
NASA Astrophysics Data System (ADS)
Demina, Maria V.; Kudryashov, Nikolay A.
2011-03-01
Meromorphic solutions of autonomous nonlinear ordinary differential equations are studied. An algorithm for constructing meromorphic solutions in explicit form is presented. General expressions for meromorphic solutions (including rational, periodic, elliptic) are found for a wide class of autonomous nonlinear ordinary differential equations.
On the dynamics of a semitransparent moving mirror
NASA Astrophysics Data System (ADS)
Nicolaevici, Nistor
2011-01-01
Perfectly reflecting mirrors in the two-dimensional Minkowski space subjected to the reaction force due to the radiated quantum flux evoluate according to the Abraham-Lorentz-Dirac equation, which admits unphysical solutions. We investigate the non-relativistic equation of motion of a semitransparent mirror and show that the unphysical solutions are absent, provided that the energy which characterizes the reflectivity of the mirror is sufficiently small compared to the mirror's mass.
Particle localization, spinor two-valuedness, and Fermi quantization of tensor systems
NASA Technical Reports Server (NTRS)
Reifler, Frank; Morris, Randall
1994-01-01
Recent studies of particle localization shows that square-integrable positive energy bispinor fields in a Minkowski space-time cannot be physically distinguished from constrained tensor fields. In this paper we generalize this result by characterizing all classical tensor systems, which admit Fermi quantization, as those having unitary Lie-Poisson brackets. Examples include Euler's tensor equation for a rigid body and Dirac's equation in tensor form.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris
Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less
Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris; ...
2018-04-23
Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less
Chow, Sy-Miin; Ou, Lu; Ciptadi, Arridhana; Prince, Emily B; You, Dongjun; Hunter, Michael D; Rehg, James M; Rozga, Agata; Messinger, Daniel S
2018-06-01
A growing number of social scientists have turned to differential equations as a tool for capturing the dynamic interdependence among a system of variables. Current tools for fitting differential equation models do not provide a straightforward mechanism for diagnosing evidence for qualitative shifts in dynamics, nor do they provide ways of identifying the timing and possible determinants of such shifts. In this paper, we discuss regime-switching differential equation models, a novel modeling framework for representing abrupt changes in a system of differential equation models. Estimation was performed by combining the Kim filter (Kim and Nelson State-space models with regime switching: classical and Gibbs-sampling approaches with applications, MIT Press, Cambridge, 1999) and a numerical differential equation solver that can handle both ordinary and stochastic differential equations. The proposed approach was motivated by the need to represent discrete shifts in the movement dynamics of [Formula: see text] mother-infant dyads during the Strange Situation Procedure (SSP), a behavioral assessment where the infant is separated from and reunited with the mother twice. We illustrate the utility of a novel regime-switching differential equation model in representing children's tendency to exhibit shifts between the goal of staying close to their mothers and intermittent interest in moving away from their mothers to explore the room during the SSP. Results from empirical model fitting were supplemented with a Monte Carlo simulation study to evaluate the use of information criterion measures to diagnose sudden shifts in dynamics.
NASA Astrophysics Data System (ADS)
Andriopoulos, K.; Dimas, S.; Leach, P. G. L.; Tsoubelis, D.
2009-08-01
Complete symmetry groups enable one to characterise fully a given differential equation. By considering the reversal of an approach based upon complete symmetry groups we construct new classes of differential equations which have the equations of Bateman, Monge-Ampère and Born-Infeld as special cases. We develop a symbolic algorithm to decrease the complexity of the calculations involved.
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Chandrasekhar equations for infinite dimensional systems
NASA Technical Reports Server (NTRS)
Ito, K.; Powers, R. K.
1985-01-01
Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in time and one can define a strong solution of the Riccati differential equation. A detailed discussion on the linear quadratic optimal control problem for hereditary differential systems is also included.
A representation of solution of stochastic differential equations
NASA Astrophysics Data System (ADS)
Kim, Yoon Tae; Jeon, Jong Woo
2006-03-01
We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.
Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions
NASA Astrophysics Data System (ADS)
Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.
2018-04-01
A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.
Generalized Lie symmetry approach for fractional order systems of differential equations. III
NASA Astrophysics Data System (ADS)
Singla, Komal; Gupta, R. K.
2017-06-01
The generalized Lie symmetry technique is proposed for the derivation of point symmetries for systems of fractional differential equations with an arbitrary number of independent as well as dependent variables. The efficiency of the method is illustrated by its application to three higher dimensional nonlinear systems of fractional order partial differential equations consisting of the (2 + 1)-dimensional asymmetric Nizhnik-Novikov-Veselov system, (3 + 1)-dimensional Burgers system, and (3 + 1)-dimensional Navier-Stokes equations. With the help of derived Lie point symmetries, the corresponding invariant solutions transform each of the considered systems into a system of lower-dimensional fractional partial differential equations.
Structure of Lie point and variational symmetry algebras for a class of odes
NASA Astrophysics Data System (ADS)
Ndogmo, J. C.
2018-04-01
It is known for scalar ordinary differential equations, and for systems of ordinary differential equations of order not higher than the third, that their Lie point symmetry algebras is of maximal dimension if and only if they can be reduced by a point transformation to the trivial equation y(n)=0. For arbitrary systems of ordinary differential equations of order n ≥ 3 reducible by point transformations to the trivial equation, we determine the complete structure of their Lie point symmetry algebras as well as that for their variational, and their divergence symmetry algebras. As a corollary, we obtain the maximal dimension of the Lie point symmetry algebra for any system of linear or nonlinear ordinary differential equations.
NASA Astrophysics Data System (ADS)
Filimonov, M. Yu.
2017-12-01
The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems
1971-06-01
the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces
Lie algebras and linear differential equations.
NASA Technical Reports Server (NTRS)
Brockett, R. W.; Rahimi, A.
1972-01-01
Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.
Solving Differential Equations Using Modified Picard Iteration
ERIC Educational Resources Information Center
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
Ordinary differential equation for local accumulation time.
Berezhkovskii, Alexander M
2011-08-21
Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics
Petersson, K J F; Friberg, L E; Karlsson, M O
2010-10-01
Computer models of biological systems grow more complex as computing power increase. Often these models are defined as differential equations and no analytical solutions exist. Numerical integration is used to approximate the solution; this can be computationally intensive, time consuming and be a large proportion of the total computer runtime. The performance of different integration methods depend on the mathematical properties of the differential equations system at hand. In this paper we investigate the possibility of runtime gains by calculating parts of or the whole differential equations system at given time intervals, outside of the differential equations solver. This approach was tested on nine models defined as differential equations with the goal to reduce runtime while maintaining model fit, based on the objective function value. The software used was NONMEM. In four models the computational runtime was successfully reduced (by 59-96%). The differences in parameter estimates, compared to using only the differential equations solver were less than 12% for all fixed effects parameters. For the variance parameters, estimates were within 10% for the majority of the parameters. Population and individual predictions were similar and the differences in OFV were between 1 and -14 units. When computational runtime seriously affects the usefulness of a model we suggest evaluating this approach for repetitive elements of model building and evaluation such as covariate inclusions or bootstraps.
NASA Astrophysics Data System (ADS)
Lassoued, R.; Lecheheb, M.; Bonnet, G.
2012-08-01
This paper describes an analytical method for the wave field induced by a moving load on a periodically supported beam. The Green's function for an Euler beam without support is evaluated by using the direct integration. Afterwards, it introduces the supports into the model established by using the superposition principle which states that the response from all the sleeper points and from the external point force add up linearly to give a total response. The periodicity of the supports is described by Bloch's theorem. The homogeneous system thus obtained represents a linear differential equation which governs rail response. It is initially solved in the homogeneous case, and it admits a no null solution if its determinant is null, this permits the establishment the dispersion equation to Bloch waves and wave bands. The Bloch waves and dispersion curves contain all the physics of the dynamic problem and the wave field induced by a dynamic load applied to the system is finally obtained by decomposition into Bloch waves, similarly to the usual decomposition into dynamic modes on a finite structure. The method is applied to obtain the field induced by a load moving at constant velocity on a thin beam supported by periodic elastic supports.
NASA Astrophysics Data System (ADS)
López Pouso, Rodrigo; Márquez Albés, Ignacio
2018-04-01
Stieltjes differential equations, which contain equations with impulses and equations on time scales as particular cases, simply consist on replacing usual derivatives by derivatives with respect to a nondecreasing function. In this paper we prove new existence results for functional and discontinuous Stieltjes differential equations and we show that such general results have real world applications. Specifically, we show that Stieltjes differential equations are specially suitable to study populations which exhibit dormant states and/or very short (impulsive) periods of reproduction. In particular, we construct two mathematical models for the evolution of a silkworm population. Our first model can be explicitly solved, as it consists on a linear Stieltjes equation. Our second model, more realistic, is nonlinear, discontinuous and functional, and we deduce the existence of solutions by means of a result proven in this paper.
NASA Technical Reports Server (NTRS)
Simon, M. K.
1980-01-01
A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.
MACSYMA's symbolic ordinary differential equation solver
NASA Technical Reports Server (NTRS)
Golden, J. P.
1977-01-01
The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.
Undergraduate Students' Mental Operations in Systems of Differential Equations
ERIC Educational Resources Information Center
Whitehead, Karen; Rasmussen, Chris
2003-01-01
This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…
Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices
ERIC Educational Resources Information Center
Deboeck, Pascal R.; Boker, Steven M.
2010-01-01
Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…
Variable-mesh method of solving differential equations
NASA Technical Reports Server (NTRS)
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.
A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations
NASA Technical Reports Server (NTRS)
Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)
2002-01-01
We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.
Given a one-step numerical scheme, on which ordinary differential equations is it exact?
NASA Astrophysics Data System (ADS)
Villatoro, Francisco R.
2009-01-01
A necessary condition for a (non-autonomous) ordinary differential equation to be exactly solved by a one-step, finite difference method is that the principal term of its local truncation error be null. A procedure to determine some ordinary differential equations exactly solved by a given numerical scheme is developed. Examples of differential equations exactly solved by the explicit Euler, implicit Euler, trapezoidal rule, second-order Taylor, third-order Taylor, van Niekerk's second-order rational, and van Niekerk's third-order rational methods are presented.
Analysis of stability for stochastic delay integro-differential equations.
Zhang, Yu; Li, Longsuo
2018-01-01
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.
Efficiently and easily integrating differential equations with JiTCODE, JiTCDDE, and JiTCSDE
NASA Astrophysics Data System (ADS)
Ansmann, Gerrit
2018-04-01
We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing the user to efficiently integrate differential equations from a higher-level interpreted language. The presented modules are particularly suited for large systems of differential equations such as those used to describe dynamics on complex networks. Through the selected method of input, the presented modules also allow almost complete automatization of the process of estimating regular as well as transversal Lyapunov exponents for ordinary and delay differential equations. We conceptually discuss the modules' design, analyze their performance, and demonstrate their capabilities by application to timely problems.
Ordinary differential equations with applications in molecular biology.
Ilea, M; Turnea, M; Rotariu, M
2012-01-01
Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances. Ordinary differential equations are used to model biological processes on various levels ranging from DNA molecules or biosynthesis phospholipids on the cellular level.
Approximation of eigenvalues of some differential equations by zeros of orthogonal polynomials
NASA Astrophysics Data System (ADS)
Volkmer, Hans
2008-04-01
Sequences of polynomials, orthogonal with respect to signed measures, are associated with a class of differential equations including the Mathieu, Lame and Whittaker-Hill equation. It is shown that the zeros of pn form sequences which converge to the eigenvalues of the corresponding differential equations. Moreover, interlacing properties of the zeros of pn are found. Applications to the numerical treatment of eigenvalue problems are given.
On the Solution of Elliptic Partial Differential Equations on Regions with Corners
2015-07-09
In this report we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations . We observe...that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of...efficient numerical algorithms. The results are illustrated by a number of numerical examples. On the solution of elliptic partial differential equations on
Korayem, M H; Nekoo, S R
2015-07-01
This work studies an optimal control problem using the state-dependent Riccati equation (SDRE) in differential form to track for time-varying systems with state and control nonlinearities. The trajectory tracking structure provides two nonlinear differential equations: the state-dependent differential Riccati equation (SDDRE) and the feed-forward differential equation. The independence of the governing equations and stability of the controller are proven along the trajectory using the Lyapunov approach. Backward integration (BI) is capable of solving the equations as a numerical solution; however, the forward solution methods require the closed-form solution to fulfill the task. A closed-form solution is introduced for SDDRE, but the feed-forward differential equation has not yet been obtained. Different ways of solving the problem are expressed and analyzed. These include BI, closed-form solution with corrective assumption, approximate solution, and forward integration. Application of the tracking problem is investigated to control robotic manipulators possessing rigid or flexible joints. The intention is to release a general program for automatic implementation of an SDDRE controller for any manipulator that obeys the Denavit-Hartenberg (D-H) principle when only D-H parameters are received as input data. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
The numerical solution of linear multi-term fractional differential equations: systems of equations
NASA Astrophysics Data System (ADS)
Edwards, John T.; Ford, Neville J.; Simpson, A. Charles
2002-11-01
In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273
Exact solutions for STO and (3+1)-dimensional KdV-ZK equations using (G‧/G2) -expansion method
NASA Astrophysics Data System (ADS)
Bibi, Sadaf; Mohyud-Din, Syed Tauseef; Ullah, Rahmat; Ahmed, Naveed; Khan, Umar
This article deals with finding some exact solutions of nonlinear fractional differential equations (NLFDEs) by applying a relatively new method known as (G‧/G2) -expansion method. Solutions of space-time fractional Sharma-Tasso-Olever (STO) equation of fractional order and (3+1)-dimensional KdV-Zakharov Kuznetsov (KdV-ZK) equation of fractional order are reckoned to demonstrate the validity of this method. The fractional derivative version of modified Riemann-Liouville, linked with Fractional complex transform is employed to transform fractional differential equations into the corresponding ordinary differential equations.
Sparse dynamics for partial differential equations.
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley
2013-04-23
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.
Lattice Boltzmann model for high-order nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
Lattice Boltzmann model for high-order nonlinear partial differential equations.
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
NASA Astrophysics Data System (ADS)
Stone, Michael; Goldbart, Paul
2009-07-01
Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.
Solitons and the Inverse Scattering Transform
1980-01-01
1979). 2. Small amplitude waves in more dimensions. (a) The equation of Kadomtsev and Petviashvili (1970), (ut + uux + au )x + Uyy = 0 , (1.6) is...337, 1978. Hasimoto, H. and I. Ono, J. Phys. Soc. Japan, vol. 33, p. 805, 1972. Kadomtsev , B. B. and V. I. Petviashvili , Sov. Phys. Doklady, vol. 15...Abstract "Under appropriate conditions, ocean waves may b modeled by certain nonlinear evolution equations that admit s iton solutions and can be solved
An Estimation Theory for Differential Equations and other Problems, with Applications.
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
NASA Astrophysics Data System (ADS)
Amengonu, Yawo H.; Kakad, Yogendra P.
2014-07-01
Quasivelocity techniques such as Maggi's and Boltzmann-Hamel's equations eliminate Lagrange multipliers from the beginning as opposed to the Euler-Lagrange method where one has to solve for the n configuration variables and the multipliers as functions of time when there are m nonholonomic constraints. Maggi's equation produces n second-order differential equations of which (n-m) are derived using (n-m) independent quasivelocities and the time derivative of the m kinematic constraints which add the remaining m second order differential equations. This technique is applied to derive the dynamics of a differential mobile robot and a controller which takes into account these dynamics is developed.
The differential equation of an arbitrary reflecting surface
NASA Astrophysics Data System (ADS)
Melka, Richard F.; Berrettini, Vincent D.; Yousif, Hashim A.
2018-05-01
A differential equation describing the reflection of a light ray incident upon an arbitrary reflecting surface is obtained using the law of reflection. The derived equation is written in terms of a parameter and the value of this parameter determines the nature of the reflecting surface. Under various parametric constraints, the solution of the differential equation leads to the various conic surfaces but is not generally solvable. In addition, the dynamics of the light reflections from the conic surfaces are executed in the Mathematica software. Our derivation is the converse of the traditional approach and our analysis assumes a relation between the object distance and the image distance. This leads to the differential equation of the reflecting surface.
