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…

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.

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.

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.

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

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.

A multi-domain spectral method for time-fractional differential equations

NASA Astrophysics Data System (ADS)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

Solving differential equations for Feynman integrals by expansions near singular points

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

Numerical integration of asymptotic solutions of ordinary differential equations

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1989-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

The ε-form of the differential equations for Feynman integrals in the elliptic case

NASA Astrophysics Data System (ADS)

Adams, Luise; Weinzierl, Stefan

2018-06-01

Feynman integrals are easily solved if their system of differential equations is in ε-form. In this letter we show by the explicit example of the kite integral family that an ε-form can even be achieved, if the Feynman integrals do not evaluate to multiple polylogarithms. The ε-form is obtained by a (non-algebraic) change of basis for the master integrals.

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.

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…

Some operational tools for solving fractional and higher integer order differential equations: A survey on their mutual relations

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia S.

2012-11-01

The Laplace Transform (LT) serves as a basis of the Operational Calculus (OC), widely explored by engineers and applied scientists in solving mathematical models for their practical needs. This transform is closely related to the exponential and trigonometric functions (exp, cos, sin) and to the classical differentiation and integration operators, reducing them to simple algebraic operations. Thus, the classical LT and the OC give useful tool to handle differential equations and systems with constant coefficients. Several generalizations of the LT have been introduced to allow solving, in a similar way, of differential equations with variable coefficients and of higher integer orders, as well as of fractional (arbitrary non-integer) orders. Note that fractional order mathematical models are recently widely used to describe better various systems and phenomena of the real world. This paper surveys briefly some of our results on classes of such integral transforms, that can be obtained from the LT by means of "transmutations" which are operators of the generalized fractional calculus (GFC). On the list of these Laplace-type integral transforms, we consider the Borel-Dzrbashjan, Meijer, Krätzel, Obrechkoff, generalized Obrechkoff (multi-index Borel-Dzrbashjan) transforms, etc. All of them are G- and H-integral transforms of convolutional type, having as kernels Meijer's G- or Fox's H-functions. Besides, some special functions (also being G- and H-functions), among them - the generalized Bessel-type and Mittag-Leffler (M-L) type functions, are generating Gel'fond-Leontiev (G-L) operators of generalized differentiation and integration, which happen to be also operators of GFC. Our integral transforms have operational properties analogous to those of the LT - they do algebrize the G-L generalized integrations and differentiations, and thus can serve for solving wide classes of differential equations with variable coefficients of arbitrary, including non-integer order. Throughout the survey, we illustrate the parallels in the relationships: Laplace type integral transforms - special functions as kernels - operators of generalized integration and differentiation generated by special functions - special functions as solutions of related differential equations. The role of the so-called Special Functions of Fractional Calculus is emphasized.

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-04-08

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

The ATOMFT integrator - Using Taylor series to solve ordinary differential equations

NASA Technical Reports Server (NTRS)

Berryman, Kenneth W.; Stanford, Richard H.; Breckheimer, Peter J.

1988-01-01

This paper discusses the application of ATOMFT, an integration package based on Taylor series solution with a sophisticated user interface. ATOMFT has the capabilities to allow the implementation of user defined functions and the solution of stiff and algebraic equations. Detailed examples, including the solutions to several astrodynamics problems, are presented. Comparisons with its predecessor ATOMCC and other modern integrators indicate that ATOMFT is a fast, accurate, and easy method to use to solve many differential equation problems.

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Vezewski, D. J.

1980-01-01

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

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Jezewski, D. J.

1979-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

A new semi-analytical approach is presented to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of direct numerical approach to this matrix eigenvalue problem, which may suffer from the computational inaccuracy for big data, a pair of integral and differential equations are considered, which are related to the so-called prolate spheroidal wave functions (PSWF). First, the PSWF is expressed as a summation of a small number of the analytical Legendre functions. After substituting them into the PSWF differential equation, a much smaller size matrix eigenvalue problem is obtained than the direct numerical K-L matrix eigenvalue problem. By solving this with a minimal numerical effort, the PSWF and the associated eigenvalue of the PSWF differential equation are obtained. Then, the eigenvalue of the PSWF integral equation is analytically expressed by the functional values of the PSWF and the eigenvalues obtained in the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data such as ordinary irregular waves. It is found that, with the same accuracy, the required memory size of the present method is smaller than that of the direct numerical K-L representation and the computation time of the present method is shorter than that of the semi-analytical method based on the sinusoidal functions.

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

Compacton solutions in a class of generalized fifth-order Korteweg-de Vries equations.

PubMed

Cooper, F; Hyman, J M; Khare, A

2001-08-01

Solitons play a fundamental role in the evolution of general initial data for quasilinear dispersive partial differential equations, such as the Korteweg-de Vries (KdV), nonlinear Schrödinger, and the Kadomtsev-Petviashvili equations. These integrable equations have linear dispersion and the solitons have infinite support. We have derived and investigate a new KdV-like Hamiltonian partial differential equation from a four-parameter Lagrangian where the nonlinear dispersion gives rise to solitons with compact support (compactons). The new equation does not seem to be integrable and only mass, momentum, and energy seem to be conserved; yet, the solitons display almost the same modal decompositions and structural stability observed in integrable partial differential equations. The compactons formed from arbitrary initial data, are nonlinearly self-stabilizing, and maintain their coherence after multiple collisions. The robustness of these compactons and the inapplicability of the inverse scattering tools, that worked so well for the KdV equation, make it clear that there is a fundamental mechanism underlying the processes beyond integrability. We have found explicit formulas for multiple classes of compact traveling wave solutions. When there are more than one compacton solution for a particular set of parameters, the wider compacton is the minimum of a reduced Hamiltonian and is the only one that is stable.

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.

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

DTIC Science & Technology

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

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.

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.

Evaluating Feynman integrals by the hypergeometry

NASA Astrophysics Data System (ADS)

Feng, Tai-Fu; Chang, Chao-Hsi; Chen, Jian-Bin; Gu, Zhi-Hua; Zhang, Hai-Bin

2018-02-01

The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear partial differential equations satisfied by the corresponding scalar integrals. Taking examples of the one-loop B0 and massless C0 functions, as well as the scalar integrals of two-loop vacuum and sunset diagrams, we verify our expressions coinciding with the well-known results of literatures. Based on the multiple hypergeometric functions of independent kinematic variables, the systems of homogeneous linear partial differential equations satisfied by the mentioned scalar integrals are established. Using the calculus of variations, one recognizes the system of linear partial differential equations as stationary conditions of a functional under some given restrictions, which is the cornerstone to perform the continuation of the scalar integrals to whole kinematic domains numerically with the finite element methods. In principle this method can be used to evaluate the scalar integrals of any Feynman diagrams.

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

PubMed

Korkmaz, Erdal

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

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

The Riemann-Lanczos equations in general relativity and their integrability

NASA Astrophysics Data System (ADS)

Dolan, P.; Gerber, A.

2008-06-01

The aim of this paper is to examine the Riemann-Lanczos equations and how they can be made integrable. They consist of a system of linear first-order partial differential equations that arise in general relativity, whereby the Riemann curvature tensor is generated by an unknown third-order tensor potential field called the Lanczos tensor. Our approach is based on the theory of jet bundles, where all field variables and all their partial derivatives of all relevant orders are treated as independent variables alongside the local manifold coordinates (xa) on the given space-time manifold M. This approach is adopted in (a) Cartan's method of exterior differential systems, (b) Vessiot's dual method using vector field systems, and (c) the Janet-Riquier theory of systems of partial differential equations. All three methods allow for the most general situations under which integrability conditions can be found. They give equivalent results, namely, that involutivity is always achieved at all generic points of the jet manifold M after a finite number of prolongations. Two alternative methods that appear in the general relativity literature to find integrability conditions for the Riemann-Lanczos equations generate new partial differential equations for the Lanczos potential that introduce a source term, which is nonlinear in the components of the Riemann tensor. We show that such sources do not occur when either of method (a), (b), or (c) are used.

First integrals of the axisymmetric shape equation of lipid membranes

NASA Astrophysics Data System (ADS)

Zhang, Yi-Heng; McDargh, Zachary; Tu, Zhan-Chun

2018-03-01

The shape equation of lipid membranes is a fourth-order partial differential equation. Under the axisymmetric condition, this equation was transformed into a second-order ordinary differential equation (ODE) by Zheng and Liu (Phys. Rev. E 48 2856 (1993)). Here we try to further reduce this second-order ODE to a first-order ODE. First, we invert the usual process of variational calculus, that is, we construct a Lagrangian for which the ODE is the corresponding Euler–Lagrange equation. Then, we seek symmetries of this Lagrangian according to the Noether theorem. Under a certain restriction on Lie groups of the shape equation, we find that the first integral only exists when the shape equation is identical to the Willmore equation, in which case the symmetry leading to the first integral is scale invariance. We also obtain the mechanical interpretation of the first integral by using the membrane stress tensor. Project supported by the National Natural Science Foundation of China (Grant No. 11274046) and the National Science Foundation of the United States (Grant No. 1515007).

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

NASA Technical Reports Server (NTRS)

Beaudet, P. R.

1974-01-01

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

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

Thompson, S.

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

A 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…

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

NASA Astrophysics Data System (ADS)

Konopelchenko, B. G.; Ortenzi, G.

2013-12-01

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

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.

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

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1976-01-01

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

Using Differentials to Differentiate Trigonometric and Exponential Functions

ERIC Educational Resources Information Center

Dray, Tevian

2013-01-01

Starting from geometric definitions, we show how differentials can be used to differentiate trigonometric and exponential functions without limits, numerical estimates, solutions of differential equations, or integration.

Dynamics of a differential-difference integrable (2+1)-dimensional system.

PubMed

Yu, Guo-Fu; Xu, Zong-Wei

2015-06-01

A Kadomtsev-Petviashvili- (KP-) type equation appears in fluid mechanics, plasma physics, and gas dynamics. In this paper, we propose an integrable semidiscrete analog of a coupled (2+1)-dimensional system which is related to the KP equation and the Zakharov equation. N-soliton solutions of the discrete equation are presented. Some interesting examples of soliton resonance related to the two-soliton and three-soliton solutions are investigated. Numerical computations using the integrable semidiscrete equation are performed. It is shown that the integrable semidiscrete equation gives very accurate numerical results in the cases of one-soliton evolution and soliton interactions.

Asymptotic integration algorithms for first-order ODEs with application to viscoplasticity

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Yao, Minwu; Walker, Kevin P.

1992-01-01

When constructing an algorithm for the numerical integration of a differential equation, one must first convert the known ordinary differential equation (ODE), which is defined at a point, into an ordinary difference equation (O(delta)E), which is defined over an interval. Asymptotic, generalized, midpoint, and trapezoidal, O(delta)E algorithms are derived for a nonlinear first order ODE written in the form of a linear ODE. The asymptotic forward (typically underdamped) and backward (typically overdamped) integrators bound these midpoint and trapezoidal integrators, which tend to cancel out unwanted numerical damping by averaging, in some sense, the forward and backward integrations. Viscoplasticity presents itself as a system of nonlinear, coupled first-ordered ODE's that are mathematically stiff, and therefore, difficult to numerically integrate. They are an excellent application for the asymptotic integrators. Considering a general viscoplastic structure, it is demonstrated that one can either integrate the viscoplastic stresses or their associated eigenstrains.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2009-11-01

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

Bending of Euler-Bernoulli nanobeams based on the strain-driven and stress-driven nonlocal integral models: a numerical approach

NASA Astrophysics Data System (ADS)

Oskouie, M. Faraji; Ansari, R.; Rouhi, H.

2018-04-01

Eringen's nonlocal elasticity theory is extensively employed for the analysis of nanostructures because it is able to capture nanoscale effects. Previous studies have revealed that using the differential form of the strain-driven version of this theory leads to paradoxical results in some cases, such as bending analysis of cantilevers, and recourse must be made to the integral version. In this article, a novel numerical approach is developed for the bending analysis of Euler-Bernoulli nanobeams in the context of strain- and stress-driven integral nonlocal models. This numerical approach is proposed for the direct solution to bypass the difficulties related to converting the integral governing equation into a differential equation. First, the governing equation is derived based on both strain-driven and stress-driven nonlocal models by means of the minimum total potential energy. Also, in each case, the governing equation is obtained in both strong and weak forms. To solve numerically the derived equations, matrix differential and integral operators are constructed based upon the finite difference technique and trapezoidal integration rule. It is shown that the proposed numerical approach can be efficiently applied to the strain-driven nonlocal model with the aim of resolving the mentioned paradoxes. Also, it is able to solve the problem based on the strain-driven model without inconsistencies of the application of this model that are reported in the literature.

On the boundedness and integration of non-oscillatory solutions of certain linear differential equations of second order.

PubMed

Tunç, Cemil; Tunç, Osman

2016-01-01

In this paper, certain system of linear homogeneous differential equations of second-order is considered. By using integral inequalities, some new criteria for bounded and [Formula: see text]-solutions, upper bounds for values of improper integrals of the solutions and their derivatives are established to the considered system. The obtained results in this paper are considered as extension to the results obtained by Kroopnick (2014) [1]. An example is given to illustrate the obtained results.

On the coefficients of integrated expansions and integrals of ultraspherical polynomials and their applications for solving differential equations

NASA Astrophysics Data System (ADS)

Doha, E. H.

2002-02-01

An analytical formula expressing the ultraspherical coefficients of an expansion for an infinitely differentiable function that has been integrated an arbitrary number of times in terms of the coefficients of the original expansion of the function is stated in a more compact form and proved in a simpler way than the formula suggested by Phillips and Karageorghis (27 (1990) 823). A new formula expressing explicitly the integrals of ultraspherical polynomials of any degree that has been integrated an arbitrary number of times of ultraspherical polynomials is given. The tensor product of ultraspherical polynomials is used to approximate a function of more than one variable. Formulae expressing the coefficients of differentiated expansions of double and triple ultraspherical polynomials in terms of the original expansion are stated and proved. Some applications of how to use ultraspherical polynomials for solving ordinary and partial differential equations are described.

Solving Simple Kinetics without Integrals

ERIC Educational Resources Information Center

de la Pen~a, Lisandro Herna´ndez

2016-01-01

The solution of simple kinetic equations is analyzed without referencing any topic from differential equations or integral calculus. Guided by the physical meaning of the rate equation, a systematic procedure is used to generate an approximate solution that converges uniformly to the exact solution in the case of zero, first, and second order…

A new treatment of nonlocality in scattering process

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Distribution theory for Schrödinger’s integral equation

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

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

2015-12-15

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

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.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1980-01-01

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

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.

Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendices; Index.

Student Solution Manual for Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendix.

Solution of fractional kinetic equation by a class of integral transform of pathway type

NASA Astrophysics Data System (ADS)

Kumar, Dilip

2013-04-01

Solutions of fractional kinetic equations are obtained through an integral transform named Pα-transform introduced in this paper. The Pα-transform is a binomial type transform containing many class of transforms including the well known Laplace transform. The paper is motivated by the idea of pathway model introduced by Mathai [Linear Algebra Appl. 396, 317-328 (2005), 10.1016/j.laa.2004.09.022]. The composition of the transform with differential and integral operators are proved along with convolution theorem. As an illustration of applications to the general theory of differential equations, a simple differential equation is solved by the new transform. Being a new transform, the Pα-transform of some elementary functions as well as some generalized special functions such as H-function, G-function, Wright generalized hypergeometric function, generalized hypergeometric function, and Mittag-Leffler function are also obtained. The results for the classical Laplace transform is retrieved by letting α → 1.

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.

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.

Fractional dynamics pharmacokinetics–pharmacodynamic models

PubMed Central

2010-01-01

While an increasing number of fractional order integrals and differential equations applications have been reported in the physics, signal processing, engineering and bioengineering literatures, little attention has been paid to this class of models in the pharmacokinetics–pharmacodynamic (PKPD) literature. One of the reasons is computational: while the analytical solution of fractional differential equations is available in special cases, it this turns out that even the simplest PKPD models that can be constructed using fractional calculus do not allow an analytical solution. In this paper, we first introduce new families of PKPD models incorporating fractional order integrals and differential equations, and, second, exemplify and investigate their qualitative behavior. The families represent extensions of frequently used PK link and PD direct and indirect action models, using the tools of fractional calculus. In addition the PD models can be a function of a variable, the active drug, which can smoothly transition from concentration to exposure, to hyper-exposure, according to a fractional integral transformation. To investigate the behavior of the models we propose, we implement numerical algorithms for fractional integration and for the numerical solution of a system of fractional differential equations. For simplicity, in our investigation we concentrate on the pharmacodynamic side of the models, assuming standard (integer order) pharmacokinetics. PMID:20455076

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

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

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

NASA Technical Reports Server (NTRS)

Radhakrishnan, K.

1984-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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.

A new solution procedure for a nonlinear infinite beam equation of motion

NASA Astrophysics Data System (ADS)

Jang, T. S.

2016-10-01

Our goal of this paper is of a purely theoretical question, however which would be fundamental in computational partial differential equations: Can a linear solution-structure for the equation of motion for an infinite nonlinear beam be directly manipulated for constructing its nonlinear solution? Here, the equation of motion is modeled as mathematically a fourth-order nonlinear partial differential equation. To answer the question, a pseudo-parameter is firstly introduced to modify the equation of motion. And then, an integral formalism for the modified equation is found here, being taken as a linear solution-structure. It enables us to formulate a nonlinear integral equation of second kind, equivalent to the original equation of motion. The fixed point approach, applied to the integral equation, results in proposing a new iterative solution procedure for constructing the nonlinear solution of the original beam equation of motion, which consists luckily of just the simple regular numerical integration for its iterative process; i.e., it appears to be fairly simple as well as straightforward to apply. A mathematical analysis is carried out on both natures of convergence and uniqueness of the iterative procedure by proving a contractive character of a nonlinear operator. It follows conclusively,therefore, that it would be one of the useful nonlinear strategies for integrating the equation of motion for a nonlinear infinite beam, whereby the preceding question may be answered. In addition, it may be worth noticing that the pseudo-parameter introduced here has double roles; firstly, it connects the original beam equation of motion with the integral equation, second, it is related with the convergence of the iterative method proposed here.

Integrability: mathematical methods for studying solitary waves theory

NASA Astrophysics Data System (ADS)

Wazwaz, Abdul-Majid

2014-03-01

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

The Kadomtsev{endash}Petviashvili equation as a source of integrable model equations

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

Maccari, A.

1996-12-01

A new integrable and nonlinear partial differential equation (PDE) in 2+1 dimensions is obtained, by an asymptotically exact reduction method based on Fourier expansion and spatiotemporal rescaling, from the Kadomtsev{endash}Petviashvili equation. The integrability property is explicitly demonstrated, by exhibiting the corresponding Lax pair, that is obtained by applying the reduction technique to the Lax pair of the Kadomtsev{endash}Petviashvili equation. This model equation is likely to be of applicative relevance, because it may be considered a consistent approximation of a large class of nonlinear evolution PDEs. {copyright} {ital 1996 American Institute of Physics.}

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

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

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

Efficient sensitivity analysis method for chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Liao, Haitao

2016-05-01

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

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

NASA Astrophysics Data System (ADS)

Meyer, Christoph

2018-01-01

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

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

PubMed

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

2014-01-01

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

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

PubMed

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

2014-07-04

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

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

PubMed Central

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

2014-01-01

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

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.

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.

Sensitivity of rough differential equations: An approach through the Omega lemma

NASA Astrophysics Data System (ADS)

Coutin, Laure; Lejay, Antoine

2018-03-01

The Itô map gives the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the Itô map is Hölder or Lipschitz continuous with respect to all its parameters. This result unifies and weakens the hypotheses of the regularity results already established in the literature.

Simulation of a steady-state integrated human thermal system.

NASA Technical Reports Server (NTRS)

Hsu, F. T.; Fan, L. T.; Hwang, C. L.

1972-01-01

The mathematical model of an integrated human thermal system is formulated. The system consists of an external thermal regulation device on the human body. The purpose of the device (a network of cooling tubes held in contact with the surface of the skin) is to maintain the human body in a state of thermoneutrality. The device is controlled by varying the inlet coolant temperature and coolant mass flow rate. The differential equations of the model are approximated by a set of algebraic equations which result from the application of the explicit forward finite difference method to the differential equations. The integrated human thermal system is simulated for a variety of combinations of the inlet coolant temperature, coolant mass flow rate, and metabolic rates.

Symbolic programming language in molecular multicenter integral problem

NASA Astrophysics Data System (ADS)

Safouhi, Hassan; Bouferguene, Ahmed

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

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

Parallel Algorithm Solves Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Hayashi, A.

1987-01-01

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

Green's function solution to heat transfer of a transparent gas through a tube

NASA Technical Reports Server (NTRS)

Frankel, J. I.

1989-01-01

A heat transfer analysis of a transparent gas flowing through a circular tube of finite thickness is presented. This study includes the effects of wall conduction, internal radiative exchange, and convective heat transfer. The natural mathematical formulation produces a nonlinear, integrodifferential equation governing the wall temperature and an ordinary differential equation describing the gas temperature. This investigation proposes to convert the original system of equations into an equivalent system of integral equations. The Green's function method permits the conversion of an integrodifferential equation into a pure integral equation. The proposed integral formulation and subsequent computational procedure are shown to be stable and accurate.

An explicit predictor-corrector solver with applications to Burgers' equation

NASA Technical Reports Server (NTRS)

Dey, S. K.; Dey, C.

1983-01-01

Forward Euler's explicit, finite-difference formula of extrapolation, is used as a predictor and a convex formula as a corrector to integrate differential equations numerically. An application has been made to Burger's equation.

Symmetric and arbitrarily high-order Birkhoff-Hermite time integrators and their long-time behaviour for solving nonlinear Klein-Gordon equations

NASA Astrophysics Data System (ADS)

Liu, Changying; Iserles, Arieh; Wu, Xinyuan

2018-03-01

The Klein-Gordon equation with nonlinear potential occurs in a wide range of application areas in science and engineering. Its computation represents a major challenge. The main theme of this paper is the construction of symmetric and arbitrarily high-order time integrators for the nonlinear Klein-Gordon equation by integrating Birkhoff-Hermite interpolation polynomials. To this end, under the assumption of periodic boundary conditions, we begin with the formulation of the nonlinear Klein-Gordon equation as an abstract second-order ordinary differential equation (ODE) and its operator-variation-of-constants formula. We then derive a symmetric and arbitrarily high-order Birkhoff-Hermite time integration formula for the nonlinear abstract ODE. Accordingly, the stability, convergence and long-time behaviour are rigorously analysed once the spatial differential operator is approximated by an appropriate positive semi-definite matrix, subject to suitable temporal and spatial smoothness. A remarkable characteristic of this new approach is that the requirement of temporal smoothness is reduced compared with the traditional numerical methods for PDEs in the literature. Numerical results demonstrate the advantage and efficiency of our time integrators in comparison with the existing numerical approaches.

All-optical 1st- and 2nd-order differential equation solvers with large tuning ranges using Fabry-Pérot semiconductor optical amplifiers.

PubMed

Chen, Kaisheng; Hou, Jie; Huang, Zhuyang; Cao, Tong; Zhang, Jihua; Yu, Yuan; Zhang, Xinliang

2015-02-09

We experimentally demonstrate an all-optical temporal computation scheme for solving 1st- and 2nd-order linear ordinary differential equations (ODEs) with tunable constant coefficients by using Fabry-Pérot semiconductor optical amplifiers (FP-SOAs). By changing the injection currents of FP-SOAs, the constant coefficients of the differential equations are practically tuned. A quite large constant coefficient tunable range from 0.0026/ps to 0.085/ps is achieved for the 1st-order differential equation. Moreover, the constant coefficient p of the 2nd-order ODE solver can be continuously tuned from 0.0216/ps to 0.158/ps, correspondingly with the constant coefficient q varying from 0.0000494/ps(2) to 0.006205/ps(2). Additionally, a theoretical model that combining the carrier density rate equation of the semiconductor optical amplifier (SOA) with the transfer function of the Fabry-Pérot (FP) cavity is exploited to analyze the solving processes. For both 1st- and 2nd-order solvers, excellent agreements between the numerical simulations and the experimental results are obtained. The FP-SOAs based all-optical differential-equation solvers can be easily integrated with other optical components based on InP/InGaAsP materials, such as laser, modulator, photodetector and waveguide, which can motivate the realization of the complicated optical computing on a single integrated chip.

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

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

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

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

NASA Technical Reports Server (NTRS)

Dasilva, C.

1982-01-01

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

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

PubMed

Manafian Heris, Jalil; Lakestani, Mehrdad

2014-01-01

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

Metrisability of Painlevé equations

NASA Astrophysics Data System (ADS)

Contatto, Felipe; Dunajski, Maciej

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Xia, Baoqiang; Fokas, A. S.

2018-02-01

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

Building Context with Tumor Growth Modeling Projects in Differential Equations

ERIC Educational Resources Information Center

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

2015-01-01

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

Hybrid finite element method for describing the electrical response of biological cells to applied fields.

PubMed

Ying, Wenjun; Henriquez, Craig S

2007-04-01

A novel hybrid finite element method (FEM) for modeling the response of passive and active biological membranes to external stimuli is presented. The method is based on the differential equations that describe the conservation of electric flux and membrane currents. By introducing the electric flux through the cell membrane as an additional variable, the algorithm decouples the linear partial differential equation part from the nonlinear ordinary differential equation part that defines the membrane dynamics of interest. This conveniently results in two subproblems: a linear interface problem and a nonlinear initial value problem. The linear interface problem is solved with a hybrid FEM. The initial value problem is integrated by a standard ordinary differential equation solver such as the Euler and Runge-Kutta methods. During time integration, these two subproblems are solved alternatively. The algorithm can be used to model the interaction of stimuli with multiple cells of almost arbitrary geometries and complex ion-channel gating at the plasma membrane. Numerical experiments are presented demonstrating the uses of the method for modeling field stimulation and action potential propagation.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

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.

On the Monge-Ampere equivalent of the sine-Gordon equation

NASA Astrophysics Data System (ADS)

Ferapontov, E. V.; Nutku, Y.

1994-12-01

Surfaces of constant negative curvature in Euclidean space can be described by either the sine-Gordon equation for the angle between asymptotic directions, or a Monge-Ampere equation for the graph of the surface. We present the explicit form of the correspondence between these two integrable non-linear partial differential equations using their well-known properties in differential geometry. We find that the cotangent of the angle between asymptotic directions is directly related to the mean curvature of the surface. This is a Backlund-type transformation between the sine-Gordon and Monge-Ampere equations.

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

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

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

Multistep integration formulas for the numerical integration of the satellite problem

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

Student Solution Manual for Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

1. Matrices and vector spaces; 2. Vector calculus; 3. Line, surface and volume integrals; 4. Fourier series; 5. Integral transforms; 6. Higher-order ODEs; 7. Series solutions of ODEs; 8. Eigenfunction methods; 9. Special functions; 10. Partial differential equations; 11. Solution methods for PDEs; 12. Calculus of variations; 13. Integral equations; 14. Complex variables; 15. Applications of complex variables; 16. Probability; 17. Statistics.

Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

1. Matrices and vector spaces; 2. Vector calculus; 3. Line, surface and volume integrals; 4. Fourier series; 5. Integral transforms; 6. Higher-order ODEs; 7. Series solutions of ODEs; 8. Eigenfunction methods; 9. Special functions; 10. Partial differential equations; 11. Solution methods for PDEs; 12. Calculus of variations; 13. Integral equations; 14. Complex variables; 15. Applications of complex variables; 16. Probability; 17. Statistics; Appendices; Index.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

Maximal cuts and differential equations for Feynman integrals. An application to the three-loop massive banana graph

NASA Astrophysics Data System (ADS)

Primo, Amedeo; Tancredi, Lorenzo

2017-08-01

We consider the calculation of the master integrals of the three-loop massive banana graph. In the case of equal internal masses, the graph is reduced to three master integrals which satisfy an irreducible system of three coupled linear differential equations. The solution of the system requires finding a 3 × 3 matrix of homogeneous solutions. We show how the maximal cut can be used to determine all entries of this matrix in terms of products of elliptic integrals of first and second kind of suitable arguments. All independent solutions are found by performing the integration which defines the maximal cut on different contours. Once the homogeneous solution is known, the inhomogeneous solution can be obtained by use of Euler's variation of constants.

Couple of the Variational Iteration Method and Fractional-Order Legendre Functions Method for Fractional Differential Equations

PubMed Central

Song, Junqiang; Leng, Hongze; Lu, Fengshun

2014-01-01

We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid “noise terms” is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

Degenerate variational integrators for magnetic field line flow and guiding center trajectories

NASA Astrophysics Data System (ADS)

Ellison, C. L.; Finn, J. M.; Burby, J. W.; Kraus, M.; Qin, H.; Tang, W. M.

2018-05-01

Symplectic integrators offer many benefits for numerically approximating solutions to Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two important Hamiltonian systems encountered in plasma physics—the flow of magnetic field lines and the guiding center motion of magnetized charged particles—resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates. New algorithms were recently developed using the variational integration formalism; however, those integrators were found to admit parasitic mode instabilities due to their multistep character. This work eliminates the multistep character, and therefore the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem "degenerate variational integration." Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that the resultant Euler-Lagrange equations are systems of first-order ordinary differential equations. We show that retaining the same degree of degeneracy when constructing discrete Lagrangians yields one-step variational integrators preserving a non-canonical symplectic structure. Numerical examples demonstrate the benefits of the new algorithms, including superior stability relative to the existing variational integrators for these systems and superior qualitative behavior relative to non-conservative algorithms.

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

NASA Astrophysics Data System (ADS)

Xu, Mingtian; Stefani, Frank; Gerbeth, Gunter

2004-11-01

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

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

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

2006-05-01

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

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

NASA Astrophysics Data System (ADS)

Tsalamengas, John L.

2018-07-01

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

Integrability of the one dimensional Schrödinger equation

NASA Astrophysics Data System (ADS)

Combot, Thierry

2018-02-01

We present a definition of integrability for the one-dimensional Schrödinger equation, which encompasses all known integrable systems, i.e., systems for which the spectrum can be explicitly computed. For this, we introduce the class of rigid functions, built as Liouvillian functions, but containing all solutions of rigid differential operators in the sense of Katz, and a notion of natural of boundary conditions. We then make a complete classification of rational integrable potentials. Many new integrable cases are found, some of them physically interesting.

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.

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.

A Brief Historical Introduction to Determinants with Applications

ERIC Educational Resources Information Center

Debnath, L.

2013-01-01

This article deals with a short historical introduction to determinants with applications to the theory of equations, geometry, multiple integrals, differential equations and linear algebra. Included are some properties of determinants with proofs, eigenvalues, eigenvectors and characteristic equations with examples of applications to simple…

Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions

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

Maccari, A.

1997-08-01

Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio{endash}temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a {open_quotes}universal{close_quotes} character, inasmuch as they may be derived from a very large classmore » of nonlinear evolution equations with a linear dispersive part. {copyright} {ital 1997 American Institute of Physics.}« less

Subprograms for integrating the equations of motion of satellites. FORTRAN 4

NASA Technical Reports Server (NTRS)

Prokhorenko, V. I.

1980-01-01

The subprograms for the formation of the right members of the equations of motion of artificial Earth satellites (AES), integration of systems of differential equations by Adams' method, and the calculation of the values of various functions from the AES parameters of motion are described. These subprograms are written in the FORTRAN 4 language and constitute an essential part of the package of applied programs for the calculation of navigational parameters AES.

