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.

Le Chatelier Principle for Out-of-Equilibrium and Boundary-Driven Systems: Application to Dynamical Phase Transitions.

PubMed

Shpielberg, O; Akkermans, E

2016-06-17

A stability analysis is presented for boundary-driven and out-of-equilibrium systems in the framework of the hydrodynamic macroscopic fluctuation theory. A Hamiltonian description is proposed which allows us to thermodynamically interpret the additivity principle. A necessary and sufficient condition for the validity of the additivity principle is obtained as an extension of the Le Chatelier principle. These stability conditions result from a diagonal quadratic form obtained using the cumulant generating function. This approach allows us to provide a proof for the stability of the weakly asymmetric exclusion process and to reduce the search for stability to the solution of two coupled linear ordinary differential equations instead of nonlinear partial differential equations. Additional potential applications of these results are discussed in the realm of classical and quantum systems.

Le Chatelier Principle for Out-of-Equilibrium and Boundary-Driven Systems: Application to Dynamical Phase Transitions

NASA Astrophysics Data System (ADS)

Shpielberg, O.; Akkermans, E.

2016-06-01

A stability analysis is presented for boundary-driven and out-of-equilibrium systems in the framework of the hydrodynamic macroscopic fluctuation theory. A Hamiltonian description is proposed which allows us to thermodynamically interpret the additivity principle. A necessary and sufficient condition for the validity of the additivity principle is obtained as an extension of the Le Chatelier principle. These stability conditions result from a diagonal quadratic form obtained using the cumulant generating function. This approach allows us to provide a proof for the stability of the weakly asymmetric exclusion process and to reduce the search for stability to the solution of two coupled linear ordinary differential equations instead of nonlinear partial differential equations. Additional potential applications of these results are discussed in the realm of classical and quantum systems.

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

NASA Astrophysics Data System (ADS)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

Instability of turing patterns in reaction-diffusion-ODE systems.

PubMed

Marciniak-Czochra, Anna; Karch, Grzegorz; Suzuki, Kanako

2017-02-01

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of interactions between cellular processes such as cell growth, differentiation or transformation and diffusing signaling factors. We focus on stability analysis of solutions of a prototype model consisting of a single reaction-diffusion equation coupled to an ordinary differential equation. We show that such systems are very different from classical reaction-diffusion models. They exhibit diffusion-driven instability (turing instability) under a condition of autocatalysis of non-diffusing component. However, the same mechanism which destabilizes constant solutions of such models, destabilizes also all continuous spatially heterogeneous stationary solutions, and consequently, there exist no stable Turing patterns in such reaction-diffusion-ODE systems. We provide a rigorous result on the nonlinear instability, which involves the analysis of a continuous spectrum of a linear operator induced by the lack of diffusion in the destabilizing equation. These results are extended to discontinuous patterns for a class of nonlinearities.

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 $T$.

Optimization of complex slater-type functions with analytic derivative methods for describing photoionization differential cross sections.

PubMed

Matsuzaki, Rei; Yabushita, Satoshi

2017-05-05

The complex basis function (CBF) method applied to various atomic and molecular photoionization problems can be interpreted as an L2 method to solve the driven-type (inhomogeneous) Schrödinger equation, whose driven term being dipole operator times the initial state wave function. However, efficient basis functions for representing the solution have not fully been studied. Moreover, the relation between their solution and that of the ordinary Schrödinger equation has been unclear. For these reasons, most previous applications have been limited to total cross sections. To examine the applicability of the CBF method to differential cross sections and asymmetry parameters, we show that the complex valued solution to the driven-type Schrödinger equation can be variationally obtained by optimizing the complex trial functions for the frequency dependent polarizability. In the test calculations made for the hydrogen photoionization problem with five or six complex Slater-type orbitals (cSTOs), their complex valued expansion coefficients and the orbital exponents have been optimized with the analytic derivative method. Both the real and imaginary parts of the solution have been obtained accurately in a wide region covering typical molecular regions. Their phase shifts and asymmetry parameters are successfully obtained by extrapolating the CBF solution from the inner matching region to the asymptotic region using WKB method. The distribution of the optimized orbital exponents in the complex plane is explained based on the close connection between the CBF method and the driven-type equation method. The obtained information is essential to constructing the appropriate basis sets in future molecular applications. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Faraday waves under time-reversed excitation.

PubMed

Pietschmann, Dirk; Stannarius, Ralf; Wagner, Christian; John, Thomas

2013-03-01

Do parametrically driven systems distinguish periodic excitations that are time mirrors of each other? Faraday waves in a Newtonian fluid are studied under excitation with superimposed harmonic wave forms. We demonstrate that the threshold parameters for the stability of the ground state are insensitive to a time inversion of the driving function. This is a peculiarity of some dynamic systems. The Faraday system shares this property with standard electroconvection in nematic liquid crystals [J. Heuer et al., Phys. Rev. E 78, 036218 (2008)]. In general, time inversion of the excitation affects the asymptotic stability of a parametrically driven system, even when it is described by linear ordinary differential equations. Obviously, the observed symmetry has to be attributed to the particular structure of the underlying differential equation system. The pattern selection of the Faraday waves above threshold, on the other hand, discriminates between time-mirrored excitation functions.

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.

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

PubMed

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

2007-01-01

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

A Simple and Accurate Rate-Driven Infiltration Model

NASA Astrophysics Data System (ADS)

Cui, G.; Zhu, J.

2017-12-01

In this study, we develop a novel Rate-Driven Infiltration Model (RDIMOD) for simulating infiltration into soils. Unlike traditional methods, RDIMOD avoids numerically solving the highly non-linear Richards equation or simply modeling with empirical parameters. RDIMOD employs infiltration rate as model input to simulate one-dimensional infiltration process by solving an ordinary differential equation. The model can simulate the evolutions of wetting front, infiltration rate, and cumulative infiltration on any surface slope including vertical and horizontal directions. Comparing to the results from the Richards equation for both vertical infiltration and horizontal infiltration, RDIMOD simply and accurately predicts infiltration processes for any type of soils and soil hydraulic models without numerical difficulty. Taking into account the accuracy, capability, and computational effectiveness and stability, RDIMOD can be used in large-scale hydrologic and land-atmosphere modeling.

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Data-driven Modelling for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Angria S, Layla; Dwi Sari, Yunita; Zarlis, Muhammad; Tulus

2018-01-01

The rise of the issues with the uncertainty of decision making has become a very warm conversation in operation research. Many models have been presented, one of which is with data-driven modelling (DDM). The purpose of this paper is to extract and recognize patterns in data, and find the best model in decision-making problem under uncertainty by using data-driven modeling approach with linear programming, linear and nonlinear differential equation, bayesian approach. Model criteria tested to determine the smallest error, and it will be the best model that can be used.

Dynamical spike solutions in a nonlocal model of pattern formation

NASA Astrophysics Data System (ADS)

Marciniak-Czochra, Anna; Härting, Steffen; Karch, Grzegorz; Suzuki, Kanako

2018-05-01

Coupling a reaction-diffusion equation with ordinary differential equa- tions (ODE) may lead to diffusion-driven instability (DDI) which, in contrast to the classical reaction-diffusion models, causes destabilization of both, constant solutions and Turing patterns. Using a shadow-type limit of a reaction-diffusion-ODE model, we show that in such cases the instability driven by nonlocal terms (a counterpart of DDI) may lead to formation of unbounded spike patterns.

Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

Statistical theory for the Kardar-Parisi-Zhang equation in (1+1) dimensions.

PubMed

Masoudi, A A; Shahbazi, F; Davoudi, J; Tabar, M Reza Rahimi

2002-02-01

The Kardar-Parisi-Zhang (KPZ) equation in (1+1) dimensions dynamically develops sharply connected valley structures within which the height derivative is not continuous. We develop a statistical theory for the KPZ equation in (1+1) dimensions driven with a random forcing that is white in time and Gaussian-correlated in space. A master equation is derived for the joint probability density function of height difference and height gradient P(h-h*, partial differential(x)h,t) when the forcing correlation length is much smaller than the system size and much larger than the typical sharp valley width. In the time scales before the creation of the sharp valleys, we find the exact generating function of h-h* and partial differential(x)h. The time scale of the sharp valley formation is expressed in terms of the force characteristics. In the stationary state, when the sharp valleys are fully developed, finite-size corrections to the scaling laws of the structure functions left angle bracket(h-h*)(n)(partial differential(x)h)(m)right angle bracket are also obtained.

Fault tolerant filtering and fault detection for quantum systems driven by fields in single photon states

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

Gao, Qing, E-mail: qing.gao.chance@gmail.com; Dong, Daoyi, E-mail: daoyidong@gmail.com; Petersen, Ian R., E-mail: i.r.petersen@gmai.com

The purpose of this paper is to solve the fault tolerant filtering and fault detection problem for a class of open quantum systems driven by a continuous-mode bosonic input field in single photon states when the systems are subject to stochastic faults. Optimal estimates of both the system observables and the fault process are simultaneously calculated and characterized by a set of coupled recursive quantum stochastic differential equations.

Calculations of separated 3-D flows with a pressure-staggered Navier-Stokes equations solver

NASA Technical Reports Server (NTRS)

Kim, S.-W.

1991-01-01

A Navier-Stokes equations solver based on a pressure correction method with a pressure-staggered mesh and calculations of separated three-dimensional flows are presented. It is shown that the velocity pressure decoupling, which occurs when various pressure correction algorithms are used for pressure-staggered meshes, is caused by the ill-conditioned discrete pressure correction equation. The use of a partial differential equation for the incremental pressure eliminates the velocity pressure decoupling mechanism by itself and yields accurate numerical results. Example flows considered are a three-dimensional lid driven cavity flow and a laminar flow through a 90 degree bend square duct. For the lid driven cavity flow, the present numerical results compare more favorably with the measured data than those obtained using a formally third order accurate quadratic upwind interpolation scheme. For the curved duct flow, the present numerical method yields a grid independent solution with a very small number of grid points. The calculated velocity profiles are in good agreement with the measured data.

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.

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

NASA Astrophysics Data System (ADS)

Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun

2018-01-01

In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

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.

Analysis of Hydrodynamic Stability of Solar Tachocline Latitudinal Differential Rotation using a Shallow-Water Model

NASA Astrophysics Data System (ADS)

Dikpati, Mausumi; Gilman, Peter A.

2001-04-01

We examine the global, hydrodynamic stability of solar latitudinal differential rotation in a ``shallow-water'' model of the tachocline. Charbonneau, Dikpati, & Gilman have recently shown that two-dimensional disturbances are stable in the tachocline (which contains a pole-to-equator differential rotation s<18%). In our model, the upper boundary of the thin shell is allowed to deform in latitude, longitude, and time, thus including simplified three-dimensional effects. We examine the stability of differential rotation as a function of the effective gravity of the stratification in the tachocline. High effective gravity corresponds to the radiative part of the tachocline; for this case, the instability is similar to the strictly two-dimensional case (appearing only for s>=18%), driven primarily by the kinetic energy of differential rotation extracted through the work of the Reynolds stress. For low effective gravity, which corresponds to the overshoot part of the tachocline, a second mode of instability occurs, fed again by the kinetic energy of differential rotation, which is primarily extracted by additional stresses and correlations of perturbations arising in the deformed shell. In this case, instability occurs for differential rotation as low as about 11% between equator and pole. If this mode occurs in the Sun, it should destabilize the latitudinal differential rotation in the overshoot part of the tachocline, even without a toroidal field. For the full range of effective gravity, the vorticity associated with the perturbations, coupled with radial motion due to horizontal divergence/convergence of the fluid, gives rise to a longitude-averaged, net kinetic helicity pattern, and hence a source of α-effect in the tachocline. Thus there could be a dynamo in the tachocline, driven by this α-effect and the latitudinal and radial gradients of rotation.

Analytical Model of Advection and Erosion in a Rectangular Channel

NASA Astrophysics Data System (ADS)

Kaufman, Miron

2007-03-01

We consider the Boussinesq pressure driven creeping flow in a rectangular channel. We assume a particle to be made of primary fragments bound together. Particles are advected by the flow and they erode because of the shear stresses imparted by the fluid. The time evolution of the numbers of particles of different sizes is described by the Bateman equations of nuclear radioactivity. We find, by solving these differential equations, the numbers of particles of each possible size as functions of time.

Explicit solutions of a gravity-induced film flow along a convectively heated vertical wall.

PubMed

Raees, Ammarah; Xu, Hang

2013-01-01

The gravity-driven film flow has been analyzed along a vertical wall subjected to a convective boundary condition. The Boussinesq approximation is applied to simplify the buoyancy term, and similarity transformations are used on the mathematical model of the problem under consideration, to obtain a set of coupled ordinary differential equations. Then the reduced equations are solved explicitly by using homotopy analysis method (HAM). The resulting solutions are investigated for heat transfer effects on velocity and temperature profiles.

A large deviations principle for stochastic flows of viscous fluids

NASA Astrophysics Data System (ADS)

Cipriano, Fernanda; Costa, Tiago

2018-04-01

We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

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

Emergence of nonwhite noise in Langevin dynamics with magnetic Lorentz force

NASA Astrophysics Data System (ADS)

Chun, Hyun-Myung; Durang, Xavier; Noh, Jae Dong

2018-03-01

We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by a magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for position variables. Without the Lorentz force, the low mass limit is equivalent to the high friction limit. Both cases share the same Langevin equation that is obtained by setting the mass to zero. The equivalence breaks down in the presence of the Lorentz force. The low mass limit cannot be achieved by setting the mass to zero. The limit is also distinct from the large friction limit. We derive the effective equations of motion in the low mass limit. The resulting stochastic differential equation involves a nonwhite noise whose correlation matrix has antisymmetric components. We demonstrate the importance of the nonwhite noise by investigating the heat dissipation by a driven Brownian particle, where the emergent nonwhite noise has a physically measurable effect.

Differential Geometry Based Multiscale Models

PubMed Central

Wei, Guo-Wei

2010-01-01

Large chemical and biological systems such as fuel cells, ion channels, molecular motors, and viruses are of great importance to the scientific community and public health. Typically, these complex systems in conjunction with their aquatic environment pose a fabulous challenge to theoretical description, simulation, and prediction. In this work, we propose a differential geometry based multiscale paradigm to model complex macromolecular systems, and to put macroscopic and microscopic descriptions on an equal footing. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum mechanical description of the aquatic environment with the microscopic discrete atom-istic description of the macromolecule. Multiscale free energy functionals, or multiscale action functionals are constructed as a unified framework to derive the governing equations for the dynamics of different scales and different descriptions. Two types of aqueous macromolecular complexes, ones that are near equilibrium and others that are far from equilibrium, are considered in our formulations. We show that generalized Navier–Stokes equations for the fluid dynamics, generalized Poisson equations or generalized Poisson–Boltzmann equations for electrostatic interactions, and Newton's equation for the molecular dynamics can be derived by the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows. Comparison is given to classical descriptions of the fluid and electrostatic interactions without geometric flow based micro-macro interfaces. The detailed balance of forces is emphasized in the present work. We further extend the proposed multiscale paradigm to micro-macro analysis of electrohydrodynamics, electrophoresis, fuel cells, and ion channels. We derive generalized Poisson–Nernst–Planck equations that are coupled to generalized Navier–Stokes equations for fluid dynamics, Newton's equation for molecular dynamics, and potential and surface driving geometric flows for the micro-macro interface. For excessively large aqueous macromolecular complexes in chemistry and biology, we further develop differential geometry based multiscale fluid-electro-elastic models to replace the expensive molecular dynamics description with an alternative elasticity formulation. PMID:20169418

A Multiscale Model for Virus Capsid Dynamics

PubMed Central

Chen, Changjun; Saxena, Rishu; Wei, Guo-Wei

2010-01-01

Viruses are infectious agents that can cause epidemics and pandemics. The understanding of virus formation, evolution, stability, and interaction with host cells is of great importance to the scientific community and public health. Typically, a virus complex in association with its aquatic environment poses a fabulous challenge to theoretical description and prediction. In this work, we propose a differential geometry-based multiscale paradigm to model complex biomolecule systems. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum domain of the fluid mechanical description of the aquatic environment from the microscopic discrete domain of the atomistic description of the biomolecule. A multiscale action functional is constructed as a unified framework to derive the governing equations for the dynamics of different scales. We show that the classical Navier-Stokes equation for the fluid dynamics and Newton's equation for the molecular dynamics can be derived from the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows. PMID:20224756

Large Deviations for Nonlocal Stochastic Neural Fields

PubMed Central

2014-01-01

We study the effect of additive noise on integro-differential neural field equations. In particular, we analyze an Amari-type model driven by a Q-Wiener process, and focus on noise-induced transitions and escape. We argue that proving a sharp Kramers’ law for neural fields poses substantial difficulties, but that one may transfer techniques from stochastic partial differential equations to establish a large deviation principle (LDP). Then we demonstrate that an efficient finite-dimensional approximation of the stochastic neural field equation can be achieved using a Galerkin method and that the resulting finite-dimensional rate function for the LDP can have a multiscale structure in certain cases. These results form the starting point for an efficient practical computation of the LDP. Our approach also provides the technical basis for further rigorous study of noise-induced transitions in neural fields based on Galerkin approximations. Mathematics Subject Classification (2000): 60F10, 60H15, 65M60, 92C20. PMID:24742297

Nonadiabatic effects in periodically driven dissipative open quantum systems

NASA Astrophysics Data System (ADS)

Reimer, Viktor; Pedersen, Kim G. L.; Tanger, Niklas; Pletyukhov, Mikhail; Gritsev, Vladimir

2018-04-01

We present a general method to calculate the periodic steady state of a driven-dissipative system coupled to a transmission line (and more generally, to a reservoir) under periodic modulation of its parameters. Using Floquet's theorem, we formulate the differential equation for the system's density operator which has to be solved for a single period of modulation. On this basis we also provide systematic expansions in both the adiabatic and high-frequency regime. Applying our method to three different systems—two- and three-level models as well as the driven nonlinear cavity—we propose periodic modulation protocols of parameters leading to a temporary suppression of effective dissipation rates, and study the arising nonadiabatic features in the response of these systems.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Wind-driven currents in a shallow lake or sea

NASA Technical Reports Server (NTRS)

Goldstein, M. E.; Gedney, R. T.

1971-01-01

For shallow lakes and seas such as the great lakes (especially Lake Erie) where the depth is not much greater than the Ekman depth, the usual Ekman dynamics cannot be used to predict the wind driven currents. The necessary extension to include shallow bodies of water, given by Welander, leads to a partial differential equation for the surface displacement which in turn determines all other flow quantities. A technique for obtaining exact analytical solutions to Welander's equation for bodies of water with large class of bottom topographies which may or may not contain islands is given. It involves applying conformal mapping methods to an extension of Welander's equation into the complex plane. When the wind stress is constant (which is the usual assumption for lakes) the method leads to general solutions which hold for bodies of water of arbitrary shape (the shape appears in the solutions through a set of constants which are the coefficients in the Laurent expansion of a mapping of the particular lake geometry). The method is applied to an elliptically shaped lake and a circular lake containing an eccentrically located circular island.

Complete synchronization of the global coupled dynamical network induced by Poisson noises.

PubMed

Guo, Qing; Wan, Fangyi

2017-01-01

The different Poisson noise-induced complete synchronization of the global coupled dynamical network is investigated. Based on the stability theory of stochastic differential equations driven by Poisson process, we can prove that Poisson noises can induce synchronization and sufficient conditions are established to achieve complete synchronization with probability 1. Furthermore, numerical examples are provided to show the agreement between theoretical and numerical analysis.

Dynamics of a prey-predator system under Poisson white noise excitation

NASA Astrophysics Data System (ADS)

Pan, Shan-Shan; Zhu, Wei-Qiu

2014-10-01

The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.

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

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

A model for cell migration in non-isotropic fibrin networks with an application to pancreatic tumor islets.

PubMed

Chen, Jiao; Weihs, Daphne; Vermolen, Fred J

2018-04-01

Cell migration, known as an orchestrated movement of cells, is crucially important for wound healing, tumor growth, immune response as well as other biomedical processes. This paper presents a cell-based model to describe cell migration in non-isotropic fibrin networks around pancreatic tumor islets. This migration is determined by the mechanical strain energy density as well as cytokines-driven chemotaxis. Cell displacement is modeled by solving a large system of ordinary stochastic differential equations where the stochastic parts result from random walk. The stochastic differential equations are solved by the use of the classical Euler-Maruyama method. In this paper, the influence of anisotropic stromal extracellular matrix in pancreatic tumor islets on T-lymphocytes migration in different immune systems is investigated. As a result, tumor peripheral stromal extracellular matrix impedes the immune response of T-lymphocytes through changing direction of their migration.

Marangoni effect on small-amplitude capillary waves in viscous fluids

NASA Astrophysics Data System (ADS)

Shen, Li; Denner, Fabian; Morgan, Neal; van Wachem, Berend; Dini, Daniele

2017-11-01

We derive a general integro-differential equation for the transient behavior of small-amplitude capillary waves on the planar surface of a viscous fluid in the presence of the Marangoni effect. The equation is solved for an insoluble surfactant solution in concentration below the critical micelle concentration undergoing convective-diffusive surface transport. The special case of a diffusion-driven surfactant is considered near the the critical damping wavelength. The Marangoni effect is shown to contribute to the overall damping mechanism, and a first-order term correction to the critical wavelength with respect to the surfactant concentration difference and the Schmidt number is proposed.

Cellerator: extending a computer algebra system to include biochemical arrows for signal transduction simulations

NASA Technical Reports Server (NTRS)

Shapiro, Bruce E.; Levchenko, Andre; Meyerowitz, Elliot M.; Wold, Barbara J.; Mjolsness, Eric D.

2003-01-01

Cellerator describes single and multi-cellular signal transduction networks (STN) with a compact, optionally palette-driven, arrow-based notation to represent biochemical reactions and transcriptional activation. Multi-compartment systems are represented as graphs with STNs embedded in each node. Interactions include mass-action, enzymatic, allosteric and connectionist models. Reactions are translated into differential equations and can be solved numerically to generate predictive time courses or output as systems of equations that can be read by other programs. Cellerator simulations are fully extensible and portable to any operating system that supports Mathematica, and can be indefinitely nested within larger data structures to produce highly scaleable models.