NASA Technical Reports Server (NTRS)
Lakin, W. D.
1981-01-01
The use of integrating matrices in solving differential equations associated with rotating beam configurations is examined. In vibration problems, by expressing the equations of motion of the beam in matrix notation, utilizing the integrating matrix as an operator, and applying the boundary conditions, the spatial dependence is removed from the governing partial differential equations and the resulting ordinary differential equations can be cast into standard eigenvalue form. Integrating matrices are derived based on two dimensional rectangular grids with arbitrary grid spacings allowed in one direction. The derivation of higher dimensional integrating matrices is the initial step in the generalization of the integrating matrix methodology to vibration and stability problems involving plates and shells.
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Differential equations for loop integrals in Baikov representation
NASA Astrophysics Data System (ADS)
Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang
2018-05-01
We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.
ERIC Educational Resources Information Center
Fay, Temple H.; O'Neal, Elizabeth A.
1985-01-01
The authors draw together a variety of facts concerning a nonlinear differential equation and compare the exact solution with approximate solutions. Then they provide an expository introduction to the elliptic sine function suitable for presentation in undergraduate courses on differential equations. (MNS)
Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations
ERIC Educational Resources Information Center
Robin, W.
2007-01-01
The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…
Monograph - The Numerical Integration of Ordinary Differential Equations.
ERIC Educational Resources Information Center
Hull, T. E.
The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…
The Local Brewery: A Project for Use in Differential Equations Courses
ERIC Educational Resources Information Center
Starling, James K.; Povich, Timothy J.; Findlay, Michael
2016-01-01
We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…
An Engineering-Oriented Approach to the Introductory Differential Equations Course
ERIC Educational Resources Information Center
Pennell, S.; Avitabile, P.; White, J.
2009-01-01
The introductory differential equations course can be made more relevant to engineering students by including more of the engineering viewpoint, in which differential equations are regarded as systems with inputs and outputs. This can be done without sacrificing any of the usual topical coverage. This point of view is conducive to student…
Dynamics of the Pin Pallet Runaway Escapement
1978-06-01
for Continued Work 29 References 32 I Appendixes A Kinematics of Coupled Motion 34 B Differential Equation of Coupled Motion 38 f C Moment Arms 42 D...Expressions for these quantities are derived in appendix D. The differential equations for the free motion of the pallet and the escape-wheel are...Coupled Motion (location 100) To solve the differential equation of coupled motion (see equation .B (-10) of appendix B)- the main program calls on
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Granita, E-mail: granitafc@gmail.com; Bahar, A.
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
Liouvillian propagators, Riccati equation and differential Galois theory
NASA Astrophysics Data System (ADS)
Acosta-Humánez, Primitivo; Suazo, Erwin
2013-11-01
In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented.
Application of the Green's function method for 2- and 3-dimensional steady transonic flows
NASA Technical Reports Server (NTRS)
Tseng, K.
1984-01-01
A Time-Domain Green's function method for the nonlinear time-dependent three-dimensional aerodynamic potential equation is presented. The Green's theorem is being used to transform the partial differential equation into an integro-differential-delay equation. Finite-element and finite-difference methods are employed for the spatial and time discretizations to approximate the integral equation by a system of differential-delay equations. Solution may be obtained by solving for this nonlinear simultaneous system of equations in time. This paper discusses the application of the method to the Transonic Small Disturbance Equation and numerical results for lifting and nonlifting airfoils and wings in steady flows are presented.
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
On the local structure of spacetime in ghost-free bimetric theory and massive gravity
NASA Astrophysics Data System (ADS)
Hassan, S. F.; Kocic, Mikica
2018-05-01
The ghost-free bimetric theory describes interactions of gravity with another spin-2 field in terms of two Lorentzian metrics. However, if the two metrics do not admit compatible notions of space and time, the formulation of the initial value problem becomes problematic. Furthermore, the interaction potential is given in terms of the square root of a matrix which is in general nonunique and possibly nonreal. In this paper we show that both these issues are evaded by requiring reality and general covariance of the equations. First we prove that the reality of the square root matrix leads to a classification of the allowed metrics in terms of the intersections of their null cones. Then, the requirement of general covariance further restricts the allowed metrics to geometries that admit compatible notions of space and time. It also selects a unique definition of the square root matrix. The restrictions are compatible with the equations of motion. These results ensure that the ghost-free bimetric theory can be defined unambiguously and that the two metrics always admit compatible 3+1 decompositions, at least locally. In particular, these considerations rule out certain solutions of massive gravity with locally Closed Causal Curves, which have been used to argue that the theory is acausal.
Estimating Soil Hydraulic Parameters using Gradient Based Approach
NASA Astrophysics Data System (ADS)
Rai, P. K.; Tripathi, S.
2017-12-01
The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.
Differential Equations Models to Study Quorum Sensing.
Pérez-Velázquez, Judith; Hense, Burkhard A
2018-01-01
Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.
NASA Astrophysics Data System (ADS)
Camporesi, Roberto
2011-06-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.
Newton's method: A link between continuous and discrete solutions of nonlinear problems
NASA Technical Reports Server (NTRS)
Thurston, G. A.
1980-01-01
Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Choi, Cheong R.
The structural changes of kinetic Alfvén solitary waves (KASWs) due to higher-order terms are investigated. While the first-order differential equation for KASWs provides the dispersion relation for kinetic Alfvén waves, the second-order differential equation describes the structural changes of the solitary waves due to higher-order nonlinearity. The reductive perturbation method is used to obtain the second-order and third-order partial differential equations; then, Kodama and Taniuti's technique [J. Phys. Soc. Jpn. 45, 298 (1978)] is applied in order to remove the secularities in the third-order differential equations and derive a linear second-order inhomogeneous differential equation. The solution to this new second-ordermore » equation indicates that, as the amplitude increases, the hump-type Korteweg-de Vries solution is concentrated more around the center position of the soliton and that dip-type structures form near the two edges of the soliton. This result has a close relationship with the interpretation of the complex KASW structures observed in space with satellites.« less
Correcting the initialization of models with fractional derivatives via history-dependent conditions
NASA Astrophysics Data System (ADS)
Du, Maolin; Wang, Zaihua
2016-04-01
Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann-Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.
Non-autonomous equations with unpredictable solutions
NASA Astrophysics Data System (ADS)
Akhmet, Marat; Fen, Mehmet Onur
2018-06-01
To make research of chaos more amenable to investigating differential and discrete equations, we introduce the concepts of an unpredictable function and sequence. The topology of uniform convergence on compact sets is applied to define unpredictable functions [1,2]. The unpredictable sequence is defined as a specific unpredictable function on the set of integers. The definitions are convenient to be verified as solutions of differential and discrete equations. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and uniqueness of the unpredictable solution for a delay differential equation are proved as well as for quasilinear discrete systems. As a corollary of the theorem, a similar assertion for a quasilinear ordinary differential equation is formulated. The results are demonstrated numerically, and an application to Hopfield neural networks is provided. In particular, Poincaré chaos near periodic orbits is observed. The completed research contributes to the theory of chaos as well as to the theory of differential and discrete equations, considering unpredictable solutions.
1/f Noise from nonlinear stochastic differential equations.
Ruseckas, J; Kaulakys, B
2010-03-01
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.
ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations
NASA Astrophysics Data System (ADS)
Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil
2018-04-01
In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.
A Malaria Transmission Model with Temperature-Dependent Incubation Period.
Wang, Xiunan; Zhao, Xiao-Qiang
2017-05-01
Malaria is an infectious disease caused by Plasmodium parasites and is transmitted among humans by female Anopheles mosquitoes. Climate factors have significant impact on both mosquito life cycle and parasite development. To consider the temperature sensitivity of the extrinsic incubation period (EIP) of malaria parasites, we formulate a delay differential equations model with a periodic time delay. We derive the basic reproduction ratio [Formula: see text] and establish a threshold type result on the global dynamics in terms of [Formula: see text], that is, the unique disease-free periodic solution is globally asymptotically stable if [Formula: see text]; and the model system admits a unique positive periodic solution which is globally asymptotically stable if [Formula: see text]. Numerically, we parameterize the model with data from Maputo Province, Mozambique, and simulate the long-term behavior of solutions. The simulation result is consistent with the obtained analytic result. In addition, we find that using the time-averaged EIP may underestimate the basic reproduction ratio.
Geometric and electrostatic modeling using molecular rigidity functions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mu, Lin; Xia, Kelin; Wei, Guowei
Geometric and electrostatic modeling is an essential component in computational biophysics and molecular biology. Commonly used geometric representations admit geometric singularities such as cusps, tips and self-intersecting facets that lead to computational instabilities in the molecular modeling. Our present work explores the use of flexibility and rigidity index (FRI), which has a proved superiority in protein B-factor prediction, for biomolecular geometric representation and associated electrostatic analysis. FRI rigidity surfaces are free of geometric singularities. We propose a rigidity based Poisson–Boltzmann equation for biomolecular electrostatic analysis. These approaches to surface and electrostatic modeling are validated by a set of 21 proteins.more » Our results are compared with those of established methods. Finally, being smooth and analytically differentiable, FRI rigidity functions offer excellent curvature analysis, which characterizes concave and convex regions on protein surfaces. Polarized curvatures constructed by using the product of minimum curvature and electrostatic potential is shown to predict potential protein–ligand binding sites.« less
Geometric and electrostatic modeling using molecular rigidity functions
Mu, Lin; Xia, Kelin; Wei, Guowei
2017-03-01
Geometric and electrostatic modeling is an essential component in computational biophysics and molecular biology. Commonly used geometric representations admit geometric singularities such as cusps, tips and self-intersecting facets that lead to computational instabilities in the molecular modeling. Our present work explores the use of flexibility and rigidity index (FRI), which has a proved superiority in protein B-factor prediction, for biomolecular geometric representation and associated electrostatic analysis. FRI rigidity surfaces are free of geometric singularities. We propose a rigidity based Poisson–Boltzmann equation for biomolecular electrostatic analysis. These approaches to surface and electrostatic modeling are validated by a set of 21 proteins.more » Our results are compared with those of established methods. Finally, being smooth and analytically differentiable, FRI rigidity functions offer excellent curvature analysis, which characterizes concave and convex regions on protein surfaces. Polarized curvatures constructed by using the product of minimum curvature and electrostatic potential is shown to predict potential protein–ligand binding sites.« less
Auto-Bäcklund transformations for a matrix partial differential equation
NASA Astrophysics Data System (ADS)
Gordoa, P. R.; Pickering, A.
2018-07-01
We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.
NASA Astrophysics Data System (ADS)
Paliathanasis, A.; Tsamparlis, M.; Mustafa, M. T.
2018-02-01
A complete classification of the Lie and Noether point symmetries for the Klein-Gordon and the wave equation in pp-wave spacetimes is obtained. The classification analysis is carried out by reducing the problem of the determination of the point symmetries to the problem of existence of conformal killing vectors on the pp-wave spacetimes. Employing the existing results for the isometry classes of the pp-wave spacetimes, the functional form of the potential is determined for which the Klein-Gordon equation admits point symmetries and Noetherian conservation law. Finally the Lie and Noether point symmetries of the wave equation are derived.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
28 CFR 79.57 - Proof of chronic renal disease.
Code of Federal Regulations, 2014 CFR
2014-07-01
... filtration rate (by either measured creatinine or iothalamate clearance or calculated by MDRD equation); and... discharge summary report; (6) Hospital admitting report; or (7) Death certificate, provided that it is signed by a physician at the time of death. ...
28 CFR 79.57 - Proof of chronic renal disease.
Code of Federal Regulations, 2012 CFR
2012-07-01
... filtration rate (by either measured creatinine or iothalamate clearance or calculated by MDRD equation); and... discharge summary report; (6) Hospital admitting report; or (7) Death certificate, provided that it is signed by a physician at the time of death. ...
28 CFR 79.57 - Proof of chronic renal disease.
Code of Federal Regulations, 2013 CFR
2013-07-01
... filtration rate (by either measured creatinine or iothalamate clearance or calculated by MDRD equation); and... discharge summary report; (6) Hospital admitting report; or (7) Death certificate, provided that it is signed by a physician at the time of death. ...
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
NASA Astrophysics Data System (ADS)
Huang, Ding-jiang; Ivanova, Nataliya M.
2016-02-01
In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.
Some problems in fractal differential equations
NASA Astrophysics Data System (ADS)
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
Parameter Estimates in Differential Equation Models for Chemical Kinetics
ERIC Educational Resources Information Center
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
ERIC Educational Resources Information Center
Aisha, Bibi; Zamri, Sharifa NorulAkmar Syed; Abdallah, Nabeel; Abedalaziz, Mohammad; Ahmad, Mushtaq; Satti, Umbreen
2017-01-01
In this study, different factors affecting students' differential equations (DEs) solving abilities were explored at pre university level. To explore main factors affecting students' differential equations problem solving ability, articles for a 19-year period, from 1996 to 2015, were critically reviewed and analyzed. It was revealed that…
Nonstandard Topics for Student Presentations in Differential Equations
ERIC Educational Resources Information Center
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results.
Laplace and the era of differential equations
NASA Astrophysics Data System (ADS)
Weinberger, Peter
2012-11-01
Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.
NASA Astrophysics Data System (ADS)
Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.
2013-09-01
Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.
A family of wave equations with some remarkable properties.
da Silva, Priscila Leal; Freire, Igor Leite; Sampaio, Júlio Cesar Santos
2018-02-01
We consider a family of homogeneous nonlinear dispersive equations with two arbitrary parameters. Conservation laws are established from the point symmetries and imply that the whole family admits square integrable solutions. Recursion operators are found for two members of the family investigated. For one of them, a Lax pair is also obtained, proving its complete integrability. From the Lax pair, we construct a Miura-type transformation relating the original equation to the Korteweg-de Vries (KdV) equation. This transformation, on the other hand, enables us to obtain solutions of the equation from the kernel of a Schrödinger operator with potential parametrized by the solutions of the KdV equation. In particular, this allows us to exhibit a kink solution to the completely integrable equation from the 1-soliton solution of the KdV equation. Finally, peakon-type solutions are also found for a certain choice of the parameters, although for this particular case the equation is reduced to a homogeneous second-order nonlinear evolution equation.
Tan, Sisi; Wu, Zhao; Lei, Lei; Hu, Shoujin; Dong, Jianji; Zhang, Xinliang
2013-03-25
We propose and experimentally demonstrate an all-optical differentiator-based computation system used for solving constant-coefficient first-order linear ordinary differential equations. It consists of an all-optical intensity differentiator and a wavelength converter, both based on a semiconductor optical amplifier (SOA) and an optical filter (OF). The equation is solved for various values of the constant-coefficient and two considered input waveforms, namely, super-Gaussian and Gaussian signals. An excellent agreement between the numerical simulation and the experimental results is obtained.
Theory of biaxial graded-index optical fiber. M.S. Thesis
NASA Technical Reports Server (NTRS)
Kawalko, Stephen F.
1990-01-01
A biaxial graded-index fiber with a homogeneous cladding is studied. Two methods, wave equation and matrix differential equation, of formulating the problem and their respective solutions are discussed. For the wave equation formulation of the problem it is shown that for the case of a diagonal permittivity tensor the longitudinal electric and magnetic fields satisfy a pair of coupled second-order differential equations. Also, a generalized dispersion relation is derived in terms of the solutions for the longitudinal electric and magnetic fields. For the case of a step-index fiber, either isotropic or uniaxial, these differential equations can be solved exactly in terms of Bessel functions. For the cases of an istropic graded-index and a uniaxial graded-index fiber, a solution using the Wentzel, Krammers and Brillouin (WKB) approximation technique is shown. Results for some particular permittivity profiles are presented. Also the WKB solutions is compared with the vector solution found by Kurtz and Streifer. For the matrix formulation it is shown that the tangential components of the electric and magnetic fields satisfy a system of four first-order differential equations which can be conveniently written in matrix form. For the special case of meridional modes, the system of equations splits into two systems of two equations. A general iterative technique, asymptotic partitioning of systems of equations, for solving systems of differential equations is presented. As a simple example, Bessel's differential equation is written in matrix form and is solved using this asymptotic technique. Low order solutions for particular examples of a biaxial and uniaxial graded-index fiber are presented. Finally numerical results obtained using the asymptotic technique are presented for particular examples of isotropic and uniaxial step-index fibers and isotropic, uniaxial and biaxial graded-index fibers.