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

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1994-01-01

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

Time domain convergence properties of Lyapunov stable penalty methods

NASA Technical Reports Server (NTRS)

Kurdila, A. J.; Sunkel, John

1991-01-01

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

Darboux theorems and Wronskian formulas for integrable systems I. Constrained KP flows

NASA Astrophysics Data System (ADS)

Oevel, W.

1993-05-01

Generalizations of the classical Darboux theorem are established for pseudo-differential scattering operators of the form L = limit∑i=0N u i∂ i + limitΣi=1m Φ i∂ -1limitΨi†i. Iteration of the Darboux transformations leads to a gauge transformed operator with coefficients given by Wronskian formulas involving a set of eigenfunctions of L. Nonlinear integrable partial differential equations are associated with the scattering operator L which arise as a symmetry reduction of the multicomponent KP hierarchy. With a suitable linear time evolution for the eigenfunctions the Darboux transformation is used to obtain solutions of the integrable equations in terms of Wronskian determinants.

Quadrature imposition of compatibility conditions in Chebyshev methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Streett, C. L.

1990-01-01

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

On Lashinsky's equation y'' plus alpha y' minus ay plus by cubed equals o

NASA Technical Reports Server (NTRS)

Cap, F. F.

1971-01-01

A differential equation proposed by H. Lashinsky to describe the nonlinear solution of aperiodic instabilities is investigated. Oscillatory and nonoscillatory solutions are discussed and a numerical integration is presented.

Fuchsia : A tool for reducing differential equations for Feynman master integrals to epsilon form

NASA Astrophysics Data System (ADS)

Gituliar, Oleksandr; Magerya, Vitaly

2017-10-01

We present Fuchsia - an implementation of the Lee algorithm, which for a given system of ordinary differential equations with rational coefficients ∂x J(x , ɛ) = A(x , ɛ) J(x , ɛ) finds a basis transformation T(x , ɛ) , i.e., J(x , ɛ) = T(x , ɛ) J‧(x , ɛ) , such that the system turns into the epsilon form : ∂xJ‧(x , ɛ) = ɛ S(x) J‧(x , ɛ) , where S(x) is a Fuchsian matrix. A system of this form can be trivially solved in terms of polylogarithms as a Laurent series in the dimensional regulator ɛ. That makes the construction of the transformation T(x , ɛ) crucial for obtaining solutions of the initial system. In principle, Fuchsia can deal with any regular systems, however its primary task is to reduce differential equations for Feynman master integrals. It ensures that solutions contain only regular singularities due to the properties of Feynman integrals. Program Files doi:http://dx.doi.org/10.17632/zj6zn9vfkh.1 Licensing provisions: MIT Programming language:Python 2.7 Nature of problem: Feynman master integrals may be calculated from solutions of a linear system of differential equations with rational coefficients. Such a system can be easily solved as an ɛ-series when its epsilon form is known. Hence, a tool which is able to find the epsilon form transformations can be used to evaluate Feynman master integrals. Solution method: The solution method is based on the Lee algorithm (Lee, 2015) which consists of three main steps: fuchsification, normalization, and factorization. During the fuchsification step a given system of differential equations is transformed into the Fuchsian form with the help of the Moser method (Moser, 1959). Next, during the normalization step the system is transformed to the form where eigenvalues of all residues are proportional to the dimensional regulator ɛ. Finally, the system is factorized to the epsilon form by finding an unknown transformation which satisfies a system of linear equations. Additional comments including Restrictions and Unusual features: Systems of single-variable differential equations are considered. A system needs to be reducible to Fuchsian form and eigenvalues of its residues must be of the form n + m ɛ, where n is integer. Performance depends upon the input matrix, its size, number of singular points and their degrees. It takes around an hour to reduce an example 74 × 74 matrix with 20 singular points on a PC with a 1.7 GHz Intel Core i5 CPU. An additional slowdown is to be expected for matrices with complex and/or irrational singular point locations, as these are particularly difficult for symbolic algebra software to handle.

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Gottlieb, David; Carpenter, Mark H.

1994-01-01

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

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

NASA Technical Reports Server (NTRS)

Brown, R. L.

1978-01-01

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

Error behavior of multistep methods applied to unstable differential systems

NASA Technical Reports Server (NTRS)

Brown, R. L.

1977-01-01

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

First integrals and parametric solutions of third-order ODEs admitting {\\mathfrak{sl}(2, {R})}

NASA Astrophysics Data System (ADS)

Ruiz, A.; Muriel, C.

2017-05-01

A complete set of first integrals for any third-order ordinary differential equation admitting a Lie symmetry algebra isomorphic to sl(2, {R}) is explicitly computed. These first integrals are derived from two linearly independent solutions of a linear second-order ODE, without additional integration. The general solution in parametric form can be obtained by using the computed first integrals. The study includes a parallel analysis of the four inequivalent realizations of sl(2, {R}) , and it is applied to several particular examples. These include the generalized Chazy equation, as well as an example of an equation which admits the most complicated of the four inequivalent realizations.

Kinetic theory for electrostatic waves due to transverse velocity shears

NASA Technical Reports Server (NTRS)

Ganguli, G.; Lee, Y. C.; Palmadesso, P. J.

1988-01-01

A kinetic theory in the form of an integral equation is provided to study the electrostatic oscillations in a collisionless plasma immersed in a uniform magnetic field and a nonuniform transverse electric field. In the low temperature limit the dispersion differential equation is recovered for the transverse Kelvin-Helmholtz modes for arbitrary values of K parallel, where K parallel is the component of the wave vector in the direction of the external magnetic field assumed in the z direction. For higher temperatures the ion-cyclotron-like modes described earlier in the literature by Ganguli, Lee and Plamadesso are recovered. In this article, the integral equation is reduced to a second-order differential equation and a study is made of the kinetic Kelvin-Helmholtz and ion-cyclotron-like modes that constitute the two branches of oscillation in a magnetized plasma including a transverse inhomogeneous dc electric field.

On the conservation laws and solutions of a (2+1) dimensional KdV-mKdV equation of mathematical physics

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Masood Khalique, Chaudry

2018-05-01

In this paper, we study a (2+1) dimensional KdV-mKdV equation, which models many physical phenomena of mathematical physics. This equation has two integral terms in it. By an appropriate substitution, we convert this equation into two partial differential equations, which do not have integral terms and are equivalent to the original equation. We then work with the system of two equations and obtain its exact travelling wave solutions in form of Jacobi elliptic functions. Furthermore, we employ the multiplier method to construct conservation laws for the system. Finally, we revert the results obtained into the original variables of the (2+1) dimensional KdV-mKdV equation.

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

PubMed

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

2011-06-01

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

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

NASA Technical Reports Server (NTRS)

Radhadrishnan, Krishnan

1993-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Similarity solution of the Boussinesq equation

NASA Astrophysics Data System (ADS)

Lockington, D. A.; Parlange, J.-Y.; Parlange, M. B.; Selker, J.

Similarity transforms of the Boussinesq equation in a semi-infinite medium are available when the boundary conditions are a power of time. The Boussinesq equation is reduced from a partial differential equation to a boundary-value problem. Chen et al. [Trans Porous Media 1995;18:15-36] use a hodograph method to derive an integral equation formulation of the new differential equation which they solve by numerical iteration. In the present paper, the convergence of their scheme is improved such that numerical iteration can be avoided for all practical purposes. However, a simpler analytical approach is also presented which is based on Shampine's transformation of the boundary value problem to an initial value problem. This analytical approximation is remarkably simple and yet more accurate than the analytical hodograph approximations.

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

DOE PAGES

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

2017-12-20

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

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

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

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

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

Parareal algorithms with local time-integrators for time fractional differential equations

NASA Astrophysics Data System (ADS)

Wu, Shu-Lin; Zhou, Tao

2018-04-01

It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.

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

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

A parallel time integrator for noisy nonlinear oscillatory systems

NASA Astrophysics Data System (ADS)

Subber, Waad; Sarkar, Abhijit

2018-06-01

In this paper, we adapt a parallel time integration scheme to track the trajectories of noisy non-linear dynamical systems. Specifically, we formulate a parallel algorithm to generate the sample path of nonlinear oscillator defined by stochastic differential equations (SDEs) using the so-called parareal method for ordinary differential equations (ODEs). The presence of Wiener process in SDEs causes difficulties in the direct application of any numerical integration techniques of ODEs including the parareal algorithm. The parallel implementation of the algorithm involves two SDEs solvers, namely a fine-level scheme to integrate the system in parallel and a coarse-level scheme to generate and correct the required initial conditions to start the fine-level integrators. For the numerical illustration, a randomly excited Duffing oscillator is investigated in order to study the performance of the stochastic parallel algorithm with respect to a range of system parameters. The distributed implementation of the algorithm exploits Massage Passing Interface (MPI).

On the numeric integration of dynamic attitude equations

NASA Technical Reports Server (NTRS)

Crouch, P. E.; Yan, Y.; Grossman, Robert

1992-01-01

We describe new types of numerical integration algorithms developed by the authors. The main aim of the algorithms is to numerically integrate differential equations which evolve on geometric objects, such as the rotation group. The algorithms provide iterates which lie on the prescribed geometric object, either exactly, or to some prescribed accuracy, independent of the order of the algorithm. This paper describes applications of these algorithms to the evolution of the attitude of a rigid body.

Evaluation of the path integral for flow through random porous media

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; Coche, Gil-Arnaud; King, Peter R.; Vvedensky, Dimitri D.

2018-04-01

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multivariate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to obtain pressure distributions, which are shown to agree with the solutions of the corresponding stochastic differential equation for Dirichlet and Neumann boundary conditions. The extension of our approach to flow through random media in two and three dimensions is discussed.

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

PubMed

Zhukovsky, K V

2016-01-01

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

Integrable Seven-Point Discrete Equations and Second-Order Evolution Chains

NASA Astrophysics Data System (ADS)

Adler, V. E.

2018-04-01

We consider differential-difference equations defining continuous symmetries for discrete equations on a triangular lattice. We show that a certain combination of continuous flows can be represented as a secondorder scalar evolution chain. We illustrate the general construction with a set of examples including an analogue of the elliptic Yamilov chain.

Time-symmetric integration in astrophysics

NASA Astrophysics Data System (ADS)

Hernandez, David M.; Bertschinger, Edmund

2018-04-01

Calculating the long-term solution of ordinary differential equations, such as those of the N-body problem, is central to understanding a wide range of dynamics in astrophysics, from galaxy formation to planetary chaos. Because generally no analytic solution exists to these equations, researchers rely on numerical methods that are prone to various errors. In an effort to mitigate these errors, powerful symplectic integrators have been employed. But symplectic integrators can be severely limited because they are not compatible with adaptive stepping and thus they have difficulty in accommodating changing time and length scales. A promising alternative is time-reversible integration, which can handle adaptive time-stepping, but the errors due to time-reversible integration in astrophysics are less understood. The goal of this work is to study analytically and numerically the errors caused by time-reversible integration, with and without adaptive stepping. We derive the modified differential equations of these integrators to perform the error analysis. As an example, we consider the trapezoidal rule, a reversible non-symplectic integrator, and show that it gives secular energy error increase for a pendulum problem and for a Hénon-Heiles orbit. We conclude that using reversible integration does not guarantee good energy conservation and that, when possible, use of symplectic integrators is favoured. We also show that time-symmetry and time-reversibility are properties that are distinct for an integrator.

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

NASA Astrophysics Data System (ADS)

Fuchssteiner, Benno; Carillo, Sandra

1989-01-01

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

Conformal anomaly of generalized form factors and finite loop integrals

NASA Astrophysics Data System (ADS)

Chicherin, Dmitry; Sokatchev, Emery

2018-04-01

We reveal a new mechanism of conformal symmetry breaking at Born level. It occurs in generalized form factors with several local operators and an on-shell state of massless particles. The effect is due to hidden singularities on collinear configurations of the momenta. This conformal anomaly is different from the holomorphic anomaly of amplitudes. We present a number of examples in four and six dimensions. We find an application of the new conformal anomaly to finite loop momentum integrals with one or more massless legs. The collinear region around a massless leg creates a contact anomaly, made visible by the loop integration. The anomalous conformal Ward identity for an ℓ-loop integral is a 2nd-order differential equation whose right-hand side is an (ℓ - 1)-loop integral. It could serve as a new useful tool to find/test analytic expressions for conformal integrals. We illustrate this point with several examples of known integrals. We propose a new differential equation for the four-dimensional scalar double box.

Liouvillian integrability of gravitating static isothermal fluid spheres

NASA Astrophysics Data System (ADS)

Iacono, Roberto; Llibre, Jaume

2014-10-01

We examine the integrability properties of the Einstein field equations for static, spherically symmetric fluid spheres, complemented with an isothermal equation of state, ρ = np. In this case, Einstein's equations can be reduced to a nonlinear, autonomous second order ordinary differential equation (ODE) for m/R (m is the mass inside the radius R) that has been solved analytically only for n = -1 and n = -3, yielding the cosmological solutions by De Sitter and Einstein, respectively, and for n = -5, case for which the solution can be derived from the De Sitter's one using a symmetry of Einstein's equations. The solutions for these three cases are of Liouvillian type, since they can be expressed in terms of elementary functions. Here, we address the question of whether Liouvillian solutions can be obtained for other values of n. To do so, we transform the second order equation into an equivalent autonomous Lotka-Volterra quadratic polynomial differential system in {R}^2, and characterize the Liouvillian integrability of this system using Darboux theory. We find that the Lotka-Volterra system possesses Liouvillian first integrals for n = -1, -3, -5, which descend from the existence of invariant algebraic curves of degree one, and for n = -6, a new solvable case, associated to an invariant algebraic curve of higher degree (second). For any other value of n, eventual first integrals of the Lotka-Volterra system, and consequently of the second order ODE for the mass function must be non-Liouvillian. This makes the existence of other solutions of the isothermal fluid sphere problem with a Liouvillian metric quite unlikely.

A complete and partial integrability technique of the Lorenz system

NASA Astrophysics Data System (ADS)

Bougoffa, Lazhar; Al-Awfi, Saud; Bougouffa, Smail

2018-06-01

In this paper we deal with the well-known nonlinear Lorenz system that describes the deterministic chaos phenomenon. We consider an interesting problem with time-varying phenomena in quantum optics. Then we establish from the motion equations the passage to the Lorenz system. Furthermore, we show that the reduction to the third order non linear equation can be performed. Therefore, the obtained differential equation can be analytically solved in some special cases and transformed to Abel, Dufing, Painlevé and generalized Emden-Fowler equations. So, a motivating technique that permitted a complete and partial integrability of the Lorenz system is presented.

A remark on fractional differential equation involving I-function

NASA Astrophysics Data System (ADS)

Mishra, Jyoti

2018-02-01

The present paper deals with the solution of the fractional differential equation using the Laplace transform operator and its corresponding properties in the fractional calculus; we derive an exact solution of a complex fractional differential equation involving a special function known as I-function. The analysis of the some fractional integral with two parameters is presented using the suggested Theorem 1. In addition, some very useful corollaries are established and their proofs presented in detail. Some obtained exact solutions are depicted to see the effect of each fractional order. Owing to the wider applicability of the I-function, we can conclude that, the obtained results in our work generalize numerous well-known results obtained by specializing the parameters.

Applications of Ergodic Theory to Coverage Analysis

NASA Technical Reports Server (NTRS)

Lo, Martin W.

2003-01-01

The study of differential equations, or dynamical systems in general, has two fundamentally different approaches. We are most familiar with the construction of solutions to differential equations. Another approach is to study the statistical behavior of the solutions. Ergodic Theory is one of the most developed methods to study the statistical behavior of the solutions of differential equations. In the theory of satellite orbits, the statistical behavior of the orbits is used to produce 'Coverage Analysis' or how often a spacecraft is in view of a site on the ground. In this paper, we consider the use of Ergodic Theory for Coverage Analysis. This allows us to greatly simplify the computation of quantities such as the total time for which a ground station can see a satellite without ever integrating the trajectory, see Lo 1,2. More over, for any quantity which is an integrable function of the ground track, its average may be computed similarly without the integration of the trajectory. For example, the data rate for a simple telecom system is a function of the distance between the satellite and the ground station. We show that such a function may be averaged using the Ergodic Theorem.

Satellite Formation Design for Space Based Radar Applications

DTIC Science & Technology

2007-07-30

communications. While the Clohessy - Wiltshire Hills (CWH) equations have been in existence for sometime, it is more recently that they have been... Clohessy - Wiltshire equations. To get the state transition matrix for relative position and velocity, these differential equations are integrated to...Practical Guidance Methodology for Relative Motion of LEO Spacecraft Based on the Clohessy - Wiltshire Equations,” AAS Paper 04-252, AAS/AIAA Space

A Numerical Method for Integrating Orbits

NASA Astrophysics Data System (ADS)

Sahakyan, Karen P.; Melkonyan, Anahit A.; Hayrapetyan, S. R.

2007-08-01

A numerical method based of trigonometric polynomials for integrating of ordinary differential equations of first and second order is suggested. This method is a trigonometric analogue of Everhart's method and can be especially useful for periodical trajectories.

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

Benson, David A.; Meerschaert, Mark M.; Revielle, Jordan

2013-01-01

Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. PMID:23524449

Traveling wave solutions to a reaction-diffusion equation

NASA Astrophysics Data System (ADS)

Feng, Zhaosheng; Zheng, Shenzhou; Gao, David Y.

2009-07-01

In this paper, we restrict our attention to traveling wave solutions of a reaction-diffusion equation. Firstly we apply the Divisor Theorem for two variables in the complex domain, which is based on the ring theory of commutative algebra, to find a quasi-polynomial first integral of an explicit form to an equivalent autonomous system. Then through this first integral, we reduce the reaction-diffusion equation to a first-order integrable ordinary differential equation, and a class of traveling wave solutions is obtained accordingly. Comparisons with the existing results in the literature are also provided, which indicates that some analytical results in the literature contain errors. We clarify the errors and instead give a refined result in a simple and straightforward manner.

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

NASA Technical Reports Server (NTRS)

Radhakrishnan, Krishnan; Hindmarsh, Alan C.

1993-01-01

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

The Green's matrix and the boundary integral equations for analysis of time-harmonic dynamics of elastic helical springs.

PubMed

Sorokin, Sergey V

2011-03-01

Helical springs serve as vibration isolators in virtually any suspension system. Various exact and approximate methods may be employed to determine the eigenfrequencies of vibrations of these structural elements and their dynamic transfer functions. The method of boundary integral equations is a meaningful alternative to obtain exact solutions of problems of the time-harmonic dynamics of elastic springs in the framework of Bernoulli-Euler beam theory. In this paper, the derivations of the Green's matrix, of the Somigliana's identities, and of the boundary integral equations are presented. The vibrational power transmission in an infinitely long spring is analyzed by means of the Green's matrix. The eigenfrequencies and the dynamic transfer functions are found by solving the boundary integral equations. In the course of analysis, the essential features and advantages of the method of boundary integral equations are highlighted. The reported analytical results may be used to study the time-harmonic motion in any wave guide governed by a system of linear differential equations in a single spatial coordinate along its axis. © 2011 Acoustical Society of America

A differential equation for the Generalized Born radii.

PubMed

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values.

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

NASA Technical Reports Server (NTRS)

Banyukevich, A.; Ziolkovski, K.

1975-01-01

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

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

PubMed Central

Herrera, Ismael; Sabina, Federico J.

1978-01-01

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

Soliton solutions for ABS lattice equations: I. Cauchy matrix approach

NASA Astrophysics Data System (ADS)

Nijhoff, Frank; Atkinson, James; Hietarinta, Jarmo

2009-10-01

In recent years there have been new insights into the integrability of quadrilateral lattice equations, i.e. partial difference equations which are the natural discrete analogues of integrable partial differential equations in 1+1 dimensions. In the scalar (i.e. single-field) case, there now exist classification results by Adler, Bobenko and Suris (ABS) leading to some new examples in addition to the lattice equations 'of KdV type' that were known since the late 1970s and early 1980s. In this paper, we review the construction of soliton solutions for the KdV-type lattice equations and use those results to construct N-soliton solutions for all lattice equations in the ABS list except for the elliptic case of Q4, which is left to a separate treatment.

Introduction to Generalized Functions with Applications in Aerodynamics and Aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

Generalized functions have many applications in science and engineering. One useful aspect is that discontinuous functions can be handled as easily as continuous or differentiable functions and provide a powerful tool in formulating and solving many problems of aerodynamics and acoustics. Furthermore, generalized function theory elucidates and unifies many ad hoc mathematical approaches used by engineers and scientists. We define generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support, then introduce the concept of generalized differentiation. Generalized differentiation is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some results of classical analysis, are derived with the generalized function theory. Other applications of the generalized function theory in aerodynamics discussed here are the derivations of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of the finite part of divergent integrals, the derivation of the Oswatitsch integral equation of transonic flow, and the analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics include the derivation of the Kirchhoff formula for moving surfaces, the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

Stabilization of computational procedures for constrained dynamical systems

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Numerical analysis of MHD Carreau fluid flow over a stretching cylinder with homogenous-heterogeneous reactions

NASA Astrophysics Data System (ADS)

Khan, Imad; Ullah, Shafquat; Malik, M. Y.; Hussain, Arif

2018-06-01

The current analysis concentrates on the numerical solution of MHD Carreau fluid flow over a stretching cylinder under the influences of homogeneous-heterogeneous reactions. Modelled non-linear partial differential equations are converted into ordinary differential equations by using suitable transformations. The resulting system of equations is solved with the aid of shooting algorithm supported by fifth order Runge-Kutta integration scheme. The impact of non-dimensional governing parameters on the velocity, temperature, skin friction coefficient and local Nusselt number are comprehensively delineated with the help of graphs and tables.

On the integrability of some generalized Lotka-Volterra systems

NASA Astrophysics Data System (ADS)

Bier, M.; Hijmans, J.; Bountis, T. C.

1983-08-01

Several integrable systems of nonlinear ordinary differential equations of the Lotka-Volterra type are identified by the Painleveproperty and completely integrated. One such integrable case of N first order ode's is found, with N-2 free parameters and N arbitrary. The concept of integrability of a general dynamical system, not necessarily derived from a Hamiltonian, is also discussed.

On the complete and partial integrability of non-Hamiltonian systems

NASA Astrophysics Data System (ADS)

Bountis, T. C.; Ramani, A.; Grammaticos, B.; Dorizzi, B.

1984-11-01

The methods of singularity analysis are applied to several third order non-Hamiltonian systems of physical significance including the Lotka-Volterra equations, the three-wave interaction and the Rikitake dynamo model. Complete integrability is defined and new completely integrable systems are discovered by means of the Painlevé property. In all these cases we obtain integrals, which reduce the equations either to a final quadrature or to an irreducible second order ordinary differential equation (ODE) solved by Painlevé transcendents. Relaxing the Painlevé property we find many partially integrable cases whose movable singularities are poles at leading order, with In( t- t0) terms entering at higher orders. In an Nth order, generalized Rössler model a precise relation is established between the partial fulfillment of the Painlevé conditions and the existence of N - 2 integrals of the motion.

Theoretical Investigation of Thermo-Mechanical Behavior of Carbon Nanotube-Based Composites Using the Integral Transform Method

NASA Technical Reports Server (NTRS)

Pawloski, Janice S.

2001-01-01

This project uses the integral transform technique to model the problem of nanotube behavior as an axially symmetric system of shells. Assuming that the nanotube behavior can be described by the equations of elasticity, we seek a stress function x which satisfies the biharmonic equation: del(exp 4) chi = [partial deriv(r(exp 2)) + partial deriv(r) + partial deriv(z(exp 2))] chi = 0. The method of integral transformations is used to transform the differential equation. The symmetry with respect to the z-axis indicates that we only need to consider the sine transform of the stress function: X(bar)(r,zeta) = integral(from 0 to infinity) chi(r,z)sin(zeta,z) dz.

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

NASA Technical Reports Server (NTRS)

Camillo, P.; Schmugge, T. J.

1981-01-01

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

On the fractional Eulerian numbers and equivalence of maps with long term power-law memory (integral Volterra equations of the second kind) to Grünvald-Letnikov fractional difference (differential) equations.

PubMed

Edelman, Mark

2015-07-01

In this paper, we consider a simple general form of a deterministic system with power-law memory whose state can be described by one variable and evolution by a generating function. A new value of the system's variable is a total (a convolution) of the generating functions of all previous values of the variable with weights, which are powers of the time passed. In discrete cases, these systems can be described by difference equations in which a fractional difference on the left hand side is equal to a total (also a convolution) of the generating functions of all previous values of the system's variable with the fractional Eulerian number weights on the right hand side. In the continuous limit, the considered systems can be described by the Grünvald-Letnikov fractional differential equations, which are equivalent to the Volterra integral equations of the second kind. New properties of the fractional Eulerian numbers and possible applications of the results are discussed.

On the origins of generalized fractional calculus

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia

2015-11-01

In Fractional Calculus (FC), as in the (classical) Calculus, the notions of derivatives and integrals (of first, second, etc. or arbitrary, incl. non-integer order) are basic and co-related. One of the most frequent approach in FC is to define first the Riemann-Liouville (R-L) integral of fractional order, and then by means of suitable integer-order differentiation operation applied over it (or under its sign) a fractional derivative is defined - in the R-L sense (or in Caputo sense). The first mentioned (R-L type) is closer to the theoretical studies in analysis, but has some shortages - from the point of view of interpretation of the initial conditions for Cauchy problems for fractional differential equations (stated also by means of fractional order derivatives/ integrals), and also for the analysts' confusion that such a derivative of a constant is not zero in general. The Caputo (C-) derivative, arising first in geophysical studies, helps to overcome these problems and to describe models of applied problems with physically consistent initial conditions. The operators of the Generalized Fractional Calculus - GFC (integrals and derivatives) are based on commuting m-tuple (m = 1, 2, 3, …) compositions of operators of the classical FC with power weights (the so-called Erdélyi-Kober operators), but represented in compact and explicit form by means of integral, integro-differential (R-L type) or differential-integral (C-type) operators, where the kernels are special functions of most general hypergeometric kind. The foundations of this theory are given in Kiryakova 18. In this survey we present the genesis of the definitions of the GFC - the generalized fractional integrals and derivatives (of fractional multi-order) of R-L type and Caputo type, analyze their properties and applications. Their special cases are all the known operators of classical FC, their generalizations introduced by other authors, the hyper-Bessel differential operators of higher integer order m as a multi-order (1, 1,…, 1), the Gelfond-Leontiev generalized differentiation operators, many other integral and differential operators in Calculus that have been used in various topics, some of them not related to FC at all, others involved in differential and integral equations for treating fractional order models.

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

DTIC Science & Technology

1985-11-18

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

On the coefficients of integrated expansions of Bessel polynomials

NASA Astrophysics Data System (ADS)

Doha, E. H.; Ahmed, H. M.

2006-03-01

A new formula expressing explicitly the integrals of Bessel polynomials of any degree and for any order in terms of the Bessel polynomials themselves is proved. Another new explicit formula relating the Bessel coefficients of an expansion for infinitely differentiable function that has been integrated an arbitrary number of times in terms of the coefficients of the original expansion of the function is also established. An application of these formulae for solving ordinary differential equations with varying coefficients is discussed.

An Algebraic Construction of the First Integrals of the Stationary KdV Hierarchy

NASA Astrophysics Data System (ADS)

Matsushima, Masatomo; Ohmiya, Mayumi

2009-09-01

The stationary KdV hierarchy is constructed using a kind of recursion operator called Λ-operator. The notion of the maximal solution of the n-th stationary KdV equation is introduced. Using this maximal solution, a specific differential polynomial with the auxiliary spectral parameter called the spectral M-function is constructed as the quadratic form of the fundamental system of the eigenvalue problem for the 2-nd order linear ordinary differential equation which is related to the linearizing operator of the hierarchy. By calculating a perfect square condition of the quadratic form by an elementary algebraic method, the complete set of first integrals of this hierarchy is constructed.

A Solution of the System of Partial Differential Equations Which Describe the Propagation of Acoustic Pulses in Layered Fluid Media,

DTIC Science & Technology

transformed problem. Then using several changes of integration variables, the inverse transform is obtained by direct identification without recourse to the complex Laplace transform inversion integral. (Author)

Wave propagation problem for a micropolar elastic waveguide

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed

Auffray, Charles; Nottale, Laurent

2008-05-01

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

An analytical theory of a scattering of radio waves on meteoric ionization - II. Solution of the integro-differential equation in case of backscatter

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-12-01

The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e.g. by the Ondřejov radar.

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.

The Legacy of Leonhard Euler--A Tricentennial Tribute

ERIC Educational Resources Information Center

Debnath, Lokenath

2009-01-01

This tricentennial tribute commemorates Euler's major contributions to mathematical and physical sciences. A brief biographical sketch is presented with his major contributions to certain selected areas of number theory, differential and integral calculus, differential equations, solid and fluid mechanics, topology and graph theory, infinite…

Mathematical Methods for Optical Physics and Engineering

NASA Astrophysics Data System (ADS)

Gbur, Gregory J.

2011-01-01

1. Vector algebra; 2. Vector calculus; 3. Vector calculus in curvilinear coordinate systems; 4. Matrices and linear algebra; 5. Advanced matrix techniques and tensors; 6. Distributions; 7. Infinite series; 8. Fourier series; 9. Complex analysis; 10. Advanced complex analysis; 11. Fourier transforms; 12. Other integral transforms; 13. Discrete transforms; 14. Ordinary differential equations; 15. Partial differential equations; 16. Bessel functions; 17. Legendre functions and spherical harmonics; 18. Orthogonal functions; 19. Green's functions; 20. The calculus of variations; 21. Asymptotic techniques; Appendices; References; Index.

Advanced-Retarded Differential Equations in Quantum Photonic Systems

NASA Astrophysics Data System (ADS)

Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

2017-02-01

We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip.

Advanced-Retarded Differential Equations in Quantum Photonic Systems

PubMed Central

Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

2017-01-01

We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip. PMID:28230090

Variational estimate method for solving autonomous ordinary differential equations

NASA Astrophysics Data System (ADS)

Mungkasi, Sudi

2018-04-01

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

Aerodynamic Simulation of Indoor Flight

ERIC Educational Resources Information Center

De Leon, Nelson; De Leon, Matthew N.

2007-01-01

We develop a two-dimensional flight simulator for lightweight (less than 10 g) indoor planes. The simulator consists of four coupled time differential equations describing the plane CG, plane pitch and motor. The equations are integrated numerically with appropriate parameters and initial conditions for two planes: (1) Science Olympiad and (2)…

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

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

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

Effect of the Temperature of the Moderator on the Velocity Distribution of Neutrons with Numerical Calculations for H as Moderator

DOE R&D Accomplishments Database

Wigner, E. P.; Wilkins, J. E. Jr.

1944-09-14

In this paper we set up an integral equation governing the energy distribution of neutrons that are being slowed down uniformly throughout the entire space by a uniformly distributed moderator whose atoms are in motion with a Maxwellian distribution of velocities. The effects of chemical binding and crystal reflection are ignored. When the moderator is hydrogen, the integral equation is reduced to a differential equation and solved by numerical methods. In this manner we obtain a refinement of the dv/v{sup 2} law. (auth)

Zdeněk Kopal: Numerical Analyst

NASA Astrophysics Data System (ADS)

Křížek, M.

2015-07-01

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

Algebraic features of some generalizations of the Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Bibik, Yu. V.; Sarancha, D. A.

2010-10-01

For generalizations of the Lotka-Volterra system, an integration method is proposed based on the nontrivial algebraic structure of these generalizations. The method makes use of an auxiliary first-order differential equation derived from the phase curve equation with the help of this algebraic structure. Based on this equation, a Hamiltonian approach can be developed and canonical variables (moreover, action-angle variables) can be constructed.

