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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

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

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

NASA Astrophysics Data System (ADS)

Zia, Haider

2017-06-01

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

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

ERIC Educational Resources Information Center

Camporesi, Roberto

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

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

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

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

ERIC Educational Resources Information Center

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

2009-01-01

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

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

ERIC Educational Resources Information Center

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

2008-01-01

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1989-01-01

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

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.

A Fresh Look at Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

ERIC Educational Resources Information Center

Camporesi, Roberto

2016-01-01

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

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

PubMed

Lingala, N; Namachchivaya, N Sri

2016-06-01

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.

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).

Dual exponential polynomials and linear differential equations

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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…

CFORM- LINEAR CONTROL SYSTEM DESIGN AND ANALYSIS: CLOSED FORM SOLUTION AND TRANSIENT RESPONSE OF THE LINEAR DIFFERENTIAL EQUATION

NASA Technical Reports Server (NTRS)

Jamison, J. W.

1994-01-01

CFORM was developed by the Kennedy Space Center Robotics Lab to assist in linear control system design and analysis using closed form and transient response mechanisms. The program computes the closed form solution and transient response of a linear (constant coefficient) differential equation. CFORM allows a choice of three input functions: the Unit Step (a unit change in displacement); the Ramp function (step velocity); and the Parabolic function (step acceleration). It is only accurate in cases where the differential equation has distinct roots, and does not handle the case for roots at the origin (s=0). Initial conditions must be zero. Differential equations may be input to CFORM in two forms - polynomial and product of factors. In some linear control analyses, it may be more appropriate to use a related program, Linear Control System Design and Analysis (KSC-11376), which uses root locus and frequency response methods. CFORM was written in VAX FORTRAN for a VAX 11/780 under VAX VMS 4.7. It has a central memory requirement of 30K. CFORM was developed in 1987.

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

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

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

On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients

ERIC Educational Resources Information Center

Si, Do Tan

1977-01-01

Demonstrates a method for solving linear differential equations with polynomial coefficients based on the fact that the operators z and D + d/dz are known to be Hermitian conjugates with respect to the Bargman and Louck-Galbraith scalar products. (MLH)

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

NASA Astrophysics Data System (ADS)

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

2007-04-01

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

Quasi-linear theory via the cumulant expansion approach

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1974-01-01

The cumulant expansion technique of Kubo was used to derive an intergro-differential equation for f , the average one particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the f equation degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory for this limited class of fluctuations. For more physically realistic fluctuations, however, quasi-linear theory is at best approximate.

A Textbook for a First Course in Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

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

1999-01-01

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

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

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

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

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

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

2015-08-15

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

Optimal moving grids for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Wathen, A. J.

1992-01-01

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

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

PubMed

Theodorakis, Stavros

2003-06-01

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

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.

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

DTIC Science & Technology

1971-06-01

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

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.

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

PubMed

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

2013-05-13

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

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

ERIC Educational Resources Information Center

Martinez-Luaces, Victor

2009-01-01

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

Lines of Eigenvectors and Solutions to Systems of Linear Differential Equations

ERIC Educational Resources Information Center

Rasmussen, Chris; Keynes, Michael

2003-01-01

The purpose of this paper is to describe an instructional sequence where students invent a method for locating lines of eigenvectors and corresponding solutions to systems of two first order linear ordinary differential equations with constant coefficients. The significance of this paper is two-fold. First, it represents an innovative alternative…

Tori and chaos in a simple C1-system

NASA Astrophysics Data System (ADS)

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

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

Remarks on the Non-Linear Differential Equation the Second Derivative of Theta Plus A Sine Theta Equals 0.

ERIC Educational Resources Information Center

Fay, Temple H.; O'Neal, Elizabeth A.

1985-01-01

The authors draw together a variety of facts concerning a nonlinear differential equation and compare the exact solution with approximate solutions. Then they provide an expository introduction to the elliptic sine function suitable for presentation in undergraduate courses on differential equations. (MNS)

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients.

PubMed

Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M

2013-01-01

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach.

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients

PubMed Central

Boyko, Vyacheslav M.; Popovych, Roman O.; Shapoval, Nataliya M.

2013-01-01

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach. PMID:23564972

Improved Pedagogy for Linear Differential Equations by Reconsidering How We Measure the Size of Solutions

ERIC Educational Resources Information Center

Tisdell, Christopher C.

