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.

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.

Nonlinear anomalous diffusion equation and fractal dimension: exact generalized Gaussian solution.

PubMed

Pedron, I T; Mendes, R S; Malacarne, L C; Lenzi, E K

2002-04-01

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the N-dimensional nonlinear diffusion equation partial differential rho/ partial differential t=nabla.(Knablarho(nu))-nabla.(muFrho)-alpharho, where K=Dr(-theta), nu, theta, mu, and D are real parameters, F is the external force, and alpha is a time-dependent source. This equation unifies the O'Shaughnessy-Procaccia anomalous diffusion equation on fractals (nu=1) and the spherical anomalous diffusion for porous media (theta=0). An exact spherical symmetric solution of this nonlinear Fokker-Planck equation is obtained, leading to a large class of anomalous behaviors. Stationary solutions for this Fokker-Planck-like equation are also discussed by introducing an effective potential.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Variational differential equations for engineering type trajectories close to a planet with an atmosphere

NASA Technical Reports Server (NTRS)

Dickmanns, E. D.

1972-01-01

The differential equations for the adjoint variables are derived and coded in FORTRAN. The program is written in a form to either take into account or neglect thrust, aerodynamic forces, planet rotation and oblateness, and altitude dependent winds.

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

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

NASA Technical Reports Server (NTRS)

Turkel, E.

1979-01-01

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

Spectral methods for time dependent partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1983-01-01

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

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

PubMed

Bai, Shirong; Skodje, Rex T

2017-08-17

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

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

PubMed Central

Lin, S. H.; Eyring, H.

1971-01-01

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

An efficient method for solving the steady Euler equations

NASA Technical Reports Server (NTRS)

Liou, M.-S.

1986-01-01

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

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

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

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

PubMed

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

2017-03-01

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

General equation for the differential pathlength factor of the frontal human head depending on wavelength and age.

PubMed

Scholkmann, Felix; Wolf, Martin

2013-10-01

Continuous-wave near-infrared spectroscopy and near-infrared imaging enable the measurement of relative concentration changes in oxy- and deoxyhemoglobin and thus hemodynamics and oxygenation. The accuracy of determined changes depends mainly on the modeling of the light transport through the probed tissue. Due to the highly scattering nature of tissue, the light path is longer than the source-detector separation (d). This is incorporated in modeling by multiplying d by a differential pathlength factor (DPF) which depends on several factors such as wavelength, age of the subject, and type of tissue. In the present work, we derive a general DPF equation for the frontal human head, incorporating dependency on wavelength and age, based on published data. We validated the equation using different data sets of experimentally determined DPFs from six independent studies.

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

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-09-01

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

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

PubMed

Kepner, Gordon R

2010-04-13

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

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

The geometric approach to sets of ordinary differential equations and Hamiltonian dynamics

NASA Technical Reports Server (NTRS)

Estabrook, F. B.; Wahlquist, H. D.

1975-01-01

The calculus of differential forms is used to discuss the local integration theory of a general set of autonomous first order ordinary differential equations. Geometrically, such a set is a vector field V in the space of dependent variables. Integration consists of seeking associated geometric structures invariant along V: scalar fields, forms, vectors, and integrals over subspaces. It is shown that to any field V can be associated a Hamiltonian structure of forms if, when dealing with an odd number of dependent variables, an arbitrary equation of constraint is also added. Families of integral invariants are an immediate consequence. Poisson brackets are isomorphic to Lie products of associated CT-generating vector fields. Hamilton's variational principle follows from the fact that the maximal regular integral manifolds of a closed set of forms must include the characteristics of the set.

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

PubMed

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

2010-10-01

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

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

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

NASA Astrophysics Data System (ADS)

Cosso, Andrea; Russo, Francesco

2016-11-01

Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.

Lie symmetries for systems of evolution equations

NASA Astrophysics Data System (ADS)

Paliathanasis, Andronikos; Tsamparlis, Michael

2018-01-01

The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the differential equations. The exact relation of the Lie symmetries with the collineations of the bimetric space is determined.

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.

Dynamic system classifier.

PubMed

Pumpe, Daniel; Greiner, Maksim; Müller, Ewald; Enßlin, Torsten A

2016-07-01

Stochastic differential equations describe well many physical, biological, and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and classify complex dynamical systems is proposed within a Bayesian framework. To this end, we develop a dynamic system classifier (DSC). The DSC first abstracts training data of a system in terms of time-dependent coefficients of the descriptive stochastic differential equation. Thereby the DSC identifies unique correlation structures within the training data. For definiteness we restrict the presentation of the DSC to oscillation processes with a time-dependent frequency ω(t) and damping factor γ(t). Although real systems might be more complex, this simple oscillator captures many characteristic features. The ω and γ time lines represent the abstract system characterization and permit the construction of efficient signal classifiers. Numerical experiments show that such classifiers perform well even in the low signal-to-noise regime.

Local bifurcations in differential equations with state-dependent delay.

PubMed

Sieber, Jan

2017-11-01

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one encounters in a numerical bifurcation study guides follow-up computations. This paper builds on normal form algorithms for equilibria of delay differential equations with constant delay that were developed and implemented in DDE-Biftool recently. We show how one can extend these methods to delay-differential equations with state-dependent delay (sd-DDEs). Since higher degrees of regularity of local center manifolds are still open for sd-DDEs, we give an independent (still only partial) argument which phenomena from the truncated normal must persist in the full sd-DDE. In particular, we show that all invariant manifolds with a sufficient degree of normal hyperbolicity predicted by the normal form exist also in the full sd-DDE.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

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

A partial differential equation for pseudocontact shift.

PubMed

Charnock, G T P; Kuprov, Ilya

2014-10-07

It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.

Elliptic Euler-Poisson-Darboux equation, critical points and integrable systems

NASA Astrophysics Data System (ADS)

Konopelchenko, B. G.; Ortenzi, G.

2013-12-01

The structure and properties of families of critical points for classes of functions W(z,{\\overline{z}}) obeying the elliptic Euler-Poisson-Darboux equation E(1/2, 1/2) are studied. General variational and differential equations governing the dependence of critical points in variational (deformation) parameters are found. Explicit examples of the corresponding integrable quasi-linear differential systems and hierarchies are presented. There are the extended dispersionless Toda/nonlinear Schrödinger hierarchies, the ‘inverse’ hierarchy and equations associated with the real-analytic Eisenstein series E(\\beta ,{\\overline{\\beta }};1/2) among them. The specific bi-Hamiltonian structure of these equations is also discussed.

Metric versus observable operator representation, higher spin models

NASA Astrophysics Data System (ADS)

Fring, Andreas; Frith, Thomas

2018-02-01

We elaborate further on the metric representation that is obtained by transferring the time-dependence from a Hermitian Hamiltonian to the metric operator in a related non-Hermitian system. We provide further insight into the procedure on how to employ the time-dependent Dyson relation and the quasi-Hermiticity relation to solve time-dependent Hermitian Hamiltonian systems. By solving both equations separately we argue here that it is in general easier to solve the former. We solve the mutually related time-dependent Schrödinger equation for a Hermitian and non-Hermitian spin 1/2, 1 and 3/2 model with time-independent and time-dependent metric, respectively. In all models the overdetermined coupled system of equations for the Dyson map can be decoupled algebraic manipulations and reduces to simple linear differential equations and an equation that can be converted into the non-linear Ermakov-Pinney equation.

Perturbations of linear delay differential equations at the verge of instability.

PubMed

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.

Optimized effective potential in real time: Problems and prospects in time-dependent density-functional theory

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

Mundt, Michael; Kuemmel, Stephan

2006-08-15

The integral equation for the time-dependent optimized effective potential (TDOEP) in time-dependent density-functional theory is transformed into a set of partial-differential equations. These equations only involve occupied Kohn-Sham orbitals and orbital shifts resulting from the difference between the exchange-correlation potential and the orbital-dependent potential. Due to the success of an analog scheme in the static case, a scheme that propagates orbitals and orbital shifts in real time is a natural candidate for an exact solution of the TDOEP equation. We investigate the numerical stability of such a scheme. An approximation beyond the Krieger-Li-Iafrate approximation for the time-dependent exchange-correlation potential ismore » analyzed.« less

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

NASA Astrophysics Data System (ADS)

Geng, Xianguo; Guan, Liang; Xue, Bo

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

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.

Regarding `Information Preservation and Weather Forecasting for Black Holes' by S. W. Hawking

NASA Astrophysics Data System (ADS)

Winterberg, Friedwardt

2014-06-01

It is proposed that the `apparent horizons' assumed by Hawking to resolve the black hole information paradox, are in reality the regions where in Lorentzian relativity the absolute velocity against a preferred reference system at rest with the zero point vacuum energy reaches the velocity of light, and where an elliptical differential equation holding matter in a stable equilibrium goes over a transluminal Euler-Tricomi equation into a hyperbolic differential equation where such an equilibrium is not more possible, with matter in approaching this region disintegrating into radiation. Hawking's proposal depends on the anti-de Sitter/conformal field theory (AdS/CFT) conjecture which in turn depends on string/M theory which in the absence of super-symmetry will not work.

The Modelling of Axially Translating Flexible Beams

NASA Astrophysics Data System (ADS)

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

1996-04-01

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

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

NASA Astrophysics Data System (ADS)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

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

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

NASA Technical Reports Server (NTRS)

Carleton, O.

1972-01-01

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

Coarse-grained forms for equations describing the microscopic motion of particles in a fluid.

PubMed

Das, Shankar P; Yoshimori, Akira

2013-10-01

Exact equations of motion for the microscopically defined collective density ρ(x,t) and the momentum density ĝ(x,t) of a fluid have been obtained in the past starting from the corresponding Langevin equations representing the dynamics of the fluid particles. In the present work we average these exact equations of microscopic dynamics over the local equilibrium distribution to obtain stochastic partial differential equations for the coarse-grained densities with smooth spatial and temporal dependence. In particular, we consider Dean's exact balance equation for the microscopic density of a system of interacting Brownian particles to obtain the basic equation of the dynamic density functional theory with noise. Our analysis demonstrates that on thermal averaging the dependence of the exact equations on the bare interaction potential is converted to dependence on the corresponding thermodynamic direct correlation functions in the coarse-grained equations.

Theoretical predictions of latitude dependencies in the solar wind

NASA Technical Reports Server (NTRS)

Winge, C. R., Jr.; Coleman, P. J., Jr.

1974-01-01

Results are presented which were obtained with the Winge-Coleman model for theoretical predictions of latitudinal dependencies in the solar wind. A first-order expansion is described which allows analysis of first-order latitudinal variations in the coronal boundary conditions and results in a second-order partial differential equation for the perturbation stream function. Latitudinal dependencies are analytically separated out in the form of Legendre polynomials and their derivative, and are reduced to the solution of radial differential equations. This analysis is shown to supply an estimate of how large the coronal variation in latitude must be to produce an 11 km/sec/deg gradient in the radial velocity of the solar wind, assuming steady-state processes.

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

PubMed

Ashyralyev, Allaberen; Hanalyev, Asker

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Wave-packet continuum-discretization approach to ion-atom collisions including rearrangement: Application to differential ionization in proton-hydrogen scattering

NASA Astrophysics Data System (ADS)

Abdurakhmanov, I. B.; Bailey, J. J.; Kadyrov, A. S.; Bray, I.

2018-03-01

In this work, we develop a wave-packet continuum-discretization approach to ion-atom collisions that includes rearrangement processes. The total scattering wave function is expanded using a two-center basis built from wave-packet pseudostates. The exact three-body Schrödinger equation is converted into coupled-channel differential equations for time-dependent expansion coefficients. In the asymptotic region these time-dependent coefficients represent transition amplitudes for all processes including elastic scattering, excitation, ionization, and electron capture. The wave-packet continuum-discretization approach is ideal for differential ionization studies as it allows one to generate pseudostates with arbitrary energies and distribution. The approach is used to calculate the double differential cross section for ionization in proton collisions with atomic hydrogen. Overall good agreement with experiment is obtained for all considered cases.

The large discretization step method for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Haras, Zigo; Taasan, Shlomo

1995-01-01

A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

Solidification of a binary mixture

NASA Technical Reports Server (NTRS)

Antar, B. N.

1982-01-01

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

Asymptotic Analysis of Time-Dependent Neutron Transport Coupled with Isotopic Depletion and Radioactive Decay

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

Brantley, P S

2006-09-27

We describe an asymptotic analysis of the coupled nonlinear system of equations describing time-dependent three-dimensional monoenergetic neutron transport and isotopic depletion and radioactive decay. The classic asymptotic diffusion scaling of Larsen and Keller [1], along with a consistent small scaling of the terms describing the radioactive decay of isotopes, is applied to this coupled nonlinear system of equations in a medium of specified initial isotopic composition. The analysis demonstrates that to leading order the neutron transport equation limits to the standard time-dependent neutron diffusion equation with macroscopic cross sections whose number densities are determined by the standard system of ordinarymore » differential equations, the so-called Bateman equations, describing the temporal evolution of the nuclide number densities.« less

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.

Spurious Solutions Of Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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.

Exact time-dependent solutions for a self-regulating gene.

PubMed

Ramos, A F; Innocentini, G C P; Hornos, J E M

2011-06-01

The exact time-dependent solution for the stochastic equations governing the behavior of a binary self-regulating gene is presented. Using the generating function technique to rephrase the master equations in terms of partial differential equations, we show that the model is totally integrable and the analytical solutions are the celebrated confluent Heun functions. Self-regulation plays a major role in the control of gene expression, and it is remarkable that such a microscopic model is completely integrable in terms of well-known complex functions.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Reformulating the Schrödinger equation as a Shabat-Zakharov system

NASA Astrophysics Data System (ADS)

Boonserm, Petarpa; Visser, Matt

2010-02-01

We reformulate the second-order Schrödinger equation as a set of two coupled first-order differential equations, a so-called "Shabat-Zakharov system" (sometimes called a "Zakharov-Shabat" system). There is considerable flexibility in this approach, and we emphasize the utility of introducing an "auxiliary condition" or "gauge condition" that is used to cut down the degrees of freedom. Using this formalism, we derive the explicit (but formal) general solution to the Schrödinger equation. The general solution depends on three arbitrarily chosen functions, and a path-ordered exponential matrix. If one considers path ordering to be an "elementary" process, then this represents complete quadrature, albeit formal, of the second-order linear ordinary differential equation.

Time-dependent jet flow and noise computations

NASA Technical Reports Server (NTRS)

Berman, C. H.; Ramos, J. I.; Karniadakis, G. E.; Orszag, S. A.

1990-01-01

Methods for computing jet turbulence noise based on the time-dependent solution of Lighthill's (1952) differential equation are demonstrated. A key element in this approach is a flow code for solving the time-dependent Navier-Stokes equations at relatively high Reynolds numbers. Jet flow results at Re = 10,000 are presented here. This code combines a computationally efficient spectral element technique and a new self-consistent turbulence subgrid model to supply values for Lighthill's turbulence noise source tensor.

Size-dependent geometrically nonlinear free vibration analysis of fractional viscoelastic nanobeams based on the nonlocal elasticity theory

NASA Astrophysics Data System (ADS)

Ansari, R.; Faraji Oskouie, M.; Gholami, R.

2016-01-01

In recent decades, mathematical modeling and engineering applications of fractional-order calculus have been extensively utilized to provide efficient simulation tools in the field of solid mechanics. In this paper, a nonlinear fractional nonlocal Euler-Bernoulli beam model is established using the concept of fractional derivative and nonlocal elasticity theory to investigate the size-dependent geometrically nonlinear free vibration of fractional viscoelastic nanobeams. The non-classical fractional integro-differential Euler-Bernoulli beam model contains the nonlocal parameter, viscoelasticity coefficient and order of the fractional derivative to interpret the size effect, viscoelastic material and fractional behavior in the nanoscale fractional viscoelastic structures, respectively. In the solution procedure, the Galerkin method is employed to reduce the fractional integro-partial differential governing equation to a fractional ordinary differential equation in the time domain. Afterwards, the predictor-corrector method is used to solve the nonlinear fractional time-dependent equation. Finally, the influences of nonlocal parameter, order of fractional derivative and viscoelasticity coefficient on the nonlinear time response of fractional viscoelastic nanobeams are discussed in detail. Moreover, comparisons are made between the time responses of linear and nonlinear models.

Well-posed continuum equations for granular flow with compressibility and μ(I)-rheology

NASA Astrophysics Data System (ADS)

Barker, T.; Schaeffer, D. G.; Shearer, M.; Gray, J. M. N. T.

2017-05-01

Continuum modelling of granular flow has been plagued with the issue of ill-posed dynamic equations for a long time. Equations for incompressible, two-dimensional flow based on the Coulomb friction law are ill-posed regardless of the deformation, whereas the rate-dependent μ(I)-rheology is ill-posed when the non-dimensional inertial number I is too high or too low. Here, incorporating ideas from critical-state soil mechanics, we derive conditions for well-posedness of partial differential equations that combine compressibility with I-dependent rheology. When the I-dependence comes from a specific friction coefficient μ(I), our results show that, with compressibility, the equations are well-posed for all deformation rates provided that μ(I) satisfies certain minimal, physically natural, inequalities.

Well-posed continuum equations for granular flow with compressibility and μ(I)-rheology

PubMed Central

Schaeffer, D. G.; Shearer, M.; Gray, J. M. N. T.

2017-01-01

Continuum modelling of granular flow has been plagued with the issue of ill-posed dynamic equations for a long time. Equations for incompressible, two-dimensional flow based on the Coulomb friction law are ill-posed regardless of the deformation, whereas the rate-dependent μ(I)-rheology is ill-posed when the non-dimensional inertial number I is too high or too low. Here, incorporating ideas from critical-state soil mechanics, we derive conditions for well-posedness of partial differential equations that combine compressibility with I-dependent rheology. When the I-dependence comes from a specific friction coefficient μ(I), our results show that, with compressibility, the equations are well-posed for all deformation rates provided that μ(I) satisfies certain minimal, physically natural, inequalities. PMID:28588402

Well-posed continuum equations for granular flow with compressibility and μ(I)-rheology.

PubMed

Barker, T; Schaeffer, D G; Shearer, M; Gray, J M N T

2017-05-01

Continuum modelling of granular flow has been plagued with the issue of ill-posed dynamic equations for a long time. Equations for incompressible, two-dimensional flow based on the Coulomb friction law are ill-posed regardless of the deformation, whereas the rate-dependent μ ( I )-rheology is ill-posed when the non-dimensional inertial number I is too high or too low. Here, incorporating ideas from critical-state soil mechanics, we derive conditions for well-posedness of partial differential equations that combine compressibility with I -dependent rheology. When the I -dependence comes from a specific friction coefficient μ ( I ), our results show that, with compressibility, the equations are well-posed for all deformation rates provided that μ ( I ) satisfies certain minimal, physically natural, inequalities.

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

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

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

Efficient sensitivity analysis method for chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Liao, Haitao

2016-05-01

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

Solving differential equations for Feynman integrals by expansions near singular points

NASA Astrophysics Data System (ADS)

Lee, Roman N.; Smirnov, Alexander V.; Smirnov, Vladimir A.

2018-03-01

We describe a strategy to solve differential equations for Feynman integrals by powers series expansions near singular points and to obtain high precision results for the corresponding master integrals. We consider Feynman integrals with two scales, i.e. non-trivially depending on one variable. The corresponding algorithm is oriented at situations where canonical form of the differential equations is impossible. We provide a computer code constructed with the help of our algorithm for a simple example of four-loop generalized sunset integrals with three equal non-zero masses and two zero masses. Our code gives values of the master integrals at any given point on the real axis with a required accuracy and a given order of expansion in the regularization parameter ɛ.

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

Chen, S.-Y.; Berman, A.; Austin, E. E.

1984-01-01

A convenient and versatile procedure for modeling and analyzing ground resonance phenomena is described and illustrated. A computer program is used which dynamically couples differential equations with nonlinear and time dependent coefficients. Each set of differential equations may represent a component such as a rotor, fuselage, landing gear, or a failed damper. Arbitrary combinations of such components may be formulated into a model of a system. When the coupled equations are formed, a procedure is executed which uses a Floquet analysis to determine the stability of the system. Illustrations of the use of the procedures along with the numerical examples are presented.

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

Chen, S. Y.; Austin, E. E.; Berman, A.

1985-01-01

A convenient and versatile procedure for modeling and analyzing ground resonance phenomena is described and illustrated. A computer program is used which dynamically couples differential equations with nonlinear and time dependent coefficients. Each set of differential equations may represent a component such as a rotor, fuselage, landing gear, or a failed damper. Arbitrary combinations of such components may be formulated into a model of a system. When the coupled equations are formed, a procedure is executed which uses a Floquet analysis to determine the stability of the system. Illustrations of the use of the procedures along with the numerical examples are presented.

Topics in spectral methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1985-01-01

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

Functional differentiability in time-dependent quantum mechanics.

PubMed

Penz, Markus; Ruggenthaler, Michael

2015-03-28

In this work, we investigate the functional differentiability of the time-dependent many-body wave function and of derived quantities with respect to time-dependent potentials. For properly chosen Banach spaces of potentials and wave functions, Fréchet differentiability is proven. From this follows an estimate for the difference of two solutions to the time-dependent Schrödinger equation that evolve under the influence of different potentials. Such results can be applied directly to the one-particle density and to bounded operators, and present a rigorous formulation of non-equilibrium linear-response theory where the usual Lehmann representation of the linear-response kernel is not valid. Further, the Fréchet differentiability of the wave function provides a new route towards proving basic properties of time-dependent density-functional theory.

Optimal Control for Stochastic Delay Evolution Equations

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

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

2016-08-15

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

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

NASA Technical Reports Server (NTRS)

Nakagawa, Y.

1981-01-01

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

Gravitational collapse of a turbulent vortex with application to star formation

NASA Technical Reports Server (NTRS)

Deissler, R. G.

1975-01-01

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitation and rotation terms in the equations are of first order in the space variables, the pressure gradient terms are of second order, and the turbulent viscosity term is of third order. The presence of a turbulent viscosity insures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the initial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial inflow plays an important role and allows collapse to occur even when the rotation is large. An approximate solution of the governing partial differential equations is also given; the equations are used to study the spacial distributions of the density and velocity.

On an example of a system of differential equations that are integrated in Abelian functions

NASA Astrophysics Data System (ADS)

Malykh, M. D.; Sevastianov, L. A.

2017-12-01

The short review of the theory of Abelian functions and its applications in mechanics and analytical theory of differential equations is given. We think that Abelian functions are the natural generalization of commonly used functions because if the general solution of the 2nd order differential equation depends algebraically on the constants of integration, then integrating this equation does not lead out of the realm of commonly used functions complemented by the Abelian functions (Painlevé theorem). We present a relatively simple example of a dynamical system that is integrated in Abelian integrals by “pairing” two copies of a hyperelliptic curve. Unfortunately, initially simple formulas unfold into very long ones. Apparently the theory of Abelian functions hasn’t been finished in the last century because without computer algebra systems it was impossible to complete the calculations to the end. All calculations presented in our report are performed in Sage.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

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

PubMed

Pietruszka, Mariusz

2010-05-21

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

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

NASA Technical Reports Server (NTRS)

Hodges, D. H.

1976-01-01

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

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

NASA Astrophysics Data System (ADS)

Muruganandam, P.; Adhikari, S. K.

2009-10-01

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

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

Time-dependent buoyant puff model for explosive sources

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

Kansa, E.J.

1997-01-01

Several models exist to predict the time dependent behavior of bouyant puffs that result from explosions. This paper presents a new model that is derived from the strong conservative form of the conservation partial differential equations that are integrated over space to yield a coupled system of time dependent nonlinear ordinary differential equations. This model permits the cloud to evolve from an intial spherical shape not an ellipsoidal shape. It ignores the Boussinesq approximation, and treats the turbulence that is generated by the puff itself and the ambient atmospheric tubulence as separate mechanisms in determining the puff history. The puffmore » cloud rise history was found to depend no only on the mass and initial temperature of the explosion, but also upon the stability conditions of the ambient atmosphere. This model was calibrated by comparison with the Roller Coaster experiments.« less

Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models.

PubMed

Shah, A A; Xing, W W; Triantafyllidis, V

2017-04-01

In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.

Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models

PubMed Central

Xing, W. W.; Triantafyllidis, V.

2017-01-01

In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach. PMID:28484327

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

On Chaotic Behavior of Temperature Distribution in a Heat Exchanger

NASA Astrophysics Data System (ADS)

Bagyalakshmi, Morachan; Gangadharan, Saisundarakrishnan; Ganesh, Madhu

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

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

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

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

PubMed

Zhao, Shan

2011-08-15

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

Bimolecular Recombination Kinetics of an Exciton-Trion Gas

DTIC Science & Technology

2015-07-01

3-D systems. Whereas a linear time-dependent system of first-order differential equations has only trivial steady- state solutions (all carrier...derivatives to zero, which reduces the system (Eq. 9) to the following set of 3 algebraic equations: ( ) ( ) ( ) ( ) 1 2 210 2 110...crossover around 20 ns. The exciton curve is nearly linear over a wide range from 10 ns to 50 ns. Fig. 2 Time dependence of carrier species for Λ = 4

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

Enzyme Kinetics and the Michaelis-Menten Equation

ERIC Educational Resources Information Center

Biaglow, Andrew; Erickson, Keith; McMurran, Shawnee

2010-01-01

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

Analysis of control system responses for aircraft stability and efficient numerical techniques for real-time simulations

NASA Astrophysics Data System (ADS)

Stroe, Gabriela; Andrei, Irina-Carmen; Frunzulica, Florin

2017-01-01

The objectives of this paper are the study and the implementation of both aerodynamic and propulsion models, as linear interpolations using look-up tables in a database. The aerodynamic and propulsion dependencies on state and control variable have been described by analytic polynomial models. Some simplifying hypotheses were made in the development of the nonlinear aircraft simulations. The choice of a certain technique to use depends on the desired accuracy of the solution and the computational effort to be expended. Each nonlinear simulation includes the full nonlinear dynamics of the bare airframe, with a scaled direct connection from pilot inputs to control surface deflections to provide adequate pilot control. The engine power dynamic response was modeled with an additional state equation as first order lag in the actual power level response to commanded power level was computed as a function of throttle position. The number of control inputs and engine power states varied depending on the number of control surfaces and aircraft engines. The set of coupled, nonlinear, first-order ordinary differential equations that comprise the simulation model can be represented by the vector differential equation. A linear time-invariant (LTI) system representing aircraft dynamics for small perturbations about a reference trim condition is given by the state and output equations present. The gradients are obtained numerically by perturbing each state and control input independently and recording the changes in the trimmed state and output equations. This is done using the numerical technique of central finite differences, including the perturbations of the state and control variables. For a reference trim condition of straight and level flight, linearization results in two decoupled sets of linear, constant-coefficient differential equations for longitudinal and lateral / directional motion. The linearization is valid for small perturbations about the reference trim condition. Experimental aerodynamic and thrust data are used to model the applied aerodynamic and propulsion forces and moments for arbitrary states and controls. There is no closed form solution to such problems, so the equations must be solved using numerical integration. Techniques for solving this initial value problem for ordinary differential equations are employed to obtain approximate solutions at discrete points along the aircraft state trajectory.