Explicit least squares system parameter identification for exact differential input/output models

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1993-01-01

The equation error for a class of systems modeled by input/output differential operator equations has the potential to be integrated exactly, given the input/output data on a finite time interval, thereby opening up the possibility of using an explicit least squares estimation technique for system parameter identification. The paper delineates the class of models for which this is possible and shows how the explicit least squares cost function can be obtained in a way that obviates dealing with unknown initial and boundary conditions. The approach is illustrated by two examples: a second order chemical kinetics model and a third order system of Lorenz equations.

A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix

NASA Technical Reports Server (NTRS)

Bartels, Robert E.

2002-01-01

A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.

The influence of a wind tunnel on helicopter rotational noise: Formulation of analysis

NASA Technical Reports Server (NTRS)

Mosher, M.

1984-01-01

An analytical model is discussed that can be used to examine the effects of wind tunnel walls on helicopter rotational noise. A complete physical model of an acoustic source in a wind tunnel is described and a simplified version is then developed. This simplified model retains the important physical processes involved, yet it is more amenable to analysis. The simplified physical model is then modeled as a mathematical problem. An inhomogeneous partial differential equation with mixed boundary conditions is set up and then transformed into an integral equation. Details of generating a suitable Green's function and integral equation are included and the equation is discussed and also given for a two-dimensional case.

Introductory Life Science Mathematics and Quantitative Neuroscience Courses

ERIC Educational Resources Information Center

Duffus, Dwight; Olifer, Andrei

2010-01-01

We describe two sets of courses designed to enhance the mathematical, statistical, and computational training of life science undergraduates at Emory College. The first course is an introductory sequence in differential and integral calculus, modeling with differential equations, probability, and inferential statistics. The second is an…

Simulation of a steady-state integrated human thermal system.

NASA Technical Reports Server (NTRS)

Hsu, F. T.; Fan, L. T.; Hwang, C. L.

1972-01-01

The mathematical model of an integrated human thermal system is formulated. The system consists of an external thermal regulation device on the human body. The purpose of the device (a network of cooling tubes held in contact with the surface of the skin) is to maintain the human body in a state of thermoneutrality. The device is controlled by varying the inlet coolant temperature and coolant mass flow rate. The differential equations of the model are approximated by a set of algebraic equations which result from the application of the explicit forward finite difference method to the differential equations. The integrated human thermal system is simulated for a variety of combinations of the inlet coolant temperature, coolant mass flow rate, and metabolic rates. Two specific cases are considered: (1) the external thermal regulation device is placed only on the head and (2) the devices are placed on the head and the torso. The results of the simulation indicate that when the human body is exposed to hot environment, thermoneutrality can be attained by localized cooling if the operating variables of the external regulation device(s) are properly controlled.

Penalized differential pathway analysis of integrative oncogenomics studies.

PubMed

van Wieringen, Wessel N; van de Wiel, Mark A

2014-04-01

Through integration of genomic data from multiple sources, we may obtain a more accurate and complete picture of the molecular mechanisms underlying tumorigenesis. We discuss the integration of DNA copy number and mRNA gene expression data from an observational integrative genomics study involving cancer patients. The two molecular levels involved are linked through the central dogma of molecular biology. DNA copy number aberrations abound in the cancer cell. Here we investigate how these aberrations affect gene expression levels within a pathway using observational integrative genomics data of cancer patients. In particular, we aim to identify differential edges between regulatory networks of two groups involving these molecular levels. Motivated by the rate equations, the regulatory mechanism between DNA copy number aberrations and gene expression levels within a pathway is modeled by a simultaneous-equations model, for the one- and two-group case. The latter facilitates the identification of differential interactions between the two groups. Model parameters are estimated by penalized least squares using the lasso (L1) penalty to obtain a sparse pathway topology. Simulations show that the inclusion of DNA copy number data benefits the discovery of gene-gene interactions. In addition, the simulations reveal that cis-effects tend to be over-estimated in a univariate (single gene) analysis. In the application to real data from integrative oncogenomic studies we show that inclusion of prior information on the regulatory network architecture benefits the reproducibility of all edges. Furthermore, analyses of the TP53 and TGFb signaling pathways between ER+ and ER- samples from an integrative genomics breast cancer study identify reproducible differential regulatory patterns that corroborate with existing literature.

Properties of the Residual Stress of the Temporally Filtered Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Pruett, C. D.; Gatski, T. B.; Grosch, C. E.; Thacker, W. D.

2002-01-01

The development of a unifying framework among direct numerical simulations, large-eddy simulations, and statistically averaged formulations of the Navier-Stokes equations, is of current interest. Toward that goal, the properties of the residual (subgrid-scale) stress of the temporally filtered Navier-Stokes equations are carefully examined. Causal time-domain filters, parameterized by a temporal filter width 0 less than Delta less than infinity, are considered. For several reasons, the differential forms of such filters are preferred to their corresponding integral forms; among these, storage requirements for differential forms are typically much less than for integral forms and, for some filters, are independent of Delta. The behavior of the residual stress in the limits of both vanishing and in infinite filter widths is examined. It is shown analytically that, in the limit Delta to 0, the residual stress vanishes, in which case the Navier-Stokes equations are recovered from the temporally filtered equations. Alternately, in the limit Delta to infinity, the residual stress is equivalent to the long-time averaged stress, and the Reynolds-averaged Navier-Stokes equations are recovered from the temporally filtered equations. The predicted behavior at the asymptotic limits of filter width is further validated by numerical simulations of the temporally filtered forced, viscous Burger's equation. Finally, finite filter widths are also considered, and a priori analyses of temporal similarity and temporal approximate deconvolution models of the residual stress are conducted.

Geometric foundations of the theory of feedback equivalence

NASA Technical Reports Server (NTRS)

Hermann, R.

1987-01-01

A description of feedback control is presented within the context of differential equations, differential geometry, and Lie theory. Work related to the integration of differential geometry with the control techniques of feedback linearization is summarized. Particular attention is given to the application of the theory of vector field systems. Feedback invariants for control systems in state space form are also addressed.

Interplay of symmetries and other integrability quantifiers in finite-dimensional integrable nonlinear dynamical systems

PubMed Central

Mohanasubha, R.; Chandrasekar, V. K.; Lakshmanan, M.

2016-01-01

In this work, we establish a connection between the extended Prelle–Singer procedure and other widely used analytical methods to identify integrable systems in the case of nth-order nonlinear ordinary differential equations (ODEs). By synthesizing these methods, we bring out the interlink between Lie point symmetries, contact symmetries, λ-symmetries, adjoint symmetries, null forms, Darboux polynomials, integrating factors, the Jacobi last multiplier and generalized λ-symmetries corresponding to the nth-order ODEs. We also prove these interlinks with suitable examples. By exploiting these interconnections, the characteristic quantities associated with different methods can be deduced without solving the associated determining equations. PMID:27436964

Maximum Pre-Angiogenic Tumor Size

ERIC Educational Resources Information Center

Erickson, Amy H. Lin

2010-01-01

This material has been used twice as an out-of-class project in a mathematical modeling class, the first elective course for mathematics majors. The only prerequisites for this course were differential and integral calculus, but all students had been exposed to differential equations, and the project was assigned during discussions about solving…

PAN AIR: A Computer Program for Predicting Subsonic or Supersonic Linear Potential Flows About Arbitrary Configurations Using a Higher Order Panel Method. Volume 1; Theory Document (Version 1.1)

NASA Technical Reports Server (NTRS)

Magnus, Alfred E.; Epton, Michael A.

1981-01-01

An outline of the derivation of the differential equation governing linear subsonic and supersonic potential flow is given. The use of Green's Theorem to obtain an integral equation over the boundary surface is discussed. The engineering techniques incorporated in the PAN AIR (Panel Aerodynamics) program (a discretization method which solves the integral equation for arbitrary first order boundary conditions) are then discussed in detail. Items discussed include the construction of the compressibility transformations, splining techniques, imposition of the boundary conditions, influence coefficient computation (including the concept of the finite part of an integral), computation of pressure coefficients, and computation of forces and moments.

Anisotropic fractal media by vector calculus in non-integer dimensional space

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2014-08-01

A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensional space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

NASA Technical Reports Server (NTRS)

Pratt, D. T.

1984-01-01

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Electron-pair-production cross section in the tip region of the positron spectrum

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

Sud, K.K.; Sharma, D.K.

1984-11-01

The radial integrals for electron-pair production in a point Coulomb potential have been expressed by Sud, Sharma, and Sud in terms of the matrix generalization of the GAMMA function. Two new partial differential equations in photon energy satisfied by the matrix GAMMA function are obtained. We have obtained, on integrating the partial differential equations, accurate radial integrals as a function of photon energy for the pair production by intermediate-energy photons. The cross section in the tip region of the spectrum are calculated for photons of energy 5.0 to 10.0 MeV for /sup 92/U. The new technique results in extensive savingmore » in computer time as the basic radial integrals in terms of the hypergeometric function F/sub 2/ are computed at one photon energy for each pair of partial waves. The results of our calculations are compared with plane-wave Born-approximation results and with the calculations of Dugne and of Deck, Moroi, and Alling.« less

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model.

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods.

Fractional-order difference equations for physical lattices and some applications

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

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

2015-10-15

Fractional-order operators for physical lattice models based on the Grünwald-Letnikov fractional differences are suggested. We use an approach based on the models of lattices with long-range particle interactions. The fractional-order operators of differentiation and integration on physical lattices are represented by kernels of lattice long-range interactions. In continuum limit, these discrete operators of non-integer orders give the fractional-order derivatives and integrals with respect to coordinates of the Grünwald-Letnikov types. As examples of the fractional-order difference equations for physical lattices, we give difference analogs of the fractional nonlocal Navier-Stokes equations and the fractional nonlocal Maxwell equations for lattices with long-range interactions.more » Continuum limits of these fractional-order difference equations are also suggested.« less

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

USGS Publications Warehouse

Lai, Chintu

1977-01-01

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

Slackline dynamics and the Helmholtz-Duffing oscillator

NASA Astrophysics Data System (ADS)

Athanasiadis, Panos J.

2018-01-01

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

A Maple package for computing Gröbner bases for linear recurrence relations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Robertz, Daniel

2006-04-01

A Maple package for computing Gröbner bases of linear difference ideals is described. The underlying algorithm is based on Janet and Janet-like monomial divisions associated with finite difference operators. The package can be used, for example, for automatic generation of difference schemes for linear partial differential equations and for reduction of multiloop Feynman integrals. These two possible applications are illustrated by simple examples of the Laplace equation and a one-loop scalar integral of propagator type.

Quadratic Hadamard Memories II. Adaptive Stochastic Content. Addressable Memory

DTIC Science & Technology

1990-07-01

No. 6429 Issued by Army Missile Command Under Contract # DAAH1-88-C-0887 D T IC Technical Report #2 E LEC SlD Approved for public release...integrate the N coupled nonlinear 0 differential equations, something I cannot do. In the proportional region these equations d 5 can be integrated in spite...is summed, but Uav a is not. Indices are used as follows. i, j, and k denote components in input space. a, b, c, d , and p denote components in the

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.

Numerical Asymptotic Solutions Of Differential Equations

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1992-01-01

Numerical algorithms derived and compared with classical analytical methods. In method, expansions replaced with integrals evaluated numerically. Resulting numerical solutions retain linear independence, main advantage of asymptotic solutions.

Compact tunable silicon photonic differential-equation solver for general linear time-invariant systems.

PubMed

Wu, Jiayang; Cao, Pan; Hu, Xiaofeng; Jiang, Xinhong; Pan, Ting; Yang, Yuxing; Qiu, Ciyuan; Tremblay, Christine; Su, Yikai

2014-10-20

We propose and experimentally demonstrate an all-optical temporal differential-equation solver that can be used to solve ordinary differential equations (ODEs) characterizing general linear time-invariant (LTI) systems. The photonic device implemented by an add-drop microring resonator (MRR) with two tunable interferometric couplers is monolithically integrated on a silicon-on-insulator (SOI) wafer with a compact footprint of ~60 μm × 120 μm. By thermally tuning the phase shifts along the bus arms of the two interferometric couplers, the proposed device is capable of solving first-order ODEs with two variable coefficients. The operation principle is theoretically analyzed, and system testing of solving ODE with tunable coefficients is carried out for 10-Gb/s optical Gaussian-like pulses. The experimental results verify the effectiveness of the fabricated device as a tunable photonic ODE solver.

Extending "the Rubber Rope": Convergent Series, Divergent Series and the Integrating Factor

ERIC Educational Resources Information Center

McCartney, Mark

2013-01-01

A well-known mathematical puzzle regarding a worm crawling along an elastic rope is considered. The resulting generalizations provide examples for use in a teaching context including applications of series summation, the use of the integrating factor for the solution of differential equations, and the evaluation of definite integrals. A number of…

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Analytical properties of a three-compartmental dynamical demographic model

NASA Astrophysics Data System (ADS)

Postnikov, E. B.

2015-07-01

The three-compartmental demographic model by Korotaeyv-Malkov-Khaltourina, connecting population size, economic surplus, and education level, is considered from the point of view of dynamical systems theory. It is shown that there exist two integrals of motion, which enables the system to be reduced to one nonlinear ordinary differential equation. The study of its structure provides analytical criteria for the dominance ranges of the dynamics of Malthus and Kremer. Additionally, the particular ranges of parameters enable the derived general ordinary differential equations to be reduced to the models of Gompertz and Thoularis-Wallace.

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.

DIFFERENTIAL ANALYZER

DOEpatents

Sorensen, E.G.; Gordon, C.M.

1959-02-10

Improvements in analog eomputing machines of the class capable of evaluating differential equations, commonly termed differential analyzers, are described. In general form, the analyzer embodies a plurality of basic computer mechanisms for performing integration, multiplication, and addition, and means for directing the result of any one operation to another computer mechanism performing a further operation. In the device, numerical quantities are represented by the rotation of shafts, or the electrical equivalent of shafts.

Integral method for the calculation of Hawking radiation in dispersive media. I. Symmetric asymptotics.

PubMed

Robertson, Scott; Leonhardt, Ulf

2014-11-01

Hawking radiation has become experimentally testable thanks to the many analog systems which mimic the effects of the event horizon on wave propagation. These systems are typically dominated by dispersion and give rise to a numerically soluble and stable ordinary differential equation only if the rest-frame dispersion relation Ω^{2}(k) is a polynomial of relatively low degree. Here we present a new method for the calculation of wave scattering in a one-dimensional medium of arbitrary dispersion. It views the wave equation as an integral equation in Fourier space, which can be solved using standard and efficient numerical techniques.

Minimal string theories and integrable hierarchies

NASA Astrophysics Data System (ADS)

Iyer, Ramakrishnan

Well-defined, non-perturbative formulations of the physics of string theories in specific minimal or superminimal model backgrounds can be obtained by solving matrix models in the double scaling limit. They provide us with the first examples of completely solvable string theories. Despite being relatively simple compared to higher dimensional critical string theories, they furnish non-perturbative descriptions of interesting physical phenomena such as geometrical transitions between D-branes and fluxes, tachyon condensation and holography. The physics of these theories in the minimal model backgrounds is succinctly encoded in a non-linear differential equation known as the string equation, along with an associated hierarchy of integrable partial differential equations (PDEs). The bosonic string in (2,2m-1) conformal minimal model backgrounds and the type 0A string in (2,4 m) superconformal minimal model backgrounds have the Korteweg-de Vries system, while type 0B in (2,4m) backgrounds has the Zakharov-Shabat system. The integrable PDE hierarchy governs flows between backgrounds with different m. In this thesis, we explore this interesting connection between minimal string theories and integrable hierarchies further. We uncover the remarkable role that an infinite hierarchy of non-linear differential equations plays in organizing and connecting certain minimal string theories non-perturbatively. We are able to embed the type 0A and 0B (A,A) minimal string theories into this single framework. The string theories arise as special limits of a rich system of equations underpinned by an integrable system known as the dispersive water wave hierarchy. We find that there are several other string-like limits of the system, and conjecture that some of them are type IIA and IIB (A,D) minimal string backgrounds. We explain how these and several other string-like special points arise and are connected. In some cases, the framework endows the theories with a non-perturbative definition for the first time. Notably, we discover that the Painleve IV equation plays a key role in organizing the string theory physics, joining its siblings, Painleve I and II, whose roles have previously been identified in this minimal string context. We then present evidence that the conjectured type II theories have smooth non-perturbative solutions, connecting two perturbative asymptotic regimes, in a 't Hooft limit. Our technique also demonstrates evidence for new minimal string theories that are not apparent in a perturbative analysis.

High-precision numerical integration of equations in dynamics

NASA Astrophysics Data System (ADS)

Alesova, I. M.; Babadzanjanz, L. K.; Pototskaya, I. Yu.; Pupysheva, Yu. Yu.; Saakyan, A. T.

2018-05-01

An important requirement for the process of solving differential equations in Dynamics, such as the equations of the motion of celestial bodies and, in particular, the motion of cosmic robotic systems is high accuracy at large time intervals. One of effective tools for obtaining such solutions is the Taylor series method. In this connection, we note that it is very advantageous to reduce the given equations of Dynamics to systems with polynomial (in unknowns) right-hand sides. This allows us to obtain effective algorithms for finding the Taylor coefficients, a priori error estimates at each step of integration, and an optimal choice of the order of the approximation used. In the paper, these questions are discussed and appropriate algorithms are considered.

Lie symmetry analysis, conservation laws, solitary and periodic waves for a coupled Burger equation

NASA Astrophysics Data System (ADS)

Xu, Mei-Juan; Tian, Shou-Fu; Tu, Jian-Min; Zhang, Tian-Tian

2017-01-01

Under investigation in this paper is a generalized (2 + 1)-dimensional coupled Burger equation with variable coefficients, which describes lots of nonlinear physical phenomena in geophysical fluid dynamics, condense matter physics and lattice dynamics. By employing the Lie group method, the symmetry reductions and exact explicit solutions are obtained, respectively. Based on a direct method, the conservations laws of the equation are also derived. Furthermore, by virtue of the Painlevé analysis, we successfully obtain the integrable condition on the variable coefficients, which plays an important role in further studying the integrability of the equation. Finally, its auto-Bäcklund transformation as well as some new analytic solutions including solitary and periodic waves are also presented via algebraic and differential manipulation.

PREFACE: Symmetries and Integrability of Difference Equations

NASA Astrophysics Data System (ADS)

Doliwa, Adam; Korhonen, Risto; Lafortune, Stéphane

2007-10-01

The notion of integrability was first introduced in the 19th century in the context of classical mechanics with the definition of Liouville integrability for Hamiltonian flows. Since then, several notions of integrability have been introduced for partial and ordinary differential equations. Closely related to integrability theory is the symmetry analysis of nonlinear evolution equations. Symmetry analysis takes advantage of the Lie group structure of a given equation to study its properties. Together, integrability theory and symmetry analysis provide the main method by which nonlinear evolution equations can be solved explicitly. Difference equations (DE), like differential equations, are important in numerous fields of science and have a wide variety of applications in such areas as mathematical physics, computer visualization, numerical analysis, mathematical biology, economics, combinatorics, and quantum field theory. It is thus crucial to develop tools to study and solve DEs. While the theory of symmetry and integrability for differential equations is now largely well-established, this is not yet the case for discrete equations. Although over recent years there has been significant progress in the development of a complete analytic theory of difference equations, further tools are still needed to fully understand, for instance, the symmetries, asymptotics and the singularity structure of difference equations. The series of SIDE meetings on Symmetries and Integrability of Difference Equations started in 1994. Its goal is to provide a platform for an international and interdisciplinary communication for researchers working in areas associated with integrable discrete systems, such as classical and quantum physics, computer science and numerical analysis, mathematical biology and economics, discrete geometry and combinatorics, theory of special functions, etc. The previous SIDE meetings took place in Estérel near Montréal, Canada (1994), at the University of Kent in Canterbury, UK (1996), in Sabaudia near Rome, Italy (1998), at the University of Tokyo, Japan (2000), in Giens, France (2002), and in Helsinki, Finland (2004). The SIDE VII meeting was held at the University of Melbourne from 10-14 July 2006. The scientific committee consisted of Nalini Joshi (The University of Sydney), Frank W Nijhoff (University of Leeds), Reinout Quispel (La Trobe University) and Colin Rogers (University of New South Wales). The local organization was in the hands of John A G Roberts and Wolfgang K Schief. Proceedings of all the previous SIDE meetings have been published; the 1994 and 1988 meetings (edited respectively by D Levi, L Vinet and P Winternitz, and by D Levi and O Ragnisco) as volumes of the CRM Proceedings and Lecture Notes (AMS Publications), the 1996 meeting (edited by P Clarkson and F W Nijhoff) as Volume 255 in the LMS Lecture Note Series. Starting from the 1996 meeting the formula of publication has been changed to include rather selected refereed contributions submitted in response to a call for papers issued after the meetings and not restricted to their participants. Thus publications reflecting the scope of the 1996 meeting (edited by J Hietarinta, F W Nijhoff and J Satsuma) appeared in Journal of Physics A: Mathematical and General 34 48 (special issue), and of the 1998 and 2000 meetings (edited respectively by F W Nijhoff, Yu B Suris and C-M Viallet, and by J F van Diejen and R Halburd) in Journal of Nonlinear Mathematical Physics 10 (Suppl. 2) and 12 (Suppl. 2). The aim of this special issue is to benefit from the occasion offered by the SIDE VII meeting, producing an issue containing papers which represent the state-of-the-art knowledge for studying integrability and symmetry properties of difference equations. This special issue features high quality research papers and invited reviews which deal with themes that were covered by the SIDE VII conference. These are in alphabetical order: Algebraic-geometric approaches to integrability. The first section contains a paper by T Hamamoto and K Kajiwara on hypergeometric solutions to the q-Painlevé equation of type A4(1). Discrete geometry. In this category there are three papers. J Cielinski offers a geometric definition and a spectral approach on pseudospherical surfaces on time scales, while A Doliwa considers generalized isothermic lattices. The paper by U Pinkall, B Springborn and S Weiss mann is concerned with a new doubly discrete analogue of smoke ring flow and the real time simulation of fluid flow. Integrable systems in statistical physics. Under this heading there is a paper by R J Baxter on corner transfer matrices in statistical mechanics, and a paper by S Boukraa, S Hassani, J-M Maillard, B M McCoy, J-A Weil and N Zenine where the authors consider Fuchs-Painlevé elliptic representation of the Painlevé VI equation. KP lattices and differential-difference hierarchies. In this section we have seven articles. C R Gilson, J J C Nimmo and Y Ohta consider quasideterminant solutions of a non-Abelian Hirota-Miwa equation, while B Grammaticos, A Ramani, V Papageorgiou, J Satsuma and R Willox discuss the construction of lump-like solutions of the Hirota-Miwa equation. J Hietarinta and C Viallet analyze the factorization process for lattice maps searching for integrable cases, the paper by X-B Hu and G-F Yu is concerned with integrable discretizations of the (2+1)-dimensional sinh-Gordon equation, and K Kajiwara, M Mazzocco and Y Ohta consider the Hankel determinant formula of the tau-functions of the Toda equation. Finally, V G Papageorgiou and A G Tongas study Yang-Baxter maps and multi-field integrable lattice equations, and H-Y Wang, X-B Hu and H-W Tam consider the two-dimensional Leznov lattice equation with self-consistent sources. Quantum integrable systems. This category contains a paper on q-extended eigenvectors of the integral and finite Fourier transforms by N M Atakishiyev, J P Rueda and K B Wolf, and an article by S M Sergeev on quantization of three-wave equations. Random matrix theory. This section contains a paper by A V Kitaev on the boundary conditions for scaled random matrix ensembles in the bulk of the spectrum. Symmetries and conservation laws. In this section we have five articles. H Gegen, X-B Hu, D Levi and S Tsujimoto consider a difference-analogue of Davey-Stewartson system giving its discrete Gram-type determinant solution and Lax pair. The paper by D Levi, M Petrera, and C Scimiterna is about the lattice Schwarzian KDV equation and its symmetries, while O G Rasin and P E Hydon study the conservation laws for integrable difference equations. S Saito and N Saitoh discuss recurrence equations associated with invariant varieties of periodic points, and P H van der Kamp presents closed-form expressions for integrals of MKDV and sine-Gordon maps. Ultra-discrete systems. This final category contains an article by C Ormerod on connection matrices for ultradiscrete linear problems. We would like to express our sincerest thanks to all contributors, and to everyone involved in compiling this special issue.

CALL FOR PAPERS: Special issue on Symmetries and Integrability of Difference Equations

NASA Astrophysics Data System (ADS)

Doliwa, Adam; Korhonen, Risto; Lafortune, Stephane

2006-10-01

This is a call for contributions to a special issue of Journal of Physics A: Mathematical and General entitled `Special issue on Symmetries and Integrability of Difference Equations' as featured at the SIDE VII meeting held during July 2006 in Melbourne (http://web.maths.unsw.edu.au/%7Eschief/side/side.html). Participants at that meeting, as well as other researchers working in the field of difference equations and discrete systems, are invited to submit a research paper to this issue. This meeting was the seventh of a series of biennial meetings devoted to the study of integrable difference equations and related topics. The notion of integrability was first introduced in the 19th century in the context of classical mechanics with the definition of Liouville integrability for Hamiltonian flows. Since then, several notions of integrability have been introduced for partial and ordinary differential equations. Closely related to integrability theory is the symmetry analysis of nonlinear evolution equations. Symmetry analysis takes advantage of the Lie group structure of a given equation to study its properties. Together, integrability theory and symmetry analysis provide the main method by which nonlinear evolution equations can be solved explicitly. Difference equations, just as differential equations, are important in numerous fields of science and have a wide variety of applications in such areas as: mathematical physics, computer visualization, numerical analysis, mathematical biology, economics, combinatorics, quantum field theory, etc. It is thus crucial to develop tools to study and solve difference equations. While the theory of symmetry and integrability for differential equations is now well-established, this is not yet the case for discrete equations. The situation has undergone impressive development in recent years and has affected a broad range of fields, including the theory of special functions, quantum integrable systems, numerical analysis, cellular automata, representations of quantum groups, symmetries of difference equations, discrete (difference) geometry, etc. Consequently, the aim of the special issue is to benefit from the occasion offered by the SIDE VII meeting to provide a collection of papers which represent the state-of-the-art knowledge for studying integrability and symmetry properties of difference equations. Scope of the special issue The special issue will feature papers which deal with themes that were covered by the SIDE VII Conference. These are •Integrability testing •Discrete geometry and visualization •Laurent phenomena and cluster algebras •Ultra-discrete systems •Random matrix theory •Algebraic-geometric approaches to integrability •Yang-Baxter equations •Quantum and classical integrable systems •Difference Galois theory Editorial policy •The subject of the paper should relate to the subject of the meeting. The Guest Editors will reserve the right to judge whether a contribution fits the scope of the topic of the special issue. •Contributions will be refereed and processed according to the usual procedure of the journal. •Conference papers may be based on already published work but should either •contain significant additional new results and/or insights or •give a survey of the present state of the art, a critical assessment of the present understanding of a topic, and a discussion of open problems. •Papers submitted by non-participants should be original and contain substantial new results. Guidelines for preparation of contributions • The deadline for contributed papers will be 15 January 2007. •There is a page limit of 16 printed pages (approximately 9600 words) per contribution. For submitted papers exceeding this length the Guest Editors reserve the right to request a reduction in length. Further advice on document preparation can be found at www.iop.org/Journals/jphysa •Contributions to the special issue should if possible be submitted electronically by web upload at www.iop.org/Journals/jphysa, or by email to jphysa@iop.org, quoting 'J. Phys. A Special Issue: SIDE VII'. Submissions should ideally be in standard LaTeX form; we are, however, able to accept most formats including Microsoft Word. Please see the website for further information on electronic submissions. •Authors unable to submit electronically may send hard-copy contributions to: Publishing Administrators, Journal of Physics A, Institute of Physics Publishing, Dirac House, Temple Back, Bristol BS1 6BE, UK, enclosing electronic code on floppy disk if available and quoting 'J. Phys. A Special Issue: SIDE VII'. • All contributions should be accompanied by a read-me file or covering letter giving the postal and email address for correspondence. The Publishing Office should be notified of any subsequent change of address. •The special issue will be published in the paper and online version of the journal. The corresponding author of each contribution will receive a complimentary copy of the issue.

Continual approach at T=0 in the mean field theory of incommensurate magnetic states in the frustrated Heisenberg ferromagnet with an easy axis anisotropy

NASA Astrophysics Data System (ADS)

Martynov, S. N.; Tugarinov, V. I.; Martynov, A. S.

2017-10-01

The algorithm of approximate solution was developed for the differential equation describing the anharmonical change of the spin orientation angle in the model of ferromagnet with the exchange competition between nearest and next nearest magnetic neighbors and the easy axis exchange anisotropy. The equation was obtained from the collinearity constraint on the discrete lattice. In the low anharmonicity approximation the equation is resulted to an autonomous form and is integrated in quadratures. The obvious dependence of the angle velocity and second derivative of angle from angle and initial condition was derived by expanding the first integral of the equation in the Taylor series in vicinity of initial condition. The ground state of the soliton solutions was calculated by a numerical minimization of the energy integral. The evaluation of the used approximation was made for a triple point of the phase diagram.

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

NASA Astrophysics Data System (ADS)

Chen, Leilei; Zheng, Changjun; Chen, Haibo

2013-09-01

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

Smoothed Particle Hydrodynamics and its applications for multiphase flow and reactive transport in porous media

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

Tartakovsky, Alexandre M.; Trask, Nathaniel; Pan, K.

2016-03-11

Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. In this review, we present SPH discretization of the Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and we discuss applications of the SPH method for modeling pore-scale multiphase flows and reactive transport in porous and fractured media.

Calculus of Elementary Functions, Part IV. Teacher's Commentary. Preliminary Edition.

ERIC Educational Resources Information Center

Herriot, Sarah T.; And Others

This teacher's guide is designed for use with the SMSG textbook "Calculus of Elementary Functions." It contains solutions to exercises found in Chapter 9, Integration Theory and Technique; Chapter 10, Simple Differential Equations; Appendix 5, Area and Integral; Appendix 6; Appendix 7, Continuity Theory; and Appendix 8, More About…

Solution of the Wang Chang-Uhlenbeck equation for molecular hydrogen

NASA Astrophysics Data System (ADS)

Anikin, Yu. A.

2017-06-01

Molecular hydrogen is modeled by numerically solving the Wang Chang-Uhlenbeck equation. The differential scattering cross sections of molecules are calculated using the quantum mechanical scattering theory of rigid rotors. The collision integral is computed by applying a fully conservative projection method. Numerical results for relaxation, heat conduction, and a one-dimensional shock wave are presented.

A New Formulation of Time Domain Boundary Integral Equation for Acoustic Wave Scattering in the Presence of a Uniform Mean Flow

NASA Technical Reports Server (NTRS)

Hu, Fang; Pizzo, Michelle E.; Nark, Douglas M.