2017-01-01

For over 50 years, the learning of teaching of "a priori" bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to "a priori" bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving…

On solutions of the fifth-order dispersive equations with porous medium type non-linearity

NASA Astrophysics Data System (ADS)

Kocak, Huseyin; Pinar, Zehra

2018-07-01

In this work, we focus on obtaining the exact solutions of the fifth-order semi-linear and non-linear dispersive partial differential equations, which have the second-order diffusion-like (porous-type) non-linearity. The proposed equations were not studied in the literature in the sense of the exact solutions. We reveal solutions of the proposed equations using the classical Riccati equations method. The obtained exact solutions, which can play a key role to simulate non-linear waves in the medium with dispersion and diffusion, are illustrated and discussed in details.

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.

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

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-11-01

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

A Factorization Approach to the Linear Regulator Quadratic Cost Problem

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

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

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…

Application of a local linearization technique for the solution of a system of stiff differential equations associated with the simulation of a magnetic bearing assembly

NASA Technical Reports Server (NTRS)

Kibler, K. S.; Mcdaniel, G. A.

1981-01-01

A digital local linearization technique was used to solve a system of stiff differential equations which simulate a magnetic bearing assembly. The results prove the technique to be accurate, stable, and efficient when compared to a general purpose variable order Adams method with a stiff option.

A formulation of rotor-airframe coupling for design analysis of vibrations of helicopter airframes

NASA Technical Reports Server (NTRS)

Kvaternik, R. G.; Walton, W. C., Jr.

1982-01-01

A linear formulation of rotor airframe coupling intended for vibration analysis in airframe structural design is presented. The airframe is represented by a finite element analysis model; the rotor is represented by a general set of linear differential equations with periodic coefficients; and the connections between the rotor and airframe are specified through general linear equations of constraint. Coupling equations are applied to the rotor and airframe equations to produce one set of linear differential equations governing vibrations of the combined rotor airframe system. These equations are solved by the harmonic balance method for the system steady state vibrations. A feature of the solution process is the representation of the airframe in terms of forced responses calculated at the rotor harmonics of interest. A method based on matrix partitioning is worked out for quick recalculations of vibrations in design studies when only relatively few airframe members are varied. All relations are presented in forms suitable for direct computer implementation.

Oxidation Behavior of Carbon Fiber-Reinforced Composites

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2008-01-01

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

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.

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.

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.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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

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

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

2016-12-15

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

Some efficient methods for obtaining infinite series solutions of n-th order linear ordinary differential equations

NASA Technical Reports Server (NTRS)

Allen, G.

1972-01-01

The use of the theta-operator method and generalized hypergeometric functions in obtaining solutions to nth-order linear ordinary differential equations is explained. For completeness, the analysis of the differential equation to determine whether the point of expansion is an ordinary point or a regular singular point is included. The superiority of the two methods shown over the standard method is demonstrated by using all three of the methods to work out several examples. Also included is a compendium of formulae and properties of the theta operator and generalized hypergeometric functions which is complete enough to make the report self-contained.

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.

Note on Solutions to a Class of Nonlinear Singular Integro-Differential Equations,

DTIC Science & Technology

1986-08-01

KdV) ut + 2uu x +Uxx x a 0, (1) the sine-Gordon equation Uxt a sin u, (2) and the Kadomtsev - Petviashvili (KP) equation (Ut + 2uu x + UXXx)x -3a 2u yy...SOUIN OA LSFNN ! /" / M.. \\boiz A.S ::-:- and ,M.O.. .- :1/1 / NOTE ON SOLUTIONS TO A CLASS OF NON \\ / LINEAR SINGULAR INTEGRO-DIFFERENTIA[ EQUATIONS by...important nonlinear evolution equations which can be linearized. Many of these equations fall into the category of linearization via soliton theory and

Bifurcation of rupture path by linear and cubic damping force

NASA Astrophysics Data System (ADS)

Dennis L. C., C.; Chew X., Y.; Lee Y., C.

2014-06-01

Bifurcation of rupture path is studied for the effect of linear and cubic damping. Momentum equation with Rayleigh factor was transformed into ordinary differential form. Bernoulli differential equation was obtained and solved by the separation of variables. Analytical or exact solutions yielded the bifurcation was visible at imaginary part when the wave was non dispersive. For the dispersive wave, bifurcation of rupture path was invisible.