General solution of the Bagley-Torvik equation with fractional-order derivative

NASA Astrophysics Data System (ADS)

Wang, Z. H.; Wang, X.

2010-05-01

This paper investigates the general solution of the Bagley-Torvik equation with 1/2-order derivative or 3/2-order derivative. This fractional-order differential equation is changed into a sequential fractional-order differential equation (SFDE) with constant coefficients. Then the general solution of the SFDE is expressed as the linear combination of fundamental solutions that are in terms of α-exponential functions, a kind of functions that play the same role of the classical exponential function. Because the number of fundamental solutions of the SFDE is greater than 2, the general solution of the SFDE depends on more than two free (independent) constants. This paper shows that the general solution of the Bagley-Torvik equation involves actually two free constants only, and it can be determined fully by the initial displacement and initial velocity.

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

PubMed

Deboeck, Pascal R

2010-08-06

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

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

USGS Publications Warehouse

Lai, Chintu

1977-01-01

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

Power-law spatial dispersion from fractional Liouville equation

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

Tarasov, Vasily E.

2013-10-15

A microscopic model in the framework of fractional kinetics to describe spatial dispersion of power-law type is suggested. The Liouville equation with the Caputo fractional derivatives is used to obtain the power-law dependence of the absolute permittivity on the wave vector. The fractional differential equations for electrostatic potential in the media with power-law spatial dispersion are derived. The particular solutions of these equations for the electric potential of point charge in this media are considered.

Derivation of exact master equation with stochastic description: dissipative harmonic oscillator.

PubMed

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of the bath-induced stochastic field is presented. The dynamics of the system is thereby fully described by a stochastic differential equation, and the desired master equation would be acquired with statistical averaging. It is shown that the existence of a closed-form master equation depends on the specificity of the system as well as the feature of the dissipation characterized by the spectral density function. For a dissipative harmonic oscillator it is observed that the correlation between the stochastic field due to the bath and the system can be decoupled, and the master equation naturally results. Such an equation possesses the Lindblad form in which time-dependent coefficients are determined by a set of integral equations. It is proved that the obtained master equation is equivalent to the well-known Hu-Paz-Zhang equation based on the path-integral technique. The procedure is also used to obtain the master equation of a dissipative harmonic oscillator in time-dependent fields.

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

NASA Technical Reports Server (NTRS)

Wang, P. K. C.

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Bond, Victor R.; Fraietta, Michael F.

1991-01-01

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

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

NASA Astrophysics Data System (ADS)

Nishiguchi, Junya

2017-09-01

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

Adjoint-Based Methodology for Time-Dependent Optimization

NASA Technical Reports Server (NTRS)

Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.

2008-01-01

This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.

On the Importance of the Dynamics of Discretizations

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Exact self-similarity solution of the Navier-Stokes equations for a porous channel with orthogonally moving walls

NASA Astrophysics Data System (ADS)

Dauenhauer, Eric C.; Majdalani, Joseph

2003-06-01

This article describes a self-similarity solution of the Navier-Stokes equations for a laminar, incompressible, and time-dependent flow that develops within a channel possessing permeable, moving walls. The case considered here pertains to a channel that exhibits either injection or suction across two opposing porous walls while undergoing uniform expansion or contraction. Instances of direct application include the modeling of pulsating diaphragms, sweat cooling or heating, isotope separation, filtration, paper manufacturing, irrigation, and the grain regression during solid propellant combustion. To start, the stream function and the vorticity equation are used in concert to yield a partial differential equation that lends itself to a similarity transformation. Following this similarity transformation, the original problem is reduced to solving a fourth-order differential equation in one similarity variable η that combines both space and time dimensions. Since two of the four auxiliary conditions are of the boundary value type, a numerical solution becomes dependent upon two initial guesses. In order to achieve convergence, the governing equation is first transformed into a function of three variables: The two guesses and η. At the outset, a suitable numerical algorithm is applied by solving the resulting set of twelve first-order ordinary differential equations with two unspecified start-up conditions. In seeking the two unknown initial guesses, the rapidly converging inverse Jacobian method is applied in an iterative fashion. Numerical results are later used to ascertain a deeper understanding of the flow character. The numerical scheme enables us to extend the solution range to physical settings not considered in previous studies. Moreover, the numerical approach broadens the scope to cover both suction and injection cases occurring with simultaneous wall motion.

Mean field games with congestion

NASA Astrophysics Data System (ADS)

Achdou, Yves; Porretta, Alessio

2018-03-01

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

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

ERIC Educational Resources Information Center

Widmark, Stephen

2012-01-01

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

Gravitational collapse of a turbulent vortex with application to star formation

NASA Technical Reports Server (NTRS)

Deissler, R. G.

1976-01-01

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitational and rotational terms in the equations are of first order in the space variables, the pressure-gradient terms are of second order, and the turbulent-viscosity term is of third order. The presence of turbulent viscosity ensures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the initial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial flow is always inward and allows collapse to occur (axially) even when the rotation is large. An approximate solution of the governing partial differential equations is also given in order to study the spatial distributions of the density and velocity.

Gravitational collapse of a turbulent vortex with application to star formation

NASA Technical Reports Server (NTRS)

Deissler, R. G.

1975-01-01

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitation and rotation terms in the equations are of first order in the space variables, the pressure gradient terms are of second order, and the turbulent viscosity term is of third order. The presence of a turbulent viscosity insures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the intial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial inflow plays an important role and allows collapse to occur even when the rotation is large. An approximate solution of the governing partial differential equations is also given, in order to study the spacial distributions of the density and velocity.

Integral equation approach to time-dependent kinematic dynamos in finite domains

NASA Astrophysics Data System (ADS)

Xu, Mingtian; Stefani, Frank; Gerbeth, Gunter

2004-11-01

The homogeneous dynamo effect is at the root of cosmic magnetic field generation. With only a very few exceptions, the numerical treatment of homogeneous dynamos is carried out in the framework of the differential equation approach. The present paper tries to facilitate the use of integral equations in dynamo research. Apart from the pedagogical value to illustrate dynamo action within the well-known picture of the Biot-Savart law, the integral equation approach has a number of practical advantages. The first advantage is its proven numerical robustness and stability. The second and perhaps most important advantage is its applicability to dynamos in arbitrary geometries. The third advantage is its intimate connection to inverse problems relevant not only for dynamos but also for technical applications of magnetohydrodynamics. The paper provides the first general formulation and application of the integral equation approach to time-dependent kinematic dynamos, with stationary dynamo sources, in finite domains. The time dependence is restricted to the magnetic field, whereas the velocity or corresponding mean-field sources of dynamo action are supposed to be stationary. For the spherically symmetric α2 dynamo model it is shown how the general formulation is reduced to a coupled system of two radial integral equations for the defining scalars of the poloidal and toroidal field components. The integral equation formulation for spherical dynamos with general stationary velocity fields is also derived. Two numerical examples—the α2 dynamo model with radially varying α and the Bullard-Gellman model—illustrate the equivalence of the approach with the usual differential equation method. The main advantage of the method is exemplified by the treatment of an α2 dynamo in rectangular domains.

Quantization of wave equations and hermitian structures in partial differential varieties

PubMed Central

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

Transition and separation process in brine channels formation

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

Berti, Alessia, E-mail: alessia.berti@unibs.it; Bochicchio, Ivana, E-mail: ibochicchio@unisa.it; Fabrizio, Mauro, E-mail: mauro.fabrizio@unibo.it

2016-02-15

In this paper, we discuss the formation of brine channels in sea ice. The model includes a time-dependent Ginzburg-Landau equation for the solid-liquid phase change, a diffusion equation of the Cahn-Hilliard kind for the solute dynamics, and the heat equation for the temperature change. The macroscopic motion of the fluid is also considered, so the resulting differential system couples with the Navier-Stokes equation. The compatibility of this system with the thermodynamic laws and a maximum theorem is proved.

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

NASA Technical Reports Server (NTRS)

Dinar, N.

1978-01-01

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

A new technique for solving the Parker-type wind equations

NASA Technical Reports Server (NTRS)

Melia, Fulvio

1988-01-01

Substitution of the novel function Phi for velocity, as one of the dependent variables in Parker-type solar wind equations, removes the critical point, and therefore the numerical difficulties encountered, from the set of coupled differential wind equations. The method has already been successfully used in a study of radiatively-driven mass loss from the surface of X-ray bursting neutron stars. The present technique for solving the equations of time-independent mass loss can be useful in similar applications.

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

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

Algorithmic transformation of multi-loop master integrals to a canonical basis with CANONICA

NASA Astrophysics Data System (ADS)

Meyer, Christoph

2018-01-01

The integration of differential equations of Feynman integrals can be greatly facilitated by using a canonical basis. This paper presents the Mathematica package CANONICA, which implements a recently developed algorithm to automatize the transformation to a canonical basis. This represents the first publicly available implementation suitable for differential equations depending on multiple scales. In addition to the presentation of the package, this paper extends the description of some aspects of the algorithm, including a proof of the uniqueness of canonical forms up to constant transformations.

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Sensitivity of Dynamical Systems to Banach Space Parameters

DTIC Science & Technology

2005-02-13

We consider general nonlinear dynamical systems in a Banach space with dependence on parameters in a second Banach space. An abstract theoretical ... framework for sensitivity equations is developed. An application to measure dependent delay differential systems arising in a class of HIV models is presented.

Dynamics in a Maximally Symmetric Universe

NASA Astrophysics Data System (ADS)

Bewketu, Asnakew

2016-03-01

Our present understanding of the evolution of the universe relies upon the Friedmann- Robertson- Walker cosmological models. This model is so successful that it is now being considered as the Standard Model of Cosmology. So in this work we derive the Fried- mann equations using the Friedmann-Robertson-Walker metric together with Einstein field equation and then we give a simple method to reduce Friedmann equations to a second order linear differential equation when it is supplemented with a time dependent equation of state. Furthermore, as illustrative examples, we solve this equation for some specific time dependent equation of states. And also by using the Friedmann equations with some time dependent equation of state we try to determine the cosmic scale factor(the rate at which the universe expands) and age of the Friedmann universe, for the matter dominated era, radiation dominated era and for both matter and radiation dominated era by considering different cases. We have finally discussed the observable quantities that can be evidences for the accelerated expansion of the Friedmann universe. I would like to acknowledge Addis Ababa University for its financial and material support to my work on the title mentioned above.

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

NASA Astrophysics Data System (ADS)

Caponetto, Riccardo; Fazzino, Stefano

2013-01-01

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

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

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

An implicit fast Fourier transform method for integration of the time dependent Schrodinger equation

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

Riley, M.E.; Ritchie, A.B.

1997-12-31

One finds that the conventional exponentiated split operator procedure is subject to difficulties when solving the time-dependent Schrodinger equation for Coulombic systems. By rearranging the kinetic and potential energy terms in the temporal propagator of the finite difference equations, one can find a propagation algorithm for three dimensions that looks much like the Crank-Nicholson and alternating direction implicit methods for one- and two-space-dimensional partial differential equations. The authors report investigations of this novel implicit split operator procedure. The results look promising for a purely numerical approach to certain electron quantum mechanical problems. A charge exchange calculation is presented as anmore » example of the power of the method.« less

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

NASA Astrophysics Data System (ADS)

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

2013-01-01

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

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

PubMed

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

2013-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

Lie-Hamilton systems on the plane: Properties, classification and applications

NASA Astrophysics Data System (ADS)

Ballesteros, A.; Blasco, A.; Herranz, F. J.; de Lucas, J.; Sardón, C.

2015-04-01

We study Lie-Hamilton systems on the plane, i.e. systems of first-order differential equations describing the integral curves of a t-dependent vector field taking values in a finite-dimensional real Lie algebra of planar Hamiltonian vector fields with respect to a Poisson structure. We start with the local classification of finite-dimensional real Lie algebras of vector fields on the plane obtained in González-López, Kamran, and Olver (1992) [23] and we interpret their results as a local classification of Lie systems. By determining which of these real Lie algebras consist of Hamiltonian vector fields relative to a Poisson structure, we provide the complete local classification of Lie-Hamilton systems on the plane. We present and study through our results new Lie-Hamilton systems of interest which are used to investigate relevant non-autonomous differential equations, e.g. we get explicit local diffeomorphisms between such systems. We also analyse biomathematical models, the Milne-Pinney equations, second-order Kummer-Schwarz equations, complex Riccati equations and Buchdahl equations.

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Morino, L.

1980-01-01

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

Numerical solutions to the time-dependent Bloch equations revisited.

PubMed

Murase, Kenya; Tanki, Nobuyoshi

2011-01-01

The purpose of this study was to demonstrate a simple and fast method for solving the time-dependent Bloch equations. First, the time-dependent Bloch equations were reduced to a homogeneous linear differential equation, and then a simple equation was derived to solve it using a matrix operation. The validity of this method was investigated by comparing with the analytical solutions in the case of constant radiofrequency irradiation. There was a good agreement between them, indicating the validity of this method. As a further example, this method was applied to the time-dependent Bloch equations in the two-pool exchange model for chemical exchange saturation transfer (CEST) or amide proton transfer (APT) magnetic resonance imaging (MRI), and the Z-spectra and asymmetry spectra were calculated from their solutions. They were also calculated using the fourth/fifth-order Runge-Kutta-Fehlberg (RKF) method for comparison. There was also a good agreement between them, and this method was much faster than the RKF method. In conclusion, this method will be useful for analyzing the complex CEST or APT contrast mechanism and/or investigating the optimal conditions for CEST or APT MRI. Copyright © 2011 Elsevier Inc. All rights reserved.

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

Gusev, Vitalyi; Craig, Walter; Livoti, Roberto; Danworaphong, Sorasak; Diebold, Gerald J.

2005-10-01

Thermal diffusion, also known as the Ludwig-Soret effect, refers to the separation of mixtures in a temperature gradient. For a binary mixture the time dependence of the change in concentration of each species is governed by a nonlinear partial differential equation in space and time. Here, an exact solution of the Ludwig-Soret equation without mass diffusion for a sinusoidal temperature field is given. The solution shows that counterpropagating shock waves are produced which slow and eventually come to a halt. Expressions are found for the shock time for two limiting values of the starting density fraction. The effects of diffusion on the development of the concentration profile in time and space are found by numerical integration of the nonlinear differential equation.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

DTIC Science & Technology

1984-11-01

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

Application of differential transformation method for solving dengue transmission mathematical model

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Guo, Qiang

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

Fast neural solution of a nonlinear wave equation

NASA Technical Reports Server (NTRS)

Toomarian, Nikzad; Barhen, Jacob

1992-01-01

A neural algorithm for rapidly simulating a certain class of nonlinear wave phenomena using analog VLSI neural hardware is presented and applied to the Korteweg-de Vries partial differential equation. The corresponding neural architecture is obtained from a pseudospectral representation of the spatial dependence, along with a leap-frog scheme for the temporal evolution. Numerical simulations demonstrated the robustness of the proposed approach.

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.

Electrical and mechanical fully coupled theory and experimental verification of Rosen-type piezoelectric transformers.

PubMed

Hsu, Yu-Hsiang; Lee, Chih-Kung; Hsiao, Wen-Hsin

2005-10-01

A piezoelectric transformer is a power transfer device that converts its input and output voltage as well as current by effectively using electrical and mechanical coupling effects of piezoelectric materials. Equivalent-circuit models, which are traditionally used to analyze piezoelectric transformers, merge each mechanical resonance effect into a series of ordinary differential equations. Because of using ordinary differential equations, equivalent circuit models are insufficient to reflect the mechanical behavior of piezoelectric plates. Electromechanically, fully coupled governing equations of Rosen-type piezoelectric transformers, which are partial differential equations in nature, can be derived to address the deficiencies of the equivalent circuit models. It can be shown that the modal actuator concept can be adopted to optimize the electromechanical coupling effect of the driving section once the added spatial domain design parameters are taken into account, which are three-dimensional spatial dependencies of electromechanical properties. The maximum power transfer condition for a Rosen-type piezoelectric transformer is detailed. Experimental results, which lead us to a series of new design rules, also are presented to prove the validity and effectiveness of the theoretical predictions.

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

PubMed

Deboeck, Pascal R; Bergeman, C S

2013-06-01

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

The Reservoir Model: A Differential Equation Model of Psychological Regulation

PubMed Central

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

2017-01-01

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

An efficient and robust algorithm for two dimensional time dependent incompressible Navier-Stokes equations: High Reynolds number flows

NASA Technical Reports Server (NTRS)

Goodrich, John W.

1991-01-01

An algorithm is presented for unsteady two-dimensional incompressible Navier-Stokes calculations. This algorithm is based on the fourth order partial differential equation for incompressible fluid flow which uses the streamfunction as the only dependent variable. The algorithm is second order accurate in both time and space. It uses a multigrid solver at each time step. It is extremely efficient with respect to the use of both CPU time and physical memory. It is extremely robust with respect to Reynolds number.

Time-dependent spectral renormalization method

NASA Astrophysics Data System (ADS)

Cole, Justin T.; Musslimani, Ziad H.

2017-11-01

The spectral renormalization method was introduced by Ablowitz and Musslimani (2005) as an effective way to numerically compute (time-independent) bound states for certain nonlinear boundary value problems. In this paper, we extend those ideas to the time domain and introduce a time-dependent spectral renormalization method as a numerical means to simulate linear and nonlinear evolution equations. The essence of the method is to convert the underlying evolution equation from its partial or ordinary differential form (using Duhamel's principle) into an integral equation. The solution sought is then viewed as a fixed point in both space and time. The resulting integral equation is then numerically solved using a simple renormalized fixed-point iteration method. Convergence is achieved by introducing a time-dependent renormalization factor which is numerically computed from the physical properties of the governing evolution equation. The proposed method has the ability to incorporate physics into the simulations in the form of conservation laws or dissipation rates. This novel scheme is implemented on benchmark evolution equations: the classical nonlinear Schrödinger (NLS), integrable PT symmetric nonlocal NLS and the viscous Burgers' equations, each of which being a prototypical example of a conservative and dissipative dynamical system. Numerical implementation and algorithm performance are also discussed.

Scale relativity theory and integrative systems biology: 1. Founding principles and scale laws.

PubMed

Auffray, Charles; Nottale, Laurent

2008-05-01

In these two companion papers, we provide an overview and a brief history of the multiple roots, current developments and recent advances of integrative systems biology and identify multiscale integration as its grand challenge. Then we introduce the fundamental principles and the successive steps that have been followed in the construction of the scale relativity theory, and discuss how scale laws of increasing complexity can be used to model and understand the behaviour of complex biological systems. In scale relativity theory, the geometry of space is considered to be continuous but non-differentiable, therefore fractal (i.e., explicitly scale-dependent). One writes the equations of motion in such a space as geodesics equations, under the constraint of the principle of relativity of all scales in nature. To this purpose, covariant derivatives are constructed that implement the various effects of the non-differentiable and fractal geometry. In this first review paper, the scale laws that describe the new dependence on resolutions of physical quantities are obtained as solutions of differential equations acting in the scale space. This leads to several possible levels of description for these laws, from the simplest scale invariant laws to generalized laws with variable fractal dimensions. Initial applications of these laws to the study of species evolution, embryogenesis and cell confinement are discussed.

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

NASA Technical Reports Server (NTRS)

Lind, R. W.

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

Fuchssteiner, Benno; Carillo, Sandra

1989-01-01

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

On the multiple zeros of a real analytic function with applications to the averaging theory of differential equations

NASA Astrophysics Data System (ADS)

García, Isaac A.; Llibre, Jaume; Maza, Susanna

2018-06-01

In this work we consider real analytic functions , where , Ω is a bounded open subset of , is an interval containing the origin, are parameters, and ε is a small parameter. We study the branching of the zero-set of at multiple points when the parameter ε varies. We apply the obtained results to improve the classical averaging theory for computing T-periodic solutions of λ-families of analytic T-periodic ordinary differential equations defined on , using the displacement functions defined by these equations. We call the coefficients in the Taylor expansion of in powers of ε the averaged functions. The main contribution consists in analyzing the role that have the multiple zeros of the first non-zero averaged function. The outcome is that these multiple zeros can be of two different classes depending on whether the zeros belong or not to the analytic set defined by the real variety associated to the ideal generated by the averaged functions in the Noetheriang ring of all the real analytic functions at . We bound the maximum number of branches of isolated zeros that can bifurcate from each multiple zero z 0. Sometimes these bounds depend on the cardinalities of minimal bases of the former ideal. Several examples illustrate our results and they are compared with the classical theory, branching theory and also under the light of singularity theory of smooth maps. The examples range from polynomial vector fields to Abel differential equations and perturbed linear centers.

Mathematical Analysis and Optimization of Infiltration Processes

NASA Technical Reports Server (NTRS)

Chang, H.-C.; Gottlieb, D.; Marion, M.; Sheldon, B. W.

1997-01-01

A variety of infiltration techniques can be used to fabricate solid materials, particularly composites. In general these processes can be described with at least one time dependent partial differential equation describing the evolution of the solid phase, coupled to one or more partial differential equations describing mass transport through a porous structure. This paper presents a detailed mathematical analysis of a relatively simple set of equations which is used to describe chemical vapor infiltration. The results demonstrate that the process is controlled by only two parameters, alpha and beta. The optimization problem associated with minimizing the infiltration time is also considered. Allowing alpha and beta to vary with time leads to significant reductions in the infiltration time, compared with the conventional case where alpha and beta are treated as constants.

A partial differential equation model and its reduction to an ordinary differential equation model for prostate tumor growth under intermittent hormone therapy.

PubMed

Tao, Youshan; Guo, Qian; Aihara, Kazuyuki

2014-10-01

Hormonal therapy with androgen suppression is a common treatment for advanced prostate tumors. The emergence of androgen-independent cells, however, leads to a tumor relapse under a condition of long-term androgen deprivation. Clinical trials suggest that intermittent androgen suppression (IAS) with alternating on- and off-treatment periods can delay the relapse when compared with continuous androgen suppression (CAS). In this paper, we propose a mathematical model for prostate tumor growth under IAS therapy. The model elucidates initial hormone sensitivity, an eventual relapse of a tumor under CAS therapy, and a delay of a relapse under IAS therapy, which are due to the coexistence of androgen-dependent cells, androgen-independent cells resulting from reversible changes by adaptation, and androgen-independent cells resulting from irreversible changes by genetic mutations. The model is formulated as a free boundary problem of partial differential equations that describe the evolution of populations of the abovementioned three types of cells during on-treatment periods and off-treatment periods. Moreover, the model can be transformed into a piecewise linear ordinary differential equation model by introducing three new volume variables, and the study of the resulting model may help to devise optimal IAS schedules.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

Effects of self-esteem on state and trait components of interpersonal dependency and depression in the workplace.

PubMed

Takagishi, Yukihiro; Sakata, Masatsugu; Kitamura, Toshinori

2011-09-01

This longitudinal study was undertaken to clarify the relationships among self-esteem, interpersonal dependency, and depression, focusing on a trait and state component of interpersonal dependency and depression. In a sample of 466 working people, self-esteem, interpersonal dependency, job stressor, and depression were assessed at 2 points of time. A structural equation model (SEM) was created to differentiate the trait component of interpersonal dependency, depression and the state component of interpersonal dependency, depression. The model revealed that self-esteem influenced trait interpersonal dependency and trait depression but not state interpersonal dependency or depression. Setting a latent variable as a trait component to differentiate trait and state in interpersonal dependency and depression in SEM was found to be effective both statistically and clinically. © 2011 Wiley Periodicals, Inc.

Runge-Kutta Methods for Linear Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

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

Exponential growth and Gaussian—like fluctuations of solutions of stochastic differential equations with maximum functionals

NASA Astrophysics Data System (ADS)

Appleby, J. A. D.; Wu, H.

2008-11-01

In this paper we consider functional differential equations subjected to either instantaneous state-dependent noise, or to a white noise perturbation. The drift of the equations depend linearly on the current value and on the maximum of the solution. The functional term always provides positive feedback, while the instantaneous term can be mean-reverting or can exhibit positive feedback. We show in the white noise case that if the instantaneous term is mean reverting and dominates the history term, then solutions are recurrent, and upper bounds on the a.s. growth rate of the partial maxima of the solution can be found. When the instantaneous term is weaker, or is of positive feedback type, we determine necessary and sufficient conditions on the diffusion coefficient which ensure the exact exponential growth of solutions. An application of these results to an inefficient financial market populated by reference traders and speculators is given, in which the difference between the current instantaneous returns and maximum of the returns over the last few time units is used to determine trading strategies.