Hao, Lingxin
2015-01-01
In 1990 a temporary-to-permanent pathway was established for highly skilled workers admitted to the United States under nonimmigrant programs. The paper argues that this policy shift has allowed employers to play a crucial role in the immigration of highly skilled workers, thereby creating labor-market institutional selection that gives a salary advantage to highly skilled temporary-admitted workers retained in the United States. Through analyses of the salary differentials among admission-category groups, the paper finds that the salary advantage is based on recruitment from Western countries, adjustment from temporary to permanent status after a second employer screening, working in the information technology sector and the private sector, holding a supervisory position, or having a skill-matched job, all of which are consequences of institutional selection rather than individual self-selection. Our results also reveal a difference between those admitted from abroad and those recruited from graduating foreign students in USA higher educational institutions, which suggests a distinction between overseas hiring and domestic hiring. Policy implications for the United States and other receiving countries are discussed. PMID:26269690
Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik
2009-06-01
The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
The Pendulum and the Calculus.
ERIC Educational Resources Information Center
Sworder, Steven C.
A pair of experiments, appropriate for the lower division fourth semester calculus or differential equations course, are presented. The second order differential equation representing the equation of motion of a simple pendulum is derived. The period of oscillation for a particular pendulum can be predicted from the solution to this equation. As a…
Domoshnitsky, Alexander; Maghakyan, Abraham; Berezansky, Leonid
2017-01-01
In this paper a method for studying stability of the equation [Formula: see text] not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation [Formula: see text] is not exponentially stable, the delay equation can be exponentially stable.
Tripolar vortex formation in dense quantum plasma with ion-temperature-gradients
NASA Astrophysics Data System (ADS)
Qamar, Anisa; Ata-ur-Rahman, Mirza, Arshad M.
2012-05-01
We have derived system of nonlinear equations governing the dynamics of low-frequency electrostatic toroidal ion-temperature-gradient mode for dense quantum magnetoplasma. For some specific profiles of the equilibrium density, temperature, and ion velocity gradients, the nonlinear equations admit a stationary solution in the form of a tripolar vortex. These results are relevant to understand nonlinear structure formation in dense quantum plasmas in the presence of equilibrium ion-temperature and density gradients.
NASA Astrophysics Data System (ADS)
Alishahiha, Mohsen; Qaemmaqami, Mohammad M.; Naseh, Ali; Shirzad, Ahmad
2014-12-01
We study linearized equations of motion of the newly proposed three dimensional gravity, known as minimal massive gravity, using its metric formulation. By making use of a redefinition of the parameters of the model, we observe that the resulting linearized equations are exactly the same as that of TMG. In particular the model admits logarithmic modes at critical points. We also study several vacuum solutions of the model, specially at a certain limit where the contribution of Chern-Simons term vanishes.
Chemical oscillator as a generalized Rayleigh oscillator.
Ghosh, Shyamolina; Ray, Deb Shankar
2013-10-28
We derive the conditions under which a set of arbitrary two dimensional autonomous kinetic equations can be reduced to the form of a generalized Rayleigh oscillator which admits of limit cycle solution. This is based on a linear transformation of field variables which can be found by inspection of the kinetic equations. We illustrate the scheme with the help of several chemical and bio-chemical oscillator models to show how they can be cast as a generalized Rayleigh oscillator.
Features of the Paired Soliton Interactions Within the Framework of the Gardner Equation
NASA Astrophysics Data System (ADS)
Shurgalina, E. G.
2018-02-01
We study the dynamics of the two-soliton interaction within the framework of a completely integrable model, namely, the Gardner equation with negative cubic nonlinearity, which admits the existence of a limiting soliton. The features of the soliton interaction with participation of a thick soliton are demonstrated. Special attention is paid to the nonlinear-interaction influence on the wave-field moments, which determine the skewness and the kurtosis in the theory of turbulence.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ho, C.-L.; Lee, C.-C., E-mail: chieh.no27@gmail.com
2016-01-15
We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.
Algebraic and geometric structures of analytic partial differential equations
NASA Astrophysics Data System (ADS)
Kaptsov, O. V.
2016-11-01
We study the problem of the compatibility of nonlinear partial differential equations. We introduce the algebra of convergent power series, the module of derivations of this algebra, and the module of Pfaffian forms. Systems of differential equations are given by power series in the space of infinite jets. We develop a technique for studying the compatibility of differential systems analogous to the Gröbner bases. Using certain assumptions, we prove that compatible systems generate infinite manifolds.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Moslem, W. M.; Sabry, R.; Shukla, P. K.
2010-03-15
By using the hydrodynamic equations of ions, Thomas-Fermi electron/positron density distribution, and Poisson equation, a three-dimensional cylindrical Kadomtsev-Petviashvili (CKP) equation is derived for small but finite amplitude ion-acoustic waves. The generalized expansion method is used to analytically solve the CKP equation. New class of solutions admits a train of well-separated bell-shaped periodic pulses is obtained. At certain condition, the latter degenerates to solitary wave solution. The effects of physical parameters on the solitary pulse structures are examined. Furthermore, the energy integral equation is used to study the existence regions of the localized pulses. The present study might be helpful tomore » understand the excitation of nonlinear ion-acoustic waves in a very dense astrophysical objects such as white dwarfs.« less
Symmetries of the Gas Dynamics Equations using the Differential Form Method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ramsey, Scott D.; Baty, Roy S.
Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.
Symmetries of the Gas Dynamics Equations using the Differential Form Method
Ramsey, Scott D.; Baty, Roy S.
2017-11-21
Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.
Thandapani, Ethiraju; Kannan, Manju; Pinelas, Sandra
2016-01-01
In this paper, we present some sufficient conditions for the oscillation of all solutions of a second order forced impulsive delay differential equation with damping term. Three factors-impulse, delay and damping that affect the interval qualitative properties of solutions of equations are taken into account together. The results obtained in this paper extend and generalize some of the the known results for forced impulsive differential equations. An example is provided to illustrate the main result.
ERIC Educational Resources Information Center
Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.
2008-01-01
Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…
ERIC Educational Resources Information Center
Khotimah, Rita Pramujiyanti; Masduki
2016-01-01
Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…
Differential geometry techniques for sets of nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
On the Singular Perturbations for Fractional Differential Equation
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
A neuro approach to solve fuzzy Riccati differential equations
NASA Astrophysics Data System (ADS)
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
NASA Astrophysics Data System (ADS)
Camporesi, Roberto
2016-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.
Zhukovsky, K
2014-01-01
We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.
A neuro approach to solve fuzzy Riccati differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com; Telekom Malaysia, R&D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor; Kumaresan, N., E-mail: drnk2008@gmail.com
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Kepner, Gordon R
2014-08-27
This study uses dimensional analysis to derive the general second-order differential equation that underlies numerous physical and natural phenomena described by common mathematical functions. It eschews assumptions about empirical constants and mechanisms. It relies only on the data plot's mathematical properties to provide the conditions and constraints needed to specify a second-order differential equation that is free of empirical constants for each phenomenon. A practical example of each function is analyzed using the general form of the underlying differential equation and the observable unique mathematical properties of each data plot, including boundary conditions. This yields a differential equation that describes the relationship among the physical variables governing the phenomenon's behavior. Complex phenomena such as the Standard Normal Distribution, the Logistic Growth Function, and Hill Ligand binding, which are characterized by data plots of distinctly different sigmoidal character, are readily analyzed by this approach. It provides an alternative, simple, unifying basis for analyzing each of these varied phenomena from a common perspective that ties them together and offers new insights into the appropriate empirical constants for describing each phenomenon.
LETTER TO THE EDITOR: A theorem on topologically massive gravity
NASA Astrophysics Data System (ADS)
Aliev, A. N.; Nutku, Y.
1996-03-01
We show that for three dimensional spacetimes admitting a hypersurface orthogonal Killing vector field, Deser, Jackiw and Templeton's vacuum field equations of topologically massive gravity allow only the trivial flat spacetime solution. Thus spin is necessary to support topological mass.
Some Remarks on Space-Time Decompositions, and Degenerate Metrics, in General Relativity
NASA Astrophysics Data System (ADS)
Bengtsson, Ingemar
Space-time decomposition of the Hilbert-Palatini action, written in a form which admits degenerate metrics, is considered. Simple numerology shows why D = 3 and 4 are singled out as admitting a simple phase space. The canonical structure of the degenerate sector turns out to be awkward. However, the real degenerate metrics obtained as solutions are the same as those that occur in Ashtekar's formulation of complex general relativity. An exact solution of Ashtekar's equations, with degenerate metric, shows that the manifestly four-dimensional form of the action, and its 3 + 1 form, are not quite equivalent.
NASA Astrophysics Data System (ADS)
Zia, Haider
2017-06-01
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.
On the solution of the generalized wave and generalized sine-Gordon equations
NASA Technical Reports Server (NTRS)
Ablowitz, M. J.; Beals, R.; Tenenblat, K.
1986-01-01
The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.
NASA Astrophysics Data System (ADS)
Ohmori, Shousuke; Yamazaki, Yoshihiro
2016-01-01
Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.
Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation
NASA Astrophysics Data System (ADS)
Rui, Wenjuan; Zhang, Xiangzhi
2016-05-01
This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.
Solving constant-coefficient differential equations with dielectric metamaterials
NASA Astrophysics Data System (ADS)
Zhang, Weixuan; Qu, Che; Zhang, Xiangdong
2016-07-01
Recently, the concept of metamaterial analog computing has been proposed (Silva et al 2014 Science 343 160-3). Some mathematical operations such as spatial differentiation, integration, and convolution, have been performed by using designed metamaterial blocks. Motivated by this work, we propose a practical approach based on dielectric metamaterial to solve differential equations. The ordinary differential equation can be solved accurately by the correctly designed metamaterial system. The numerical simulations using well-established numerical routines have been performed to successfully verify all theoretical analyses.
Ding, A Adam; Wu, Hulin
2014-10-01
We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.
Ding, A. Adam; Wu, Hulin
2015-01-01
We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method. PMID:26401093
Modelling with Difference Equations Supported by GeoGebra: Exploring the Kepler Problem
ERIC Educational Resources Information Center
Kovacs, Zoltan
2010-01-01
The use of difference and differential equations in the modelling is a topic usually studied by advanced students in mathematics. However difference and differential equations appear in the school curriculum in many direct or hidden ways. Difference equations first enter in the curriculum when studying arithmetic sequences. Moreover Newtonian…
ERIC Educational Resources Information Center
Tisdell, C. C.
2017-01-01
Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
Sun, Leping
2016-01-01
This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true.
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
Müller, Eike H; Scheichl, Rob; Shardlow, Tony
2015-04-08
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.
Differential Equation Models for Sharp Threshold Dynamics
2012-08-01
dynamics, and the Lanchester model of armed conflict, where the loss of a key capability drastically changes dynamics. We derive and demonstrate a step...dynamics using differential equations. 15. SUBJECT TERMS Differential Equations, Markov Population Process, S-I-R Epidemic, Lanchester Model 16...infection, where a detection event drastically changes dynamics, and the Lanchester model of armed conflict, where the loss of a key capability
A Simple Method to Find out when an Ordinary Differential Equation Is Separable
ERIC Educational Resources Information Center
Cid, Jose Angel
2009-01-01
We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…
Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle
Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.
2013-01-01
We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853
Discovery and Optimization of Low-Storage Runge-Kutta Methods
2015-06-01
NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a
Asymptotic analysis of the local potential approximation to the Wetterich equation
NASA Astrophysics Data System (ADS)
Bender, Carl M.; Sarkar, Sarben
2018-06-01
This paper reports a study of the nonlinear partial differential equation that arises in the local potential approximation to the Wetterich formulation of the functional renormalization group equation. A cut-off-dependent shift of the potential in this partial differential equation is performed. This shift allows a perturbative asymptotic treatment of the differential equation for large values of the infrared cut-off. To leading order in perturbation theory the differential equation becomes a heat equation, where the sign of the diffusion constant changes as the space-time dimension D passes through 2. When D < 2, one obtains a forward heat equation whose initial-value problem is well-posed. However, for D > 2 one obtains a backward heat equation whose initial-value problem is ill-posed. For the special case D = 1 the asymptotic series for cubic and quartic models is extrapolated to the small infrared-cut-off limit by using Padé techniques. The effective potential thus obtained from the partial differential equation is then used in a Schrödinger-equation setting to study the stability of the ground state. For cubic potentials it is found that this Padé procedure distinguishes between a -symmetric theory and a conventional Hermitian theory (g real). For an theory the effective potential is nonsingular and has a stable ground state but for a conventional theory the effective potential is singular. For a conventional Hermitian theory and a -symmetric theory (g > 0) the results are similar; the effective potentials in both cases are nonsingular and possess stable ground states.
Group foliation of finite difference equations
NASA Astrophysics Data System (ADS)
Thompson, Robert; Valiquette, Francis
2018-06-01
Using the theory of equivariant moving frames, a group foliation method for invariant finite difference equations is developed. This method is analogous to the group foliation of differential equations and uses the symmetry group of the equation to decompose the solution process into two steps, called resolving and reconstruction. Our constructions are performed algorithmically and symbolically by making use of discrete recurrence relations among joint invariants. Applications to invariant finite difference equations that approximate differential equations are given.
Existence and Stability of Spatial Plane Waves for the Incompressible Navier-Stokes in R^3
NASA Astrophysics Data System (ADS)
Correia, Simão; Figueira, Mário
2018-03-01
We consider the three-dimensional incompressible Navier-Stokes equation on the whole space. We observe that this system admits a L^∞ family of global spatial plane wave solutions, which are connected with the two-dimensional equation. We then proceed to prove local well-posedness over a space which includes L^3(R^3) and these solutions. Finally, we prove L^3-stability of spatial plane waves, with no condition on their size.
1983-01-01
1980 (this conference) attests to method , that in admittedly a phased b array context, and to method being a bit complex. Polarization control...Computation of the phase shift was made by two methods . The first used equations in Marcuvitz 4 for an E-plane waveguide bend, with changes in e i...made by adjustment of the waveguide width. The second method (Bahar-) requi-edi solving the wave equation in cylindrical coordinates. 28 Because the
Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).
Murase, Kenya
2016-01-01
Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.
Ion temperature gradient mode driven solitons and shocks
NASA Astrophysics Data System (ADS)
Zakir, U.; Adnan, Muhammad; Haque, Q.; Qamar, Anisa; Mirza, Arshad M.
2016-04-01
Ion temperature gradient (ITG) driven solitons and shocks are studied in a plasma having gradients in the equilibrium number density and equilibrium ion temperature. In the linear regime, it is found that the ion temperature and the ratio of the gradient scale lengths, ηi=Ln/LT , affect both the real frequency and the growth rate of the ITG driven wave instability. In the nonlinear regime, for the first time we derive a Korteweg de Vries-type equation for the ITG mode, which admits solitary wave solution. It is found that the ITG mode supports only compressive solitons. Further, it is noticed that the soliton amplitude and width are sensitive to the parameter ηi=Ln/LT . Second, in the presence of dissipation in the system, we obtain a Burger type equation, which admits the shock wave solution. This work may be useful to understand the low frequency electrostatic modes in inhomogeneous electron-ion plasma having density and ion temperature gradients. For illustration, the model has been applied to tokamak plasma.
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.
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.
Localization of intense electromagnetic waves in a relativistically hot plasma.
Shukla, P K; Eliasson, B
2005-02-18
We consider nonlinear interactions between intense short electromagnetic waves (EMWs) and a relativistically hot electron plasma that supports relativistic electron holes (REHs). It is shown that such EMW-REH interactions are governed by a coupled nonlinear system of equations composed of a nonlinear Schro dinger equation describing the dynamics of the EMWs and the Poisson-relativistic Vlasov system describing the dynamics of driven REHs. The present nonlinear system of equations admits both a linearly trapped discrete number of eigenmodes of the EMWs in a quasistationary REH and a modification of the REH by large-amplitude trapped EMWs. Computer simulations of the relativistic Vlasov and Maxwell-Poisson system of equations show complex interactions between REHs loaded with localized EMWs.