Control problem for a system of linear loaded differential equations

NASA Astrophysics Data System (ADS)

Barseghyan, V. R.; Barseghyan, T. V.

2018-04-01

The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.

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

ERIC Educational Resources Information Center

Buendía, Gabriela; Cordero, Francisco

2013-01-01

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

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

ERIC Educational Resources Information Center

Tolle, John

2011-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Pipkins, Daniel Scott

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

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.

A Unified Introduction to Ordinary Differential Equations

ERIC Educational Resources Information Center

Lutzer, Carl V.

2006-01-01

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

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

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

Time Parallel Solution of Linear Partial Differential Equations on the Intel Touchstone Delta Supercomputer

NASA Technical Reports Server (NTRS)

Toomarian, N.; Fijany, A.; Barhen, J.

1993-01-01

Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Homotopy perturbation method with Laplace Transform (LT-HPM) for solving Lane-Emden type differential equations (LETDEs).

PubMed

Tripathi, Rajnee; Mishra, Hradyesh Kumar

2016-01-01

In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

On exponential stability of linear Levin-Nohel integro-differential equations

NASA Astrophysics Data System (ADS)

Tien Dung, Nguyen

2015-02-01

The aim of this paper is to investigate the exponential stability for linear Levin-Nohel integro-differential equations with time-varying delays. To the best of our knowledge, the exponential stability for such equations has not yet been discussed. In addition, since we do not require that the kernel and delay are continuous, our results improve those obtained in Becker and Burton [Proc. R. Soc. Edinburgh, Sect. A: Math. 136, 245-275 (2006)]; Dung [J. Math. Phys. 54, 082705 (2013)]; and Jin and Luo [Comput. Math. Appl. 57(7), 1080-1088 (2009)].

A Comprehensive Analytical Model of Rotorcraft Aerodynamics and Dynamics. Part 1. Analysis Development

DTIC Science & Technology

1980-06-01

sufficient. Dropping the time lag terms, the equations for Xu, Xx’, and X reduce to linear algebraic equations.Y Hence in the quasistatic case the...quasistatic variables now are not described by differential equations but rather by linear algebraic equations. The solution for x0 then is simply -365...matrices for two-bladed rotor 414 7. LINEAR SYSTEM ANALYSIS 425 7,1 State Variable Form 425 7.2 Constant Coefficient System 426 7.2. 1 Eigen-analysis 426

Linear stability analysis of the Vlasov-Poisson equations in high density plasmas in the presence of crossed fields and density gradients

NASA Technical Reports Server (NTRS)

Kaup, D. J.; Hansen, P. J.; Choudhury, S. Roy; Thomas, Gary E.

1986-01-01

The equations for the single-particle orbits in a nonneutral high density plasma in the presence of inhomogeneous crossed fields are obtained. Using these orbits, the linearized Vlasov equation is solved as an expansion in the orbital radii in the presence of inhomogeneities and density gradients. A model distribution function is introduced whose cold-fluid limit is exactly the same as that used in many previous studies of the cold-fluid equations. This model function is used to reduce the linearized Vlasov-Poisson equations to a second-order ordinary differential equation for the linearized electrostatic potential whose eigenvalue is the perturbation frequency.

Linearized gravity in terms of differential forms

NASA Astrophysics Data System (ADS)

Baykal, Ahmet; Dereli, Tekin

2017-01-01

A technique to linearize gravitational field equations is developed in which the perturbation metric coefficients are treated as second rank, symmetric, 1-form fields belonging to the Minkowski background spacetime by using the exterior algebra of differential forms.

Lyapunov stability and its application to systems of ordinary differential equations

NASA Technical Reports Server (NTRS)

Kennedy, E. W.

1979-01-01

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

Approximating a nonlinear advanced-delayed equation from acoustics

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2016-10-01

We approximate the solution of a particular non-linear mixed type functional differential equation from physiology, the mucosal wave model of the vocal oscillation during phonation. The mathematical equation models a superficial wave propagating through the tissues. The numerical scheme is adapted from the work presented in [1, 2, 3], using homotopy analysis method (HAM) to solve the non linear mixed type equation under study.

All-optical computation system for solving differential equations based on optical intensity differentiator.