Nonreciprocal wave scattering on nonlinear string-coupled oscillators

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

Lepri, Stefano, E-mail: stefano.lepri@isc.cnr.it; Istituto Nazionale di Fisica Nucleare, Sezione di Firenze, via G. Sansone 1, I-50019 Sesto Fiorentino; Pikovsky, Arkady

2014-12-01

We study scattering of a periodic wave in a string on two lumped oscillators attached to it. The equations can be represented as a driven (by the incident wave) dissipative (due to radiation losses) system of delay differential equations of neutral type. Nonlinearity of oscillators makes the scattering non-reciprocal: The same wave is transmitted differently in two directions. Periodic regimes of scattering are analyzed approximately, using amplitude equation approach. We show that this setup can act as a nonreciprocal modulator via Hopf bifurcations of the steady solutions. Numerical simulations of the full system reveal nontrivial regimes of quasiperiodic and chaoticmore » scattering. Moreover, a regime of a “chaotic diode,” where transmission is periodic in one direction and chaotic in the opposite one, is reported.« less

Mixed convection in gravity-driven thin film non-Newtonian nanofluids flow with gyrotactic microorganisms

NASA Astrophysics Data System (ADS)

Khan, Noor Saeed; Gul, Taza; Khan, Muhammad Altaf; Bonyah, Ebenezer; Islam, Saeed

Mixed convection in gravity-driven non-Newtonian nanofluid films (Casson and Williamson) flow containing both nanoparticles and gyrotactic microorganisms along a convectively heated vertical surface is investigated. The actively controlled nanofluid model boundary conditions are used to explore the liquid films flow. The study exhibits an analytical approach for the non-Newtonian thin film nanofluids bioconvection based on physical mechanisms responsible for the nanoparticles and the base fluid, such as Brownian motion and thermophoresis. Both the fluids have almost the same behaviors for the effects of all the pertinent parameters except the effect of Schmidt number on the microorganism density function where the effect is opposite. Ordinary differential equations together with the boundary conditions are obtained through similarity variables from the governing equations of the problem, which are solved by HAM (Homotopy Analysis Method). The solution is expressed through graphs and illustrated which show the influences of all the parameters. The study is relevant to novel microbial fuel cell technologies combining the nanofluid with bioconvection phenomena.

Driven Langevin systems: fluctuation theorems and faithful dynamics

NASA Astrophysics Data System (ADS)

Sivak, David; Chodera, John; Crooks, Gavin

2014-03-01

Stochastic differential equations of motion (e.g., Langevin dynamics) provide a popular framework for simulating molecular systems. Any computational algorithm must discretize these equations, yet the resulting finite time step integration schemes suffer from several practical shortcomings. We show how any finite time step Langevin integrator can be thought of as a driven, nonequilibrium physical process. Amended by an appropriate work-like quantity (the shadow work), nonequilibrium fluctuation theorems can characterize or correct for the errors introduced by the use of finite time steps. We also quantify, for the first time, the magnitude of deviations between the sampled stationary distribution and the desired equilibrium distribution for equilibrium Langevin simulations of solvated systems of varying size. We further show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

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

NASA Astrophysics Data System (ADS)

Fitt, A. D.; Mason, D. P.; Moss, E. A.

2007-11-01

The propagation of a two-dimensional fluid-driven fracture in impermeable rock is considered. The fluid flow in the fracture is laminar. By applying lubrication theory a partial differential equation relating the half-width of the fracture to the fluid pressure is derived. To close the model the PKN formulation is adopted in which the fluid pressure is proportional to the half-width of the fracture. By considering a linear combination of the Lie point symmetries of the resulting non-linear diffusion equation the boundary value problem is expressed in a form appropriate for a similarity solution. The boundary value problem is reformulated as two initial value problems which are readily solved numerically. The similarity solution describes a preexisting fracture since both the total volume and length of the fracture are initially finite and non-zero. Applications in which the rate of fluid injection into the fracture and the pressure at the fracture entry are independent of time are considered.

Deep Learning Fluid Mechanics

NASA Astrophysics Data System (ADS)

Barati Farimani, Amir; Gomes, Joseph; Pande, Vijay

2017-11-01

We have developed a new data-driven model paradigm for the rapid inference and solution of the constitutive equations of fluid mechanic by deep learning models. Using generative adversarial networks (GAN), we train models for the direct generation of solutions to steady state heat conduction and incompressible fluid flow without knowledge of the underlying governing equations. Rather than using artificial neural networks to approximate the solution of the constitutive equations, GANs can directly generate the solutions to these equations conditional upon an arbitrary set of boundary conditions. Both models predict temperature, velocity and pressure fields with great test accuracy (>99.5%). The application of our framework for inferring and generating the solutions of partial differential equations can be applied to any physical phenomena and can be used to learn directly from experiments where the underlying physical model is complex or unknown. We also have shown that our framework can be used to couple multiple physics simultaneously, making it amenable to tackle multi-physics problems.

Modeling Particle Acceleration and Transport at a 2-D CME-Driven Shock

NASA Astrophysics Data System (ADS)

Hu, Junxiang; Li, Gang; Ao, Xianzhi; Zank, Gary P.; Verkhoglyadova, Olga

2017-11-01

We extend our earlier Particle Acceleration and Transport in the Heliosphere (PATH) model to study particle acceleration and transport at a coronal mass ejection (CME)-driven shock. We model the propagation of a CME-driven shock in the ecliptic plane using the ZEUS-3D code from 20 solar radii to 2 AU. As in the previous PATH model, the initiation of the CME-driven shock is simplified and modeled as a disturbance at the inner boundary. Different from the earlier PATH model, the disturbance is now longitudinally dependent. Particles are accelerated at the 2-D shock via the diffusive shock acceleration mechanism. The acceleration depends on both the parallel and perpendicular diffusion coefficients κ|| and κ⊥ and is therefore shock-obliquity dependent. Following the procedure used in Li, Shalchi, et al. (k href="#jgra53857-bib-0045"/>), we obtain the particle injection energy, the maximum energy, and the accelerated particle spectra at the shock front. Once accelerated, particles diffuse and convect in the shock complex. The diffusion and convection of these particles are treated using a refined 2-D shell model in an approach similar to Zank et al. (k href="#jgra53857-bib-0089"/>). When particles escape from the shock, they propagate along and across the interplanetary magnetic field. The propagation is modeled using a focused transport equation with the addition of perpendicular diffusion. We solve the transport equation using a backward stochastic differential equation method where adiabatic cooling, focusing, pitch angle scattering, and cross-field diffusion effects are all included. Time intensity profiles and instantaneous particle spectra as well as particle pitch angle distributions are shown for two example CME shocks.

Model for the dynamics of two interacting axisymmetric spherical bubbles undergoing small shape oscillations

PubMed Central

Kurihara, Eru; Hay, Todd A.; Ilinskii, Yurii A.; Zabolotskaya, Evgenia A.; Hamilton, Mark F.

2011-01-01

Interaction between acoustically driven or laser-generated bubbles causes the bubble surfaces to deform. Dynamical equations describing the motion of two translating, nominally spherical bubbles undergoing small shape oscillations in a viscous liquid are derived using Lagrangian mechanics. Deformation of the bubble surfaces is taken into account by including quadrupole and octupole perturbations in the spherical-harmonic expansion of the boundary conditions on the bubbles. Quadratic terms in the quadrupole and octupole amplitudes are retained, and surface tension and shear viscosity are included in a consistent manner. A set of eight coupled second-order ordinary differential equations is obtained. Simulation results, obtained by numerical integration of the model equations, exhibit qualitative agreement with experimental observations by predicting the formation of liquid jets. Simulations also suggest that bubble-bubble interactions act to enhance surface mode instability. PMID:22088009

A path integral approach to the Hodgkin-Huxley model

NASA Astrophysics Data System (ADS)

Baravalle, Roman; Rosso, Osvaldo A.; Montani, Fernando

2017-11-01

To understand how single neurons process sensory information, it is necessary to develop suitable stochastic models to describe the response variability of the recorded spike trains. Spikes in a given neuron are produced by the synergistic action of sodium and potassium of the voltage-dependent channels that open or close the gates. Hodgkin and Huxley (HH) equations describe the ionic mechanisms underlying the initiation and propagation of action potentials, through a set of nonlinear ordinary differential equations that approximate the electrical characteristics of the excitable cell. Path integral provides an adequate approach to compute quantities such as transition probabilities, and any stochastic system can be expressed in terms of this methodology. We use the technique of path integrals to determine the analytical solution driven by a non-Gaussian colored noise when considering the HH equations as a stochastic system. The different neuronal dynamics are investigated by estimating the path integral solutions driven by a non-Gaussian colored noise q. More specifically we take into account the correlational structures of the complex neuronal signals not just by estimating the transition probability associated to the Gaussian approach of the stochastic HH equations, but instead considering much more subtle processes accounting for the non-Gaussian noise that could be induced by the surrounding neural network and by feedforward correlations. This allows us to investigate the underlying dynamics of the neural system when different scenarios of noise correlations are considered.

Robust variable selection method for nonparametric differential equation models with application to nonlinear dynamic gene regulatory network analysis.

PubMed

Lu, Tao

2016-01-01

The gene regulation network (GRN) evaluates the interactions between genes and look for models to describe the gene expression behavior. These models have many applications; for instance, by characterizing the gene expression mechanisms that cause certain disorders, it would be possible to target those genes to block the progress of the disease. Many biological processes are driven by nonlinear dynamic GRN. In this article, we propose a nonparametric differential equation (ODE) to model the nonlinear dynamic GRN. Specially, we address following questions simultaneously: (i) extract information from noisy time course gene expression data; (ii) model the nonlinear ODE through a nonparametric smoothing function; (iii) identify the important regulatory gene(s) through a group smoothly clipped absolute deviation (SCAD) approach; (iv) test the robustness of the model against possible shortening of experimental duration. We illustrate the usefulness of the model and associated statistical methods through a simulation and a real application examples.

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps

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

Di Nunno, Giulia, E-mail: giulian@math.uio.no; Khedher, Asma, E-mail: asma.khedher@tum.de; Vanmaele, Michèle, E-mail: michele.vanmaele@ugent.be

We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the solution of each candidate-approximation converges to the solution of the original BSDEJ in a space which we specify. We use this result to investigate in further detail the consequences of the choice of the model to (partial) hedging in incomplete markets in finance. As an application, we consider models in which the small variations in the price dynamics are modeled with a Poisson random measure withmore » infinite activity and models in which these small variations are modeled with a Brownian motion or are cut off. Using the convergence results on BSDEJs, we show that quadratic hedging strategies are robust towards the approximation of the market prices and we derive an estimation of the model risk.« less

A generalized linear integrate-and-fire neural model produces diverse spiking behaviors.

PubMed

Mihalaş, Stefan; Niebur, Ernst

2009-03-01

For simulations of neural networks, there is a trade-off between the size of the network that can be simulated and the complexity of the model used for individual neurons. In this study, we describe a generalization of the leaky integrate-and-fire model that produces a wide variety of spiking behaviors while still being analytically solvable between firings. For different parameter values, the model produces spiking or bursting, tonic, phasic or adapting responses, depolarizing or hyperpolarizing after potentials and so forth. The model consists of a diagonalizable set of linear differential equations describing the time evolution of membrane potential, a variable threshold, and an arbitrary number of firing-induced currents. Each of these variables is modified by an update rule when the potential reaches threshold. The variables used are intuitive and have biological significance. The model's rich behavior does not come from the differential equations, which are linear, but rather from complex update rules. This single-neuron model can be implemented using algorithms similar to the standard integrate-and-fire model. It is a natural match with event-driven algorithms for which the firing times are obtained as a solution of a polynomial equation.

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

A Generalized Linear Integrate-and-Fire Neural Model Produces Diverse Spiking Behaviors

PubMed Central

Mihalaş, Ştefan; Niebur, Ernst

2010-01-01

For simulations of neural networks, there is a trade-off between the size of the network that can be simulated and the complexity of the model used for individual neurons. In this study, we describe a generalization of the leaky integrate-and-fire model that produces a wide variety of spiking behaviors while still being analytically solvable between firings. For different parameter values, the model produces spiking or bursting, tonic, phasic or adapting responses, depolarizing or hyperpolarizing after potentials and so forth. The model consists of a diagonalizable set of linear differential equations describing the time evolution of membrane potential, a variable threshold, and an arbitrary number of firing-induced currents. Each of these variables is modified by an update rule when the potential reaches threshold. The variables used are intuitive and have biological significance. The model’s rich behavior does not come from the differential equations, which are linear, but rather from complex update rules. This single-neuron model can be implemented using algorithms similar to the standard integrate-and-fire model. It is a natural match with event-driven algorithms for which the firing times are obtained as a solution of a polynomial equation. PMID:18928368

Relationship between population dynamics and the self-energy in driven non-equilibrium systems

DOE PAGES

Kemper, Alexander F.; Freericks, James K.

2016-05-13

We compare the decay rates of excited populations directly calculated within a Keldysh formalism to the equation of motion of the population itself for a Hubbard-Holstein model in two dimensions. While it is true that these two approaches must give the same answer, it is common to make a number of simplifying assumptions, within the differential equation for the populations, that allows one to interpret the decay in terms of hot electrons interacting with a phonon bath. Furthermore, we show how care must be taken to ensure an accurate treatment of the equation of motion for the populations due tomore » the fact that there are identities that require cancellations of terms that naively look like they contribute to the decay rates. In particular, the average time dependence of the Green's functions and self-energies plays a pivotal role in determining these decay rates.« less

Dynamic profile of a prototype pivoted proof-mass actuator. [damping the vibration of large space structures

NASA Technical Reports Server (NTRS)

Miller, D. W.

1981-01-01

A prototype of a linear inertial reaction actuation (damper) device employing a flexure-pivoted reaction (proof) mass is discussed. The mass is driven by an electromechanic motor using a dc electromagnetic field and an ac electromagnetic drive. During the damping process, the actuator dissipates structural kinetic energy as heat through electromagnetic damping. A model of the inertial, stiffness and damping properties is presented along with the characteristic differential equations describing the coupled response of the actuator and structure. The equations, employing the dynamic coefficients, are oriented in the form of a feedback control network in which distributed sensors are used to dictate actuator response leading to a specified amount of structural excitation or damping.

Equation-based model for the stock market

NASA Astrophysics Data System (ADS)

Xavier, Paloma O. C.; Atman, A. P. F.; de Magalhães, A. R. Bosco

2017-09-01

We propose a stock market model which is investigated in the forms of difference and differential equations whose variables correspond to the demand or supply of each agent and to the price. In the model, agents are driven by the behavior of their trust contact network as well by fundamental analysis. By means of the deterministic version of the model, the connection between such drive mechanisms and the price is analyzed: imitation behavior promotes market instability, finitude of resources is associated to stock index stability, and high sensitivity to the fair price provokes price oscillations. Long-range correlations in the price temporal series and heavy-tailed distribution of returns are observed for the version of the model which considers different proposals for stochasticity of microeconomic and macroeconomic origins.

Study of heat transfer on physiological driven movement with CNT nanofluids and variable viscosity.

PubMed

Akbar, Noreen Sher; Kazmi, Naeem; Tripathi, Dharmendra; Mir, Nazir Ahmed

2016-11-01

With ongoing interest in CNT nanofluids and materials in biotechnology, energy and environment, microelectronics, composite materials etc., the current investigation is carried out to analyze the effects of variable viscosity and thermal conductivity of CNT nanofluids flow driven by cilia induced movement through a circular cylindrical tube. Metachronal wave is generated by the beating of cilia and mathematically modeled as elliptical wave propagation by Blake (1971). The problem is formulated in the form of nonlinear partial differential equations, which are simplified by using the dimensional analysis to avoid the complicacy of dimensional homogeneity. Lubrication theory is employed to linearize the governing equations and it is also physically appropriate for cilia movement. Analytical solutions for velocity, temperature and pressure gradient and stream function are obtained. The analytical results are numerically simulated by using the Mathematica Software and plotted the graphs for velocity profile, temperature profile, pressure gradient and stream lines for better discussion and visualization. This model is applicable in physiological transport phenomena to explore the nanotechnology in engineering the artificial cilia and ciliated tube/pipe. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Learning the inverse kinetics of an octopus-like manipulator in three-dimensional space.

PubMed

Giorelli, M; Renda, F; Calisti, M; Arienti, A; Ferri, G; Laschi, C

2015-05-13

This work addresses the inverse kinematics problem of a bioinspired octopus-like manipulator moving in three-dimensional space. The bioinspired manipulator has a conical soft structure that confers the ability of twirling around objects as a real octopus arm does. Despite the simple design, the soft conical shape manipulator driven by cables is described by nonlinear differential equations, which are difficult to solve analytically. Since exact solutions of the equations are not available, the Jacobian matrix cannot be calculated analytically and the classical iterative methods cannot be used. To overcome the intrinsic problems of methods based on the Jacobian matrix, this paper proposes a neural network learning the inverse kinematics of a soft octopus-like manipulator driven by cables. After the learning phase, a feed-forward neural network is able to represent the relation between manipulator tip positions and forces applied to the cables. Experimental results show that a desired tip position can be achieved in a short time, since heavy computations are avoided, with a degree of accuracy of 8% relative average error with respect to the total arm length.

Non-gray gas radiation effect on mixed convection in lid driven square cavity

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

Cherifi, Mohammed, E-mail: production1998@yahoo.fr; Benbrik, Abderrahmane, E-mail: abenbrik@umbb.dz; Laouar-Meftah, Siham, E-mail: laouarmeftah@gmail.com

A numerical study is performed to investigate the effect of non-gray radiation on mixed convection in a vertical two sided lid driven square cavity filled with air-H{sub 2}O-CO{sub 2} gas mixture. The vertical moving walls of the enclosure are maintained at two different but uniform temperatures. The horizontal walls are thermally insulated and considered as adiabatic walls. The governing differential equations are solved by a finite-volume method and the SIMPLE algorithm was adopted to solve the pressure–velocity coupling. The radiative transfer equation (RTE) is solved by the discrete ordinates method (DOM). The spectral line weighted sum of gray gases modelmore » (SLW) is used to account for non-gray radiation properties. Simulations are performed in configurations where thermal and shear forces induce cooperating buoyancy forces. Streamlines, isotherms, and Nusselt number are analyzed for three different values of Richardson’s number (from 0.1 to 10) and by considering three different medium (transparent medium, gray medium using the Planck mean absorption coefficient, and non-gray medium assumption).« less

SPH Modelling of Sea-ice Pack Dynamics

NASA Astrophysics Data System (ADS)

Staroszczyk, Ryszard

2017-12-01

The paper is concerned with the problem of sea-ice pack motion and deformation under the action of wind and water currents. Differential equations describing the dynamics of ice, with its very distinct mateFfigrial responses in converging and diverging flows, express the mass and linear momentum balances on the horizontal plane (the free surface of the ocean). These equations are solved by the fully Lagrangian method of smoothed particle hydrodynamics (SPH). Assuming that the ice behaviour can be approximated by a non-linearly viscous rheology, the proposed SPH model has been used to simulate the evolution of a sea-ice pack driven by wind drag stresses. The results of numerical simulations illustrate the evolution of an ice pack, including variations in ice thickness and ice area fraction in space and time. The effects of different initial ice pack configurations and of different conditions assumed at the coast-ice interface are examined. In particular, the SPH model is applied to a pack flow driven by a vortex wind to demonstrate how well the Lagrangian formulation can capture large deformations and displacements of sea ice.

Differential-Drive Mobile Robot Control Design based-on Linear Feedback Control Law

NASA Astrophysics Data System (ADS)

Nurmaini, Siti; Dewi, Kemala; Tutuko, Bambang

2017-04-01

This paper deals with the problem of how to control differential driven mobile robot with simple control law. When mobile robot moves from one position to another to achieve a position destination, it always produce some errors. Therefore, a mobile robot requires a certain control law to drive the robot’s movement to the position destination with a smallest possible error. In this paper, in order to reduce position error, a linear feedback control is proposed with pole placement approach to regulate the polynoms desired. The presented work leads to an improved understanding of differential-drive mobile robot (DDMR)-based kinematics equation, which will assist to design of suitable controllers for DDMR movement. The result show by using the linier feedback control method with pole placement approach the position error is reduced and fast convergence is achieved.

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.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Estimating long-term behavior of periodically driven flows without trajectory integration

NASA Astrophysics Data System (ADS)

Froyland, Gary; Koltai, Péter

2017-05-01

Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time dimension; in this augmented space, the flow becomes autonomous or time-independent. We prove several results concerning the connections between the original time-periodic representation and the time-extended representation, focusing on transport properties. In the deterministic setting, these include single-period outflows and time-asymptotic escape rates from time-parameterized families of sets. We also consider stochastic differential equations with time-periodic advection term. In this stochastic setting one has a time-periodic generator (the differential operator given by the right-hand-side of the corresponding time-periodic Fokker-Planck equation). We define in a natural way an autonomous generator corresponding to the flow on time-extended phase space. We prove relationships between these two generator representations and use these to quantify decay rates of observables and to determine time-periodic families of sets with slow escape rate. Finally, we use the generator on the time-extended phase space to create efficient numerical schemes to implement the various theoretical constructions. These ideas build on the work of Froyland et al (2013 SIAM J. Numer. Anal. 51 223-47), and no expensive time integration is required. We introduce an efficient new hybrid approach, which treats the space and time dimensions separately.

Autoionizing states driven by stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Mouloudakis, G.; Lambropoulos, P.

2018-01-01

We have examined the profile of an isolated autoionizing resonance driven by a pulse of short duration and moderately strong field. The analysis has been based on stochastic differential equations governing the time evolution of the density matrix under a stochastic field. Having focused our quantitative analysis on the 2{{s}}2{{p}}({}1{{P}}) resonance of helium, we have investigated the role of field fluctuations and of the duration of the pulse. We report surprisingly strong distortion of the profile, even for peak intensity below the strong field limit. Our results demonstrate the intricate connection between intensity and pulse duration, with the latter appearing to be the determining influence, even for a seemingly short pulse of 50 fs. Further effects that would arise under much shorter pulses are discussed.

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.

[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.

Numerical modeling of bubble dynamics in viscoelastic media with relaxation

NASA Astrophysics Data System (ADS)

Warnez, M. T.; Johnsen, E.

2015-06-01

Cavitation occurs in a variety of non-Newtonian fluids and viscoelastic materials. The large-amplitude volumetric oscillations of cavitation bubbles give rise to high temperatures and pressures at collapse, as well as induce large and rapid deformation of the surroundings. In this work, we develop a comprehensive numerical framework for spherical bubble dynamics in isotropic media obeying a wide range of viscoelastic constitutive relationships. Our numerical approach solves the compressible Keller-Miksis equation with full thermal effects (inside and outside the bubble) when coupled to a highly generalized constitutive relationship (which allows Newtonian, Kelvin-Voigt, Zener, linear Maxwell, upper-convected Maxwell, Jeffreys, Oldroyd-B, Giesekus, and Phan-Thien-Tanner models). For the latter two models, partial differential equations (PDEs) must be solved in the surrounding medium; for the remaining models, we show that the PDEs can be reduced to ordinary differential equations. To solve the general constitutive PDEs, we present a Chebyshev spectral collocation method, which is robust even for violent collapse. Combining this numerical approach with theoretical analysis, we simulate bubble dynamics in various viscoelastic media to determine the impact of relaxation time, a constitutive parameter, on the associated physics. Relaxation time is found to increase bubble growth and permit rebounds driven purely by residual stresses in the surroundings. Different regimes of oscillations occur depending on the relaxation time.