Kleinert, H; Zatloukal, V
2013-11-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
Quantum spatial propagation of squeezed light in a degenerate parametric amplifier
NASA Technical Reports Server (NTRS)
Deutsch, Ivan H.; Garrison, John C.
1992-01-01
Differential equations which describe the steady state spatial evolution of nonclassical light are established using standard quantum field theoretic techniques. A Schroedinger equation for the state vector of the optical field is derived using the quantum analog of the slowly varying envelope approximation (SVEA). The steady state solutions are those that satisfy the time independent Schroedinger equation. The resulting eigenvalue problem then leads to the spatial propagation equations. For the degenerate parametric amplifier this method shows that the squeezing parameter obey nonlinear differential equations coupled by the amplifier gain and phase mismatch. The solution to these differential equations is equivalent to one obtained from the classical three wave mixing steady state solution to the parametric amplifier with a nondepleted pump.
Factorization and the synthesis of optimal feedback kernels for differential-delay systems
NASA Technical Reports Server (NTRS)
Milman, Mark M.; Scheid, Robert E.
1987-01-01
A combination of ideas from the theories of operator Riccati equations and Volterra factorizations leads to the derivation of a novel, relatively simple set of hyperbolic equations which characterize the optimal feedback kernel for the finite-time regulator problem for autonomous differential-delay systems. Analysis of these equations elucidates the underlying structure of the feedback kernel and leads to the development of fast and accurate numerical methods for its computation. Unlike traditional formulations based on the operator Riccati equation, the gain is characterized by means of classical solutions of the derived set of equations. This leads to the development of approximation schemes which are analogous to what has been accomplished for systems of ordinary differential equations with given initial conditions.
Dynamically orthogonal field equations for stochastic flows and particle dynamics
2011-02-01
where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new
Non-invertible transformations of differential-difference equations
NASA Astrophysics Data System (ADS)
Garifullin, R. N.; Yamilov, R. I.; Levi, D.
2016-09-01
We discuss aspects of the theory of non-invertible transformations of differential-difference equations and, in particular, the notion of Miura type transformation. We introduce the concept of non-Miura type linearizable transformation and we present techniques that allow one to construct simple linearizable transformations and might help one to solve classification problems. This theory is illustrated by the example of a new integrable differential-difference equation depending on five lattice points, interesting from the viewpoint of the non-invertible transformation, which relate it to an Itoh-Narita-Bogoyavlensky equation.
NASA Astrophysics Data System (ADS)
Iyer, B. R.; Kamran, N.
1991-09-01
The question of the separability of the Dirac equation in metrics with local rotational symmetry is reexamined by adapting the analysis of Kamran and McLenaghan [J. Math. Phys. 25, 1019 (1984)] for the metrics admitting a two-dimensional Abelian local isometry group acting orthogonally transitively. This generalized treatment, which involves the choice of a suitable system of local coordinates and spinor frame, allows one to establish the separability of the Dirac equation within the class of metrics for which the previous analysis of Iyer and Vishveshwara [J. Math. Phys. 26, 1034 (1985)] had left the question of separability open.
On the effective field theory of heterotic vacua
NASA Astrophysics Data System (ADS)
McOrist, Jock
2018-04-01
The effective field theory of heterotic vacua that realise [InlineEquation not available: see fulltext.] preserving N{=}1 supersymmetry is studied. The vacua in question admit large radius limits taking the form [InlineEquation not available: see fulltext.], with [InlineEquation not available: see fulltext.] a smooth threefold with vanishing first Chern class and a stable holomorphic gauge bundle [InlineEquation not available: see fulltext.]. In a previous paper we calculated the kinetic terms for moduli, deducing the moduli metric and Kähler potential. In this paper, we compute the remaining couplings in the effective field theory, correct to first order in {α ^{\\backprime } }. In particular, we compute the contribution of the matter sector to the Kähler potential and derive the Yukawa couplings and other quadratic fermionic couplings. From this we write down a Kähler potential [InlineEquation not available: see fulltext.] and superpotential [InlineEquation not available: see fulltext.].
DOE Office of Scientific and Technical Information (OSTI.GOV)
Batool, Nazia; Jahangir, R.; National Center of Physics
In the present investigation, cylindrical Kadomstev-Petviashvili (CKP) equation is derived in pair-ion-electron plasmas to study the propagation and interaction of two solitons. Using a novel gauge transformation, two soliton solutions of CKP equation are found analytically by using Hirota's method and to the best of our knowledge have been used in plasma physics for the first time. Interestingly, it is observed that unlike the planar Kadomstev-Petviashvili (KP) equation, the CKP equation admits horseshoe-like solitary structures. Another non-trivial feature of CKP solitary solution is that the interaction parameter gets modified by the plasma parameters contrary to the one obtained for Korteweg–demore » Vries equation. The importance of the present investigation to understand the formation and interaction of solitons in laboratory produced pair plasmas is also highlighted.« less
Dynamic characteristics of a two-stage variable-mass flexible missile with internal flow
NASA Technical Reports Server (NTRS)
Meirovitch, L.; Bankovskis, J.
1972-01-01
A general formulation of the dynamical problems associated with powered flight of a two stage flexible, variable-mass missile with internal flow, discrete masses, and aerodynamic forces is presented. The formulation comprises six ordinary differential equations for the rigid body motion, 3n ordinary differential equations for the n discrete masses and three partial differential equations with the appropriate boundary conditions for the elastic motion. This set of equations is modified to represent a single stage flexible, variable-mass missile with internal flow and aerodynamic forces. The rigid-body motion consists then of three translations and three rotations, whereas the elastic motion is defined by one longitudinal and two flexural displacements, the latter about two orthogonal transverse axes. The differential equations are nonlinear and, in addition, they possess time-dependent coefficients due to the mass variation.
NASA Astrophysics Data System (ADS)
Doha, E. H.; Abd-Elhameed, W. M.
2005-09-01
We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.
A new numerical approximation of the fractal ordinary differential equation
NASA Astrophysics Data System (ADS)
Atangana, Abdon; Jain, Sonal
2018-02-01
The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.
Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.
1983-12-01
numerical solution of fluid dynamics problems is presented. However, the method is applicable to the numer- ical evaluation of any partial differential...emphasis is being placed on numerical solution of the governing differential equations by finite difference methods . In the past two decades, considerable...original equations presented in that paper. The solution of the second problem is more difficult. 2 The method of Thompson et al. provides control for
A one-step method for modelling longitudinal data with differential equations.
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.
Effect of Weekend Admissions on the Treatment Process and Outcomes of Internal Medicine Patients
Huang, Chun-Che; Huang, Yu-Tung; Hsu, Nin-Chieh; Chen, Jin-Shing; Yu, Chong-Jen
2016-01-01
Abstract Many studies address the effect of weekend admission on patient outcomes. This population-based study aimed to evaluate the relationship between weekend admission and the treatment process and outcomes of general internal medicine patients in Taiwan. A total of 82,340 patients (16,657 weekend and 65,683 weekday admissions) aged ≥20 years and admitted to the internal medicine departments of 17 medical centers between 2007 and 2009 were identified from the Taiwan National Health Insurance Research Database. A generalized estimating equation (GEE) analysis was used to compare patients admitted on weekends and those admitted on weekdays. Patients who were admitted on weekends were more likely to undergo intubation (odds ratio [OR]: 1.27; 95% confidence interval [CI]: 1.16–1.39; P < 0.001) and/or mechanical ventilation (OR, 1.25; 95% CI, 1.15–1.35; P < 0.001), cardio-pulmonary resuscitation (OR: 1.45; 95% CI: 1.05–2.01; P = 0.026), and be transferred to the intensive care unit (ICU) (OR: 1.16; 95% CI: 1.03–1.30; P = 0.015) compared with those admitted on weekdays. Weekend-admitted patients also had higher odds of in-hospital mortality (OR: 1.19; 95% CI: 1.09–1.30; P < 0.001) and hospital treatment cost (OR: 1.04; 95% CI: 1.01–1.06; P = 0.008) than weekday-admitted patients. General internal medicine patients who were admitted on weekends experienced more intensive care procedures and higher ICU admission, in-hospital mortality, and treatment cost. Intensive care utilization may serve as early indicator of poorer outcomes and a potential entry point to offer preventive intervention before proceeding to intensive treatment. PMID:26871788
Huang, Chun-Che; Huang, Yu-Tung; Hsu, Nin-Chieh; Chen, Jin-Shing; Yu, Chong-Jen
2016-02-01
Many studies address the effect of weekend admission on patient outcomes. This population-based study aimed to evaluate the relationship between weekend admission and the treatment process and outcomes of general internal medicine patients in Taiwan.A total of 82,340 patients (16,657 weekend and 65,683 weekday admissions) aged ≥20 years and admitted to the internal medicine departments of 17 medical centers between 2007 and 2009 were identified from the Taiwan National Health Insurance Research Database. A generalized estimating equation (GEE) analysis was used to compare patients admitted on weekends and those admitted on weekdays.Patients who were admitted on weekends were more likely to undergo intubation (odds ratio [OR]: 1.27; 95% confidence interval [CI]: 1.16-1.39; P < 0.001) and/or mechanical ventilation (OR, 1.25; 95% CI, 1.15-1.35; P < 0.001), cardio-pulmonary resuscitation (OR: 1.45; 95% CI: 1.05-2.01; P = 0.026), and be transferred to the intensive care unit (ICU) (OR: 1.16; 95% CI: 1.03-1.30; P = 0.015) compared with those admitted on weekdays. Weekend-admitted patients also had higher odds of in-hospital mortality (OR: 1.19; 95% CI: 1.09-1.30; P < 0.001) and hospital treatment cost (OR: 1.04; 95% CI: 1.01-1.06; P = 0.008) than weekday-admitted patients.General internal medicine patients who were admitted on weekends experienced more intensive care procedures and higher ICU admission, in-hospital mortality, and treatment cost. Intensive care utilization may serve as early indicator of poorer outcomes and a potential entry point to offer preventive intervention before proceeding to intensive treatment.
NASA Astrophysics Data System (ADS)
Shallal, Muhannad A.; Jabbar, Hawraz N.; Ali, Khalid K.
2018-03-01
In this paper, we constructed a travelling wave solution for space-time fractional nonlinear partial differential equations by using the modified extended Tanh method with Riccati equation. The method is used to obtain analytic solutions for the space-time fractional Klein-Gordon and coupled conformable space-time fractional Boussinesq equations. The fractional complex transforms and the properties of modified Riemann-Liouville derivative have been used to convert these equations into nonlinear ordinary differential equations.
Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process
NASA Astrophysics Data System (ADS)
Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi
2015-04-01
The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.
Symmetry classification of time-fractional diffusion equation
NASA Astrophysics Data System (ADS)
Naeem, I.; Khan, M. D.
2017-01-01
In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.
The numerical solution of ordinary differential equations by the Taylor series method
NASA Technical Reports Server (NTRS)
Silver, A. H.; Sullivan, E.
1973-01-01
A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.
Sargolzaie, Narjes; Miri-Moghaddam, Ebrahim
2014-01-01
The most common differential diagnosis of β-thalassemia (β-thal) trait is iron deficiency anemia. Several red blood cell equations were introduced during different studies for differential diagnosis between β-thal trait and iron deficiency anemia. Due to genetic variations in different regions, these equations cannot be useful in all population. The aim of this study was to determine a native equation with high accuracy for differential diagnosis of β-thal trait and iron deficiency anemia for the Sistan and Baluchestan population by logistic regression analysis. We selected 77 iron deficiency anemia and 100 β-thal trait cases. We used binary logistic regression analysis and determined best equations for probability prediction of β-thal trait against iron deficiency anemia in our population. We compared diagnostic values and receiver operative characteristic (ROC) curve related to this equation and another 10 published equations in discriminating β-thal trait and iron deficiency anemia. The binary logistic regression analysis determined the best equation for best probability prediction of β-thal trait against iron deficiency anemia with area under curve (AUC) 0.998. Based on ROC curves and AUC, Green & King, England & Frazer, and then Sirdah indices, respectively, had the most accuracy after our equation. We suggest that to get the best equation and cut-off in each region, one needs to evaluate specific information of each region, specifically in areas where populations are homogeneous, to provide a specific formula for differentiating between β-thal trait and iron deficiency anemia.
Laplace and Z Transform Solutions of Differential and Difference Equations With the HP-41C.
ERIC Educational Resources Information Center
Harden, Richard C.; Simons, Fred O., Jr.
1983-01-01
A previously developed program for the HP-41C programmable calculator is extended to handle models of differential and difference equations with multiple eigenvalues. How to obtain difference equation solutions via the Z transform is described. (MNS)
Local algebraic analysis of differential systems
NASA Astrophysics Data System (ADS)
Kaptsov, O. V.
2015-06-01
We propose a new approach for studying the compatibility of partial differential equations. This approach is a synthesis of the Riquier method, Gröbner basis theory, and elements of algebraic geometry. As applications, we consider systems including the wave equation and the sine-Gordon equation.
Oxidation Behavior of Carbon Fiber-Reinforced Composites
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2008-01-01
OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.
The method of averages applied to the KS differential equations
NASA Technical Reports Server (NTRS)
Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.
1977-01-01
A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.
Concatenons as the solutions for non-linear partial differential equations
NASA Astrophysics Data System (ADS)
Kudryashov, N. A.; Volkov, A. K.
2017-07-01
New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.
Hooper, Lee; Abdelhamid, Asmaa; Ali, Adam; Bunn, Diane K; Jennings, Amy; John, W Garry; Kerry, Susan; Lindner, Gregor; Pfortmueller, Carmen A; Sjöstrand, Fredrik; Walsh, Neil P; Fairweather-Tait, Susan J; Potter, John F; Hunter, Paul R; Shepstone, Lee
2015-01-01
Objectives To assess which osmolarity equation best predicts directly measured serum/plasma osmolality and whether its use could add value to routine blood test results through screening for dehydration in older people. Design Diagnostic accuracy study. Participants Older people (≥65 years) in 5 cohorts: Dietary Strategies for Healthy Ageing in Europe (NU-AGE, living in the community), Dehydration Recognition In our Elders (DRIE, living in residential care), Fortes (admitted to acute medical care), Sjöstrand (emergency room) or Pfortmueller cohorts (hospitalised with liver cirrhosis). Reference standard for hydration status Directly measured serum/plasma osmolality: current dehydration (serum osmolality >300 mOsm/kg), impending/current dehydration (≥295 mOsm/kg). Index tests 39 osmolarity equations calculated using serum indices from the same blood draw as directly measured osmolality. Results Across 5 cohorts 595 older people were included, of whom 19% were dehydrated (directly measured osmolality >300 mOsm/kg). Of 39 osmolarity equations, 5 showed reasonable agreement with directly measured osmolality and 3 had good predictive accuracy in subgroups with diabetes and poor renal function. Two equations were characterised by narrower limits of agreement, low levels of differential bias and good diagnostic accuracy in receiver operating characteristic plots (areas under the curve >0.8). The best equation was osmolarity=1.86×(Na++ K+)+1.15×glucose+urea+14 (all measured in mmol/L). It appeared useful in people aged ≥65 years with and without diabetes, poor renal function, dehydration, in men and women, with a range of ages, health, cognitive and functional status. Conclusions Some commonly used osmolarity equations work poorly, and should not be used. Given costs and prevalence of dehydration in older people we suggest use of the best formula by pathology laboratories using a cutpoint of 295 mOsm/L (sensitivity 85%, specificity 59%), to report dehydration risk opportunistically when serum glucose, urea and electrolytes are measured for other reasons in older adults. Trial registration numbers: DRIE: Research Register for Social Care, 122273; NU-AGE: ClinicalTrials.gov NCT01754012. PMID:26490100
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.
NASA Astrophysics Data System (ADS)
Sato, Aki-Hiro
2010-12-01
This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.