PubMed

Tan, Sisi; Wu, Zhao; Lei, Lei; Hu, Shoujin; Dong, Jianji; Zhang, Xinliang

2013-03-25

We propose and experimentally demonstrate an all-optical differentiator-based computation system used for solving constant-coefficient first-order linear ordinary differential equations. It consists of an all-optical intensity differentiator and a wavelength converter, both based on a semiconductor optical amplifier (SOA) and an optical filter (OF). The equation is solved for various values of the constant-coefficient and two considered input waveforms, namely, super-Gaussian and Gaussian signals. An excellent agreement between the numerical simulation and the experimental results is obtained.

Linear transformation and oscillation criteria for Hamiltonian systems

NASA Astrophysics Data System (ADS)

Zheng, Zhaowen

2007-08-01

Using a linear transformation similar to the Kummer transformation, some new oscillation criteria for linear Hamiltonian systems are established. These results generalize and improve the oscillation criteria due to I.S. Kumari and S. Umanaheswaram [I. Sowjaya Kumari, S. Umanaheswaram, Oscillation criteria for linear matrix Hamiltonian systems, J. Differential Equations 165 (2000) 174-198], Q. Yang et al. [Q. Yang, R. Mathsen, S. Zhu, Oscillation theorems for self-adjoint matrix Hamiltonian systems, J. Differential Equations 190 (2003) 306-329], and S. Chen and Z. Zheng [Shaozhu Chen, Zhaowen Zheng, Oscillation criteria of Yan type for linear Hamiltonian systems, Comput. Math. Appl. 46 (2003) 855-862]. These criteria also unify many of known criteria in literature and simplify the proofs.

Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

ERIC Educational Resources Information Center

Glaister, P.

2008-01-01

The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.

Coincidence degree and periodic solutions of neutral equations

NASA Technical Reports Server (NTRS)

Hale, J. K.; Mawhin, J.

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

Whiteley, J. P.

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

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

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.

The Shock and Vibration Digest. Volume 16, Number 11

DTIC Science & Technology

1984-11-01

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

The Vertical Linear Fractional Initialization Problem

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

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

A canonical form of the equation of motion of linear dynamical systems

NASA Astrophysics Data System (ADS)

Kawano, Daniel T.; Salsa, Rubens Goncalves; Ma, Fai; Morzfeld, Matthias

2018-03-01

The equation of motion of a discrete linear system has the form of a second-order ordinary differential equation with three real and square coefficient matrices. It is shown that, for almost all linear systems, such an equation can always be converted by an invertible transformation into a canonical form specified by two diagonal coefficient matrices associated with the generalized acceleration and displacement. This canonical form of the equation of motion is unique up to an equivalence class for non-defective systems. As an important by-product, a damped linear system that possesses three symmetric and positive definite coefficients can always be recast as an undamped and decoupled system.

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

NASA Astrophysics Data System (ADS)

Ndogmo, J. C.

2018-04-01

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

SciCADE 95: International conference on scientific computation and differential equations

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

NONE

1995-12-31

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

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.

Description of a computer program and numerical techniques for developing linear perturbation models from nonlinear systems simulations

NASA Technical Reports Server (NTRS)

Dieudonne, J. E.

1978-01-01

A numerical technique was developed which generates linear perturbation models from nonlinear aircraft vehicle simulations. The technique is very general and can be applied to simulations of any system that is described by nonlinear differential equations. The computer program used to generate these models is discussed, with emphasis placed on generation of the Jacobian matrices, calculation of the coefficients needed for solving the perturbation model, and generation of the solution of the linear differential equations. An example application of the technique to a nonlinear model of the NASA terminal configured vehicle is included.

Liouvillian propagators, Riccati equation and differential Galois theory

NASA Astrophysics Data System (ADS)

Acosta-Humánez, Primitivo; Suazo, Erwin

2013-11-01

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

Abel's Theorem Simplifies Reduction of Order

ERIC Educational Resources Information Center

Green, William R.

2011-01-01

We give an alternative to the standard method of reduction or order, in which one uses one solution of a homogeneous, linear, second order differential equation to find a second, linearly independent solution. Our method, based on Abel's Theorem, is shorter, less complex and extends to higher order equations.