[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.

Exponential Mixing of the 3D Stochastic Navier-Stokes Equations Driven by Mildly Degenerate Noises

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

Albeverio, Sergio; Debussche, Arnaud, E-mail: arnaud.debussche@bretagne.ens-cachan.fr; Xu Lihu, E-mail: Lihu.Xu@brunel.ac.uk

2012-10-15

We prove the strong Feller property and exponential mixing for 3D stochastic Navier-Stokes equation driven by mildly degenerate noises (i.e. all but finitely many Fourier modes being forced) via a Kolmogorov equation approach.

A geometric level set model for ultrasounds analysis

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

Sarti, A.; Malladi, R.

We propose a partial differential equation (PDE) for filtering and segmentation of echocardiographic images based on a geometric-driven scheme. The method allows edge-preserving image smoothing and a semi-automatic segmentation of the heart chambers, that regularizes the shapes and improves edge fidelity especially in presence of distinct gaps in the edge map as is common in ultrasound imagery. A numerical scheme for solving the proposed PDE is borrowed from level set methods. Results on human in vivo acquired 2D, 2D+time,3D, 3D+time echocardiographic images are shown.

Spontaneous mode-selection in the self-propelled motion of a solid/liquid composite driven by interfacial instability

NASA Astrophysics Data System (ADS)

Takabatake, Fumi; Magome, Nobuyuki; Ichikawa, Masatoshi; Yoshikawa, Kenichi

2011-03-01

Spontaneous motion of a solid/liquid composite induced by a chemical Marangoni effect, where an oil droplet attached to a solid soap is placed on a water phase, was investigated. The composite exhibits various characteristic motions, such as revolution (orbital motion) and translational motion. The results showed that the mode of this spontaneous motion switches with a change in the size of the solid scrap. The essential features of this mode-switching were reproduced by ordinary differential equations by considering nonlinear friction with proper symmetry.

Path integrals and large deviations in stochastic hybrid systems.

PubMed

Bressloff, Paul C; Newby, Jay M

2014-04-01

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media.

PubMed

Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik

2012-07-21

In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented. Copyright © 2012 Elsevier Ltd. All rights reserved.

Collisionless kinetic theory of oblique tearing instabilities

DOE PAGES

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

2018-02-15

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. In this paper, we find that this stabilization is associated with the density-gradient-driven diamagnetic drift. Themore » analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. Finally, a simple analytic estimate for the stability criterion is provided.« less

Collisionless kinetic theory of oblique tearing instabilities

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

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. In this paper, we find that this stabilization is associated with the density-gradient-driven diamagnetic drift. Themore » analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. Finally, a simple analytic estimate for the stability criterion is provided.« less

Collisionless kinetic theory of oblique tearing instabilities

NASA Astrophysics Data System (ADS)

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

2018-02-01

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. We find that this stabilization is associated with the density-gradient-driven diamagnetic drift. The analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. A simple analytic estimate for the stability criterion is provided.

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…

The nonlinear differential equations governing a hierarchy of self-exciting coupled Faraday-disk homopolar dynamos

NASA Astrophysics Data System (ADS)

Hide, Raymond

1997-02-01

This paper discusses the derivation of the autonomous sets of dimensionless nonlinear ordinary differential equations (ODE's) that govern the behaviour of a hierarchy of related electro-mechanical self-exciting Faraday-disk homopolar dynamo systems driven by steady mechanical couples. Each system comprises N interacting units which could be arranged in a ring or lattice. Within each unit and connected in parallel or in series with the coil are electric motors driven into motion by the dynamo, all having linear characteristics, so that nonlinearity arises entirely through the coupling between components. By introducing simple extra terms into the equations it is possible to represent biasing effects arising from impressed electromotive forces due to thermoelectric or chemical processes and from the presence of ambient magnetic fields. Dissipation in the system is due not only to ohmic heating but also to mechanical friction in the disk and the motors, with the latter agency, no matter how weak, playing an unexpectedly crucial rôle in the production of régimes of chaotic behaviour. This has already been demonstrated in recent work on a case of a single unit incorporating just one series motor, which is governed by a novel autonomous set of nonlinear ODE's with three time-dependent variables and four control parameters. It will be of mathematical as well as geophysical and astrophysical interest to investigate systematically phase and amplitude locking and other types of behaviour in the more complicated cases that arise when N > 1, which can typically involve up to 6 N dependent variables and 19 N-5 control parameters. Even the simplest members of the hierarchy, with N as low as 1, 2 or 3, could prove useful as physically-realistic low-dimensional models in theoretical studies of fluctuating stellar and planetary magnetic fields. Geomagnetic polarity reversals could be affected by the presence of the Earth's solid metallic inner core, driven like an electric motor by currents generated by self-exciting magnetohydrodynamic (MHD) dynamo action involving motional induction associated with buoyancy-driven flow in the liquid metallic outer core. The study of biased disk dynamos could bear on the theory of the magnetic fields of natural systems where a significant background field is present (e.g., Galilean satellites of Jupiter) or when the action of motional induction is modified by electromotive forces produced by other mechanisms, such as thermoelectric processes, as in certain stars.

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.

Solutions for a local equation of anisotropic plant cell growth: an analytical study of expansin activity

PubMed Central

Pietruszka, Mariusz

2011-01-01

This paper presents a generalization of the Lockhart equation for plant cell/organ expansion in the anisotropic case. The intent is to take into account the temporal and spatial variation in the cell wall mechanical properties by considering the wall ‘extensibility’ (Φ), a time- and space-dependent parameter. A dynamic linear differential equation of a second-order tensor is introduced by describing the anisotropic growth process with some key biochemical aspects included. The distortion and expansion of plant cell walls initiated by expansins, a class of proteins known to enhance cell wall ‘extensibility’, is also described. In this approach, expansin proteins are treated as active agents participating in isotropic/anisotropic growth. Two-parameter models and an equation for describing α- and β-expansin proteins are proposed by delineating the extension of isolated wall samples, allowing turgor-driven polymer creep, where expansins weaken the non-covalent binding between wall polysaccharides. We observe that the calculated halftime (t1/2 = εΦ0 log 2) of stress relaxation due to expansin action can be described in mechanical terms. PMID:21227964

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.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

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.

Size-Dependent Couple-Stress Fluid Mechanics and Application to the Lid-Driven Square Cavity Flow

NASA Astrophysics Data System (ADS)

Hajesfandiari, Arezoo; Dargush, Gary; Hadjesfandiari, Ali

2012-11-01

We consider a size-dependent fluid that possesses a characteristic material length l, which becomes increasingly important as the characteristic geometric dimension of the problem decreases. The term involving l in the modified Navier-Stokes equations ρDv/Dt = - ∇ p + μ∇2 v - μl2∇2∇2 v generates a new mechanism for energy dissipation in the flow, which has stabilizing effects at high Reynolds numbers. Interestingly, the idea of adding a fourth order term has been introduced long ago in the form of an artificial dissipation term to stabilize numerical results in CFD methods. However, this additional dissipation has no physical basis for inclusion in the differential equations of motion and is never considered at the boundary nodes of the domain. On the other hand, our couple stress-related dissipation is physically motivated, resulting from the consistent application of energy principles, kinematics and boundary conditions. We should note, in particular, that the boundary conditions in the size-dependent theory must be modified from the classical case to include specification of either rotations or moment-tractions. In order to validate the approach, we focus on the lid-driven cavity problem.

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.

Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States

NASA Astrophysics Data System (ADS)

Bertini, L.; de Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.

2002-05-01

We formulate a dynamical fluctuation theory for stationary non-equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager-Machlup theory in the SNS; a general Hamilton-Jacobi equation for the macroscopic entropy; a non-equilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton-Jacobi equation, we obtain a logically independent derivation of this result.

Electro-osmotic mobility of non-Newtonian fluids

PubMed Central

Zhao, Cunlu; Yang, Chun

2011-01-01

Electrokinetically driven microfluidic devices are usually used to analyze and process biofluids which can be classified as non-Newtonian fluids. Conventional electrokinetic theories resulting from Newtonian hydrodynamics then fail to describe the behaviors of these fluids. In this study, a theoretical analysis of electro-osmotic mobility of non-Newtonian fluids is reported. The general Cauchy momentum equation is simplified by incorporation of the Gouy–Chapman solution to the Poisson–Boltzmann equation and the Carreau fluid constitutive model. Then a nonlinear ordinary differential equation governing the electro-osmotic velocity of Carreau fluids is obtained and solved numerically. The effects of the Weissenberg number (Wi), the surface zeta potential (ψ¯s), the power-law exponent(n), and the transitional parameter (β) on electro-osmotic mobility are examined. It is shown that the results presented in this study for the electro-osmotic mobility of Carreau fluids are quite general so that the electro-osmotic mobility for the Newtonian fluids and the power-law fluids can be obtained as two limiting cases. PMID:21503161

High-intensity discharge lamp and Duffing oscillator—Similarities and differences

NASA Astrophysics Data System (ADS)

Baumann, Bernd; Schwieger, Joerg; Stein, Ulrich; Hallerberg, Sarah; Wolff, Marcus

2017-12-01

The processes inside the arc tube of high-intensity discharge lamps are investigated using finite element simulations. The behavior of the gas mixture inside the arc tube is governed by differential equations describing mass, energy, and charge conservation, as well as the Helmholtz equation for the acoustic pressure and the Reynolds equations for the flow driven by buoyancy and Reynolds stresses. The model is highly nonlinear and requires a recursion procedure to account for the impact of acoustic streaming on the temperature and other fields. The investigations reveal the presence of a hysteresis and the corresponding jump phenomenon, quite similar to a Duffing oscillator. The similarities and, in particular, the differences of the nonlinear behavior of the high-intensity discharge lamp to that of a Duffing oscillator are discussed. For large amplitudes, the high-intensity discharge lamp exhibits a stiffening effect in contrast to the Duffing oscillator. It is speculated on how the stiffening might affect hysteresis suppression.

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.

BRIEF COMMUNICATION: On the drift kinetic equation driven by plasma flows

NASA Astrophysics Data System (ADS)

Shaing, K. C.

2010-07-01

A drift kinetic equation that is driven by plasma flows has previously been derived by Shaing and Spong 1990 (Phys. Fluids B 2 1190). The terms that are driven by particle speed that is parallel to the magnetic field B have been neglected. Here, such terms are discussed to examine their importance to the equation and to show that these terms do not contribute to the calculations of plasma viscosity in large aspect ratio toroidal plasmas, e.g. tokamaks and stellarators.

Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2006-03-01

Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.

Solving Differential Equations in R: Package deSolve

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Legendre-tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1986-01-01

The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.

Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.

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.

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).

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.

Numerical modeling of bubble dynamics in viscoelastic media with relaxation

PubMed Central

Warnez, M. T.; Johnsen, E.

2015-01-01

Cavitation occurs in a variety of non-Newtonian fluids and viscoelastic materials. The large-amplitude volumetric oscillations of cavitation bubbles give rise to high temperatures and pressures at collapse, as well as induce large and rapid deformation of the surroundings. In this work, we develop a comprehensive numerical framework for spherical bubble dynamics in isotropic media obeying a wide range of viscoelastic constitutive relationships. Our numerical approach solves the compressible Keller–Miksis equation with full thermal effects (inside and outside the bubble) when coupled to a highly generalized constitutive relationship (which allows Newtonian, Kelvin–Voigt, Zener, linear Maxwell, upper-convected Maxwell, Jeffreys, Oldroyd-B, Giesekus, and Phan-Thien-Tanner models). For the latter two models, partial differential equations (PDEs) must be solved in the surrounding medium; for the remaining models, we show that the PDEs can be reduced to ordinary differential equations. To solve the general constitutive PDEs, we present a Chebyshev spectral collocation method, which is robust even for violent collapse. Combining this numerical approach with theoretical analysis, we simulate bubble dynamics in various viscoelastic media to determine the impact of relaxation time, a constitutive parameter, on the associated physics. Relaxation time is found to increase bubble growth and permit rebounds driven purely by residual stresses in the surroundings. Different regimes of oscillations occur depending on the relaxation time. PMID:26130967

Uncovering hidden nodes in complex networks in the presence of noise

PubMed Central

Su, Ri-Qi; Lai, Ying-Cheng; Wang, Xiao; Do, Younghae

2014-01-01

Ascertaining the existence of hidden objects in a complex system, objects that cannot be observed from the external world, not only is curiosity-driven but also has significant practical applications. Generally, uncovering a hidden node in a complex network requires successful identification of its neighboring nodes, but a challenge is to differentiate its effects from those of noise. We develop a completely data-driven, compressive-sensing based method to address this issue by utilizing complex weighted networks with continuous-time oscillatory or discrete-time evolutionary-game dynamics. For any node, compressive sensing enables accurate reconstruction of the dynamical equations and coupling functions, provided that time series from this node and all its neighbors are available. For a neighboring node of the hidden node, this condition cannot be met, resulting in abnormally large prediction errors that, counterintuitively, can be used to infer the existence of the hidden node. Based on the principle of differential signal, we demonstrate that, when strong noise is present, insofar as at least two neighboring nodes of the hidden node are subject to weak background noise only, unequivocal identification of the hidden node can be achieved. PMID:24487720

On the anomaly of velocity-pressure decoupling in collocated mesh solutions

NASA Technical Reports Server (NTRS)

Kim, Sang-Wook; Vanoverbeke, Thomas

1991-01-01

The use of various pressure correction algorithms originally developed for fully staggered meshes can yield a velocity-pressure decoupled solution for collocated meshes. The mechanism that causes velocity-pressure decoupling is identified. It is shown that the use of a partial differential equation for the incremental pressure eliminates such a mechanism and yields a velocity-pressure coupled solution. Example flows considered are a three dimensional lid-driven cavity flow and a laminar flow through a 90 deg bend square duct. Numerical results obtained using the collocated mesh are in good agreement with the measured data and other numerical results.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

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).

Differential geometry based solvation model II: Lagrangian formulation.

PubMed

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

2011-12-01

Solvation is an elementary process in nature and is of paramount importance to more sophisticated chemical, biological and biomolecular processes. The understanding of solvation is an essential prerequisite for the quantitative description and analysis of biomolecular systems. This work presents a Lagrangian formulation of our differential geometry based solvation models. The Lagrangian representation of biomolecular surfaces has a few utilities/advantages. First, it provides an essential basis for biomolecular visualization, surface electrostatic potential map and visual perception of biomolecules. Additionally, it is consistent with the conventional setting of implicit solvent theories and thus, many existing theoretical algorithms and computational software packages can be directly employed. Finally, the Lagrangian representation does not need to resort to artificially enlarged van der Waals radii as often required by the Eulerian representation in solvation analysis. The main goal of the present work is to analyze the connection, similarity and difference between the Eulerian and Lagrangian formalisms of the solvation model. Such analysis is important to the understanding of the differential geometry based solvation model. The present model extends the scaled particle theory of nonpolar solvation model with a solvent-solute interaction potential. The nonpolar solvation model is completed with a Poisson-Boltzmann (PB) theory based polar solvation model. The differential geometry theory of surfaces is employed to provide a natural description of solvent-solute interfaces. The optimization of the total free energy functional, which encompasses the polar and nonpolar contributions, leads to coupled potential driven geometric flow and PB equations. Due to the development of singularities and nonsmooth manifolds in the Lagrangian representation, the resulting potential-driven geometric flow equation is embedded into the Eulerian representation for the purpose of computation, thanks to the equivalence of the Laplace-Beltrami operator in the two representations. The coupled partial differential equations (PDEs) are solved with an iterative procedure to reach a steady state, which delivers desired solvent-solute interface and electrostatic potential for problems of interest. These quantities are utilized to evaluate the solvation free energies and protein-protein binding affinities. A number of computational methods and algorithms are described for the interconversion of Lagrangian and Eulerian representations, and for the solution of the coupled PDE system. The proposed approaches have been extensively validated. We also verify that the mean curvature flow indeed gives rise to the minimal molecular surface and the proposed variational procedure indeed offers minimal total free energy. Solvation analysis and applications are considered for a set of 17 small compounds and a set of 23 proteins. The salt effect on protein-protein binding affinity is investigated with two protein complexes by using the present model. Numerical results are compared to the experimental measurements and to those obtained by using other theoretical methods in the literature. © Springer-Verlag 2011

Differential geometry based solvation model II: Lagrangian formulation

PubMed Central

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

2010-01-01

Solvation is an elementary process in nature and is of paramount importance to more sophisticated chemical, biological and biomolecular processes. The understanding of solvation is an essential prerequisite for the quantitative description and analysis of biomolecular systems. This work presents a Lagrangian formulation of our differential geometry based solvation model. The Lagrangian representation of biomolecular surfaces has a few utilities/advantages. First, it provides an essential basis for biomolecular visualization, surface electrostatic potential map and visual perception of biomolecules. Additionally, it is consistent with the conventional setting of implicit solvent theories and thus, many existing theoretical algorithms and computational software packages can be directly employed. Finally, the Lagrangian representation does not need to resort to artificially enlarged van der Waals radii as often required by the Eulerian representation in solvation analysis. The main goal of the present work is to analyze the connection, similarity and difference between the Eulerian and Lagrangian formalisms of the solvation model. Such analysis is important to the understanding of the differential geometry based solvation model. The present model extends the scaled particle theory (SPT) of nonpolar solvation model with a solvent-solute interaction potential. The nonpolar solvation model is completed with a Poisson-Boltzmann (PB) theory based polar solvation model. The differential geometry theory of surfaces is employed to provide a natural description of solvent-solute interfaces. The minimization of the total free energy functional, which encompasses the polar and nonpolar contributions, leads to coupled potential driven geometric flow and Poisson-Boltzmann equations. Due to the development of singularities and nonsmooth manifolds in the Lagrangian representation, the resulting potential-driven geometric flow equation is embedded into the Eulerian representation for the purpose of computation, thanks to the equivalence of the Laplace-Beltrami operator in the two representations. The coupled partial differential equations (PDEs) are solved with an iterative procedure to reach a steady state, which delivers desired solvent-solute interface and electrostatic potential for problems of interest. These quantities are utilized to evaluate the solvation free energies and protein-protein binding affinities. A number of computational methods and algorithms are described for the interconversion of Lagrangian and Eulerian representations, and for the solution of the coupled PDE system. The proposed approaches have been extensively validated. We also verify that the mean curvature flow indeed gives rise to the minimal molecular surface (MMS) and the proposed variational procedure indeed offers minimal total free energy. Solvation analysis and applications are considered for a set of 17 small compounds and a set of 23 proteins. The salt effect on protein-protein binding affinity is investigated with two protein complexes by using the present model. Numerical results are compared to the experimental measurements and to those obtained by using other theoretical methods in the literature. PMID:21279359

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

ERIC Educational Resources Information Center

Winkel, Brian

2015-01-01

We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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.

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

DTIC Science & Technology

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

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.

A data-driven approach for modeling post-fire debris-flow volumes and their uncertainty

USGS Publications Warehouse

Friedel, Michael J.

2011-01-01

This study demonstrates the novel application of genetic programming to evolve nonlinear post-fire debris-flow volume equations from variables associated with a data-driven conceptual model of the western United States. The search space is constrained using a multi-component objective function that simultaneously minimizes root-mean squared and unit errors for the evolution of fittest equations. An optimization technique is then used to estimate the limits of nonlinear prediction uncertainty associated with the debris-flow equations. In contrast to a published multiple linear regression three-variable equation, linking basin area with slopes greater or equal to 30 percent, burn severity characterized as area burned moderate plus high, and total storm rainfall, the data-driven approach discovers many nonlinear and several dimensionally consistent equations that are unbiased and have less prediction uncertainty. Of the nonlinear equations, the best performance (lowest prediction uncertainty) is achieved when using three variables: average basin slope, total burned area, and total storm rainfall. Further reduction in uncertainty is possible for the nonlinear equations when dimensional consistency is not a priority and by subsequently applying a gradient solver to the fittest solutions. The data-driven modeling approach can be applied to nonlinear multivariate problems in all fields of study.

Predicting seizure by modeling synaptic plasticity based on EEG signals - a case study of inherited epilepsy

NASA Astrophysics Data System (ADS)

Zhang, Honghui; Su, Jianzhong; Wang, Qingyun; Liu, Yueming; Good, Levi; Pascual, Juan M.

2018-03-01

This paper explores the internal dynamical mechanisms of epileptic seizures through quantitative modeling based on full brain electroencephalogram (EEG) signals. Our goal is to provide seizure prediction and facilitate treatment for epileptic patients. Motivated by an earlier mathematical model with incorporated synaptic plasticity, we studied the nonlinear dynamics of inherited seizures through a differential equation model. First, driven by a set of clinical inherited electroencephalogram data recorded from a patient with diagnosed Glucose Transporter Deficiency, we developed a dynamic seizure model on a system of ordinary differential equations. The model was reduced in complexity after considering and removing redundancy of each EEG channel. Then we verified that the proposed model produces qualitatively relevant behavior which matches the basic experimental observations of inherited seizure, including synchronization index and frequency. Meanwhile, the rationality of the connectivity structure hypothesis in the modeling process was verified. Further, through varying the threshold condition and excitation strength of synaptic plasticity, we elucidated the effect of synaptic plasticity to our seizure model. Results suggest that synaptic plasticity has great effect on the duration of seizure activities, which support the plausibility of therapeutic interventions for seizure control.

Storm time global thermosphere: A driven-dissipative thermodynamic system

NASA Astrophysics Data System (ADS)

Burke, W. J.; Lin, C. S.; Hagan, M. P.; Huang, C. Y.; Weimer, D. R.; Wise, J. O.; Gentile, L. C.; Marcos, F. A.