Time-dependent inertia analysis of vehicle mechanisms

NASA Astrophysics Data System (ADS)

Salmon, James Lee

Two methods for performing transient inertia analysis of vehicle hardware systems are developed in this dissertation. The analysis techniques can be used to predict the response of vehicle mechanism systems to the accelerations associated with vehicle impacts. General analytical methods for evaluating translational or rotational system dynamics are generated and evaluated for various system characteristics. The utility of the derived techniques are demonstrated by applying the generalized methods to two vehicle systems. Time dependent acceleration measured during a vehicle to vehicle impact are used as input to perform a dynamic analysis of an automobile liftgate latch and outside door handle. Generalized Lagrange equations for a non-conservative system are used to formulate a second order nonlinear differential equation defining the response of the components to the transient input. The differential equation is solved by employing the fourth order Runge-Kutta method. The events are then analyzed using commercially available two dimensional rigid body dynamic analysis software. The results of the two analytical techniques are compared to experimental data generated by high speed film analysis of tests of the two components performed on a high G acceleration sled at Ford Motor Company.

Estimating varying coefficients for partial differential equation models.

PubMed

Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Numerical Simulation for the Unsteady MHD Flow and Heat Transfer of Couple Stress Fluid over a Rotating Disk

PubMed Central

2014-01-01

The present work is devoted to study the numerical simulation for unsteady MHD flow and heat transfer of a couple stress fluid over a rotating disk. A similarity transformation is employed to reduce the time dependent system of nonlinear partial differential equations (PDEs) to ordinary differential equations (ODEs). The Runge-Kutta method and shooting technique are employed for finding the numerical solution of the governing system. The influences of governing parameters viz. unsteadiness parameter, couple stress and various physical parameters on velocity, temperature and pressure profiles are analyzed graphically and discussed in detail. PMID:24835274

Analytical solutions for systems of partial differential-algebraic equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2014-01-01

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

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.

A model of partial differential equations for HIV propagation in lymph nodes

NASA Astrophysics Data System (ADS)

Marinho, E. B. S.; Bacelar, F. S.; Andrade, R. F. S.

2012-01-01

A system of partial differential equations is used to model the dissemination of the Human Immunodeficiency Virus (HIV) in CD4+T cells within lymph nodes. Besides diffusion terms, the model also includes a time-delay dependence to describe the time lag required by the immunologic system to provide defenses to new virus strains. The resulting dynamics strongly depends on the properties of the invariant sets of the model, consisting of three fixed points related to the time independent and spatial homogeneous tissue configurations in healthy and infected states. A region in the parameter space is considered, for which the time dependence of the space averaged model variables follows the clinical pattern reported for infected patients: a short scale primary infection, followed by a long latency period of almost complete recovery and third phase characterized by damped oscillations around a value with large HIV counting. Depending on the value of the diffusion coefficient, the latency time increases with respect to that one obtained for the space homogeneous version of the model. It is found that same initial conditions lead to quite different spatial patterns, which depend strongly on the latency interval.

Design of Flight Vehicle Management Systems

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Nonlinear Control and Discrete Event Systems

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Presymplectic current and the inverse problem of the calculus of variations

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

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

2013-11-15

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Differential formulation of the gyrokinetic Landau operator

DOE PAGES

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

2017-01-05

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

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

NASA Astrophysics Data System (ADS)

Borazjani, Iman; Asgharzadeh, Hafez

2015-11-01

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

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

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

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

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

A complete analytical solution of the Fokker-Planck and balance equations for nucleation and growth of crystals

NASA Astrophysics Data System (ADS)

Makoveeva, Eugenya V.; Alexandrov, Dmitri V.

2018-01-01

This article is concerned with a new analytical description of nucleation and growth of crystals in a metastable mushy layer (supercooled liquid or supersaturated solution) at the intermediate stage of phase transition. The model under consideration consisting of the non-stationary integro-differential system of governing equations for the distribution function and metastability level is analytically solved by means of the saddle-point technique for the Laplace-type integral in the case of arbitrary nucleation kinetics and time-dependent heat or mass sources in the balance equation. We demonstrate that the time-dependent distribution function approaches the stationary profile in course of time. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

Bifurcation Analysis of an Electrostatically Actuated Nano-Beam Based on Modified Couple Stress Theory

NASA Astrophysics Data System (ADS)

Rezaei Kivi, Araz; Azizi, Saber; Norouzi, Peyman

2017-12-01

In this paper, the nonlinear size-dependent static and dynamic behavior of an electrostatically actuated nano-beam is investigated. A fully clamped nano-beam is considered for the modeling of the deformable electrode of the NEMS. The governing differential equation of the motion is derived using Hamiltonian principle based on couple stress theory; a non-classical theory for considering length scale effects. The nonlinear partial differential equation of the motion is discretized to a nonlinear Duffing type ODE's using Galerkin method. Static and dynamic pull-in instabilities obtained by both classical theory and MCST are compared. At the second stage of analysis, shooting technique is utilized to obtain the frequency response curve, and to capture the periodic solutions of the motion; the stability of the periodic solutions are gained by Floquet theory. The nonlinear dynamic behavior of the deformable electrode due to the AC harmonic accompanied with size dependency is investigated.

Solvable two-dimensional time-dependent non-Hermitian quantum systems with infinite dimensional Hilbert space in the broken PT-regime

NASA Astrophysics Data System (ADS)

Fring, Andreas; Frith, Thomas

2018-06-01

We provide exact analytical solutions for a two-dimensional explicitly time-dependent non-Hermitian quantum system. While the time-independent variant of the model studied is in the broken PT-symmetric phase for the entire range of the model parameters, and has therefore a partially complex energy eigenspectrum, its time-dependent version has real energy expectation values at all times. In our solution procedure we compare the two equivalent approaches of directly solving the time-dependent Dyson equation with one employing the Lewis–Riesenfeld method of invariants. We conclude that the latter approach simplifies the solution procedure due to the fact that the invariants of the non-Hermitian and Hermitian system are related to each other in a pseudo-Hermitian fashion, which in turn does not hold for their corresponding time-dependent Hamiltonians. Thus constructing invariants and subsequently using the pseudo-Hermiticity relation between them allows to compute the Dyson map and to solve the Dyson equation indirectly. In this way one can bypass to solve nonlinear differential equations, such as the dissipative Ermakov–Pinney equation emerging in our and many other systems.

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].

PubMed

Murase, Kenya

2014-01-01

Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.

Transformed Fourier and Fick equations for the control of heat and mass diffusion

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

Guenneau, S.; Petiteau, D.; Zerrad, M.

We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves,more » the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.« less

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

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

PubMed

Maybank, Philip J; Whiteley, Jonathan P

2014-02-01

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

Temperature effects on drift of suspended single-domain particles induced by the Magnus force

NASA Astrophysics Data System (ADS)

Denisov, S. I.; Lyutyy, T. V.; Reva, V. V.; Yermolenko, A. S.

2018-03-01

We study the temperature dependence of the drift velocity of single-domain ferromagnetic particles induced by the Magnus force in a dilute suspension. A set of stochastic equations describing the translational and rotational dynamics of particles is derived, and the particle drift velocity that depends on components of the average particle magnetization is introduced. The Fokker-Planck equation for the probability density of magnetization orientations is solved analytically in the limit of strong thermal fluctuations for both the planar rotor and general models. Using these solutions, we calculate the drift velocity and show that the out-of-plane fluctuations of magnetization, which are not accounted for in the planar rotor model, play an important role. In the general case of arbitrary fluctuations, we investigate the temperature dependence of the drift velocity by numerically simulating a set of effective stochastic differential equations for the magnetization dynamics.

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

Cheviakov, Alexei F., E-mail: chevaikov@math.usask.ca

Partial differential equations of the form divN=0, N{sub t}+curl M=0 involving two vector functions in R{sup 3} depending on t, x, y, z appear in different physical contexts, including the vorticity formulation of fluid dynamics, magnetohydrodynamics (MHD) equations, and Maxwell's equations. It is shown that these equations possess an infinite family of local divergence-type conservation laws involving arbitrary functions of space and time. Moreover, it is demonstrated that the equations of interest have a rather special structure of a lower-degree (degree two) conservation law in R{sup 4}(t,x,y,z). The corresponding potential system has a clear physical meaning. For the Maxwell's equations,more » it gives rise to the scalar electric and the vector magnetic potentials; for the vorticity equations of fluid dynamics, the potentialization inverts the curl operator to yield the fluid dynamics equations in primitive variables; for MHD equations, the potential equations yield a generalization of the Galas-Bogoyavlenskij potential that describes magnetic surfaces of ideal MHD equilibria. The lower-degree conservation law is further shown to yield curl-type conservation laws and determined potential equations in certain lower-dimensional settings. Examples of new nonlocal conservation laws, including an infinite family of nonlocal material conservation laws of ideal time-dependent MHD equations in 2+1 dimensions, are presented.« less

Fem Formulation for Heat and Mass Transfer in Porous Medium

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

PubMed Central

Herrera, Ismael; Sabina, Federico J.

1978-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].

PubMed

Murase, Kenya

2015-01-01

In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.

ASP: Automated symbolic computation of approximate symmetries of differential equations

NASA Astrophysics Data System (ADS)

Jefferson, G. F.; Carminati, J.

2013-03-01

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

Finding higher symmetries of differential equations using the MAPLE package DESOLVII

NASA Astrophysics Data System (ADS)

Vu, K. T.; Jefferson, G. F.; Carminati, J.

2012-04-01

We present and describe, with illustrative examples, the MAPLE computer algebra package DESOLVII, which is a major upgrade of DESOLV. DESOLVII now includes new routines allowing the determination of higher symmetries (contact and Lie-Bäcklund) for systems of both ordinary and partial differential equations. Catalogue identifier: ADYZ_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADYZ_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 10 858 No. of bytes in distributed program, including test data, etc.: 112 515 Distribution format: tar.gz Programming language: MAPLE internal language Computer: PCs and workstations Operating system: Linux, Windows XP and Windows 7 RAM: Depends on the type of problem and the complexity of the system (small ≈ MB, large ≈ GB) Classification: 4.3, 5 Catalogue identifier of previous version: ADYZ_v1_0 Journal reference of previous version: Comput. Phys. Comm. 176 (2007) 682 Does the new version supersede the previous version?: Yes Nature of problem: There are a number of approaches one may use to find solutions to systems of differential equations. These include numerical, perturbative, and algebraic methods. Unfortunately, approximate or numerical solution methods may be inappropriate in many cases or even impossible due to the nature of the system and hence exact methods are important. In their own right, exact solutions are valuable not only as a yardstick for approximate/numerical solutions but also as a means of elucidating the physical meaning of fundamental quantities in systems. One particular method of finding special exact solutions is afforded by the work of Sophus Lie and the use of continuous transformation groups. The power of Lie's group theoretic method lies in its ability to unify a number of ad hoc integration methods through the use of symmetries, that is, continuous groups of transformations which leave the differential system “unchanged”. These symmetry groups may then be used to find special solutions. Solutions found in this manner are called similarity or invariant solutions. The method of finding symmetry transformations initially requires the generation of a large overdetermined system of linear, homogeneous, coupled PDEs. The integration of this system is usually reasonably straightforward requiring the (often elementary) integration of equations by splitting the system according to dependency on different orders and degrees of the dependent variable/s. Unfortunately, in the case of contact and Lie-Bäcklund symmetries, the integration of the determining system becomes increasingly more difficult as the order of the symmetry is increased. This is because the symmetry generating functions become dependent on higher orders of the derivatives of the dependent variables and this diminishes the overall resulting “separable” differential conditions derived from the main determining system. Furthermore, typical determining systems consist of tens to hundreds of equations and this, combined with standard mechanical solution methods, makes the process well suited to automation using computer algebra systems. The new MAPLE package DESOLVII, which is a major upgrade of DESOLV, now includes routines allowing the determination of higher symmetries (contact and Lie-Bäcklund) for systems of both ordinary and partial differential equations. In addition, significant improvements have been implemented to the algorithm for PDE solution. Finally, we have made some improvements in the overall automated process so as to improve user friendliness by reducing user intervention where possible. Solution method: See “Nature of problem” above. Reasons for new version: New and improved functionality. New functionality - can now compute generalised symmetries. Much improved efficiency (speed and memory use) of existing routines. Restrictions: Sufficient memory may be required for complex systems. Running time: Depends on the type of problem and the complexity of the system (small ≈ seconds, large ≈ hours).

New Examination of the Traditional Raman Lidar Technique II: Evaluating the Ratios for Water Vapor and Aerosols

NASA Technical Reports Server (NTRS)

Whiteman, David N.

2003-01-01

In a companion paper, the temperature dependence of Raman scattering and its influence on the Raman and Rayleigh-Mie lidar equations was examined. New forms of the lidar equation were developed to account for this temperature sensitivity. Here those results are used to derive the temperature dependent forms of the equations for the water vapor mixing ratio, aerosol scattering ratio, aerosol backscatter coefficient, and extinction to backscatter ratio (Sa). The error equations are developed, the influence of differential transmission is studied and different laser sources are considered in the analysis. The results indicate that the temperature functions become significant when using narrowband detection. Errors of 5% and more can be introduced in the water vapor mixing ratio calculation at high altitudes and errors larger than 10% are possible for calculations of aerosol scattering ratio and thus aerosol backscatter coefficient and extinction to backscatter ratio.

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

PubMed

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

2014-01-01

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

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…

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

NASA Technical Reports Server (NTRS)

Radhakrishnan, K.

1984-01-01

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

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

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

2006-05-01

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

A computer program for the simulation of heat and moisture flow in soils

NASA Technical Reports Server (NTRS)

Camillo, P.; Schmugge, T. J.

1981-01-01

A computer program that simulates the flow of heat and moisture in soils is described. The space-time dependence of temperature and moisture content is described by a set of diffusion-type partial differential equations. The simulator uses a predictor/corrector to numerically integrate them, giving wetness and temperature profiles as a function of time. The simulator was used to generate solutions to diffusion-type partial differential equations for which analytical solutions are known. These equations include both constant and variable diffusivities, and both flux and constant concentration boundary conditions. In all cases, the simulated and analytic solutions agreed to within the error bounds which were imposed on the integrator. Simulations of heat and moisture flow under actual field conditions were also performed. Ground truth data were used for the boundary conditions and soil transport properties. The qualitative agreement between simulated and measured profiles is an indication that the model equations are reasonably accurate representations of the physical processes involved.

Transit and lifespan in neutrophil production: implications for drug intervention.

PubMed

Câmara De Souza, Daniel; Craig, Morgan; Cassidy, Tyler; Li, Jun; Nekka, Fahima; Bélair, Jacques; Humphries, Antony R

2018-02-01

A comparison of the transit compartment ordinary differential equation modelling approach to distributed and discrete delay differential equation models is studied by focusing on Quartino's extension to the Friberg transit compartment model of myelosuppression, widely relied upon in the pharmaceutical sciences to predict the neutrophil response after chemotherapy, and on a QSP delay differential equation model of granulopoiesis. An extension to the Quartino model is provided by considering a general number of transit compartments and introducing an extra parameter that allows for the decoupling of the maturation time from the production rate of cells. An overview of the well established linear chain technique, used to reformulate transit compartment models with constant transit rates as distributed delay differential equations (DDEs), is then given. A state-dependent time rescaling of the Quartino model is performed to apply the linear chain technique and rewrite the Quartino model as a distributed DDE, yielding a discrete DDE model in a certain parameter limit. Next, stability and bifurcation analyses are undertaken in an effort to situate such studies in a mathematical pharmacology context. We show that both the original Friberg and the Quartino extension models incorrectly define the mean maturation time, essentially treating the proliferative pool as an additional maturation compartment. This misspecification can have far reaching consequences on the development of future models of myelosuppression in PK/PD.

Distribution theory for Schrödinger’s integral equation

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

Lange, Rutger-Jan, E-mail: rutger-jan.lange@cantab.net

2015-12-15

Much of the literature on point interactions in quantum mechanics has focused on the differential form of Schrödinger’s equation. This paper, in contrast, investigates the integral form of Schrödinger’s equation. While both forms are known to be equivalent for smooth potentials, this is not true for distributional potentials. Here, we assume that the potential is given by a distribution defined on the space of discontinuous test functions. First, by using Schrödinger’s integral equation, we confirm a seminal result by Kurasov, which was originally obtained in the context of Schrödinger’s differential equation. This hints at a possible deeper connection between bothmore » forms of the equation. We also sketch a generalisation of Kurasov’s [J. Math. Anal. Appl. 201(1), 297–323 (1996)] result to hypersurfaces. Second, we derive a new closed-form solution to Schrödinger’s integral equation with a delta prime potential. This potential has attracted considerable attention, including some controversy. Interestingly, the derived propagator satisfies boundary conditions that were previously derived using Schrödinger’s differential equation. Third, we derive boundary conditions for “super-singular” potentials given by higher-order derivatives of the delta potential. These boundary conditions cannot be incorporated into the normal framework of self-adjoint extensions. We show that the boundary conditions depend on the energy of the solution and that probability is conserved. This paper thereby confirms several seminal results and derives some new ones. In sum, it shows that Schrödinger’s integral equation is a viable tool for studying singular interactions in quantum mechanics.« less

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

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

The harmonic oscillator and the position dependent mass Schroedinger equation: isospectral partners and factorization operators

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

Morales, J.; Ovando, G.; Pena, J. J.

2010-12-23

One of the most important scientific contributions of Professor Marcos Moshinsky has been his study on the harmonic oscillator in quantum theory vis a vis the standard Schroedinger equation with constant mass [1]. However, a simple description of the motion of a particle interacting with an external environment such as happen in compositionally graded alloys consist of replacing the mass by the so-called effective mass that is in general variable and dependent on position. Therefore, honoring in memoriam Marcos Moshinsky, in this work we consider the position-dependent mass Schrodinger equations (PDMSE) for the harmonic oscillator potential model as former potentialmore » as well as with equi-spaced spectrum solutions, i.e. harmonic oscillator isospectral partners. To that purpose, the point canonical transformation method to convert a general second order differential equation (DE), of Sturm-Liouville type, into a Schroedinger-like standard equation is applied to the PDMSE. In that case, the former potential associated to the PDMSE and the potential involved in the Schroedinger-like standard equation are related through a Riccati-type relationship that includes the equivalent of the Witten superpotential to determine the exactly solvable positions-dependent mass distribution (PDMD)m(x). Even though the proposed approach is exemplified with the harmonic oscillator potential, the procedure is general and can be straightforwardly applied to other DEs.« less

Numerical Bifurcation Analysis of Delayed Recycle Stream in a Continuously Stirred Tank Reactor

NASA Astrophysics Data System (ADS)

Gangadhar, Nalwala Rohitbabu; Balasubramanian, Periyasamy

2010-10-01

In this paper, we present the stability analysis of delay differential equations which arise as a result of transportation lag in the CSTR-mechanical separator recycle system. A first order irreversible elementary reaction is considered to model the system and is governed by the delay differential equations. The DDE-BIFTOOL software package is used to analyze the stability of the delay system. The present analysis reveals that the system exhibits delay independent stability for isothermal operation of the CSTR. In the absence of delay, the system is dynamically unstable for non-isothermal operation of the CSTR, and as a result of delay, the system exhibits delay dependent stability.

A Novel Approach to Solve Linearized Stellar Pulsation Equations

NASA Astrophysics Data System (ADS)

Bard, Christopher; Teitler, S.

2011-01-01

We present a new approach to modeling linearized, non-radial pulsations in differentially rotating, massive stars. As a first step in this direction, we consider adiabatic pulsations and adopt the Cowling approximation that perturbations of the gravitational potential and its radial derivative are negligible. The angular dependence of the pulsation modes is expressed as a series expansion of associated Legendre polynomials; the resulting coupled system of differential equations is then solved by finding the eigenfrequencies at which the determinant of a characteristic matrix vanishes. Our method improves on previous treatments by removing the requirement that an arbitrary normalization be applied to the eigenfunctions; this brings the benefit of improved numerical robustness.

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

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.

Discretization-dependent model for weakly connected excitable media

NASA Astrophysics Data System (ADS)

Arroyo, Pedro André; Alonso, Sergio; Weber dos Santos, Rodrigo

2018-03-01

Pattern formation has been widely observed in extended chemical and biological processes. Although the biochemical systems are highly heterogeneous, homogenized continuum approaches formed by partial differential equations have been employed frequently. Such approaches are usually justified by the difference of scales between the heterogeneities and the characteristic spatial size of the patterns. Under different conditions, for example, under weak coupling, discrete models are more adequate. However, discrete models may be less manageable, for instance, in terms of numerical implementation and mesh generation, than the associated continuum models. Here we study a model to approach discreteness which permits the computer implementation on general unstructured meshes. The model is cast as a partial differential equation but with a parameter that depends not only on heterogeneities sizes, as in the case of quasicontinuum models, but also on the discretization mesh. Therefore, we refer to it as a discretization-dependent model. We validate the approach in a generic excitable media that simulates three different phenomena: the propagation of action membrane potential in cardiac tissue, in myelinated axons of neurons, and concentration waves in chemical microemulsions.

Middle atmosphere project. A semi-spectral numerical model for the large-scale stratospheric circulation

NASA Technical Reports Server (NTRS)

Holton, J. R.; Wehrbein, W.

1979-01-01

The complete model is a semispectral model in which the longitudinal dependence is represented by expansion in zonal harmonics while the latitude and height dependencies are represented by a finite difference grid. The model is based on the primitive equations in the log pressure coordinate system. The lower boundary of the model domain is set at the 100 mb level (i.e., near the tropopause) and the effects of tropospheric forcing are included in the lower boundary condition. The upper boundary is at approximately 96 km, and the latitudinal extent is either global or hemispheric. The basic differential equations and boundary conditions are outlined. The finite difference equations are described. The initial conditions are discussed and a sample calculation is presented. The FORTRAN code is given in the appendix.

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

PubMed Central

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

2011-01-01

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

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

USGS Publications Warehouse

Rubin, Jacob

1983-01-01

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

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.

Position dependent mass Schroedinger equation and isospectral potentials: Intertwining operator approach

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

Midya, Bikashkali; Roy, B.; Roychoudhury, R.

2010-02-15

Here, we have studied first- and second-order intertwining approaches to generate isospectral partner potentials of position dependent (effective) mass Schroedinger equation. The second-order intertwiner is constructed directly by taking it as second-order linear differential operator with position dependent coefficients, and the system of equations arising from the intertwining relationship is solved for the coefficients by taking an ansatz. A complete scheme for obtaining general solution is obtained, which is valid for any arbitrary potential and mass function. The proposed technique allows us to generate isospectral potentials with the following spectral modifications: (i) to add new bound state(s), (ii) to removemore » bound state(s), and (iii) to leave the spectrum unaffected. To explain our findings with the help of an illustration, we have used point canonical transformation to obtain the general solution of the position dependent mass Schrodinger equation corresponding to a potential and mass function. It is shown that our results are consistent with the formulation of type A N-fold supersymmetry [T. Tanaka, J. Phys. A 39, 219 (2006); A. Gonzalez-Lopez and T. Tanaka, J. Phys. A 39, 3715 (2006)] for the particular cases N=1 and N=2, respectively.« less

Oscillation of a class of fractional differential equations with damping term.

PubMed

Qin, Huizeng; Zheng, Bin

2013-01-01

We investigate the oscillation of a class of fractional differential equations with damping term. Based on a certain variable transformation, the fractional differential equations are converted into another differential equations of integer order with respect to the new variable. Then, using Riccati transformation, inequality, and integration average technique, some new oscillatory criteria for the equations are established. As for applications, oscillation for two certain fractional differential equations with damping term is investigated by the use of the presented results.

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

PubMed

Weizenecker, Jürgen

2018-01-22

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

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

NASA Astrophysics Data System (ADS)

Weizenecker, Jürgen

2018-02-01

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

The nonlinear evolution of modes on unstable stratified shear layers

NASA Technical Reports Server (NTRS)

Blackaby, Nicholas; Dando, Andrew; Hall, Philip

1993-01-01

The nonlinear development of disturbances in stratified shear flows (having a local Richardson number of value less than one quarter) is considered. Such modes are initially fast growing but, like related studies, we assume that the viscous, non-parallel spreading of the shear layer results in them evolving in a linear fashion until they reach a position where their amplitudes are large enough and their growth rates have diminished sufficiently so that amplitude equations can be derived using weakly nonlinear and non-equilibrium critical-layer theories. Four different basic integro-differential amplitude equations are possible, including one due to a novel mechanism; the relevant choice of amplitude equation, at a particular instance, being dependent on the relative sizes of the disturbance amplitude, the growth rate of the disturbance, its wavenumber, and the viscosity of the fluid. This richness of choice of possible nonlinearities arises mathematically from the indicial Frobenius roots of the governing linear inviscid equation (the Taylor-Goldstein equation) not, in general, differing by an integer. The initial nonlinear evolution of a mode will be governed by an integro-differential amplitude equations with a cubic nonlinearity but the resulting significant increase in the size of the disturbance's amplitude leads on to the next stage of the evolution process where the evolution of the mode is governed by an integro-differential amplitude equations with a quintic nonlinearity. Continued growth of the disturbance amplitude is expected during this stage, resulting in the effects of nonlinearity spreading to outside the critical level, by which time the flow has become fully nonlinear.

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

USGS Publications Warehouse

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

2002-01-01

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

On the origins and foundations of Laplacian determinism.