2017-01-01

It has been well-known that under the assumption of a constant uniform mean flow, the acoustic wave propagation equation can be formulated as a boundary integral equation, in both the time domain and the frequency domain. Compared with solving partial differential equations, numerical methods based on the boundary integral equation have the advantage of a reduced spatial dimension and, hence, requiring only a surface mesh. However, the constant uniform mean flow assumption, while convenient for formulating the integral equation, does not satisfy the solid wall boundary condition wherever the body surface is not aligned with the uniform mean flow. In this paper, we argue that the proper boundary condition for the acoustic wave should not have its normal velocity be zero everywhere on the solid surfaces, as has been applied in the literature. A careful study of the acoustic energy conservation equation is presented that shows such a boundary condition in fact leads to erroneous source or sink points on solid surfaces not aligned with the mean flow. A new solid wall boundary condition is proposed that conserves the acoustic energy and a new time domain boundary integral equation is derived. In addition to conserving the acoustic energy, another significant advantage of the new equation is that it is considerably simpler than previous formulations. In particular, tangential derivatives of the solution on the solid surfaces are no longer needed in the new formulation, which greatly simplifies numerical implementation. Furthermore, stabilization of the new integral equation by Burton-Miller type reformulation is presented. The stability of the new formulation is studied theoretically as well as numerically by an eigenvalue analysis. Numerical solutions are also presented that demonstrate the stability of the new formulation.

Feynman path integral application on deriving black-scholes diffusion equation for european option pricing

NASA Astrophysics Data System (ADS)

Utama, Briandhika; Purqon, Acep

2016-08-01

Path Integral is a method to transform a function from its initial condition to final condition through multiplying its initial condition with the transition probability function, known as propagator. At the early development, several studies focused to apply this method for solving problems only in Quantum Mechanics. Nevertheless, Path Integral could also apply to other subjects with some modifications in the propagator function. In this study, we investigate the application of Path Integral method in financial derivatives, stock options. Black-Scholes Model (Nobel 1997) was a beginning anchor in Option Pricing study. Though this model did not successfully predict option price perfectly, especially because its sensitivity for the major changing on market, Black-Scholes Model still is a legitimate equation in pricing an option. The derivation of Black-Scholes has a high difficulty level because it is a stochastic partial differential equation. Black-Scholes equation has a similar principle with Path Integral, where in Black-Scholes the share's initial price is transformed to its final price. The Black-Scholes propagator function then derived by introducing a modified Lagrange based on Black-Scholes equation. Furthermore, we study the correlation between path integral analytical solution and Monte-Carlo numeric solution to find the similarity between this two methods.

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

NASA Astrophysics Data System (ADS)

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

2013-01-01

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

Accelerating numerical solution of stochastic differential equations with CUDA

NASA Astrophysics Data System (ADS)

Januszewski, M.; Kostur, M.

2010-01-01

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

Extending the rubber rope: convergent series, divergent series and the integrating factor

NASA Astrophysics Data System (ADS)

McCartney, Mark

2013-06-01

A well-known mathematical puzzle regarding a worm crawling along an elastic rope is considered. The resulting generalizations provide examples for use in a teaching context including applications of series summation, the use of the integrating factor for the solution of differential equations, and the evaluation of definite integrals. A number of potential classroom exercises are given.

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.

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

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

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2015-09-01

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

Darboux transformation and solitons for an integrable nonautonomous nonlinear integro-differential Schrödinger equation

NASA Astrophysics Data System (ADS)

Yong, Xuelin; Fan, Yajing; Huang, Yehui; Ma, Wen-Xiu; Tian, Jing

2017-10-01

By modifying the scheme for an isospectral problem, the non-isospectral Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy is constructed via allowing the time varying spectrum. In this paper, we consider an integrable nonautonomous nonlinear integro-differential Schrödinger equation discussed before in “Multi-soliton management by the integrable nonautonomous nonlinear integro-differential Schrödinger equation” [Y. J. Zhang, D. Zhao and H. G. Luo, Ann. Phys. 350 (2014) 112]. We first analyze the integrability conditions and identify the model. Second, we modify the existing Darboux transformation (DT) for such a non-isospectral problem. Third, the nonautonomous soliton solutions are obtained via the resulting DT and basic properties of these solutions in the inhomogeneous media are discussed graphically to illustrate the influences of the variable coefficients. In the process, a technique by selecting appropriate spectral parameters instead of the variable inhomogeneities is employed to realize a different type of one-soliton management. Several novel optical solitons are constructed and their features are shown by some specific figures. In addition, four kinds of the special localized two-soliton solutions are obtained. The solitonic excitations localized both in space and time, which exhibit the feature of the so-called rogue waves but with a zero background, are discussed.

Uncertainty Quantification in Simulations of Epidemics Using Polynomial Chaos

PubMed Central

Santonja, F.; Chen-Charpentier, B.

2012-01-01

Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equations, which is then integrated numerically to obtain the first-and the second-order moments of the output stochastic processes. A sensitivity analysis based on the polynomial chaos approach is also performed to determine which parameters have the greatest influence on the results. As an example, we will apply the approach to an obesity epidemic model. PMID:22927889

Partial differential equation-based localization of a monopole source from a circular array.

PubMed

Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

2013-10-01

Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

DTIC Science & Technology

1984-11-01

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

Soliton solutions of an integrable nonlinear Schrödinger equation with quintic terms.

PubMed

Chowdury, A; Kedziora, D J; Ankiewicz, A; Akhmediev, N

2014-09-01

We present the fifth-order equation of the nonlinear Schrödinger hierarchy. This integrable partial differential equation contains fifth-order dispersion and nonlinear terms related to it. We present the Lax pair and use Darboux transformations to derive exact expressions for the most representative soliton solutions. This set includes two-soliton collisions and the degenerate case of the two-soliton solution, as well as beating structures composed of two or three solitons. Ultimately, the new quintic operator and the terms it adds to the standard nonlinear Schrödinger equation (NLSE) are found to primarily affect the velocity of solutions, with complicated flow-on effects. Furthermore, we present a new structure, composed of coincident equal-amplitude solitons, which cannot exist for the standard NLSE.

Anisotropic fractal media by vector calculus in non-integer dimensional space

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

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

2014-08-15

A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensionalmore » space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.« less

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

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

2005-10-01

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

GCKP84-general chemical kinetics code for gas-phase flow and batch processes including heat transfer effects

NASA Technical Reports Server (NTRS)

Bittker, D. A.; Scullin, V. J.

1984-01-01

A general chemical kinetics code is described for complex, homogeneous ideal gas reactions in any chemical system. The main features of the GCKP84 code are flexibility, convenience, and speed of computation for many different reaction conditions. The code, which replaces the GCKP code published previously, solves numerically the differential equations for complex reaction in a batch system or one dimensional inviscid flow. It also solves numerically the nonlinear algebraic equations describing the well stirred reactor. A new state of the art numerical integration method is used for greatly increased speed in handling systems of stiff differential equations. The theory and the computer program, including details of input preparation and a guide to using the code are given.

A Potential Function Derivation of a Constitutive Equation for Inelastic Material Response

NASA Technical Reports Server (NTRS)

Stouffer, D. C.; Elfoutouh, N. A.

1983-01-01

Physical and thermodynamic concepts are used to develop a potential function for application to high temperature polycrystalline material response. Inherent in the formulation is a differential relationship between the potential function and constitutive equation in terms of the state variables. Integration of the differential relationship produces a state variable evolution equation that requires specification of the initial value of the state variable and its time derivative. It is shown that the initial loading rate, which is directly related to the initial hardening rate, can significantly influence subsequent material response. This effect is consistent with observed material behavior on the macroscopic and microscopic levels, and may explain the wide scatter in response often found in creep testing.

Einstein-Weyl spaces and third-order differential equations

NASA Astrophysics Data System (ADS)

Tod, K. P.

2000-08-01

The three-dimensional null-surface formalism of Tanimoto [M. Tanimoto, "On the null surface formalism," Report No. gr-qc/9703003 (1997)] and Forni et al. [Forni et al., "Null surfaces formation in 3D," J. Math Phys. (submitted)] are extended to describe Einstein-Weyl spaces, following Cartan [E. Cartan, "Les espaces généralisées et l'integration de certaines classes d'equations différentielles," C. R. Acad. Sci. 206, 1425-1429 (1938); "La geometria de las ecuaciones diferenciales de tercer order," Rev. Mat. Hispano-Am. 4, 1-31 (1941)]. In the resulting formalism, Einstein-Weyl spaces are obtained from a particular class of third-order differential equations. Some examples of the construction which include some new Einstein-Weyl spaces are given.

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

NASA Astrophysics Data System (ADS)

Tang, Xianhua; Cao, Daomin; Zou, Xingfu

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

Time-dependent spectral renormalization method

NASA Astrophysics Data System (ADS)

Cole, Justin T.; Musslimani, Ziad H.

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

NASA Technical Reports Server (NTRS)

Lehman, L. L.

1982-01-01

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

Understanding Introductory Students' Application of Integrals in Physics from Multiple Perspectives

ERIC Educational Resources Information Center

Hu, Dehui

2013-01-01

Calculus is used across many physics topics from introductory to upper-division level college courses. The concepts of differentiation and integration are important tools for solving real world problems. Using calculus or any mathematical tool in physics is much more complex than the straightforward application of the equations and algorithms that…

Dual-shaped offset reflector antenna designs from solutions of the geometrical optics first-order partial differential equations

NASA Technical Reports Server (NTRS)

Galindo-Israel, V.; Imbriale, W.; Shogen, K.; Mittra, R.

1990-01-01

In obtaining solutions to the first-order nonlinear partial differential equations (PDEs) for synthesizing offset dual-shaped reflectors, it is found that previously observed computational problems can be avoided if the integration of the PDEs is started from an inner projected perimeter and integrated outward rather than starting from an outer projected perimeter and integrating inward. This procedure, however, introduces a new parameter, the main reflector inner perimeter radius p(o), when given a subreflector inner angle 0(o). Furthermore, a desired outer projected perimeter (e.g., a circle) is no longer guaranteed. Stability of the integration is maintained if some of the initial parameters are determined first from an approximate solution to the PDEs. A one-, two-, or three-parameter optimization algorithm can then be used to obtain a best set of parameters yielding a close fit to the desired projected outer rim. Good low cross-polarization mapping functions are also obtained. These methods are illustrated by synthesis of a high-gain offset-shaped Cassegrainian antenna and a low-noise offset-shaped Gregorian antenna.

Computational attributes of the integral form of the equation of transfer

NASA Technical Reports Server (NTRS)

Frankel, J. I.

1991-01-01

Difficulties can arise in radiative and neutron transport calculations when a highly anisotropic scattering phase function is present. In the presence of anisotropy, currently used numerical solutions are based on the integro-differential form of the linearized Boltzmann transport equation. This paper, departs from classical thought and presents an alternative numerical approach based on application of the integral form of the transport equation. Use of the integral formalism facilitates the following steps: a reduction in dimensionality of the system prior to discretization, the use of symbolic manipulation to augment the computational procedure, and the direct determination of key physical quantities which are derivable through the various Legendre moments of the intensity. The approach is developed in the context of radiative heat transfer in a plane-parallel geometry, and results are presented and compared with existing benchmark solutions. Encouraging results are presented to illustrate the potential of the integral formalism for computation. The integral formalism appears to possess several computational attributes which are well-suited to radiative and neutron transport calculations.

The Adams formulas for numerical integration of differential equations from 1st to 20th order

NASA Technical Reports Server (NTRS)

Kirkpatrick, J. C.

1976-01-01

The Adams Bashforth predictor coefficients and the Adams Moulton corrector coefficients for the integration of differential equations are presented for methods of 1st to 20th order. The order of the method as presented refers to the highest order difference formula used in Newton's backward difference interpolation formula, on which the Adams method is based. The Adams method is a polynomial approximation method derived from Newton's backward difference interpolation formula. The Newton formula is derived and expanded to 20th order. The Adams predictor and corrector formulas are derived and expressed in terms of differences of the derivatives, as well as in terms of the derivatives themselves. All coefficients are given to 18 significant digits. For the difference formula only, the ratio coefficients are given to 10th order.

Electromagnetic beam diffraction by a finite lamellar structure: an aperiodic coupled-wave method.

PubMed

Guizal, Brahim; Barchiesi, Dominique; Felbacq, Didier

2003-12-01

We have developed a new formulation of the coupled-wave method (CWM) to handle aperiodic lamellar structures, and it will be referred to as the aperiodic coupled-wave method (ACWM). The space is still divided into three regions, but the fields are written by use of their Fourier integrals instead of the Fourier series. In the modulated region the relative permittivity is represented by its Fourier transform, and then a set of integro-differential equations is derived. Discretizing the last system leads to a set of ordinary differential equations that is reduced to an eigenvalue problem, as is usually done in the CWM. To assess the method, we compare our results with three independent formalisms: the Rayleigh perturbation method for small samples, the volume integral method, and the finite-element method.

Exploring inductive linearization for pharmacokinetic-pharmacodynamic systems of nonlinear ordinary differential equations.

PubMed

Hasegawa, Chihiro; Duffull, Stephen B

2018-02-01

Pharmacokinetic-pharmacodynamic systems are often expressed with nonlinear ordinary differential equations (ODEs). While there are numerous methods to solve such ODEs these methods generally rely on time-stepping solutions (e.g. Runge-Kutta) which need to be matched to the characteristics of the problem at hand. The primary aim of this study was to explore the performance of an inductive approximation which iteratively converts nonlinear ODEs to linear time-varying systems which can then be solved algebraically or numerically. The inductive approximation is applied to three examples, a simple nonlinear pharmacokinetic model with Michaelis-Menten elimination (E1), an integrated glucose-insulin model and an HIV viral load model with recursive feedback systems (E2 and E3, respectively). The secondary aim of this study was to explore the potential advantages of analytically solving linearized ODEs with two examples, again E3 with stiff differential equations and a turnover model of luteinizing hormone with a surge function (E4). The inductive linearization coupled with a matrix exponential solution provided accurate predictions for all examples with comparable solution time to the matched time-stepping solutions for nonlinear ODEs. The time-stepping solutions however did not perform well for E4, particularly when the surge was approximated by a square wave. In circumstances when either a linear ODE is particularly desirable or the uncertainty in matching the integrator to the ODE system is of potential risk, then the inductive approximation method coupled with an analytical integration method would be an appropriate alternative.

Differential geometry-based solvation and electrolyte transport models for biomolecular modeling: a review

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

Wei, Guowei; Baker, Nathan A.

2016-11-11

This chapter reviews the differential geometry-based solvation and electrolyte transport for biomolecular solvation that have been developed over the past decade. A key component of these methods is the differential geometry of surfaces theory, as applied to the solvent-solute boundary. In these approaches, the solvent-solute boundary is determined by a variational principle that determines the major physical observables of interest, for example, biomolecular surface area, enclosed volume, electrostatic potential, ion density, electron density, etc. Recently, differential geometry theory has been used to define the surfaces that separate the microscopic (solute) domains for biomolecules from the macroscopic (solvent) domains. In thesemore » approaches, the microscopic domains are modeled with atomistic or quantum mechanical descriptions, while continuum mechanics models (including fluid mechanics, elastic mechanics, and continuum electrostatics) are applied to the macroscopic domains. This multiphysics description is integrated through an energy functional formalism and the resulting Euler-Lagrange equation is employed to derive a variety of governing partial differential equations for different solvation and transport processes; e.g., the Laplace-Beltrami equation for the solvent-solute interface, Poisson or Poisson-Boltzmann equations for electrostatic potentials, the Nernst-Planck equation for ion densities, and the Kohn-Sham equation for solute electron density. Extensive validation of these models has been carried out over hundreds of molecules, including proteins and ion channels, and the experimental data have been compared in terms of solvation energies, voltage-current curves, and density distributions. We also propose a new quantum model for electrolyte transport.« less

Exponential integration algorithms applied to viscoplasticity

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Walker, Kevin P.

1991-01-01

Four, linear, exponential, integration algorithms (two implicit, one explicit, and one predictor/corrector) are applied to a viscoplastic model to assess their capabilities. Viscoplasticity comprises a system of coupled, nonlinear, stiff, first order, ordinary differential equations which are a challenge to integrate by any means. Two of the algorithms (the predictor/corrector and one of the implicits) give outstanding results, even for very large time steps.

f(R)-gravity from Killing tensors

NASA Astrophysics Data System (ADS)

Paliathanasis, Andronikos

2016-04-01

We consider f(R)-gravity in a Friedmann-Lemaître-Robertson-Walker spacetime with zero spatial curvature. We apply the Killing tensors of the minisuperspace in order to specify the functional form of f(R) and for the field equations to be invariant under Lie-Bäcklund transformations, which are linear in momentum (contact symmetries). Consequently, the field equations to admit quadratic conservation laws given by Noether’s theorem. We find three new integrable f(R)-models, for which, with the application of the conservation laws, we reduce the field equations to a system of two first-order ordinary differential equations. For each model we study the evolution of the cosmological fluid. We find that for each integrable model the cosmological fluid has an equation of state parameter, in which there is linear behavior in terms of the scale factor which describes the Chevallier, Polarski and Linder parametric dark energy model.

Multiscale solvers and systematic upscaling in computational physics

NASA Astrophysics Data System (ADS)

Brandt, A.

2005-07-01

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

Extensions of different type parameterized inequalities for generalized [Formula: see text]-preinvex mappings via k-fractional integrals.

PubMed

Zhang, Yao; Du, Ting-Song; Wang, Hao; Shen, Yan-Jun; Kashuri, Artion

2018-01-01

The authors discover a general k -fractional integral identity with multi-parameters for twice differentiable functions. By using this integral equation, the authors derive some new bounds on Hermite-Hadamard's and Simpson's inequalities for generalized [Formula: see text]-preinvex functions through k -fractional integrals. By taking the special parameter values for various suitable choices of function h , some interesting results are also obtained.

Sub-optimal control of unsteady boundary layer separation and optimal control of Saltzman-Lorenz model

NASA Astrophysics Data System (ADS)

Sardesai, Chetan R.

The primary objective of this research is to explore the application of optimal control theory in nonlinear, unsteady, fluid dynamical settings. Two problems are considered: (1) control of unsteady boundary-layer separation, and (2) control of the Saltzman-Lorenz model. The unsteady boundary-layer equations are nonlinear partial differential equations that govern the eruptive events that arise when an adverse pressure gradient acts on a boundary layer at high Reynolds numbers. The Saltzman-Lorenz model consists of a coupled set of three nonlinear ordinary differential equations that govern the time-dependent coefficients in truncated Fourier expansions of Rayleigh-Renard convection and exhibit deterministic chaos. Variational methods are used to derive the nonlinear optimal control formulations based on cost functionals that define the control objective through a performance measure and a penalty function that penalizes the cost of control. The resulting formulation consists of the nonlinear state equations, which must be integrated forward in time, and the nonlinear control (adjoint) equations, which are integrated backward in time. Such coupled forward-backward time integrations are computationally demanding; therefore, the full optimal control problem for the Saltzman-Lorenz model is carried out, while the more complex unsteady boundary-layer case is solved using a sub-optimal approach. The latter is a quasi-steady technique in which the unsteady boundary-layer equations are integrated forward in time, and the steady control equation is solved at each time step. Both sub-optimal control of the unsteady boundary-layer equations and optimal control of the Saltzman-Lorenz model are found to be successful in meeting the control objectives for each problem. In the case of boundary-layer separation, the control results indicate that it is necessary to eliminate the recirculation region that is a precursor to the unsteady boundary-layer eruptions. In the case of the Saltzman-Lorenz model, it is possible to control the system about either of the two unstable equilibrium points representing clockwise and counterclockwise rotation of the convection roles in a parameter regime for which the uncontrolled solution would exhibit deterministic chaos.

The explicit computation of integration algorithms and first integrals for ordinary differential equations with polynomials coefficients using trees

NASA Technical Reports Server (NTRS)

Crouch, P. E.; Grossman, Robert

1992-01-01

This note is concerned with the explicit symbolic computation of expressions involving differential operators and their actions on functions. The derivation of specialized numerical algorithms, the explicit symbolic computation of integrals of motion, and the explicit computation of normal forms for nonlinear systems all require such computations. More precisely, if R = k(x(sub 1),...,x(sub N)), where k = R or C, F denotes a differential operator with coefficients from R, and g member of R, we describe data structures and algorithms for efficiently computing g. The basic idea is to impose a multiplicative structure on the vector space with basis the set of finite rooted trees and whose nodes are labeled with the coefficients of the differential operators. Cancellations of two trees with r + 1 nodes translates into cancellation of O(N(exp r)) expressions involving the coefficient functions and their derivatives.

A new method for constructing analytic elements for groundwater flow.

NASA Astrophysics Data System (ADS)

Strack, O. D.

2007-12-01

The analytic element method is based upon the superposition of analytic functions that are defined throughout the infinite domain, and can be used to meet a variety of boundary conditions. Analytic elements have been use successfully for a number of problems, mainly dealing with the Poisson equation (see, e.g., Theory and Applications of the Analytic Element Method, Reviews of Geophysics, 41,2/1005 2003 by O.D.L. Strack). The majority of these analytic elements consists of functions that exhibit jumps along lines or curves. Such linear analytic elements have been developed also for other partial differential equations, e.g., the modified Helmholz equation and the heat equation, and were constructed by integrating elementary solutions, the point sink and the point doublet, along a line. This approach is limiting for two reasons. First, the existence is required of the elementary solutions, and, second, the integration tends to limit the range of solutions that can be obtained. We present a procedure for generating analytic elements that requires merely the existence of a harmonic function with the desired properties; such functions exist in abundance. The procedure to be presented is used to generalize this harmonic function in such a way that the resulting expression satisfies the applicable differential equation. The approach will be applied, along with numerical examples, for the modified Helmholz equation and for the heat equation, while it is noted that the method is in no way restricted to these equations. The procedure is carried out entirely in terms of complex variables, using Wirtinger calculus.

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Markley, F. Landis

1990-01-01

As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

Minimal parameter solution of the orthogonal matrix differential equation

NASA Technical Reports Server (NTRS)

Baritzhack, Itzhack Y.; Markley, F. Landis

1988-01-01

As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed employing the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

Teaching Mathematics to Civil Engineers

ERIC Educational Resources Information Center

Sharp, J. J.; Moore, E.

1977-01-01

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

Kinetic Equation for a Soliton Gas and Its Hydrodynamic Reductions

NASA Astrophysics Data System (ADS)

El, G. A.; Kamchatnov, A. M.; Pavlov, M. V.; Zykov, S. A.

2011-04-01

We introduce and study a new class of kinetic equations, which arise in the description of nonequilibrium macroscopic dynamics of soliton gases with elastic collisions between solitons. These equations represent nonlinear integro-differential systems and have a novel structure, which we investigate by studying in detail the class of N-component `cold-gas' hydrodynamic reductions. We prove that these reductions represent integrable linearly degenerate hydrodynamic type systems for arbitrary N which is a strong evidence in favour of integrability of the full kinetic equation. We derive compact explicit representations for the Riemann invariants and characteristic velocities of the hydrodynamic reductions in terms of the `cold-gas' component densities and construct a number of exact solutions having special properties (quasiperiodic, self-similar). Hydrodynamic symmetries are then derived and investigated. The obtained results shed light on the structure of a continuum limit for a large class of integrable systems of hydrodynamic type and are also relevant to the description of turbulent motion in conservative compressible flows.

Equations on knot polynomials and 3d/5d duality

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

Mironov, A.; Morozov, A.; ITEP, Moscow

2012-09-24

We briefly review the current situation with various relations between knot/braid polynomials (Chern-Simons correlation functions), ordinary and extended, considered as functions of the representation and of the knot topology. These include linear skein relations, quadratic Plucker relations, as well as 'differential' and (quantum) A-polynomial structures. We pay a special attention to identity between the A-polynomial equations for knots and Baxter equations for quantum relativistic integrable systems, related through Seiberg-Witten theory to 5d super-Yang-Mills models and through the AGT relation to the q-Virasoro algebra. This identity is an important ingredient of emerging a 3d- 5d generalization of the AGT relation. Themore » shape of the Baxter equation (including the values of coefficients) depend on the choice of the knot/braid. Thus, like the case of KP integrability, where (some, so far torus) knots parameterize particular points of the Universal Grassmannian, in this relation they parameterize particular points in the moduli space of many-body integrable systems of relativistic type.« less

Simplified combustion noise theory yielding a prediction of fluctuating pressure level

NASA Technical Reports Server (NTRS)

Huff, R. G.

1984-01-01

The first order equations for the conservation of mass and momentum in differential form are combined for an ideal gas to yield a single second order partial differential equation in one dimension and time. Small perturbation analysis is applied. A Fourier transformation is performed that results in a second order, constant coefficient, nonhomogeneous equation. The driving function is taken to be the source of combustion noise. A simplified model describing the energy addition via the combustion process gives the required source information for substitution in the driving function. This enables the particular integral solution of the nonhomogeneous equation to be found. This solution multiplied by the acoustic pressure efficiency predicts the acoustic pressure spectrum measured in turbine engine combustors. The prediction was compared with the overall sound pressure levels measured in a CF6-50 turbofan engine combustor and found to be in excellent agreement.

A new computational method for reacting hypersonic flows

NASA Astrophysics Data System (ADS)

Niculescu, M. L.; Cojocaru, M. G.; Pricop, M. V.; Fadgyas, M. C.; Pepelea, D.; Stoican, M. G.

2017-07-01

Hypersonic gas dynamics computations are challenging due to the difficulties to have reliable and robust chemistry models that are usually added to Navier-Stokes equations. From the numerical point of view, it is very difficult to integrate together Navier-Stokes equations and chemistry model equations because these partial differential equations have different specific time scales. For these reasons, almost all known finite volume methods fail shortly to solve this second order partial differential system. Unfortunately, the heating of Earth reentry vehicles such as space shuttles and capsules is very close linked to endothermic chemical reactions. A better prediction of wall heat flux leads to smaller safety coefficient for thermal shield of space reentry vehicle; therefore, the size of thermal shield decreases and the payload increases. For these reasons, the present paper proposes a new computational method based on chemical equilibrium, which gives accurate prediction of hypersonic heating in order to support the Earth reentry capsule design.

Modeling of Inverted Annular Film Boiling using an integral method

NASA Astrophysics Data System (ADS)

Sridharan, Arunkumar

In modeling Inverted Annular Film Boiling (IAFB), several important phenomena such as interaction between the liquid and the vapor phases and irregular nature of the interface, which greatly influence the momentum and heat transfer at the interface, need to be accounted for. However, due to the complexity of these phenomena, they were not modeled in previous studies. Since two-phase heat transfer equations and relationships rely heavily on experimental data, many closure relationships that were used in previous studies to solve the problem are empirical in nature. Also, in deriving the relationships, the experimental data were often extrapolated beyond the intended range of conditions, causing errors in predictions. In some cases, empirical correlations that were derived from situations other than IAFB, and whose applicability to IAFB was questionable, were used. Moreover, arbitrary constants were introduced in the model developed in previous studies to provide good fit to the experimental data. These constants have no physical basis, thereby leading to questionable accuracy in the model predictions. In the present work, modeling of Inverted Annular Film Boiling (IAFB) is done using Integral Method. Two-dimensional formulation of IAFB is presented. Separate equations for the conservation of mass, momentum and energy are derived from first principles, for the vapor film and the liquid core. Turbulence is incorporated in the formulation. The system of second-order partial differential equations is integrated over the radial direction to obtain a system of integral differential equations. In order to solve the system of equations, second order polynomial profiles are used to describe the nondimensional velocity and temperatures. The unknown coefficients in the profiles are functions of the axial direction alone. Using the boundary conditions that govern the physical problem, equations for the unknown coefficients are derived in terms of the primary dependent variables: wall shear stress, interfacial shear stress, film thickness, pressure, wall temperature and the mass transfer rate due to evaporation. A system of non-linear first order coupled ordinary differential equations is obtained. Due to the inherent mathematical complexity of the system of equations, simplifying assumptions are made to obtain a numerical solution. The system of equations is solved numerically to obtain values of the unknown quantities at each subsequent axial location. Derived quantities like void fraction and heat transfer coefficient are calculated at each axial location. The calculation is terminated when the void fraction reaches a value of 0.6, the upper limit of IAFB. The results obtained agree with the experimental trends observed. Void fraction increases along the heated length, while the heat transfer coefficient drops due to the increased resistance of the vapor film as expected.

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

PubMed

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

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

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

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

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

Boundary layers at the interface of two different shear flows

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Symmetries and integrability of a fourth-order Euler-Bernoulli beam equation

NASA Astrophysics Data System (ADS)

Bokhari, Ashfaque H.; Mahomed, F. M.; Zaman, F. D.

2010-05-01

The complete symmetry group classification of the fourth-order Euler-Bernoulli ordinary differential equation, where the elastic modulus and the area moment of inertia are constants and the applied load is a function of the normal displacement, is obtained. We perform the Lie and Noether symmetry analysis of this problem. In the Lie analysis, the principal Lie algebra which is one dimensional extends in four cases, viz. the linear, exponential, general power law, and a negative fractional power law. It is further shown that two cases arise in the Noether classification with respect to the standard Lagrangian. That is, the linear case for which the Noether algebra dimension is one less than the Lie algebra dimension as well as the negative fractional power law. In the latter case the Noether algebra is three dimensional and is isomorphic to the Lie algebra which is sl(2,R). This exceptional case, although admitting the nonsolvable algebra sl(2,R), remarkably allows for a two-parameter family of exact solutions via the Noether integrals. The Lie reduction gives a second-order ordinary differential equation which has nonlocal symmetry.

Bukhvostov-Lipatov model and quantum-classical duality

NASA Astrophysics Data System (ADS)

Bazhanov, Vladimir V.; Lukyanov, Sergei L.; Runov, Boris A.

2018-02-01

The Bukhvostov-Lipatov model is an exactly soluble model of two interacting Dirac fermions in 1 + 1 dimensions. The model describes weakly interacting instantons and anti-instantons in the O (3) non-linear sigma model. In our previous work [arxiv:arXiv:1607.04839] we have proposed an exact formula for the vacuum energy of the Bukhvostov-Lipatov model in terms of special solutions of the classical sinh-Gordon equation, which can be viewed as an example of a remarkable duality between integrable quantum field theories and integrable classical field theories in two dimensions. Here we present a complete derivation of this duality based on the classical inverse scattering transform method, traditional Bethe ansatz techniques and analytic theory of ordinary differential equations. In particular, we show that the Bethe ansatz equations defining the vacuum state of the quantum theory also define connection coefficients of an auxiliary linear problem for the classical sinh-Gordon equation. Moreover, we also present details of the derivation of the non-linear integral equations determining the vacuum energy and other spectral characteristics of the model in the case when the vacuum state is filled by 2-string solutions of the Bethe ansatz equations.

The influence of wind-tunnel walls on discrete frequency noise

NASA Technical Reports Server (NTRS)

Mosher, M.

1984-01-01

This paper describes an analytical model that can be used to examine the effects of wind-tunnel walls on discrete frequency noise. First, a complete physical model of an acoustic source in a wind tunnel is described, and a simplified version is then developed. This simplified model retains the important physical processes involved, yet it is more amenable to analysis. Second, the simplified physical model is formulated as a mathematical problem. An inhomogeneous partial differential equation with mixed boundary conditions is set up and then transformed into an integral equation. The integral equation has been solved with a panel program on a computer. Preliminary results from a simple model problem will be shown and compared with the approximate analytic solution.

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition. 2; Inclusion of Exchange

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, Aaron

2004-01-01

The development of a practical method of accurately calculating the full scattering amplitude, without making a partial wave decomposition is continued. The method is developed in the context of electron-hydrogen scattering, and here exchange is dealt with by considering e-H scattering in the static exchange approximation. The Schroedinger equation in this approximation can be simplified to a set of coupled integro-differential equations. The equations are solved numerically for the full scattering wave function. The scattering amplitude can most accurately be calculated from an integral expression for the amplitude; that integral can be formally simplified, and then evaluated using the numerically determined wave function. The results are essentially identical to converged partial wave results.