2009-06-01

Orbit-averaged mass densities $\\overline{\\rho and exospheric temperatures $\\overline{T ∞ inferred from measurements by accelerometers on the Gravity Recovery and Climate Experiment (GRACE) satellites are used to investigate global energy Eth and power Πth inputs to the thermosphere during two complex magnetic storms. Measurements show $\\overline{\\rho, $\\overline{T ∞, and Eth rising from and returning to prevailing baselines as the magnetospheric electric field $\\varepsilon$ VS and the Dst index wax and wane. Observed responses of Eth and $\\overline{T ∞ to $\\varepsilon$ VS driving suggest that the storm time thermosphere evolves as a driven-but-dissipative thermodynamic system, described by a first-order differential equation that is identical in form to that governing the behavior of Dst. Coupling and relaxation coefficients of the Eth, $\\overline{T ∞, and Dst equations are established empirically. Numerical solutions of the equations for $\\overline{T ∞ and Eth are shown to agree with GRACE data during large magnetic storms. Since $\\overline{T ∞ and Dst have the same $\\varepsilon$ VS driver, it is possible to combine their governing equations to obtain estimates of storm time thermospheric parameters, even when lacking information about interplanetary conditions. This approach has the potential for significantly improving the performance of operational models used to calculate trajectories of satellites and space debris and is also useful for developing forensic reconstructions of past magnetic storms. The essential correctness of the approach is supported by agreement between thermospheric power inputs calculated from both GRACE-based estimates of Eth and the Weimer Poynting flux model originally derived from electric and magnetic field measurements acquired by the Dynamics Explorer 2 satellite.

Quantum transport under ac drive from the leads: A Redfield quantum master equation approach

NASA Astrophysics Data System (ADS)

Purkayastha, Archak; Dubi, Yonatan

2017-08-01

Evaluating the time-dependent dynamics of driven open quantum systems is relevant for a theoretical description of many systems, including molecular junctions, quantum dots, cavity-QED experiments, cold atoms experiments, and more. Here, we formulate a rigorous microscopic theory of an out-of-equilibrium open quantum system of noninteracting particles on a lattice weakly coupled bilinearly to multiple baths and driven by periodically varying thermodynamic parameters like temperature and chemical potential of the bath. The particles can be either bosonic or fermionic and the lattice can be of any dimension and geometry. Based on the Redfield quantum master equation under Born-Markov approximation, we derive a linear differential equation for an equal time two point correlation matrix, sometimes also called a single-particle density matrix, from which various physical observables, for example, current, can be calculated. Various interesting physical effects, such as resonance, can be directly read off from the equations. Thus, our theory is quite general and gives quite transparent and easy-to-calculate results. We validate our theory by comparing with exact numerical simulations. We apply our method to a generic open quantum system, namely, a double quantum dot coupled to leads with modulating chemical potentials. The two most important experimentally relevant insights from this are as follows: (i) Time-dependent measurements of current for symmetric oscillating voltages (with zero instantaneous voltage bias) can point to the degree of asymmetry in the system-bath coupling and (ii) under certain conditions time-dependent currents can exceed time-averaged currents by several orders of magnitude, and can therefore be detected even when the average current is below the measurement threshold.

Viscous Driven-Cavity Solver: User's Manual

NASA Technical Reports Server (NTRS)

Wood, William A.

1997-01-01

The viscous driven-cavity problem is solved using a stream-function and vorticity formulation for the incompressible Navier-Stokes equations. This report provides the user's manual and FORTRAN code for the set of governing equations presented in NASA TM-110262.

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

Ibragimov, N. H.; Torrisi, M.; Tracinà, R.

2010-11-01

In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

A comparison of artificial compressibility and fractional step methods for incompressible flow computations

NASA Technical Reports Server (NTRS)

Chan, Daniel C.; Darian, Armen; Sindir, Munir

1992-01-01

We have applied and compared the efficiency and accuracy of two commonly used numerical methods for the solution of Navier-Stokes equations. The artificial compressibility method augments the continuity equation with a transient pressure term and allows one to solve the modified equations as a coupled system. Due to its implicit nature, one can have the luxury of taking a large temporal integration step at the expense of higher memory requirement and larger operation counts per step. Meanwhile, the fractional step method splits the Navier-Stokes equations into a sequence of differential operators and integrates them in multiple steps. The memory requirement and operation count per time step are low, however, the restriction on the size of time marching step is more severe. To explore the strengths and weaknesses of these two methods, we used them for the computation of a two-dimensional driven cavity flow with Reynolds number of 100 and 1000, respectively. Three grid sizes, 41 x 41, 81 x 81, and 161 x 161 were used. The computations were considered after the L2-norm of the change of the dependent variables in two consecutive time steps has fallen below 10(exp -5).

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…

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.

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.

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.

Transient thermal driven bubble's surface and its potential ultrasound-induced damage

NASA Astrophysics Data System (ADS)

Movahed, Pooya; Freund, Jonathan B.

2017-11-01

Ultrasound-induced bubble activity in soft tissues is well-known to be a potential injury mechanism in therapeutic ultrasound treatments. We consider damage by transient thermal effects, including a hypothetical mechanism based on transient thermal phenomena, including viscous dissipation. A spherically symmetric compressible Navier-Stokes discretization is developed to solve the full governing equations, both inside and outside of the bubble, without the usual simplifications in the Rayleigh-Plesset bubble dynamics approach. Equations are solved in the Lagrangian framework, which provides a sharp and accurate representation of the interface as well as the viscous dissipation and thermal transport effects, which preclude reduction to the usual Rayleigh-Plesset ordinary differential equation. This method is used to study transient thermal effects at different frequencies and pressure amplitudes relevant to therapeutic ultrasound treatments. High temperatures achieved in the surrounding medium during the violent bubble collapse phase due to the viscous dissipation in the surrounding medium and thermal conduction from the bubble are expected to cause damage. This work was supported by NIH NIDDK Grant P01-DK043881.

Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes

ERIC Educational Resources Information Center

Seaman, Brian; Osler, Thomas J.

2004-01-01

A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…

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

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

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

Response of MDOF strongly nonlinear systems to fractional Gaussian noises.

PubMed

Deng, Mao-Lin; Zhu, Wei-Qiu

2016-08-01

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Theoretical regime diagrams for thermally driven flows in a beta-plane channel in the presence of variable gravity

NASA Technical Reports Server (NTRS)

Geisler, J. E.; Fowlis, W. W.

1980-01-01

The effect of a power law gravity field on baroclinic instability is examined, with a focus on the case of inverse fifth power gravity, since this is the power law produced when terrestrial gravity is simulated in spherical geometry by a dielectric force. Growth rates are obtained of unstable normal modes as a function of parameters of the problem by solving a second order differential equation numerically. It is concluded that over the range of parameter space explored, there is no significant change in the character of theoretical regime diagrams if the vertically averaged gravity is used as parameter.

Adaptive neural network backstepping control for a class of uncertain fractional-order chaotic systems with unknown backlash-like hysteresis

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

Wu, Yimin; Lv, Hui, E-mail: lvhui207@gmail.com

In this paper, we consider the control problem of a class of uncertain fractional-order chaotic systems preceded by unknown backlash-like hysteresis nonlinearities based on backstepping control algorithm. We model the hysteresis by using a differential equation. Based on the fractional Lyapunov stability criterion and the backstepping algorithm procedures, an adaptive neural network controller is driven. No knowledge of the upper bound of the disturbance and system uncertainty is required in our controller, and the asymptotical convergence of the tracking error can be guaranteed. Finally, we give two simulation examples to confirm our theoretical results.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

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

Deng, Mao-Lin; Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn

2016-08-15

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

How Large Scale Flows in the Solar Convection Zone may Influence Solar Activity

NASA Technical Reports Server (NTRS)

Hathaway, D. H.

2004-01-01

Large scale flows within the solar convection zone are the primary drivers of the Sun s magnetic activity cycle. Differential rotation can amplify the magnetic field and convert poloidal fields into toroidal fields. Poleward meridional flow near the surface can carry magnetic flux that reverses the magnetic poles and can convert toroidal fields into poloidal fields. The deeper, equatorward meridional flow can carry magnetic flux toward the equator where it can reconnect with oppositely directed fields in the other hemisphere. These axisymmetric flows are themselves driven by large scale convective motions. The effects of the Sun s rotation on convection produce velocity correlations that can maintain the differential rotation and meridional circulation. These convective motions can influence solar activity themselves by shaping the large-scale magnetic field pattern. While considerable theoretical advances have been made toward understanding these large scale flows, outstanding problems in matching theory to observations still remain.

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.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

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

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

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

Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion.

PubMed

Leszczynski, Henryk; Wrzosek, Monika

2017-02-01

We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

The Evolution of Finite Amplitude Wavetrains in Plane Channel Flow

NASA Technical Reports Server (NTRS)

Hewitt, R. E.; Hall, P.

1996-01-01

We consider a viscous incompressible fluid flow driven between two parallel plates by a constant pressure gradient. The flow is at a finite Reynolds number, with an 0(l) disturbance in the form of a traveling wave. A phase equation approach is used to discuss the evolution of slowly varying fully nonlinear two dimensional wavetrains. We consider uniform wavetrains in detail, showing that the development of a wavenumber perturbation is governed by Burgers equation in most cases. The wavenumber perturbation theory, constructed using the phase equation approach for a uniform wavetrain, is shown to be distinct from an amplitude perturbation expansion about the periodic flow. In fact we show that the amplitude equation contains only linear terms and is simply the heat equation. We review, briefly, the well known dynamics of Burgers equation, which imply that both shock structures and finite time singularities of the wavenumber perturbation can occur with respect to the slow scales. Numerical computations have been performed to identify areas of the (wavenumber, Reynolds number, energy) neutral surface for which each of these possibilities can occur. We note that the evolution equations will breakdown under certain circumstances, in particular for a weakly nonlinear secondary flow. Finally we extend the theory to three dimensions and discuss the limit of a weak spanwise dependence for uniform wavetrains, showing that two functions are required to describe the evolution. These unknowns are a phase and a pressure function which satisfy a pair of linearly coupled partial differential equations. The results obtained from applying the same analysis to the fully three dimensional problem are included as an appendix.

Hydration of dimethyldodecylamine-N-oxide: enthalpy and entropy driven processes.

PubMed

Kocherbitov, Vitaly; Söderman, Olle

2006-07-13

Dimethyldodecylamine-N-oxide (DDAO) has only one polar atom that is able to interact with water. Still, this surfactant shows very hydrophilic properties: in mixtures with water, it forms normal liquid crystalline phases and micelles. Moreover, there is data in the literature indicating that the hydration of this surfactant is driven by enthalpy while other studies show that hydration of surfactants and lipids typically is driven by entropy. Sorption calorimetry allows resolving enthalpic and entropic contributions to the free energy of hydration at constant temperature and thus directly determines the driving forces of hydration. The results of the present sorption calorimetric study show that the hydration of liquid crystalline phases of DDAO is driven by entropy, except for the hydration of the liquid crystalline lamellar phase which is co-driven by enthalpy. The exothermic heat effect of the hydration of the lamellar phase arises from formation of strong hydrogen bonds between DDAO and water. Another issue is the driving forces of the phase transitions caused by the hydration. The sorption calorimetric results show that the transitions from the lamellar to cubic and from the cubic to the hexagonal phase are driven by enthalpy. Transitions from solid phases to the liquid crystalline lamellar phase are entropically driven, while the formation of the monohydrate from the dry surfactant is driven by enthalpy. The driving forces of the transition from the hexagonal phase to the isotropic solution are close to zero. These sorption calorimetric results are in good agreement with the analysis of the binary phase diagram based on the van der Waals differential equation. The phase diagram of the DDAO-water system determined using DSC and sorption calorimetry is presented.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1989-01-01

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

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

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Tu, Jin; Yi, Cai-Feng

2008-04-01

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

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

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

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

Quaternion Regularization of the Equations of the Perturbed Spatial Restricted Three-Body Problem: I

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2017-11-01

We develop a quaternion method for regularizing the differential equations of the perturbed spatial restricted three-body problem by using the Kustaanheimo-Stiefel variables, which is methodologically closely related to the quaternion method for regularizing the differential equations of perturbed spatial two-body problem, which was proposed by the author of the present paper. A survey of papers related to the regularization of the differential equations of the two- and threebody problems is given. The original Newtonian equations of perturbed spatial restricted three-body problem are considered, and the problem of their regularization is posed; the energy relations and the differential equations describing the variations in the energies of the system in the perturbed spatial restricted three-body problem are given, as well as the first integrals of the differential equations of the unperturbed spatial restricted circular three-body problem (Jacobi integrals); the equations of perturbed spatial restricted three-body problem written in terms of rotating coordinate systems whose angular motion is described by the rotation quaternions (Euler (Rodrigues-Hamilton) parameters) are considered; and the differential equations for angular momenta in the restricted three-body problem are given. Local regular quaternion differential equations of perturbed spatial restricted three-body problem in the Kustaanheimo-Stiefel variables, i.e., equations regular in a neighborhood of the first and second body of finite mass, are obtained. The equations are systems of nonlinear nonstationary eleventhorder differential equations. These equations employ, as additional dependent variables, the energy characteristics of motion of the body under study (a body of a negligibly small mass) and the time whose derivative with respect to a new independent variable is equal to the distance from the body of negligibly small mass to the first or second body of finite mass. The equations obtained in the paper permit developing regular methods for determining solutions, in analytical or numerical form, of problems difficult for classicalmethods, such as the motion of a body of negligibly small mass in a neighborhood of the other two bodies of finite masses.

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2017-06-01

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

Periodicity and positivity of a class of fractional differential equations.

PubMed

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

2016-01-01

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

The simulation of shock- and impact-driven flows with Mie-Gruneisen equations of state

NASA Astrophysics Data System (ADS)

Ward, Geoffrey M.

An investigation of shock- and impact-driven flows with Mie-Gruneisen equation of state derived from a linear shock-particle speed Hugoniot relationship is presented. Cartesian mesh methods using structured adaptive refinement are applied to simulate several flows of interest in an Eulerian frame of reference. The flows central to the investigation include planar Richtmyer-Meshkov instability, the impact of a sphere with a plate, and an impact-driven Mach stem. First, for multicomponent shock-driven flows, a dimensionally unsplit, spatially high-order, hybrid, center-difference, limiter methodology is developed. Effective switching between center-difference and upwinding schemes is achieved by a set of robust tolerance and Lax-entropy-based criteria [49]. Oscillations that result from such a mixed stencil scheme are minimized by requiring that the upwinding method approaches the center-difference method in smooth regions. The solver is then applied to investigate planar Richtmyer-Meshkov instability in the context of an equation of state comparison. Comparisons of simulations with materials modeled by isotropic stress Mie-Gruneisen equations of state derived from a linear shock-particle speed Hugoniot relationship [36,52] to those of perfect gases are made with the intention of exposing the role of the equation of state. First, results for single- and triple-mode planar Richtmyer-Meshkov instability between mid-ocean ridge basalt (MORB) and molybdenum modeled by Mie-Gruneisen equations of state are presented for the case of a reflected shock. The single-mode case is explored for incident shock Mach numbers of 1.5 and 2.5. Additionally, examined is single-mode Richtmyer-Meshkov instability when a reflected expansion wave is present for incident Mach numbers of 1.5 and 2.5. Comparison to perfect gas solutions in such cases yields a higher degree of similarity in start-up time and growth rate oscillations. Vorticity distribution and corrugation centerline shortly after shock interaction is also examined. The formation of incipient weak shock waves in the heavy fluid driven by waves emanating from the perturbed transmitted shock is observed when an expansion wave is reflected. Next, the ghost fluid method [83] is explored for application to impact-driven flows with Mie-Gruneisen equations of state in a vacuum. Free surfaces are defined utilizing a level-set approach. The level-set is reinitialized to the signed distance function periodically by solution to a Hamilton-Jacobi differential equation in artificial time. Flux reconstruction along each Cartesian direction of the domain is performed by subdividing in a way that allows for robust treatment of grid-scale sized voids. Ghost cells in voided regions near the material-vacuum interface are determined from surface-normal Riemann problem solution. The method is then applied to several impact problems of interest. First, a one-dimensional impact problem is examined in Mie-Gruneisen aluminum with simple point erosion used to model separation by spallation under high tension. A similar three-dimensional axisymmetric simulation of two rods impacting is then performed without a model for spallation. Further results for three-dimensional axisymmetric simulation of a sphere hitting a plate are then presented. Finally, a brief investigation of the assumptions utilized in modeling solids as isotropic fluids is undertaken. An Eulerian solver approach to handling elastic and elastic-plastic solids is utilized for comparison to the simple fluid model assumption. First, in one dimension an impact problem is examined for elastic, elastic-plastic, and fluid equations of state for aluminum. The results demonstrate that in one dimension the fluid models the plastic shock structure of the flow well. Further investigation is made using a three-dimensional axisymmetric simulation of an impact problem involving a copper cylinder surrounded by aluminum. An aluminum slab impact drives a faster shock in the outer aluminum region yielding a Mach reflection in the copper. The results demonstrate similar plastic shock structures. Several differences are also notable that include a lack of roll-up instability at the material interface and slip-line emanating from the Mach stem's triple point. (Abstract shortened by UMI.)

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.

Ergodicity-breaking bifurcations and tunneling in hyperbolic transport models

NASA Astrophysics Data System (ADS)

Giona, M.; Brasiello, A.; Crescitelli, S.

2015-11-01

One of the main differences between parabolic transport, associated with Langevin equations driven by Wiener processes, and hyperbolic models related to generalized Kac equations driven by Poisson processes, is the occurrence in the latter of multiple stable invariant densities (Frobenius multiplicity) in certain regions of the parameter space. This phenomenon is associated with the occurrence in linear hyperbolic balance equations of a typical bifurcation, referred to as the ergodicity-breaking bifurcation, the properties of which are thoroughly analyzed.

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 numerical study of coarsening in the two-dimensional complex Ginzburg-Landau equation

NASA Astrophysics Data System (ADS)

Liu, Weigang; Tauber, Uwe

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems: coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability; spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations; and driven-dissipative Bose-Einstein condensation, realized in open systems on the interface of quantum optics and many-body physics. We employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate the coarsening dynamics following a quench from a strongly fluctuating defect turbulence phase to a long-range ordered phase. We start from a simplified amplitude equation, solve it numerically, and then study the spatio-temporal behavior characterized by the spontaneous creation and annihilation of topological defects (spiral waves). We check our simulation results against the known dynamical phase diagram in this non-equilibrium system, tentatively analyze the coarsening kinetics following sudden quenches, and characterize the ensuing aging scaling behavior. In addition, we aim to use Voronoi triangulation to study the cellular structure in the phase turbulence and frozen states. This research is supported by the U. S. Department of Energy, Office of Basic Energy Sciences, Division of Materials Science and Engineering under Award DE-FG02-09ER46613.

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.

Large-scale computation of incompressible viscous flow by least-squares finite element method

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Lin, T. L.; Povinelli, Louis A.

1993-01-01

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Fractional calculus phenomenology in two-dimensional plasma models

NASA Astrophysics Data System (ADS)

Gustafson, Kyle; Del Castillo Negrete, Diego; Dorland, Bill

2006-10-01

Transport processes in confined plasmas for fusion experiments, such as ITER, are not well-understood at the basic level of fully nonlinear, three-dimensional kinetic physics. Turbulent transport is invoked to describe the observed levels in tokamaks, which are orders of magnitude greater than the theoretical predictions. Recent results show the ability of a non-diffusive transport model to describe numerical observations of turbulent transport. For example, resistive MHD modeling of tracer particle transport in pressure-gradient driven turbulence for a three-dimensional plasma reveals that the superdiffusive (2̂˜t^α where α> 1) radial transport in this system is described quantitatively by a fractional diffusion equation Fractional calculus is a generalization involving integro-differential operators, which naturally describe non-local behaviors. Our previous work showed the quantitative agreement of special fractional diffusion equation solutions with numerical tracer particle flows in time-dependent linearized dynamics of the Hasegawa-Mima equation (for poloidal transport in a two-dimensional cold-ion plasma). In pursuit of a fractional diffusion model for transport in a gyrokinetic plasma, we now present numerical results from tracer particle transport in the nonlinear Hasegawa-Mima equation and a planar gyrokinetic model. Finite Larmor radius effects will be discussed. D. del Castillo Negrete, et al, Phys. Rev. Lett. 94, 065003 (2005).

Equations of Interdoublet Separation during Flagella Motion Reveal Mechanisms of Wave Propagation and Instability

PubMed Central

Bayly, Philip V.; Wilson, Kate S.

2014-01-01

The motion of flagella and cilia arises from the coordinated activity of dynein motor protein molecules arrayed along microtubule doublets that span the length of axoneme (the flagellar cytoskeleton). Dynein activity causes relative sliding between the doublets, which generates propulsive bending of the flagellum. The mechanism of dynein coordination remains incompletely understood, although it has been the focus of many studies, both theoretical and experimental. In one leading hypothesis, known as the geometric clutch (GC) model, local dynein activity is thought to be controlled by interdoublet separation. The GC model has been implemented as a numerical simulation in which the behavior of a discrete set of rigid links in viscous fluid, driven by active elements, was approximated using a simplified time-marching scheme. A continuum mechanical model and associated partial differential equations of the GC model have remained lacking. Such equations would provide insight into the underlying biophysics, enable mathematical analysis of the behavior, and facilitate rigorous comparison to other models. In this article, the equations of motion for the flagellum and its doublets are derived from mechanical equilibrium principles and simple constitutive models. These equations are analyzed to reveal mechanisms of wave propagation and instability in the GC model. With parameter values in the range expected for Chlamydomonas flagella, solutions to the fully nonlinear equations closely resemble observed waveforms. These results support the ability of the GC hypothesis to explain dynein coordination in flagella and provide a mathematical foundation for comparison to other leading models. PMID:25296329

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.

Generalized Lie symmetry approach for fractional order systems of differential equations. III

NASA Astrophysics Data System (ADS)

Singla, Komal; Gupta, R. K.

2017-06-01

The generalized Lie symmetry technique is proposed for the derivation of point symmetries for systems of fractional differential equations with an arbitrary number of independent as well as dependent variables. The efficiency of the method is illustrated by its application to three higher dimensional nonlinear systems of fractional order partial differential equations consisting of the (2 + 1)-dimensional asymmetric Nizhnik-Novikov-Veselov system, (3 + 1)-dimensional Burgers system, and (3 + 1)-dimensional Navier-Stokes equations. With the help of derived Lie point symmetries, the corresponding invariant solutions transform each of the considered systems into a system of lower-dimensional fractional partial differential equations.

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

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

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

Transformation matrices between non-linear and linear differential equations

NASA Technical Reports Server (NTRS)

Sartain, R. L.

1983-01-01

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

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

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.

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

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.

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

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

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

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

DTIC Science & Technology

2015-07-09

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

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

PubMed

Korayem, M H; Nekoo, S R

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

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.

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.