PubMed

van Strien, Marij

2014-03-01

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

SIVA/DIVA- INITIAL VALUE ORDINARY DIFFERENTIAL EQUATION SOLUTION VIA A VARIABLE ORDER ADAMS METHOD

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1994-01-01

The SIVA/DIVA package is a collection of subroutines for the solution of ordinary differential equations. There are versions for single precision and double precision arithmetic. These solutions are applicable to stiff or nonstiff differential equations of first or second order. SIVA/DIVA requires fewer evaluations of derivatives than other variable order Adams predictor-corrector methods. There is an option for the direct integration of second order equations which can make integration of trajectory problems significantly more efficient. Other capabilities of SIVA/DIVA include: monitoring a user supplied function which can be separate from the derivative; dynamically controlling the step size; displaying or not displaying output at initial, final, and step size change points; saving the estimated local error; and reverse communication where subroutines return to the user for output or computation of derivatives instead of automatically performing calculations. The user must supply SIVA/DIVA with: 1) the number of equations; 2) initial values for the dependent and independent variables, integration stepsize, error tolerance, etc.; and 3) the driver program and operational parameters necessary for subroutine execution. SIVA/DIVA contains an extensive diagnostic message library should errors occur during execution. SIVA/DIVA is written in FORTRAN 77 for batch execution and is machine independent. It has a central memory requirement of approximately 120K of 8 bit bytes. This program was developed in 1983 and last updated in 1987.

Basis adaptation and domain decomposition for steady partial differential equations with random coefficients

DOE PAGES

Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

2017-09-04

In this paper, we present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support ourmore » construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Lastly, our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less

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

PubMed

Bachok, Norfifah; Ishak, Anuar; Pop, Ioan

2013-01-01

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

Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients

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

Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numericalmore » experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less

A computational study of entropy generation in magnetohydrodynamic flow and heat transfer over an unsteady stretching permeable sheet

NASA Astrophysics Data System (ADS)

Saeed Butt, Adnan; Ali, Asif

2014-01-01

The present article aims to investigate the entropy effects in magnetohydrodynamic flow and heat transfer over an unsteady permeable stretching surface. The time-dependent partial differential equations are converted into non-linear ordinary differential equations by suitable similarity transformations. The solutions of these equations are computed analytically by the Homotopy Analysis Method (HAM) then solved numerically by the MATLAB built-in routine. Comparison of the obtained results is made with the existing literature under limiting cases to validate our study. The effects of unsteadiness parameter, magnetic field parameter, suction/injection parameter, Prandtl number, group parameter and Reynolds number on flow and heat transfer characteristics are checked and analysed with the aid of graphs and tables. Moreover, the effects of these parameters on entropy generation number and Bejan number are also shown graphically. It is examined that the unsteadiness and presence of magnetic field augments the entropy production.

A preconditioner for the finite element computation of incompressible, nonlinear elastic deformations

NASA Astrophysics Data System (ADS)

Whiteley, J. P.

2017-10-01

Large, incompressible elastic deformations are governed by a system of nonlinear partial differential equations. The finite element discretisation of these partial differential equations yields a system of nonlinear algebraic equations that are usually solved using Newton's method. On each iteration of Newton's method, a linear system must be solved. We exploit the structure of the Jacobian matrix to propose a preconditioner, comprising two steps. The first step is the solution of a relatively small, symmetric, positive definite linear system using the preconditioned conjugate gradient method. This is followed by a small number of multigrid V-cycles for a larger linear system. Through the use of exemplar elastic deformations, the preconditioner is demonstrated to facilitate the iterative solution of the linear systems arising. The number of GMRES iterations required has only a very weak dependence on the number of degrees of freedom of the linear systems.

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.

Modeling Climate Dynamically

ERIC Educational Resources Information Center

Walsh, Jim; McGehee, Richard

2013-01-01

A dynamical systems approach to energy balance models of climate is presented, focusing on low order, or conceptual, models. Included are global average and latitude-dependent, surface temperature models. The development and analysis of the differential equations and corresponding bifurcation diagrams provides a host of appropriate material for…

Basic mechanisms governing solar-cell efficiency

NASA Technical Reports Server (NTRS)

Lindholm, F. A.; Neugroschel, A.; Sah, C. T.

1976-01-01

The efficiency of a solar cell depends on the material parameters appearing in the set of differential equations that describe the transport, recombination, and generation of electrons and holes. This paper describes the many basic mechanisms occurring in semiconductors that can control these material parameters.

A theory of post-stall transients in axial compression systems. I - Development of equations

NASA Technical Reports Server (NTRS)

Moore, F. K.; Greitzer, E. M.

1985-01-01

An approximate theory is presented for post-stall transients in multistage axial compression systems. The theory leads to a set of three simultaneous nonlinear third-order partial differential equations for pressure rise, and average and disturbed values of flow coefficient, as functions of time and angle around the compressor. By a Galerkin procedure, angular dependence is averaged, and the equations become first order in time. These final equations are capable of describing the growth and possible decay of a rotating-stall cell during a compressor mass-flow transient. It is shown how rotating-stall-like and surgelike motions are coupled through these equations, and also how the instantaneous compressor pumping characteristic changes during the transient stall process.

Development and Application of Compatible Discretizations of Maxwell's Equations

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

White, D; Koning, J; Rieben, R

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

A procedure to construct exact solutions of nonlinear fractional differential equations.

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.

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.

Adaptive mesh strategies for the spectral element method

NASA Technical Reports Server (NTRS)

Mavriplis, Catherine

1992-01-01

An adaptive spectral method was developed for the efficient solution of time dependent partial differential equations. Adaptive mesh strategies that include resolution refinement and coarsening by three different methods are illustrated on solutions to the 1-D viscous Burger equation and the 2-D Navier-Stokes equations for driven flow in a cavity. Sharp gradients, singularities, and regions of poor resolution are resolved optimally as they develop in time using error estimators which indicate the choice of refinement to be used. The adaptive formulation presents significant increases in efficiency, flexibility, and general capabilities for high order spectral methods.

A model of a fishery with fish stock involving delay equations.

PubMed

Auger, P; Ducrot, Arnaud

2009-12-13

The aim of this paper is to provide a new mathematical model for a fishery by including a stock variable for the resource. This model takes the form of an infinite delay differential equation. It is mathematically studied and a bifurcation analysis of the steady states is fulfilled. Depending on the different parameters of the problem, we show that Hopf bifurcation may occur leading to oscillating behaviours of the system. The mathematical results are finally discussed.

Solving Differential Equations in R: Package deSolve

EPA Science Inventory

In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972

Differential equation methods for simulation of GFP kinetics in non-steady state experiments.

PubMed

Phair, Robert D

2018-03-15

Genetically encoded fluorescent proteins, combined with fluorescence microscopy, are widely used in cell biology to collect kinetic data on intracellular trafficking. Methods for extraction of quantitative information from these data are based on the mathematics of diffusion and tracer kinetics. Current methods, although useful and powerful, depend on the assumption that the cellular system being studied is in a steady state, that is, the assumption that all the molecular concentrations and fluxes are constant for the duration of the experiment. Here, we derive new tracer kinetic analytical methods for non-steady state biological systems by constructing mechanistic nonlinear differential equation models of the underlying cell biological processes and linking them to a separate set of differential equations governing the kinetics of the fluorescent tracer. Linking the two sets of equations is based on a new application of the fundamental tracer principle of indistinguishability and, unlike current methods, supports correct dependence of tracer kinetics on cellular dynamics. This approach thus provides a general mathematical framework for applications of GFP fluorescence microscopy (including photobleaching [FRAP, FLIP] and photoactivation to frequently encountered experimental protocols involving physiological or pharmacological perturbations (e.g., growth factors, neurotransmitters, acute knockouts, inhibitors, hormones, cytokines, and metabolites) that initiate mechanistically informative intracellular transients. When a new steady state is achieved, these methods automatically reduce to classical steady state tracer kinetic analysis. © 2018 Phair. This article is distributed by The American Society for Cell Biology under license from the author(s). Two months after publication it is available to the public under an Attribution–Noncommercial–Share Alike 3.0 Unported Creative Commons License (http://creativecommons.org/licenses/by-nc-sa/3.0).

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Monotone viable trajectories for functional differential inclusions

NASA Astrophysics Data System (ADS)

Haddad, Georges

This paper is a study on functional differential inclusions with memory which represent the multivalued version of retarded functional differential equations. The main result gives a necessary and sufficient equations. The main result gives a necessary and sufficient condition ensuring the existence of viable trajectories; that means trajectories remaining in a given nonempty closed convex set defined by given constraints the system must satisfy to be viable. Some motivations for this paper can be found in control theory where F( t, φ) = { f( t, φ, u)} uɛU is the set of possible velocities of the system at time t, depending on the past history represented by the function φ and on a control u ranging over a set U of controls. Other motivations can be found in planning procedures in microeconomics and in biological evolutions where problems with memory do effectively appear in a multivalued version. All these models require viability constraints represented by a closed convex set.

Self-Similar Compressible Free Vortices

NASA Technical Reports Server (NTRS)

vonEllenrieder, Karl

1998-01-01

Lie group methods are used to find both exact and numerical similarity solutions for compressible perturbations to all incompressible, two-dimensional, axisymmetric vortex reference flow. The reference flow vorticity satisfies an eigenvalue problem for which the solutions are a set of two-dimensional, self-similar, incompressible vortices. These solutions are augmented by deriving a conserved quantity for each eigenvalue, and identifying a Lie group which leaves the reference flow equations invariant. The partial differential equations governing the compressible perturbations to these reference flows are also invariant under the action of the same group. The similarity variables found with this group are used to determine the decay rates of the velocities and thermodynamic variables in the self-similar flows, and to reduce the governing partial differential equations to a set of ordinary differential equations. The ODE's are solved analytically and numerically for a Taylor vortex reference flow, and numerically for an Oseen vortex reference flow. The solutions are used to examine the dependencies of the temperature, density, entropy, dissipation and radial velocity on the Prandtl number. Also, experimental data on compressible free vortex flow are compared to the analytical results, the evolution of vortices from initial states which are not self-similar is discussed, and the energy transfer in a slightly-compressible vortex is considered.

Double power series method for approximating cosmological perturbations

NASA Astrophysics Data System (ADS)

Wren, Andrew J.; Malik, Karim A.

2017-04-01

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

Algorithm for Stabilizing a POD-Based Dynamical System

NASA Technical Reports Server (NTRS)

Kalb, Virginia L.

2010-01-01

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

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

Thermodynamic and Mechanic Consideration on the stability of Anti-symmetric Schaefer’s equation

NASA Astrophysics Data System (ADS)

Suriamihardja, D. A.; Amiruddin; Saaduddin

2018-03-01

Schaefer’s equation relates an interaction between population of fishes and the number of units of fishing effort. The population growth of fishes is reduced by the number of units of fishing effort, while the population growth of units of fishing effort depends on the existence of fishes. This paper aims to examine the stability of an anti-symmetric Schaefer’s equation through thermodynamic and mechanic procedure using a formula of entropy production near equilibrium which is recognized as Onsager’s relation. The results confirm that entropic approach (thermodynamics) and dissipative approach (mechanics) are usable to be applied as Lyapunov’s procedure in examining the stability of systems of differential equations.

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.

Modeling Fish Growth in Low Dissolved Oxygen

ERIC Educational Resources Information Center

Neilan, Rachael Miller

2013-01-01

This article describes a computational project designed for undergraduate students as an introduction to mathematical modeling. Students use an ordinary differential equation to describe fish weight and assume the instantaneous growth rate depends on the concentration of dissolved oxygen. Published laboratory experiments suggest that continuous…

A gradual update method for simulating the steady-state solution of stiff differential equations in metabolic circuits.

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

Numerical simulation of differential equation systems plays a major role in the understanding of how metabolic network models generate particular cellular functions. On the other hand, the classical and technical problems for stiff differential equations still remain to be solved, while many elegant algorithms have been presented. To relax the stiffness problem, we propose new practical methods: the gradual update of differential-algebraic equations based on gradual application of the steady-state approximation to stiff differential equations, and the gradual update of the initial values in differential-algebraic equations. These empirical methods show a high efficiency for simulating the steady-state solutions for the stiff differential equations that existing solvers alone cannot solve. They are effective in extending the applicability of dynamic simulation to biochemical network models.

Study on the influence of supplying compressed air channels and evicting channels on pneumatical oscillation systems for vibromooshing

NASA Astrophysics Data System (ADS)

Glăvan, D. O.; Radu, I.; Babanatsas, T.; Babanatis Merce, R. M.; Kiss, I.; Gaspar, M. C.

2018-01-01

The paper presents a pneumatic system with two oscillating masses. The system is composed of a cylinder (framework) with mass m1, which has a piston with mass m2 inside. The cylinder (framework system) has one supplying channel for compressed air and one evicting channel for each work chamber (left and right of the piston). Functionality of the piston position comparatively with the cylinder (framework) is possible through the supplying or evicting of compressed air. The variable force that keeps the movement depends on variation of the pressure that is changing depending on the piston position according to the cylinder (framework) and to the section form that is supplying and evicting channels with compressed air. The paper presents the physical model/pattern, the mathematical model/pattern (differential equations) and numerical solution of the differential equations in hypothesis with the section form of supplying and evicting channels with compressed air is rectangular (variation linear) or circular (variation nonlinear).

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

PubMed

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

2016-01-01

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

Towards developing robust algorithms for solving partial differential equations on MIMD machines

NASA Technical Reports Server (NTRS)

Saltz, Joel H.; Naik, Vijay K.

1988-01-01

Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.

COMPUTATION OF ℛ IN AGE-STRUCTURED EPIDEMIOLOGICAL MODELS WITH MATERNAL AND TEMPORARY IMMUNITY.

PubMed

Feng, Zhilan; Han, Qing; Qiu, Zhipeng; Hill, Andrew N; Glasser, John W

2016-03-01

For infectious diseases such as pertussis, susceptibility is determined by immunity, which is chronological age-dependent. We consider an age-structured epidemiological model that accounts for both passively acquired maternal antibodies that decay and active immunity that wanes, permitting reinfection. The model is a 6-dimensional system of partial differential equations (PDE). By assuming constant rates within each age-group, the PDE system can be reduced to an ordinary differential equation (ODE) system with aging from one age-group to the next. We derive formulae for the effective reproduction number ℛ and provide their biological interpretation in some special cases. We show that the disease-free equilibrium is stable when ℛ < 1 and unstable if ℛ > 1.

Discontinuous gradient differential equations and trajectories in the calculus of variations

NASA Astrophysics Data System (ADS)

Bogaevskii, I. A.

2006-12-01

The concept of gradient of smooth functions is generalized for their sums with concave functions. An existence, uniqueness, and continuous dependence theorem for increasing time is formulated and proved for solutions of an ordinary differential equation the right-hand side of which is the gradient of the sum of a concave and a smooth function. With the use of this result a physically natural motion of particles, well defined even at discontinuities of the velocity field, is constructed in the variational problem of the minimal mechanical action in a space of arbitrary dimension. For such a motion of particles in the plane all typical cases of the birth and the interaction of point clusters of positive mass are described.

Towards developing robust algorithms for solving partial differential equations on MIMD machines

NASA Technical Reports Server (NTRS)

Saltz, J. H.; Naik, V. K.

1985-01-01

Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.

Viscous Effects in the Elastodynamics of Thick Beams

NASA Technical Reports Server (NTRS)

Johnson, A. R.; Tessler, A.

1997-01-01

A viscoelastic higher-order thick beam finite element formulation is extended to include elastodynamic deformations. The material constitutive law is a special differential form of the Maxwell solid. In the constitutive model, the elastic strains and the conjugate viscous strains are coupled through a system of first- order ordinary differential equations. The total time-dependent stress is the superposition of its elastic and viscous components. The elastodynamic equations of motion are derived from the virtual work principle. Computational examples are carried out for a thick orthotropic cantilevered beam. A quasi-static relaxation problem is employed as a validation test for the elastodynamic algorithm. The elastodynamic code is demonstrated by analyzing the damped vibrations of the beam which is deformed and then released to freely vibrate.

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

PubMed Central

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

2016-01-01

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

Front propagation in one-dimensional spatially periodic bistable media

NASA Astrophysics Data System (ADS)

Löber, Jakob; Bär, Markus; Engel, Harald

2012-12-01

Front propagation in heterogeneous bistable media is studied using the Schlögl model as a representative example. Spatially periodic modulations in the parameters of the bistable kinetics are taken into account perturbatively. Depending on the ratio L/l (L is the spatial period of the heterogeneity, l is the front width), appropriate singular perturbation techniques are applied to derive an ordinary differential equation for the position of the front in the presence of the heterogeneities. From this equation, the dependence of the average propagation speed on L/l as well as on the modulation amplitude is calculated. The analytical results obtained predict velocity overshoot, different cases of propagation failure, and the propagation speed for very large spatial periods in quantitative agreement with the results of direct numerical simulations of the underlying reaction-diffusion equation.

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.

Modification of Pawlow's thermodynamical model for the melting of small single-component particles

NASA Astrophysics Data System (ADS)

Barybin, Anatoly; Shapovalov, Victor

2011-02-01

A new approach to the melting of small particles is proposed to modify the known Pawlow's model by taking into account the transfer of material from solid spherical particles to liquid ones through a gas phase. Thermodynamical analysis gives rise to a differential equation for the melting point Tm involving such size-dependent and temperature-dependent parameters of a material as the surface tensions σs(l ), molar heat of fusion ΔHm and molar volumes vs(l ). Solution of this equation has shown that all the limiting cases for size-independent situations coincide with results known in the literature and our analysis of size-dependent situations gives results close to the experimental data previously obtained by other authors for some metallic particles.

Self-energy renormalization for inhomogeneous nonequilibrium systems and field expansion via complete set of time-dependent wavefunctions

NASA Astrophysics Data System (ADS)

Kuwahara, Y.; Nakamura, Y.; Yamanaka, Y.

2018-04-01

The way to determine the renormalized energy of inhomogeneous systems of a quantum field under an external potential is established for both equilibrium and nonequilibrium scenarios based on thermo field dynamics. The key step is to find an extension of the on-shell concept valid in homogeneous case. In the nonequilibrium case, we expand the field operator by time-dependent wavefunctions that are solutions of the appropriately chosen differential equation, synchronizing with temporal change of thermal situation, and the quantum transport equation is derived from the renormalization procedure. Through numerical calculations of a triple-well model with a reservoir, we show that the number distribution and the time-dependent wavefunctions are relaxed consistently to the correct equilibrium forms at the long-term limit.

The convergence of the order sequence and the solution function sequence on fractional partial differential equation

NASA Astrophysics Data System (ADS)

Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.

2018-03-01

One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).

Radiation reaction on a classical charged particle: a modified form of the equation of motion.

PubMed

Alcaine, Guillermo García; Llanes-Estrada, Felipe J

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Radiation reaction on a classical charged particle: A modified form of the equation of motion

NASA Astrophysics Data System (ADS)

Alcaine, Guillermo García; Llanes-Estrada, Felipe J.

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Simulations of Fluvial Landscapes

NASA Astrophysics Data System (ADS)

Cattan, D.; Birnir, B.

2013-12-01

The Smith-Bretherton-Birnir (SBB) model for fluvial landsurfaces consists of a pair of partial differential equations, one governing water flow and one governing the sediment flow. Numerical solutions of these equations have been shown to provide realistic models in the evolution of fluvial landscapes. Further analysis of these equations shows that they possess scaling laws (Hack's Law) that are known to exist in nature. However, the simulations are highly dependent on the numerical methods used; with implicit methods exhibiting the correct scaling laws, but the explicit methods fail to do so. These equations, and the resulting models, help to bridge the gap between the deterministic and the stochastic theories of landscape evolution. Slight modifications of the SBB equations make the results of the model more realistic. By modifying the sediment flow equation, the model obtains more pronounced meandering rivers. Typical landsurface with rivers.

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…

Analytical solution of the time-dependent Bloch NMR flow equations: a translational mechanical analysis

NASA Astrophysics Data System (ADS)

Awojoyogbe, O. B.

2004-08-01

Various biological and physiological properties of living tissue can be studied by means of nuclear magnetic resonance techniques. Unfortunately, the basic physics of extracting the relevant information from the solution of Bloch nuclear magnetic resource (NMR) equations to accurately monitor the clinical state of biological systems is still not yet fully understood. Presently, there are no simple closed solutions known to the Bloch equations for a general RF excitation. Therefore the translational mechanical analysis of the Bloch NMR equations presented in this study, which can be taken as definitions of new functions to be studied in detail may reveal very important information from which various NMR flow parameters can be derived. Fortunately, many of the most important but hidden applications of blood flow parameters can be revealed without too much difficulty if appropriate mathematical techniques are used to solve the equations. In this study we are concerned with a mathematical study of the laws of NMR physics from the point of view of translational mechanical theory. The important contribution of this study is that solutions to the Bloch NMR flow equations do always exist and can be found as accurately as desired. We shall restrict our attention to cases where the radio frequency field can be treated by simple analytical methods. First we shall derive a time dependant second-order non-homogeneous linear differential equation from the Bloch NMR equation in term of the equilibrium magnetization M0, RF B1( t) field, T1 and T2 relaxation times. Then, we would develop a general method of solving the differential equation for the cases when RF B1( t)=0, and when RF B1( t)≠0. This allows us to obtain the intrinsic or natural behavior of the NMR system as well as the response of the system under investigation to a specific influence of external force to the system. Specifically, we consider the case where the RF B1 varies harmonically with time. Here the complete motion of the system consists of two parts. The first part describes the motion of the transverse magnetization My in the absence of RF B( t) field. The second part of the motion described by the particular integral of the derived differential equation does not decay with time but continues its periodic behavior indefinitely. The complete motion of the NMR flow system is then quantitatively and qualitatively described.

Frequency analysis via the method of moment functionals

NASA Technical Reports Server (NTRS)

Pearson, A. E.; Pan, J. Q.

1990-01-01

Several variants are presented of a linear-in-parameters least squares formulation for determining the transfer function of a stable linear system at specified frequencies given a finite set of Fourier series coefficients calculated from transient nonstationary input-output data. The basis of the technique is Shinbrot's classical method of moment functionals using complex Fourier based modulating functions to convert a differential equation model on a finite time interval into an algebraic equation which depends linearly on frequency-related parameters.

Mechanical Properties of EPON 826/DEA Epoxy

DTIC Science & Technology

2008-07-26

Eβ ( ε̇− ε̇pβ ) . (5b) Equations (2) and (5) are solved simultaneously as a system of time-dependant differential equations to determine the stress in...this implies that estimates of these underlying physical parameters are highly uncertain but also has a weak effect on the stress -strain relationships...20), 4923–4928 (1998) Chou, S.C., Robertson, K.D., et al.: The effect of strain rate and heat developed during deformation on the stress -strain curve

A Lower Bound for the Norm of the Solution of a Nonlinear Volterra Equation in One-Dimensional Viscoelasticity.

DTIC Science & Technology

1980-12-09

34, Symp. on Non-well-posed Problems and Logarithmic Convexity (Lecture Notes on Math. #316), pp. 31-5h, Springer, 1973. 3. Greenberg , J.M., MacCamy, R.C...34Continuous Data Dependence for an Abstract Volterra Integro- Differential Equation in Hilbert Space with Applications to Viscoelasticity", Annali Scuola... Hilbert Space", to appear in the J. Applicable Analysis. 8. Slemrod, M., "Instability of Steady Shearing Flows in a Nonlinear Viscoelastic Fluid", Arch

Differential invariants and exact solutions of the Einstein equations

NASA Astrophysics Data System (ADS)

Lychagin, Valentin; Yumaguzhin, Valeriy

2017-06-01

In this paper (cf. Lychagin and Yumaguzhin, in Anal Math Phys, 2016) a class of totally geodesics solutions for the vacuum Einstein equations is introduced. It consists of Einstein metrics of signature (1,3) such that 2-dimensional distributions, defined by the Weyl tensor, are completely integrable and totally geodesic. The complete and explicit description of metrics from these class is given. It is shown that these metrics depend on two functions in one variable and one harmonic function.

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

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

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

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

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

Slackline dynamics and the Helmholtz-Duffing oscillator

NASA Astrophysics Data System (ADS)

Athanasiadis, Panos J.

2018-01-01

Slacklining is a new, rapidly expanding sport, and understanding its physics is paramount for maximizing fun and safety. Yet, compared to other sports, very little has been published so far on slackline dynamics. The equations of motion describing a slackline are fundamentally nonlinear, and assuming linear elasticity, they lead to a form of the Duffing equation. Following this approach, characteristic examples of slackline motion are simulated, including trickline bouncing, leash falls and longline surfing. The time-dependent solutions of the differential equations describing the system are acquired by numerical integration. A simple form of energy dissipation (linear drag) is added in some cases. It is recognized in this study that geometric nonlinearity is a fundamental aspect characterizing the dynamics of slacklines. Sports, and particularly slackline, is an excellent way of engaging young people with physics. A slackline is a simple yet insightful example of a nonlinear oscillator. It is very easy to model in the laboratory, as well as to rig and try on a university campus. For instructive purposes, its behaviour can be explored by numerically integrating the respective equations of motion. A form of the Duffing equation emerges naturally in the analysis and provides a powerful introduction to nonlinear dynamics. The material is suitable for graduate students and undergraduates with a background in classical mechanics and differential equations.

Symbolic computation of equivalence transformations and parameter reduction for nonlinear physical models

NASA Astrophysics Data System (ADS)

Cheviakov, Alexei F.

2017-11-01

An efficient systematic procedure is provided for symbolic computation of Lie groups of equivalence transformations and generalized equivalence transformations of systems of differential equations that contain arbitrary elements (arbitrary functions and/or arbitrary constant parameters), using the software package GeM for Maple. Application of equivalence transformations to the reduction of the number of arbitrary elements in a given system of equations is discussed, and several examples are considered. The first computational example of generalized equivalence transformations where the transformation of the dependent variable involves an arbitrary constitutive function is presented. As a detailed physical example, a three-parameter family of nonlinear wave equations describing finite anti-plane shear displacements of an incompressible hyperelastic fiber-reinforced medium is considered. Equivalence transformations are computed and employed to radically simplify the model for an arbitrary fiber direction, invertibly reducing the model to a simple form that corresponds to a special fiber direction, and involves no arbitrary elements. The presented computation algorithm is applicable to wide classes of systems of differential equations containing arbitrary elements.