Modeling biological gradient formation: combining partial differential equations and Petri nets.
Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J
2016-01-01
Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.
Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...
2017-12-20
We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less
Numerical methods for stochastic differential equations
NASA Astrophysics Data System (ADS)
Kloeden, Peter; Platen, Eckhard
1991-06-01
The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul
We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less
Modeling animal movements using stochastic differential equations
Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie
2004-01-01
We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...
Noncommutative differential geometry related to the Young-Baxter equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gurevich, D.; Radul, A.; Rubtsov, V.
1995-11-10
An analogue of the differential calculus associated with a unitary solution of the quantum Young-Baxter equation is constructed. An example of a ring sheaf Z`s considered in which local solutions of the Young-Baxter quantum equation are defined but there is no global section.
Simulation of Stochastic Processes by Coupled ODE-PDE
NASA Technical Reports Server (NTRS)
Zak, Michail
2008-01-01
A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.
NASA Astrophysics Data System (ADS)
Khosropour, B.; Moayedi, S. K.; Sabzali, R.
2018-07-01
The solution of integro-differential Schrodinger equation (IDSE) which was introduced by physicists has a great role in the fields of science. The purpose of this paper comes in two parts. First, studying the relationship between integro-differential Schrodinger equation with a symmetric non-local potential and one-dimensional Schrodinger equation with a position-dependent effective mass. Second, we show that the quantum Hamiltonian for a particle with position-dependent mass after applying Liouville-Green transformations will be converted to a quantum Hamiltonian for a particle with constant mass.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Navier-Stokes dynamics on a differential one-form
NASA Astrophysics Data System (ADS)
Story, Troy L.
2006-11-01
After transforming the Navier-Stokes dynamic equation into a characteristic differential one-form on an odd-dimensional differentiable manifold, exterior calculus is used to construct a pair of differential equations and tangent vector(vortex vector) characteristic of Hamiltonian geometry. A solution to the Navier-Stokes dynamic equation is then obtained by solving this pair of equations for the position x^k and the conjugate to the position bk as functions of time. The solution bk is shown to be divergence-free by contracting the differential 3-form corresponding to the divergence of the gradient of the velocity with a triple of tangent vectors, implying constraints on two of the tangent vectors for the system. Analysis of the solution bk shows it is bounded since it remains finite as | x^k | ->,, and is physically reasonable since the square of the gradient of the principal function is bounded. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian is obtained.
NASA Astrophysics Data System (ADS)
Berkeley, George; Igonin, Sergei
2016-07-01
Miura-type transformations (MTs) are an essential tool in the theory of integrable nonlinear partial differential and difference equations. We present a geometric method to construct MTs for differential-difference (lattice) equations from Darboux-Lax representations (DLRs) of such equations. The method is applicable to parameter-dependent DLRs satisfying certain conditions. We construct MTs and modified lattice equations from invariants of some Lie group actions on manifolds associated with such DLRs. Using this construction, from a given suitable DLR one can obtain many MTs of different orders. The main idea behind this method is closely related to the results of Drinfeld and Sokolov on MTs for the partial differential KdV equation. Considered examples include the Volterra, Narita-Itoh-Bogoyavlensky, Toda, and Adler-Postnikov lattices. Some of the constructed MTs and modified lattice equations seem to be new.
Bayesian parameter estimation for nonlinear modelling of biological pathways.
Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang
2011-01-01
The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.
Exp-function method for solving fractional partial differential equations.
Zheng, Bin
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.
ERIC Educational Resources Information Center
Quinn, Terry; Rai, Sanjay
2012-01-01
The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…
Coincidence degree and periodic solutions of neutral equations
NASA Technical Reports Server (NTRS)
Hale, J. K.; Mawhin, J.
1973-01-01
The problem of existence of periodic solutions for some nonautonomous neutral functional differential equations is examined. It is an application of a basic theorem on the Fredholm alternative for periodic solutions of some linear neutral equations and of a generalized Leray-Schauder theory. Although proofs are simple, the results are nontrivial extensions to the neutral case of existence theorems for periodic solutions of functional differential equations.
NASA Astrophysics Data System (ADS)
Khataybeh, S. N.; Hashim, I.
2018-04-01
In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.
Solving ay'' + by' + cy = 0 with a Simple Product Rule Approach
ERIC Educational Resources Information Center
Tolle, John
2011-01-01
When elementary ordinary differential equations (ODEs) of first and second order are included in the calculus curriculum, second-order linear constant coefficient ODEs are typically solved by a method more appropriate to differential equations courses. This method involves the characteristic equation and its roots, complex-valued solutions, and…
Effect of Differential Item Functioning on Test Equating
ERIC Educational Resources Information Center
Kabasakal, Kübra Atalay; Kelecioglu, Hülya
2015-01-01
This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…
Cubication of Conservative Nonlinear Oscillators
ERIC Educational Resources Information Center
Belendez, Augusto; Alvarez, Mariela L.; Fernandez, Elena; Pascual, Immaculada
2009-01-01
A cubication procedure of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force, and this allows us to approximate the original nonlinear differential equation by a Duffing equation in which the coefficients for the linear…
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.
NASA Technical Reports Server (NTRS)
Krogh, F. T.; Stewart, K.
1984-01-01
Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.
On the Number of Periodic Solutions of Delay Differential Equations
NASA Astrophysics Data System (ADS)
Han, Maoan; Xu, Bing; Tian, Huanhuan; Bai, Yuzhen
In this paper, we consider the existence and number of periodic solutions for a class of delay differential equations of the form ẋ(t) = bx(t ‑ 1) + 𝜀f(x(t),x(t ‑ 1),𝜀), based on the Kaplan-Yorke method. Especially, we consider a kind of delay differential equations with f as a polynomial having parameters and find the number of periodic solutions with period 4 4k+1 or 4 4k+3.
Illness-death model: statistical perspective and differential equations.
Brinks, Ralph; Hoyer, Annika
2018-01-27
The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.
Algorithms For Integrating Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
Design of TIR collimating lens for ordinary differential equation of extended light source
NASA Astrophysics Data System (ADS)
Zhan, Qianjing; Liu, Xiaoqin; Hou, Zaihong; Wu, Yi
2017-10-01
The source of LED has been widely used in our daily life. The intensity angle distribution of single LED is lambert distribution, which does not satisfy the requirement of people. Therefore, we need to distribute light and change the LED's intensity angle distribution. The most commonly method to change its intensity angle distribution is the free surface. Generally, using ordinary differential equations to calculate free surface can only be applied in a point source, but it will lead to a big error for the expand light. This paper proposes a LED collimating lens based on the ordinary differential equation, combined with the LED's light distribution curve, and adopt the method of calculating the center gravity of the extended light to get the normal vector. According to the law of Snell, the ordinary differential equations are constructed. Using the runge-kutta method for solution of ordinary differential equation solution, the curve point coordinates are gotten. Meanwhile, the edge point data of lens are imported into the optical simulation software TracePro. Based on 1mm×1mm single lambert body for light conditions, The degrees of collimating light can be close to +/-3. Furthermore, the energy utilization rate is higher than 85%. In this paper, the point light source is used to calculate partial differential equation method and compared with the simulation of the lens, which improve the effect of 1 degree of collimation.
A result on differential inequalities and its application to higher order trajectory derivatives
NASA Technical Reports Server (NTRS)
Gunderson, R. W.
1973-01-01
A result on differential inequalities is obtained by considering the adjoint differential equation of the variational equation of the right side of the inequality. The main theorem is proved using basic results on differentiability of solutions with respect to initial conditions. The result is then applied to the problem of determining solution behavior using comparison techniques.
Petrov, Pavel S; Sturm, Frédéric
2016-03-01
A problem of sound propagation in a shallow-water waveguide with a weakly sloping penetrable bottom is considered. The adiabatic mode parabolic equations are used to approximate the solution of the three-dimensional (3D) Helmholtz equation by modal decomposition of the acoustic pressure field. The mode amplitudes satisfy parabolic equations that admit analytical solutions in the special case of the 3D wedge. Using the analytical formula for modal amplitudes, an explicit and remarkably simple expression for the acoustic pressure in the wedge is obtained. The proposed solution is validated by the comparison with a solution of the 3D penetrable wedge problem obtained using a fully 3D parabolic equation that includes a leading-order cross term correction.
NASA Technical Reports Server (NTRS)
Carleton, O.
1972-01-01
Consideration is given specifically to sixth order elliptic partial differential equations in two independent real variables x, y such that the coefficients of the highest order terms are real constants. It is assumed that the differential operator has distinct characteristics and that it can be factored as a product of second order operators. By analytically continuing into the complex domain and using the complex characteristic coordinates of the differential equation, it is shown that its solutions, u, may be reflected across analytic arcs on which u satisfies certain analytic boundary conditions. Moreover, a method is given whereby one can determine a region into which the solution is extensible. It is seen that this region of reflection is dependent on the original domain of difinition of the solution, the arc and the coefficients of the highest order terms of the equation and not on any sufficiently small quantities; i.e., the reflection is global in nature. The method employed may be applied to similar differential equations of order 2n.
The discrete adjoint method for parameter identification in multibody system dynamics.
Lauß, Thomas; Oberpeilsteiner, Stefan; Steiner, Wolfgang; Nachbagauer, Karin
2018-01-01
The adjoint method is an elegant approach for the computation of the gradient of a cost function to identify a set of parameters. An additional set of differential equations has to be solved to compute the adjoint variables, which are further used for the gradient computation. However, the accuracy of the numerical solution of the adjoint differential equation has a great impact on the gradient. Hence, an alternative approach is the discrete adjoint method , where the adjoint differential equations are replaced by algebraic equations. Therefore, a finite difference scheme is constructed for the adjoint system directly from the numerical time integration method. The method provides the exact gradient of the discretized cost function subjected to the discretized equations of motion.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
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.
Tori and chaos in a simple C1-system
NASA Astrophysics Data System (ADS)
Roessler, O. E.; Kahiert, C.; Ughleke, B.
A piecewise-linear autonomous 3-variable ordinary differential equation is presented which permits analytical modeling of chaotic attractors. A once-differentiable system of equations is defined which consists of two linear half-systems which meet along a threshold plane. The trajectories described by each equation is thereby continuous along the divide, forming a one-parameter family of invariant tori. The addition of a damping term produces a system of equations for various chaotic attractors. Extension of the system by means of a 4-variable generalization yields hypertori and hyperchaos. It is noted that the hierarchy established is amenable to analysis by the use of Poincare half-maps. Applications of the systems of ordinary differential equations to modeling turbulent flows are discussed.
Differential equation of exospheric lateral transport and its application to terrestrial hydrogen
NASA Technical Reports Server (NTRS)
Hodges, R. R., Jr.
1973-01-01
The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.
Nonlinear grid error effects on numerical solution of partial differential equations
NASA Technical Reports Server (NTRS)
Dey, S. K.
1980-01-01
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
NASA Astrophysics Data System (ADS)
Andriopoulos, K.; Leach, P. G. L.
2007-04-01
We extend the work of Abraham-Shrauner [B. Abraham-Shrauner, Hidden symmetries and linearization of the modified Painleve-Ince equation, J. Math. Phys. 34 (1993) 4809-4816] on the linearization of the modified Painleve-Ince equation to a wider class of nonlinear second-order ordinary differential equations invariant under the symmetries of time translation and self-similarity. In the process we demonstrate a remarkable connection with the parameters obtained in the singularity analysis of this class of equations.
Polynomial mixture method of solving ordinary differential equations
NASA Astrophysics Data System (ADS)
Shahrir, Mohammad Shazri; Nallasamy, Kumaresan; Ratnavelu, Kuru; Kamali, M. Z. M.
2017-11-01
In this paper, a numerical solution of fuzzy quadratic Riccati differential equation is estimated using a proposed new approach that provides mixture of polynomials where iteratively the right mixture will be generated. This mixture provide a generalized formalism of traditional Neural Networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). This can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that Polynomial Mixture Method (PMM) shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over Mabood et al, RK-4, Multi-Agent NN and Neuro Method (NM).
NASA Astrophysics Data System (ADS)
Halkos, George E.; Tsilika, Kyriaki D.
2011-09-01
In this paper we examine the property of asymptotic stability in several dynamic economic systems, modeled in ordinary differential equation formulations of time parameter t. Asymptotic stability ensures intertemporal equilibrium for the economic quantity the solution stands for, regardless of what the initial conditions happen to be. Existence of economic equilibrium in continuous time models is checked via a Symbolic language, the Xcas program editor. Using stability theorems of differential equations as background a brief overview of symbolic capabilities of free software Xcas is given. We present computational experience with a programming style for stability results of ordinary linear and nonlinear differential equations. Numerical experiments on traditional applications of economic dynamics exhibit the simplicity clarity and brevity of input and output of our computer codes.
Kepner, Gordon R
2010-04-13
The numerous natural phenomena that exhibit saturation behavior, e.g., ligand binding and enzyme kinetics, have been approached, to date, via empirical and particular analyses. This paper presents a mechanism-free, and assumption-free, second-order differential equation, designed only to describe a typical relationship between the variables governing these phenomena. It develops a mathematical model for this relation, based solely on the analysis of the typical experimental data plot and its saturation characteristics. Its utility complements the traditional empirical approaches. For the general saturation curve, described in terms of its independent (x) and dependent (y) variables, a second-order differential equation is obtained that applies to any saturation phenomena. It shows that the driving factor for the basic saturation behavior is the probability of the interactive site being free, which is described quantitatively. Solving the equation relates the variables in terms of the two empirical constants common to all these phenomena, the initial slope of the data plot and the limiting value at saturation. A first-order differential equation for the slope emerged that led to the concept of the effective binding rate at the active site and its dependence on the calculable probability the interactive site is free. These results are illustrated using specific cases, including ligand binding and enzyme kinetics. This leads to a revised understanding of how to interpret the empirical constants, in terms of the variables pertinent to the phenomenon under study. The second-order differential equation revealed the basic underlying relations that describe these saturation phenomena, and the basic mathematical properties of the standard experimental data plot. It was shown how to integrate this differential equation, and define the common basic properties of these phenomena. The results regarding the importance of the slope and the new perspectives on the empirical constants governing the behavior of these phenomena led to an alternative perspective on saturation behavior kinetics. Their essential commonality was revealed by this analysis, based on the second-order differential equation.
A Unified Introduction to Ordinary Differential Equations
ERIC Educational Resources Information Center
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Improved finite difference schemes for transonic potential calculations
NASA Technical Reports Server (NTRS)
Hafez, M.; Osher, S.; Whitlow, W., Jr.
1984-01-01
Engquist and Osher (1980) have introduced a finite difference scheme for solving the transonic small disturbance equation, taking into account cases in which only compression shocks are admitted. Osher et al. (1983) studied a class of schemes for the full potential equation. It is proved that these schemes satisfy a new discrete 'entropy inequality' which rules out expansion shocks. However, the conducted analysis is restricted to steady two-dimensional flows. The present investigation is concerned with the adoption of a heuristic approach. The full potential equation in conservation form is solved with the aid of a modified artificial density method, based on flux biasing. It is shown that, with the current scheme, expansion shocks are not possible.
Anisotropic charged generalized polytropic models
NASA Astrophysics Data System (ADS)
Nasim, A.; Azam, M.
2018-06-01
In this paper, we found some new anisotropic charged models admitting generalized polytropic equation of state with spherically symmetry. An analytic solution of the Einstein-Maxwell field equations is obtained through the transformation introduced by Durgapal and Banerji (Phys. Rev. D 27:328, 1983). The physical viability of solutions corresponding to polytropic index η =1/2, 2/3, 1, 2 is analyzed graphically. For this, we plot physical quantities such as radial and tangential pressure, anisotropy, speed of sound which demonstrated that these models achieve all the considerable physical conditions required for a relativistic star. Further, it is mentioned here that previous results for anisotropic charged matter with linear, quadratic and polytropic equation of state can be retrieved.
Numerical studies of the KP line-solitons
NASA Astrophysics Data System (ADS)
Chakravarty, S.; McDowell, T.; Osborne, M.