Data-Driven Learning: Taking the Computer out of the Equation

ERIC Educational Resources Information Center

Boulton, Alex

2010-01-01

Despite considerable research interest, data-driven learning (DDL) has not become part of mainstream teaching practice. It may be that technical aspects are too daunting for teachers and students, but there seems to be no reason why DDL in its early stages should not eliminate the computer from the equation by using prepared materials on…

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.

Statistical Neurodynamics.

NASA Astrophysics Data System (ADS)

Paine, Gregory Harold

1982-03-01

The primary objective of the thesis is to explore the dynamical properties of small nerve networks by means of the methods of statistical mechanics. To this end, a general formalism is developed and applied to elementary groupings of model neurons which are driven by either constant (steady state) or nonconstant (nonsteady state) forces. Neuronal models described by a system of coupled, nonlinear, first-order, ordinary differential equations are considered. A linearized form of the neuronal equations is studied in detail. A Lagrange function corresponding to the linear neural network is constructed which, through a Legendre transformation, provides a constant of motion. By invoking the Maximum-Entropy Principle with the single integral of motion as a constraint, a probability distribution function for the network in a steady state can be obtained. The formalism is implemented for some simple networks driven by a constant force; accordingly, the analysis focuses on a study of fluctuations about the steady state. In particular, a network composed of N noninteracting neurons, termed Free Thinkers, is considered in detail, with a view to interpretation and numerical estimation of the Lagrange multiplier corresponding to the constant of motion. As an archetypical example of a net of interacting neurons, the classical neural oscillator, consisting of two mutually inhibitory neurons, is investigated. It is further shown that in the case of a network driven by a nonconstant force, the Maximum-Entropy Principle can be applied to determine a probability distribution functional describing the network in a nonsteady state. The above examples are reconsidered with nonconstant driving forces which produce small deviations from the steady state. Numerical studies are performed on simplified models of two physical systems: the starfish central nervous system and the mammalian olfactory bulb. Discussions are given as to how statistical neurodynamics can be used to gain a better understanding of the behavior of these systems.

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

Nonconforming mortar element methods: Application to spectral discretizations

NASA Technical Reports Server (NTRS)

Maday, Yvon; Mavriplis, Cathy; Patera, Anthony

1988-01-01

Spectral element methods are p-type weighted residual techniques for partial differential equations that combine the generality of finite element methods with the accuracy of spectral methods. Presented here is a new nonconforming discretization which greatly improves the flexibility of the spectral element approach as regards automatic mesh generation and non-propagating local mesh refinement. The method is based on the introduction of an auxiliary mortar trace space, and constitutes a new approach to discretization-driven domain decomposition characterized by a clean decoupling of the local, structure-preserving residual evaluations and the transmission of boundary and continuity conditions. The flexibility of the mortar method is illustrated by several nonconforming adaptive Navier-Stokes calculations in complex geometry.

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.

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

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…

Phase reduction approach to synchronisation of nonlinear oscillators

NASA Astrophysics Data System (ADS)

Nakao, Hiroya

2016-04-01

Systems of dynamical elements exhibiting spontaneous rhythms are found in various fields of science and engineering, including physics, chemistry, biology, physiology, and mechanical and electrical engineering. Such dynamical elements are often modelled as nonlinear limit-cycle oscillators. In this article, we briefly review phase reduction theory, which is a simple and powerful method for analysing the synchronisation properties of limit-cycle oscillators exhibiting rhythmic dynamics. Through phase reduction theory, we can systematically simplify the nonlinear multi-dimensional differential equations describing a limit-cycle oscillator to a one-dimensional phase equation, which is much easier to analyse. Classical applications of this theory, i.e. the phase locking of an oscillator to a periodic external forcing and the mutual synchronisation of interacting oscillators, are explained. Further, more recent applications of this theory to the synchronisation of non-interacting oscillators induced by common noise and the dynamics of coupled oscillators on complex networks are discussed. We also comment on some recent advances in phase reduction theory for noise-driven oscillators and rhythmic spatiotemporal patterns.

Fast modeling of flux trapping cascaded explosively driven magnetic flux compression generators.

PubMed

Wang, Yuwei; Zhang, Jiande; Chen, Dongqun; Cao, Shengguang; Li, Da; Liu, Chebo

2013-01-01

To predict the performance of flux trapping cascaded flux compression generators, a calculation model based on an equivalent circuit is investigated. The system circuit is analyzed according to its operation characteristics in different steps. Flux conservation coefficients are added to the driving terms of circuit differential equations to account for intrinsic flux losses. To calculate the currents in the circuit by solving the circuit equations, a simple zero-dimensional model is used to calculate the time-varying inductance and dc resistance of the generator. Then a fast computer code is programmed based on this calculation model. As an example, a two-staged flux trapping generator is simulated by using this computer code. Good agreements are achieved by comparing the simulation results with the measurements. Furthermore, it is obvious that this fast calculation model can be easily applied to predict performances of other flux trapping cascaded flux compression generators with complex structures such as conical stator or conical armature sections and so on for design purpose.

Reconstructing the intermittent dynamics of the torque in wind turbines

NASA Astrophysics Data System (ADS)

Lind, Pedro G.; Wächter, Matthias; Peinke, Joachim

2014-06-01

We apply a framework introduced in the late nineties to analyze load measurements in off-shore wind energy converters (WEC). The framework is borrowed from statistical physics and properly adapted to the analysis of multivariate data comprising wind velocity, power production and torque measurements, taken at one single WEC. In particular, we assume that wind statistics drives the fluctuations of the torque produced in the wind turbine and show how to extract an evolution equation of the Langevin type for the torque driven by the wind velocity. It is known that the intermittent nature of the atmosphere, i.e. of the wind field, is transferred to the power production of a wind energy converter and consequently to the shaft torque. We show that the derived stochastic differential equation quantifies the dynamical coupling of the measured fluctuating properties as well as it reproduces the intermittency observed in the data. Finally, we discuss our approach in the light of turbine monitoring, a particular important issue in off-shore wind farms.

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.

Liouvillian propagators, Riccati equation and differential Galois theory

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo; Suazo, Erwin

2013-11-01

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

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

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

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

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

Streaming current magnetic fields in a charged nanopore.

PubMed

Mansouri, Abraham; Taheri, Peyman; Kostiuk, Larry W

2016-11-11

Magnetic fields induced by currents created in pressure driven flows inside a solid-state charged nanopore were modeled by numerically solving a system of steady state continuum partial differential equations, i.e., Poisson, Nernst-Planck, Ampere and Navier-Stokes equations (PNPANS). This analysis was based on non-dimensional transport governing equations that were scaled using Debye length as the characteristic length scale, and applied to a finite length cylindrical nano-channel. The comparison of numerical and analytical studies shows an excellent agreement and verified the magnetic fields density both inside and outside the nanopore. The radially non-uniform currents resulted in highly non-uniform magnetic fields within the nanopore that decay as 1/r outside the nanopore. It is worth noting that for either streaming currents or streaming potential cases, the maximum magnetic field occurred inside the pore in the vicinity of nanopore wall, as opposed to a cylindrical conductor that carries a steady electric current where the maximum magnetic fields occur at the perimeter of conductor. Based on these results, it is suggested and envisaged that non-invasive external magnetic fields readouts generated by streaming/ionic currents may be viewed as secondary electronic signatures of biomolecules to complement and enhance current DNA nanopore sequencing techniques.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Non-intrusive reduced order modeling of nonlinear problems using neural networks

NASA Astrophysics Data System (ADS)

Hesthaven, J. S.; Ubbiali, S.

2018-06-01

We develop a non-intrusive reduced basis (RB) method for parametrized steady-state partial differential equations (PDEs). The method extracts a reduced basis from a collection of high-fidelity solutions via a proper orthogonal decomposition (POD) and employs artificial neural networks (ANNs), particularly multi-layer perceptrons (MLPs), to accurately approximate the coefficients of the reduced model. The search for the optimal number of neurons and the minimum amount of training samples to avoid overfitting is carried out in the offline phase through an automatic routine, relying upon a joint use of the Latin hypercube sampling (LHS) and the Levenberg-Marquardt (LM) training algorithm. This guarantees a complete offline-online decoupling, leading to an efficient RB method - referred to as POD-NN - suitable also for general nonlinear problems with a non-affine parametric dependence. Numerical studies are presented for the nonlinear Poisson equation and for driven cavity viscous flows, modeled through the steady incompressible Navier-Stokes equations. Both physical and geometrical parametrizations are considered. Several results confirm the accuracy of the POD-NN method and show the substantial speed-up enabled at the online stage as compared to a traditional RB strategy.

Streaming current magnetic fields in a charged nanopore

NASA Astrophysics Data System (ADS)

Mansouri, Abraham; Taheri, Peyman; Kostiuk, Larry W.

2016-11-01

Magnetic fields induced by currents created in pressure driven flows inside a solid-state charged nanopore were modeled by numerically solving a system of steady state continuum partial differential equations, i.e., Poisson, Nernst-Planck, Ampere and Navier-Stokes equations (PNPANS). This analysis was based on non-dimensional transport governing equations that were scaled using Debye length as the characteristic length scale, and applied to a finite length cylindrical nano-channel. The comparison of numerical and analytical studies shows an excellent agreement and verified the magnetic fields density both inside and outside the nanopore. The radially non-uniform currents resulted in highly non-uniform magnetic fields within the nanopore that decay as 1/r outside the nanopore. It is worth noting that for either streaming currents or streaming potential cases, the maximum magnetic field occurred inside the pore in the vicinity of nanopore wall, as opposed to a cylindrical conductor that carries a steady electric current where the maximum magnetic fields occur at the perimeter of conductor. Based on these results, it is suggested and envisaged that non-invasive external magnetic fields readouts generated by streaming/ionic currents may be viewed as secondary electronic signatures of biomolecules to complement and enhance current DNA nanopore sequencing techniques.

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.

Dynamic analysis of propulsion mechanism directly driven by wave energy for marine mobile buoy

NASA Astrophysics Data System (ADS)

Yu, Zhenjiang; Zheng, Zhongqiang; Yang, Xiaoguang; Chang, Zongyu

2016-07-01

Marine mobile buoy(MMB) have many potential applications in the maritime industry and ocean science. Great progress has been made, however the technology in this area is far from maturity in theory and faced with many difficulties in application. A dynamic model of the propulsion mechanism is very necessary for optimizing the parameters of the MMB, especially with consideration of hydrodynamic force. The principle of wave-driven propulsion mechanism is briefly introduced. To set a theory foundation for study on the MMB, a dynamic model of the propulsion mechanism of the MMB is obtained. The responses of the motion of the platform and the hydrofoil are obtained by using a numerical integration method to solve the ordinary differential equations. A simplified form of the motion equations is reached by omitting terms with high order small values. The relationship among the heave motion of the buoy, stiffness of the elastic components, and the forward speed can be obtained by using these simplified equations. The dynamic analysis show the following: The angle of displacement of foil is fairly small with the biggest value around 0.3 rad; The speed of mobile buoy and the angle of hydrofoil increased gradually with the increase of heave motion of buoy; The relationship among heaven motion, stiffness and attack angle is that heave motion leads to the angle change of foil whereas the item of speed or push function is determined by vertical velocity and angle, therefore, the heave motion and stiffness can affect the motion of buoy significantly if the size of hydrofoil is kept constant. The proposed model is provided to optimize the parameters of the MMB and a foundation is laid for improving the performance of the MMB.

Newton's method: A link between continuous and discrete solutions of nonlinear problems

NASA Technical Reports Server (NTRS)

Thurston, G. A.

1980-01-01

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

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

Choi, Cheong R.

The structural changes of kinetic Alfvén solitary waves (KASWs) due to higher-order terms are investigated. While the first-order differential equation for KASWs provides the dispersion relation for kinetic Alfvén waves, the second-order differential equation describes the structural changes of the solitary waves due to higher-order nonlinearity. The reductive perturbation method is used to obtain the second-order and third-order partial differential equations; then, Kodama and Taniuti's technique [J. Phys. Soc. Jpn. 45, 298 (1978)] is applied in order to remove the secularities in the third-order differential equations and derive a linear second-order inhomogeneous differential equation. The solution to this new second-ordermore » equation indicates that, as the amplitude increases, the hump-type Korteweg-de Vries solution is concentrated more around the center position of the soliton and that dip-type structures form near the two edges of the soliton. This result has a close relationship with the interpretation of the complex KASW structures observed in space with satellites.« less

Correcting the initialization of models with fractional derivatives via history-dependent conditions

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann-Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.

Non-autonomous equations with unpredictable solutions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2018-06-01

To make research of chaos more amenable to investigating differential and discrete equations, we introduce the concepts of an unpredictable function and sequence. The topology of uniform convergence on compact sets is applied to define unpredictable functions [1,2]. The unpredictable sequence is defined as a specific unpredictable function on the set of integers. The definitions are convenient to be verified as solutions of differential and discrete equations. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and uniqueness of the unpredictable solution for a delay differential equation are proved as well as for quasilinear discrete systems. As a corollary of the theorem, a similar assertion for a quasilinear ordinary differential equation is formulated. The results are demonstrated numerically, and an application to Hopfield neural networks is provided. In particular, Poincaré chaos near periodic orbits is observed. The completed research contributes to the theory of chaos as well as to the theory of differential and discrete equations, considering unpredictable solutions.

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

NASA Astrophysics Data System (ADS)

Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

2018-04-01

In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

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.

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.

Energy variational analysis of ions in water and channels: Field theory for primitive models of complex ionic fluids

PubMed Central

Eisenberg, Bob; Hyon, YunKyong; Liu, Chun

2010-01-01

Ionic solutions are mixtures of interacting anions and cations. They hardly resemble dilute gases of uncharged noninteracting point particles described in elementary textbooks. Biological and electrochemical solutions have many components that interact strongly as they flow in concentrated environments near electrodes, ion channels, or active sites of enzymes. Interactions in concentrated environments help determine the characteristic properties of electrodes, enzymes, and ion channels. Flows are driven by a combination of electrical and chemical potentials that depend on the charges, concentrations, and sizes of all ions, not just the same type of ion. We use a variational method EnVarA (energy variational analysis) that combines Hamilton’s least action and Rayleigh’s dissipation principles to create a variational field theory that includes flow, friction, and complex structure with physical boundary conditions. EnVarA optimizes both the action integral functional of classical mechanics and the dissipation functional. These functionals can include entropy and dissipation as well as potential energy. The stationary point of the action is determined with respect to the trajectory of particles. The stationary point of the dissipation is determined with respect to rate functions (such as velocity). Both variations are written in one Eulerian (laboratory) framework. In variational analysis, an “extra layer” of mathematics is used to derive partial differential equations. Energies and dissipations of different components are combined in EnVarA and Euler–Lagrange equations are then derived. These partial differential equations are the unique consequence of the contributions of individual components. The form and parameters of the partial differential equations are determined by algebra without additional physical content or assumptions. The partial differential equations of mixtures automatically combine physical properties of individual (unmixed) components. If a new component is added to the energy or dissipation, the Euler–Lagrange equations change form and interaction terms appear without additional adjustable parameters. EnVarA has previously been used to compute properties of liquid crystals, polymer fluids, and electrorheological fluids containing solid balls and charged oil droplets that fission and fuse. Here we apply EnVarA to the primitive model of electrolytes in which ions are spheres in a frictional dielectric. The resulting Euler–Lagrange equations include electrostatics and diffusion and friction. They are a time dependent generalization of the Poisson–Nernst–Planck equations of semiconductors, electrochemistry, and molecular biophysics. They include the finite diameter of ions. The EnVarA treatment is applied to ions next to a charged wall, where layering is observed. Applied to an ion channel, EnVarA calculates a quick transient pile-up of electric charge, transient and steady flow through the channel, stationary “binding” in the channel, and the eventual accumulation of salts in “unstirred layers” near channels. EnVarA treats electrolytes in a unified way as complex rather than simple fluids. Ad hoc descriptions of interactions and flow have been used in many areas of science to deal with the nonideal properties of electrolytes. It seems likely that the variational treatment can simplify, unify, and perhaps derive and improve those descriptions. PMID:20849161

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.

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.

Theory of biaxial graded-index optical fiber. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kawalko, Stephen F.

1990-01-01

A biaxial graded-index fiber with a homogeneous cladding is studied. Two methods, wave equation and matrix differential equation, of formulating the problem and their respective solutions are discussed. For the wave equation formulation of the problem it is shown that for the case of a diagonal permittivity tensor the longitudinal electric and magnetic fields satisfy a pair of coupled second-order differential equations. Also, a generalized dispersion relation is derived in terms of the solutions for the longitudinal electric and magnetic fields. For the case of a step-index fiber, either isotropic or uniaxial, these differential equations can be solved exactly in terms of Bessel functions. For the cases of an istropic graded-index and a uniaxial graded-index fiber, a solution using the Wentzel, Krammers and Brillouin (WKB) approximation technique is shown. Results for some particular permittivity profiles are presented. Also the WKB solutions is compared with the vector solution found by Kurtz and Streifer. For the matrix formulation it is shown that the tangential components of the electric and magnetic fields satisfy a system of four first-order differential equations which can be conveniently written in matrix form. For the special case of meridional modes, the system of equations splits into two systems of two equations. A general iterative technique, asymptotic partitioning of systems of equations, for solving systems of differential equations is presented. As a simple example, Bessel's differential equation is written in matrix form and is solved using this asymptotic technique. Low order solutions for particular examples of a biaxial and uniaxial graded-index fiber are presented. Finally numerical results obtained using the asymptotic technique are presented for particular examples of isotropic and uniaxial step-index fibers and isotropic, uniaxial and biaxial graded-index fibers.

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

PubMed

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

2009-06-01

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

Solving Nonlinear Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Mitchell, L.; David, J.

1986-01-01

Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

The Pendulum and the Calculus.

ERIC Educational Resources Information Center

Sworder, Steven C.

A pair of experiments, appropriate for the lower division fourth semester calculus or differential equations course, are presented. The second order differential equation representing the equation of motion of a simple pendulum is derived. The period of oscillation for a particular pendulum can be predicted from the solution to this equation. As a…

W-transform for exponential stability of second order delay differential equations without damping terms.

PubMed

Domoshnitsky, Alexander; Maghakyan, Abraham; Berezansky, Leonid

2017-01-01

In this paper a method for studying stability of the equation [Formula: see text] not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation [Formula: see text] is not exponentially stable, the delay equation can be exponentially stable.

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Similarity solutions of reaction–diffusion equation with space- and time-dependent diffusion and reaction terms

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

Ho, C.-L.; Lee, C.-C., E-mail: chieh.no27@gmail.com

2016-01-15

We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

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

C1-Continuous relative permeability and hybrid upwind discretization of three phase flow in porous media

NASA Astrophysics Data System (ADS)

Lee, S. H.; Efendiev, Y.

2016-10-01

Three-phase flow in a reservoir model has been a major challenge in simulation studies due to slowly convergent iterations in Newton solution of nonlinear transport equations. In this paper, we examine the numerical characteristics of three-phase flow and propose a consistent, "C1-continuous discretization" (to be clarified later) of transport equations that ensures a convergent solution in finite difference approximation. First, we examine three-phase relative permeabilities that are critical in solving nonlinear transport equations. Three-phase relative permeabilities are difficult to measure in the laboratory, and they are often correlated with two-phase relative permeabilities (e.g., oil-gas and water-oil systems). Numerical convergence of non-linear transport equations entails that three-phase relative permeability correlations are a monotonically increasing function of the phase saturation and the consistency conditions of phase transitions are satisfied. The Modified Stone's Method II and the Linear Interpolation Method for three-phase relative permeability are closely examined for their mathematical properties. We show that the Linear Interpolation Method yields C1-continuous three-phase relative permeabilities for smooth solutions if the two phase relative permeabilities are monotonic and continuously differentiable. In the second part of the paper, we extend a Hybrid-Upwinding (HU) method of two-phase flow (Lee, Efendiev and Tchelepi, ADWR 82 (2015) 27-38) to three phase flow. In the HU method, the phase flux is divided into two parts based on the driving forces (in general, it can be divided into several parts): viscous and buoyancy. The viscous-driven and buoyancy-driven fluxes are upwinded differently. Specifically, the viscous flux, which is always co-current, is upwinded based on the direction of the total velocity. The pure buoyancy-induced flux is shown to be only dependent on saturation distributions and counter-current. In three-phase flow, the buoyancy effect can be expressed as a sum of two buoyancy effects from two-phase flows, i.e., oil-water and oil-gas systems. We propose an upwind scheme for the buoyancy flux term from three-phase flow as a sum of two buoyancy terms from two-phase flows. The upwind direction of the buoyancy flux in two phase flow is always fixed such that the heavier fluid goes downward and the lighter fluid goes upward. It is shown that the Implicit Hybrid-Upwinding (IHU) scheme for three-phase flow is locally conservative and produces physically-consistent numerical solutions. As in two phase flow, the primary advantage of the IHU scheme is that the flux of a fluid phase remains continuous and differentiable as the flow regime changes between co-current and counter-current conditions as a function of time, or (Newton) iterations. This is in contrast to the standard phase-potential-based upwinding scheme, in which the overall fractional-flow (flux) function is non-differentiable across the transition between co-current and counter-current flows.

Symmetries of the Gas Dynamics Equations using the Differential Form Method

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

Ramsey, Scott D.; Baty, Roy S.

Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE PAGES

Ramsey, Scott D.; Baty, Roy S.

2017-11-21

Here, a brief review of the theory of exterior differential systems and isovector symmetry analysis methods is presented in the context of the one-dimensional inviscid compressible flow equations. These equations are formulated as an exterior differential system with equation of state (EOS) closure provided in terms of an adiabatic bulk modulus. The scaling symmetry generators—and corresponding EOS constraints—otherwise appearing in the existing literature are recovered through the application and invariance under Lie derivative dragging operations.

Interval oscillation criteria for second-order forced impulsive delay differential equations with damping term.

PubMed

Thandapani, Ethiraju; Kannan, Manju; Pinelas, Sandra

2016-01-01

In this paper, we present some sufficient conditions for the oscillation of all solutions of a second order forced impulsive delay differential equation with damping term. Three factors-impulse, delay and damping that affect the interval qualitative properties of solutions of equations are taken into account together. The results obtained in this paper extend and generalize some of the the known results for forced impulsive differential equations. An example is provided to illustrate the main result.

Modeling Individual Damped Linear Oscillator Processes with Differential Equations: Using Surrogate Data Analysis to Estimate the Smoothing Parameter

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.

2008-01-01

Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…

Improving Teaching Quality and Problem Solving Ability through Contextual Teaching and Learning in Differential Equations: A Lesson Study Approach

ERIC Educational Resources Information Center

Khotimah, Rita Pramujiyanti; Masduki

2016-01-01

Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…

Differential geometry techniques for sets of nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Estabrook, Frank B.