Nonlinear Scaling Laws for Parametric Receiving Arrays. Part II. Numerical Analysis

DTIC Science & Technology

1976-06-30

SECTION 3U SUBROUTINE WRITE -UP» JPL» MAY 1969. 2, F. T, KROGH» »ON TESTING A SUBROUTINE FOR THE NUMERICAL INTEGRATION OF ORDINARY DIFFERENTIAL...WHICH IS ENTIRELY DOUBLE PRECISION. SEE THEIR WRITE -UPS FOR MINOR DIFFERENCES IN USAGE. 12.1.1.5. REMARKS THE ORDINARY DIFFERENTIAL EQUATIONS MAY BE...OF THE DEPENDENT VARIABLES» OR VALUES OF AUXILIARY FUNCTIONS. ONLY THE FIRST TWO OF THESE FEATURES ARE DESCRIBED IN THIS WRITE -UP. SEE REFERENCE 1

Benchmarking FEniCS for mantle convection simulations

NASA Astrophysics Data System (ADS)

Vynnytska, L.; Rognes, M. E.; Clark, S. R.

2013-01-01

This paper evaluates the usability of the FEniCS Project for mantle convection simulations by numerical comparison to three established benchmarks. The benchmark problems all concern convection processes in an incompressible fluid induced by temperature or composition variations, and cover three cases: (i) steady-state convection with depth- and temperature-dependent viscosity, (ii) time-dependent convection with constant viscosity and internal heating, and (iii) a Rayleigh-Taylor instability. These problems are modeled by the Stokes equations for the fluid and advection-diffusion equations for the temperature and composition. The FEniCS Project provides a novel platform for the automated solution of differential equations by finite element methods. In particular, it offers a significant flexibility with regard to modeling and numerical discretization choices; we have here used a discontinuous Galerkin method for the numerical solution of the advection-diffusion equations. Our numerical results are in agreement with the benchmarks, and demonstrate the applicability of both the discontinuous Galerkin method and FEniCS for such applications.

Time dependence of breakdown in a global fiber-bundle model with continuous damage.

PubMed

Moral, L; Moreno, Y; Gómez, J B; Pacheco, A F

2001-06-01

A time-dependent global fiber-bundle model of fracture with continuous damage is formulated in terms of a set of coupled nonlinear differential equations. A first integral of this set is analytically obtained. The time evolution of the system is studied by applying a discrete probabilistic method. Several results are discussed emphasizing their differences with the standard time-dependent model. The results obtained show that with this simple model a variety of experimental observations can be qualitatively reproduced.

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

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

A mathematical model of intestinal oedema formation.

PubMed

Young, Jennifer; Rivière, Béatrice; Cox, Charles S; Uray, Karen

2014-03-01

Intestinal oedema is a medical condition referring to the build-up of excess fluid in the interstitial spaces of the intestinal wall tissue. Intestinal oedema is known to produce a decrease in intestinal transit caused by a decrease in smooth muscle contractility, which can lead to numerous medical problems for the patient. Interstitial volume regulation has thus far been modelled with ordinary differential equations, or with a partial differential equation system where volume changes depend only on the current pressure and not on updated tissue stress. In this work, we present a computational, partial differential equation model of intestinal oedema formation that overcomes the limitations of past work to present a comprehensive model of the phenomenon. This model includes mass and momentum balance equations which give a time evolution of the interstitial pressure, intestinal volume changes and stress. The model also accounts for the spatially varying mechanical properties of the intestinal tissue and the inhomogeneous distribution of fluid-leaking capillaries that create oedema. The intestinal wall is modelled as a multi-layered, deforming, poroelastic medium, and the system of equations is solved using a discontinuous Galerkin method. To validate the model, simulation results are compared with results from four experimental scenarios. A sensitivity analysis is also provided. The model is able to capture the final submucosal interstitial pressure and total fluid volume change for all four experimental cases, and provide further insight into the distribution of these quantities across the intestinal wall.

A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS

Teaching cardiovascular physiology with equivalent electronic circuits in a practically oriented teaching module.

PubMed

Ribaric, Samo; Kordas, Marjan

2011-06-01

Here, we report on a new tool for teaching cardiovascular physiology and pathophysiology that promotes qualitative as well as quantitative thinking about time-dependent physiological phenomena. Quantification of steady and presteady-state (transient) cardiovascular phenomena is traditionally done by differential equations, but this is time consuming and unsuitable for most undergraduate medical students. As a result, quantitative thinking about time-dependent physiological phenomena is often not extensively dealt with in an undergraduate physiological course. However, basic concepts of steady and presteady state can be explained with relative simplicity, without the introduction of differential equation, with equivalent electronic circuits (EECs). We introduced undergraduate medical students to the concept of simulating cardiovascular phenomena with EECs. EEC simulations facilitate the understanding of simple or complex time-dependent cardiovascular physiological phenomena by stressing the analogies between EECs and physiological processes. Student perceptions on using EEC to simulate, study, and understand cardiovascular phenomena were documented over a 9-yr period, and the impact of the course on the students' knowledge of selected basic facts and concepts in cardiovascular physiology was evaluated over a 3-yr period. We conclude that EECs are a valuable tool for teaching cardiovascular physiology concepts and that EECs promote active learning.

Teaching Cardiovascular Physiology with Equivalent Electronic Circuits in a Practically Oriented Teaching Module

ERIC Educational Resources Information Center

Ribaric, Samo; Kordas, Marjan

2011-01-01

Here, we report on a new tool for teaching cardiovascular physiology and pathophysiology that promotes qualitative as well as quantitative thinking about time-dependent physiological phenomena. Quantification of steady and presteady-state (transient) cardiovascular phenomena is traditionally done by differential equations, but this is time…

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.

Interface equation and viscosity contrast in Hele-Shaw flow

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

Casademunt, J.; Jasnow, D.; Hernandez-Machado, A.

1992-05-20

In this paper, the authors derive an integro-differential equation for the evolution of the interface separating two immiscible viscous fluids in a Hele-Shaw cell with a channel geometry, for arbitrary viscosity contrast. The authors' equation differs from a previous one obtained by a vortex-sheet formulation of the problem, in that the normal component of the interface velocity is formally decoupled from the gauge-dependent tangential part. The result is thus a closed integral equation for the normal velocity. The authors briefly comment on the advantages of such a formulation and implement an alternative computational algorithm based on it. Preliminary numerical resultsmore » confirm a highly inefficient finger competition in the zero viscosity contrast limit.« less

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

NASA Astrophysics Data System (ADS)

Kaparin, V.; Kotta, Ü.

2018-04-01

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

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.

A nonlocal continuum model for the biaxial buckling analysis of composite nanoplates with shape memory alloy nanowires

NASA Astrophysics Data System (ADS)

Farajpour, M. R.; Shahidi, A. R.; Farajpour, A.

2018-03-01

In this study, the buckling behavior of a three-layered composite nanoplate reinforced with shape memory alloy (SMA) nanowires is examined. Whereas the upper and lower layers are reinforced with typical nanowires, SMA nanoscale wires are used to strengthen the middle layer of the system. The composite nanoplate is assumed to be under the action of biaxial compressive loading. A scale-dependent mathematical model is presented with the consideration of size effects within the context of the Eringen’s nonlocal continuum mechanics. Using the one-dimensional Brinson’s theory and the Kirchhoff theory of plates, the governing partial differential equations of SMA nanowire-reinforced hybrid nanoplates are derived. Both lateral and longitudinal deflections are taken into consideration in the theoretical formulation and method of solution. In order to reduce the governing differential equations to their corresponding algebraic equations, a discretization approach based on the differential quadrature method is employed. The critical buckling loads of the hybrid nanosystem with various boundary conditions are obtained with the use of a standard eigenvalue solver. It is found that the stability response of SMA composite nanoplates is strongly sensitive to the small scale effect.

Organization of the cytokeratin network in an epithelial cell.

PubMed

Portet, Stéphanie; Arino, Ovide; Vassy, Jany; Schoëvaërt, Damien

2003-08-07

The cytoskeleton is a dynamic three-dimensional structure mainly located in the cytoplasm. It is involved in many cell functions such as mechanical signal transduction and maintenance of cell integrity. Among the three cytoskeletal components, intermediate filaments (the cytokeratin in epithelial cells) are the best candidates for this mechanical role. A model of the establishment of the cytokeratin network of an epithelial cell is proposed to study the dependence of its structural organization on extracellular mechanical environment. To implicitly describe the latter and its effects on the intracellular domain, we use mechanically regulated protein synthesis. Our model is a hybrid of a partial differential equation of parabolic type, governing the evolution of the concentration of cytokeratin, and a set of stochastic differential equations describing the dynamics of filaments. Each filament is described by a stochastic differential equation that reflects both the local interactions with the environment and the non-local interactions via the past history of the filament. A three-dimensional simulation model is derived from this mathematical model. This simulation model is then used to obtain examples of cytokeratin network architectures under given mechanical conditions, and to study the influence of several parameters.

On a generalized Ablowitz-Kaup-Newell-Segur hierarchy in inhomogeneities of media: soliton solutions and wave propagation influenced from coefficient functions and scattering data

NASA Astrophysics Data System (ADS)

Zhang, Sheng; Hong, Siyu

2018-07-01

In this paper, a generalized Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy in inhomogeneities of media described by variable coefficients is investigated, which includes some important nonlinear evolution equations as special cases, for example, the celebrated Korteweg-de Vries equation modeling waves on shallow water surfaces. To be specific, the known AKNS spectral problem and its time evolution equation are first generalized by embedding a finite number of differentiable and time-dependent functions. Starting from the generalized AKNS spectral problem and its generalized time evolution equation, a generalized AKNS hierarchy with variable coefficients is then derived. Furthermore, based on a systematic analysis on the time dependence of related scattering data of the generalized AKNS spectral problem, exact solutions of the generalized AKNS hierarchy are formulated through the inverse scattering transform method. In the case of reflectionless potentials, the obtained exact solutions are reduced to n-soliton solutions. It is graphically shown that the dynamical evolutions of such soliton solutions are influenced by not only the time-dependent coefficients but also the related scattering data in the process of propagations.

Dynamic reduction with applications to mathematical biology and other areas.

PubMed

Sacker, Robert J; Von Bremen, Hubertus F

2007-10-01

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

Computational Algorithms or Identification of Distributed Parameter Systems

DTIC Science & Technology

1993-04-24

delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional

Modular Expression Language for Ordinary Differential Equation Editing

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

Blake, Robert C.

MELODEEis a system for describing systems of initial value problem ordinary differential equations, and a compiler for the language that produces optimized code to integrate the differential equations. Features include rational polynomial approximation for expensive functions and automatic differentiation for symbolic jacobians

Application of the Sumudu Transform to Discrete Dynamic Systems

ERIC Educational Resources Information Center

Asiru, Muniru Aderemi

2003-01-01

The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…

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

Kim, K. S.; Nakae, L. F.; Prasad, M. K.

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (3).

PubMed

Murase, Kenya

2016-01-01

In this issue, simultaneous differential equations were introduced. These differential equations are often used in the field of medical physics. The methods for solving them were also introduced, which include Laplace transform and matrix methods. Some examples were also introduced, in which Laplace transform and matrix methods were applied to solving simultaneous differential equations derived from a three-compartment kinetic model for analyzing the glucose metabolism in tissues and Bloch equations for describing the behavior of the macroscopic magnetization in magnetic resonance imaging.In the next (final) issue, partial differential equations and various methods for solving them will be introduced together with some examples in medical physics.

Differential geometry based solvation model. III. Quantum formulation

PubMed Central

Chen, Zhan; Wei, Guo-Wei

2011-01-01

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

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Kuleshov, Alexander S.; Katasonova, Vera A.

2018-05-01

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

The numerical modelling of mixing phenomena of nanofluids in passive micromixers

NASA Astrophysics Data System (ADS)

Milotin, R.; Lelea, D.

2018-01-01

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

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

DOE PAGES

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

2017-02-24

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

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 1: One-step method

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.

Study of Falling Roof Vibrations in a Production Face at Roof Support Resistance in the Form of Concentrated Force

NASA Astrophysics Data System (ADS)

Buyalich, G. D.; Buyalich, K. G.; Umrikhina, V. Yu

2016-08-01

One of the main reasons of roof support failures in production faces is mismatch of their parameters and parameters of dynamic impact on the metal structure from the falling roof during its secondary convergences. To assess the parameters of vibrational interaction of roof support with the roof, it was suggested to use computational models of forces application and a partial differential equation of fourth order describing this process, its numerical solution allowed to assess frequency, amplitude and speed of roof strata movement depending on physical and mechanical properties of the roof strata as well as on load bearing and geometry parameters of the roof support. To simplify solving of the differential equation, roof support response was taken as the concentrated force.

Rotational properties of hypermassive neutron stars from binary mergers

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Quadrature imposition of compatibility conditions in Chebyshev methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Streett, C. L.

1990-01-01

Often, in solving an elliptic equation with Neumann boundary conditions, a compatibility condition has to be imposed for well-posedness. This condition involves integrals of the forcing function. When pseudospectral Chebyshev methods are used to discretize the partial differential equation, these integrals have to be approximated by an appropriate quadrature formula. The Gauss-Chebyshev (or any variant of it, like the Gauss-Lobatto) formula can not be used here since the integrals under consideration do not include the weight function. A natural candidate to be used in approximating the integrals is the Clenshaw-Curtis formula, however it is shown that this is the wrong choice and it may lead to divergence if time dependent methods are used to march the solution to steady state. The correct quadrature formula is developed for these problems. This formula takes into account the degree of the polynomials involved. It is shown that this formula leads to a well conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

NASA Astrophysics Data System (ADS)

Widmark, Stephen

2012-02-01

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

Magnetohydrodynamic dissipative flow across the slendering stretching sheet with temperature dependent variable viscosity

NASA Astrophysics Data System (ADS)

Jayachandra Babu, M.; Sandeep, N.; Ali, M. E.; Nuhait, Abdullah O.

The boundary layer flow across a slendering stretching sheet has gotten awesome consideration due to its inexhaustible pragmatic applications in nuclear reactor technology, acoustical components, chemical and manufacturing procedures, for example, polymer extrusion, and machine design. By keeping this in view, we analyzed the two-dimensional MHD flow across a slendering stretching sheet within the sight of variable viscosity and viscous dissipation. The sheet is thought to be convectively warmed. Convective boundary conditions through heat and mass are employed. Similarity transformations used to change over the administering nonlinear partial differential equations as a group of nonlinear ordinary differential equations. Runge-Kutta based shooting technique is utilized to solve the converted equations. Numerical estimations of the physical parameters involved in the problem are calculated for the friction factor, local Nusselt and Sherwood numbers. Viscosity variation parameter and chemical reaction parameter shows the opposite impact to each other on the concentration profile. Heat and mass transfer Biot numbers are helpful to enhance the temperature and concentration respectively.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

Krasnobaeva, L. A., E-mail: kla1983@mail.ru; Siberian State Medical University Moscowski Trakt 2, Tomsk, 634050; Shapovalov, A. V.

Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on dynamics local conformational perturbations (kink) propagating along the DNA molecule is investigated. Such waves have an important role in the regulation of important biological processes in living systems at the molecular level. As a dynamic model of DNA was used a modified sine-Gordon equation, simulating the rotational oscillations of bases in one of the chains DNA. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the frameworkmore » of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker– Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum. Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on the kink dynamics is investigated in the sine–Gordon model. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the framework of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker–Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum.« less

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Fractal ladder models and power law wave equations

PubMed Central

Kelly, James F.; McGough, Robert J.

2009-01-01

The ultrasonic attenuation coefficient in mammalian tissue is approximated by a frequency-dependent power law for frequencies less than 100 MHz. To describe this power law behavior in soft tissue, a hierarchical fractal network model is proposed. The viscoelastic and self-similar properties of tissue are captured by a constitutive equation based on a lumped parameter infinite-ladder topology involving alternating springs and dashpots. In the low-frequency limit, this ladder network yields a stress-strain constitutive equation with a time-fractional derivative. By combining this constitutive equation with linearized conservation principles and an adiabatic equation of state, a fractional partial differential equation that describes power law attenuation is derived. The resulting attenuation coefficient is a power law with exponent ranging between 1 and 2, while the phase velocity is in agreement with the Kramers–Kronig relations. The fractal ladder model is compared to published attenuation coefficient data, thus providing equivalent lumped parameters. PMID:19813816

On implicit abstract neutral nonlinear differential equations

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

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

2016-04-15

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

FAST TRACK COMMUNICATION: On the Liouvillian solution of second-order linear differential equations and algebraic invariant curves

NASA Astrophysics Data System (ADS)

Man, Yiu-Kwong

2010-10-01

In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.

Solving Differential Equations Analytically. Elementary Differential Equations. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 335.

ERIC Educational Resources Information Center

Goldston, J. W.

This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

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

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

An accessible four-dimensional treatment of Maxwell's equations in terms of differential forms

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

Maxwell’s equations are derived in terms of differential forms in the four-dimensional Minkowski representation, starting from the three-dimensional vector calculus differential version of these equations. Introducing all the mathematical and physical concepts needed (including the tool of differential forms), using only knowledge of elementary vector calculus and the local vector version of Maxwell’s equations, the equations are reduced to a simple and elegant set of two equations for a unified quantity, the electromagnetic field. The treatment should be accessible for students taking a first course on electromagnetism.

Exact results in the large system size limit for the dynamics of the chemical master equation, a one dimensional chain of equations.

PubMed

Martirosyan, A; Saakian, David B

2011-08-01

We apply the Hamilton-Jacobi equation (HJE) formalism to solve the dynamics of the chemical master equation (CME). We found exact analytical expressions (in large system-size limit) for the probability distribution, including explicit expression for the dynamics of variance of distribution. We also give the solution for some simple cases of the model with time-dependent rates. We derived the results of the Van Kampen method from the HJE approach using a special ansatz. Using the Van Kampen method, we give a system of ordinary differential equations (ODEs) to define the variance in a two-dimensional case. We performed numerics for the CME with stationary noise. We give analytical criteria for the disappearance of bistability in the case of stationary noise in one-dimensional CMEs.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

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

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

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

Analytical Solutions of the Gravitational Field Equations in de Sitter and Anti-de Sitter Spacetimes

NASA Astrophysics Data System (ADS)

Da Rocha, R.; Capelas Oliveira, E.

2009-01-01

The generalized Laplace partial differential equation, describing gravitational fields, is investigated in de Sitter spacetime from several metric approaches—such as the Riemann, Beltrami, Börner-Dürr, and Prasad metrics—and analytical solutions of the derived Riccati radial differential equations are explicitly obtained. All angular differential equations trivially have solutions given by the spherical harmonics and all radial differential equations can be written as Riccati ordinary differential equations, which analytical solutions involve hypergeometric and Bessel functions. In particular, the radial differential equations predict the behavior of the gravitational field in de Sitter and anti-de Sitter spacetimes, and can shed new light on the investigations of quasinormal modes of perturbations of electromagnetic and gravitational fields in black hole neighborhood. The discussion concerning the geometry of de Sitter and anti-de Sitter spacetimes is not complete without mentioning how the wave equation behaves on such a background. It will prove convenient to begin with a discussion of the Laplace equation on hyperbolic space, partly since this is of interest in itself and also because the wave equation can be investigated by means of an analytic continuation from the hyperbolic space. We also solve the Laplace equation associated to the Prasad metric. After introducing the so called internal and external spaces—corresponding to the symmetry groups SO(3,2) and SO(4,1) respectively—we show that both radial differential equations can be led to Riccati ordinary differential equations, which solutions are given in terms of associated Legendre functions. For the Prasad metric with the radius of the universe independent of the parametrization, the internal and external metrics are shown to be of AdS-Schwarzschild-like type, and also the radial field equations arising are shown to be equivalent to Riccati equations whose solutions can be written in terms of generalized Laguerre polynomials and hypergeometric confluent functions.

Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

PubMed

Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

2017-04-07

In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.

A new approach to Catalan numbers using differential equations

NASA Astrophysics Data System (ADS)

Kim, D. S.; Kim, T.

2017-10-01

In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.

Boundary-fitted curvilinear coordinate systems for solution of partial differential equations on fields containing any number of arbitrary two-dimensional bodies

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Thames, F. C.; Mastin, C. W.

1977-01-01

A method is presented for automatic numerical generation of a general curvilinear coordinate system with coordinate lines coincident with all boundaries of a general multi-connected two-dimensional region containing any number of arbitrarily shaped bodies. No restrictions are placed on the shape of the boundaries, which may even be time-dependent, and the approach is not restricted in principle to two dimensions. With this procedure the numerical solution of a partial differential system may be done on a fixed rectangular field with a square mesh with no interpolation required regardless of the shape of the physical boundaries, regardless of the spacing of the curvilinear coordinate lines in the physical field, and regardless of the movement of the coordinate system in the physical plane. A number of examples of coordinate systems and application thereof to the solution of partial differential equations are given. The FORTRAN computer program and instructions for use are included.

Use of artificial bee colonies algorithm as numerical approximation of differential equations solution

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

The differential equation is one of the branches in mathematics which is closely related to human life problems. Some problems that occur in our life can be modeled into differential equations as well as systems of differential equations such as the Lotka-Volterra model and SIR model. Therefore, solving a problem of differential equations is very important. Some differential equations are difficult to solve, so numerical methods are needed to solve that problems. Some numerical methods for solving differential equations that have been widely used are Euler Method, Heun Method, Runge-Kutta and others. However, some of these methods still have some restrictions that cause the method cannot be used to solve more complex problems such as an evaluation interval that we cannot change freely. New methods are needed to improve that problems. One of the method that can be used is the artificial bees colony algorithm. This algorithm is one of metaheuristic algorithm method, which can come out from local search space and do exploration in solution search space so that will get better solution than other method.

Bringing Mr. H. G. Wells Back from the Moon

ERIC Educational Resources Information Center

Simoson, Andrew J.

2004-01-01

We describe a project for calculus and differential equations students involving trajectories of a spacecraft whose propulsion system depends solely on muting gravitational effects of heavenly bodies. In particular, we consider the spacecraft imagined by H. G. Wells, and focus on getting his spacecraft from the Moon to the Earth. Cavorite, angular…

Carpet: Adaptive Mesh Refinement for the Cactus Framework

NASA Astrophysics Data System (ADS)

Schnetter, Erik; Hawley, Scott; Hawke, Ian

2016-11-01

Carpet is an adaptive mesh refinement and multi-patch driver for the Cactus Framework (ascl:1102.013). Cactus is a software framework for solving time-dependent partial differential equations on block-structured grids, and Carpet acts as driver layer providing adaptive mesh refinement, multi-patch capability, as well as parallelization and efficient I/O.

LSENS, The NASA Lewis Kinetics and Sensitivity Analysis Code

NASA Technical Reports Server (NTRS)

Radhakrishnan, K.

2000-01-01

A general chemical kinetics and sensitivity analysis code for complex, homogeneous, gas-phase reactions is described. The main features of the code, LSENS (the NASA Lewis kinetics and sensitivity analysis code), are its flexibility, efficiency and convenience in treating many different chemical reaction models. The models include: static system; steady, one-dimensional, inviscid flow; incident-shock initiated reaction in a shock tube; and a perfectly stirred reactor. In addition, equilibrium computations can be performed for several assigned states. An implicit numerical integration method (LSODE, the Livermore Solver for Ordinary Differential Equations), which works efficiently for the extremes of very fast and very slow reactions, is used to solve the "stiff" ordinary differential equation systems that arise in chemical kinetics. For static reactions, the code uses the decoupled direct method to calculate sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of dependent variables and/or the rate coefficient parameters. Solution methods for the equilibrium and post-shock conditions and for perfectly stirred reactor problems are either adapted from or based on the procedures built into the NASA code CEA (Chemical Equilibrium and Applications).

An Approach to Study Elastic Vibrations of Fractal Cylinders

NASA Astrophysics Data System (ADS)

Steinberg, Lev; Zepeda, Mario

2016-11-01

This paper presents our study of dynamics of fractal solids. Concepts of fractal continuum and time had been used in definitions of a fractal body deformation and motion, formulation of conservation of mass, balance of momentum, and constitutive relationships. A linearized model, which was written in terms of fractal time and spatial derivatives, has been employed to study the elastic vibrations of fractal circular cylinders. Fractal differential equations of torsional, longitudinal and transverse fractal wave equations have been obtained and solution properties such as size and time dependence have been revealed.

Intrinsic problems of the gravitational baryogenesis

NASA Astrophysics Data System (ADS)

Arbuzova, E. V.; Dolgov, A. D.

2017-06-01

Modification of gravity due to the curvature dependent term in the gravitational baryogenesis scenario is considered. It is shown that this term leads to the fourth order differential equation of motion for the curvature scalar instead of the algebraic one of General Relativity (GR). The fourth order gravitational equations are generically unstable with respect to small perturbations. Non-linear in curvature terms may stabilize the solution but the magnitude of the stabilized curvature scalar would be much larger than that dictated by GR, so the standard cosmology would be strongly distorted.

A numerical method for solving systems of linear ordinary differential equations with rapidly oscillating solutions

NASA Technical Reports Server (NTRS)

Bernstein, Ira B.; Brookshaw, Leigh; Fox, Peter A.

1992-01-01

The present numerical method for accurate and efficient solution of systems of linear equations proceeds by numerically developing a set of basis solutions characterized by slowly varying dependent variables. The solutions thus obtained are shown to have a computational overhead largely independent of the small size of the scale length which characterizes the solutions; in many cases, the technique obviates series solutions near singular points, and its known sources of error can be easily controlled without a substantial increase in computational time.