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

NASA Astrophysics Data System (ADS)

Balasuriya, Sanjeeva

2016-12-01

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

Exact solutions of fractional mBBM equation and coupled system of fractional Boussinesq-Burgers

NASA Astrophysics Data System (ADS)

Javeed, Shumaila; Saif, Summaya; Waheed, Asif; Baleanu, Dumitru

2018-06-01

The new exact solutions of nonlinear fractional partial differential equations (FPDEs) are established by adopting first integral method (FIM). The Riemann-Liouville (R-L) derivative and the local conformable derivative definitions are used to deal with the fractional order derivatives. The proposed method is applied to get exact solutions for space-time fractional modified Benjamin-Bona-Mahony (mBBM) equation and coupled time-fractional Boussinesq-Burgers equation. The suggested technique is easily applicable and effectual which can be implemented successfully to obtain the solutions for different types of nonlinear FPDEs.

A Power Series Expansion and Its Applications

ERIC Educational Resources Information Center

Chen, Hongwei

2006-01-01

Using the power series solution of a differential equation and the computation of a parametric integral, two elementary proofs are given for the power series expansion of (arcsin x)[squared], as well as some applications of this expansion.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

On the performance of exponential integrators for problems in magnetohydrodynamics

NASA Astrophysics Data System (ADS)

Einkemmer, Lukas; Tokman, Mayya; Loffeld, John

2017-02-01

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and their performance was evaluated using a range of test problems. While the results of these investigations showed that exponential integrators can provide significant computational savings, the research on validating this hypothesis for large scale systems and understanding what classes of problems can particularly benefit from the use of the new techniques is in its initial stages. Resistive magnetohydrodynamic (MHD) modeling is widely used in studying large scale behavior of laboratory and astrophysical plasmas. In many problems numerical solution of MHD equations is a challenging task due to the temporal stiffness of this system in the parameter regimes of interest. In this paper we evaluate the performance of exponential integrators on large MHD problems and compare them to a state-of-the-art implicit time integrator. Both the variable and constant time step exponential methods of EPIRK-type are used to simulate magnetic reconnection and the Kevin-Helmholtz instability in plasma. Performance of these methods, which are part of the EPIC software package, is compared to the variable time step variable order BDF scheme included in the CVODE (part of SUNDIALS) library. We study performance of the methods on parallel architectures and with respect to magnitudes of important parameters such as Reynolds, Lundquist, and Prandtl numbers. We find that the exponential integrators provide superior or equal performance in most circumstances and conclude that further development of exponential methods for MHD problems is warranted and can lead to significant computational advantages for large scale stiff systems of differential equations such as MHD.

The space-time solution element method: A new numerical approach for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Scott, James R.; Chang, Sin-Chung

1995-01-01

This paper is one of a series of papers describing the development of a new numerical method for the Navier-Stokes equations. Unlike conventional numerical methods, the current method concentrates on the discrete simulation of both the integral and differential forms of the Navier-Stokes equations. Conservation of mass, momentum, and energy in space-time is explicitly provided for through a rigorous enforcement of both the integral and differential forms of the governing conservation laws. Using local polynomial expansions to represent the discrete primitive variables on each cell, fluxes at cell interfaces are evaluated and balanced using exact functional expressions. No interpolation or flux limiters are required. Because of the generality of the current method, it applies equally to the steady and unsteady Navier-Stokes equations. In this paper, we generalize and extend the authors' 2-D, steady state implicit scheme. A general closure methodology is presented so that all terms up through a given order in the local expansions may be retained. The scheme is also extended to nonorthogonal Cartesian grids. Numerous flow fields are computed and results are compared with known solutions. The high accuracy of the scheme is demonstrated through its ability to accurately resolve developing boundary layers on coarse grids. Finally, we discuss applications of the current method to the unsteady Navier-Stokes equations.

Infinite Conservation Laws, Continuous Symmetries and Invariant Solutions of Some Discrete Integrable Equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Zhang, Xiang-Zhi; Dong, Huan-He

2017-12-01

Two new shift operators are introduced for which a few differential-difference equations are generated by applying the R-matrix method. These equations can be reduced to the standard Toda lattice equation and (1+1)-dimensional and (2+1)-dimensional Toda-type equations which have important applications in hydrodynamics, plasma physics, and so on. Based on these consequences, we deduce the Hamiltonian structures of two discrete systems. Finally, we obtain some new infinite conservation laws of two discrete equations and employ Lie-point transformation group to obtain some continuous symmetries and part of invariant solutions for the (1+1) and (2+1)-dimensional Toda-type equations. Supported by the Fundamental Research Funds for the Central University under Grant No. 2017XKZD11

Partial differential equation models in the socio-economic sciences.

PubMed

Burger, Martin; Caffarelli, Luis; Markowich, Peter A

2014-11-13

Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

On an integro-differential equation model for the study of the response of an acoustically coupled panel

NASA Technical Reports Server (NTRS)

Yen, D. H. Y.; Maestrello, L.; Padula, S.

1975-01-01

The response of a clamped panel to supersonically convected turbulence is considered. A theoretical model in the form of an integro-differential equation is employed that takes into account the coupling between the panel motion and the surrounding acoustic medium. The kernels of the integrals, which represent induced pressures due to the panel motion, are Green's functions for sound radiations under various moving and stationary sources. An approximate analysis is made by following a finite-element Ritz-Galerkin procedure. Preliminary numerical results, in agreement with experimental findings, indicate that the acoustic damping is the controlling mechanism of the response.

Analysis and synthesis of distributed-lumped-active networks by digital computer

NASA Technical Reports Server (NTRS)

1973-01-01

The use of digital computational techniques in the analysis and synthesis of DLA (distributed lumped active) networks is considered. This class of networks consists of three distinct types of elements, namely, distributed elements (modeled by partial differential equations), lumped elements (modeled by algebraic relations and ordinary differential equations), and active elements (modeled by algebraic relations). Such a characterization is applicable to a broad class of circuits, especially including those usually referred to as linear integrated circuits, since the fabrication techniques for such circuits readily produce elements which may be modeled as distributed, as well as the more conventional lumped and active ones.

Fractional spectral and pseudo-spectral methods in unbounded domains: Theory and applications

NASA Astrophysics Data System (ADS)

Khosravian-Arab, Hassan; Dehghan, Mehdi; Eslahchi, M. R.

2017-06-01

This paper is intended to provide exponentially accurate Galerkin, Petrov-Galerkin and pseudo-spectral methods for fractional differential equations on a semi-infinite interval. We start our discussion by introducing two new non-classical Lagrange basis functions: NLBFs-1 and NLBFs-2 which are based on the two new families of the associated Laguerre polynomials: GALFs-1 and GALFs-2 obtained recently by the authors in [28]. With respect to the NLBFs-1 and NLBFs-2, two new non-classical interpolants based on the associated- Laguerre-Gauss and Laguerre-Gauss-Radau points are introduced and then fractional (pseudo-spectral) differentiation (and integration) matrices are derived. Convergence and stability of the new interpolants are proved in detail. Several numerical examples are considered to demonstrate the validity and applicability of the basis functions to approximate fractional derivatives (and integrals) of some functions. Moreover, the pseudo-spectral, Galerkin and Petrov-Galerkin methods are successfully applied to solve some physical ordinary differential equations of either fractional orders or integer ones. Some useful comments from the numerical point of view on Galerkin and Petrov-Galerkin methods are listed at the end.

Runge-Kutta Methods for Linear Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

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

Pseudospectral collocation methods for fourth order differential equations

NASA Technical Reports Server (NTRS)

Malek, Alaeddin; Phillips, Timothy N.

1994-01-01

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

Theory and observation of electromagnetic ion cyclotron triggered emissions in the magnetosphere

NASA Astrophysics Data System (ADS)

Omura, Yoshiharu; Pickett, Jolene; Grison, Benjamin; Santolik, Ondrej; Dandouras, Iannis; Engebretson, Mark; Décréau, Pierrette M. E.; Masson, Arnaud

2010-07-01

We develop a nonlinear wave growth theory of electromagnetic ion cyclotron (EMIC) triggered emissions observed in the inner magnetosphere. We first derive the basic wave equations from Maxwell's equations and the momentum equations for the electrons and ions. We then obtain equations that describe the nonlinear dynamics of resonant protons interacting with an EMIC wave. The frequency sweep rate of the wave plays an important role in forming the resonant current that controls the wave growth. Assuming an optimum condition for the maximum growth rate as an absolute instability at the magnetic equator and a self-sustaining growth condition for the wave propagating from the magnetic equator, we obtain a set of ordinary differential equations that describe the nonlinear evolution of a rising tone emission generated at the magnetic equator. Using the physical parameters inferred from the wave, particle, and magnetic field data measured by the Cluster spacecraft, we determine the dispersion relation for the EMIC waves. Integrating the differential equations numerically, we obtain a solution for the time variation of the amplitude and frequency of a rising tone emission at the equator. Assuming saturation of the wave amplitude, as is found in the observations, we find good agreement between the numerical solutions and the wave spectrum of the EMIC triggered emissions.

An introduction to generalized functions with some applications in aerodynamics and aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

In this paper, we start with the definition of generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support. The concept of generalization differentiation is introduced next. This is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some of the results of classical analysis, such as Leibniz rule of differentiation under the integral sign and the divergence theorem, are derived using the generalized function theory. It is shown that the divergence theorem remains valid for discontinuous vector fields provided that the derivatives are all viewed as generalized derivatives. This implies that all conservation laws of fluid mechanics are valid as they stand for discontinuous fields with all derivatives treated as generalized deriatives. Once these derivatives are written as ordinary derivatives and jumps in the field parameters across discontinuities, the jump conditions can be easily found. For example, the unsteady shock jump conditions can be derived from mass and momentum conservation laws. By using a generalized function theory, this derivative becomes trivial. Other applications of the generalized function theory in aerodynamics discussed in this paper are derivation of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of finite part of divergent integrals, derivation of Oswatiitsch integral equation of transonic flow, and analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics presented here include the derivation of the Kirchoff formula for moving surfaces,the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

Modified Chebyshev Picard Iteration for Efficient Numerical Integration of Ordinary Differential Equations

NASA Astrophysics Data System (ADS)

Macomber, B.; Woollands, R. M.; Probe, A.; Younes, A.; Bai, X.; Junkins, J.

2013-09-01

Modified Chebyshev Picard Iteration (MCPI) is an iterative numerical method for approximating solutions of linear or non-linear Ordinary Differential Equations (ODEs) to obtain time histories of system state trajectories. Unlike other step-by-step differential equation solvers, the Runge-Kutta family of numerical integrators for example, MCPI approximates long arcs of the state trajectory with an iterative path approximation approach, and is ideally suited to parallel computation. Orthogonal Chebyshev Polynomials are used as basis functions during each path iteration; the integrations of the Picard iteration are then done analytically. Due to the orthogonality of the Chebyshev basis functions, the least square approximations are computed without matrix inversion; the coefficients are computed robustly from discrete inner products. As a consequence of discrete sampling and weighting adopted for the inner product definition, Runge phenomena errors are minimized near the ends of the approximation intervals. The MCPI algorithm utilizes a vector-matrix framework for computational efficiency. Additionally, all Chebyshev coefficients and integrand function evaluations are independent, meaning they can be simultaneously computed in parallel for further decreased computational cost. Over an order of magnitude speedup from traditional methods is achieved in serial processing, and an additional order of magnitude is achievable in parallel architectures. This paper presents a new MCPI library, a modular toolset designed to allow MCPI to be easily applied to a wide variety of ODE systems. Library users will not have to concern themselves with the underlying mathematics behind the MCPI method. Inputs are the boundary conditions of the dynamical system, the integrand function governing system behavior, and the desired time interval of integration, and the output is a time history of the system states over the interval of interest. Examples from the field of astrodynamics are presented to compare the output from the MCPI library to current state-of-practice numerical integration methods. It is shown that MCPI is capable of out-performing the state-of-practice in terms of computational cost and accuracy.

A method for the determination of the coefficient of rolling friction using cycloidal pendulum

NASA Astrophysics Data System (ADS)

Ciornei, M. C.; Alaci, S.; Ciornei, F. C.; Romanu, I. C.

2017-08-01

The paper presents a method for experimental finding of coefficient of rolling friction appropriate for biomedical applications based on the theory of cycloidal pendulum. When a mobile circle rolls over a fixed straight line, the points from the circle describe trajectories called normal cycloids. To materialize this model, it is sufficient that a small region from boundary surfaces of a moving rigid body is spherical. Assuming pure rolling motion, the equation of motion of the cycloidal pendulum is obtained - an ordinary nonlinear differential equation. The experimental device is composed by two interconnected balls rolling over the material to be studied. The inertial characteristics of the pendulum can be adjusted via weights placed on a rod. A laser spot oscillates together to the pendulum and provides the amplitude of oscillations. After finding the experimental parameters necessary in differential equation of motion, it can be integrated using the Runge-Kutta of fourth order method. The equation was integrated for several materials and found values of rolling friction coefficients. Two main conclusions are drawn: the coefficient of rolling friction influenced significantly the amplitude of oscillation but the effect upon the period of oscillation is practically imperceptible. A methodology is proposed for finding the rolling friction coefficient and the pure rolling condition is verified.

Numerical simulation for flow and heat transfer to Carreau fluid with magnetic field effect: Dual nature study

NASA Astrophysics Data System (ADS)

Hashim; Khan, Masood; Alshomrani, Ali Saleh

2017-12-01

This article considers a realistic approach to examine the magnetohydrodynamics (MHD) flow of Carreau fluid induced by the shrinking sheet subject to the stagnation-point. This study also explores the impacts of non-linear thermal radiation on the heat transfer process. The governing equations of physical model are expressed as a system of partial differential equations and are transformed into non-linear ordinary differential equations by introducing local similarity variables. The economized equations of the problem are numerically integrated using the Runge-Kutta Fehlberg integration scheme. In this study, we explore the condition of existence, non-existence, uniqueness and dual nature for obtaining numerical solutions. It is found that the solutions may possess multiple natures, upper and lower branch, for a specific range of shrinking parameter. Results indicate that due to an increment in the magnetic parameter, range of shrinking parameter where a dual solution exists, increases. Further, strong magnetic field enhances the thickness of the momentum boundary layer in case of the second solution while for first solution it reduces. We further note that the fluid suction diminishes the fluid velocity and therefore the thickness of the hydrodynamic boundary layer decreases as well. A critical analysis with existing works is performed which shows that outcome are benchmarks with these works.

Numerical Stimulation of Multicomponent Chromatography Using Spreadsheets.

ERIC Educational Resources Information Center

Frey, Douglas D.

1990-01-01

Illustrated is the use of spreadsheet programs for implementing finite difference numerical simulations of chromatography as an instructional tool in a separations course. Discussed are differential equations, discretization and integration, spreadsheet development, computer requirements, and typical simulation results. (CW)

Quasi-local gravitational angular momentum and centre of mass from generalised Witten equations

NASA Astrophysics Data System (ADS)

Wieland, Wolfgang

2017-03-01

Witten's proof for the positivity of the ADM mass gives a definition of energy in terms of three-surface spinors. In this paper, we give a generalisation for the remaining six Poincaré charges at spacelike infinity, which are the angular momentum and centre of mass. The construction improves on certain three-surface spinor equations introduced by Shaw. We solve these equations asymptotically obtaining the ten Poincaré charges as integrals over the Nester-Witten two-form. We point out that the defining differential equations can be extended to three-surfaces of arbitrary signature and we study them on the entire boundary of a compact four-dimensional region of spacetime. The resulting quasi-local expressions for energy and angular momentum are integrals over a two-dimensional cross-section of the boundary. For any two consecutive such cross-sections, conservation laws are derived that determine the influx (outflow) of matter and gravitational radiation.

Computer program for the load and trajectory analysis of two DOF bodies connected by an elastic tether: Users manual

NASA Technical Reports Server (NTRS)

Doyle, G. R., Jr.; Burbick, J. W.

1973-01-01

The derivation of the differential equations of motion of a 3 Degrees of Freedom body joined to a 3 Degrees of Freedom body by an elastic tether. The tether is represented by a spring and dashpot in parallel. A computer program which integrates the equations of motion is also described. Although the derivation of the equations of motions are for a general system, the computer program is written for defining loads in large boosters recovered by parachutes.

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

Master equations and the theory of stochastic path integrals

NASA Astrophysics Data System (ADS)

Weber, Markus F.; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Master equations and the theory of stochastic path integrals.

PubMed

Weber, Markus F; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

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.

An Obstruction to the Integrability of a Class of Non-linear Wave Equations by 1-Stable Cartan Characteristics

NASA Astrophysics Data System (ADS)

Fackerell, E. D.; Hartley, D.; Tucker, R. W.

We examine in detail the Cauchy problem for a class of non-linear hyperbolic equations in two independent variables. This class is motivated by the analysis of the dynamics of a line of non-linearly coupled particles by Fermi, Pasta, and Ulam and extends the recent investigation of this problem by Gardner and Kamran. We find conditions for the existence of a 1-stable Cartan characteristic of a Pfaffian exterior differential system whose integral curves provide a solution to the Cauchy problem. The same obstruction to involution is exposed in Darboux's method of integration and the two approaches are compared. A class of particular solutions to the obstruction is constructed.

Determination of orbit chaoticity indicators with analytically normalized tangent vector. (Russian Title: Определение показателей хаотичности орбит с аналитически нормированным касательным вектором )

NASA Astrophysics Data System (ADS)

Shefer, V. A.

2011-07-01

Transformations of differential equations of the methods for determining the Lyapunov Characteristic Indicator and MEGNO indicators are suggested. The transformations improve the behavior of the differential equations by their simultaneous numerical integration. The use of the transformed equations is especially efficient for the investigation of orbits in stochastic regimes.

A theoretical analysis of fluid flow and energy transport in hydrothermal systems

USGS Publications Warehouse

Faust, Charles R.; Mercer, James W.

1977-01-01

A mathematical derivation for fluid flow and energy transport in hydrothermal systems is presented. Specifically, the mathematical model describes the three-dimensional flow of both single- and two-phase, single-component water and the transport of heat in porous media. The derivation begins with the point balance equations for mass, momentum, and energy. These equations are then averaged over a finite volume to obtain the macroscopic balance equations for a porous medium. The macroscopic equations are combined by appropriate constitutive relationships to form two similified partial differential equations posed in terms of fluid pressure and enthalpy. A two-dimensional formulation of the simplified equations is also derived by partial integration in the vertical dimension. (Woodard-USGS)

Conservation laws and conserved quantities for (1+1)D linearized Boussinesq equations

NASA Astrophysics Data System (ADS)

Carvalho, Cindy; Harley, Charis

2017-05-01

Conservation laws and physical conserved quantities for the (1+1)D linearized Boussinesq equations at a constant water depth are presented. These equations describe incompressible, inviscid, irrotational fluid flow in the form of a non steady solitary wave. A systematic multiplier approach is used to obtain the conservation laws of the system of third order partial differential equations (PDEs) in dimensional form. Physical conserved quantities are derived by integrating the conservation laws in the direction of wave propagation and imposing decaying boundary conditions in the horizontal direction. One of these is a newly discovered conserved quantity which relates to an energy flux density.

Poisson equations of rotational motion for a rigid triaxial body with application to a tumbling artificial satellite

NASA Technical Reports Server (NTRS)

Liu, J. J. F.; Fitzpatrick, P. M.

1975-01-01

A mathematical model is developed for studying the effects of gravity gradient torque on the attitude stability of a tumbling triaxial rigid satellite. Poisson equations are used to investigate the rotation of the satellite (which is in elliptical orbit about an attracting point mass) about its center of mass. An averaging method is employed to obtain an intermediate set of differential equations for the nonresonant, secular behavior of the osculating elements which describe the rotational motions of the satellite, and the averaged equations are then integrated to obtain long-term secular solutions for the osculating elements.

Diffusion Of Mass In Evaporating Multicomponent Drops

NASA Technical Reports Server (NTRS)

Bellan, Josette; Harstad, Kenneth G.

1992-01-01

Report summarizes study of diffusion of mass and related phenomena occurring in evaporation of dense and dilute clusters of drops of multicomponent liquids intended to represent fuels as oil, kerosene, and gasoline. Cluster represented by simplified mathematical model, including global conservation equations for entire cluster and conditions on boundary between cluster and ambient gas. Differential equations of model integrated numerically. One of series of reports by same authors discussing evaporation and combustion of sprayed liquid fuels.

On the renewal risk model under a threshold strategy

NASA Astrophysics Data System (ADS)

Dong, Yinghui; Wang, Guojing; Yuen, Kam C.

2009-08-01

In this paper, we consider the renewal risk process under a threshold dividend payment strategy. For this model, the expected discounted dividend payments and the Gerber-Shiu expected discounted penalty function are investigated. Integral equations, integro-differential equations and some closed form expressions for them are derived. When the claims are exponentially distributed, it is verified that the expected penalty of the deficit at ruin is proportional to the ruin probability.

Time-temperature effect in adhesively bonded joints

NASA Technical Reports Server (NTRS)

Delale, F.; Erdogan, F.

1981-01-01

The viscoelastic analysis of an adhesively bonded lap joint was reconsidered. The adherends are approximated by essentially Reissner plates and the adhesive is linearly viscoelastic. The hereditary integrals are used to model the adhesive. A linear integral differential equations system for the shear and the tensile stress in the adhesive is applied. The equations have constant coefficients and are solved by using Laplace transforms. It is shown that if the temperature variation in time can be approximated by a piecewise constant function, then the method of Laplace transforms can be used to solve the problem. A numerical example is given for a single lap joint under various loading conditions.

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

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

Weiss, J.

1985-09-01

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

Contribution to the theory of tidal oscillations of an elastic earth. External tidal potential

NASA Technical Reports Server (NTRS)

Musen, P.

1974-01-01

The differential equations of the tidal oscillations of the earth were established under the assumption that the interior of the earth is laterally inhomogeneous. The theory was developed using vectorial and dyadic symbolism to shorten the exposition and to reduce the differential equations to a symmetric form convenient for programming and for numerical integration. The formation of tidal buldges on the surfaces of discontinuity and the changes in the internal density produce small periodic variations in the exterior geopotential which are reflected in the motion of artificial satellites. The analoques of Love elastic parameters in the expansion of exterior tidal potential reflect the asymmetric and inhomogeneous structure of the interior of the earth.

Time Evolution of Modeled Reynolds Stresses in Planar Homogeneous Flows

NASA Technical Reports Server (NTRS)

Jongen, T.; Gatski, T. B.

1997-01-01

The analytic expression of the time evolution of the Reynolds stress anisotropy tensor in all planar homogeneous flows is obtained by exact integration of the modeled differential Reynolds stress equations. The procedure is based on results of tensor representation theory, is applicable for general pressure-strain correlation tensors, and can account for any additional turbulence anisotropy effects included in the closure. An explicit solution of the resulting system of scalar ordinary differential equations is obtained for the case of a linear pressure-strain correlation tensor. The properties of this solution are discussed, and the dynamic behavior of the Reynolds stresses is studied, including limit cycles and sensitivity to initial anisotropies.

Analysis and testing of numerical formulas for the initial value problem

NASA Technical Reports Server (NTRS)

Brown, R. L.; Kovach, K. R.; Popyack, J. L.

1980-01-01

Three computer programs for evaluating and testing numerical integration formulas used with fixed stepsize programs to solve initial value systems of ordinary differential equations are described. A program written in PASCAL SERIES, takes as input the differential equations and produces a FORTRAN subroutine for the derivatives of the system and for computing the actual solution through recursive power series techniques. Both of these are used by STAN, a FORTRAN program that interactively displays a discrete analog of the Liapunov stability region of any two dimensional subspace of the system. The derivatives may be used by CLMP, a FORTRAN program, to test the fixed stepsize formula against a good numerical result and interactively display the solutions.

Quantum stochastic calculus associated with quadratic quantum noises

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

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

Motion in a central field in the presence of a constant perturbing acceleration in a co-moving coordinate system

NASA Astrophysics Data System (ADS)

Sannikova, T. N.; Kholshevnikov, K. V.

2015-08-01

The motion of a point mass under the action of a gravitational force toward a central body and a perturbing acceleration P is considered. The magnitude of P is taken to be small compared to the main gravitational acceleration due to the central body, and the direction of P to be constant in a standard astronomical coordinate system with its origin at the central body and axes directed along the radius vector, the transversal, and the binormal. Consideration of a constant vector perturbing acceleration simplifies averaging of the Euler equations for the motion in osculating elements, making it straightforward to obtain evolutionary differential equations of motion in the mean elements, as was done earlier in a first small-parameter approximation. This paper is devoted to integration of the mean equations. The system is integratable by quadratures if at least one component of the perturbing acceleration is zero, and also if the orbit is initially circular. Moreover, all the quadratures can be expressed in terms of elementary functions and elliptical integrals of the first kind in Jacobi form. If all three components of P are non-zero, this problem reduces to a system of two first-order differential equations, which are apparently not integrable. Possible applications include the motion of natural and artificial satellites taking into account light pressure, the motion of a spacecraft with low thrust, and the motion of an asteroid subject to a thrust from an engine mounted on it or to a gravitational tractor designed, for example, to avoid a collision with Earth.

Differential renormalization-group generators for static and dynamic critical phenomena

NASA Astrophysics Data System (ADS)

Chang, T. S.; Vvedensky, D. D.; Nicoll, J. F.

1992-09-01

The derivation of differential renormalization-group (DRG) equations for applications to static and dynamic critical phenomena is reviewed. The DRG approach provides a self-contained closed-form representation of the Wilson renormalization group (RG) and should be viewed as complementary to the Callan-Symanzik equations used in field-theoretic approaches to the RG. The various forms of DRG equations are derived to illustrate the general mathematical structure of each approach and to point out the advantages and disadvantages for performing practical calculations. Otherwise, the review focuses upon the one-particle-irreducible DRG equations derived by Nicoll and Chang and by Chang, Nicoll, and Young; no attempt is made to provide a general treatise of critical phenomena. A few specific examples are included to illustrate the utility of the DRG approach: the large- n limit of the classical n-vector model (the spherical model), multi- or higher-order critical phenomena, and crit ical dynamics far from equilibrium. The large- n limit of the n-vector model is used to introduce the application of DRG equations to a well-known example, with exact solution obtained for the nonlinear trajectories, generating functions for nonlinear scaling fields, and the equation of state. Trajectory integrals and nonlinear scaling fields within the framework of ɛ-expansions are then discussed for tricritical crossover, and briefly for certain aspects of multi- or higher-order critical points, including the derivation of the Helmholtz free energy and the equation of state. The discussion then turns to critical dynamics with a development of the path integral formulation for general dynamic processes. This is followed by an application to a model far-from-equilibrium system that undergoes a phase transformation analogous to a second-order critical point, the Schlögl model for a chemical instability.

A higher order numerical method for time fractional partial differential equations with nonsmooth data

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

Multiscale modeling of mucosal immune responses

PubMed Central

2015-01-01

Computational modeling techniques are playing increasingly important roles in advancing a systems-level mechanistic understanding of biological processes. Computer simulations guide and underpin experimental and clinical efforts. This study presents ENteric Immune Simulator (ENISI), a multiscale modeling tool for modeling the mucosal immune responses. ENISI's modeling environment can simulate in silico experiments from molecular signaling pathways to tissue level events such as tissue lesion formation. ENISI's architecture integrates multiple modeling technologies including ABM (agent-based modeling), ODE (ordinary differential equations), SDE (stochastic modeling equations), and PDE (partial differential equations). This paper focuses on the implementation and developmental challenges of ENISI. A multiscale model of mucosal immune responses during colonic inflammation, including CD4+ T cell differentiation and tissue level cell-cell interactions was developed to illustrate the capabilities, power and scope of ENISI MSM. Background Computational techniques are becoming increasingly powerful and modeling tools for biological systems are of greater needs. Biological systems are inherently multiscale, from molecules to tissues and from nano-seconds to a lifespan of several years or decades. ENISI MSM integrates multiple modeling technologies to understand immunological processes from signaling pathways within cells to lesion formation at the tissue level. This paper examines and summarizes the technical details of ENISI, from its initial version to its latest cutting-edge implementation. Implementation Object-oriented programming approach is adopted to develop a suite of tools based on ENISI. Multiple modeling technologies are integrated to visualize tissues, cells as well as proteins; furthermore, performance matching between the scales is addressed. Conclusion We used ENISI MSM for developing predictive multiscale models of the mucosal immune system during gut inflammation. Our modeling predictions dissect the mechanisms by which effector CD4+ T cell responses contribute to tissue damage in the gut mucosa following immune dysregulation. PMID:26329787

Fast integration-based prediction bands for ordinary differential equation models.

PubMed

Hass, Helge; Kreutz, Clemens; Timmer, Jens; Kaschek, Daniel

2016-04-15

To gain a deeper understanding of biological processes and their relevance in disease, mathematical models are built upon experimental data. Uncertainty in the data leads to uncertainties of the model's parameters and in turn to uncertainties of predictions. Mechanistic dynamic models of biochemical networks are frequently based on nonlinear differential equation systems and feature a large number of parameters, sparse observations of the model components and lack of information in the available data. Due to the curse of dimensionality, classical and sampling approaches propagating parameter uncertainties to predictions are hardly feasible and insufficient. However, for experimental design and to discriminate between competing models, prediction and confidence bands are essential. To circumvent the hurdles of the former methods, an approach to calculate a profile likelihood on arbitrary observations for a specific time point has been introduced, which provides accurate confidence and prediction intervals for nonlinear models and is computationally feasible for high-dimensional models. In this article, reliable and smooth point-wise prediction and confidence bands to assess the model's uncertainty on the whole time-course are achieved via explicit integration with elaborate correction mechanisms. The corresponding system of ordinary differential equations is derived and tested on three established models for cellular signalling. An efficiency analysis is performed to illustrate the computational benefit compared with repeated profile likelihood calculations at multiple time points. The integration framework and the examples used in this article are provided with the software package Data2Dynamics, which is based on MATLAB and freely available at http://www.data2dynamics.org helge.hass@fdm.uni-freiburg.de Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Multiscale modeling of mucosal immune responses.

PubMed

Mei, Yongguo; Abedi, Vida; Carbo, Adria; Zhang, Xiaoying; Lu, Pinyi; Philipson, Casandra; Hontecillas, Raquel; Hoops, Stefan; Liles, Nathan; Bassaganya-Riera, Josep

2015-01-01

Computational techniques are becoming increasingly powerful and modeling tools for biological systems are of greater needs. Biological systems are inherently multiscale, from molecules to tissues and from nano-seconds to a lifespan of several years or decades. ENISI MSM integrates multiple modeling technologies to understand immunological processes from signaling pathways within cells to lesion formation at the tissue level. This paper examines and summarizes the technical details of ENISI, from its initial version to its latest cutting-edge implementation. Object-oriented programming approach is adopted to develop a suite of tools based on ENISI. Multiple modeling technologies are integrated to visualize tissues, cells as well as proteins; furthermore, performance matching between the scales is addressed. We used ENISI MSM for developing predictive multiscale models of the mucosal immune system during gut inflammation. Our modeling predictions dissect the mechanisms by which effector CD4+ T cell responses contribute to tissue damage in the gut mucosa following immune dysregulation.Computational modeling techniques are playing increasingly important roles in advancing a systems-level mechanistic understanding of biological processes. Computer simulations guide and underpin experimental and clinical efforts. This study presents ENteric Immune Simulator (ENISI), a multiscale modeling tool for modeling the mucosal immune responses. ENISI's modeling environment can simulate in silico experiments from molecular signaling pathways to tissue level events such as tissue lesion formation. ENISI's architecture integrates multiple modeling technologies including ABM (agent-based modeling), ODE (ordinary differential equations), SDE (stochastic modeling equations), and PDE (partial differential equations). This paper focuses on the implementation and developmental challenges of ENISI. A multiscale model of mucosal immune responses during colonic inflammation, including CD4+ T cell differentiation and tissue level cell-cell interactions was developed to illustrate the capabilities, power and scope of ENISI MSM.