1990-01-01

An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.

On the Singular Perturbations for Fractional Differential Equation

PubMed Central

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan

2015-10-01

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2016-01-01

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

Solution of some types of differential equations: operational calculus and inverse differential operators.

PubMed

Zhukovsky, K

2014-01-01

We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.

A neuro approach to solve fuzzy Riccati differential equations

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

Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com; Telekom Malaysia, R&D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor; Kumaresan, N., E-mail: drnk2008@gmail.com

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

Dimensional analysis yields the general second-order differential equation underlying many natural phenomena: the mathematical properties of a phenomenon's data plot then specify a unique differential equation for it.

PubMed

Kepner, Gordon R

2014-08-27

This study uses dimensional analysis to derive the general second-order differential equation that underlies numerous physical and natural phenomena described by common mathematical functions. It eschews assumptions about empirical constants and mechanisms. It relies only on the data plot's mathematical properties to provide the conditions and constraints needed to specify a second-order differential equation that is free of empirical constants for each phenomenon. A practical example of each function is analyzed using the general form of the underlying differential equation and the observable unique mathematical properties of each data plot, including boundary conditions. This yields a differential equation that describes the relationship among the physical variables governing the phenomenon's behavior. Complex phenomena such as the Standard Normal Distribution, the Logistic Growth Function, and Hill Ligand binding, which are characterized by data plots of distinctly different sigmoidal character, are readily analyzed by this approach. It provides an alternative, simple, unifying basis for analyzing each of these varied phenomena from a common perspective that ties them together and offers new insights into the appropriate empirical constants for describing each phenomenon.

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

NASA Astrophysics Data System (ADS)

Zia, Haider

2017-06-01

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

On the solution of the generalized wave and generalized sine-Gordon equations

NASA Technical Reports Server (NTRS)

Ablowitz, M. J.; Beals, R.; Tenenblat, K.

1986-01-01

The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

The Geometrical Nature of the Cosmological Inflation in the Framework of the Weyl-Dirac Conformal Gravity Theory

NASA Astrophysics Data System (ADS)

De Martini, Francesco; Santamato, Enrico

2017-12-01

The nature of the scalar field responsible for the cosmological inflation, the "inflaton", is found to be rooted in the most fundamental concept of the Weyl's differential geometry: the parallel displacement of vectors in curved space-time. The Euler-Lagrange theory based on a scalar-tensor Weyl-Dirac Lagrangian leads straightforwardly to the Einstein equation admitting as a source the characteristic energy-momentum tensor of the inflaton field. Within the dynamics of the inflation, e.g. in the slow roll transition from a "false" toward a "true vacuum", the inflaton's geometry implies a temperature driven symmetry change between a highly symmetrical "Weylan" to a low symmetry "Riemannian" scenario. Since the dynamics of the Weyl curvature scalar, constructed over differentials of the inflaton field, has been found to account for the quantum phenomenology at the microscopic scale, the present work suggests interesting connections between the "micro" and the "macro" aspects of our Universe.

Differential Activity-Driven Instabilities in Biphasic Active Matter

NASA Astrophysics Data System (ADS)

Weber, Christoph A.; Rycroft, Chris H.; Mahadevan, L.

2018-06-01

Active stresses can cause instabilities in contractile gels and living tissues. Here we provide a generic hydrodynamic theory that treats these systems as a mixture of two phases of varying activity and different mechanical properties. We find that differential activity between the phases causes a uniform mixture to undergo a demixing instability. We follow the nonlinear evolution of the instability and characterize a phase diagram of the resulting patterns. Our study complements other instability mechanisms in mixtures driven by differential adhesion, differential diffusion, differential growth, and differential motion.

Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation

NASA Astrophysics Data System (ADS)

Rui, Wenjuan; Zhang, Xiangzhi

2016-05-01

This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.

Solving constant-coefficient differential equations with dielectric metamaterials

NASA Astrophysics Data System (ADS)

Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

2016-07-01

Recently, the concept of metamaterial analog computing has been proposed (Silva et al 2014 Science 343 160-3). Some mathematical operations such as spatial differentiation, integration, and convolution, have been performed by using designed metamaterial blocks. Motivated by this work, we propose a practical approach based on dielectric metamaterial to solve differential equations. The ordinary differential equation can be solved accurately by the correctly designed metamaterial system. The numerical simulations using well-established numerical routines have been performed to successfully verify all theoretical analyses.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression

PubMed Central

Ding, A. Adam; Wu, Hulin

2015-01-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method. PMID:26401093

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

ERIC Educational Resources Information Center

Kovacs, Zoltan

2010-01-01

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

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

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

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

Intuitive Understanding of Solutions of Partially Differential Equations

ERIC Educational Resources Information Center

Kobayashi, Y.

2008-01-01

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

Analysis of backward differentiation formula for nonlinear differential-algebraic equations with 2 delays.

PubMed

Sun, Leping

2016-01-01

This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true.

Assessing the efficiency of Wolbachia driven Aedes mosquito suppression by delay differential equations.

PubMed

Huang, Mugen; Luo, Jiaowan; Hu, Linchao; Zheng, Bo; Yu, Jianshe

2017-12-14

To suppress wild population of Aedes mosquitoes, the primary transmission vector of life-threatening diseases such as dengue, malaria, and Zika, an innovative strategy is to release male mosquitoes carrying the bacterium Wolbachia into natural areas to drive female sterility by cytoplasmic incompatibility. We develop a model of delay differential equations, incorporating the strong density restriction in the larval stage, to assess the delicate impact of life table parameters on suppression efficiency. Through mathematical analysis, we find the sufficient and necessary condition for global stability of the complete suppression state. This condition, combined with the experimental data for Aedes albopictus population in Guangzhou, helps us predict a large range of releasing intensities for suppression success. In particular, we find that if the number of released infected males is no less than four times the number of mosquitoes in wild areas, then the mosquito density in the peak season can be reduced by 95%. We introduce an index to quantify the dependence of suppression efficiency on parameters. The invariance of some quantitative properties of the index values under various perturbations of the same parameter justifies the applicability of this index, and the robustness of our modeling approach. The index yields a ranking of the sensitivity of all parameters, among which the adult mortality has the highest sensitivity and is considerably more sensitive than the natural larvae mortality. Copyright © 2017 Elsevier Ltd. All rights reserved.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

PubMed Central

Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

2015-01-01

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

PubMed

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

Differential Equation Models for Sharp Threshold Dynamics

DTIC Science & Technology

2012-08-01

dynamics, and the Lanchester model of armed conflict, where the loss of a key capability drastically changes dynamics. We derive and demonstrate a step...dynamics using differential equations. 15. SUBJECT TERMS Differential Equations, Markov Population Process, S-I-R Epidemic, Lanchester Model 16...infection, where a detection event drastically changes dynamics, and the Lanchester model of armed conflict, where the loss of a key capability

A Simple Method to Find out when an Ordinary Differential Equation Is Separable

ERIC Educational Resources Information Center

Cid, Jose Angel

2009-01-01

We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…

Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

PubMed Central

Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.

2013-01-01

We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853

Discovery and Optimization of Low-Storage Runge-Kutta Methods

DTIC Science & Technology

2015-06-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

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

Group foliation of finite difference equations

NASA Astrophysics Data System (ADS)

Thompson, Robert; Valiquette, Francis

2018-06-01

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

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).

PubMed

Murase, Kenya

2016-01-01

Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Application of Petri Nets in Bone Remodeling

PubMed Central

Li, Lingxi; Yokota, Hiroki

2009-01-01

Understanding a mechanism of bone remodeling is a challenging task for both life scientists and model builders, since this highly interactive and nonlinear process can seldom be grasped by simple intuition. A set of ordinary differential equations (ODEs) have been built for simulating bone formation as well as bone resorption. Although solving ODEs numerically can provide useful predictions for dynamical behaviors in a continuous time frame, an actual bone remodeling process in living tissues is driven by discrete events of molecular and cellular interactions. Thus, an event-driven tool such as Petri nets (PNs), which may dynamically and graphically mimic individual molecular collisions or cellular interactions, seems to augment the existing ODE-based systems analysis. Here, we applied PNs to expand the ODE-based approach and examined discrete, dynamical behaviors of key regulatory molecules and bone cells. PNs have been used in many engineering areas, but their application to biological systems needs to be explored. Our PN model was based on 8 ODEs that described an osteoprotegerin linked molecular pathway consisting of 4 types of bone cells. The models allowed us to conduct both qualitative and quantitative evaluations and evaluate homeostatic equilibrium states. The results support that application of PN models assists understanding of an event-driven bone remodeling mechanism using PN-specific procedures such as places, transitions, and firings. PMID:19838338

Nonlinear storage models of unconfined flow through a shallow aquifer on an inclined base and their quasi-steady flow application

NASA Astrophysics Data System (ADS)

Varvaris, Ioannis; Gravanis, Elias; Koussis, Antonis; Akylas, Evangelos

2013-04-01

Hillslope processes involving flow through an inclined shallow aquifer range from subsurface stormflow to stream base flow (drought flow, or groundwater recession flow). In the case of recharge, the infiltrating water moves vertically as unsaturated flow until it reaches the saturated groundwater, where the flow is approximately parallel to the base of the aquifer. Boussinesq used the Dupuit-Forchheimer (D-F) hydraulic theory to formulate unconfined groundwater flow through a soil layer resting on an impervious inclined bed, deriving a nonlinear equation for the flow rate that consists of a linear gravity-driven component and a quadratic pressure-gradient component. Inserting that flow rate equation into the differential storage balance equation (volume conservation) Boussinesq obtained a nonlinear second-order partial differential equation for the depth. So far however, only few special solutions have been advanced for that governing equation. The nonlinearity of the equation of Boussinesq is the major obstacle to deriving a general analytical solution for the depth profile of unconfined flow on a sloping base with recharge (from which the discharges could be then determined). Henderson and Wooding (1964) were able to obtain an exact analytical solution for steady unconfined flow on a sloping base, with recharge, and their work deserves special note in the realm of solutions of the nonlinear equation of Boussinesq. However, the absence of a general solution for the transient case, which is of practical interest to hydrologists, has been the motivation for developing approximate solutions of the non-linear equation of Boussinesq. In this work, we derive the aquifer storage function by integrating analytically over the aquifer base the depth profiles resulting from the complete nonlinear Boussinesq equation for steady flow. This storage function consists of a linear and a nonlinear outflow-dependent term. Then, we use this physics-based storage function in the transient storage balance over the hillslope, obtaining analytical solutions of the outflow and the storage, for recharge and drainage, via a quasi-steady flow calculation. The hydraulically derived storage model is thus embedded in a quasi-steady approximation of transient unconfined flow in sloping aquifers. We generalise this hydrologic model of groundwater flow by modifying the storage function to be the weighted sum of the linear and the nonlinear storage terms, determining the weighting factor objectively from a known integral quantity of the flow (either an initial volume of water stored in the aquifer or a drained water volume). We demonstrate the validity of this model through comparisons with experimental data and simulation results.

Multifluxon dynamics in driven Josephson junctions

NASA Astrophysics Data System (ADS)

Lawrence, Albert; Kim, Nung Soo; McDaniel, James; Jack, Michael

1985-06-01

The dynamics of fluxons in a long Josephson junction driven by time-varying nonuniform bias currents are described by a generalization of the sine-Gordon equation. This equation has solitary wave solutions which correspond to current vortices or quantized packets of magnetic flux in the junction. As with the sine-Gordon equation, multifluxon solutions may be demonstrated for the long Josephson junction. Our numerical calculations show that several fluxons may be launched or annihilated at the end of a junction. We also show multiple steady state conditions which correspond to one or more flux quanta trapped in the junction.

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.

A New Factorisation of a General Second Order Differential Equation

ERIC Educational Resources Information Center

Clegg, Janet

2006-01-01

A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…

Quantum spatial propagation of squeezed light in a degenerate parametric amplifier

NASA Technical Reports Server (NTRS)

Deutsch, Ivan H.; Garrison, John C.

1992-01-01

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

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

NASA Technical Reports Server (NTRS)

Milman, Mark M.; Scheid, Robert E.

1987-01-01

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

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

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

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Modeling a Single SEP Event from Multiple Vantage Points Using the iPATH Model

NASA Astrophysics Data System (ADS)

Hu, Junxiang; Li, Gang; Fu, Shuai; Zank, Gary; Ao, Xianzhi

2018-02-01

Using the recently extended 2D improved Particle Acceleration and Transport in the Heliosphere (iPATH) model, we model an example gradual solar energetic particle event as observed at multiple locations. Protons and ions that are energized via the diffusive shock acceleration mechanism are followed at a 2D coronal mass ejection-driven shock where the shock geometry varies across the shock front. The subsequent transport of energetic particles, including cross-field diffusion, is modeled by a Monte Carlo code that is based on a stochastic differential equation method. Time intensity profiles and particle spectra at multiple locations and different radial distances, separated in longitudes, are presented. The results shown here are relevant to the upcoming Parker Solar Probe mission.

Gauge theory for finite-dimensional dynamical systems.

PubMed

Gurfil, Pini

2007-06-01

Gauge theory is a well-established concept in quantum physics, electrodynamics, and cosmology. This concept has recently proliferated into new areas, such as mechanics and astrodynamics. In this paper, we discuss a few applications of gauge theory in finite-dimensional dynamical systems. We focus on the concept of rescriptive gauge symmetry, which is, in essence, rescaling of an independent variable. We show that a simple gauge transformation of multiple harmonic oscillators driven by chaotic processes can render an apparently "disordered" flow into a regular dynamical process, and that there exists a strong connection between gauge transformations and reduction theory of ordinary differential equations. Throughout the discussion, we demonstrate the main ideas by considering examples from diverse fields, including quantum mechanics, chemistry, rigid-body dynamics, and information theory.

Dynamics of embedded curves by doubly-nonlocal reaction-diffusion systems

NASA Astrophysics Data System (ADS)

von Brecht, James H.; Blair, Ryan

2017-11-01

We study a class of nonlocal, energy-driven dynamical models that govern the motion of closed, embedded curves from both an energetic and dynamical perspective. Our energetic results provide a variety of ways to understand physically motivated energetic models in terms of more classical, combinatorial measures of complexity for embedded curves. This line of investigation culminates in a family of complexity bounds that relate a rather broad class of models to a generalized, or weighted, variant of the crossing number. Our dynamic results include global well-posedness of the associated partial differential equations, regularity of equilibria for these flows as well as a more detailed investigation of dynamics near such equilibria. Finally, we explore a few global dynamical properties of these models numerically.

Spectrum Analysis of Inertial and Subinertial Motions Based on Analyzed Winds and Wind-Driven Currents from a Primitive Equation General Ocean Circulation Model.

DTIC Science & Technology

1982-12-01

1Muter.Te Motions Based on Ana lyzed Winds and wind-driven December 1982 Currents from. a Primitive Squat ion General a.OW -love"*..* Oean Circulation...mew se"$ (comeS.... do oISN..u am ae~ 00do OWaor NUN Fourier and Rotary Spc , Analysis Modeled Inertial and Subinrtial Motion 4 Primitive Equation

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.

A new numerical approximation of the fractal ordinary differential equation

NASA Astrophysics Data System (ADS)

Atangana, Abdon; Jain, Sonal

2018-02-01

The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

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

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

The numerical solution of ordinary differential equations by the Taylor series method

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.

A local equation for differential diagnosis of β-thalassemia trait and iron deficiency anemia by logistic regression analysis in Southeast Iran.

PubMed

Sargolzaie, Narjes; Miri-Moghaddam, Ebrahim

2014-01-01

The most common differential diagnosis of β-thalassemia (β-thal) trait is iron deficiency anemia. Several red blood cell equations were introduced during different studies for differential diagnosis between β-thal trait and iron deficiency anemia. Due to genetic variations in different regions, these equations cannot be useful in all population. The aim of this study was to determine a native equation with high accuracy for differential diagnosis of β-thal trait and iron deficiency anemia for the Sistan and Baluchestan population by logistic regression analysis. We selected 77 iron deficiency anemia and 100 β-thal trait cases. We used binary logistic regression analysis and determined best equations for probability prediction of β-thal trait against iron deficiency anemia in our population. We compared diagnostic values and receiver operative characteristic (ROC) curve related to this equation and another 10 published equations in discriminating β-thal trait and iron deficiency anemia. The binary logistic regression analysis determined the best equation for best probability prediction of β-thal trait against iron deficiency anemia with area under curve (AUC) 0.998. Based on ROC curves and AUC, Green & King, England & Frazer, and then Sirdah indices, respectively, had the most accuracy after our equation. We suggest that to get the best equation and cut-off in each region, one needs to evaluate specific information of each region, specifically in areas where populations are homogeneous, to provide a specific formula for differentiating between β-thal trait and iron deficiency anemia.

The physics behind Van der Burgh's empirical equation, providing a new predictive equation for salinity intrusion in estuaries

NASA Astrophysics Data System (ADS)

Zhang, Zhilin; Savenije, Hubert H. G.

2017-07-01

The practical value of the surprisingly simple Van der Burgh equation in predicting saline water intrusion in alluvial estuaries is well documented, but the physical foundation of the equation is still weak. In this paper we provide a connection between the empirical equation and the theoretical literature, leading to a theoretical range of Van der Burgh's coefficient of 1/2 < K < 2/3 for density-driven mixing which falls within the feasible range of 0 < K < 1. In addition, we developed a one-dimensional predictive equation for the dispersion of salinity as a function of local hydraulic parameters that can vary along the estuary axis, including mixing due to tide-driven residual circulation. This type of mixing is relevant in the wider part of alluvial estuaries where preferential ebb and flood channels appear. Subsequently, this dispersion equation is combined with the salt balance equation to obtain a new predictive analytical equation for the longitudinal salinity distribution. Finally, the new equation was tested and applied to a large database of observations in alluvial estuaries, whereby the calibrated K values appeared to correspond well to the theoretical range.

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

ERIC Educational Resources Information Center

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

1983-01-01

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

Local algebraic analysis of differential systems

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2015-06-01

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

Oxidation Behavior of Carbon Fiber-Reinforced Composites

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2008-01-01

OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.

The method of averages applied to the KS differential equations

NASA Technical Reports Server (NTRS)

Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.

1977-01-01

A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

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

2017-07-01

New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.

Three-dimensional Cascaded Lattice Boltzmann Model for Thermal Convective Flows

NASA Astrophysics Data System (ADS)

Hajabdollahi, Farzaneh; Premnath, Kannan

2017-11-01

Fluid motion driven by thermal effects, such as due to buoyancy in differentially heated enclosures arise in several natural and industrial settings, whose understanding can be achieved via numerical simulations. Lattice Boltzmann (LB) methods are efficient kinetic computational approaches for coupled flow physics problems. In this study, we develop three-dimensional (3D) LB models based on central moments and multiple relaxation times for D3Q7 and D3Q15 lattices to solve the energy transport equations in a double distribution function approach. Their collision operators lead to a cascaded structure involving higher order terms resulting in improved stability. This is coupled to a central moment based LB flow solver with source terms. The new 3D cascaded LB models for the convective flows are first validated for natural convection of air driven thermally on two vertically opposite faces in a cubic cavity at different Rayleigh numbers against prior numerical and experimental data, which show good quantitative agreement. Then, the detailed structure of the 3D flow and thermal fields and the heat transfer rates at different Rayleigh numbers are analyzed and interpreted.

Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.

Program for solution of ordinary differential equations

NASA Technical Reports Server (NTRS)

Sloate, H.

1973-01-01

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

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

Modeling biological gradient formation: combining partial differential equations and Petri nets.

PubMed

Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J

2016-01-01

Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.

The Ptolemaic Approach to Ionospheric Electrodynamics

NASA Astrophysics Data System (ADS)

Vasyliunas, V. M.

2010-12-01

The conventional treatment of ionospheric electrodynamics (as expounded in standard textbooks and tutorial publications) consists of a set of equations, plus verbal descriptions of the physical processes supposedly represented by the equations. Key assumptions underlying the equations are: electric field equal to the gradient of a potential, electric current driven by an Ohm's law (with both electric-field and neutral-wind terms), continuity of current then giving a second-order elliptic differential equation for calculating the potential; as a separate assumption, ion and electron bulk flows are determined by ExB drifts plus collision effects. The verbal descriptions are in several respects inconsistent with the equations; furthermore, both the descriptions and the equations are not compatible with the more rigorous physical understanding derived from the complete plasma and Maxwell's equations. The conventional ionospheric equations are applicable under restricted conditions, corresponding to a quasi-steady-state equilibrium limit, and are thus intrinsically incapable of answering questions about causal relations or dynamic developments. Within their limited range of applicability, however, the equations are in most cases adequate to explain the observations, despite the deficient treatment of plasma physics. (A historical precedent that comes to mind is that of astronomical theory at the time of Copernicus and for some decades afterwards, when the Ptolemaic scheme could explain the observations at least as well if not better than the Copernican. Some of the verbal descriptions in conventional ionospheric electrodynamics might be considered Ptolemaic also in the more literal sense of being formulated exclusively in terms of a fixed Earth.) I review the principal differences between the two approaches, point out some questions where the conventional ionospheric theory does not provide unambiguous answers even within its range of validity (e.g., topside and bottomside boundary conditions on electrodynamics), and illustrate with some simple examples of how a neutral-wind dynamo really develops.

Generalized two-temperature model for coupled phonon-magnon diffusion.

PubMed

Liao, Bolin; Zhou, Jiawei; Chen, Gang

2014-07-11

We generalize the two-temperature model [Sanders and Walton, Phys. Rev. B 15, 1489 (1977)] for coupled phonon-magnon diffusion to include the effect of the concurrent magnetization flow, with a particular emphasis on the thermal consequence of the magnon flow driven by a nonuniform magnetic field. Working within the framework of the Boltzmann transport equation, we derive the constitutive equations for coupled phonon-magnon transport driven by gradients of both temperature and external magnetic fields, and the corresponding conservation laws. Our equations reduce to the original Sanders-Walton two-temperature model under a uniform external field, but predict a new magnon cooling effect driven by a nonuniform magnetic field in a homogeneous single-domain ferromagnet. We estimate the magnitude of the cooling effect in an yttrium iron garnet, and show it is within current experimental reach. With properly optimized materials, the predicted cooling effect can potentially supplement the conventional magnetocaloric effect in cryogenic applications in the future.

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

DOE PAGES

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

2017-12-20

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

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

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

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

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

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

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Noncommutative differential geometry related to the Young-Baxter equation

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

Gurevich, D.; Radul, A.; Rubtsov, V.