An efficient method for solving the steady Euler equations

NASA Technical Reports Server (NTRS)

Liou, M. S.

1986-01-01

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

The Routine Fitting of Kinetic Data to Models

PubMed Central

Berman, Mones; Shahn, Ezra; Weiss, Marjory F.

1962-01-01

A mathematical formalism is presented for use with digital computers to permit the routine fitting of data to physical and mathematical models. Given a set of data, the mathematical equations describing a model, initial conditions for an experiment, and initial estimates for the values of model parameters, the computer program automatically proceeds to obtain a least squares fit of the data by an iterative adjustment of the values of the parameters. When the experimental measures are linear combinations of functions, the linear coefficients for a least squares fit may also be calculated. The values of both the parameters of the model and the coefficients for the sum of functions may be unknown independent variables, unknown dependent variables, or known constants. In the case of dependence, only linear dependencies are provided for in routine use. The computer program includes a number of subroutines, each one of which performs a special task. This permits flexibility in choosing various types of solutions and procedures. One subroutine, for example, handles linear differential equations, another, special non-linear functions, etc. The use of analytic or numerical solutions of equations is possible. PMID:13867975

Uncertainty Quantification in Scale-Dependent Models of Flow in Porous Media: SCALE-DEPENDENT UQ

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

Tartakovsky, A. M.; Panzeri, M.; Tartakovsky, G. D.

Equations governing flow and transport in heterogeneous porous media are scale-dependent. We demonstrate that it is possible to identify a support scalemore » $$\\eta^*$$, such that the typically employed approximate formulations of Moment Equations (ME) yield accurate (statistical) moments of a target environmental state variable. Under these circumstances, the ME approach can be used as an alternative to the Monte Carlo (MC) method for Uncertainty Quantification in diverse fields of Earth and environmental sciences. MEs are directly satisfied by the leading moments of the quantities of interest and are defined on the same support scale as the governing stochastic partial differential equations (PDEs). Computable approximations of the otherwise exact MEs can be obtained through perturbation expansion of moments of the state variables in orders of the standard deviation of the random model parameters. As such, their convergence is guaranteed only for the standard deviation smaller than one. We demonstrate our approach in the context of steady-state groundwater flow in a porous medium with a spatially random hydraulic conductivity.« less

Linear and nonlinear stability criteria for compressible MHD flows in a gravitational field

NASA Astrophysics Data System (ADS)

Moawad, S. M.; Moawad

2013-10-01

The equilibrium and stability properties of ideal magnetohydrodynamics (MHD) of compressible flow in a gravitational field with a translational symmetry are investigated. Variational principles for the steady-state equations are formulated. The MHD equilibrium equations are obtained as critical points of a conserved Lyapunov functional. This functional consists of the sum of the total energy, the mass, the circulation along field lines (cross helicity), the momentum, and the magnetic helicity. In the unperturbed case, the equilibrium states satisfy a nonlinear second-order partial differential equation (PDE) associated with hydrodynamic Bernoulli law. The PDE can be an elliptic or a parabolic equation depending on increasing the poloidal flow speed. Linear and nonlinear Lyapunov stability conditions under translational symmetric perturbations are established for the equilibrium states.

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.

Reconstructing f(R) modified gravity with dark energy parametrization

NASA Astrophysics Data System (ADS)

Morita, Masaaki; Takahashi, Hirotaka

2014-03-01

We demonstrate the reconstruction of f(R) modified gravity theory with late-time accelerated cosmic expansion. A second-order differential equation for Lagrangian density is obtained from the field equation, and is solved as a function of the cosmic scale factor in two cases. First we begin with the case of a wCDM cosmological model, in which a dark-energy equation-of-state parameter w is constant, for simplicity. Next we extend the method to a case in which the parameter w is epoch-dependent and is expressed as the Chevallier-Polarski-Linder parametrization. Thus we can represent Lagrangian density of f(R) modified gravity theory in terms of dark energy parameters.

Spectral approach to homogenization of hyperbolic equations with periodic coefficients

NASA Astrophysics Data System (ADS)

Dorodnyi, M. A.; Suslina, T. A.

2018-06-01

In L2 (Rd ;Cn), we consider selfadjoint strongly elliptic second order differential operators Aε with periodic coefficients depending on x / ε, ε > 0. We study the behavior of the operators cos ⁡ (Aε1/2 τ) and Aε-1/2 sin ⁡ (Aε1/2 τ), τ ∈ R, for small ε. Approximations for these operators in the (Hs →L2)-operator norm with a suitable s are obtained. The results are used to study the behavior of the solution vε of the Cauchy problem for the hyperbolic equation ∂τ2 vε = -Aεvε + F. General results are applied to the acoustics equation and the system of elasticity theory.

Radially Symmetric Motions of Nonlinearly Viscoelastic Bodies Under Live Loads

NASA Astrophysics Data System (ADS)

Stepanov, Alexey B.; Antman, Stuart S.

2017-12-01

This paper treats radially symmetric motions of nonlinearly viscoelastic circular-cylindrical and spherical shells subjected to the live loads of centrifugal force and (time-dependent) hydrostatic pressures. The governing equations are exact versions of those for 3-dimensional continuum mechanics (so shell does not connote an approximate via some shell theory). These motions are governed by quasilinear third-order parabolic-hyperbolic equations having but one independent spatial variable. The principal part of such a partial differential equation is determined by a general family of nonlinear constitutive equations. The presence of strains in two orthogonal directions requires a careful treatment of constitutive restrictions that are physically natural and support the analysis. The interaction of geometrically exact formulations, the compatible use of general constitutive equations for material response, and the presence of live loads show how these factors play crucial roles in the behavior of solutions. In particular, for different kinds of live loads there are thresholds separating materials that produce qualitatively different dynamical behavior. The analysis (using classical methods) covers infinite-time blowup for cylindrical shells subject to centrifugal forces, infinite-time blowup for cylindrical shells subject to steady and time-dependent hydrostatic pressures, finite-time blowup for spherical shells subject to steady and time-dependent hydrostatic pressures, and the preclusion of total compression. This paper concludes with a sketch (using some modern methods) of the existence of regular solutions until the time of blowup.

Dynamic stiffness of chemically and physically ageing rubber vibration isolators in the audible frequency range. Part 1: constitutive equations

NASA Astrophysics Data System (ADS)

Kari, Leif

2017-09-01

The constitutive equations of chemically and physically ageing rubber in the audible frequency range are modelled as a function of ageing temperature, ageing time, actual temperature, time and frequency. The constitutive equations are derived by assuming nearly incompressible material with elastic spherical response and viscoelastic deviatoric response, using Mittag-Leffler relaxation function of fractional derivative type, the main advantage being the minimum material parameters needed to successfully fit experimental data over a broad frequency range. The material is furthermore assumed essentially entropic and thermo-mechanically simple while using a modified William-Landel-Ferry shift function to take into account temperature dependence and physical ageing, with fractional free volume evolution modelled by a nonlinear, fractional differential equation with relaxation time identical to that of the stress response and related to the fractional free volume by Doolittle equation. Physical ageing is a reversible ageing process, including trapping and freeing of polymer chain ends, polymer chain reorganizations and free volume changes. In contrast, chemical ageing is an irreversible process, mainly attributed to oxygen reaction with polymer network either damaging the network by scission or reformation of new polymer links. The chemical ageing is modelled by inner variables that are determined by inner fractional evolution equations. Finally, the model parameters are fitted to measurements results of natural rubber over a broad audible frequency range, and various parameter studies are performed including comparison with results obtained by ordinary, non-fractional ageing evolution differential equations.

Chemical networks with inflows and outflows: a positive linear differential inclusions approach.

PubMed

Angeli, David; De Leenheer, Patrick; Sontag, Eduardo D

2009-01-01

Certain mass-action kinetics models of biochemical reaction networks, although described by nonlinear differential equations, may be partially viewed as state-dependent linear time-varying systems, which in turn may be modeled by convex compact valued positive linear differential inclusions. A result is provided on asymptotic stability of such inclusions, and applied to a ubiquitous biochemical reaction network with inflows and outflows, known as the futile cycle. We also provide a characterization of exponential stability of general homogeneous switched systems which is not only of interest in itself, but also plays a role in the analysis of the futile cycle. 2009 American Institute of Chemical Engineers

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Boundary-layer equations in generalized curvilinear coordinates

NASA Technical Reports Server (NTRS)

Panaras, Argyris G.

1987-01-01

A set of higher-order boundary-layer equations is derived valid for three-dimensional compressible flows. The equations are written in a generalized curvilinear coordinate system, in which the surface coordinates are nonorthogonal; the third axis is restricted to be normal to the surface. Also, higher-order viscous terms which are retained depend on the surface curvature of the body. Thus, the equations are suitable for the calculation of the boundary layer about arbitrary vehicles. As a starting point, the Navier-Stokes equations are derived in a tensorian notation. Then by means of an order-of-magnitude analysis, the boundary-layer equations are developed. To provide an interface between the analytical partial differentiation notation and the compact tensor notation, a brief review of the most essential theorems of the tensor analysis related to the equations of the fluid dynamics is given. Many useful quantities, such as the contravariant and the covariant metrics and the physical velocity components, are written in both notations.

Exact theory of freeze-out

NASA Astrophysics Data System (ADS)

Cannoni, Mirco

2015-03-01

We show that the standard theory of thermal production and chemical decoupling of WIMPs is incomplete. The hypothesis that WIMPs are produced and decouple from a thermal bath implies that the rate equation the bath particles interacting with the WIMPs is an algebraic equation that constraints the actual WIMPs abundance to have a precise analytical form down to the temperature . The point , which coincides with the stationary point of the equation for the quantity , is where the maximum departure of the WIMPs abundance from the thermal value is reached. For each mass and total annihilation cross section , the temperature and the actual WIMPs abundance are exactly known. This value provides the true initial condition for the usual differential equation that have to be integrated in the interval . The matching of the two abundances at is continuous and differentiable. The dependence of the present relic abundance on the abundance at an intermediate temperature is an exact result. The exact theory suggests a new analytical approximation that furnishes the relic abundance accurate at the level of 1-2 % in the case of -wave and -wave scattering cross sections. We conclude the paper studying the evolution of the WIMPs chemical potential and the entropy production using methods of non-equilibrium thermodynamics.

Numerical solution of a logistic growth model for a population with Allee effect considering fuzzy initial values and fuzzy parameters

NASA Astrophysics Data System (ADS)

Amarti, Z.; Nurkholipah, N. S.; Anggriani, N.; Supriatna, A. K.

2018-03-01

Predicting the future of population number is among the important factors that affect the consideration in preparing a good management for the population. This has been done by various known method, one among them is by developing a mathematical model describing the growth of the population. The model usually takes form in a differential equation or a system of differential equations, depending on the complexity of the underlying properties of the population. The most widely used growth models currently are those having a sigmoid solution of time series, including the Verhulst logistic equation and the Gompertz equation. In this paper we consider the Allee effect of the Verhulst’s logistic population model. The Allee effect is a phenomenon in biology showing a high correlation between population size or density and the mean individual fitness of the population. The method used to derive the solution is the Runge-Kutta numerical scheme, since it is in general regarded as one among the good numerical scheme which is relatively easy to implement. Further exploration is done via the fuzzy theoretical approach to accommodate the impreciseness of the initial values and parameters in the model.

Nonlinear differential equations

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

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less

Decoherence and lead-induced interdot coupling in nonequilibrium electron transport through interacting quantum dots: A hierarchical quantum master equation approach

NASA Astrophysics Data System (ADS)

Härtle, R.; Cohen, G.; Reichman, D. R.; Millis, A. J.

2013-12-01

The interplay between interference effects and electron-electron interactions in electron transport through an interacting double quantum dot system is investigated using a hierarchical quantum master equation approach which becomes exact if carried to infinite order and converges well if the temperature is not too low. Decoherence due to electron-electron interactions is found to give rise to pronounced negative differential resistance, enhanced broadening of structures in current-voltage characteristics, and an inversion of the electronic population. Dependence on gate voltage is shown to be a useful method of distinguishing decoherence-induced phenomena from effects induced by other mechanisms such as the presence of a blocking state. Comparison of results obtained by the hierarchical quantum master equation approach to those obtained from the Born-Markov approximation to the Nakajima-Zwanzig equation and from the noncrossing approximation to the nonequilibrium Green's function reveals the importance of an interdot coupling that originates from the energy dependence of the conduction bands in the leads and the need for a systematic perturbative expansion.

Finite-difference model to simulate the areal flow of saltwater and fresh water separated by an interface

USGS Publications Warehouse

Mercer, James W.; Larson, S.P.; Faust, Charles R.

1980-01-01

Model documentation is presented for a two-dimensional (areal) model capable of simulating ground-water flow of salt water and fresh water separated by an interface. The partial differential equations are integrated over the thicknesses of fresh water and salt water resulting in two equations describing the flow characteristics in the areal domain. These equations are approximated using finite-difference techniques and the resulting algebraic equations are solved for the dependent variables, fresh water head and salt water head. An iterative solution method was found to be most appropriate. The program is designed to simulate time-dependent problems such as those associated with the development of coastal aquifers, and can treat water-table conditions or confined conditions with steady-state leakage of fresh water. The program will generally be most applicable to the analysis of regional aquifer problems in which the zone between salt water and fresh water can be considered a surface (sharp interface). Example problems and a listing of the computer code are included. (USGS).

Mathematical issues in eternal inflation

NASA Astrophysics Data System (ADS)

Singh Kohli, Ikjyot; Haslam, Michael C.

2015-04-01

In this paper, we consider the problem of the existence and uniqueness of solutions to the Einstein field equations for a spatially flat Friedmann-Lemaître-Robertson-Walker universe in the context of stochastic eternal inflation, where the stochastic mechanism is modelled by adding a stochastic forcing term representing Gaussian white noise to the Klein-Gordon equation. We show that under these considerations, the Klein-Gordon equation actually becomes a stochastic differential equation. Therefore, the existence and uniqueness of solutions to Einstein’s equations depend on whether the coefficients of this stochastic differential equation obey Lipschitz continuity conditions. We show that for any choice of V(φ ), the Einstein field equations are not globally well-posed, hence, any solution found to these equations is not guaranteed to be unique. Instead, the coefficients are at best locally Lipschitz continuous in the physical state space of the dynamical variables, which only exist up to a finite explosion time. We further perform Feller’s explosion test for an arbitrary power-law inflaton potential and prove that all solutions to the Einstein field equations explode in a finite time with probability one. This implies that the mechanism of stochastic inflation thus considered cannot be described to be eternal, since the very concept of eternal inflation implies that the process continues indefinitely. We therefore argue that stochastic inflation based on a stochastic forcing term would not produce an infinite number of universes in some multiverse ensemble. In general, since the Einstein field equations in both situations are not well-posed, we further conclude that the existence of a multiverse via the stochastic eternal inflation mechanism considered in this paper is still very much an open question that will require much deeper investigation.

The Exact Solution for Linear Thermoelastic Axisymmetric Deformations of Generally Laminated Circular Cylindrical Shells

NASA Technical Reports Server (NTRS)

Nemeth, Michael P.; Schultz, Marc R.

2012-01-01

A detailed exact solution is presented for laminated-composite circular cylinders with general wall construction and that undergo axisymmetric deformations. The overall solution is formulated in a general, systematic way and is based on the solution of a single fourth-order, nonhomogeneous ordinary differential equation with constant coefficients in which the radial displacement is the dependent variable. Moreover, the effects of general anisotropy are included and positive-definiteness of the strain energy is used to define uniquely the form of the basis functions spanning the solution space of the ordinary differential equation. Loading conditions are considered that include axisymmetric edge loads, surface tractions, and temperature fields. Likewise, all possible axisymmetric boundary conditions are considered. Results are presented for five examples that demonstrate a wide range of behavior for specially orthotropic and fully anisotropic cylinders.

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

A Lyapunov and Sacker–Sell spectral stability theory for one-step methods

DOE PAGES

Steyer, Andrew J.; Van Vleck, Erik S.

2018-04-13

Approximation theory for Lyapunov and Sacker–Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent (nonautonomous) linear ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. The stability of the numerical solution by a one-step method of a nonautonomous linear ODE using real-valued, scalar, nonautonomous linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for one-step methods approximating uniformly,more » exponentially stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a one-step method that switches between explicit and implicit Runge–Kutta methods based upon time-dependent stiffness are developed based upon the theoretical results.« less

A Lyapunov and Sacker–Sell spectral stability theory for one-step methods

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

Steyer, Andrew J.; Van Vleck, Erik S.

Approximation theory for Lyapunov and Sacker–Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent (nonautonomous) linear ordinary differential equation (ODE) initial value problem in terms of the local error. Integral separation is used to characterize the conditioning of stability spectra calculations. The stability of the numerical solution by a one-step method of a nonautonomous linear ODE using real-valued, scalar, nonautonomous linear test equations is justified. This analysis is used to approximate exponential growth/decay rates on finite and infinite time intervals and establish global error bounds for one-step methods approximating uniformly,more » exponentially stable trajectories of nonautonomous and nonlinear ODEs. A time-dependent stiffness indicator and a one-step method that switches between explicit and implicit Runge–Kutta methods based upon time-dependent stiffness are developed based upon the theoretical results.« less

TRUMP. Transient & S-State Temperature Distribution

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

Elrod, D.C.; Turner, W.D.

1992-03-03

TRUMP solves a general nonlinear parabolic partial differential equation describing flow in various kinds of potential fields, such as fields of temperature, pressure, or electricity and magnetism; simultaneously, it will solve two additional equations representing, in thermal problems, heat production by decomposition of two reactants having rate constants with a general Arrhenius temperature dependence. Steady-state and transient flow in one, two, or three dimensions are considered in geometrical configurations having simple or complex shapes and structures. Problem parameters may vary with spatial position, time, or primary dependent variables, temperature, pressure, or field strength. Initial conditions may vary with spatial position,more » and among the criteria that may be specified for ending a problem are upper and lower limits on the size of the primary dependent variable, upper limits on the problem time or on the number of time-steps or on the computer time, and attainment of steady state.« less

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

Elrod, D.C.; Turner, W.D.

TRUMP solves a general nonlinear parabolic partial differential equation describing flow in various kinds of potential fields, such as fields of temperature, pressure, or electricity and magnetism; simultaneously, it will solve two additional equations representing, in thermal problems, heat production by decomposition of two reactants having rate constants with a general Arrhenius temperature dependence. Steady-state and transient flow in one, two, or three dimensions are considered in geometrical configurations having simple or complex shapes and structures. Problem parameters may vary with spatial position, time, or primary dependent variables, temperature, pressure, or field strength. Initial conditions may vary with spatial position,more » and among the criteria that may be specified for ending a problem are upper and lower limits on the size of the primary dependent variable, upper limits on the problem time or on the number of time-steps or on the computer time, and attainment of steady state.« less

Potentials for transverse trace-free tensors

NASA Astrophysics Data System (ADS)

Conboye, Rory; Murchadha, Niall Ó.

2014-04-01

In constructing and understanding initial conditions in the 3 + 1 formalism for numerical relativity, the transverse and trace-free (TT) part of the extrinsic curvature plays a key role. We know that TT tensors possess two degrees of freedom per space point. However, finding an expression for a TT tensor depending on only two scalar functions is a non-trivial task. Assuming either axial or translational symmetry, expressions depending on two scalar potentials alone are derived here for all TT tensors in flat 3-space. In a more general spatial slice, only one of these potentials is found, the same potential given in (Baker and Puzio 1999 Phys. Rev. D 59 044030) and (Dain 2001 Phys. Rev. D 64 124002), with the remaining equations reduced to a partial differential equation, depending on boundary conditions for a solution. As an exercise, we also derive the potentials which give the Bowen-York curvature tensor in flat space.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

Finite difference methods for transient signal propagation in stratified dispersive media

NASA Technical Reports Server (NTRS)

Lam, D. H.

1975-01-01

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

Symbolic computation of recurrence equations for the Chebyshev series solution of linear ODE's. [ordinary differential equations

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.

On the growth of solutions of a class of higher order linear differential equations with coefficients having the same order

NASA Astrophysics Data System (ADS)

Tu, Jin; Yi, Cai-Feng

2008-04-01

In this paper, the authors investigate the growth of solutions of a class of higher order linear differential equationsf(k)+Ak-1f(k-1)+...+A0f=0 when most coefficients in the above equations have the same order with each other, and obtain some results which improve previous results due to K.H. Kwon [K.H. Kwon, Nonexistence of finite order solutions of certain second order linear differential equations, Kodai Math. J. 19 (1996) 378-387] and ZE-X. Chen [Z.-X. Chen, The growth of solutions of the differential equation f''+e-zf'+Q(z)f=0, Sci. China Ser. A 31 (2001) 775-784 (in Chinese); ZE-X. Chen, On the hyper order of solutions of higher order differential equations, Chinese Ann. Math. Ser. B 24 (2003) 501-508 (in Chinese); Z.-X. Chen, On the growth of solutions of a class of higher order differential equations, Acta Math. Sci. Ser. B 24 (2004) 52-60 (in Chinese); Z.-X. Chen, C.-C. Yang, Quantitative estimations on the zeros and growth of entire solutions of linear differential equations, Complex Var. 42 (2000) 119-133].

Computation techniques and computer programs to analyze Stirling cycle engines using characteristic dynamic energy equations

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

The basic equations that are used to describe the physical phenomena in a Stirling cycle engine are the general energy equations and equations for the conservation of mass and conversion of momentum. These equations, together with the equation of state, an analytical expression for the gas velocity, and an equation for mesh temperature are used in this computer study of Stirling cycle characteristics. The partial differential equations describing the physical phenomena that occurs in a Stirling cycle engine are of the hyperbolic type. The hyperbolic equations have real characteristic lines. By utilizing appropriate points along these curved lines the partial differential equations can be reduced to ordinary differential equations. These equations are solved numerically using a fourth-fifth order Runge-Kutta integration technique.

Time Evolving Fission Chain Theory and Fast Neutron and Gamma-Ray Counting Distributions

DOE PAGES

Kim, K. S.; Nakae, L. F.; Prasad, M. K.; ...

2015-11-01

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

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

Sibiryakov, B. P., E-mail: sibiryakovbp@ipgg.sbras.ru; Novosibirsk State University, Novosibirsk, 630090

This paper studies properties of a continuum with structure. The characteristic size of the structure governs the fact that difference relations are nonautomatically transformed into differential ones. It is impossible to consider an infinitesimal volume of a body, to which the major conservation laws could be applied, because the minimum representative volume of the body must contain at least a few elementary microstructures. The corresponding equations of motion are equations of infinite order, solutions of which include, along with usual sound waves, unusual waves with abnormally low velocities without a lower limit. It is shown that in such media weakmore » perturbations can increase or decrease outside the limits. The number of complex roots of the corresponding dispersion equation, which can be interpreted as the number of unstable solutions, depends on the specific surface of cracks and is an almost linear dependence on a logarithmic scale, as in the seismological Gutenberg–Richter law. If the distance between one pore (crack) to another one is a random value with some distribution, we must write another dispersion equation and examine different scenarios depending on the statistical characteristics of the random distribution. In this case, there are sufficient deviations from the Gutenberg–Richter law and this theoretical result corresponds to some field and laboratory observations.« less

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2017-06-01

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

Periodicity and positivity of a class of fractional differential equations.

PubMed

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

2016-01-01

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

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R.

1985-01-01

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

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.

A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Scott, James R.; Chang, Sin-Chung

1993-01-01

A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number.

Tramonto sul mare: la rifrazione differenziale e la forma del Sole

NASA Astrophysics Data System (ADS)

Sigismondi, Costantino

2006-06-01

Differential refraction near the horizon is a parameter which has to be directly measured, since it depends on meteo conditions. A method for measuring it is presented, and two cases are discussed in detail: an observation without sea horizon available and a photo with sea horizon made by Aldo Bambini. The equation for differential refraction Yr=a·Y+b is given in this particular case (Y being the altitude of a solar point; a=0.8, b=6') and the effects of its variation with altitude are shown.

Analytical solutions for coupling fractional partial differential equations with Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Ding, Xiao-Li; Nieto, Juan J.

2017-11-01

In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.

The method of Ritz applied to the equation of Hamilton. [for pendulum systems

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.

A problem in non-linear Diophantine approximation

NASA Astrophysics Data System (ADS)

Harrap, Stephen; Hussain, Mumtaz; Kristensen, Simon

2018-05-01

In this paper we obtain the Lebesgue and Hausdorff measure results for the set of vectors satisfying infinitely many fully non-linear Diophantine inequalities. The set is associated with a class of linear inhomogeneous partial differential equations whose solubility depends on a certain Diophantine condition. The failure of the Diophantine condition guarantees the existence of a smooth solution.

Explicit expressions for meromorphic solutions of autonomous nonlinear ordinary differential equations

NASA Astrophysics Data System (ADS)

Demina, Maria V.; Kudryashov, Nikolay A.

2011-03-01

Meromorphic solutions of autonomous nonlinear ordinary differential equations are studied. An algorithm for constructing meromorphic solutions in explicit form is presented. General expressions for meromorphic solutions (including rational, periodic, elliptic) are found for a wide class of autonomous nonlinear ordinary differential equations.