Geometry of PDE's. IV

NASA Astrophysics Data System (ADS)

Prástaro, Agostino

2008-02-01

Following our previous results on this subject [R.P. Agarwal, A. Prástaro, Geometry of PDE's. III(I): Webs on PDE's and integral bordism groups. The general theory, Adv. Math. Sci. Appl. 17 (2007) 239-266; R.P. Agarwal, A. Prástaro, Geometry of PDE's. III(II): Webs on PDE's and integral bordism groups. Applications to Riemannian geometry PDE's, Adv. Math. Sci. Appl. 17 (2007) 267-285; A. Prástaro, Geometry of PDE's and Mechanics, World Scientific, Singapore, 1996; A. Prástaro, Quantum and integral (co)bordism in partial differential equations, Acta Appl. Math. (5) (3) (1998) 243-302; A. Prástaro, (Co)bordism groups in PDE's, Acta Appl. Math. 59 (2) (1999) 111-201; A. Prástaro, Quantized Partial Differential Equations, World Scientific Publishing Co, Singapore, 2004, 500 pp.; A. Prástaro, Geometry of PDE's. I: Integral bordism groups in PDE's, J. Math. Anal. Appl. 319 (2006) 547-566; A. Prástaro, Geometry of PDE's. II: Variational PDE's and integral bordism groups, J. Math. Anal. Appl. 321 (2006) 930-948; A. Prástaro, Th.M. Rassias, Ulam stability in geometry of PDE's, Nonlinear Funct. Anal. Appl. 8 (2) (2003) 259-278; I. Stakgold, Boundary Value Problems of Mathematical Physics, I, The MacMillan Company, New York, 1967; I. Stakgold, Boundary Value Problems of Mathematical Physics, II, Collier-MacMillan, Canada, Ltd, Toronto, Ontario, 1968], integral bordism groups of the Navier-Stokes equation are calculated for smooth, singular and weak solutions, respectively. Then a characterization of global solutions is made on this ground. Enough conditions to assure existence of global smooth solutions are given and related to nullity of integral characteristic numbers of the boundaries. Stability of global solutions are related to some characteristic numbers of the space-like Cauchy dataE Global solutions of variational problems constrained by (NS) are classified by means of suitable integral bordism groups too.

Nuclear data correlation between different isotopes via integral information

NASA Astrophysics Data System (ADS)

Rochman, Dimitri A.; Bauge, Eric; Vasiliev, Alexander; Ferroukhi, Hakim; Perret, Gregory

2018-05-01

This paper presents a Bayesian approach based on integral experiments to create correlations between different isotopes which do not appear with differential data. A simple Bayesian set of equations is presented with random nuclear data, similarly to the usual methods applied with differential data. As a consequence, updated nuclear data (cross sections, ν‾, fission neutron spectra and covariance matrices) are obtained, leading to better integral results. An example for 235U and 238U is proposed taking into account the Bigten criticality benchmark.

New soliton solution to the longitudinal wave equation in a magneto-electro-elastic circular rod

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.; Manafian, Jalil

2018-03-01

This paper examines the effectiveness of an integration scheme which called the extended trial equation method (ETEM) in exactly solving a well-known nonlinear equation of partial differential equations (PDEs). In this respect, the longitudinal wave equation (LWE) that arises in mathematical physics with dispersion caused by the transverse Poisson's effect in a magneto-electro-elastic (MEE) circular rod, which a series of exact traveling wave solutions for the aforementioned equation is formally extracted. Explicit new exact solutions are derived in different form such as dark solitons, bright solitons, solitary wave, periodic solitary wave, rational function, and elliptic function solutions of the longitudinal wave equation. The movements of obtained solutions are shown graphically, which helps to understand the physical phenomena of this longitudinal wave equation. Many other such types of nonlinear equations arising in non-destructive evaluation of structures made of the advanced MEE material can also be solved by this method.

Nonlinear Solver Approaches for the Diffusive Wave Approximation to the Shallow Water Equations

NASA Astrophysics Data System (ADS)

Collier, N.; Knepley, M.

2015-12-01

The diffusive wave approximation to the shallow water equations (DSW) is a doubly-degenerate, nonlinear, parabolic partial differential equation used to model overland flows. Despite its challenges, the DSW equation has been extensively used to model the overland flow component of various integrated surface/subsurface models. The equation's complications become increasingly problematic when ponding occurs, a feature which becomes pervasive when solving on large domains with realistic terrain. In this talk I discuss the various forms and regularizations of the DSW equation and highlight their effect on the solvability of the nonlinear system. In addition to this analysis, I present results of a numerical study which tests the applicability of a class of composable nonlinear algebraic solvers recently added to the Portable, Extensible, Toolkit for Scientific Computation (PETSc).

Similar solutions for the compressible laminar boundary layer with heat transfer and pressure gradient

NASA Technical Reports Server (NTRS)

Cohen, Clarence B; Reshotko, Eli

1956-01-01

Stewartson's transformation is applied to the laminar compressible boundary-layer equations and the requirement of similarity is introduced, resulting in a set of ordinary nonlinear differential equations previously quoted by Stewartson, but unsolved. The requirements of the system are Prandtl number of 1.0, linear viscosity-temperature relation across the boundary layer, an isothermal surface, and the particular distributions of free-stream velocity consistent with similar solutions. This system admits axial pressure gradients of arbitrary magnitude, heat flux normal to the surface, and arbitrary Mach numbers. The system of differential equations is transformed to integral system, with the velocity ratio as the independent variable. For this system, solutions are found by digital computation for pressure gradients varying from that causing separation to the infinitely favorable gradient and for wall temperatures from absolute zero to twice the free-stream stagnation temperature. Some solutions for separated flows are also presented.

Generalized vector calculus on convex domain

NASA Astrophysics Data System (ADS)

Agrawal, Om P.; Xu, Yufeng

2015-06-01

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

Constants and pseudo-constants of the Kadomtsev-Petviashvili equation

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

Case, K.M.

1985-08-01

Elucidating earlier work, it is shown that the Kadomtsev-Petviashvili equation has n + 2 constants for all n greater than or equal to 0. It also has a pseudo-constant from which the constants can be obtained by differentiation with respect to time. The pseudo-constant can be obtained from a basis functional J/sub n/sup (n+2)/ = -1/18 integral y/sup n+2/ q by taking repeated Poisson brackets with the Hamiltonian.

The Statistical Mechanics of Ideal Homogeneous Turbulence

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2002-01-01

Plasmas, such as those found in the space environment or in plasma confinement devices, are often modeled as electrically conducting fluids. When fluids and plasmas are energetically stirred, regions of highly nonlinear, chaotic behavior known as turbulence arise. Understanding the fundamental nature of turbulence is a long-standing theoretical challenge. The present work describes a statistical theory concerning a certain class of nonlinear, finite dimensional, dynamical models of turbulence. These models arise when the partial differential equations describing incompressible, ideal (i.e., nondissipative) homogeneous fluid and magnetofluid (i.e., plasma) turbulence are Fourier transformed into a very large set of ordinary differential equations. These equations define a divergenceless flow in a high-dimensional phase space, which allows for the existence of a Liouville theorem, guaranteeing a distribution function based on constants of the motion (integral invariants). The novelty of these particular dynamical systems is that there are integral invariants other than the energy, and that some of these invariants behave like pseudoscalars under two of the discrete symmetry transformations of physics, parity, and charge conjugation. In this work the 'rugged invariants' of ideal homogeneous turbulence are shown to be the only significant scalar and pseudoscalar invariants. The discovery that pseudoscalar invariants cause symmetries of the original equations to be dynamically broken and induce a nonergodic structure on the associated phase space is the primary result presented here. Applicability of this result to dissipative turbulence is also discussed.

A systematic and efficient method to compute multi-loop master integrals

NASA Astrophysics Data System (ADS)

Liu, Xiao; Ma, Yan-Qing; Wang, Chen-Yu

2018-04-01

We propose a novel method to compute multi-loop master integrals by constructing and numerically solving a system of ordinary differential equations, with almost trivial boundary conditions. Thus it can be systematically applied to problems with arbitrary kinematic configurations. Numerical tests show that our method can not only achieve results with high precision, but also be much faster than the only existing systematic method sector decomposition. As a by product, we find a new strategy to compute scalar one-loop integrals without reducing them to master integrals.

A computer software system for the generation of global ocean tides including self-gravitation and crustal loading effects

NASA Technical Reports Server (NTRS)

Estes, R. H.

1977-01-01

A computer software system is described which computes global numerical solutions of the integro-differential Laplace tidal equations, including dissipation terms and ocean loading and self-gravitation effects, for arbitrary diurnal and semidiurnal tidal constituents. The integration algorithm features a successive approximation scheme for the integro-differential system, with time stepping forward differences in the time variable and central differences in spatial variables.

Invariant algebraic surfaces for a virus dynamics

NASA Astrophysics Data System (ADS)

Valls, Claudia

2015-08-01

In this paper, we provide a complete classification of the invariant algebraic surfaces and of the rational first integrals for a well-known virus system. In the proofs, we use the weight-homogeneous polynomials and the method of characteristic curves for solving linear partial differential equations.

Rotating Wavepackets

ERIC Educational Resources Information Center

Lekner, John

2008-01-01

Any free-particle wavepacket solution of Schrodinger's equation can be converted by differentiations to wavepackets rotating about the original direction of motion. The angular momentum component along the motion associated with this rotation is an integral multiple of [h-bar]. It is an "intrinsic" angular momentum: independent of origin and…

Symposium on Molecular Spectroscopy (44th) Held in Columbus, Ohio on 12- 16 June 1989

DTIC Science & Technology

1989-06-01

California, 94025. FC4. A PARTIAL DIFFERENTIAL EQUATION FOR THE RKR INTEGRAL ........................ 15 min.(9:21) D. L. HUESTIS, Molecular Physics...above have been analyzed further. We define effective constants by the following equations : Beff(v4 ,o) - B - B + nb(i/2)<cos(67)> + b<P72 > DJeff(v4...a) - D J - DJ + ndj(l/2)<cos(6j)> +edj<P72> D J K - D J K + "djk(l/2)<cos(6y)> + djk<Py 2>. In these equations , <..> are the diagonal values of

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

PubMed

ben-Avraham, D; Fokas, A S

2001-07-01

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

Generalized Functions for the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

Previous papers have used two important functions for the solution of fractional order differential equations, the Mittag-Leffler functionE(sub q)[at(exp q)](1903a, 1903b, 1905), and the F-function F(sub q)[a,t] of Hartley & Lorenzo (1998). These functions provided direct solution and important understanding for the fundamental linear fractional order differential equation and for the related initial value problem (Hartley and Lorenzo, 1999). This paper examines related functions and their Laplace transforms. Presented for consideration are two generalized functions, the R-function and the G-function, useful in analysis and as a basis for computation in the fractional calculus. The R-function is unique in that it contains all of the derivatives and integrals of the F-function. The R-function also returns itself on qth order differ-integration. An example application of the R-function is provided. A further generalization of the R-function, called the G-function brings in the effects of repeated and partially repeated fractional poles.

Weak-noise limit of a piecewise-smooth stochastic differential equation.

PubMed

Chen, Yaming; Baule, Adrian; Touchette, Hugo; Just, Wolfram

2013-11-01

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a simple model of Brownian motion with solid friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided the singularity of the path integral associated with the nonsmooth SDE is treated with some heuristics. We also show that, as in the case of smooth SDEs, the deterministic paths of the noiseless system correctly describe the behavior of the nonsmooth SDE in the low-noise limit. Finally, we consider a smooth regularization of the piecewise-constant SDE and study to what extent this regularization can rectify some of the problems encountered when dealing with discontinuous drifts and singularities in SDEs.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

Integral method for transient He II heat transfer in a semi-infinite domain

NASA Astrophysics Data System (ADS)

Baudouy, B.

2002-05-01

Integral methods are suited to solve a non-linear system of differential equations where the non-linearity can be found either in the differential equations or in the boundary conditions. Though they are approximate methods, they have proven to give simple solutions with acceptable accuracy for transient heat transfer in He II. Taking in account the temperature dependence of thermal properties, direct solutions are found without the need of adjusting a parameter. Previously, we have presented a solution for the clamped heat flux and in the present study this method is used to accommodate the clamped-temperature problem. In the case of constant thermal properties, this method yields results that are within a few percent of the exact solution for the heat flux at the axis origin. We applied this solution to analyze recovery from burnout and find an agreement within 10% at low heat flux, whereas at high heat flux the model deviates from the experimental data suggesting the need for a more refined thermal model.

Exact solutions for an oscillator with anti-symmetric quadratic nonlinearity

NASA Astrophysics Data System (ADS)

Beléndez, A.; Martínez, F. J.; Beléndez, T.; Pascual, C.; Alvarez, M. L.; Gimeno, E.; Arribas, E.

2018-04-01

Closed-form exact solutions for an oscillator with anti-symmetric quadratic nonlinearity are derived from the first integral of the nonlinear differential equation governing the behaviour of this oscillator. The mathematical model is an ordinary second order differential equation in which the sign of the quadratic nonlinear term changes. Two parameters characterize this oscillator: the coefficient of the linear term and the coefficient of the quadratic term. Not only the common case in which both coefficients are positive but also all possible combinations of positive and negative signs of these coefficients which provide periodic motions are considered, giving rise to four different cases. Three different periods and solutions are obtained, since the same result is valid in two of these cases. An interesting feature is that oscillatory motions whose equilibrium points are not at x = 0 are also considered. The periods are given in terms of an incomplete or complete elliptic integral of the first kind, and the exact solutions are expressed as functions including Jacobi elliptic cosine or sine functions.

Self-propulsion of a body with rigid surface and variable coefficient of lift in a perfect fluid

NASA Astrophysics Data System (ADS)

Ramodanov, Sergey M.; Tenenev, Valentin A.; Treschev, Dmitry V.

2012-11-01

We study the system of a 2D rigid body moving in an unbounded volume of incompressible, vortex-free perfect fluid which is at rest at infinity. The body is equipped with a gyrostat and a so-called Flettner rotor. Due to the latter the body is subject to a lifting force (Magnus effect). The rotational velocities of the gyrostat and the rotor are assumed to be known functions of time (control inputs). The equations of motion are presented in the form of the Kirchhoff equations. The integrals of motion are given in the case of piecewise continuous control. Using these integrals we obtain a (reduced) system of first-order differential equations on the configuration space. Then an optimal control problem for several types of the inputs is solved using genetic algorithms.

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II

NASA Technical Reports Server (NTRS)

Shertzer, J.; Temkin, A.

2003-01-01

As is well known, the full scattering amplitude can be expressed as an integral involving the complete scattering wave function. We have shown that the integral can be simplified and used in a practical way. Initial application to electron-hydrogen scattering without exchange was highly successful. The Schrodinger equation (SE) can be reduced to a 2d partial differential equation (pde), and was solved using the finite element method. We have now included exchange by solving the resultant SE, in the static exchange approximation. The resultant equation can be reduced to a pair of coupled pde's, to which the finite element method can still be applied. The resultant scattering amplitudes, both singlet and triplet, as a function of angle can be calculated for various energies. The results are in excellent agreement with converged partial wave results.

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.

[Thermodynamic analysis of water adsorption and desorption process of Chinese herbal decoction pieces].

PubMed

Cheng, Lin; Luo, Xiao-Jian; Han, Xiu-Lin; Wang, Wen-Kai; Rao, Xiao-Yong; Xu, Shao-Zhong; He, Yan

2016-09-01

Based on the basic theory of thermodynamics, the thermodynamic parameters and related equations in the process of water adsorption and desorption of Chinese herbal decoction pieces were established, and their water absorption and desorption characteristics were analyzed. The physical significance of the thermodynamic parameters, such as differential adsorption enthalpy, differential adsorption entropy, integral adsorption enthalpy, integral adsorption entropy and the free energy of adsorption, were discussed in this paper to provide theoretical basis for the research on the water adsorption and desorption mechanism, optimum drying process parameters, storage conditions and packaging methods of Chinese herbal decoction pieces. Copyright© by the Chinese Pharmaceutical Association.

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.

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

Argo, P.E.; DeLapp, D.; Sutherland, C.D.

TRACKER is an extension of a three-dimensional Hamiltonian raytrace code developed some thirty years ago by R. Michael Jones. Subsequent modifications to this code, which is commonly called the {open_quotes}Jones Code,{close_quotes} were documented by Jones and Stephensen (1975). TRACKER incorporates an interactive user`s interface, modern differential equation integrators, graphical outputs, homing algorithms, and the Ionospheric Conductivity and Electron Density (ICED) ionosphere. TRACKER predicts the three-dimensional paths of radio waves through model ionospheres by numerically integrating Hamilton`s equations, which are a differential expression of Fermat`s principle of least time. By using continuous models, the Hamiltonian method avoids false caustics and discontinuousmore » raypath properties often encountered in other raytracing methods. In addition to computing the raypath, TRACKER also calculates the group path (or pulse travel time), the phase path, the geometrical (or {open_quotes}real{close_quotes}) pathlength, and the Doppler shift (if the time variation of the ionosphere is explicitly included). Computational speed can be traded for accuracy by specifying the maximum allowable integration error per step in the integration. Only geometrical optics are included in the main raytrace code; no partial reflections or diffraction effects are taken into account. In addition, TRACKER does not lend itself to statistical descriptions of propagation -- it requires a deterministic model of the ionosphere.« less

Analytic model for a weakly dissipative shallow-water undular bore.

PubMed

El, G A; Grimshaw, R H J; Kamchatnov, A M

2005-09-01

We use the integrable Kaup-Boussinesq shallow water system, modified by a small viscous term, to model the formation of an undular bore with a steady profile. The description is made in terms of the corresponding integrable Whitham system, also appropriately modified by viscosity. This is derived in Riemann variables using a modified finite-gap integration technique for the Ablowitz-Kaup-Newell-Segur (AKNS) scheme. The Whitham system is then reduced to a simple first-order differential equation which is integrated numerically to obtain an asymptotic profile of the undular bore, with the local oscillatory structure described by the periodic solution of the unperturbed Kaup-Boussinesq system. This solution of the Whitham equations is shown to be consistent with certain jump conditions following directly from conservation laws for the original system. A comparison is made with the recently studied dissipationless case for the same system, where the undular bore is unsteady.

Applications of the ETEM for obtaining optical soliton solutions for the Lakshmanan-Porsezian-Daniel model

NASA Astrophysics Data System (ADS)

Manafian, Jalil; Foroutan, Mohammadreza; Guzali, Aref

2017-11-01

This paper examines the effectiveness of an integration scheme which is called the extended trial equation method (ETEM) for solving a well-known nonlinear equation of partial differential equations (PDEs). In this respect, the Lakshmanan-Porsezian-Daniel (LPD) equation with Kerr and power laws of nonlinearity which describes higher-order dispersion, full nonlinearity and spatiotemporal dispersion is considered, and as an achievement, a series of exact travelling-wave solutions for the aforementioned equation is formally extracted. Explicit new exact solutions are derived in different form such as dark solitons, bright solitons, solitary wave, periodic solitary wave, rational function, and elliptic function solutions of LPD equation. The movement of obtained solutions is shown graphically, which helps to understand the physical phenomena of this optical soliton equation. Many other such types of nonlinear equations arising in basic fabric of communications network technology and nonlinear optics can also be solved by this method.

Initial values for the integration scheme to compute the eigenvalues for propagation in ducts

NASA Technical Reports Server (NTRS)

Eversman, W.

1977-01-01

A scheme for the calculation of eigenvalues in the problem of acoustic propagation in a two-dimensional duct is described. The computation method involves changing the coupled transcendental nonlinear algebraic equations into an initial value problem involving a nonlinear ordinary differential equation. The simplest approach is to use as initial values the hardwall eigenvalues and to integrate away from these values as the admittance varies from zero to its actual value with a linear variation. The approach leads to a powerful root finding routine capable of computing the transverse and axial wave numbers for two-dimensional ducts for any frequency, lining, admittance and Mach number without requiring initial guesses or starting points.

Incorporating Writing in an Integrated Calculus, Linear Algebra, and Differential Equations Sequence.

ERIC Educational Resources Information Center

Kelly, Susan E.; LeDocq, Rebecca Lewin

2001-01-01

Describes the specific courses in a sequence along with how the writing has been implemented in each course. Provides ideas for how to efficiently handle the additional paper load so students receive the necessary feedback while keeping the grading time reasonable. (Author/ASK)

A Computer Model of the Cardiovascular System for Effective Learning.

ERIC Educational Resources Information Center

Rothe, Carl F.

1979-01-01

Described is a physiological model which solves a set of interacting, possibly nonlinear, differential equations through numerical integration on a digital computer. Sample printouts are supplied and explained for effects on the components of a cardiovascular system when exercise, hemorrhage, and cardiac failure occur. (CS)

Carbon monoxide oxidation rates computed for automobile thermal reactor conditions

NASA Technical Reports Server (NTRS)

Brokaw, R. S.; Bittker, D. A.

1972-01-01

Carbon monoxide oxidation rates in thermal reactors for exhaust manifolds are computed by integrating differential equations for system of twenty-nine reversible chemical reactions. Reactors are noncatalytic replacements for conventional exhaust manifolds and are a system for reducing carbon monoxide and hydrocarbons in automobile exhausts.

Thermal buoyancy on magneto hydrodynamic flow over a vertical saturated porous surface with viscous dissipation

NASA Astrophysics Data System (ADS)

Nirmala, P. H.; Saila Kumari, A.; Raju, C. S. K.

2018-04-01

In the present article, we studied the magnetohydro dynamic flow induced heat transfer from vertical surface embedded in a saturated porous medium in the presence of viscous dissipation. Appropriate similarity transformations are used to transmute the non-linear governing partial differential equations to non-linear ODE. To solve these ordinary differential equations (ODE) we used the well-known integral method of Von Karman type. A comparison has been done and originates to be in suitable agreement with the previous published results. The tabulated and graphical results are given to consider the physical nature of the problem. From this results we found that the magnetic field parameter depreciate the velocity profiles and improves the heat transfer rate of the flow.

Single-step methods for predicting orbital motion considering its periodic components

NASA Astrophysics Data System (ADS)

Lavrov, K. N.

1989-01-01

Modern numerical methods for integration of ordinary differential equations can provide accurate and universal solutions to celestial mechanics problems. The implicit single sequence algorithms of Everhart and multiple step computational schemes using a priori information on periodic components can be combined to construct implicit single sequence algorithms which combine their advantages. The construction and analysis of the properties of such algorithms are studied, utilizing trigonometric approximation of the solutions of differential equations containing periodic components. The algorithms require 10 percent more machine memory than the Everhart algorithms, but are twice as fast, and yield short term predictions valid for five to ten orbits with good accuracy and five to six times faster than algorithms using other methods.

Simulation on Natural Convection of a Nanofluid along an Isothermal Inclined Plate

NASA Astrophysics Data System (ADS)

Mitra, Asish

2017-08-01

A numerical algorithm is presented for studying laminar natural convection flow of a nanofluid along an isothermal inclined plate. By means of similarity transformation, the original nonlinear partial differential equations of flow are transformed to a set of nonlinear ordinary differential equations. Subsequently they are reduced to a first order system and integrated using Newton Raphson and adaptive Runge-Kutta methods. The computer codes are developed for this numerical analysis in Matlab environment. Dimensionless velocity, temperature profiles and nanoparticle concentration for various angles of inclination are illustrated graphically. The effects of Prandtl number, Brownian motion parameter and thermophoresis parameter on Nusselt number are also discussed. The results of the present simulation are then compared with previous one available in literature with good agreement.

Use of source distributions for evaluating theoretical aerodynamics of thin finite wings at supersonic speeds

NASA Technical Reports Server (NTRS)

Evvard, John C

1950-01-01

A series of publications on the source-distribution methods for evaluating the aerodynamics of thin wings at supersonic speeds is summarized, extended, and unified. Included in the first part are the deviations of: (a) the linearized partial-differential equation for unsteady flow at a substantially constant Mach number. b) The source-distribution solution for the perturbation-velocity potential that satisfies the boundary conditions of tangential flow at the surface and in the plane of the wing; and (c) the integral equation for determining the strength and the location of sources to describe the interaction effects (as represented by upwash) of the bottom and top wing surfaces through the region between the finite wing boundary and the foremost Mach wave. The second part deals with steady-state thin-wing problems. The third part of the report approximates the integral equation for unsteady upwash and includes a solution of approximate equation. Expressions are then derived to evaluate the load distributions for time-dependent finite-wing motions.

Computational approach to compact Riemann surfaces

NASA Astrophysics Data System (ADS)

Frauendiener, Jörg; Klein, Christian

2017-01-01

A purely numerical approach to compact Riemann surfaces starting from plane algebraic curves is presented. The critical points of the algebraic curve are computed via a two-dimensional Newton iteration. The starting values for this iteration are obtained from the resultants with respect to both coordinates of the algebraic curve and a suitable pairing of their zeros. A set of generators of the fundamental group for the complement of these critical points in the complex plane is constructed from circles around these points and connecting lines obtained from a minimal spanning tree. The monodromies are computed by solving the defining equation of the algebraic curve on collocation points along these contours and by analytically continuing the roots. The collocation points are chosen to correspond to Chebychev collocation points for an ensuing Clenshaw-Curtis integration of the holomorphic differentials which gives the periods of the Riemann surface with spectral accuracy. At the singularities of the algebraic curve, Puiseux expansions computed by contour integration on the circles around the singularities are used to identify the holomorphic differentials. The Abel map is also computed with the Clenshaw-Curtis algorithm and contour integrals. As an application of the code, solutions to the Kadomtsev-Petviashvili equation are computed on non-hyperelliptic Riemann surfaces.

Bending analysis of embedded nanoplates based on the integral formulation of Eringen's nonlocal theory using the finite element method

NASA Astrophysics Data System (ADS)

Ansari, R.; Torabi, J.; Norouzzadeh, A.

2018-04-01

Due to the capability of Eringen's nonlocal elasticity theory to capture the small length scale effect, it is widely used to study the mechanical behaviors of nanostructures. Previous studies have indicated that in some cases, the differential form of this theory cannot correctly predict the behavior of structure, and the integral form should be employed to avoid obtaining inconsistent results. The present study deals with the bending analysis of nanoplates resting on elastic foundation based on the integral formulation of Eringen's nonlocal theory. Since the formulation is presented in a general form, arbitrary kernel functions can be used. The first order shear deformation plate theory is considered to model the nanoplates, and the governing equations for both integral and differential forms are presented. Finally, the finite element method is applied to solve the problem. Selected results are given to investigate the effects of elastic foundation and to compare the predictions of integral nonlocal model with those of its differential nonlocal and local counterparts. It is found that by the use of proposed integral formulation of Eringen's nonlocal model, the paradox observed for the cantilever nanoplate is resolved.

Second-order variational equations for N-body simulations

NASA Astrophysics Data System (ADS)

Rein, Hanno; Tamayo, Daniel

2016-07-01

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov characteristic Exponent (MLE) and the Mean Exponential Growth factor of Nearby Orbits (MEGNO). In this paper we lay out the theoretical framework to extend the idea of variational equations to higher order. We explicitly derive the differential equations that govern the evolution of second-order variations in the N-body problem. Going to second order opens the door to new applications, including optimization algorithms that require the first and second derivatives of the solution, like the classical Newton's method. Typically, these methods have faster convergence rates than derivative-free methods. Derivatives are also required for Riemann manifold Langevin and Hamiltonian Monte Carlo methods which provide significantly shorter correlation times than standard methods. Such improved optimization methods can be applied to anything from radial-velocity/transit-timing-variation fitting to spacecraft trajectory optimization to asteroid deflection. We provide an implementation of first- and second-order variational equations for the publicly available REBOUND integrator package. Our implementation allows the simultaneous integration of any number of first- and second-order variational equations with the high-accuracy IAS15 integrator. We also provide routines to generate consistent and accurate initial conditions without the need for finite differencing.

[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.

Optimal trajectories based on linear equations

NASA Technical Reports Server (NTRS)

Carter, Thomas E.

1990-01-01

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

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

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

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

A self-consistent two-fluid model of a magnetized plasma-wall transition

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

Gyergyek, T.; Jožef Stefan Institute, Jamova 39, P.O. Box 100, 1000 Ljubljana; Kovačič, J.

A self-consistent one-dimensional two-fluid model of the magnetized plasma-wall transition is presented. The model includes magnetic field, elastic collisions between ions and electrons, and creation/annihilation of charged particles. Two systems of differential equations are derived. The first system describes the whole magnetized plasma-wall transition region, which consists of the pre-sheath, the magnetized pre-sheath (Chodura layer), and the sheath, which is not neutral, but contains a positive space charge. The second system of equations describes only the neutral part of the plasma-wall transition region—this means only the pre-sheath and the Chodura layer, but not also the sheath. Both systems are solvedmore » numerically. The first system of equations has two singularities. The first occurs when ion velocity in the direction perpendicularly to the wall drops below the ion thermal velocity. The second occurs when the electron velocity in the direction perpendicularly to the wall exceeds the electron thermal velocity. The second system of differential equations only has one singularity, which has also been derived analytically. For finite electron to ion mass ratio, the integration of the second system always breaks down before the Bohm criterion is fulfilled. Some properties of the first system of equations are examined. It is shown that the increased collision frequency demagnetizes the plasma. On the other hand, if the magnetic field is so strong that the ion Larmor radius and the Debye length are comparable, the electron velocity in the direction perpendicularly to the wall reaches the electron thermal velocity before the ion velocity in the direction perpendicularly to the wall reaches the ion sound velocity. In this case, the integration of the model equations breaks down before the Bohm criterion is fulfilled and the sheath is formed.« less

An analytical theory of radio-wave scattering from meteoric ionization - I. Basic equation

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-01-01

We have developed an analytical theory of radio-wave scattering from ionization of meteoric origin. It is based on an integro-differential equation for the polarization vector, P, inside the meteor trail, representing an analytical solution of the set of Maxwell equations, in combination with a generalized radar equation involving an integral of the trail volume electron density, Ne, and P represented by an auxiliary vector, Q, taken over the whole trail volume. During the derivation of the final formulae, the following assumptions were applied: transversal as well as longitudinal dimensions of the meteor trail are small compared with the distances of the relevant trail point to both the transmitter and receiver and the ratio of these distances to the wavelength of the wave emitted by the radar is very large, so that the stationary-phase method can be employed for evaluation of the relevant integrals. Further, it is shown that in the case of sufficiently low electron density, Ne, corresponding to the case of underdense trails, the classical McKinley's radar equation results as a special case of the general theory. The same also applies regarding the Fresnel characteristics. Our approach is also capable of yielding solutions to the problems of the formation of Fresnel characteristics on trails having any electron density, forward scattering and scattering on trails immersed in the magnetic field. However, we have also shown that the geomagnetic field can be removed from consideration, due to its low strength. The full solution of the above integro-differential equation, valid for any electron volume densities, has been left to subsequent works dealing with this particular problem, due to its complexity.