2017-03-01
The Kadomtsev-Petviashvili (KP) equation admits a class of solitary wave solutions localized along distinct rays in the xy-plane, called the line-solitons, which describe the interaction of shallow water waves on a flat surface. These wave interactions have been observed on long, flat beaches, as well as have been recreated in laboratory experiments. In this paper, the line-solitons are investigated via direct numerical simulations of the KP equation, and the interactions of the evolved solitary wave patterns are studied. The objective is to obtain greater insight into solitary wave interactions in shallow water and to determine the extent the KP equation is a good model in describing these nonlinear interactions.
Black Holes, Hidden Symmetry and Complete Integrability: Brief Review
NASA Astrophysics Data System (ADS)
Frolov, Valeri P.
This chapter contains a brief review of the remarkable properties of higher dimensional rotating black holes with the spherical topology of the horizon. We demonstrate that these properties are connected with and generated by a special geometrical object, the Principal Conformal Killing-Yano tensor (PCKYT). The most general solution, describing such black holes, Kerr-NUT-ADS metric, admits this structure. Moreover a solution of the Einstein Equations with (or without) a cosmological constant which possesses PCKYT is the Kerr-NUT-ADS metric. This object (PCKYT) is responsible for such remarkable properties of higher dimensional rotating black holes as: (i) complete integrability of geodesic equations and (ii) complete separation of variables of the important field equations.
Geometry of Lax pairs: Particle motion and Killing-Yano tensors
NASA Astrophysics Data System (ADS)
Cariglia, Marco; Frolov, Valeri P.; Krtouš, Pavel; Kubizňák, David
2013-01-01
A geometric formulation of the Lax pair equation on a curved manifold is studied using the phase-space formalism. The corresponding (covariantly conserved) Lax tensor is defined and the method of generation of constants of motion from it is discussed. It is shown that when the Hamilton equations of motion are used, the conservation of the Lax tensor translates directly to the well-known Lax pair equation, with one matrix identified with components of the Lax tensor and the other matrix constructed from the (metric) connection. A generalization to Clifford objects is also discussed. Nontrivial examples of Lax tensors for geodesic and charged particle motion are found in spacetimes admitting a hidden symmetry of Killing-Yano tensors.
Extensive numerical study of a D-brane, anti-D-brane system in AdS 5 /CFT 4
NASA Astrophysics Data System (ADS)
Hegedűs, Árpád
2015-04-01
In this paper the hybrid-NLIE approach of [38] is extended to the ground state of a D-brane anti-D-brane system in AdS/CFT. The hybrid-NLIE equations presented in the paper are finite component alternatives of the previously proposed TBA equations and they admit an appropriate framework for the numerical investigation of the ground state of the problem. Straightforward numerical iterative methods fail to converge, thus new numerical methods are worked out to solve the equations. Our numerical data confirm the previous TBA data. In view of the numerical results the mysterious L = 1 case is also commented in the paper.
On Critical Spaces for the Navier-Stokes Equations
NASA Astrophysics Data System (ADS)
Prüss, Jan; Wilke, Mathias
2017-10-01
The abstract theory of critical spaces developed in Prüss and Wilke (J Evol Equ, 2017. doi: 10.1007/s00028-017-0382-6), Prüss et al. (Critical spaces for quasilinear parabolic evolution equations and applications, 2017) is applied to the Navier-Stokes equations in bounded domains with Navier boundary conditions as well as no-slip conditions. Our approach unifies, simplifies and extends existing work in the L_p -L_q setting, considerably. As an essential step, it is shown that the strong and weak Stokes operators with Navier conditions admit an H^∞-calculus with H^∞-angle 0, and the real and complex interpolation spaces of these operators are identified.
A kinetic equation with kinetic entropy functions for scalar conservation laws
NASA Technical Reports Server (NTRS)
Perthame, Benoit; Tadmor, Eitan
1990-01-01
A nonlinear kinetic equation is constructed and proved to be well-adapted to describe general multidimensional scalar conservation laws. In particular, it is proved to be well-posed uniformly in epsilon - the microscopic scale. It is also shown that the proposed kinetic equation is equipped with a family of kinetic entropy functions - analogous to Boltzmann's microscopic H-function, such that they recover Krushkov-type entropy inequality on the macroscopic scale. Finally, it is proved by both - BV compactness arguments in the one-dimensional case, that the local density of kinetic particles admits a continuum limit, as it converges strongly with epsilon below 0 to the unique entropy solution of the corresponding conservation law.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Derrida, B.; Spohn, H.
We show that the problem of a directed polymer on a tree with disorder can be reduced to the study of nonlinear equations of reaction-diffusion type. These equations admit traveling wave solutions that move at all possible speeds above a certain minimal speed. The speed of the wavefront is the free energy of the polymer problem and the minimal speed corresponds to a phase transition to a glassy phase similar to the spin-glass phase. Several properties of the polymer problem can be extracted from the correspondence with the traveling wave: probability distribution of the free energy, overlaps, etc.
A Super mKdV Equation: Bosonization, Painlevé Property and Exact Solutions
NASA Astrophysics Data System (ADS)
Ren, Bo; Lou, Sen-Yue
2018-04-01
The symmetry of the fermionic field is obtained by means of the Lax pair of the mKdV equation. A new super mKdV equation is constructed by virtue of the symmetry of the fermionic form. The super mKdV system is changed to a system of coupled bosonic equations with the bosonization approach. The bosonized SmKdV (BSmKdV) equation admits Painlevé property by the standard singularity analysis. The traveling wave solutions of the BSmKdV system are presented by the mapping and deformation method. We also provide other ideas to construct new super integrable systems. Supported by the National Natural Science Foundation of China under Grant Nos. 11775146, 11435005, and 11472177, Shanghai Knowledge Service Platform for Trustworthy Internet of Things under Grant No. ZF1213 and K. C. Wong Magna Fund in Ningbo University
Master equations and the theory of stochastic path integrals
NASA Astrophysics Data System (ADS)
Weber, Markus F.; Frey, Erwin
2017-04-01
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.
Master equations and the theory of stochastic path integrals.
Weber, Markus F; Frey, Erwin
2017-04-01
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.
Introduction to the Difference Calculus through the Fibonacci Numbers
ERIC Educational Resources Information Center
Shannon, A. G.; Atanassov, K. T.
2002-01-01
This note explores ways in which the Fibonacci numbers can be used to introduce difference equations as a prelude to differential equations. The rationale is that the formal aspects of discrete mathematics can provide a concrete introduction to the mechanisms of solving difference and differential equations without the distractions of the analytic…
Dual exponential polynomials and linear differential equations
NASA Astrophysics Data System (ADS)
Wen, Zhi-Tao; Gundersen, Gary G.; Heittokangas, Janne
2018-01-01
We study linear differential equations with exponential polynomial coefficients, where exactly one coefficient is of order greater than all the others. The main result shows that a nontrivial exponential polynomial solution of such an equation has a certain dual relationship with the maximum order coefficient. Several examples illustrate our results and exhibit possibilities that can occur.
NASA Technical Reports Server (NTRS)
Baumgarten, J.; Ostermeyer, G. P.
1986-01-01
The numerical solution of a system of differential and algebraic equations is difficult, due to the appearance of numerical instabilities. A method is presented here which permits numerical solutions of such a system to be obtained which satisfy the algebraic constraint equations exactly without reducing the order of the differential equations. The method is demonstrated using examples from mechanics.
The Use of Kruskal-Newton Diagrams for Differential Equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
A finite state projection algorithm for the stationary solution of the chemical master equation.
Gupta, Ankit; Mikelson, Jan; Khammash, Mustafa
2017-10-21
The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash [J. Chem. Phys. 124(4), 044104 (2006)], to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantized tensor-train implementation of our sFSP method, problems admitting more than 100 × 10 6 states can be efficiently solved.
A finite state projection algorithm for the stationary solution of the chemical master equation
NASA Astrophysics Data System (ADS)
Gupta, Ankit; Mikelson, Jan; Khammash, Mustafa
2017-10-01
The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations that describes the evolution of probability density for each population vector in the state-space of the stochastic reaction dynamics. For many examples of interest, this state-space is infinite, making it difficult to obtain exact solutions of the CME. To deal with this problem, the Finite State Projection (FSP) algorithm was developed by Munsky and Khammash [J. Chem. Phys. 124(4), 044104 (2006)], to provide approximate solutions to the CME by truncating the state-space. The FSP works well for finite time-periods but it cannot be used for estimating the stationary solutions of CMEs, which are often of interest in systems biology. The aim of this paper is to develop a version of FSP which we refer to as the stationary FSP (sFSP) that allows one to obtain accurate approximations of the stationary solutions of a CME by solving a finite linear-algebraic system that yields the stationary distribution of a continuous-time Markov chain over the truncated state-space. We derive bounds for the approximation error incurred by sFSP and we establish that under certain stability conditions, these errors can be made arbitrarily small by appropriately expanding the truncated state-space. We provide several examples to illustrate our sFSP method and demonstrate its efficiency in estimating the stationary distributions. In particular, we show that using a quantized tensor-train implementation of our sFSP method, problems admitting more than 100 × 106 states can be efficiently solved.
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
Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen
2015-01-01
In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential-difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit.
Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen
2015-01-01
In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457
A homotopy analysis method for the nonlinear partial differential equations arising in engineering
NASA Astrophysics Data System (ADS)
Hariharan, G.
2017-05-01
In this article, we have established the homotopy analysis method (HAM) for solving a few partial differential equations arising in engineering. This technique provides the solutions in rapid convergence series with computable terms for the problems with high degree of nonlinear terms appearing in the governing differential equations. The convergence analysis of the proposed method is also discussed. Finally, we have given some illustrative examples to demonstrate the validity and applicability of the proposed method.
Sensitivity of rough differential equations: An approach through the Omega lemma
NASA Astrophysics Data System (ADS)
Coutin, Laure; Lejay, Antoine
2018-03-01
The Itô map gives the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the Itô map is Hölder or Lipschitz continuous with respect to all its parameters. This result unifies and weakens the hypotheses of the regularity results already established in the literature.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Isa, Sharena Mohamad; Ali, Anati
In this paper, the hydromagnetic flow of dusty fluid over a vertical stretching sheet with thermal radiation is investigated. The governing partial differential equations are reduced to nonlinear ordinary differential equations using similarity transformation. These nonlinear ordinary differential equations are solved numerically using Runge-Kutta Fehlberg fourth-fifth order method (RKF45 Method). The behavior of velocity and temperature profiles of hydromagnetic fluid flow of dusty fluid is analyzed and discussed for different parameters of interest such as unsteady parameter, fluid-particle interaction parameter, the magnetic parameter, radiation parameter and Prandtl number on the flow.
Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style
NASA Astrophysics Data System (ADS)
Hillston, Jane; Duguid, Adam
The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.
GHM method for obtaining rationalsolutions of nonlinear differential equations.
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.
Heat transfer in a micropolar fluid over a stretching sheet with Newtonian heating.
Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan
2013-01-01
This article looks at the steady flow of Micropolar fluid over a stretching surface with heat transfer in the presence of Newtonian heating. The relevant partial differential equations have been reduced to ordinary differential equations. The reduced ordinary differential equation system has been numerically solved by Runge-Kutta-Fehlberg fourth-fifth order method. Influence of different involved parameters on dimensionless velocity, microrotation and temperature is examined. An excellent agreement is found between the present and previous limiting results.
A Model for the Oxidation of Carbon Silicon Carbide Composite Structures
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2004-01-01
A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.
Local and global Hopf bifurcation analysis in a neutral-type neuron system with two delays
NASA Astrophysics Data System (ADS)
Lv, Qiuyu; Liao, Xiaofeng
2018-03-01
In recent years, neutral-type differential-difference equations have been applied extensively in the field of engineering, and their dynamical behaviors are more complex than that of the delay differential-difference equations. In this paper, the equations used to describe a neutral-type neural network system of differential difference equation with two delays are studied (i.e. neutral-type differential equations). Firstly, by selecting τ1, τ2 respectively as a parameter, we provide an analysis about the local stability of the zero equilibrium point of the equations, and sufficient conditions of asymptotic stability for the system are derived. Secondly, by using the theory of normal form and applying the theorem of center manifold introduced by Hassard et al., the Hopf bifurcation is found and some formulas for deciding the stability of periodic solutions and the direction of Hopf bifurcation are given. Moreover, by applying the theorem of global Hopf bifurcation, the existence of global periodic solution of the system is studied. Finally, an example is given, and some computer numerical simulations are taken to demonstrate and certify the correctness of the presented results.
Spatial complexity of solutions of higher order partial differential equations
NASA Astrophysics Data System (ADS)
Kukavica, Igor
2004-03-01
We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .
New stability conditions for mixed linear Levin-Nohel integro-differential equations
NASA Astrophysics Data System (ADS)
Dung, Nguyen Tien
2013-08-01
For the mixed Levin-Nohel integro-differential equation, we obtain new necessary and sufficient conditions of asymptotic stability. These results improve those obtained by Becker and Burton ["Stability, fixed points and inverse of delays," Proc. - R. Soc. Edinburgh, Sect. A 136, 245-275 (2006)], 10.1017/S0308210500004546 and Jin and Luo ["Stability of an integro-differential equation," Comput. Math. Appl. 57(7), 1080-1088 (2009)], 10.1016/j.camwa.2009.01.006 when b(t) = 0 and supplement the 3/2-stability theorem when a(t, s) = 0. In addition, the case of the equations with several delays is discussed as well.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1971-01-01
Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.
The reflection for dense plant canopies from the one-angle radiative transfer equation
NASA Technical Reports Server (NTRS)
Ganapol, B. D.; Lawless, James G. (Technical Monitor)
1994-01-01
An essential component of remote sensing of vegetation canopies from satellites is fundamental understanding. Since passive remote is driven by photons, the modeling of photon interactions with vegetation is a basic building block in that understanding. Several such photon transport models have been developed during the past two decades and continue to be developed. Different approaches have been followed including monte carlo, radiosity methods, geometric shadowing, and radiative transfer. In general, each approach has application for canopies with specific attributes. This presentation concerns the application of radiative transfer to dense vegetation canopies in which the soil does not participate. The approach taken here is novel in that a consistent theory for photon transport for non-rotationally invariant leaf scattering is developed in a canopy with a general leaf angle distribution (LAD). The theory is limited to the one-angle approximation (azimuthally averaged radiance) and is based on Chandrasekhar's analytical theory. While such a model is admittedly only approximate, it does fulfill a unique function in our search for understanding. In particular, the model is simple in its construct yet contains the essential features of canopy architecture that are mainly responsible for observed responses. Thus, this model will not only be a predictive tool but also an educational one. The mathematical setting is the radiative transfer equation in a dense (semiinfinite) canopy. The leaf scattering phase function is assumed to be Lambertian with different reflectance and transmittance. In addition, abaxial and adaxial differentiation is allowed which effectively destroys optical reciprocity. The analytical solution for the canopy BRDF is obtained by manipulation of the integral transport equation (a la Chandrasekhar) for a general LAD. With discretization of the. leaf angle, the resulting set of integral equations are solved iteratively including an acceleration procedure when the single scatter albedo is near one (in the NIR). Results will be compared to the LARS soybean canopy radiances as well as to broadleaf results from a recent Ames experiment.
Solving Nonlinear Differential Equations in the Engineering Curriculum
ERIC Educational Resources Information Center
Auslander, David M.
1977-01-01
Described is the Dynamic System Simulation Language (SIM) mini-computer system utilized at the University of California, Los Angeles. It is used by engineering students for solving nonlinear differential equations. (SL)
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Numerical solution of distributed order fractional differential equations
NASA Astrophysics Data System (ADS)
Katsikadelis, John T.
2014-02-01
In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.
Dynamical symmetry enhancement near N = 2, D = 4 gauged supergravity horizons
NASA Astrophysics Data System (ADS)
Gutowski, J.; Mohaupt, T.; Papadopoulos, G.