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

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

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris

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

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

DOE PAGES

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

2018-04-23

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

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

PubMed

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

2018-06-01

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

Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons

PubMed Central

2012-01-01

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the Hodgkin-Huxley model or by one of its simplified version, the FitzHugh-Nagumo model. The synapses between neurons are either electrical or chemical. The network is assumed to be fully connected. The maximum conductances vary randomly. Under the condition that all neurons’ initial conditions are drawn independently from the same law that depends only on the population they belong to, we prove that a propagation of chaos phenomenon takes place, namely that in the mean-field limit, any finite number of neurons become independent and, within each population, have the same probability distribution. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. We prove the well-posedness of the McKean-Vlasov equations, i.e. the existence and uniqueness of a solution. We also show the results of some numerical experiments that indicate that the mean-field equations are a good representation of the mean activity of a finite size network, even for modest sizes. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. a bifurcation analysis. Mathematics Subject Classification (2000): 60F99, 60B10, 92B20, 82C32, 82C80, 35Q80. PMID:22657695

Kranc: a Mathematica package to generate numerical codes for tensorial evolution equations

NASA Astrophysics Data System (ADS)

Husa, Sascha; Hinder, Ian; Lechner, Christiane

2006-06-01

We present a suite of Mathematica-based computer-algebra packages, termed "Kranc", which comprise a toolbox to convert certain (tensorial) systems of partial differential evolution equations to parallelized C or Fortran code for solving initial boundary value problems. Kranc can be used as a "rapid prototyping" system for physicists or mathematicians handling very complicated systems of partial differential equations, but through integration into the Cactus computational toolkit we can also produce efficient parallelized production codes. Our work is motivated by the field of numerical relativity, where Kranc is used as a research tool by the authors. In this paper we describe the design and implementation of both the Mathematica packages and the resulting code, we discuss some example applications, and provide results on the performance of an example numerical code for the Einstein equations. Program summaryTitle of program: Kranc Catalogue identifier: ADXS_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXS_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computer for which the program is designed and others on which it has been tested: General computers which run Mathematica (for code generation) and Cactus (for numerical simulations), tested under Linux Programming language used: Mathematica, C, Fortran 90 Memory required to execute with typical data: This depends on the number of variables and gridsize, the included ADM example requires 4308 KB Has the code been vectorized or parallelized: The code is parallelized based on the Cactus framework. Number of bytes in distributed program, including test data, etc.: 1 578 142 Number of lines in distributed program, including test data, etc.: 11 711 Nature of physical problem: Solution of partial differential equations in three space dimensions, which are formulated as an initial value problem. In particular, the program is geared towards handling very complex tensorial equations as they appear, e.g., in numerical relativity. The worked out examples comprise the Klein-Gordon equations, the Maxwell equations, and the ADM formulation of the Einstein equations. Method of solution: The method of numerical solution is finite differencing and method of lines time integration, the numerical code is generated through a high level Mathematica interface. Restrictions on the complexity of the program: Typical numerical relativity applications will contain up to several dozen evolution variables and thousands of source terms, Cactus applications have shown scaling up to several thousand processors and grid sizes exceeding 500 3. Typical running time: This depends on the number of variables and the grid size: the included ADM example takes approximately 100 seconds on a 1600 MHz Intel Pentium M processor. Unusual features of the program: based on Mathematica and Cactus

Engineering applications and analysis of vibratory motion fourth order fluid film over the time dependent heated flat plate

NASA Astrophysics Data System (ADS)

Mohmand, Muhammad Ismail; Mamat, Mustafa Bin; Shah, Qayyum

2017-07-01

This article deals with the time dependent analysis of thermally conducting and Magneto-hydrodynamic (MHD) liquid film flow of a fourth order fluid past a vertical and vibratory plate. In this article have been developed for higher order complex nature fluids. The governing-equations have been modeled in the terms of nonlinear partial differential equations with the help of physical boundary circumstances. Two different analytical approaches i.e. Adomian decomposition method (ADM) and the optimal homotopy asymptotic method (OHAM), have been used for discoveryof the series clarification of the problems. Solutions obtained via two diversemethods have been compared using the graphs, tables and found an excellent contract. Variants of the embedded flow parameters in the solution have been analysed through the graphical diagrams.

Inverse problem of HIV cell dynamics using Genetic Algorithms

NASA Astrophysics Data System (ADS)

González, J. A.; Guzmán, F. S.

2017-01-01

In order to describe the cell dynamics of T-cells in a patient infected with HIV, we use a flavour of Perelson's model. This is a non-linear system of Ordinary Differential Equations that describes the evolution of healthy, latently infected, infected T-cell concentrations and the free viral cells. Different parameters in the equations give different dynamics. Considering the concentration of these types of cells is known for a particular patient, the inverse problem consists in estimating the parameters in the model. We solve this inverse problem using a Genetic Algorithm (GA) that minimizes the error between the solutions of the model and the data from the patient. These errors depend on the parameters of the GA, like mutation rate and population, although a detailed analysis of this dependence will be described elsewhere.

SEMICONDUCTOR PHYSICS Dose-rate dependence of optically stimulated luminescence signal

NASA Astrophysics Data System (ADS)

Pingqiang, Wei; Zhaoyang, Chen; Yanwei, Fan; Yurun, Sun; Yun, Zhao

2010-10-01

Optically stimulated luminescence (OSL) is the luminescence emitted from a semiconductor during its exposure to light. The OSL intensity is a function of the total dose absorbed by the sample. The dose-rate dependence of the OSL signal of the semiconductor CaS doped Ce and Sm was studied by numerical simulation and experiments. Based on a one-trap/one-center model, the whole OSL process was represented by a series of differential equations. The dose-rate properties of the materials were acquired theoretically by solving the equations. Good coherence was achieved between numerical simulation and experiments, both of which showed that the OSL signal was independent of dose rate. This result validates that when using OSL as a dosimetry technique, the dose-rate effect can be neglected.

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

NASA Astrophysics Data System (ADS)

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

2009-08-01

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

Solving Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1987-01-01

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

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

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

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.

Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

NASA Astrophysics Data System (ADS)

Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.

2018-04-01

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.

Structure of Lie point and variational symmetry algebras for a class of odes

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2018-04-01

It is known for scalar ordinary differential equations, and for systems of ordinary differential equations of order not higher than the third, that their Lie point symmetry algebras is of maximal dimension if and only if they can be reduced by a point transformation to the trivial equation y(n)=0. For arbitrary systems of ordinary differential equations of order n ≥ 3 reducible by point transformations to the trivial equation, we determine the complete structure of their Lie point symmetry algebras as well as that for their variational, and their divergence symmetry algebras. As a corollary, we obtain the maximal dimension of the Lie point symmetry algebra for any system of linear or nonlinear ordinary differential equations.

On new classes of solutions of nonlinear partial differential equations in the form of convergent special series

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.

Transformation matrices between non-linear and linear differential equations

NASA Technical Reports Server (NTRS)

Sartain, R. L.

1983-01-01

In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

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

DTIC Science & Technology

1971-06-01

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

Lie algebras and linear differential equations.

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Rahimi, A.

1972-01-01

Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

The primer vector in linear, relative-motion equations. [spacecraft trajectory optimization

NASA Technical Reports Server (NTRS)

1980-01-01

Primer vector theory is used in analyzing a set of linear, relative-motion equations - the Clohessy-Wiltshire equations - to determine the criteria and necessary conditions for an optimal, N-impulse trajectory. Since the state vector for these equations is defined in terms of a linear system of ordinary differential equations, all fundamental relations defining the solution of the state and costate equations, and the necessary conditions for optimality, can be expressed in terms of elementary functions. The analysis develops the analytical criteria for improving a solution by (1) moving any dependent or independent variable in the initial and/or final orbit, and (2) adding intermediate impulses. If these criteria are violated, the theory establishes a sufficient number of analytical equations. The subsequent satisfaction of these equations will result in the optimal position vectors and times of an N-impulse trajectory. The solution is examined for the specific boundary conditions of (1) fixed-end conditions, two-impulse, and time-open transfer; (2) an orbit-to-orbit transfer; and (3) a generalized rendezvous problem. A sequence of rendezvous problems is solved to illustrate the analysis and the computational procedure.

Computing aerodynamic sound using advanced statistical turbulence theories

NASA Technical Reports Server (NTRS)

Hecht, A. M.; Teske, M. E.; Bilanin, A. J.

1981-01-01

It is noted that the calculation of turbulence-generated aerodynamic sound requires knowledge of the spatial and temporal variation of Q sub ij (xi sub k, tau), the two-point, two-time turbulent velocity correlations. A technique is presented to obtain an approximate form of these correlations based on closure of the Reynolds stress equations by modeling of higher order terms. The governing equations for Q sub ij are first developed for a general flow. The case of homogeneous, stationary turbulence in a unidirectional constant shear mean flow is then assumed. The required closure form for Q sub ij is selected which is capable of qualitatively reproducing experimentally observed behavior. This form contains separation time dependent scale factors as parameters and depends explicitly on spatial separation. The approximate forms of Q sub ij are used in the differential equations and integral moments are taken over the spatial domain. The velocity correlations are used in the Lighthill theory of aerodynamic sound by assuming normal joint probability.

Rotational dynamics of bases in the gene coding interferon alpha 17 (IFNA17).

PubMed

Krasnobaeva, L A; Yakushevich, L V

2015-02-01

In the present work, rotational oscillations of nitrogenous bases in the DNA with the sequence of the gene coding interferon alpha 17 (IFNA17), are investigated. As a mathematical model simulating oscillations of the bases, we use a system of two coupled nonlinear partial differential equations that takes into account effects of dissipation, action of external fields and dependence of the equation coefficients on the sequence of bases. We apply the methods of the theory of oscillations to solve the equations in the linear approach and to construct the dispersive curves determining the dependence of the frequency of the plane waves (ω) on the wave vector (q). In the nonlinear case, the solutions in the form of kink are considered, and the main characteristics of the kink: the rest energy (E0), the rest mass (m0), the size (d) and sound velocity (C0), are calculated. With the help of the energetic method, the kink velocity (υ), the path (S), and the lifetime (τ) are also obtained.

Macroscopic dielectric function within time-dependent density functional theory—Real time evolution versus the Casida approach

NASA Astrophysics Data System (ADS)

Sander, Tobias; Kresse, Georg

2017-02-01

Linear optical properties can be calculated by solving the time-dependent density functional theory equations. Linearization of the equation of motion around the ground state orbitals results in the so-called Casida equation, which is formally very similar to the Bethe-Salpeter equation. Alternatively one can determine the spectral functions by applying an infinitely short electric field in time and then following the evolution of the electron orbitals and the evolution of the dipole moments. The long wavelength response function is then given by the Fourier transformation of the evolution of the dipole moments in time. In this work, we compare the results and performance of these two approaches for the projector augmented wave method. To allow for large time steps and still rely on a simple difference scheme to solve the differential equation, we correct for the errors in the frequency domain, using a simple analytic equation. In general, we find that both approaches yield virtually indistinguishable results. For standard density functionals, the time evolution approach is, with respect to the computational performance, clearly superior compared to the solution of the Casida equation. However, for functionals including nonlocal exchange, the direct solution of the Casida equation is usually much more efficient, even though it scales less beneficial with the system size. We relate this to the large computational prefactors in evaluating the nonlocal exchange, which renders the time evolution algorithm fairly inefficient.

Decoupling of the Leading Order DGLAP Evolution Equation with Spin Dependent Structure Functions

NASA Astrophysics Data System (ADS)

Azadbakht, F. Teimoury; Boroun, G. R.

2018-02-01

We propose an analytical solution for DGLAP evolution equations with polarized splitting functions at the Leading Order (LO) approximation based on the Laplace transform method. It is shown that the DGLAP evolution equations can be decoupled completely into two second order differential equations which then are solved analytically by using the initial conditions δ FS(x,Q2)=F[partial δ FS0(x), δ FS0(x)] and {δ G}(x,Q2)=G[partial δ G0(x), δ G0(x)]. We used this method to obtain the polarized structure function of the proton as well as the polarized gluon distribution function inside the proton and compared the numerical results with experimental data of COMPASS, HERMES, and AAC'08 Collaborations. It was found that there is a good agreement between our predictions and the experiments.

Fokker-Planck equation of the reduced Wigner function associated to an Ohmic quantum Langevin dynamics

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.

Pure quasi-P-wave calculation in transversely isotropic media using a hybrid method

NASA Astrophysics Data System (ADS)

Wu, Zedong; Liu, Hongwei; Alkhalifah, Tariq

2018-07-01

The acoustic approximation for anisotropic media is widely used in current industry imaging and inversion algorithms mainly because Pwaves constitute the majority of the energy recorded in seismic exploration. The resulting acoustic formulae tend to be simpler, resulting in more efficient implementations, and depend on fewer medium parameters. However, conventional solutions of the acoustic wave equation with higher-order derivatives suffer from shear wave artefacts. Thus, we derive a new acoustic wave equation for wave propagation in transversely isotropic (TI) media, which is based on a partially separable approximation of the dispersion relation for TI media and free of shear wave artefacts. Even though our resulting equation is not a partial differential equation, it is still a linear equation. Thus, we propose to implement this equation efficiently by combining the finite difference approximation with spectral evaluation of the space-independent parts. The resulting algorithm provides solutions without the constraint ɛ ≥ δ. Numerical tests demonstrate the effectiveness of the approach.

A similarity solution of time dependent MHD liquid film flow over stretching sheet with variable physical properties

NASA Astrophysics Data System (ADS)

Idrees, M.; Rehman, Sajid; Shah, Rehan Ali; Ullah, M.; Abbas, Tariq

2018-03-01

An analysis is performed for the fluid dynamics incorporating the variation of viscosity and thermal conductivity on an unsteady two-dimensional free surface flow of a viscous incompressible conducting fluid taking into account the effect of a magnetic field. Surface tension quadratically vary with temperature while fluid viscosity and thermal conductivity are assumed to vary as a linear function of temperature. The boundary layer partial differential equations in cartesian coordinates are transformed into a system of nonlinear ordinary differential equations (ODEs) by similarity transformation. The developed nonlinear equations are solved analytically by Homotopy Analysis Method (HAM) while numerically by using the shooting method. The Effects of natural parameters such as the variable viscosity parameter A, variable thermal conductivity parameter N, Hartmann number Ma, film Thickness, unsteadiness parameter S, Thermocapillary number M and Prandtl number Pr on the velocity and temperature profiles are investigated. The results for the surface skin friction coefficient f″ (0) , Nusselt number (heat flux) -θ‧ (0) and free surface temperature θ (1) are presented graphically and in tabular form.

Tensor calculus in polar coordinates using Jacobi polynomials

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

MHD Flow and Heat Transfer Characteristics in a Casson Liquid Film Towards an Unsteady Stretching Sheet with Temperature-Dependent Thermal Conductivity

NASA Astrophysics Data System (ADS)

Mahmoud, Mostafa A. A.; Megahed, Ahmed M.

2017-10-01

Theoretical and numerical outcomes of the non-Newtonian Casson liquid thin film fluid flow owing to an unsteady stretching sheet which exposed to a magnetic field, Ohmic heating and slip velocity phenomena is reported here. The non-Newtonian thermal conductivity is imposed and treated as it vary with temperature. The nonlinear partial differential equations governing the non-Newtonian Casson thin film fluid are simplified into a group of highly nonlinear ordinary differential equations by using an adequate dimensionless transformations. With this in mind, the numerical solutions for the ordinary conservation equations are found using an accurate shooting iteration technique together with the Runge-Kutta algorithm. The lineaments of the thin film flow and the heat transfer characteristics for the pertinent parameters are discussed through graphs. The results obtained here detect many concern for the local Nusselt number and the local skin-friction coefficient in which they may be beneficial for the material processing industries. Furthermore, in some special conditions, the present problem has an excellent agreement with previously published work.

General existence principles for Stieltjes differential equations with applications to mathematical biology

NASA Astrophysics Data System (ADS)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

Stieltjes differential equations, which contain equations with impulses and equations on time scales as particular cases, simply consist on replacing usual derivatives by derivatives with respect to a nondecreasing function. In this paper we prove new existence results for functional and discontinuous Stieltjes differential equations and we show that such general results have real world applications. Specifically, we show that Stieltjes differential equations are specially suitable to study populations which exhibit dormant states and/or very short (impulsive) periods of reproduction. In particular, we construct two mathematical models for the evolution of a silkworm population. Our first model can be explicitly solved, as it consists on a linear Stieltjes equation. Our second model, more realistic, is nonlinear, discontinuous and functional, and we deduce the existence of solutions by means of a result proven in this paper.

Symmetry investigations on the incompressible stationary axisymmetric Euler equations with swirl

NASA Astrophysics Data System (ADS)

Frewer, M.; Oberlack, M.; Guenther, S.

2007-08-01

We discuss the incompressible stationary axisymmetric Euler equations with swirl, for which we derive via a scalar stream function an equivalent representation, the Bragg-Hawthorne equation [Bragg, S.L., Hawthorne, W.R., 1950. Some exact solutions of the flow through annular cascade actuator discs. J. Aero. Sci. 17, 243]. Despite this obvious equivalence, we will show that under a local Lie point symmetry analysis the Bragg-Hawthorne equation exposes itself as not being fully equivalent to the original Euler equations. This is reflected in the way that it possesses additional symmetries not being admitted by its counterpart. In other words, a symmetry of the Bragg-Hawthorne equation is in general not a symmetry of the Euler equations. Not the differential Euler equations but rather a set of integro-differential equations attains full equivalence to the Bragg-Hawthorne equation. For these intermediate Euler equations, it is interesting to note that local symmetries of the Bragg-Hawthorne equation transform to local as well as to nonlocal symmetries. This behaviour, on the one hand, is in accordance with Zawistowski's result [Zawistowski, Z.J., 2001. Symmetries of integro-differential equations. Rep. Math. Phys. 48, 269; Zawistowski, Z.J., 2004. General criterion of invariance for integro-differential equations. Rep. Math. Phys. 54, 341] that it is possible for integro-differential equations to admit local Lie point symmetries. On the other hand, with this transformation process we collect symmetries which cannot be obtained when carrying out a usual local Lie point symmetry analysis. Finally, the symmetry classification of the Bragg-Hawthorne equation is used to find analytical solutions for the phenomenon of vortex breakdown.

A note on the generation of phase plane plots on a digital computer. [for solution of nonlinear differential equations

NASA Technical Reports Server (NTRS)

Simon, M. K.

1980-01-01

A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.

MACSYMA's symbolic ordinary differential equation solver

NASA Technical Reports Server (NTRS)

Golden, J. P.

1977-01-01

The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.

Undergraduate Students' Mental Operations in Systems of Differential Equations

ERIC Educational Resources Information Center

Whitehead, Karen; Rasmussen, Chris

2003-01-01

This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…

Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.

2010-01-01

Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…

Variable-mesh method of solving differential equations

NASA Technical Reports Server (NTRS)

Van Wyk, R.

1969-01-01

Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

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

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

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

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

Determining "small parameters" for quasi-steady state

NASA Astrophysics Data System (ADS)

Goeke, Alexandra; Walcher, Sebastian; Zerz, Eva

2015-08-01

For a parameter-dependent system of ordinary differential equations we present a systematic approach to the determination of parameter values near which singular perturbation scenarios (in the sense of Tikhonov and Fenichel) arise. We call these special values Tikhonov-Fenichel parameter values. The principal application we intend is to equations that describe chemical reactions, in the context of quasi-steady state (or partial equilibrium) settings. Such equations have rational (or even polynomial) right-hand side. We determine the structure of the set of Tikhonov-Fenichel parameter values as a semi-algebraic set, and present an algorithmic approach to their explicit determination, using Groebner bases. Examples and applications (which include the irreversible and reversible Michaelis-Menten systems) illustrate that the approach is rather easy to implement.

Self-gravitating static non-critical black holes in 4 D Einstein-Klein-Gordon system with nonminimal derivative coupling

NASA Astrophysics Data System (ADS)

Gunara, Bobby Eka; Yaqin, Ainol

2018-06-01

We study static non-critical hairy black holes of four dimensional gravitational model with nonminimal derivative coupling and a scalar potential turned on. By taking an ansatz, namely, the first derivative of the scalar field is proportional to square root of a metric function, we reduce the Einstein field equation and the scalar field equation of motions into a single highly nonlinear differential equation. This setup implies that the hair is secondary-like since the scalar charge-like depends on the non-constant mass-like quantity in the asymptotic limit. Then, we show that near boundaries the solution is not the critical point of the scalar potential and the effective geometries become spaces of constant scalar curvature.

The application of Green's theorem to the solution of boundary-value problems in linearized supersonic wing theory

NASA Technical Reports Server (NTRS)

Heaslet, Max A; Lomax, Harvard

1950-01-01

Following the introduction of the linearized partial differential equation for nonsteady three-dimensional compressible flow, general methods of solution are given for the two and three-dimensional steady-state and two-dimensional unsteady-state equations. It is also pointed out that, in the absence of thickness effects, linear theory yields solutions consistent with the assumptions made when applied to lifting-surface problems for swept-back plan forms at sonic speeds. The solutions of the particular equations are determined in all cases by means of Green's theorem, and thus depend on the use of Green's equivalent layer of sources, sinks, and doublets. Improper integrals in the supersonic theory are treated by means of Hadamard's "finite part" technique.

Impulsive perturbations to differential equations: stable/unstable pseudo-manifolds, heteroclinic connections, and flux

NASA Astrophysics Data System (ADS)

Balasuriya, Sanjeeva

2016-12-01

State-dependent time-impulsive perturbations to a two-dimensional autonomous flow with stable and unstable manifolds are analysed by posing in terms of an integral equation which is valid in both forwards- and backwards-time. The impulses destroy the smooth invariant manifolds, necessitating new definitions for stable and unstable pseudo-manifolds. Their time-evolution is characterised by solving a Volterra integral equation of the second kind with discontinuous inhomogeniety. A criteria for heteroclinic trajectory persistence in this impulsive context is developed, as is a quantification of an instantaneous flux across broken heteroclinic manifolds. Several examples, including a kicked Duffing oscillator and an underwater explosion in the vicinity of an eddy, are used to illustrate the theory.

Algebraic multigrid methods applied to problems in computational structural mechanics

NASA Technical Reports Server (NTRS)

Mccormick, Steve; Ruge, John

1989-01-01

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

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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

DTIC Science & Technology

2015-07-09

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

On the Singularity Structure of WKB Solution of the Boosted Whittaker Equation: its Relevance to Resurgent Functions with Essential Singularities

NASA Astrophysics Data System (ADS)

Kamimoto, Shingo; Kawai, Takahiro; Koike, Tatsuya

2016-12-01

Inspired by the symbol calculus of linear differential operators of infinite order applied to the Borel transformed WKB solutions of simple-pole type equation [Kamimoto et al. (RIMS Kôkyûroku Bessatsu B 52:127-146, 2014)], which is summarized in Section 1, we introduce in Section 2 the space of simple resurgent functions depending on a parameter with an infra-exponential type growth order, and then we define the assigning operator A which acts on the space and produces resurgent functions with essential singularities. In Section 3, we apply the operator A to the Borel transforms of the Voros coefficient and its exponentiation for the Whittaker equation with a large parameter so that we may find the Borel transforms of the Voros coefficient and its exponentiation for the boosted Whittaker equation with a large parameter. In Section 4, we use these results to find the explicit form of the alien derivatives of the Borel transformed WKB solutions of the boosted Whittaker equation with a large parameter. The results in this paper manifest the importance of resurgent functions with essential singularities in developing the exact WKB analysis, the WKB analysis based on the resurgent function theory. It is also worth emphasizing that the concrete form of essential singularities we encounter is expressed by the linear differential operators of infinite order.

Movement of Landslide Triggered by Bedrock Exfiltration with Nonuniform Pore Pressure Distribution

NASA Astrophysics Data System (ADS)

Jan, C. D.; Jian, Z. K.

2014-12-01

Landslides are common phenomena of sediment movement in mountain areas and usually pose severe risks to people and infrastructure around those areas. The occurrence of landslides is influenced by groundwater dynamics and bedrock characteristics as well as by rainfall and soil-mass properties. The bedrock may drain or contribute to groundwater in the overlying soil mass, depending on the hydraulic conductivity, degree of fracturing, saturation, and hydraulic head. Our study here is based on the model proposed by Iverson (2005). The model describes the relation between landslide displacement and the shear-zone dilation/contraction of pore water pressure. To study landslide initiation and movement, a block soil mass sliding down an inclined beck-rock plane is governed by Newton's equation of motion, while both the bedrock exfiltration and excess pore pressure induced by dilatation or contraction of basal shear zone are described by diffusion equations. The Chebyshev collocation method was used to transform the governing equations to a system of first-order ordinary differential equations, without the need of iteration. Then a fourth-order Runge-Kutta scheme was used to solve these ordinary differential equations. The effects of nonuniform bedrock exfiltration pressure distributions, such as the delayed peak, central peak, and advanced peak distributions, on the time of landslide initiation and the speed of landslide movement were compared and discussed.

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

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

Sparse dynamics for partial differential equations

PubMed Central

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

2013-01-01

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

Exact solutions for STO and (3+1)-dimensional KdV-ZK equations using (G‧/G2) -expansion method

NASA Astrophysics Data System (ADS)

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

This article deals with finding some exact solutions of nonlinear fractional differential equations (NLFDEs) by applying a relatively new method known as (G‧/G2) -expansion method. Solutions of space-time fractional Sharma-Tasso-Olever (STO) equation of fractional order and (3+1)-dimensional KdV-Zakharov Kuznetsov (KdV-ZK) equation of fractional order are reckoned to demonstrate the validity of this method. The fractional derivative version of modified Riemann-Liouville, linked with Fractional complex transform is employed to transform fractional differential equations into the corresponding ordinary differential equations.