Noether symmetries and stability of ideal gas solutions in Galileon cosmology

NASA Astrophysics Data System (ADS)

Dimakis, N.; Giacomini, Alex; Jamal, Sameerah; Leon, Genly; Paliathanasis, Andronikos

2017-03-01

A class of generalized Galileon cosmological models, which can be described by a pointlike Lagrangian, is considered in order to utilize Noether's theorem to determine conservation laws for the field equations. In the Friedmann-Lemaître-Robertson-Walker universe, the existence of a nontrivial conservation law indicates the integrability of the field equations. Because of the complexity of the latter, we apply the differential invariants approach in order to construct special power-law solutions and study their stability.

Differential invariants and exact solutions of the Einstein equations

NASA Astrophysics Data System (ADS)

Lychagin, Valentin; Yumaguzhin, Valeriy

2017-06-01

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

Multiscale Multiphysics and Multidomain Models I: Basic Theory

PubMed Central

Wei, Guo-Wei

2013-01-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field. PMID:25382892

Multiscale Multiphysics and Multidomain Models I: Basic Theory.

PubMed

Wei, Guo-Wei

2013-12-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field.

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

DTIC Science & Technology

1976-06-30

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

Approximations of Thermoelastic and Viscoelastic Control Systems

DTIC Science & Technology

1990-06-01

parabolic partial differential equations. The development of computational algorithms for designing controllers for such systems is an Immenselv complex...hereditary differential system on Rr , then approximate the "’historv" or -’memory- term (i.e.. the integral term in i.S)). In this paper we will use a... variation introduced by Fabiano and Ito ([FI]) of the averaging scheme considered by Banks and Burns ([BB]) for the second stage. The idea of the "’AVE

Introductory life science mathematics and quantitative neuroscience courses.

PubMed

Duffus, Dwight; Olifer, Andrei

2010-01-01

We describe two sets of courses designed to enhance the mathematical, statistical, and computational training of life science undergraduates at Emory College. The first course is an introductory sequence in differential and integral calculus, modeling with differential equations, probability, and inferential statistics. The second is an upper-division course in computational neuroscience. We provide a description of each course, detailed syllabi, examples of content, and a brief discussion of the main issues encountered in developing and offering the courses.

[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.

A momentum-space formulation without partial wave decomposition for scattering of two spin-half particles

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

Fachruddin, Imam, E-mail: imam.fachruddin@sci.ui.ac.id; Salam, Agus

2016-03-11

A new momentum-space formulation for scattering of two spin-half particles, both either identical or unidentical, is formulated. As basis states the free linear-momentum states are not expanded into the angular-momentum states, the system’s spin states are described by the product of the spin states of the two particles, and the system’s isospin states by the total isospin states of the two particles. We evaluate the Lippmann-Schwinger equations for the T-matrix elements in these basis states. The azimuthal behavior of the potential and of the T-matrix elements leads to a set of coupled integral equations for the T-matrix elements in twomore » variables only, which are the magnitude of the relative momentum and the scattering angle. Some symmetry relations for the potential and the T-matrix elements reduce the number of the integral equations to be solved. A set of six spin operators to express any interaction of two spin-half particles is introduced. We show the spin-averaged differential cross section as being calculated in terms of the solution of the set of the integral equations.« less

Pre-buckling responses of Timoshenko nanobeams based on the integral and differential models of nonlocal elasticity: an isogeometric approach

NASA Astrophysics Data System (ADS)

Norouzzadeh, A.; Ansari, R.; Rouhi, H.

2017-05-01

Differential form of Eringen's nonlocal elasticity theory is widely employed to capture the small-scale effects on the behavior of nanostructures. However, paradoxical results are obtained via the differential nonlocal constitutive relations in some cases such as in the vibration and bending analysis of cantilevers, and recourse must be made to the integral (original) form of Eringen's theory. Motivated by this consideration, a novel nonlocal formulation is developed herein based on the original formulation of Eringen's theory to study the buckling behavior of nanobeams. The governing equations are derived according to the Timoshenko beam theory, and are represented in a suitable vector-matrix form which is applicable to the finite-element analysis. In addition, an isogeometric analysis (IGA) is conducted for the solution of buckling problem. Construction of exact geometry using non-uniform rational B-splines and easy implementation of geometry refinement tools are the main advantages of IGA. A comparison study is performed between the predictions of integral and differential nonlocal models for nanobeams under different kinds of end conditions.

Analytic integration of real-virtual counterterms in NNLO jet cross sections I

NASA Astrophysics Data System (ADS)

Aglietti, Ugo; Del Duca, Vittorio; Duhr, Claude; Somogyi, Gábor; Trócsányi, Zoltán

2008-09-01

We present analytic evaluations of some integrals needed to give explicitly the integrated real-virtual counterterms, based on a recently proposed subtraction scheme for next-to-next-to-leading order (NNLO) jet cross sections. After an algebraic reduction of the integrals, integration-by-parts identities are used for the reduction to master integrals and for the computation of the master integrals themselves by means of differential equations. The results are written in terms of one- and two-dimensional harmonic polylogarithms, once an extension of the standard basis is made. We expect that the techniques described here will be useful in computing other integrals emerging in calculations in perturbative quantum field theories.

Extension of the KLI approximation toward the exact optimized effective potential.

PubMed

Iafrate, G J; Krieger, J B

2013-03-07

The integral equation for the optimized effective potential (OEP) is utilized in a compact form from which an accurate OEP solution for the spin-unrestricted exchange-correlation potential, Vxcσ, is obtained for any assumed orbital-dependent exchange-correlation energy functional. The method extends beyond the Krieger-Li-Iafrate (KLI) approximation toward the exact OEP result. The compact nature of the OEP equation arises by replacing the integrals involving the Green's function terms in the traditional OEP equation by an equivalent first-order perturbation theory wavefunction often referred to as the "orbital shift" function. Significant progress is then obtained by solving the equation for the first order perturbation theory wavefunction by use of Dalgarno functions which are determined from well known methods of partial differential equations. The use of Dalgarno functions circumvents the need to explicitly address the Green's functions and the associated problems with "sum over states" numerics; as well, the Dalgarno functions provide ease in dealing with inherent singularities arising from the origin and the zeros of the occupied orbital wavefunctions. The Dalgarno approach for finding a solution to the OEP equation is described herein, and a detailed illustrative example is presented for the special case of a spherically symmetric exchange-correlation potential. For the case of spherical symmetry, the relevant Dalgarno function is derived by direct integration of the appropriate radial equation while utilizing a user friendly method which explicitly treats the singular behavior at the origin and at the nodal singularities arising from the zeros of the occupied states. The derived Dalgarno function is shown to be an explicit integral functional of the exact OEP Vxcσ, thus allowing for the reduction of the OEP equation to a self-consistent integral equation for the exact exchange-correlation potential; the exact solution to this integral equation can be determined by iteration with the natural zeroth order correction given by the KLI exchange-correlation potential. Explicit analytic results are provided to illustrate the first order iterative correction beyond the KLI approximation. The derived correction term to the KLI potential explicitly involves spatially weighted products of occupied orbital densities in any assumed orbital-dependent exchange-correlation energy functional; as well, the correction term is obtained with no adjustable parameters. Moreover, if the equation for the exact optimized effective potential is further iterated, one can obtain the OEP as accurately as desired.

Extension of the KLI approximation toward the exact optimized effective potential

NASA Astrophysics Data System (ADS)

Iafrate, G. J.; Krieger, J. B.

2013-03-01

The integral equation for the optimized effective potential (OEP) is utilized in a compact form from which an accurate OEP solution for the spin-unrestricted exchange-correlation potential, Vxcσ, is obtained for any assumed orbital-dependent exchange-correlation energy functional. The method extends beyond the Krieger-Li-Iafrate (KLI) approximation toward the exact OEP result. The compact nature of the OEP equation arises by replacing the integrals involving the Green's function terms in the traditional OEP equation by an equivalent first-order perturbation theory wavefunction often referred to as the "orbital shift" function. Significant progress is then obtained by solving the equation for the first order perturbation theory wavefunction by use of Dalgarno functions which are determined from well known methods of partial differential equations. The use of Dalgarno functions circumvents the need to explicitly address the Green's functions and the associated problems with "sum over states" numerics; as well, the Dalgarno functions provide ease in dealing with inherent singularities arising from the origin and the zeros of the occupied orbital wavefunctions. The Dalgarno approach for finding a solution to the OEP equation is described herein, and a detailed illustrative example is presented for the special case of a spherically symmetric exchange-correlation potential. For the case of spherical symmetry, the relevant Dalgarno function is derived by direct integration of the appropriate radial equation while utilizing a user friendly method which explicitly treats the singular behavior at the origin and at the nodal singularities arising from the zeros of the occupied states. The derived Dalgarno function is shown to be an explicit integral functional of the exact OEP Vxcσ, thus allowing for the reduction of the OEP equation to a self-consistent integral equation for the exact exchange-correlation potential; the exact solution to this integral equation can be determined by iteration with the natural zeroth order correction given by the KLI exchange-correlation potential. Explicit analytic results are provided to illustrate the first order iterative correction beyond the KLI approximation. The derived correction term to the KLI potential explicitly involves spatially weighted products of occupied orbital densities in any assumed orbital-dependent exchange-correlation energy functional; as well, the correction term is obtained with no adjustable parameters. Moreover, if the equation for the exact optimized effective potential is further iterated, one can obtain the OEP as accurately as desired.

Application of Power Geometry and Normal Form Methods to the Study of Nonlinear ODEs

NASA Astrophysics Data System (ADS)

Edneral, Victor

2018-02-01

This paper describes power transformations of degenerate autonomous polynomial systems of ordinary differential equations which reduce such systems to a non-degenerative form. Example of creating exact first integrals of motion of some planar degenerate system in a closed form is given.

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…

Multiple positive solutions for a class of integral inclusions

NASA Astrophysics Data System (ADS)

Hong, Shihuang

2008-04-01

This paper deals with sufficient conditions for the existence of at least two positive solutions for a class of integral inclusions arising in the traffic theory. To show our main results, we apply a norm-type expansion and compression fixed point theorem for multivalued map due to Agarwal and O'Regan [A note on the existence of multiple fixed points for multivalued maps with applications, J. Differential Equation 160 (2000) 389-403].

Canonical fluid thermodynamics

NASA Technical Reports Server (NTRS)

Schmid, L. A.

1972-01-01

The space-time integral of the thermodynamic pressure plays the role of the thermodynamic potential for compressible, adiabatic flow in the sense that the pressure integral for stable flow is less than for all slightly different flows. This stability criterion can be converted into a variational minimum principle by requiring the molar free-enthalpy and the temperature, which are the arguments of the pressure function, to be generalized velocities, that is, the proper-time derivatives of scalar spare-time functions which are generalized coordinates in the canonical formalism. In a fluid context, proper-time differentiation must be expressed in terms of three independent quantities that specify the fluid velocity. This can be done in several ways, all of which lead to different variants (canonical transformations) of the same constraint-free action integral whose Euler-Lagrange equations are just the well-known equations of motion for adiabatic compressible flow.

Coherent orthogonal polynomials

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

Celeghini, E., E-mail: celeghini@fi.infn.it; Olmo, M.A. del, E-mail: olmo@fta.uva.es

2013-08-15

We discuss a fundamental characteristic of orthogonal polynomials, like the existence of a Lie algebra behind them, which can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we include thus–in addition to differential equations, recurrence relations, Hilbert spaces and square integrable functions–Lie algebra theory. We start here from the square integrable functions on the open connected subset of the real line whose bases are related to orthogonal polynomials. All these one-dimensional continuous spaces allow, besides the standard uncountable basis (|x〉), for an alternative countable basis (|n〉). The matrix elements that relatemore » these two bases are essentially the orthogonal polynomials: Hermite polynomials for the line and Laguerre and Legendre polynomials for the half-line and the line interval, respectively. Differential recurrence relations of orthogonal polynomials allow us to realize that they determine an infinite-dimensional irreducible representation of a non-compact Lie algebra, whose second order Casimir C gives rise to the second order differential equation that defines the corresponding family of orthogonal polynomials. Thus, the Weyl–Heisenberg algebra h(1) with C=0 for Hermite polynomials and su(1,1) with C=−1/4 for Laguerre and Legendre polynomials are obtained. Starting from the orthogonal polynomials the Lie algebra is extended both to the whole space of the L{sup 2} functions and to the corresponding Universal Enveloping Algebra and transformation group. Generalized coherent states from each vector in the space L{sup 2} and, in particular, generalized coherent polynomials are thus obtained. -- Highlights: •Fundamental characteristic of orthogonal polynomials (OP): existence of a Lie algebra. •Differential recurrence relations of OP determine a unitary representation of a non-compact Lie group. •2nd order Casimir originates a 2nd order differential equation that defines the corresponding OP family. •Generalized coherent polynomials are obtained from OP.« less

An almost symmetric Strang splitting scheme for nonlinear evolution equations.

PubMed

Einkemmer, Lukas; Ostermann, Alexander

2014-07-01

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.

Variable Step Integration Coupled with the Method of Characteristics Solution for Water-Hammer Analysis, A Case Study

NASA Technical Reports Server (NTRS)

Turpin, Jason B.

2004-01-01

One-dimensional water-hammer modeling involves the solution of two coupled non-linear hyperbolic partial differential equations (PDEs). These equations result from applying the principles of conservation of mass and momentum to flow through a pipe, and usually the assumption that the speed at which pressure waves propagate through the pipe is constant. In order to solve these equations for the interested quantities (i.e. pressures and flow rates), they must first be converted to a system of ordinary differential equations (ODEs) by either approximating the spatial derivative terms with numerical techniques or using the Method of Characteristics (MOC). The MOC approach is ideal in that no numerical approximation errors are introduced in converting the original system of PDEs into an equivalent system of ODEs. Unfortunately this resulting system of ODEs is bound by a time step constraint so that when integrating the equations the solution can only be obtained at fixed time intervals. If the fluid system to be modeled also contains dynamic components (i.e. components that are best modeled by a system of ODEs), it may be necessary to take extremely small time steps during certain points of the model simulation in order to achieve stability and/or accuracy in the solution. Coupled together, the fixed time step constraint invoked by the MOC, and the occasional need for extremely small time steps in order to obtain stability and/or accuracy, can greatly increase simulation run times. As one solution to this problem, a method for combining variable step integration (VSI) algorithms with the MOC was developed for modeling water-hammer in systems with highly dynamic components. A case study is presented in which reverse flow through a dual-flapper check valve introduces a water-hammer event. The predicted pressure responses upstream of the check-valve are compared with test data.

Some examples of exact and approximate solutions in small particle scattering - A progress report

NASA Technical Reports Server (NTRS)

Greenberg, J. M.

1974-01-01

The formulation of basic equations from which the scattering of radiation by a localized variation in a medium is discussed. These equations are developed in both the differential and the integral form. Primary interest is in the scattering of electromagnetic waves for which the solution of the vector wave equation with appropriate boundary conditions must be considered. Scalar scattering by an infinite homogeneous isotropic circular cylinder, and scattering of electromagnetic waves by infinite circular cylinders are treated, and the case of the finite circular cylinder is considered. A procedure is given for obtaining angular scattering distributions from spheroids.

Matrix De Rham Complex and Quantum A-infinity algebras

NASA Astrophysics Data System (ADS)

Barannikov, S.

2014-04-01

I establish the relation of the non-commutative BV-formalism with super-invariant matrix integration. In particular, the non-commutative BV-equation, defining the quantum A ∞-algebras, introduced in Barannikov (Modular operads and non-commutative Batalin-Vilkovisky geometry. IMRN, vol. 2007, rnm075. Max Planck Institute for Mathematics 2006-48, 2007), is represented via de Rham differential acting on the supermatrix spaces related with Bernstein-Leites simple associative algebras with odd trace q( N), and gl( N| N). I also show that the matrix Lagrangians from Barannikov (Noncommutative Batalin-Vilkovisky geometry and matrix integrals. Isaac Newton Institute for Mathematical Sciences, Cambridge University, 2006) are represented by equivariantly closed differential forms.

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

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

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

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

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

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

1997-12-31

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

Interface equation and viscosity contrast in Hele-Shaw flow

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

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

1992-05-20

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

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

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

Mundt, Michael; Kuemmel, Stephan

2006-08-15

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

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1976-01-01

The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Evaluation of more general integrals involving universal associated Legendre polynomials

NASA Astrophysics Data System (ADS)

You, Yuan; Chen, Chang-Yuan; Tahir, Farida; Dong, Shi-Hai

2017-05-01

We find that the solution of the polar angular differential equation can be written as the universal associated Legendre polynomials. We present a popular integral formula which includes universal associated Legendre polynomials and we also evaluate some important integrals involving the product of two universal associated Legendre polynomials Pl' m'(x ) , Pk' n'(x ) and x2 a(1-x2 ) -p -1, xb(1±x2 ) -p, and xc(1-x2 ) -p(1±x ) -1, where l'≠k' and m'≠n'. Their selection rules are also mentioned.

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.

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.

Introductory Life Science Mathematics and Quantitative Neuroscience Courses

PubMed Central

Olifer, Andrei

2010-01-01

We describe two sets of courses designed to enhance the mathematical, statistical, and computational training of life science undergraduates at Emory College. The first course is an introductory sequence in differential and integral calculus, modeling with differential equations, probability, and inferential statistics. The second is an upper-division course in computational neuroscience. We provide a description of each course, detailed syllabi, examples of content, and a brief discussion of the main issues encountered in developing and offering the courses. PMID:20810971

DISCHARGE AND DEPTH BEHIND A PARTIALLY BREACHED DAM.

USGS Publications Warehouse

Chen, Cheng-lung

1987-01-01

The role that the velocity-distribution correction factor plays in the determination of the flood discharge and corresponding flow depth behind a partially breached dam is investigated. Assumption of a uniformly progressive flow for an established dam-break flood in a rectangular channel of infinite extent leads to the formulation of a theoretical relation between the depth and velocity of flow expressed in differential form. Integrating this ordinary differential equation, one can express the velocity in terms of the depth.

Using EIGER for Antenna Design and Analysis

NASA Technical Reports Server (NTRS)

Champagne, Nathan J.; Khayat, Michael; Kennedy, Timothy F.; Fink, Patrick W.

2007-01-01

EIGER (Electromagnetic Interactions GenERalized) is a frequency-domain electromagnetics software package that is built upon a flexible framework, designed using object-oriented techniques. The analysis methods used include moment method solutions of integral equations, finite element solutions of partial differential equations, and combinations thereof. The framework design permits new analysis techniques (boundary conditions, Green#s functions, etc.) to be added to the software suite with a sensible effort. The code has been designed to execute (in serial or parallel) on a wide variety of platforms from Intel-based PCs and Unix-based workstations. Recently, new potential integration scheme s that avoid singularity extraction techniques have been added for integral equation analysis. These new integration schemes are required for facilitating the use of higher-order elements and basis functions. Higher-order elements are better able to model geometrical curvature using fewer elements than when using linear elements. Higher-order basis functions are beneficial for simulating structures with rapidly varying fields or currents. Results presented here will demonstrate curren t and future capabilities of EIGER with respect to analysis of installed antenna system performance in support of NASA#s mission of exploration. Examples include antenna coupling within an enclosed environment and antenna analysis on electrically large manned space vehicles.

A symplectic integration method for elastic filaments

NASA Astrophysics Data System (ADS)

Ladd, Tony; Misra, Gaurav

2009-03-01

Elastic rods are a ubiquitous coarse-grained model of semi-flexible biopolymers such as DNA, actin, and microtubules. The Worm-Like Chain (WLC) is the standard numerical model for semi-flexible polymers, but it is only a linearized approximation to the dynamics of an elastic rod, valid for small deflections; typically the torsional motion is neglected as well. In the standard finite-difference and finite-element formulations of an elastic rod, the continuum equations of motion are discretized in space and time, but it is then difficult to ensure that the Hamiltonian structure of the exact equations is preserved. Here we discretize the Hamiltonian itself, expressed as a line integral over the contour of the filament. This discrete representation of the continuum filament can then be integrated by one of the explicit symplectic integrators frequently used in molecular dynamics. The model systematically approximates the continuum partial differential equations, but has the same level of computational complexity as molecular dynamics and is constraint free. Numerical tests show that the algorithm is much more stable than a finite-difference formulation and can be used for high aspect ratio filaments, such as actin. We present numerical results for the deterministic and stochastic motion of single filaments.

PREFACE: Nonlinearity and Geometry: connections with integrability Nonlinearity and Geometry: connections with integrability

NASA Astrophysics Data System (ADS)

Cieslinski, Jan L.; Ferapontov, Eugene V.; Kitaev, Alexander V.; Nimmo, Jonathan J. C.

2009-10-01

Geometric ideas are present in many areas of modern theoretical physics and they are usually associated with the presence of nonlinear phenomena. Integrable nonlinear systems play a prime role both in geometry itself and in nonlinear physics. One can mention general relativity, exact solutions of the Einstein equations, string theory, Yang-Mills theory, instantons, solitons in nonlinear optics and hydrodynamics, vortex dynamics, solvable models of statistical physics, deformation quantization, and many others. Soliton theory now forms a beautiful part of mathematics with very strong physical motivations and numerous applications. Interactions between mathematics and physics associated with integrability issues are very fruitful and stimulating. For instance, spectral theories of linear quantum mechanics turned out to be crucial for studying nonlinear integrable systems. The modern theory of integrable nonlinear partial differential and difference equations, or the `theory of solitons', is deeply rooted in the achievements of outstanding geometers of the end of the 19th and the beginning of the 20th century, such as Luigi Bianchi (1856-1928) and Jean Gaston Darboux (1842-1917). Transformations of surfaces and explicit constructions developed by `old' geometers were often rediscovered or reinterpreted in a modern framework. The great progress of recent years in so-called discrete geometry is certainly due to strong integrable motivations. A very remarkable feature of the results of the classical integrable geometry is the quite natural (although nontrivial) possibility of their discretization. This special issue is dedicated to Jean Gaston Darboux and his pioneering role in the development of the geometric ideas of modern soliton theory. The most famous aspects of his work are probably Darboux transformations and triply orthogonal systems of surfaces, whose role in modern mathematical physics cannot be overestimated. Indeed, Darboux transformations play a central role in soliton theory unifying continuous, discrete and quantum integrable systems. Triply orthogonal coordinates proved to be of prime importance for the modern theory of Hamiltonian systems of hydrodynamic type and differential-geometric Poisson brackets, culminating in the construction of the rich and beautiful theory of Frobenius manifolds. The idea for this special issue developed out of the Second Workshop on Nonlinearity and Geometry, a successful conference held in the Mathematical Research and Conference Center at Będlewo, Poland, 13-19 April 2008 (http://wmii.uwm.edu.pl/˜doliwa/WNG-DD.html). However, there was an open call for papers for this issue and all contributions were peer reviewed according to the standards of the journal and taking into account their relevance to the subject of the planned issue. Among the 30 listed authors, 16 attended the conference and the remaining 14 submitted their papers in answer to this open call. The First School on Nolinearity and Geometry (`Bianchi Days') was organized by Antoni Sym and his students in 1995 at the Physics Faculty of Warsaw University, Poland. The proceedings of the workshop, edited by Daniel Wójcik and Jan Cieśliński, were published by Polish Scientific Publishers PWN (Warsaw, 1998). The Second Workshop (`Darboux Days') was organized in 2008 by Adam Doliwa and his coworkers, under the Honorary Chair of Antoni Sym, as a Banach Center Conference. Both workshops gathered around 50 participants. The purpose of these meetings was to bring together researchers with diverse backgrounds (e.g., mathematical physics and differential geometry), and to review the state of the art at the border between the two subjects: geometric inspirations in soliton theory and applications of soliton techniques in geometry. The format was designed to allow substantial time for interaction and research. The invited lectures were longer, intended to present the current trends and open problems in the fields, and to be accessible to younger researchers. It is not out of place to recall that earlier the Institute of Theoretical of Physics of Warsaw University organized two, now legendary, Jadwisin Soliton Workshops (1977 and 1979); see the short note in Physica D: Nonlinear Phenomena (1980 vol. 1, issue 1, pp 159-163) written by Antoni Sym who was deeply engaged in the organization of these conferences. In scale and scope both Jadwisin workshops preceded a series of very successful NEEDS conferences. Among the celebrated participants of the Jadwisin meeetings one can find names of great importance for the history of soliton theory: Martin Kruskal, Norman Zabuski, Mark Ablowitz, David Kaup, Allan Newell, Vladimir Zakharov, Sergei Manakov, Francesco Calogero, Antonio Degasperis and Ryogo Hirota. This special issue begins with an introductory historical article in which Antoni Sym presents the most important ideas in the scientific biography of Gaston Darboux. We encourage the readers discover the greatest (scientific!) love of Darboux. This is followed by five review papers. M Błaszak and B M Szablikowski discuss the general R-matrix formalism for the construction of integrable systems with infinitely many degrees of freedom. The general theory is applied to several infinite-dimensional Lie algebras leading to new examples of dispersionless and dispersive (soliton) integrable field systems in 1+1 and 2+1 dimensions. J L Cieśliński presents the Darboux-Bäcklund transformation for 1+1-dimensional integrable systems of PDEs. He compares existing approaches to the construction of multisoliton Darboux matrices, discusses the nonisospectral case and presents some new results on the linear and bilinear invariants of the Darboux-Bäcklund transformation. M Dunajski presents twistor theory as a geometric tool for solving nonlinear differential equations. Many soliton equations admit twistor interpretation in terms of holomophic vector bundles. A different approach is provided for dispersionless equations. Some integrable systems still await successful application of the twistor approach. This review, although concerned with advanced differential geometry, is quite elementary and self-contained. F Nijhoff, J Atkinson and J Hietarinta review the construction of soliton solutions for the KdV type lattice equations and derive N-soliton solutions for all lattice equations in the Adler-Bobenko-Suris list except for the generic elliptic case. The same problem is addressed in the contribution by J Hietarinta and D J Zhang based on the more traditional direct Hirota method. This leads to Casoratians and bilinear difference equations. Regular contributions include the following. H Baran and M Marvan launch a project to classify integrable classes of surfaces based on a novel deformation procedure of the equations of the embedding. This leads to a remarkable new integrable equation describing a class of Weingarten surfaces which seems to be overlooked in the literature. A Doliwa shows that the τ-function of the quadrilateral lattice can be identified with the Fredholm determinant of the integral equation inverting the nonlocal problem. This result is expected because its continuous counterpart (the case of conjugate nets, Darboux equations and the multicomponent KP hierarchy) is already known. Here one can find an explicit proof. P Gaillard and V B Matveev consider special reductions of the generic Darboux-Crum dressing procedure, leading to new formulas for Darboux-Pöschl-Teller potentials, their difference deformations and the related eigenfunctions. A Gouberman and K Leschke develop the theory of (generalized) Darboux transformations for conformal immersions of a Riemann surface into the 4-sphere. Applying this construction to the Clifford torus, they obtain a family of Willmore tori parametrized by Pythagorean triples. V Kiselev and J W van de Leur construct compatible nontrivial finite deformations of the Lie algebra structure in the symmetry algebra of the 3-component dispersionless Boussinesq-type system. T E Kouloukas and V G Papageorgiou introduce a family of nonparametric Yang-Baxter maps obtained by re-factorization of matrix polynomials of first degree. These maps are Poisson with respect to the Sklyanin bracket, and their degenerations are connected to known integrable systems on quad-graphs. S V Manakov and P M Santini apply a novel version of the inverse scattering transform based on Lax pairs in multidimensional commuting vector fields to the heavenly and Pavlov equations, establishing that their localized solutions evolve without breaking, and constructing the long-time behaviour of the corresponding Cauchy problems. Discretizations of integrable geometric models depend heavily on the coordinates used. M Nieszporski and A Sym show how to discretize Bianchi surfaces (associated with an elliptic version of the Ernst equation) in arbitrary parametrization. C Rogers and A Szereszewski study the Bäcklund transformation for L-isothermic surfaces in the original Bianchi formulation. They establish a connection between this transformation and a nonhomogeneous linear Schrödinger equation and construct a class of generalized Dupin cyclides. W K Schief, A Szereszewski and C Rogers study a classical system of equilibrium equations for shell membranes. Various examples of viable membrane geometries lead to remarkable geometric configurations such as generalized Dupin cyclides and L-minimal surfaces. A Sergyeyev constructs infinite hierarchies of nonlocal higher symmetries for the oriented associativity equations using the spectral problem. The hierarchies in question generalize those constructed by Chen, Kontsevich and Schwarz for the WDVV equations. J Shiraishi and Y Tutiya study an integro-differential equation which generalizes the periodic intermediate long wave equation. The kernel of the singular integral involved is a second order difference of the Weierstrass ζ-function. Using Sato's formulation, the authors demonstrate the integrability of the equation in question, and construct some special solutions. P H van der Kamp discusses general aspects of the Cauchy and Goursat problems for lattice equations focusing on their well-posedness, as well as on periodic and travelling wave reductions. We would like to express sincere thanks to all contributors, editorial staff and all involved in compiling this special issue. Jan L Cieśliński, Eugene V Ferapontov, Alexander V Kitaev and Jonathan J C Nimmo Guest Editors

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

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2015-01-01

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

Periodic orbits of hybrid systems and parameter estimation via AD.

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

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

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

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

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II: Inclusion of Exchange

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, A.

2003-01-01

As is well known, the full scattering amplitude can be expressed as an integral involving the complete scattering wave function. We have shown that the integral can be simplified and used in a practical way. Initial application to electron-hydrogen scattering without exchange was highly successful. The Schrodinger equation (SE), which can be reduced to a 2d partial differential equation (pde), was solved using the finite element method. We have now included exchange by solving the resultant SE, in the static exchange approximation, which is reducible to a pair of coupled pde's. The resultant scattering amplitudes, both singlet and triplet, calculated as a function of energy are in excellent agreement with converged partial wave results.

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

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

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

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

Organization of the cytokeratin network in an epithelial cell.

PubMed

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

2003-08-07

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

Motions about a fixed point by hypergeometric functions: new non-complex analytical solutions and integration of the herpolhode

NASA Astrophysics Data System (ADS)

Mingari Scarpello, Giovanni; Ritelli, Daniele

2018-06-01

The present study highlights the dynamics of a body moving about a fixed point and provides analytical closed form solutions. Firstly, for the symmetrical heavy body, that is the Lagrange-Poisson case, we compute the second (precession, ψ ) and third (spin, φ) Euler angles in explicit and real form by means of multiple hypergeometric (Lauricella) functions. Secondly, releasing the weight assumption but adding the complication of the asymmetry, by means of elliptic integrals of third kind, we provide the precession angle ψ completing the treatment of the Euler-Poinsot case. Thirdly, by integrating the relevant differential equation, we reach the finite polar equation of a special motion trajectory named the herpolhode. Finally, we keep the symmetry of the first problem, but without weight, and take into account a viscous dissipation. The use of motion first integrals—adopted for the first two problems—is no longer practicable in this situation; therefore, the Euler equations, faced directly, are driving to particular occurrences of Bessel functions of order - 1/2.

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

Stoynov, Y.; Dineva, P.