2017-03-01
We show that all smooth Killing horizons with compact horizon sections of 4-dimensional gauged N = 2 supergravity coupled to any number of vector multiplets preserve 2{c}_1(K)+4ℓ supersymmetries, where K is a pull-back of the Hodge bundle of the special Kähler manifold on the horizon spatial section. We also demonstrate that all such horizons with {c}_1(K)=0 exhibit an sl(2,R) symmetry and preserve either 4 or 8 supersymmetries. If the orbits of the sl(2,R) symmetry are 2-dimensional, the horizons are warped products of AdS2 with the horizon spatial section. Otherwise, the horizon section admits an isometry which preserves all the fields. The proof of these results is centered on the use of index theorem in conjunction with an appropriate generalization of the Lichnerowicz theorem for horizons that preserve at least one supersymmetry. In all {c}_1(K)=0 cases, we specify the local geometry of spatial horizon sections and demonstrate that the solutions are determined by first order non-linear ordinary differential equations on some of the fields.
Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise
NASA Astrophysics Data System (ADS)
Chen, Can; Kang, Yanmei
2017-01-01
A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions.
Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H
2015-07-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.
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.
Complete factorisation and analytic solutions of generalized Lotka-Volterra equations
NASA Astrophysics Data System (ADS)
Brenig, L.
1988-11-01
It is shown that many systems of nonlinear differential equations of interest in various fields are naturally imbedded in a new family of differential equations. This family is invariant under nonlinear transformations based on the concept of matrix power of a vector. Each equation belonging to that family can be brought into a factorized canonical form for which integrable cases can be easily identified and solutions can be found by quadratures.
Singular Hopf bifurcation in a differential equation with large state-dependent delay
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.
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.
Properties of Solutions to the Irving-Mullineux Oscillator Equation
NASA Astrophysics Data System (ADS)
Mickens, Ronald E.
2002-10-01
A nonlinear differential equation is given in the book by Irving and Mullineux to model certain oscillatory phenomena.^1 They use a regular perturbation method^2 to obtain a first-approximation to the assumed periodic solution. However, their result is not uniformly valid and this means that the obtained solution is not periodic because of the presence of secular terms. We show their way of proceeding is not only incorrect, but that in fact the actual solution to this differential equation is a damped oscillatory function. Our proof uses the method of averaging^2,3 and the qualitative theory of differential equations for 2-dim systems. A nonstandard finite-difference scheme is used to calculate numerical solutions for the trajectories in phase-space. References: ^1J. Irving and N. Mullineux, Mathematics in Physics and Engineering (Academic, 1959); section 14.1. ^2R. E. Mickens, Nonlinear Oscillations (Cambridge University Press, 1981). ^3D. W. Jordan and P. Smith, Nonlinear Ordinary Differential Equations (Oxford, 1987).
Perturbations of linear delay differential equations at the verge of instability.
Lingala, N; Namachchivaya, N Sri
2016-06-01
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.
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.
Scaling and scale invariance of conservation laws in Reynolds transport theorem framework
NASA Astrophysics Data System (ADS)
Haltas, Ismail; Ulusoy, Suleyman
2015-07-01
Scale invariance is the case where the solution of a physical process at a specified time-space scale can be linearly related to the solution of the processes at another time-space scale. Recent studies investigated the scale invariance conditions of hydrodynamic processes by applying the one-parameter Lie scaling transformations to the governing equations of the processes. Scale invariance of a physical process is usually achieved under certain conditions on the scaling ratios of the variables and parameters involved in the process. The foundational axioms of hydrodynamics are the conservation laws, namely, conservation of mass, conservation of linear momentum, and conservation of energy from continuum mechanics. They are formulated using the Reynolds transport theorem. Conventionally, Reynolds transport theorem formulates the conservation equations in integral form. Yet, differential form of the conservation equations can also be derived for an infinitesimal control volume. In the formulation of the governing equation of a process, one or more than one of the conservation laws and, some times, a constitutive relation are combined together. Differential forms of the conservation equations are used in the governing partial differential equation of the processes. Therefore, differential conservation equations constitute the fundamentals of the governing equations of the hydrodynamic processes. Applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework instead of applying to the governing partial differential equations may lead to more fundamental conclusions on the scaling and scale invariance of the hydrodynamic processes. This study will investigate the scaling behavior and scale invariance conditions of the hydrodynamic processes by applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework.
Computing generalized Langevin equations and generalized Fokker-Planck equations.
Darve, Eric; Solomon, Jose; Kia, Amirali
2009-07-07
The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature.
Factors Contributing to Academic Achievement: A Bayesian Structure Equation Modelling Study
ERIC Educational Resources Information Center
Payandeh Najafabadi, Amir T.; Najafabadi, Maryam Omidi; Farid-Rohani, Mohammad Reza
2013-01-01
In Iran, high school graduates enter university after taking a very difficult entrance exam called the Konkoor. Therefore, only the top-performing students are admitted by universities to continue their bachelor's education in statistics. Surprisingly, statistically, most of such students fall into the following categories: (1) do not succeed in…
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.
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.
A perturbative solution to metadynamics ordinary differential equation
NASA Astrophysics Data System (ADS)
Tiwary, Pratyush; Dama, James F.; Parrinello, Michele
2015-12-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
A perturbative solution to metadynamics ordinary differential equation.
Tiwary, Pratyush; Dama, James F; Parrinello, Michele
2015-12-21
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
Multi-component Wronskian solution to the Kadomtsev-Petviashvili equation
NASA Astrophysics Data System (ADS)
Xu, Tao; Sun, Fu-Wei; Zhang, Yi; Li, Juan
2014-01-01
It is known that the Kadomtsev-Petviashvili (KP) equation can be decomposed into the first two members of the coupled Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy by the binary non-linearization of Lax pairs. In this paper, we construct the N-th iterated Darboux transformation (DT) for the second- and third-order m-coupled AKNS systems. By using together the N-th iterated DT and Cramer's rule, we find that the KPII equation has the unreduced multi-component Wronskian solution and the KPI equation admits a reduced multi-component Wronskian solution. In particular, based on the unreduced and reduced two-component Wronskians, we obtain two families of fully-resonant line-soliton solutions which contain arbitrary numbers of asymptotic solitons as y → ∓∞ to the KPII equation, and the ordinary N-soliton solution to the KPI equation. In addition, we find that the KPI line solitons propagating in parallel can exhibit the bound state at the moment of collision.
Painlevé equations, elliptic integrals and elementary functions
NASA Astrophysics Data System (ADS)
Żołądek, Henryk; Filipuk, Galina
2015-02-01
The six Painlevé equations can be written in the Hamiltonian form, with time dependent Hamilton functions. We present a rather new approach to this result, leading to rational Hamilton functions. By a natural extension of the phase space one gets corresponding autonomous Hamiltonian systems with two degrees of freedom. We realize the Bäcklund transformations of the Painlevé equations as symplectic birational transformations in C4 and we interpret the cases with classical solutions as the cases of partial integrability of the extended Hamiltonian systems. We prove that the extended Hamiltonian systems do not have any additional algebraic first integral besides the known special cases of the third and fifth Painlevé equations. We also show that the original Painlevé equations admit the first integrals expressed in terms of the elementary functions only in the special cases mentioned above. In the proofs we use equations in variations with respect to a parameter and Liouville's theory of elementary functions.
NASA Astrophysics Data System (ADS)
E. K., El-Shewy; M. I. Abo el, Maaty; H. G., Abdelwahed; M. A., Elmessary
2011-01-01
Effect of hot and cold dust charge on the propagation of dust-acoustic waves (DAWs) in unmagnetized plasma having electrons, singly charged ions, hot and cold dust grains has been investigated. The reductive perturbation method is employed to reduce the basic set of fluid equations to the Kortewege-de Vries (KdV) equation. At the critical hot dusty plasma density Nh0, the KdV equation is not appropriate for describing the system. Hence, a set of stretched coordinates is considered to derive the modified KdV equation. It is found that the presence of hot and cold dust charge grains not only significantly modifies the basic properties of solitary structure, but also changes the polarity of the solitary profiles. In the vicinity of the critical hot dusty plasma density Nh0, neither KdV nor mKdV equation is appropriate for describing the DAWs. Therefore, a further modified KdV (fmKdV) equation is derived, which admits both soliton and double layer solutions.
Entire solutions of nonlinear differential-difference equations.
Li, Cuiping; Lü, Feng; Xu, Junfeng
2016-01-01
In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.
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…
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.
META 2f: Probabilistic, Compositional, Multi-dimension Model-Based Verification (PROMISE)
2011-10-01
Equational Logic, Rewriting Logic, and Maude ................................................ 52 5.3 Results and Discussion...and its discrete transitions are left unchanged. However, the differential equations describing the continuous dynamics (in each mode) are replaced by...by replacing hard-to-analyze differential equations by discrete transitions. In principle, predicate and qualitative abstraction can be used on a
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
Modular forms, Schwarzian conditions, and symmetries of differential equations in physics
NASA Astrophysics Data System (ADS)
Abdelaziz, Y.; Maillard, J.-M.
2017-05-01
We give examples of infinite order rational transformations that leave linear differential equations covariant. These examples are non-trivial yet simple enough illustrations of exact representations of the renormalization group. We first illustrate covariance properties on order-two linear differential operators associated with identities relating the same {}_2F1 hypergeometric function with different rational pullbacks. These rational transformations are solutions of a differentially algebraic equation that already emerged in a paper by Casale on the Galoisian envelopes. We provide two new and more general results of the previous covariance by rational functions: a new Heun function example and a higher genus {}_2F1 hypergeometric function example. We then focus on identities relating the same {}_2F1 hypergeometric function with two different algebraic pullback transformations: such remarkable identities correspond to modular forms, the algebraic transformations being solution of another differentially algebraic Schwarzian equation that also emerged in Casale’s paper. Further, we show that the first differentially algebraic equation can be seen as a subcase of the last Schwarzian differential condition, the restriction corresponding to a factorization condition of some associated order-two linear differential operator. Finally, we also explore generalizations of these results, for instance, to {}_3F2 , hypergeometric functions, and show that one just reduces to the previous {}_2F1 cases through a Clausen identity. The question of the reduction of these Schwarzian conditions to modular correspondences remains an open question. In a _2F1 hypergeometric framework the Schwarzian condition encapsulates all the modular forms and modular equations of the theory of elliptic curves, but these two conditions are actually richer than elliptic curves or {}_2F1 hypergeometric functions, as can be seen on the Heun and higher genus example. This work is a strong incentive to develop more differentially algebraic symmetry analysis in physics.
Prolongation structures of nonlinear evolution equations
NASA Technical Reports Server (NTRS)
Wahlquist, H. D.; Estabrook, F. B.
1975-01-01
A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.
Numerical method based on the lattice Boltzmann model for the Fisher equation.
Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng
2008-06-01
In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.
Stochastic simulations on a model of circadian rhythm generation.
Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin
2008-01-01
Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.
Analysis of nonlocal neural fields for both general and gamma-distributed connectivities
NASA Astrophysics Data System (ADS)
Hutt, Axel; Atay, Fatihcan M.
2005-04-01
This work studies the stability of equilibria in spatially extended neuronal ensembles. We first derive the model equation from statistical properties of the neuron population. The obtained integro-differential equation includes synaptic and space-dependent transmission delay for both general and gamma-distributed synaptic connectivities. The latter connectivity type reveals infinite, finite, and vanishing self-connectivities. The work derives conditions for stationary and nonstationary instabilities for both kernel types. In addition, a nonlinear analysis for general kernels yields the order parameter equation of the Turing instability. To compare the results to findings for partial differential equations (PDEs), two typical PDE-types are derived from the examined model equation, namely the general reaction-diffusion equation and the Swift-Hohenberg equation. Hence, the discussed integro-differential equation generalizes these PDEs. In the case of the gamma-distributed kernels, the stability conditions are formulated in terms of the mean excitatory and inhibitory interaction ranges. As a novel finding, we obtain Turing instabilities in fields with local inhibition-lateral excitation, while wave instabilities occur in fields with local excitation and lateral inhibition. Numerical simulations support the analytical results.
NASA Astrophysics Data System (ADS)
Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz
2008-05-01
This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.
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.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
A note on a corrector formula for the numerical solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Chien, Y.-C.; Agrawal, K. M.
1979-01-01
A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.
Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing
2015-12-01
The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.
A Textbook for a First Course in Computational Fluid Dynamics
NASA Technical Reports Server (NTRS)
Zingg, D. W.; Pulliam, T. H.; Nixon, David (Technical Monitor)
1999-01-01
This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.
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.
NASA Technical Reports Server (NTRS)
Doohovskoy, A.
1977-01-01
A change in MACSYMA syntax is proposed to accommodate the operator manipulators necessary to implement direct and indirect methods for the solution of differential equations, calculus of finite differences, and the fractional calculus, as well as their modern counterparts. To illustrate the benefits and convenience of this syntax extension, an example is given to show how MACSYMA's pattern-matching capability can be used to implement a particular set of operator identities which can then be used to obtain exact solutions to nonlinear differential equations.
Lorenzo, C F; Hartley, T T; Malti, R
2013-05-13
A new and simplified method for the solution of linear constant coefficient fractional differential equations of any commensurate order is presented. The solutions are based on the R-function and on specialized Laplace transform pairs derived from the principal fractional meta-trigonometric functions. The new method simplifies the solution of such fractional differential equations and presents the solutions in the form of real functions as opposed to fractional complex exponential functions, and thus is directly applicable to real-world physics.
Lie group classification of first-order delay ordinary differential equations
NASA Astrophysics Data System (ADS)
Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel
2018-05-01
A group classification of first-order delay ordinary differential equations (DODEs) accompanied by an equation for the delay parameter (delay relation) is presented. A subset of such systems (delay ordinary differential systems or DODSs), which consists of linear DODEs and solution-independent delay relations, have infinite-dimensional symmetry algebras—as do nonlinear ones that are linearizable by an invertible transformation of variables. Genuinely nonlinear DODSs have symmetry algebras of dimension n, . It is shown how exact analytical solutions of invariant DODSs can be obtained using symmetry reduction.
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.
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.
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.
Fedosov differentials and Catalan numbers
NASA Astrophysics Data System (ADS)
Löffler, Johannes
2010-06-01
The aim of the paper is to establish a non-recursive formula for the general solution of Fedosov's 'quadratic' fixed-point equation (Fedosov 1994 J. Diff. Geom. 40 213-38). Fedosov's geometrical fixed-point equation for a differential is rewritten in a form similar to the functional equation for the generating function of Catalan numbers. This allows us to guess the solution. An adapted example for Kaehler manifolds of constant sectional curvature is considered in detail. Also for every connection on a manifold a familiar classical differential will be introduced. Dedicated to the memory of Nikolai Neumaier.
A Galerkin formulation of the MIB method for three dimensional elliptic interface problems
Xia, Kelin; Wei, Guo-Wei
2014-01-01
We develop a three dimensional (3D) Galerkin formulation of the matched interface and boundary (MIB) method for solving elliptic partial differential equations (PDEs) with discontinuous coefficients, i.e., the elliptic interface problem. The present approach builds up two sets of elements respectively on two extended subdomains which both include the interface. As a result, two sets of elements overlap each other near the interface. Fictitious solutions are defined on the overlapping part of the elements, so that the differentiation operations of the original PDEs can be discretized as if there was no interface. The extra coefficients of polynomial basis functions, which furnish the overlapping elements and solve the fictitious solutions, are determined by interface jump conditions. Consequently, the interface jump conditions are rigorously enforced on the interface. The present method utilizes Cartesian meshes to avoid the mesh generation in conventional finite element methods (FEMs). We implement the proposed MIB Galerkin method with three different elements, namely, rectangular prism element, five-tetrahedron element and six-tetrahedron element, which tile the Cartesian mesh without introducing any new node. The accuracy, stability and robustness of the proposed 3D MIB Galerkin are extensively validated over three types of elliptic interface problems. In the first type, interfaces are analytically defined by level set functions. These interfaces are relatively simple but admit geometric singularities. In the second type, interfaces are defined by protein surfaces, which are truly arbitrarily complex. The last type of interfaces originates from multiprotein complexes, such as molecular motors. Near second order accuracy has been confirmed for all of these problems. To our knowledge, it is the first time for an FEM to show a near second order convergence in solving the Poisson equation with realistic protein surfaces. Additionally, the present work offers the first known near second order accurate method for C1 continuous or H2 continuous solutions associated with a Lipschitz continuous interface in a 3D setting. PMID:25309038
ERIC Educational Resources Information Center
Camporesi, Roberto
2011-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…
NASA Astrophysics Data System (ADS)
Recchioni, Maria Cristina
2001-12-01
This paper investigates the application of the method introduced by L. Pasquini (1989) for simultaneously approaching the zeros of polynomial solutions to a class of second-order linear homogeneous ordinary differential equations with polynomial coefficients to a particular case in which these polynomial solutions have zeros symmetrically arranged with respect to the origin. The method is based on a family of nonlinear equations which is associated with a given class of differential equations. The roots of the nonlinear equations are related to the roots of the polynomial solutions of differential equations considered. Newton's method is applied to find the roots of these nonlinear equations. In (Pasquini, 1994) the nonsingularity of the roots of these nonlinear equations is studied. In this paper, following the lines in (Pasquini, 1994), the nonsingularity of the roots of these nonlinear equations is studied. More favourable results than the ones in (Pasquini, 1994) are proven in the particular case of polynomial solutions with symmetrical zeros. The method is applied to approximate the roots of Hermite-Sobolev type polynomials and Freud polynomials. A lower bound for the smallest positive root of Hermite-Sobolev type polynomials is given via the nonlinear equation. The quadratic convergence of the method is proven. A comparison with a classical method that uses the Jacobi matrices is carried out. We show that the algorithm derived by the proposed method is sometimes preferable to the classical QR type algorithms for computing the eigenvalues of the Jacobi matrices even if these matrices are real and symmetric.