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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

Periodic and chaotic oscillations in a tumor and immune system interaction model with three delays

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

Bi, Ping; Center for Partial Differential Equations, East China Normal University, 500 Dongchuan Rd., Shanghai 200241; Ruan, Shigui, E-mail: ruan@math.miami.edu

2014-06-15

In this paper, a tumor and immune system interaction model consisted of two differential equations with three time delays is considered in which the delays describe the proliferation of tumor cells, the process of effector cells growth stimulated by tumor cells, and the differentiation of immune effector cells, respectively. Conditions for the asymptotic stability of equilibria and existence of Hopf bifurcations are obtained by analyzing the roots of a second degree exponential polynomial characteristic equation with delay dependent coefficients. It is shown that the positive equilibrium is asymptotically stable if all three delays are less than their corresponding critical valuesmore » and Hopf bifurcations occur if any one of these delays passes through its critical value. Numerical simulations are carried out to illustrate the rich dynamical behavior of the model with different delay values including the existence of regular and irregular long periodic oscillations.« less

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

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

Influence of human behavior on cholera dynamics

PubMed Central

Wang, Xueying; Gao, Daozhou; Wang, Jin

2015-01-01

This paper is devoted to studying the impact of human behavior on cholera infection. We start with a cholera ordinary differential equation (ODE) model that incorporates human behavior via modeling disease prevalence dependent contact rates for direct and indirect transmissions and infectious host shedding. Local and global dynamics of the model are analyzed with respect to the basic reproduction number. We then extend the ODE model to a reaction-convection-diffusion partial differential equation (PDE) model that accounts for the movement of both human hosts and bacteria. Particularly, we investigate the cholera spreading speed by analyzing the traveling wave solutions of the PDE model, and disease threshold dynamics by numerically evaluating the basic reproduction number of the PDE model. Our results show that human behavior can reduce (a) the endemic and epidemic levels, (b) cholera spreading speeds and (c) the risk of infection (characterized by the basic reproduction number). PMID:26119824

Pest persistence and eradication conditions in a deterministic model for sterile insect release.

PubMed

Gordillo, Luis F

2015-01-01

The release of sterile insects is an environment friendly pest control method used in integrated pest management programmes. Difference or differential equations based on Knipling's model often provide satisfactory qualitative descriptions of pest populations subject to sterile release at relatively high densities with large mating encounter rates, but fail otherwise. In this paper, I derive and explore numerically deterministic population models that include sterile release together with scarce mating encounters in the particular case of species with long lifespan and multiple matings. The differential equations account separately the effects of mating failure due to sterile male release and the frequency of mating encounters. When insects spatial spread is incorporated through diffusion terms, computations reveal the possibility of steady pest persistence in finite size patches. In the presence of density dependence regulation, it is observed that sterile release might contribute to induce sudden suppression of the pest population.

Nonlinear power flow feedback control for improved stability and performance of airfoil sections

DOEpatents

Wilson, David G.; Robinett, III, Rush D.

2013-09-03

A computer-implemented method of determining the pitch stability of an airfoil system, comprising using a computer to numerically integrate a differential equation of motion that includes terms describing PID controller action. In one model, the differential equation characterizes the time-dependent response of the airfoil's pitch angle, .alpha.. The computer model calculates limit-cycles of the model, which represent the stability boundaries of the airfoil system. Once the stability boundary is known, feedback control can be implemented, by using, for example, a PID controller to control a feedback actuator. The method allows the PID controller gain constants, K.sub.I, K.sub.p, and K.sub.d, to be optimized. This permits operation closer to the stability boundaries, while preventing the physical apparatus from unintentionally crossing the stability boundaries. Operating closer to the stability boundaries permits greater power efficiencies to be extracted from the airfoil system.

Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

NASA Astrophysics Data System (ADS)

Kaulakys, B.; Alaburda, M.; Ruseckas, J.

2016-05-01

A well-known fact in the financial markets is the so-called ‘inverse cubic law’ of the cumulative distributions of the long-range memory fluctuations of market indicators such as a number of events of trades, trading volume and the logarithmic price change. We propose the nonlinear stochastic differential equation (SDE) giving both the power-law behavior of the power spectral density and the long-range dependent inverse cubic law of the cumulative distribution. This is achieved using the suggestion that when the market evolves from calm to violent behavior there is a decrease of the delay time of multiplicative feedback of the system in comparison to the driving noise correlation time. This results in a transition from the Itô to the Stratonovich sense of the SDE and yields a long-range memory process.

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Lattice Boltzmann model for high-order nonlinear partial differential equations.

PubMed

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Mathematics for Physics

NASA Astrophysics Data System (ADS)

Stone, Michael; Goldbart, Paul

2009-07-01

Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.

Fuchsia : A tool for reducing differential equations for Feynman master integrals to epsilon form

NASA Astrophysics Data System (ADS)

Gituliar, Oleksandr; Magerya, Vitaly

2017-10-01

We present Fuchsia - an implementation of the Lee algorithm, which for a given system of ordinary differential equations with rational coefficients ∂x J(x , ɛ) = A(x , ɛ) J(x , ɛ) finds a basis transformation T(x , ɛ) , i.e., J(x , ɛ) = T(x , ɛ) J‧(x , ɛ) , such that the system turns into the epsilon form : ∂xJ‧(x , ɛ) = ɛ S(x) J‧(x , ɛ) , where S(x) is a Fuchsian matrix. A system of this form can be trivially solved in terms of polylogarithms as a Laurent series in the dimensional regulator ɛ. That makes the construction of the transformation T(x , ɛ) crucial for obtaining solutions of the initial system. In principle, Fuchsia can deal with any regular systems, however its primary task is to reduce differential equations for Feynman master integrals. It ensures that solutions contain only regular singularities due to the properties of Feynman integrals. Program Files doi:http://dx.doi.org/10.17632/zj6zn9vfkh.1 Licensing provisions: MIT Programming language:Python 2.7 Nature of problem: Feynman master integrals may be calculated from solutions of a linear system of differential equations with rational coefficients. Such a system can be easily solved as an ɛ-series when its epsilon form is known. Hence, a tool which is able to find the epsilon form transformations can be used to evaluate Feynman master integrals. Solution method: The solution method is based on the Lee algorithm (Lee, 2015) which consists of three main steps: fuchsification, normalization, and factorization. During the fuchsification step a given system of differential equations is transformed into the Fuchsian form with the help of the Moser method (Moser, 1959). Next, during the normalization step the system is transformed to the form where eigenvalues of all residues are proportional to the dimensional regulator ɛ. Finally, the system is factorized to the epsilon form by finding an unknown transformation which satisfies a system of linear equations. Additional comments including Restrictions and Unusual features: Systems of single-variable differential equations are considered. A system needs to be reducible to Fuchsian form and eigenvalues of its residues must be of the form n + m ɛ, where n is integer. Performance depends upon the input matrix, its size, number of singular points and their degrees. It takes around an hour to reduce an example 74 × 74 matrix with 20 singular points on a PC with a 1.7 GHz Intel Core i5 CPU. An additional slowdown is to be expected for matrices with complex and/or irrational singular point locations, as these are particularly difficult for symbolic algebra software to handle.

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

DTIC Science & Technology

1981-11-01

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

Dynamics and Control of Constrained Multibody Systems modeled with Maggi's equation: Application to Differential Mobile Robots Part I

NASA Astrophysics Data System (ADS)

Amengonu, Yawo H.; Kakad, Yogendra P.

2014-07-01

Quasivelocity techniques such as Maggi's and Boltzmann-Hamel's equations eliminate Lagrange multipliers from the beginning as opposed to the Euler-Lagrange method where one has to solve for the n configuration variables and the multipliers as functions of time when there are m nonholonomic constraints. Maggi's equation produces n second-order differential equations of which (n-m) are derived using (n-m) independent quasivelocities and the time derivative of the m kinematic constraints which add the remaining m second order differential equations. This technique is applied to derive the dynamics of a differential mobile robot and a controller which takes into account these dynamics is developed.

The differential equation of an arbitrary reflecting surface

NASA Astrophysics Data System (ADS)

Melka, Richard F.; Berrettini, Vincent D.; Yousif, Hashim A.

2018-05-01

A differential equation describing the reflection of a light ray incident upon an arbitrary reflecting surface is obtained using the law of reflection. The derived equation is written in terms of a parameter and the value of this parameter determines the nature of the reflecting surface. Under various parametric constraints, the solution of the differential equation leads to the various conic surfaces but is not generally solvable. In addition, the dynamics of the light reflections from the conic surfaces are executed in the Mathematica software. Our derivation is the converse of the traditional approach and our analysis assumes a relation between the object distance and the image distance. This leads to the differential equation of the reflecting surface.

Meridional Motions and Reynolds Stress Determined by Using Kanzelhöhe Drawings and White Light Solar Images from 1964 to 2016

NASA Astrophysics Data System (ADS)

Ruždjak, Domagoj; Sudar, Davor; Brajša, Roman; Skokić, Ivica; Poljančić Beljan, Ivana; Jurdana-Šepić, Rajka; Hanslmeier, Arnold; Veronig, Astrid; Pötzi, Werner

2018-04-01

Sunspot position data obtained from Kanzelhöhe Observatory for Solar and Environmental Research (KSO) sunspot drawings and white light images in the period 1964 to 2016 were used to calculate the rotational and meridional velocities of the solar plasma. Velocities were calculated from daily shifts of sunspot groups and an iterative process of calculation of the differential rotation profiles was used to discard outliers. We found a differential rotation profile and meridional motions in agreement with previous studies using sunspots as tracers and conclude that the quality of the KSO data is appropriate for analysis of solar velocity patterns. By analyzing the correlation and covariance of meridional velocities and rotation rate residuals we found that the angular momentum is transported towards the solar equator. The magnitude and latitudinal dependence of the horizontal component of the Reynolds stress tensor calculated is sufficient to maintain the observed solar differential rotation profile. Therefore, our results confirm that the Reynolds stress is the dominant mechanism responsible for transport of angular momentum towards the solar equator.

Sourcing for Parameter Estimation and Study of Logistic Differential Equation

ERIC Educational Resources Information Center

Winkel, Brian J.

2012-01-01

This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…

Differential equations for loop integrals in Baikov representation

NASA Astrophysics Data System (ADS)

Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang

2018-05-01

We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.

Remarks on the Non-Linear Differential Equation the Second Derivative of Theta Plus A Sine Theta Equals 0.

ERIC Educational Resources Information Center

Fay, Temple H.; O'Neal, Elizabeth A.

1985-01-01

The authors draw together a variety of facts concerning a nonlinear differential equation and compare the exact solution with approximate solutions. Then they provide an expository introduction to the elliptic sine function suitable for presentation in undergraduate courses on differential equations. (MNS)

Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations

ERIC Educational Resources Information Center

Robin, W.

2007-01-01

The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…

Monograph - The Numerical Integration of Ordinary Differential Equations.

ERIC Educational Resources Information Center

Hull, T. E.

The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

The Local Brewery: A Project for Use in Differential Equations Courses

ERIC Educational Resources Information Center

Starling, James K.; Povich, Timothy J.; Findlay, Michael

2016-01-01

We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…

An Engineering-Oriented Approach to the Introductory Differential Equations Course

ERIC Educational Resources Information Center

Pennell, S.; Avitabile, P.; White, J.

2009-01-01

The introductory differential equations course can be made more relevant to engineering students by including more of the engineering viewpoint, in which differential equations are regarded as systems with inputs and outputs. This can be done without sacrificing any of the usual topical coverage. This point of view is conducive to student…

Dynamics of the Pin Pallet Runaway Escapement

DTIC Science & Technology

1978-06-01

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

Real-time optical laboratory solution of parabolic differential equations

NASA Technical Reports Server (NTRS)

Casasent, David; Jackson, James

1988-01-01

An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

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

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

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

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

Relation between coordinate systems describing the dynamics of a loaded Stewart platform

NASA Astrophysics Data System (ADS)

Petrova, V. I.

2018-05-01

The paper puts forward formulae for transformation of coordinates in three coordinate frames used for the study of motion of a loaded Stewart platform, which is the central mechanism of the dynamic bench. A new method for finding the law of variation of coordinates is proposed. This method depends on solving the problem-specific system of differential equations.

Numerical computation of transonic flows by finite-element and finite-difference methods

NASA Technical Reports Server (NTRS)

Hafez, M. M.; Wellford, L. C.; Merkle, C. L.; Murman, E. M.

1978-01-01

Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.

Anharmonic dynamics of a mass O-spring oscillator

NASA Astrophysics Data System (ADS)

Filipponi, A.; Cavicchia, D. R.

2011-07-01

We investigate the dynamics of a one-dimensional oscillator made of a mass connected to a circular spring under uniaxial extension. The functional dependence of the elastic energy on the strain is obtained by solving the differential equations resulting from a variational formalism common to Euler's elastica problem. The calculated nonlinear force agrees with the experiment, confirming the anharmonic nature of the oscillator.

On the instability of wave-fields with JONSWAP spectra to inhomogeneous disturbances, and the consequent long-time evolution

NASA Astrophysics Data System (ADS)

Ribal, A.; Stiassnie, M.; Babanin, A.; Young, I.

2012-04-01

The instability of two-dimensional wave-fields and its subsequent evolution in time are studied by means of the Alber equation for narrow-banded random surface-waves in deep water subject to inhomogeneous disturbances. A linear partial differential equation (PDE) is obtained after applying an inhomogeneous disturbance to the Alber's equation and based on the solution of this PDE, the instability of the ocean wave surface is studied for a JONSWAP spectrum, which is a realistic ocean spectrum with variable directional spreading and steepness. The steepness of the JONSWAP spectrum depends on γ and α which are the peak-enhancement factor and energy scale of the spectrum respectively and it is found that instability depends on the directional spreading, α and γ. Specifically, if the instability stops due to the directional spreading, increase of the steepness by increasing α or γ can reactivate it. This result is in qualitative agreement with the recent large-scale experiment and new theoretical results. In the instability area of α-γ plane, a long-time evolution has been simulated by integrating Alber's equation numerically and recurrent evolution is obtained which is the stochastic counterpart of the Fermi-Pasta-Ulam recurrence obtained for the cubic Schrödinger equation.

Energy dissipation in fragmented geomaterials associated with impacting oscillators

NASA Astrophysics Data System (ADS)

Khudyakov, Maxim; Pasternak, Elena; Dyskin, Arcady

2016-04-01

In wave propagation through fragmented geomaterials forced by periodic loadings, the elements (fragments) strike against each other when passing through the neutral position (position with zero mutual rotation), quickly damping the oscillations. Essentially the impacts act as shock absorbers albeit localised at the neutral points. In order to analyse the vibrations of and wave propagation in such structures, a differential equation of a forced harmonic oscillator was investigated, where the each time the system passes through the neutral point the velocity gets reduced by multiplying it with the restitution coefficient which characterise the impact of the fragments. In forced vibrations the impact times depend on both the forced oscillations and the restitution coefficient and form an irregular sequence. Numerical solution of the differential equation was performed using Mathematica software. Along with vibration diagrams, the dependence of the energy dissipation on the ratio of the forcing frequency to the natural frequency was obtained. For small positive values of the restitution coefficient (less than 0.5), the asymmetric oscillations were found, and the phase of the forced vibrations determined the direction of the asymmetry. Also, at some values of the forcing frequencies and the restitution coefficient chaotic behaviour 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.

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

NASA Technical Reports Server (NTRS)

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

1966-01-01

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

Quasiclassical theory for the superconducting proximity effect in Dirac materials

NASA Astrophysics Data System (ADS)

Hugdal, Henning G.; Linder, Jacob; Jacobsen, Sol H.

2017-06-01

We derive the quasiclassical nonequilibrium Eilenberger and Usadel equations to first order in quantities small compared to the Fermi energy, valid for Dirac edge and surface electrons with spin-momentum locking p .σ ¯ , as relevant for topological insulators. We discuss in detail several of the key technical points and assumptions of the derivation, and provide a Riccati parametrization of the equations. Solving first the equilibrium equations for S/N and S/F bilayers and Josephson junctions, we study the superconducting proximity effect in Dirac materials. Similarly to related works, we find that the effect of an exchange field depends strongly on the direction of the field. Only components normal to the transport direction lead to attenuation of the Cooper pair wave function inside the F. Fields parallel to the transport direction lead to phase shifts in the dependence on the superconducting phase difference for both the charge current and density of states in an S/F/S junction. Moreover, we compute the differential conductance in S/N and S/F bilayers with an applied voltage bias and determine the dependence on the length of the N and F regions and the exchange field.

Further Development of a New, Flux-Conserving Newton Scheme for the Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Scott, James R.

1996-01-01

This paper is one of a series of papers describing the development of a new numerical approach for solving the steady Navier-Stokes equations. The key features in the current development are (1) the discrete representation of the dependent variables by way of high order polynomial expansions, (2) the retention of all derivatives in the expansions as unknowns to be explicitly solved for, (3) the automatic balancing of fluxes at cell interfaces, and (4) the discrete simulation of both the integral and differential forms of the governing equations. The main purpose of this paper is, first, to provide a systematic and rigorous derivation of the conditions that are used to simulate the differential form of the Navier-Stokes equations, and second, to extend our previously-presented internal flow scheme to external flows and nonuniform grids. Numerical results are presented for high Reynolds number flow (Re = 100,000) around a finite flat plate, and detailed comparisons are made with the Blasius flat plate solution and Goldstein wake solution. It is shown that the error in the streamwise velocity decreases like r(sup alpha)(Delta)y(exp 2), where alpha approx. 0.25 and r = delta(y)/delta(x) is the grid aspect ratio.

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

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

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

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

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

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

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

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

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

Non-autonomous equations with unpredictable solutions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2018-06-01

To make research of chaos more amenable to investigating differential and discrete equations, we introduce the concepts of an unpredictable function and sequence. The topology of uniform convergence on compact sets is applied to define unpredictable functions [1,2]. The unpredictable sequence is defined as a specific unpredictable function on the set of integers. The definitions are convenient to be verified as solutions of differential and discrete equations. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and uniqueness of the unpredictable solution for a delay differential equation are proved as well as for quasilinear discrete systems. As a corollary of the theorem, a similar assertion for a quasilinear ordinary differential equation is formulated. The results are demonstrated numerically, and an application to Hopfield neural networks is provided. In particular, Poincaré chaos near periodic orbits is observed. The completed research contributes to the theory of chaos as well as to the theory of differential and discrete equations, considering unpredictable solutions.

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

NASA Astrophysics Data System (ADS)

Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

2018-04-01

In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

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.

Finite Difference Time Marching in the Frequency Domain: A Parabolic Formulation for the Convective Wave Equation

NASA Technical Reports Server (NTRS)

Baumeister, K. J.; Kreider, K. L.

1996-01-01

An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.

Analytical solution of the Poisson-Nernst-Planck equations for an electrochemical system close to electroneutrality

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

Pabst, M., E-mail: M.Pabst@fz-juelich.de

2014-06-14

Single charge densities and the potential are used to describe models of electrochemical systems. These quantities can be calculated by solving a system of time dependent nonlinear coupled partial differential equations, the Poisson-Nernst-Planck equations. Assuming small deviations from the electroneutral equilibrium, the linearized and decoupled equations are solved for a radial symmetric geometry, which represents the interface between a cell and a sensor device. The densities and the potential are expressed by Fourier-Bessels series. The system considered has a ratio between the Debye-length and its geometric dimension on the order of 10{sup −4} so the Fourier-Bessel series can be approximatedmore » by elementary functions. The time development of the system is characterized by two time constants, τ{sub c} and τ{sub g}. The constant τ{sub c} describes the approach to the stationary state of the total charge and the potential. τ{sub c} is several orders of magnitude smaller than the geometry-dependent constant τ{sub g}, which is on the order of 10 ms characterizing the transition to the stationary state of the single ion densities.« less

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.

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

Grima, Ramon

2011-11-01

The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

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

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

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

Some problems in fractal differential equations

NASA Astrophysics Data System (ADS)

Su, Weiyi

2016-06-01

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

Parameter Estimates in Differential Equation Models for Chemical Kinetics

ERIC Educational Resources Information Center

Winkel, Brian

2011-01-01

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

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

ERIC Educational Resources Information Center

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

2017-01-01

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

Nonstandard Topics for Student Presentations in Differential Equations

ERIC Educational Resources Information Center

LeMasurier, Michelle

2006-01-01

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

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

PubMed

Liu, Jinghuai; Zhang, Litao

2016-01-01

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

Laplace and the era of differential equations

NASA Astrophysics Data System (ADS)

Weinberger, Peter

2012-11-01

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

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

NASA Astrophysics Data System (ADS)

Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.

2013-09-01

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.

Thermospheric winds and exospheric temperatures from incoherent scatter radar measurements in four seasons

NASA Technical Reports Server (NTRS)

Antoniadis, D. A.

1976-01-01

The time-dependent equations of neutral air motion are solved subject to three constraints: two of them are the usual upper and lower boundary conditions and the third is the value of the wind-induced ion drift at any given height. Using incoherent radar data, this procedure leads to a fast, direct numerical integration of the two coupled differential equations describing the horizontal wind components and yields time dependent wind profiles and meridional exospheric neutral temperature gradients. The diurnal behavior of the neutral wind system and of the exospheric temperature is presented for two solstice and two equinox days. The data used were obtained by the St. Santin and the Millstone Hill incoherent scatter radars. The derived geographic distributions of the exospheric temperatures are compared with those predicted by the OGO-6 empirical thermospheric model.

All-optical computation system for solving differential equations based on optical intensity differentiator.

PubMed

Tan, Sisi; Wu, Zhao; Lei, Lei; Hu, Shoujin; Dong, Jianji; Zhang, Xinliang

2013-03-25

We propose and experimentally demonstrate an all-optical differentiator-based computation system used for solving constant-coefficient first-order linear ordinary differential equations. It consists of an all-optical intensity differentiator and a wavelength converter, both based on a semiconductor optical amplifier (SOA) and an optical filter (OF). The equation is solved for various values of the constant-coefficient and two considered input waveforms, namely, super-Gaussian and Gaussian signals. An excellent agreement between the numerical simulation and the experimental results is obtained.

Analysis of an age structured model for tick populations subject to seasonal effects

NASA Astrophysics Data System (ADS)

Liu, Kaihui; Lou, Yijun; Wu, Jianhong

2017-08-01

We investigate an age-structured hyperbolic equation model by allowing the birth and death functions to be density dependent and periodic in time with the consideration of seasonal effects. By studying the integral form solution of this general hyperbolic equation obtained through the method of integration along characteristics, we give a detailed proof of the uniqueness and existence of the solution in light of the contraction mapping theorem. With additional biologically natural assumptions, using the tick population growth as a motivating example, we derive an age-structured model with time-dependent periodic maturation delays, which is quite different from the existing population models with time-independent maturation delays. For this periodic differential system with seasonal delays, the basic reproduction number R0 is defined as the spectral radius of the next generation operator. Then, we show the tick population tends to die out when R0 < 1 while remains persistent if R0 > 1. When there is no intra-specific competition among immature individuals due to the sufficient availability of immature tick hosts, the global stability of the positive periodic state for the whole model system of four delay differential equations can be obtained with the observation that a scalar subsystem for the adult stage size can be decoupled. The challenge for the proof of such a global stability result can be overcome by introducing a new phase space, based on which, a periodic solution semiflow can be defined which is eventually strongly monotone and strictly subhomogeneous.

A Gompertz population model with Allee effect and fuzzy initial values

NASA Astrophysics Data System (ADS)

Amarti, Zenia; Nurkholipah, Nenden Siti; Anggriani, Nursanti; Supriatna, Asep K.

2018-03-01

Growth and population dynamics models are important tools used in preparing a good management for society to predict the future of population or species. This has been done by various known methods, one among them is by developing a mathematical model that describes population growth. Models are usually formed into differential equations or systems of differential equations, depending on the complexity of the underlying properties of the population. One example of biological complexity is Allee effect. It is a phenomenon showing a high correlation between very small population size and the mean individual fitness of the population. In this paper the population growth model used is the Gompertz equation model by considering the Allee effect on the population. We explore the properties of the solution to the model numerically using the Runge-Kutta method. Further exploration is done via fuzzy theoretical approach to accommodate uncertainty of the initial values of the model. It is known that an initial value greater than the Allee threshold will cause the solution rises towards carrying capacity asymptotically. However, an initial value smaller than the Allee threshold will cause the solution decreases towards zero asymptotically, which means the population is eventually extinct. Numerical solutions show that modeling uncertain initial value of the critical point A (the Allee threshold) with a crisp initial value could cause the extinction of population of a certain possibilistic degree, depending on the predetermined membership function of the initial value.

Continual approach at T=0 in the mean field theory of incommensurate magnetic states in the frustrated Heisenberg ferromagnet with an easy axis anisotropy

NASA Astrophysics Data System (ADS)

Martynov, S. N.; Tugarinov, V. I.; Martynov, A. S.

2017-10-01

The algorithm of approximate solution was developed for the differential equation describing the anharmonical change of the spin orientation angle in the model of ferromagnet with the exchange competition between nearest and next nearest magnetic neighbors and the easy axis exchange anisotropy. The equation was obtained from the collinearity constraint on the discrete lattice. In the low anharmonicity approximation the equation is resulted to an autonomous form and is integrated in quadratures. The obvious dependence of the angle velocity and second derivative of angle from angle and initial condition was derived by expanding the first integral of the equation in the Taylor series in vicinity of initial condition. The ground state of the soliton solutions was calculated by a numerical minimization of the energy integral. The evaluation of the used approximation was made for a triple point of the phase diagram.

Large eddy simulation of incompressible turbulent channel flow

NASA Technical Reports Server (NTRS)

Moin, P.; Reynolds, W. C.; Ferziger, J. H.

1978-01-01

The three-dimensional, time-dependent primitive equations of motion were numerically integrated for the case of turbulent channel flow. A partially implicit numerical method was developed. An important feature of this scheme is that the equation of continuity is solved directly. The residual field motions were simulated through an eddy viscosity model, while the large-scale field was obtained directly from the solution of the governing equations. An important portion of the initial velocity field was obtained from the solution of the linearized Navier-Stokes equations. The pseudospectral method was used for numerical differentiation in the horizontal directions, and second-order finite-difference schemes were used in the direction normal to the walls. The large eddy simulation technique is capable of reproducing some of the important features of wall-bounded turbulent flows. The resolvable portions of the root-mean square wall pressure fluctuations, pressure velocity-gradient correlations, and velocity pressure-gradient correlations are documented.