The stress, magnetic and electric field analysis of multifunctional composites, weakened by impermeable cracks, is of fundamental importance for their structural integrity and reliable service performance. The aim is to study dynamic behavior of a plane of functionally graded magnetoelectroelastic composite with more than one crack. The coupled material properties vary exponentially in an arbitrary direction. The plane is subjected to anti-plane mechanical and in-plane electric and magnetic load. The boundary value problem described by the partial differential equations with variable coefficients is reduced to a non-hypersingular traction boundary integral equation based on the appropriate functional transform and frequency-dependent fundamentalmore » solution derived in a closed form by Radon transform. Software code based on the boundary integral equation method (BIEM) is developed, validated and inserted in numerical simulations. The obtained results show the sensitivity of the dynamic stress, magnetic and electric field concentration in the cracked plane to the type and characteristics of the dynamic load, to the location and cracks disposition, to the wave-crack-crack interactions and to the magnitude and direction of the material gradient.« less

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

Anzai, Chihaya; Hasselhuhn, Alexander; Höschele, Maik

We compute the contribution to the total cross section for the inclusive production of a Standard Model Higgs boson induced by two quarks with different flavour in the initial state. Our calculation is exact in the Higgs boson mass and the partonic center-of-mass energy. Here, we describe the reduction to master integrals, the construction of a canonical basis, and the solution of the corresponding differential equations. Our analytic result contains both Harmonic Polylogarithms and iterated integrals with additional letters in the alphabet.

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.

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.

Meta-Symplectic Geometry of 3rd Order Monge-Ampère Equations and their Characteristics

NASA Astrophysics Data System (ADS)

Manno, Gianni; Moreno, Giovanni

2016-03-01

This paper is a natural companion of [Alekseevsky D.V., Alonso Blanco R., Manno G., Pugliese F., Ann. Inst. Fourier (Grenoble) 62 (2012), 497-524, arXiv:1003.5177], generalising its perspectives and results to the context of third-order (2D) Monge-Ampère equations, by using the so-called ''meta-symplectic structure'' associated with the 8D prolongation M^{(1)} of a 5D contact manifold M. We write down a geometric definition of a third-order Monge-Ampère equation in terms of a (class of) differential two-form on M^{(1)}. In particular, the equations corresponding to decomposable forms admit a simple description in terms of certain three-dimensional distributions, which are made from the characteristics of the original equations. We conclude the paper with a study of the intermediate integrals of these special Monge-Ampère equations, herewith called of Goursat type.

Weierstrass traveling wave solutions for dissipative Benjamin, Bona, and Mahony (BBM) equation

NASA Astrophysics Data System (ADS)

Mancas, Stefan C.; Spradlin, Greg; Khanal, Harihar

2013-08-01

In this paper the effect of a small dissipation on waves is included to find exact solutions to the modified Benjamin, Bona, and Mahony (BBM) equation by viscosity. Using Lyapunov functions and dynamical systems theory, we prove that when viscosity is added to the BBM equation, in certain regions there still exist bounded traveling wave solutions in the form of solitary waves, periodic, and elliptic functions. By using the canonical form of Abel equation, the polynomial Appell invariant makes the equation integrable in terms of Weierstrass ℘ functions. We will use a general formalism based on Ince's transformation to write the general solution of dissipative BBM in terms of ℘ functions, from which all the other known solutions can be obtained via simplifying assumptions. Using ODE (ordinary differential equations) analysis we show that the traveling wave speed is a bifurcation parameter that makes transition between different classes of waves.

Vibration of initially stressed carbon nanotubes under magneto-thermal environment for nanoparticle delivery via higher-order nonlocal strain gradient theory

NASA Astrophysics Data System (ADS)

Farajpour, M. R.; Shahidi, A. R.; Tabataba'i-Nasab, F.; Farajpour, A.

2018-06-01

In this paper, the forced vibration of a single-walled carbon nanotube (SWCNT) under a moving nanoparticle is investigated based on the higher-order nonlocal strain gradient theory. The SWCNT is subjected to thermo-mechanical stresses and an external longitudinal magnetic field. The influences of higher-order stress gradients in conjunction with the strain gradient nonlocality are taken into account. Using Hamilton's principle and Maxwell's equations, the higher-order differential equations of motion are derived. An analytical solution is obtained for the dynamic deflection of SWCNTs using the Galerkin method. Furthermore, the governing differential equation is solved numerically using the precise integration method. The results of the two solution procedures are compared and an excellent agreement is found between them. Finally, the influences of various scale parameters, the velocity of the moving nanoparticle, the initial axial stress, the temperature change and longitudinal magnetic field on the dynamic response of SWCNTs are investigated.

Numerical simulation of rarefied gas flow through a slit

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Designing ROW Methods

NASA Technical Reports Server (NTRS)

Freed, Alan D.

1996-01-01

There are many aspects to consider when designing a Rosenbrock-Wanner-Wolfbrandt (ROW) method for the numerical integration of ordinary differential equations (ODE's) solving initial value problems (IVP's). The process can be simplified by constructing ROW methods around good Runge-Kutta (RK) methods. The formulation of a new, simple, embedded, third-order, ROW method demonstrates this design approach.

The Effect of Universal Design for Learning (UDL) Application on E-Learning Acceptance: A Structural Equation Model

ERIC Educational Resources Information Center

Al-Azawei, Ahmed; Parslow, Patrick; Lundqvist, Karsten

2017-01-01

Standardising learning content and teaching approaches is not considered to be the best practice in contemporary education. This approach does not differentiate learners based on their individual abilities and preferences. The present research integrates a pedagogical theory "Universal Design for Learning" ("UDL") with an…

Supercritical flow past a symmetrical bicircular arc airfoil

NASA Technical Reports Server (NTRS)

Holt, Maurice; Yew, Khoy Chuah

1989-01-01

A numerical scheme is developed for computing steady supercritical flow about symmetrical airfoils, applying it to an ellipse for zero angle of attack. An algorithmic description of this new scheme is presented. Application to a symmetrical bicircular arc airfoil is also proposed. The flow field before the shock is region 1. For transonic flow, singularity can be avoided by integrating the resulting ordinary differential equations away from the body. Region 2 contains the shock which will be located by shock fitting techniques. The shock divides region 2 into supersonic and subsonic regions and there is no singularity problem in this case. The Method of Lines is used in this region and it is advantageous to integrate the resulting ordinary differential equation along the body for shock fitting. Coaxial coordinates have to be used for the bicircular arc airfoil so that boundary values on the airfoil body can be taken with one direction of the coaxial coordinates fixed. To avoid taking boundary values at + or - infinity in the coaxial co-ordinary system, approximate analytical representation of the flow field near the tips of the airfoil is proposed.

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...

Solution of Volterra and Fredholm Classes of Equations via Triangular Orthogonal Function (A Combination of Right Hand Triangular Function and Left Hand Triangular Function) and Hybrid Orthogonal Function (A Combination of Sample Hold Function and Right Hand Triangular Function)

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Anirban; Ganguly, Anindita; Chatterjee, Saumya Deep

2018-04-01

In this paper the authors have dealt with seven kinds of non-linear Volterra and Fredholm classes of equations. The authors have formulated an algorithm for solving the aforementioned equation types via Hybrid Function (HF) and Triangular Function (TF) piecewise-linear orthogonal approach. In this approach the authors have reduced integral equation or integro-differential equation into equivalent system of simultaneous non-linear equation and have employed either Newton's method or Broyden's method to solve the simultaneous non-linear equations. The authors have calculated the L2-norm error and the max-norm error for both HF and TF method for each kind of equations. Through the illustrated examples, the authors have shown that the HF based algorithm produces stable result, on the contrary TF-computational method yields either stable, anomalous or unstable results.

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

Finding higher symmetries of differential equations using the MAPLE package DESOLVII

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

A computational procedure for large rotational motions in multibody dynamics

NASA Technical Reports Server (NTRS)

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

1987-01-01

A computational procedure suitable for the solution of equations of motion for multibody systems is presented. The present procedure adopts a differential partitioning of the translational motions and the rotational motions. The translational equations of motion are then treated by either a conventional explicit or an implicit direct integration method. A principle feature of this procedure is a nonlinearly implicit algorithm for updating rotations via the Euler four-parameter representation. This procedure is applied to the rolling of a sphere through a specific trajectory, which shows that it yields robust solutions.

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

Continuous state-space representation of a bucket-type rainfall-runoff model: a case study with the GR4 model using state-space GR4 (version 1.0)

NASA Astrophysics Data System (ADS)

Santos, Léonard; Thirel, Guillaume; Perrin, Charles

2018-04-01

In many conceptual rainfall-runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall-runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs), which are frequent in rainfall-runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.

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.

Generalizations of the classical Yang-Baxter equation and O-operators

NASA Astrophysics Data System (ADS)

Bai, Chengming; Guo, Li; Ni, Xiang

2011-06-01

Tensor solutions (r-matrices) of the classical Yang-Baxter equation (CYBE) in a Lie algebra, obtained as the classical limit of the R-matrix solution of the quantum Yang-Baxter equation, is an important structure appearing in different areas such as integrable systems, symplectic geometry, quantum groups, and quantum field theory. Further study of CYBE led to its interpretation as certain operators, giving rise to the concept of {O}-operators. The O-operators were in turn interpreted as tensor solutions of CYBE by enlarging the Lie algebra [Bai, C., "A unified algebraic approach to the classical Yang-Baxter equation," J. Phys. A: Math. Theor. 40, 11073 (2007)], 10.1088/1751-8113/40/36/007. The purpose of this paper is to extend this study to a more general class of operators that were recently introduced [Bai, C., Guo, L., and Ni, X., "Nonabelian generalized Lax pairs, the classical Yang-Baxter equation and PostLie algebras," Commun. Math. Phys. 297, 553 (2010)], 10.1007/s00220-010-0998-7 in the study of Lax pairs in integrable systems. Relations between O-operators, relative differential operators, and Rota-Baxter operators are also discussed.

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 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.

A General Theory of Unsteady Compressible Potential Aerodynamics

NASA Technical Reports Server (NTRS)

Morino, L.

1974-01-01

The general theory of potential aerodynamic flow around a lifting body having arbitrary shape and motion is presented. By using the Green function method, an integral representation for the potential is obtained for both supersonic and subsonic flow. Under small perturbation assumption, the potential at any point, P, in the field depends only upon the values of the potential and its normal derivative on the surface, sigma, of the body. Hence, if the point P approaches the surface of the body, the representation reduces to an integro-differential equation relating the potential and its normal derivative (which is known from the boundary conditions) on the surface sigma. For the important practical case of small harmonic oscillation around a rest position, the equation reduces to a two-dimensional Fredholm integral equation of second-type. It is shown that this equation reduces properly to the lifting surface theories as well as other classical mathematical formulas. The question of uniqueness is examined and it is shown that, for thin wings, the operator becomes singular as the thickness approaches zero. This fact may yield numerical problems for very thin wings.

A Discrete Probability Function Method for the Equation of Radiative Transfer

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

A first-order Green's function approach to supersonic oscillatory flow: A mixed analytic and numeric treatment

NASA Technical Reports Server (NTRS)

Freedman, M. I.; Sipcic, S.; Tseng, K.

1985-01-01

A frequency domain Green's Function Method for unsteady supersonic potential flow around complex aircraft configurations is presented. The focus is on the supersonic range wherein the linear potential flow assumption is valid. In this range the effects of the nonlinear terms in the unsteady supersonic compressible velocity potential equation are negligible and therefore these terms will be omitted. The Green's function method is employed in order to convert the potential flow differential equation into an integral one. This integral equation is then discretized, through standard finite element technique, to yield a linear algebraic system of equations relating the unknown potential to its prescribed co-normalwash (boundary condition) on the surface of the aircraft. The arbitrary complex aircraft configuration (e.g., finite-thickness wing, wing-body-tail) is discretized into hyperboloidal (twisted quadrilateral) panels. The potential and co-normalwash are assumed to vary linearly within each panel. The long range goal is to develop a comprehensive theory for unsteady supersonic potential aerodynamic which is capable of yielding accurate results even in the low supersonic (i.e., high transonic) range.

Variational formulation for dissipative continua and an incremental J-integral

NASA Astrophysics Data System (ADS)

Rahaman, Md. Masiur; Dhas, Bensingh; Roy, D.; Reddy, J. N.

2018-01-01

Our aim is to rationally formulate a proper variational principle for dissipative (viscoplastic) solids in the presence of inertia forces. As a first step, a consistent linearization of the governing nonlinear partial differential equations (PDEs) is carried out. An additional set of complementary (adjoint) equations is then formed to recover an underlying variational structure for the augmented system of linearized balance laws. This makes it possible to introduce an incremental Lagrangian such that the linearized PDEs, including the complementary equations, become the Euler-Lagrange equations. Continuous groups of symmetries of the linearized PDEs are computed and an analysis is undertaken to identify the variational groups of symmetries of the linearized dissipative system. Application of Noether's theorem leads to the conservation laws (conserved currents) of motion corresponding to the variational symmetries. As a specific outcome, we exploit translational symmetries of the functional in the material space and recover, via Noether's theorem, an incremental J-integral for viscoplastic solids in the presence of inertia forces. Numerical demonstrations are provided through a two-dimensional plane strain numerical simulation of a compact tension specimen of annealed mild steel under dynamic loading.

Nonlinear evolution equations for surface plasmons for nano-focusing at a Kerr/metallic interface and tapered waveguide

NASA Astrophysics Data System (ADS)

Crutcher, Sihon H.; Osei, Albert; Biswas, Anjan

2012-06-01

Maxwell's equations for a metallic and nonlinear Kerr interface waveguide at the nanoscale can be approximated to a (1+1) D Nonlinear Schrodinger type model equation (NLSE) with appropriate assumptions and approximations. Theoretically, without losses or perturbations spatial plasmon solitons profiles are easily produced. However, with losses, the amplitude or beam profile is no longer stationary and adiabatic parameters have to be considered to understand propagation. For this model, adiabatic parameters are calculated considering losses resulting in linear differential coupled integral equations with constant definite integral coefficients not dependent on the transverse and longitudinal coordinates. Furthermore, by considering another configuration, a waveguide that is an M-NL-M (metal-nonlinear Kerr-metal) that tapers, the tapering can balance the loss experienced at a non-tapered metal/nonlinear Kerr interface causing attenuation of the beam profile, so these spatial plasmon solitons can be produced. In this paper taking into consideration the (1+1)D NLSE model for a tapered waveguide, we derive a one soliton solution based on He's Semi-Inverse Variational Principle (HPV).

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).

Integrability and Linear Stability of Nonlinear Waves

NASA Astrophysics Data System (ADS)

Degasperis, Antonio; Lombardo, Sara; Sommacal, Matteo

2018-03-01

It is well known that the linear stability of solutions of 1+1 partial differential equations which are integrable can be very efficiently investigated by means of spectral methods. We present here a direct construction of the eigenmodes of the linearized equation which makes use only of the associated Lax pair with no reference to spectral data and boundary conditions. This local construction is given in the general N× N matrix scheme so as to be applicable to a large class of integrable equations, including the multicomponent nonlinear Schrödinger system and the multiwave resonant interaction system. The analytical and numerical computations involved in this general approach are detailed as an example for N=3 for the particular system of two coupled nonlinear Schrödinger equations in the defocusing, focusing and mixed regimes. The instabilities of the continuous wave solutions are fully discussed in the entire parameter space of their amplitudes and wave numbers. By defining and computing the spectrum in the complex plane of the spectral variable, the eigenfrequencies are explicitly expressed. According to their topological properties, the complete classification of these spectra in the parameter space is presented and graphically displayed. The continuous wave solutions are linearly unstable for a generic choice of the coupling constants.

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.

Fast methods to numerically integrate the Reynolds equation for gas fluid films

NASA Technical Reports Server (NTRS)

Dimofte, Florin

1992-01-01

The alternating direction implicit (ADI) method is adopted, modified, and applied to the Reynolds equation for thin, gas fluid films. An efficient code is developed to predict both the steady-state and dynamic performance of an aerodynamic journal bearing. An alternative approach is shown for hybrid journal gas bearings by using Liebmann's iterative solution (LIS) for elliptic partial differential equations. The results are compared with known design criteria from experimental data. The developed methods show good accuracy and very short computer running time in comparison with methods based on an inverting of a matrix. The computer codes need a small amount of memory and can be run on either personal computers or on mainframe systems.

Unimodal dynamical systems: Comparison principles, spreading speeds and travelling waves

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming; Wu, Jianhong

Reaction diffusion equations with delayed nonlinear reaction terms are used as prototypes to motivate an appropriate abstract formulation of dynamical systems with unimodal nonlinearity. For such non-monotone dynamical systems, we develop a general comparison principle and show how this general comparison principle, coupled with some existing results for monotone dynamical systems, can be used to establish results on the asymptotic speeds of spread and travelling waves. We illustrate our main results by an integral equation which includes a nonlocal delayed reaction diffusion equation and a nonlocal delayed lattice differential system in an unbounded domain, with the non-monotone nonlinearities including the Ricker birth function and the Mackey-Glass hematopoiesis feedback.

Calculation of turbulent boundary layers with heat transfer and pressure gradient utilizing a compressibility transformation. Part 3: Computer program manual

NASA Technical Reports Server (NTRS)

Schneider, J.; Boccio, J.

1972-01-01

A computer program is described capable of determining the properties of a compressible turbulent boundary layer with pressure gradient and heat transfer. The program treats the two-dimensional problem assuming perfect gas and Crocco integral energy solution. A compressibility transformation is applied to the equation for the conservation of mass and momentum, which relates this flow to a low speed constant property flow with simultaneous mass transfer and pressure gradient. The resulting system of describing equations consists of eight ordinary differential equations which are solved numerically. For Part 1, see N72-12226; for Part 2, see N72-15264.

Traveling wave and exact solutions for the perturbed nonlinear Schrödinger equation with Kerr law nonlinearity

NASA Astrophysics Data System (ADS)

Akram, Ghazala; Mahak, Nadia

2018-06-01

The nonlinear Schrödinger equation (NLSE) with the aid of three order dispersion terms is investigated to find the exact solutions via the extended (G'/G2)-expansion method and the first integral method. Many exact traveling wave solutions, such as trigonometric, hyperbolic, rational, soliton and complex function solutions, are characterized with some free parameters of the problem studied. It is corroborated that the proposed techniques are manageable, straightforward and powerful tools to find the exact solutions of nonlinear partial differential equations (PDEs). Some figures are plotted to describe the propagation of traveling wave solutions expressed by the hyperbolic functions, trigonometric functions and rational functions.

Apparatus and method for determining solids circulation rate

DOEpatents

Ludlow, J Christopher [Morgantown, WV; Spenik, James L [Morgantown, WV

2012-02-14

The invention relates to a method of determining bed velocity and solids circulation rate in a standpipe experiencing a moving packed bed flow, such as the in the standpipe section of a circulating bed fluidized reactor The method utilizes in-situ measurement of differential pressure over known axial lengths of the standpipe in conjunction with in-situ gas velocity measurement for a novel application of Ergun equations allowing determination of standpipe void fraction and moving packed bed velocity. The method takes advantage of the moving packed bed property of constant void fraction in order to integrate measured parameters into simultaneous solution of Ergun-based equations and conservation of mass equations across multiple sections of the standpipe.

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1978-01-01

The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.

Symmetry Analysis of Gauge-Invariant Field Equations via a Generalized Harrison-Estabrook Formalism.

NASA Astrophysics Data System (ADS)

Papachristou, Costas J.

The Harrison-Estabrook formalism for the study of invariance groups of partial differential equations is generalized and extended to equations that define, through their solutions, sections on vector bundles of various kinds. Applications include the Dirac, Yang-Mills, and self-dual Yang-Mills (SDYM) equations. The latter case exhibits interesting connections between the internal symmetries of SDYM and the existence of integrability characteristics such as a linear ("inverse scattering") system and Backlund transformations (BT's). By "verticalizing" the generators of coordinate point transformations of SDYM, nine nonlocal, generalized (as opposed to local, point) symmetries are constructed. The observation is made that the prolongations of these symmetries are parametric BT's for SDYM. It is thus concluded that the entire point group of SDYM contributes, upon verticalization, BT's to the system.

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

Differential Flatness and Cooperative Tracking in the Lorenz System

NASA Technical Reports Server (NTRS)

Crespo, Luis G.

2002-01-01

In this paper the control of the Lorenz system for both stabilization and tracking problems is studied via feedback linearization and differential flatness. By using the Rayleigh number as the control, only variable physically tunable, a barrier in the controllability of the system is incidentally imposed. This is reflected in the appearance of a singularity in the state transformation. Composite controllers that overcome this difficulty are designed and evaluated. The transition through the manifold defined by such a singularity is achieved by inducing a chaotic response within a boundary layer that contains it. Outside this region, a conventional feedback nonlinear control is applied. In this fashion, the authority of the control is enlarged to the whole. state space and the need for high control efforts is mitigated. In addition, the differential parametrization of the problem is used to track nonlinear functions of one state variable (single tracking) as well as several state variables (cooperative tracking). Control tasks that lead to integrable and non-integrable differential equations for the nominal flat output in steady-state are considered. In particular, a novel numerical strategy to deal with the non-integrable case is proposed. Numerical results validate very well the control design.

Exact N 3LO results for qq ' → H + X

DOE PAGES

Anzai, Chihaya; Hasselhuhn, Alexander; Höschele, Maik; ...

2015-07-27

We compute the contribution to the total cross section for the inclusive production of a Standard Model Higgs boson induced by two quarks with different flavour in the initial state. Our calculation is exact in the Higgs boson mass and the partonic center-of-mass energy. Here, we describe the reduction to master integrals, the construction of a canonical basis, and the solution of the corresponding differential equations. Our analytic result contains both Harmonic Polylogarithms and iterated integrals with additional letters in the alphabet.

The application of generalized, cyclic, and modified numerical integration algorithms to problems of satellite orbit computation

NASA Technical Reports Server (NTRS)

Chesler, L.; Pierce, S.

1971-01-01

Generalized, cyclic, and modified multistep numerical integration methods are developed and evaluated for application to problems of satellite orbit computation. Generalized methods are compared with the presently utilized Cowell methods; new cyclic methods are developed for special second-order differential equations; and several modified methods are developed and applied to orbit computation problems. Special computer programs were written to generate coefficients for these methods, and subroutines were written which allow use of these methods with NASA's GEOSTAR computer program.

Computation of Sound Propagation by Boundary Element Method

NASA Technical Reports Server (NTRS)

Guo, Yueping

2005-01-01

This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.

Model-based control strategies for systems with constraints of the program type

NASA Astrophysics Data System (ADS)

Jarzębowska, Elżbieta

2006-08-01

The paper presents a model-based tracking control strategy for constrained mechanical systems. Constraints we consider can be material and non-material ones referred to as program constraints. The program constraint equations represent tasks put upon system motions and they can be differential equations of orders higher than one or two, and be non-integrable. The tracking control strategy relies upon two dynamic models: a reference model, which is a dynamic model of a system with arbitrary order differential constraints and a dynamic control model. The reference model serves as a motion planner, which generates inputs to the dynamic control model. It is based upon a generalized program motion equations (GPME) method. The method enables to combine material and program constraints and merge them both into the motion equations. Lagrange's equations with multipliers are the peculiar case of the GPME, since they can be applied to systems with constraints of first orders. Our tracking strategy referred to as a model reference program motion tracking control strategy enables tracking of any program motion predefined by the program constraints. It extends the "trajectory tracking" to the "program motion tracking". We also demonstrate that our tracking strategy can be extended to a hybrid program motion/force tracking.

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).

Machine learning of atmospheric chemistry. Applications to a global chemistry transport model.

NASA Astrophysics Data System (ADS)

Evans, M. J.; Keller, C. A.

2017-12-01

Atmospheric chemistry is central to many environmental issues such as air pollution, climate change, and stratospheric ozone loss. Chemistry Transport Models (CTM) are a central tool for understanding these issues, whether for research or for forecasting. These models split the atmosphere in a large number of grid-boxes and consider the emission of compounds into these boxes and their subsequent transport, deposition, and chemical processing. The chemistry is represented through a series of simultaneous ordinary differential equations, one for each compound. Given the difference in life-times between the chemical compounds (mili-seconds for O(1D) to years for CH4) these equations are numerically stiff and solving them consists of a significant fraction of the computational burden of a CTM.We have investigated a machine learning approach to solving the differential equations instead of solving them numerically. From an annual simulation of the GEOS-Chem model we have produced a training dataset consisting of the concentration of compounds before and after the differential equations are solved, together with some key physical parameters for every grid-box and time-step. From this dataset we have trained a machine learning algorithm (random regression forest) to be able to predict the concentration of the compounds after the integration step based on the concentrations and physical state at the beginning of the time step. We have then included this algorithm back into the GEOS-Chem model, bypassing the need to integrate the chemistry.This machine learning approach shows many of the characteristics of the full simulation and has the potential to be substantially faster. There are a wide range of application for such an approach - generating boundary conditions, for use in air quality forecasts, chemical data assimilation systems, centennial scale climate simulations etc. We discuss our approches' speed and accuracy, and highlight some potential future directions for improving this approach.

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…

The two-dimensional kinetic ballooning theory for ion temperature gradient mode in tokamak

NASA Astrophysics Data System (ADS)

Xie, T.; Zhang, Y. Z.; Mahajan, S. M.; Hu, S. L.; He, Hongda; Liu, Z. Y.

2017-10-01

The two-dimensional (2D) kinetic ballooning theory is developed for the ion temperature gradient mode in an up-down symmetric equilibrium (illustrated via concentric circular magnetic surfaces). The ballooning transform converts the basic 2D linear gyro-kinetic equation into two equations: (1) the lowest order equation (ballooning equation) is an integral equation essentially the same as that reported by Dong et al., [Phys. Fluids B 4, 1867 (1992)] but has an undetermined Floquet phase variable, (2) the higher order equation for the rapid phase envelope is an ordinary differential equation in the same form as the 2D ballooning theory in a fluid model [Xie et al., Phys. Plasmas 23, 042514 (2016)]. The system is numerically solved by an iterative approach to obtain the (phase independent) eigen-value. The new results are compared to the two earlier theories. We find a strongly modified up-down asymmetric mode structure, and non-trivial modifications to the eigen-value.

A multivariate variational objective analysis-assimilation method. Part 1: Development of the basic model

NASA Technical Reports Server (NTRS)

Achtemeier, Gary L.; Ochs, Harry T., III

1988-01-01

The variational method of undetermined multipliers is used to derive a multivariate model for objective analysis. The model is intended for the assimilation of 3-D fields of rawinsonde height, temperature and wind, and mean level temperature observed by satellite into a dynamically consistent data set. Relative measurement errors are taken into account. The dynamic equations are the two nonlinear horizontal momentum equations, the hydrostatic equation, and an integrated continuity equation. The model Euler-Lagrange equations are eleven linear and/or nonlinear partial differential and/or algebraic equations. A cyclical solution sequence is described. Other model features include a nonlinear terrain-following vertical coordinate that eliminates truncation error in the pressure gradient terms of the horizontal momentum equations and easily accommodates satellite observed mean layer temperatures in the middle and upper troposphere. A projection of the pressure gradient onto equivalent pressure surfaces removes most of the adverse impacts of the lower coordinate surface on the variational adjustment.

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.

Classical eighth- and lower-order Runge-Kutta-Nystroem formulas with a new stepsize control procedure for special second-order differential equations

NASA Technical Reports Server (NTRS)

Fehlberg, E.

1973-01-01

New Runge-Kutta-Nystrom formulas of the eighth, seventh, sixth, and fifth order are derived for the special second-order (vector) differential equation x = f (t,x). In contrast to Runge-Kutta-Nystrom formulas of an earlier NASA report, these formulas provide a stepsize control procedure based on the leading term of the local truncation error in x. This new procedure is more accurate than the earlier Runge-Kutta-Nystrom procedure (with stepsize control based on the leading term of the local truncation error in x) when integrating close to singularities. Two central orbits are presented as examples. For these orbits, the accuracy and speed of the formulas of this report are compared with those of Runge-Kutta-Nystrom and Runge-Kutta formulas of earlier NASA reports.

Computationally efficient statistical differential equation modeling using homogenization

USGS Publications Warehouse

Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.

2013-01-01

Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.

Deformations of infinite-dimensional Lie algebras, exotic cohomology, and integrable nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Morozov, Oleg I.

2018-06-01

The important unsolved problem in theory of integrable systems is to find conditions guaranteeing existence of a Lax representation for a given PDE. The exotic cohomology of the symmetry algebras opens a way to formulate such conditions in internal terms of the PDE s under the study. In this paper we consider certain examples of infinite-dimensional Lie algebras with nontrivial second exotic cohomology groups and show that the Maurer-Cartan forms of the associated extensions of these Lie algebras generate Lax representations for integrable systems, both known and new ones.

Integral equation calculations for the photodisintegration process {sup 4}He({gamma},{ital n}){sup 3}He

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

Ellerkmann, G.; Sandhas, W.; Sofianos, S.A.

1996-06-01

Results obtained by solving Alt-Grassberger-Sandhas (AGS)-type integral equations for the photodisintegration of {sup 4}He, employing the Malfliet-Tjon potential, are compared with the latest experimental data. Good agreement between theory and experiment is found in electric dipole approximation for the total cross section, but the differential cross sections differ at higher energies. This discrepancy is reduced, but not fully removed by taking into account the electric quadrupole contributions. In order to get some feeling for the sensitivity to the underlying potential, we also show calculations based on the Yamaguchi potential. They differ from the Malfliet-Tjon results in a way which resemblesmore » the trends known from triton photodisintegration. {copyright} {ital 1996 The American Physical Society.}« less

A numerical scheme to solve unstable boundary value problems

NASA Technical Reports Server (NTRS)

Kalnay-Rivas, E.

1977-01-01

The considered scheme makes it possible to determine an unstable steady state solution in cases in which, because of lack of symmetry, such a solution cannot be obtained analytically, and other time integration or relaxation schemes, because of instability, fail to converge. The iterative solution of a single complex equation is discussed and a nonlinear system of equations is considered. Described applications of the scheme are related to a steady state solution with shear instability, an unstable nonlinear Ekman boundary layer, and the steady state solution of a baroclinic atmosphere with asymmetric forcing. The scheme makes use of forward and backward time integrations of the original spatial differential operators and of an approximation of the adjoint operators. Only two computations of the time derivative per iteration are required.

A High Precision Prediction Model Using Hybrid Grey Dynamic Model

ERIC Educational Resources Information Center

Li, Guo-Dong; Yamaguchi, Daisuke; Nagai, Masatake; Masuda, Shiro

2008-01-01

In this paper, we propose a new prediction analysis model which combines the first order one variable Grey differential equation Model (abbreviated as GM(1,1) model) from grey system theory and time series Autoregressive Integrated Moving Average (ARIMA) model from statistics theory. We abbreviate the combined GM(1,1) ARIMA model as ARGM(1,1)…

A relativistic generalisation of rigid motions

NASA Astrophysics Data System (ADS)

Llosa, J.; Molina, A.; Soler, D.

2012-07-01

A weaker substitute for the too restrictive class of Born-rigid motions is proposed, which we call radar-holonomic motions. The definition is expressed as a set of differential equations. Integrability conditions and Cauchy problem are studied. We finally obtain an example of a radar-holonomic congruence containing a given worldline with a given value of the rotation on this line.

Introducing the Improved Heaviside Approach to Partial Fraction Decomposition to Undergraduate Students: Results and Implications from a Pilot Study

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2012-01-01

Partial fraction decomposition is a useful technique often taught at senior secondary or undergraduate levels to handle integrations, inverse Laplace transforms or linear ordinary differential equations, etc. In recent years, an improved Heaviside's approach to partial fraction decomposition was introduced and developed by the author. An important…

A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update

NASA Technical Reports Server (NTRS)

Miller, J. K.

1994-01-01

A differential equation for the square root information matrix is derived and adapted to the problems of filtering and smoothing. The resulting continuous square root information filter (SRIF) performs the mapping of state and process noise by numerical integration of the SRIF matrix and admits data via a discrete least square update.

Development and Application of Compatible Discretizations of Maxwell's Equations

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

White, D; Koning, J; Rieben, R

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