Matrix form of Legendre polynomials for solving linear integro-differential equations of high order
NASA Astrophysics Data System (ADS)
Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.
2017-04-01
This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.
Exact solutions to the time-fractional differential equations via local fractional derivatives
NASA Astrophysics Data System (ADS)
Guner, Ozkan; Bekir, Ahmet
2018-01-01
This article utilizes the local fractional derivative and the exp-function method to construct the exact solutions of nonlinear time-fractional differential equations (FDEs). For illustrating the validity of the method, it is applied to the time-fractional Camassa-Holm equation and the time-fractional-generalized fifth-order KdV equation. Moreover, the exact solutions are obtained for the equations which are formed by different parameter values related to the time-fractional-generalized fifth-order KdV equation. This method is an reliable and efficient mathematical tool for solving FDEs and it can be applied to other non-linear FDEs.
Semicommuting and Commuting Operators for the Heun Family
NASA Astrophysics Data System (ADS)
Batic, D.; Mills, D.; Nowakowski, M.
2018-04-01
We derive the most general families of first- and second-order differential operators semicommuting with the Heun class differential operators. Among these families, we classify all the families that commute with the Heun class. In particular, we find that a certain generalized Heun equation commutes with the Heun differential operator, which allows constructing a general solution of a complicated fourth-order linear differential equation with variable coefficients whose solution cannot be obtained using Maple 16.
ERIC Educational Resources Information Center
Mallet, D. G.; McCue, S. W.
2009-01-01
The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…
NASA Technical Reports Server (NTRS)
Pflaum, Christoph
1996-01-01
A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.
ERIC Educational Resources Information Center
Tisdell, Christopher C.
2017-01-01
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…
Chen, Kaisheng; Hou, Jie; Huang, Zhuyang; Cao, Tong; Zhang, Jihua; Yu, Yuan; Zhang, Xinliang
2015-02-09
We experimentally demonstrate an all-optical temporal computation scheme for solving 1st- and 2nd-order linear ordinary differential equations (ODEs) with tunable constant coefficients by using Fabry-Pérot semiconductor optical amplifiers (FP-SOAs). By changing the injection currents of FP-SOAs, the constant coefficients of the differential equations are practically tuned. A quite large constant coefficient tunable range from 0.0026/ps to 0.085/ps is achieved for the 1st-order differential equation. Moreover, the constant coefficient p of the 2nd-order ODE solver can be continuously tuned from 0.0216/ps to 0.158/ps, correspondingly with the constant coefficient q varying from 0.0000494/ps(2) to 0.006205/ps(2). Additionally, a theoretical model that combining the carrier density rate equation of the semiconductor optical amplifier (SOA) with the transfer function of the Fabry-Pérot (FP) cavity is exploited to analyze the solving processes. For both 1st- and 2nd-order solvers, excellent agreements between the numerical simulations and the experimental results are obtained. The FP-SOAs based all-optical differential-equation solvers can be easily integrated with other optical components based on InP/InGaAsP materials, such as laser, modulator, photodetector and waveguide, which can motivate the realization of the complicated optical computing on a single integrated chip.
NASA Astrophysics Data System (ADS)
Emelyanov, V. M.; Dobrovolskaya, T. A.; Emelyanov, V. V.
2018-05-01
In the article, an increase of the sensitivity of identification of biologically active metal silver nanoparticles to cancer cells is considered to be based on the results of compiling a system of multidimensional differential equations with respect to X of the ellipses of probabilistic intersection of the spectra of a Raman polarization spectrometer. The nine main peaks of the spectrum of polyester fibers with silver nanoparticles and without them are analyzed with polarization along the X-transverse and Y-along fibers directions. The correlation matrices of the interconnection of peaks of the Raman spectrum are to be introduced into differential equations. During the solution of the system of equations, there is an intersection of the ellipses of the distribution of the statistical data of peak measurements. When checking the solution from the graphical estimation of the intersection of the ellipses of the data distribution of the Raman spectra, there was a 20% error detected in determining the radii of curvature R0 and R1. To eliminate the uncertainty, numerical additive Δ = + 0.34342 is introduced into the differential equation and when solving this system of differential equations with the additive, the accuracy is (-1.42 · 10-14 ÷ 1.94 · 10-15) with the radius of curvature R0 = R1 = 3.458112896121225 at a sufficiently high accuracy of 10-14
Conformal bootstrap at large charge
NASA Astrophysics Data System (ADS)
Jafferis, Daniel; Mukhametzhanov, Baur; Zhiboedov, Alexander
2018-05-01
We consider unitary CFTs with continuous global symmetries in d > 2. We consider a state created by the lightest operator of large charge Q ≫ 1 and analyze the correlator of two light charged operators in this state. We assume that the correlator admits a well-defined large Q expansion and, relatedly, that the macroscopic (thermodynamic) limit of the correlator exists. We find that the crossing equations admit a consistent truncation, where only a finite number N of Regge trajectories contribute to the correlator at leading nontrivial order. We classify all such truncated solutions to the crossing. For one Regge trajectory N = 1, the solution is unique and given by the effective field theory of a Goldstone mode. For two or more Regge trajectories N ≥ 2, the solutions are encoded in roots of a certain degree N polynomial. Some of the solutions admit a simple weakly coupled EFT description, whereas others do not. In the weakly coupled case, each Regge trajectory corresponds to a field in the effective Lagrangian.
Lump solutions to nonlinear partial differential equations via Hirota bilinear forms
NASA Astrophysics Data System (ADS)
Ma, Wen-Xiu; Zhou, Yuan
2018-02-01
Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln f) x and u = 2(ln f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Connecting Related Rates and Differential Equations
ERIC Educational Resources Information Center
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
NASA Technical Reports Server (NTRS)
Toomarian, N.; Fijany, A.; Barhen, J.
1993-01-01
Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1988-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
The existence of almost periodic solutions of certain perturbation systems
NASA Astrophysics Data System (ADS)
Xia, Yonghui; Lin, Muren; Cao, Jinde
2005-10-01
Certain almost periodic perturbation systems are considered in this paper. By using the roughness theory of exponential dichotomies and the contraction mapping principle, some sufficient conditions are obtained for the existence and uniqueness of almost periodic solution of the above systems. Our results generalize those in [J.K. Hale, Ordinary Differential Equations, Krieger, Huntington, 1980; C. He, Existence of almost periodic solutions of perturbation systems, Ann. Differential Equations 9 (1992) 173-181; M. Lin, The existence of almost periodic solution and bounded solution of perturbation systems, Acta Math. Sinica 22A (2002) 61-70 (in Chinese); W.A. Coppel, Almost periodic properties of ordinary differential equations, Ann. Math. Pura Appl. 76 (1967) 27-50; A.M. Fink, Almost Periodic Differential Equations, Lecture Notes in Math., vol. 377, Springer-Verlag, New York, 1974; Y. Xia, F. Chen, A. Chen, J. Cao, Existence and global attractivity of an almost periodic ecological model, Appl. Math. Comput. 157 (2004) 449-475].
A multi-domain spectral method for time-fractional differential equations
NASA Astrophysics Data System (ADS)
Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.
2015-07-01
This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.
Tripathi, Rajnee; Mishra, Hradyesh Kumar
2016-01-01
In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.
NASA Technical Reports Server (NTRS)
Murphy, K. A.
1990-01-01
A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.
Concentration and limit behaviors of stationary measures
NASA Astrophysics Data System (ADS)
Huang, Wen; Ji, Min; Liu, Zhenxin; Yi, Yingfei
2018-04-01
In this paper, we study limit behaviors of stationary measures of the Fokker-Planck equations associated with a system of ordinary differential equations perturbed by a class of multiplicative noise including additive white noise case. As the noises are vanishing, various results on the invariance and concentration of the limit measures are obtained. In particular, we show that if the noise perturbed systems admit a uniform Lyapunov function, then the stationary measures form a relatively sequentially compact set whose weak∗-limits are invariant measures of the unperturbed system concentrated on its global attractor. In the case that the global attractor contains a strong local attractor, we further show that there exists a family of admissible multiplicative noises with respect to which all limit measures are actually concentrated on the local attractor; and on the contrary, in the presence of a strong local repeller in the global attractor, there exists a family of admissible multiplicative noises with respect to which no limit measure can be concentrated on the local repeller. Moreover, we show that if there is a strongly repelling equilibrium in the global attractor, then limit measures with respect to typical families of multiplicative noises are always concentrated away from the equilibrium. As applications of these results, an example of stochastic Hopf bifurcation and an example with non-decomposable ω-limit sets are provided. Our study is closely related to the problem of noise stability of compact invariant sets and invariant measures of the unperturbed system.
Low-dimensional manifold of actin polymerization dynamics
NASA Astrophysics Data System (ADS)
Floyd, Carlos; Jarzynski, Christopher; Papoian, Garegin
2017-12-01
Actin filaments are critical components of the eukaryotic cytoskeleton, playing important roles in a number of cellular functions, such as cell migration, organelle transport, and mechanosensation. They are helical polymers with a well-defined polarity, composed of globular subunits that bind nucleotides in one of three hydrolysis states (ATP, ADP-Pi, or ADP). Mean-field models of the dynamics of actin polymerization have succeeded in, among other things, determining the nucleotide profile of an average filament and resolving the mechanisms of accessory proteins. However, these models require numerical solution of a high-dimensional system of nonlinear ordinary differential equations. By truncating a set of recursion equations, the Brooks-Carlsson (BC) model reduces dimensionality to 11, but it still remains nonlinear and does not admit an analytical solution, hence, significantly hindering understanding of its resulting dynamics. In this work, by taking advantage of the fast timescales of the hydrolysis states of the filament tips, we propose two model reduction schemes: the quasi steady-state approximation model is five-dimensional and nonlinear, whereas the constant tip (CT) model is five-dimensional and linear, resulting from the approximation that the tip states are not dynamic variables. We provide an exact solution of the CT model and use it to shed light on the dynamical behaviors of the full BC model, highlighting the relative ordering of the timescales of various collective processes, and explaining some unusual dependence of the steady-state behavior on initial conditions.
Asymptotic approximations to posterior distributions via conditional moment equations
Yee, J.L.; Johnson, W.O.; Samaniego, F.J.
2002-01-01
We consider asymptotic approximations to joint posterior distributions in situations where the full conditional distributions referred to in Gibbs sampling are asymptotically normal. Our development focuses on problems where data augmentation facilitates simpler calculations, but results hold more generally. Asymptotic mean vectors are obtained as simultaneous solutions to fixed point equations that arise naturally in the development. Asymptotic covariance matrices flow naturally from the work of Arnold & Press (1989) and involve the conditional asymptotic covariance matrices and first derivative matrices for conditional mean functions. When the fixed point equations admit an analytical solution, explicit formulae are subsequently obtained for the covariance structure of the joint limiting distribution, which may shed light on the use of the given statistical model. Two illustrations are given. ?? 2002 Biometrika Trust.
Travelling Fronts and Entire Solutionsof the Fisher-KPP Equation in N
NASA Astrophysics Data System (ADS)
Hamel, François; Nadirashvili, Nikolaï
This paper is devoted to time-global solutions of the Fisher-KPP equation in N:
Separation of variables in Maxwell equations in Plebański-Demiański spacetime
NASA Astrophysics Data System (ADS)
Frolov, Valeri P.; Krtouš, Pavel; KubizÅák, David
2018-05-01
A new method for separating variables in the Maxwell equations in four- and higher-dimensional Kerr-(A)dS spacetimes proposed recently by Lunin is generalized to any off-shell metric that admits a principal Killing-Yano tensor. The key observation is that Lunin's ansatz for the vector potential can be formulated in a covariant form—in terms of the principal tensor. In particular, focusing on the four-dimensional case we demonstrate separability of Maxwell's equations in the Kerr-NUT-(A)dS and the Plebański-Demiański family of spacetimes. The new method of separation of variables is quite different from the standard approach based on the Newman-Penrose formalism.
NASA Astrophysics Data System (ADS)
Liao, Sheng-Lun; Ho, Tak-San; Rabitz, Herschel; Chu, Shih-I.
2017-04-01
Solving and analyzing the exact time-dependent optimized effective potential (TDOEP) integral equation has been a longstanding challenge due to its highly nonlinear and nonlocal nature. To meet the challenge, we derive an exact time-local TDOEP equation that admits a unique real-time solution in terms of time-dependent Kohn-Sham orbitals and effective memory orbitals. For illustration, the dipole evolution dynamics of a one-dimension-model chain of hydrogen atoms is numerically evaluated and examined to demonstrate the utility of the proposed time-local formulation. Importantly, it is shown that the zero-force theorem, violated by the time-dependent Krieger-Li-Iafrate approximation, is fulfilled in the current TDOEP framework. This work was partially supported by DOE.
NASA Astrophysics Data System (ADS)
Lü, Boqiang; Shi, Xiaoding; Zhong, Xin
2018-06-01
We are concerned with the Cauchy problem of the two-dimensional (2D) nonhomogeneous incompressible Navier–Stokes equations with vacuum as far-field density. It is proved that if the initial density decays not too slow at infinity, the 2D Cauchy problem of the density-dependent Navier–Stokes equations on the whole space admits a unique global strong solution. Note that the initial data can be arbitrarily large and the initial density can contain vacuum states and even have compact support. Furthermore, we also obtain the large time decay rates of the spatial gradients of the velocity and the pressure, which are the same as those of the homogeneous case.
The existence of periodic solutions for nonlinear beam equations on Td by a para-differential method
NASA Astrophysics Data System (ADS)
Chen, Bochao; Li, Yong; Gao, Yixian
2018-05-01
This paper focuses on the construction of periodic solutions of nonlinear beam equations on the $d$-dimensional tori. For a large set of frequencies, we demonstrate that an equivalent form of the nonlinear equations can be obtained by a para-differential conjugation. Given the non-resonant conditions on each finite dimensional subspaces, it is shown that the periodic solutions can be constructed for the block diagonal equation by a classical iteration scheme.
A fourth-order box method for solving the boundary layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.
Some More Solutions of Burgers' Equation
NASA Astrophysics Data System (ADS)
Kumar, Mukesh; Kumar, Raj
2015-01-01
In this work, similarity solutions of viscous one-dimensional Burgers' equation are attained by using Lie group theory. The symmetry generators are used for constructing Lie symmetries with commuting infinitesimal operators which lead the governing partial differential equation (PDE) to ordinary differential equation (ODE). Most of the constructed solutions are found in terms of Bessel functions which are new as far as authors are aware. Effect of various parameters in the evolutional profile of the solutions are shown graphically and discussed them physically.
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.