1995-11-10

An analogue of the differential calculus associated with a unitary solution of the quantum Young-Baxter equation is constructed. An example of a ring sheaf Z`s considered in which local solutions of the Young-Baxter quantum equation are defined but there is no global section.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Relationship Between Integro-Differential Schrodinger Equation with a Symmetric Kernel and Position-Dependent Effective Mass

NASA Astrophysics Data System (ADS)

Khosropour, B.; Moayedi, S. K.; Sabzali, R.

2018-07-01

The solution of integro-differential Schrodinger equation (IDSE) which was introduced by physicists has a great role in the fields of science. The purpose of this paper comes in two parts. First, studying the relationship between integro-differential Schrodinger equation with a symmetric non-local potential and one-dimensional Schrodinger equation with a position-dependent effective mass. Second, we show that the quantum Hamiltonian for a particle with position-dependent mass after applying Liouville-Green transformations will be converted to a quantum Hamiltonian for a particle with constant mass.

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1992-01-01

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

Streaming current magnetic fields in a charged nanopore

PubMed Central

Mansouri, Abraham; Taheri, Peyman; Kostiuk, Larry W.

2016-01-01

Magnetic fields induced by currents created in pressure driven flows inside a solid-state charged nanopore were modeled by numerically solving a system of steady state continuum partial differential equations, i.e., Poisson, Nernst-Planck, Ampere and Navier-Stokes equations (PNPANS). This analysis was based on non-dimensional transport governing equations that were scaled using Debye length as the characteristic length scale, and applied to a finite length cylindrical nano-channel. The comparison of numerical and analytical studies shows an excellent agreement and verified the magnetic fields density both inside and outside the nanopore. The radially non-uniform currents resulted in highly non-uniform magnetic fields within the nanopore that decay as 1/r outside the nanopore. It is worth noting that for either streaming currents or streaming potential cases, the maximum magnetic field occurred inside the pore in the vicinity of nanopore wall, as opposed to a cylindrical conductor that carries a steady electric current where the maximum magnetic fields occur at the perimeter of conductor. Based on these results, it is suggested and envisaged that non-invasive external magnetic fields readouts generated by streaming/ionic currents may be viewed as secondary electronic signatures of biomolecules to complement and enhance current DNA nanopore sequencing techniques. PMID:27833119

One-dimensional model of interacting-step fluctuations on vicinal surfaces: Analytical formulas and kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Patrone, Paul N.; Einstein, T. L.; Margetis, Dionisios

2010-12-01

We study analytically and numerically a one-dimensional model of interacting line defects (steps) fluctuating on a vicinal crystal. Our goal is to formulate and validate analytical techniques for approximately solving systems of coupled nonlinear stochastic differential equations (SDEs) governing fluctuations in surface motion. In our analytical approach, the starting point is the Burton-Cabrera-Frank (BCF) model by which step motion is driven by diffusion of adsorbed atoms on terraces and atom attachment-detachment at steps. The step energy accounts for entropic and nearest-neighbor elastic-dipole interactions. By including Gaussian white noise to the equations of motion for terrace widths, we formulate large systems of SDEs under different choices of diffusion coefficients for the noise. We simplify this description via (i) perturbation theory and linearization of the step interactions and, alternatively, (ii) a mean-field (MF) approximation whereby widths of adjacent terraces are replaced by a self-consistent field but nonlinearities in step interactions are retained. We derive simplified formulas for the time-dependent terrace-width distribution (TWD) and its steady-state limit. Our MF analytical predictions for the TWD compare favorably with kinetic Monte Carlo simulations under the addition of a suitably conservative white noise in the BCF equations.

Navier-Stokes dynamics on a differential one-form

NASA Astrophysics Data System (ADS)

Story, Troy L.

2006-11-01

After transforming the Navier-Stokes dynamic equation into a characteristic differential one-form on an odd-dimensional differentiable manifold, exterior calculus is used to construct a pair of differential equations and tangent vector(vortex vector) characteristic of Hamiltonian geometry. A solution to the Navier-Stokes dynamic equation is then obtained by solving this pair of equations for the position x^k and the conjugate to the position bk as functions of time. The solution bk is shown to be divergence-free by contracting the differential 3-form corresponding to the divergence of the gradient of the velocity with a triple of tangent vectors, implying constraints on two of the tangent vectors for the system. Analysis of the solution bk shows it is bounded since it remains finite as | x^k | ->,, and is physically reasonable since the square of the gradient of the principal function is bounded. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian is obtained.

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.

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.

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

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

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

ERIC Educational Resources Information Center

Quinn, Terry; Rai, Sanjay

2012-01-01

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

Coincidence degree and periodic solutions of neutral equations

NASA Technical Reports Server (NTRS)

Hale, J. K.; Mawhin, J.

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

Khataybeh, S. N.; Hashim, I.

2018-04-01

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

White-light parametric instabilities in plasmas.

PubMed

Santos, J E; Silva, L O; Bingham, R

2007-06-08

Parametric instabilities driven by partially coherent radiation in plasmas are described by a generalized statistical Wigner-Moyal set of equations, formally equivalent to the full wave equation, coupled to the plasma fluid equations. A generalized dispersion relation for stimulated Raman scattering driven by a partially coherent pump field is derived, revealing a growth rate dependence, with the coherence width sigma of the radiation field, scaling with 1/sigma for backscattering (three-wave process), and with 1/sigma1/2 for direct forward scattering (four-wave process). Our results demonstrate the possibility to control the growth rates of these instabilities by properly using broadband pump radiation fields.

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

ERIC Educational Resources Information Center

Tolle, John

2011-01-01

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

Effect of Differential Item Functioning on Test Equating

ERIC Educational Resources Information Center

Kabasakal, Kübra Atalay; Kelecioglu, Hülya

2015-01-01

This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…

Cubication of Conservative Nonlinear Oscillators

ERIC Educational Resources Information Center

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

2009-01-01

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

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

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

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

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

NASA Technical Reports Server (NTRS)

Krogh, F. T.; Stewart, K.

1984-01-01

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

Stochastic modeling of soil salinity

NASA Astrophysics Data System (ADS)

Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.

2010-12-01

A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.

On the Number of Periodic Solutions of Delay Differential Equations

NASA Astrophysics Data System (ADS)

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

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

Illness-death model: statistical perspective and differential equations.

PubMed

Brinks, Ralph; Hoyer, Annika

2018-01-27

The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.

Algorithms For Integrating Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

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

1994-01-01

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

Chaotic He-Ne laser

NASA Astrophysics Data System (ADS)

Kuusela, Tom A.

2017-09-01

A He-Ne laser is an example of a class A laser, which can be described by a single nonlinear differential equation of the complex electric field. This laser system has only one degree of freedom and is thus inherently stable. A He-Ne laser can be driven to the chaotic condition when a large fraction of the output beam is injected back to the laser. In practice, this can be done simply by adding an external mirror. In this situation, the laser system has infinite degrees of freedom and therefore it can have a chaotic attractor. We show the fundamental laser equations and perform elementary stability analysis. In experiments, the laser intensity variations are measured by a simple photodiode circuit. The laser output intensity time series is studied using nonlinear analysis tools which can be found freely on the internet. The results show that the laser system with feedback has an attractor of a reasonably high dimension and that the maximal Lyapunov exponent is positive, which is clear evidence of chaotic behaviour. The experimental setup and analysis steps are so simple that the studies can even be implemented in the undergraduate physics laboratory.

Nanostructures study of CNT nanofluids transport with temperature-dependent variable viscosity in a muscular tube

NASA Astrophysics Data System (ADS)

Akbar, Noreen Sher; Abid, Syed Ali; Tripathi, Dharmendra; Mir, Nazir Ahmed

2017-03-01

The transport of single-wall carbon nanotube (CNT) nanofluids with temperature-dependent variable viscosity is analyzed by peristaltically driven flow. The main flow problem has been modeled using cylindrical coordinates and flow equations are simplified to ordinary differential equations using long wavelength and low Reynolds' number approximation. Analytical solutions have been obtained for axial velocity, pressure gradient and temperature. Results acquired are discussed graphically for better understanding. It is observed that with an increment in the Grashof number the velocity of the governing fluids starts to decrease significantly and the pressure gradient is higher for pure water as compared to single-walled carbon nanotubes due to low density. As the specific heat is very high for pure water as compared to the multi-wall carbon nanotubes, it raises temperature of the muscles, in the case of pure water, as compared to the multi-walled carbon nanotubes. Furthermore, it is noticed that the trapped bolus starts decreasing in size as the buoyancy forces are dominant as compared to viscous forces. This model may be applicable in biomedical engineering and nanotechnology to design the biomedical devices.

Numerical simulation of magmatic hydrothermal systems

USGS Publications Warehouse

Ingebritsen, S.E.; Geiger, S.; Hurwitz, S.; Driesner, T.

2010-01-01

The dynamic behavior of magmatic hydrothermal systems entails coupled and nonlinear multiphase flow, heat and solute transport, and deformation in highly heterogeneous media. Thus, quantitative analysis of these systems depends mainly on numerical solution of coupled partial differential equations and complementary equations of state (EOS). The past 2 decades have seen steady growth of computational power and the development of numerical models that have eliminated or minimized the need for various simplifying assumptions. Considerable heuristic insight has been gained from process-oriented numerical modeling. Recent modeling efforts employing relatively complete EOS and accurate transport calculations have revealed dynamic behavior that was damped by linearized, less accurate models, including fluid property control of hydrothermal plume temperatures and three-dimensional geometries. Other recent modeling results have further elucidated the controlling role of permeability structure and revealed the potential for significant hydrothermally driven deformation. Key areas for future reSearch include incorporation of accurate EOS for the complete H2O-NaCl-CO2 system, more realistic treatment of material heterogeneity in space and time, realistic description of large-scale relative permeability behavior, and intercode benchmarking comparisons. Copyright 2010 by the American Geophysical Union.

Variation and Grey GM(1, 1) Prediction of Melting Peak Temperature of Polypropylene During Ultraviolet Radiation Aging

NASA Astrophysics Data System (ADS)

Chen, K.; Y Zhang, T.; Zhang, F.; Zhang, Z. R.

2017-12-01

Grey system theory regards uncertain system in which information is known partly and unknown partly as research object, extracts useful information from part known, and thereby revealing the potential variation rule of the system. In order to research the applicability of data-driven modelling method in melting peak temperature (T m) fitting and prediction of polypropylene (PP) during ultraviolet radiation aging, the T m of homo-polypropylene after different ultraviolet radiation exposure time investigated by differential scanning calorimeter was fitted and predicted by grey GM(1, 1) model based on grey system theory. The results show that the T m of PP declines with the prolong of aging time, and fitting and prediction equation obtained by grey GM(1, 1) model is T m = 166.567472exp(-0.00012t). Fitting effect of the above equation is excellent and the maximum relative error between prediction value and actual value of T m is 0.32%. Grey system theory needs less original data, has high prediction accuracy, and can be used to predict aging behaviour of PP.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

NASA Technical Reports Server (NTRS)

Gunderson, R. W.

1973-01-01

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

Calculating work in weakly driven quantum master equations: Backward and forward equations

NASA Astrophysics Data System (ADS)

Liu, Fei

2016-01-01

I present a technical report indicating that the two methods used for calculating characteristic functions for the work distribution in weakly driven quantum master equations are equivalent. One involves applying the notion of quantum jump trajectory [Phys. Rev. E 89, 042122 (2014), 10.1103/PhysRevE.89.042122], while the other is based on two energy measurements on the combined system and reservoir [Silaev et al., Phys. Rev. E 90, 022103 (2014), 10.1103/PhysRevE.90.022103]. These represent backward and forward methods, respectively, which adopt a very similar approach to that of the Kolmogorov backward and forward equations used in classical stochastic theory. The microscopic basis for the former method is also clarified. In addition, a previously unnoticed equality related to the heat is also revealed.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

LL-37 directs macrophage differentiation toward macrophages with a proinflammatory signature.

PubMed

van der Does, Anne M; Beekhuizen, Henry; Ravensbergen, Bep; Vos, Tim; Ottenhoff, Tom H M; van Dissel, Jaap T; Drijfhout, Jan W; Hiemstra, Pieter S; Nibbering, Peter H

2010-08-01

The human cathelicidin LL-37 has broad-spectrum antimicrobial activity. It also participates at the interface of innate and adaptive immunity by chemoattracting immune effector cells, modulating the production of a variety of inflammatory mediators by different cell types, and regulating the differentiation of monocytes into dendritic cells. In this study, we investigated the effects of LL-37 on the differentiation of human monocytes into anti-inflammatory macrophages (MPhi-2; driven by M-CSF) versus proinflammatory macrophages (MPhi-1; driven by GM-CSF) as well as on fully differentiated MPhi-1 and MPhi-2. Results revealed that monocytes cultured with M-CSF in the presence of LL-37 resulted in macrophages displaying a proinflammatory signature, namely, low expression of CD163 and little IL-10 and profound IL-12p40 production on LPS stimulation. The effects of LL-37 on M-CSF-driven macrophage differentiation were dose- and time-dependent with maximal effects observed at 10 microg/ml when the peptide was present from the start of the cultures. The peptide enhanced the GM-CSF-driven macrophage differentiation. Exposure of fully differentiated MPhi-2 to LL-37 for 6 d resulted in macrophages that produced less IL-10 and more IL-12p40 on LPS stimulation than control MPhi-2. In contrast, LL-37 had no effect on fully differentiated MPhi-1. Peptide mapping using a set of 16 overlapping 22-mer peptides covering the complete LL-37 sequence revealed that the C-terminal portion of LL-37 is responsible for directing macrophage differentiation. Our results furthermore indicate that the effects of LL-37 on macrophage differentiation required internalization of the peptide. Together, we conclude that LL-37 directs macrophage differentiation toward macrophages with a proinflammatory signature.

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.

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

PubMed

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

2018-01-01

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

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

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

2014-01-01

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

Tori and chaos in a simple C1-system

NASA Astrophysics Data System (ADS)

Roessler, O. E.; Kahiert, C.; Ughleke, B.

A piecewise-linear autonomous 3-variable ordinary differential equation is presented which permits analytical modeling of chaotic attractors. A once-differentiable system of equations is defined which consists of two linear half-systems which meet along a threshold plane. The trajectories described by each equation is thereby continuous along the divide, forming a one-parameter family of invariant tori. The addition of a damping term produces a system of equations for various chaotic attractors. Extension of the system by means of a 4-variable generalization yields hypertori and hyperchaos. It is noted that the hierarchy established is amenable to analysis by the use of Poincare half-maps. Applications of the systems of ordinary differential equations to modeling turbulent flows are discussed.

An exact solution to the relativistic equation of motion of a charged particle driven by a linearly polarized electromagnetic wave

NASA Technical Reports Server (NTRS)

Shebalin, John V.

1988-01-01

An exact analytic solution is found for a basic electromagnetic wave-charged particle interaction by solving the nonlinear equations of motion. The particle position, velocity, and corresponding time are found to be explicit functions of the total phase of the wave. Particle position and velocity are thus implicit functions of time. Applications include describing the motion of a free electron driven by an intense laser beam..

Differential equation of exospheric lateral transport and its application to terrestrial hydrogen

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

Symmetry and singularity properties of second-order ordinary differential equations of Lie's type III

NASA Astrophysics Data System (ADS)

Andriopoulos, K.; Leach, P. G. L.

2007-04-01

We extend the work of Abraham-Shrauner [B. Abraham-Shrauner, Hidden symmetries and linearization of the modified Painleve-Ince equation, J. Math. Phys. 34 (1993) 4809-4816] on the linearization of the modified Painleve-Ince equation to a wider class of nonlinear second-order ordinary differential equations invariant under the symmetries of time translation and self-similarity. In the process we demonstrate a remarkable connection with the parameters obtained in the singularity analysis of this class of equations.

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Xcas as a Programming Environment for Stability Conditions for a Class of Differential Equation Models in Economics

NASA Astrophysics Data System (ADS)

Halkos, George E.; Tsilika, Kyriaki D.

2011-09-01

In this paper we examine the property of asymptotic stability in several dynamic economic systems, modeled in ordinary differential equation formulations of time parameter t. Asymptotic stability ensures intertemporal equilibrium for the economic quantity the solution stands for, regardless of what the initial conditions happen to be. Existence of economic equilibrium in continuous time models is checked via a Symbolic language, the Xcas program editor. Using stability theorems of differential equations as background a brief overview of symbolic capabilities of free software Xcas is given. We present computational experience with a programming style for stability results of ordinary linear and nonlinear differential equations. Numerical experiments on traditional applications of economic dynamics exhibit the simplicity clarity and brevity of input and output of our computer codes.

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 Unified Introduction to Ordinary Differential Equations

ERIC Educational Resources Information Center

Lutzer, Carl V.

2006-01-01

This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)

Introduction to the Difference Calculus through the Fibonacci Numbers

ERIC Educational Resources Information Center

Shannon, A. G.; Atanassov, K. T.

2002-01-01

This note explores ways in which the Fibonacci numbers can be used to introduce difference equations as a prelude to differential equations. The rationale is that the formal aspects of discrete mathematics can provide a concrete introduction to the mechanisms of solving difference and differential equations without the distractions of the analytic…

Dual exponential polynomials and linear differential equations

NASA Astrophysics Data System (ADS)

Wen, Zhi-Tao; Gundersen, Gary G.; Heittokangas, Janne

2018-01-01

We study linear differential equations with exponential polynomial coefficients, where exactly one coefficient is of order greater than all the others. The main result shows that a nontrivial exponential polynomial solution of such an equation has a certain dual relationship with the maximum order coefficient. Several examples illustrate our results and exhibit possibilities that can occur.

Quasi-generalized variables

NASA Technical Reports Server (NTRS)

Baumgarten, J.; Ostermeyer, G. P.

1986-01-01

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

The Use of Kruskal-Newton Diagrams for Differential Equations

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

T. Fishaleck and R.B. White

2008-02-19

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

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

DTIC Science & Technology

1988-07-01

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

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

PubMed

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

2015-01-01

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

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

Hariharan, G.

2017-05-01

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

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

Isa, Sharena Mohamad; Ali, Anati

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

Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

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

PubMed

Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan

2013-01-01

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

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2004-01-01

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

Local and global Hopf bifurcation analysis in a neutral-type neuron system with two delays

NASA Astrophysics Data System (ADS)

Lv, Qiuyu; Liao, Xiaofeng

2018-03-01

In recent years, neutral-type differential-difference equations have been applied extensively in the field of engineering, and their dynamical behaviors are more complex than that of the delay differential-difference equations. In this paper, the equations used to describe a neutral-type neural network system of differential difference equation with two delays are studied (i.e. neutral-type differential equations). Firstly, by selecting τ1, τ2 respectively as a parameter, we provide an analysis about the local stability of the zero equilibrium point of the equations, and sufficient conditions of asymptotic stability for the system are derived. Secondly, by using the theory of normal form and applying the theorem of center manifold introduced by Hassard et al., the Hopf bifurcation is found and some formulas for deciding the stability of periodic solutions and the direction of Hopf bifurcation are given. Moreover, by applying the theorem of global Hopf bifurcation, the existence of global periodic solution of the system is studied. Finally, an example is given, and some computer numerical simulations are taken to demonstrate and certify the correctness of the presented results.

Spatial complexity of solutions of higher order partial differential equations

NASA Astrophysics Data System (ADS)

Kukavica, Igor

2004-03-01

We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .

New stability conditions for mixed linear Levin-Nohel integro-differential equations

NASA Astrophysics Data System (ADS)

Dung, Nguyen Tien

2013-08-01

For the mixed Levin-Nohel integro-differential equation, we obtain new necessary and sufficient conditions of asymptotic stability. These results improve those obtained by Becker and Burton ["Stability, fixed points and inverse of delays," Proc. - R. Soc. Edinburgh, Sect. A 136, 245-275 (2006)], 10.1017/S0308210500004546 and Jin and Luo ["Stability of an integro-differential equation," Comput. Math. Appl. 57(7), 1080-1088 (2009)], 10.1016/j.camwa.2009.01.006 when b(t) = 0 and supplement the 3/2-stability theorem when a(t, s) = 0. In addition, the case of the equations with several delays is discussed as well.

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

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1971-01-01

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

Thermodynamics-based models of transcriptional regulation with gene sequence.

PubMed

Wang, Shuqiang; Shen, Yanyan; Hu, Jinxing

2015-12-01

Quantitative models of gene regulatory activity have the potential to improve our mechanistic understanding of transcriptional regulation. However, the few models available today have been based on simplistic assumptions about the sequences being modeled or heuristic approximations of the underlying regulatory mechanisms. In this work, we have developed a thermodynamics-based model to predict gene expression driven by any DNA sequence. The proposed model relies on a continuous time, differential equation description of transcriptional dynamics. The sequence features of the promoter are exploited to derive the binding affinity which is derived based on statistical molecular thermodynamics. Experimental results show that the proposed model can effectively identify the activity levels of transcription factors and the regulatory parameters. Comparing with the previous models, the proposed model can reveal more biological sense.

The acceleration of particles at propagating interplanetary shocks

NASA Astrophysics Data System (ADS)

Prinsloo, P. L.; Strauss, R. D. T.

2017-12-01

Enhancements of charged energetic particles are often observed at Earth following the eruption of coronal mass ejections (CMEs) on the Sun. These enhancements are thought to arise from the acceleration of those particles at interplanetary shocks forming ahead of CMEs, propagating into the heliosphere. In this study, we model the acceleration of these energetic particles by solving a set of stochastic differential equations formulated to describe their transport and including the effects of diffusive shock acceleration. The study focuses on how acceleration at halo-CME-driven shocks alter the energy spectra of non-thermal particles, while illustrating how this acceleration process depends on various shock and transport parameters. We finally attempt to establish the relative contributions of different seed populations of energetic particles in the inner heliosphere to observed intensities during selected acceleration events.