Optimal Control for Stochastic Delay Evolution Equations

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

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

2016-08-15

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

On the solution of the complex eikonal equation in acoustic VTI media: A perturbation plus optimization scheme

NASA Astrophysics Data System (ADS)

Huang, Xingguo; Sun, Jianguo; Greenhalgh, Stewart

2018-04-01

We present methods for obtaining numerical and analytic solutions of the complex eikonal equation in inhomogeneous acoustic VTI media (transversely isotropic media with a vertical symmetry axis). The key and novel point of the method for obtaining numerical solutions is to transform the problem of solving the highly nonlinear acoustic VTI eikonal equation into one of solving the relatively simple eikonal equation for the background (isotropic) medium and a system of linear partial differential equations. Specifically, to obtain the real and imaginary parts of the complex traveltime in inhomogeneous acoustic VTI media, we generalize a perturbation theory, which was developed earlier for solving the conventional real eikonal equation in inhomogeneous anisotropic media, to the complex eikonal equation in such media. After the perturbation analysis, we obtain two types of equations. One is the complex eikonal equation for the background medium and the other is a system of linearized partial differential equations for the coefficients of the corresponding complex traveltime formulas. To solve the complex eikonal equation for the background medium, we employ an optimization scheme that we developed for solving the complex eikonal equation in isotropic media. Then, to solve the system of linearized partial differential equations for the coefficients of the complex traveltime formulas, we use the finite difference method based on the fast marching strategy. Furthermore, by applying the complex source point method and the paraxial approximation, we develop the analytic solutions of the complex eikonal equation in acoustic VTI media, both for the isotropic and elliptical anisotropic background medium. Our numerical results demonstrate the effectiveness of our derivations and illustrate the influence of the beam widths and the anisotropic parameters on the complex traveltimes.

Biological Applications in the Mathematics Curriculum

ERIC Educational Resources Information Center

Marland, Eric; Palmer, Katrina M.; Salinas, Rene A.

2008-01-01

In this article we provide two detailed examples of how we incorporate biological examples into two mathematics courses: Linear Algebra and Ordinary Differential Equations. We use Leslie matrix models to demonstrate the biological properties of eigenvalues and eigenvectors. For Ordinary Differential Equations, we show how using a logistic growth…

On the Singular Perturbations for Fractional Differential Equation

PubMed Central

Atangana, Abdon

2014-01-01

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

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

A neuro approach to solve fuzzy Riccati differential equations

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

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

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

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

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

A Solution to the Fundamental Linear Fractional Order Differential Equation

NASA Technical Reports Server (NTRS)

Hartley, Tom T.; Lorenzo, Carl F.

1998-01-01

This paper provides a solution to the fundamental linear fractional order differential equation, namely, (sub c)d(sup q, sub t) + ax(t) = bu(t). The impulse response solution is shown to be a series, named the F-function, which generalizes the normal exponential function. The F-function provides the basis for a qth order "fractional pole". Complex plane behavior is elucidated and a simple example, the inductor terminated semi- infinite lossy line, is used to demonstrate the theory.

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.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

Partner symmetries and non-invariant solutions of four-dimensional heavenly equations

NASA Astrophysics Data System (ADS)

Malykh, A. A.; Nutku, Y.; Sheftel, M. B.

2004-07-01

We extend our method of partner symmetries to the hyperbolic complex Monge-Ampère equation and the second heavenly equation of Plebañski. We show the existence of partner symmetries and derive the relations between them. For certain simple choices of partner symmetries the resulting differential constraints together with the original heavenly equations are transformed to systems of linear equations by an appropriate Legendre transformation. The solutions of these linear equations are generically non-invariant. As a consequence we obtain explicitly new classes of heavenly metrics without Killing vectors.

Dual solutions of three-dimensional flow and heat transfer over a non-linearly stretching/shrinking sheet

NASA Astrophysics Data System (ADS)

Naganthran, Kohilavani; Nazar, Roslinda; Pop, Ioan

2018-05-01

This study investigated the influence of the non-linearly stretching/shrinking sheet on the boundary layer flow and heat transfer. A proper similarity transformation simplified the system of partial differential equations into a system of ordinary differential equations. This system of similarity equations is then solved numerically by using the bvp4c function in the MATLAB software. The generated numerical results presented graphically and discussed in the relevance of the governing parameters. Dual solutions found as the sheet stretched and shrunk in the horizontal direction. Stability analysis showed that the first solution is physically realizable whereas the second solution is not practicable.

Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers

ERIC Educational Resources Information Center

Dana-Picard, Thierry; Kidron, Ivy

2008-01-01

We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…

Determining Dissolved Oxygen Levels

ERIC Educational Resources Information Center

Boucher, Randy

2010-01-01

This project was used in a mathematical modeling and introduction to differential equations course for first-year college students. The students worked in two-person groups and were given three weeks to complete the project. Students were given this project three weeks into the course, after basic first order linear differential equation and…

Numerical solution of system of boundary value problems using B-spline with free parameter

NASA Astrophysics Data System (ADS)

Gupta, Yogesh

2017-01-01

This paper deals with method of B-spline solution for a system of boundary value problems. The differential equations are useful in various fields of science and engineering. Some interesting real life problems involve more than one unknown function. These result in system of simultaneous differential equations. Such systems have been applied to many problems in mathematics, physics, engineering etc. In present paper, B-spline and B-spline with free parameter methods for the solution of a linear system of second-order boundary value problems are presented. The methods utilize the values of cubic B-spline and its derivatives at nodal points together with the equations of the given system and boundary conditions, ensuing into the linear matrix equation.

A numerical investigation of the boundary layer flow of an Eyring-Powell fluid over a stretching sheet via rational Chebyshev functions

NASA Astrophysics Data System (ADS)

Parand, Kourosh; Mahdi Moayeri, Mohammad; Latifi, Sobhan; Delkhosh, Mehdi

2017-07-01

In this paper, a spectral method based on the four kinds of rational Chebyshev functions is proposed to approximate the solution of the boundary layer flow of an Eyring-Powell fluid over a stretching sheet. First, by using the quasilinearization method (QLM), the model which is a nonlinear ordinary differential equation is converted to a sequence of linear ordinary differential equations (ODEs). By applying the proposed method on the ODEs in each iteration, the equations are converted to a system of linear algebraic equations. The results indicate the high accuracy and convergence of our method. Moreover, the effects of the Eyring-Powell fluid material parameters are discussed.

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

NASA Astrophysics Data System (ADS)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

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

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.

Numerical solution of mixed convection flow of an MHD Jeffery fluid over an exponentially stretching sheet in the presence of thermal radiation and chemical reaction

NASA Astrophysics Data System (ADS)

Shateyi, Stanford; Marewo, Gerald T.

2018-05-01

We numerically investigate a mixed convection model for a magnetohydrodynamic (MHD) Jeffery fluid flowing over an exponentially stretching sheet. The influence of thermal radiation and chemical reaction is also considered in this study. The governing non-linear coupled partial differential equations are reduced to a set of coupled non-linear ordinary differential equations by using similarity functions. This new set of ordinary differential equations are solved numerically using the Spectral Quasi-Linearization Method. A parametric study of physical parameters involved in this study is carried out and displayed in tabular and graphical forms. It is observed that the velocity is enhanced with increasing values of the Deborah number, buoyancy and thermal radiation parameters. Furthermore, the temperature and species concentration are decreasing functions of the Deborah number. The skin friction coefficient increases with increasing values of the magnetic parameter and relaxation time. Heat and mass transfer rates increase with increasing values of the Deborah number and buoyancy parameters.

Semicommuting and Commuting Operators for the Heun Family

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Technical Reports Server (NTRS)

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

Time and frequency domain analysis of sampled data controllers via mixed operation equations

NASA Technical Reports Server (NTRS)

Frisch, H. P.

1981-01-01

Specification of the mathematical equations required to define the dynamic response of a linear continuous plant, subject to sampled data control, is complicated by the fact that the digital components of the control system cannot be modeled via linear ordinary differential equations. This complication can be overcome by introducing two new mathematical operations; namely, the operation of zero order hold and digial delay. It is shown that by direct utilization of these operations, a set of linear mixed operation equations can be written and used to define the dynamic response characteristics of the controlled system. It also is shown how these linear mixed operation equations lead, in an automatable manner, directly to a set of finite difference equations which are in a format compatible with follow on time and frequency domain analysis methods.

Algebraic Riccati equations in zero-sum differential games

NASA Technical Reports Server (NTRS)

Johnson, T. L.; Chao, A.

1974-01-01

The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.

Finite-difference models of ordinary differential equations - Influence of denominator functions

NASA Technical Reports Server (NTRS)

Mickens, Ronald E.; Smith, Arthur

1990-01-01

This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.

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)

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.

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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.

Lie group classification of first-order delay ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

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

Computing anticipatory systems with incursion and hyperincursion

NASA Astrophysics Data System (ADS)

Dubois, Daniel M.

1998-07-01

An anticipatory system is a system which contains a model of itself and/or of its environment in view of computing its present state as a function of the prediction of the model. With the concepts of incursion and hyperincursion, anticipatory discrete systems can be modelled, simulated and controlled. By definition an incursion, an inclusive or implicit recursion, can be written as: x(t+1)=F[…,x(t-1),x(t),x(t+1),…] where the value of a variable x(t+1) at time t+1 is a function of this variable at past, present and future times. This is an extension of recursion. Hyperincursion is an incursion with multiple solutions. For example, chaos in the Pearl-Verhulst map model: x(t+1)=a.x(t).[1-x(t)] is controlled by the following anticipatory incursive model: x(t+1)=a.x(t).[1-x(t+1)] which corresponds to the differential anticipatory equation: dx(t)/dt=a.x(t).[1-x(t+1)]-x(t). The main part of this paper deals with the discretisation of differential equation systems of linear and non-linear oscillators. The non-linear oscillator is based on the Lotka-Volterra equations model. The discretisation is made by incursion. The incursive discrete equation system gives the same stability condition than the original differential equations without numerical instabilities. The linearisation of the incursive discrete non-linear Lotka-Volterra equation system gives rise to the classical harmonic oscillator. The incursive discretisation of the linear oscillator is similar to define backward and forward discrete derivatives. A generalized complex derivative is then considered and applied to the harmonic oscillator. Non-locality seems to be a property of anticipatory systems. With some mathematical assumption, the Schrödinger quantum equation is derived for a particle in a uniform potential. Finally an hyperincursive system is given in the case of a neural stack memory.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

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.

GVE-Based Dynamics and Control for Formation Flying Spacecraft

NASA Technical Reports Server (NTRS)

Breger, Louis; How, Jonathan P.

2004-01-01

Formation flying is an enabling technology for many future space missions. This paper presents extensions to the equations of relative motion expressed in Keplerian orbital elements, including new initialization techniques for general formation configurations. A new linear time-varying form of the equations of relative motion is developed from Gauss Variational Equations and used in a model predictive controller. The linearizing assumptions for these equations are shown to be consistent with typical formation flying scenarios. Several linear, convex initialization techniques are presented, as well as a general, decentralized method for coordinating a tetrahedral formation using differential orbital elements. Control methods are validated using a commercial numerical propagator.

Quantization of wave equations and hermitian structures in partial differential varieties

PubMed Central

Paneitz, S. M.; Segal, I. E.

1980-01-01

Sufficiently close to 0, the solution variety of a nonlinear relativistic wave equation—e.g., of the form □ϕ + m2ϕ + gϕp = 0—admits a canonical Lorentz-invariant hermitian structure, uniquely determined by the consideration that the action of the differential scattering transformation in each tangent space be unitary. Similar results apply to linear time-dependent equations or to equations in a curved asymptotically flat space-time. A close relation of the Riemannian structure to the determination of vacuum expectation values is developed and illustrated by an explicit determination of a perturbative 2-point function for the case of interaction arising from curvature. The theory underlying these developments is in part a generalization of that of M. G. Krein and collaborators concerning stability of differential equations in Hilbert space and in part a precise relation between the unitarization of given symplectic linear actions and their full probabilistic quantization. The unique causal structure in the infinite symplectic group is instrumental in these developments. PMID:16592923

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.

Effect of homogenous-heterogeneous reactions on MHD Prandtl fluid flow over a stretching sheet

NASA Astrophysics Data System (ADS)

Khan, Imad; Malik, M. Y.; Hussain, Arif; Salahuddin, T.