A weighted ℓ{sub 1}-minimization approach for sparse polynomial chaos expansions

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

Peng, Ji; Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2014-06-15

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ{sub 1}-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weightedℓ{sub 1}-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with amore » random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.« less

MATHEMATICAL METHODS IN MEDICAL IMAGE PROCESSING

PubMed Central

ANGENENT, SIGURD; PICHON, ERIC; TANNENBAUM, ALLEN

2013-01-01

In this paper, we describe some central mathematical problems in medical imaging. The subject has been undergoing rapid changes driven by better hardware and software. Much of the software is based on novel methods utilizing geometric partial differential equations in conjunction with standard signal/image processing techniques as well as computer graphics facilitating man/machine interactions. As part of this enterprise, researchers have been trying to base biomedical engineering principles on rigorous mathematical foundations for the development of software methods to be integrated into complete therapy delivery systems. These systems support the more effective delivery of many image-guided procedures such as radiation therapy, biopsy, and minimally invasive surgery. We will show how mathematics may impact some of the main problems in this area, including image enhancement, registration, and segmentation. PMID:23645963

Mechanic-Like Resonance in the Maxwell-Bloch Equations

ERIC Educational Resources Information Center

Meziane, Belkacem

2008-01-01

We show that, in their unstable regime of operation, the "Maxwell-Bloch" equations that describe light-matter interactions inside a bad-cavity-configured laser carry the same resonance properties as any externally driven mechanic or electric oscillator. This finding demonstrates that the nonlinearly coupled laser equations belong to the same…

Data-driven Climate Modeling and Prediction

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2016-12-01

Global climate models aim to simulate a broad range of spatio-temporal scales of climate variability with state vector having many millions of degrees of freedom. On the other hand, while detailed weather prediction out to a few days requires high numerical resolution, it is fairly clear that a major fraction of large-scale climate variability can be predicted in a much lower-dimensional phase space. Low-dimensional models can simulate and predict this fraction of climate variability, provided they are able to account for linear and nonlinear interactions between the modes representing large scales of climate dynamics, as well as their interactions with a much larger number of modes representing fast and small scales. This presentation will highlight several new applications by Multilayered Stochastic Modeling (MSM) [Kondrashov, Chekroun and Ghil, 2015] framework that has abundantly proven its efficiency in the modeling and real-time forecasting of various climate phenomena. MSM is a data-driven inverse modeling technique that aims to obtain a low-order nonlinear system of prognostic equations driven by stochastic forcing, and estimates both the dynamical operator and the properties of the driving noise from multivariate time series of observations or a high-end model's simulation. MSM leads to a system of stochastic differential equations (SDEs) involving hidden (auxiliary) variables of fast-small scales ranked by layers, which interact with the macroscopic (observed) variables of large-slow scales to model the dynamics of the latter, and thus convey memory effects. New MSM climate applications focus on development of computationally efficient low-order models by using data-adaptive decomposition methods that convey memory effects by time-embedding techniques, such as Multichannel Singular Spectrum Analysis (M-SSA) [Ghil et al. 2002] and recently developed Data-Adaptive Harmonic (DAH) decomposition method [Chekroun and Kondrashov, 2016]. In particular, new results by DAH-MSM modeling and prediction of Arctic Sea Ice, as well as decadal predictions of near-surface Earth temperatures will be presented.

The systems biology simulation core algorithm

PubMed Central

2013-01-01

Background With the increasing availability of high dimensional time course data for metabolites, genes, and fluxes, the mathematical description of dynamical systems has become an essential aspect of research in systems biology. Models are often encoded in formats such as SBML, whose structure is very complex and difficult to evaluate due to many special cases. Results This article describes an efficient algorithm to solve SBML models that are interpreted in terms of ordinary differential equations. We begin our consideration with a formal representation of the mathematical form of the models and explain all parts of the algorithm in detail, including several preprocessing steps. We provide a flexible reference implementation as part of the Systems Biology Simulation Core Library, a community-driven project providing a large collection of numerical solvers and a sophisticated interface hierarchy for the definition of custom differential equation systems. To demonstrate the capabilities of the new algorithm, it has been tested with the entire SBML Test Suite and all models of BioModels Database. Conclusions The formal description of the mathematics behind the SBML format facilitates the implementation of the algorithm within specifically tailored programs. The reference implementation can be used as a simulation backend for Java™-based programs. Source code, binaries, and documentation can be freely obtained under the terms of the LGPL version 3 from http://simulation-core.sourceforge.net. Feature requests, bug reports, contributions, or any further discussion can be directed to the mailing list simulation-core-development@lists.sourceforge.net. PMID:23826941

Solving Nonlinear Differential Equations in the Engineering Curriculum

ERIC Educational Resources Information Center

Auslander, David M.

1977-01-01

Described is the Dynamic System Simulation Language (SIM) mini-computer system utilized at the University of California, Los Angeles. It is used by engineering students for solving nonlinear differential equations. (SL)

Numerical integration of ordinary differential equations of various orders

NASA Technical Reports Server (NTRS)

Gear, C. W.

1969-01-01

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

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

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

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

PubMed

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

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

Ford, Neville J.; Connolly, Joseph A.

2009-07-01

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

Complete factorisation and analytic solutions of generalized Lotka-Volterra equations

NASA Astrophysics Data System (ADS)

Brenig, L.

1988-11-01

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

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

PubMed Central

Kozyreff, G.; Erneux, T.

2014-01-01

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

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

PubMed

Kozyreff, G; Erneux, T

2014-02-08

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

Properties of Solutions to the Irving-Mullineux Oscillator Equation

NASA Astrophysics Data System (ADS)

Mickens, Ronald E.

2002-10-01

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

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

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.

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

NASA Astrophysics Data System (ADS)

Tisdell, C. C.

2017-08-01

Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem through a substitution. The purpose of this note is to present an alternative approach using 'exact methods', illustrating that a substitution and linearization of the problem is unnecessary. The ideas may be seen as forming a complimentary and arguably simpler approach to Azevedo and Valentino that have the potential to be assimilated and adapted to pedagogical needs of those learning and teaching exact differential equations in schools, colleges, universities and polytechnics. We illustrate how to apply the ideas through an analysis of the Gompertz equation, which is of interest in biomathematical models of tumour growth.

Scaling and scale invariance of conservation laws in Reynolds transport theorem framework

NASA Astrophysics Data System (ADS)

Haltas, Ismail; Ulusoy, Suleyman

2015-07-01

Scale invariance is the case where the solution of a physical process at a specified time-space scale can be linearly related to the solution of the processes at another time-space scale. Recent studies investigated the scale invariance conditions of hydrodynamic processes by applying the one-parameter Lie scaling transformations to the governing equations of the processes. Scale invariance of a physical process is usually achieved under certain conditions on the scaling ratios of the variables and parameters involved in the process. The foundational axioms of hydrodynamics are the conservation laws, namely, conservation of mass, conservation of linear momentum, and conservation of energy from continuum mechanics. They are formulated using the Reynolds transport theorem. Conventionally, Reynolds transport theorem formulates the conservation equations in integral form. Yet, differential form of the conservation equations can also be derived for an infinitesimal control volume. In the formulation of the governing equation of a process, one or more than one of the conservation laws and, some times, a constitutive relation are combined together. Differential forms of the conservation equations are used in the governing partial differential equation of the processes. Therefore, differential conservation equations constitute the fundamentals of the governing equations of the hydrodynamic processes. Applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework instead of applying to the governing partial differential equations may lead to more fundamental conclusions on the scaling and scale invariance of the hydrodynamic processes. This study will investigate the scaling behavior and scale invariance conditions of the hydrodynamic processes by applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework.

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

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

Oscillation theorems for second order nonlinear forced differential equations.

PubMed

Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md

2014-01-01

In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature.

Differential equation models for sharp threshold dynamics.

PubMed

Schramm, Harrison C; Dimitrov, Nedialko B

2014-01-01

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

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

A perturbative solution to metadynamics ordinary differential equation

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

A perturbative solution to metadynamics ordinary differential equation.

PubMed

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

2015-12-21

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

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.

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

ERIC Educational Resources Information Center

Aliev, Nihan; Jahanshahi, Mohammad

2002-01-01

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

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

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1980-01-01

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

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

DTIC Science & Technology

2011-10-01

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

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

USGS Publications Warehouse

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

1982-01-01

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

Radical production inside an acoustically driven microbubble.

PubMed

Stricker, Laura; Lohse, Detlef

2014-01-01

The chemical production of radicals inside acoustically driven bubbles is determined by the local temperature inside the bubbles and by their composition at collapse. By means of a previously validated ordinary differential equations (ODE) model [L. Stricker, A. Prosperetti, D. Lohse, Validation of an approximate model for the thermal behavior in acoustically driven bubbles, J. Acoust. Soc. Am. 130 (5) (2011) 3243-3251], based on boundary layer assumption for mass and heat transport, we study the influence of different parameters on the radical production. We perform different simulations by changing the driving frequency and pressure, the temperature of the surrounding liquid and the composition of the gas inside the bubbles. In agreement with the experimental conditions of new generation sonochemical reactors, where the bubbles undergo transient cavitation oscillations [D. F. Rivas, L. Stricker, A. Zijlstra, H. Gardeniers, D. Lohse, A. Prosperetti, Ultrasound artificially nucleated bubbles and their sonochemical radical production, Ultrason. Sonochem. 20 (1) (2013) 510-524], we mainly concentrate on the initial chemical transient and we suggest optimal working ranges for technological applications. The importance of the chemical composition at collapse is reflected in the model, including the role of entrapped water vapor. We in particular study the exothermal reactions taking place in H2 and O2 mixtures. At the exact stoichiometric mixture 2:1 the highest internal bubble temperatures are achieved. Copyright © 2013 Elsevier B.V. All rights reserved.

Integrability of systems of two second-order ordinary differential equations admitting four-dimensional Lie algebras

PubMed Central

Gazizov, R. K.

2017-01-01

We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures. PMID:28265184

Integrability of systems of two second-order ordinary differential equations admitting four-dimensional Lie algebras.

PubMed

Gainetdinova, A A; Gazizov, R K

2017-01-01

We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures.

Modular forms, Schwarzian conditions, and symmetries of differential equations in physics

NASA Astrophysics Data System (ADS)

Abdelaziz, Y.; Maillard, J.-M.

2017-05-01

We give examples of infinite order rational transformations that leave linear differential equations covariant. These examples are non-trivial yet simple enough illustrations of exact representations of the renormalization group. We first illustrate covariance properties on order-two linear differential operators associated with identities relating the same {}_2F1 hypergeometric function with different rational pullbacks. These rational transformations are solutions of a differentially algebraic equation that already emerged in a paper by Casale on the Galoisian envelopes. We provide two new and more general results of the previous covariance by rational functions: a new Heun function example and a higher genus {}_2F1 hypergeometric function example. We then focus on identities relating the same {}_2F1 hypergeometric function with two different algebraic pullback transformations: such remarkable identities correspond to modular forms, the algebraic transformations being solution of another differentially algebraic Schwarzian equation that also emerged in Casale’s paper. Further, we show that the first differentially algebraic equation can be seen as a subcase of the last Schwarzian differential condition, the restriction corresponding to a factorization condition of some associated order-two linear differential operator. Finally, we also explore generalizations of these results, for instance, to {}_3F2 , hypergeometric functions, and show that one just reduces to the previous {}_2F1 cases through a Clausen identity. The question of the reduction of these Schwarzian conditions to modular correspondences remains an open question. In a _2F1 hypergeometric framework the Schwarzian condition encapsulates all the modular forms and modular equations of the theory of elliptic curves, but these two conditions are actually richer than elliptic curves or {}_2F1 hypergeometric functions, as can be seen on the Heun and higher genus example. This work is a strong incentive to develop more differentially algebraic symmetry analysis in physics.

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

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

1975-01-01

A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.

Numerical method based on the lattice Boltzmann model for the Fisher equation.

PubMed

Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng

2008-06-01

In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.

Spatial evolutionary epidemiology of spreading epidemics

PubMed Central

2016-01-01

Most spatial models of host–parasite interactions either neglect the possibility of pathogen evolution or consider that this process is slow enough for epidemiological dynamics to reach an equilibrium on a fast timescale. Here, we propose a novel approach to jointly model the epidemiological and evolutionary dynamics of spatially structured host and pathogen populations. Starting from a multi-strain epidemiological model, we use a combination of spatial moment equations and quantitative genetics to analyse the dynamics of mean transmission and virulence in the population. A key insight of our approach is that, even in the absence of long-term evolutionary consequences, spatial structure can affect the short-term evolution of pathogens because of the build-up of spatial differentiation in mean virulence. We show that spatial differentiation is driven by a balance between epidemiological and genetic effects, and this quantity is related to the effect of kin competition discussed in previous studies of parasite evolution in spatially structured host populations. Our analysis can be used to understand and predict the transient evolutionary dynamics of pathogens and the emergence of spatial patterns of phenotypic variation. PMID:27798295

Spatial evolutionary epidemiology of spreading epidemics.

PubMed

Lion, S; Gandon, S

2016-10-26

Most spatial models of host-parasite interactions either neglect the possibility of pathogen evolution or consider that this process is slow enough for epidemiological dynamics to reach an equilibrium on a fast timescale. Here, we propose a novel approach to jointly model the epidemiological and evolutionary dynamics of spatially structured host and pathogen populations. Starting from a multi-strain epidemiological model, we use a combination of spatial moment equations and quantitative genetics to analyse the dynamics of mean transmission and virulence in the population. A key insight of our approach is that, even in the absence of long-term evolutionary consequences, spatial structure can affect the short-term evolution of pathogens because of the build-up of spatial differentiation in mean virulence. We show that spatial differentiation is driven by a balance between epidemiological and genetic effects, and this quantity is related to the effect of kin competition discussed in previous studies of parasite evolution in spatially structured host populations. Our analysis can be used to understand and predict the transient evolutionary dynamics of pathogens and the emergence of spatial patterns of phenotypic variation. © 2016 The Author(s).

Nonlinear dynamics analysis of a low-temperature-differential kinematic Stirling heat engine

NASA Astrophysics Data System (ADS)

Izumida, Yuki

2018-03-01

The low-temperature-differential (LTD) Stirling heat engine technology constitutes one of the important sustainable energy technologies. The basic question of how the rotational motion of the LTD Stirling heat engine is maintained or lost based on the temperature difference is thus a practically and physically important problem that needs to be clearly understood. Here, we approach this problem by proposing and investigating a minimal nonlinear dynamic model of an LTD kinematic Stirling heat engine. Our model is described as a driven nonlinear pendulum where the motive force is the temperature difference. The rotational state and the stationary state of the engine are described as a stable limit cycle and a stable fixed point of the dynamical equations, respectively. These two states coexist under a sufficient temperature difference, whereas the stable limit cycle does not exist under a temperature difference that is too small. Using a nonlinear bifurcation analysis, we show that the disappearance of the stable limit cycle occurs via a homoclinic bifurcation, with the temperature difference being the bifurcation parameter.

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.

Pressure driven currents near magnetic islands in 3D MHD equilibria: Effects of pressure variation within flux surfaces and of symmetry

NASA Astrophysics Data System (ADS)

Reiman, Allan H.

2016-07-01

In toroidal, magnetically confined plasmas, the heat and particle transport is strongly anisotropic, with transport along the field lines sufficiently strong relative to cross-field transport that the equilibrium pressure can generally be regarded as constant on the flux surfaces in much of the plasma. The regions near small magnetic islands, and those near the X-lines of larger islands, are exceptions, having a significant variation of the pressure within the flux surfaces. It is shown here that the variation of the equilibrium pressure within the flux surfaces in those regions has significant consequences for the pressure driven currents. It is further shown that the consequences are strongly affected by the symmetry of the magnetic field if the field is invariant under combined reflection in the poloidal and toroidal angles. (This symmetry property is called "stellarator symmetry.") In non-stellarator-symmetric equilibria, the pressure-driven currents have logarithmic singularities at the X-lines. In stellarator-symmetric MHD equilibria, the singular components of the pressure-driven currents vanish. These equilibria are to be contrasted with equilibria having B ṡ∇p =0 , where the singular components of the pressure-driven currents vanish regardless of the symmetry. They are also to be contrasted with 3D MHD equilibrium solutions that are constrained to have simply nested flux surfaces, where the pressure-driven current goes like 1 /x near rational surfaces, where x is the distance from the rational surface, except in the case of quasi-symmetric flux surfaces. For the purpose of calculating the pressure-driven currents near magnetic islands, we work with a closed subset of the MHD equilibrium equations that involves only perpendicular force balance, and is decoupled from parallel force balance. It is not correct to use the parallel component of the conventional MHD force balance equation, B ṡ∇p =0 , near magnetic islands. Small but nonzero values of B ṡ∇p are important in this region, and small non-MHD contributions to the parallel force balance equation cannot be neglected there. Two approaches are pursued to solve our equations for the pressure driven currents. First, the equilibrium equations are applied to an analytically tractable magnetic field with an island, obtaining explicit expressions for the rotational transform and magnetic coordinates, and for the pressure-driven current and its limiting behavior near the X-line. The second approach utilizes an expansion about the X-line to provide a more general calculation of the pressure-driven current near an X-line and of the rotational transform near a separatrix. The study presented in this paper is motivated, in part, by tokamak experiments with nonaxisymmetric magnetic perturbations, where significant differences are observed between the behavior of stellarator-symmetric and non-stellarator-symmetric configurations with regard to stabilization of edge localized modes by resonant magnetic perturbations. Implications for the coupling between neoclassical tearing modes, and for magnetic island stability calculations, are also discussed.

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.

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift Hohenberg equation

NASA Astrophysics Data System (ADS)

Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz

2008-05-01

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.

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.

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

PubMed Central

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

Comparison between numerical and analytical results on the required rf current for stabilizing neoclassical tearing modes

NASA Astrophysics Data System (ADS)

Wang, Xiaojing; Yu, Qingquan; Zhang, Xiaodong; Zhang, Yang; Zhu, Sizheng; Wang, Xiaoguang; Wu, Bin

2018-04-01

Numerical studies on the stabilization of neoclassical tearing modes (NTMs) by electron cyclotron current drive (ECCD) have been carried out based on reduced MHD equations, focusing on the amount of the required driven current for mode stabilization and the comparison with analytical results. The dependence of the minimum driven current required for NTM stabilization on some parameters, including the bootstrap current density, radial width of the driven current, radial deviation of the driven current from the resonant surface, and the island width when applying ECCD, are studied. By fitting the numerical results, simple expressions for these dependences are obtained. Analysis based on the modified Rutherford equation (MRE) has also been carried out, and the corresponding results have the same trend as numerical ones, while a quantitative difference between them exists. This difference becomes smaller when the applied radio frequency (rf) current is smaller.

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

PubMed

Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

2015-12-01

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

A Textbook for a First Course in Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

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

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

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

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

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

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

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

PubMed

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

2013-05-13

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

Lie group classification of first-order delay ordinary differential equations

NASA Astrophysics Data System (ADS)

Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel

2018-05-01

A group classification of first-order delay ordinary differential equations (DODEs) accompanied by an equation for the delay parameter (delay relation) is presented. A subset of such systems (delay ordinary differential systems or DODSs), which consists of linear DODEs and solution-independent delay relations, have infinite-dimensional symmetry algebras—as do nonlinear ones that are linearizable by an invertible transformation of variables. Genuinely nonlinear DODSs have symmetry algebras of dimension n, . It is shown how exact analytical solutions of invariant DODSs can be obtained using symmetry reduction.

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

NASA Astrophysics Data System (ADS)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

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

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

PubMed

Shah, Kamal; Khan, Rahmat Ali

2016-01-01

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

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

PubMed

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

2017-03-01

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

Fedosov differentials and Catalan numbers

NASA Astrophysics Data System (ADS)

Löffler, Johannes

2010-06-01

The aim of the paper is to establish a non-recursive formula for the general solution of Fedosov's 'quadratic' fixed-point equation (Fedosov 1994 J. Diff. Geom. 40 213-38). Fedosov's geometrical fixed-point equation for a differential is rewritten in a form similar to the functional equation for the generating function of Catalan numbers. This allows us to guess the solution. An adapted example for Kaehler manifolds of constant sectional curvature is considered in detail. Also for every connection on a manifold a familiar classical differential will be introduced. Dedicated to the memory of Nikolai Neumaier.

An essential role for UTX in resolution and activation of bivalent promoters

PubMed Central

Dhar, Shilpa S.; Lee, Sung-Hun; Chen, Kaifu; Zhu, Guangjing; Oh, WonKyung; Allton, Kendra; Gafni, Ohad; Kim, Young Zoon; Tomoiga, Alin S.; Barton, Michelle Craig; Hanna, Jacob H.; Wang, Zhibin; Li, Wei; Lee, Min Gyu

2016-01-01

Trimethylated histone H3 lysine 27 (H3K27me3) is linked to gene silencing, whereas H3K4me3 is associated with gene activation. These two marks frequently co-occupy gene promoters, forming bivalent domains. Bivalency signifies repressed but activatable states of gene expression and can be resolved to active, H3K4me3-prevalent states during multiple cellular processes, including differentiation, development and epithelial mesenchymal transition. However, the molecular mechanism underlying bivalency resolution remains largely unknown. Here, we show that the H3K27 demethylase UTX (also called KDM6A) is required for the resolution and activation of numerous retinoic acid (RA)-inducible bivalent genes during the RA-driven differentiation of mouse embryonic stem cells (ESCs). Notably, UTX loss in mouse ESCs inhibited the RA-driven bivalency resolution and activation of most developmentally critical homeobox (Hox) a–d genes. The UTX-mediated resolution and activation of many bivalent Hox genes during mouse ESC differentiation were recapitulated during RA-driven differentiation of human NT2/D1 embryonal carcinoma cells. In support of the importance of UTX in bivalency resolution, Utx-null mouse ESCs and UTX-depleted NT2/D1 cells displayed defects in RA-driven cellular differentiation. Our results define UTX as a bivalency-resolving histone modifier necessary for stem cell differentiation. PMID:26762983

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

ERIC Educational Resources Information Center

Camporesi, Roberto

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

Recchioni, Maria Cristina

2001-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

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

Semicommuting and Commuting Operators for the Heun Family

NASA Astrophysics Data System (ADS)

Batic, D.; Mills, D.; Nowakowski, M.

2018-04-01

We derive the most general families of first- and second-order differential operators semicommuting with the Heun class differential operators. Among these families, we classify all the families that commute with the Heun class. In particular, we find that a certain generalized Heun equation commutes with the Heun differential operator, which allows constructing a general solution of a complicated fourth-order linear differential equation with variable coefficients whose solution cannot be obtained using Maple 16.

Constructive Development of the Solutions of Linear Equations in Introductory Ordinary Differential Equations

ERIC Educational Resources Information Center

Mallet, D. G.; McCue, S. W.

2009-01-01

The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…

A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

NASA Technical Reports Server (NTRS)

Pflaum, Christoph

1996-01-01

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

Rethinking Pedagogy for Second-Order Differential Equations: A Simplified Approach to Understanding Well-Posed Problems

ERIC Educational Resources Information Center

Tisdell, Christopher C.

2017-01-01

Knowing an equation has a unique solution is important from both a modelling and theoretical point of view. For over 70 years, the approach to learning and teaching "well posedness" of initial value problems (IVPs) for second- and higher-order ordinary differential equations has involved transforming the problem and its analysis to a…