An analysis is performed to explore the effects of homogenous-heterogeneous reactions on two-dimensional flow of Prandtl fluid over a stretching sheet. In present analysis, we used the developed model of homogeneous-heterogeneous reactions in boundary layer flow. The mathematical configuration of presented flow phenomenon yields the nonlinear partial differential equations. Using scaling transformations, the governing partial differential equations (momentum equation and homogenous-heterogeneous reactions equations) are transformed into non-linear ordinary differential equations (ODE's). Then, resulting non-linear ODE's are solved by computational scheme known as shooting method. The quantitative and qualitative manners of concerned physical quantities (velocity, concentration and drag force coefficient) are examined under prescribed physical constrained through figures and tables. It is observed that velocity profile enhances verses fluid parameters α and β while Hartmann number reduced it. The homogeneous and heterogeneous reactions parameters have reverse effects on concentration profile. Concentration profile shows retarding behavior for large values of Schmidt number. Skin fraction coefficient enhances with increment in Hartmann number H and fluid parameter α .

When is quasi-linear theory exact. [particle acceleration

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1975-01-01

We use the cumulant expansion technique of Kubo (1962, 1963) to derive an integrodifferential equation for the average one-particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the equation for this function degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory only for this limited class of fluctuations.

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

NASA Astrophysics Data System (ADS)

Dung, Nguyen Tien

2013-08-01

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

Modeling of aircraft unsteady aerodynamic characteristics. Part 1: Postulated models

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Noderer, Keith D.

1994-01-01

A short theoretical study of aircraft aerodynamic model equations with unsteady effects is presented. The aerodynamic forces and moments are expressed in terms of indicial functions or internal state variables. The first representation leads to aircraft integro-differential equations of motion; the second preserves the state-space form of the model equations. The formulations of unsteady aerodynamics is applied in two examples. The first example deals with a one-degree-of-freedom harmonic motion about one of the aircraft body axes. In the second example, the equations for longitudinal short-period motion are developed. In these examples, only linear aerodynamic terms are considered. The indicial functions are postulated as simple exponentials and the internal state variables are governed by linear, time-invariant, first-order differential equations. It is shown that both approaches to the modeling of unsteady aerodynamics lead to identical models.

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

PubMed

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

2017-04-01

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

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

PubMed Central

Xing, W. W.; Triantafyllidis, V.

2017-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

A systematic literature review of Burgers' equation with recent advances

NASA Astrophysics Data System (ADS)

Bonkile, Mayur P.; Awasthi, Ashish; Lakshmi, C.; Mukundan, Vijitha; Aswin, V. S.

2018-06-01

Even if numerical simulation of the Burgers' equation is well documented in the literature, a detailed literature survey indicates that gaps still exist for comparative discussion regarding the physical and mathematical significance of the Burgers' equation. Recently, an increasing interest has been developed within the scientific community, for studying non-linear convective-diffusive partial differential equations partly due to the tremendous improvement in computational capacity. Burgers' equation whose exact solution is well known, is one of the famous non-linear partial differential equations which is suitable for the analysis of various important areas. A brief historical review of not only the mathematical, but also the physical significance of the solution of Burgers' equation is presented, emphasising current research strategies, and the challenges that remain regarding the accuracy, stability and convergence of various schemes are discussed. One of the objectives of this paper is to discuss the recent developments in mathematical modelling of Burgers' equation and thus open doors for improvement. No claim is made that the content of the paper is new. However, it is a sincere effort to outline the physical and mathematical importance of Burgers' equation in the most simplified ways. We throw some light on the plethora of challenges which need to be overcome in the research areas and give motivation for the next breakthrough to take place in a numerical simulation of ordinary / partial differential equations.

Keep Your Distance! Using Second-Order Ordinary Differential Equations to Model Traffic Flow

ERIC Educational Resources Information Center

McCartney, Mark

2004-01-01

A simple mathematical model for how vehicles follow each other along a stretch of road is presented. The resulting linear second-order differential equation with constant coefficients is solved and interpreted. The model can be used as an application of solution techniques taught at first-year undergraduate level and as a motivator to encourage…

Latent Differential Equation Modeling of Self-Regulatory and Coregulatory Affective Processes

ERIC Educational Resources Information Center

Steele, Joel S.; Ferrer, Emilio

2011-01-01

We examine emotion self-regulation and coregulation in romantic couples using daily self-reports of positive and negative affect. We fit these data using a damped linear oscillator model specified as a latent differential equation to investigate affect dynamics at the individual level and coupled influences for the 2 partners in each couple.…

Numerical solutions of a control problem governed by functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Thrift, P. R.; Burns, J. A.; Cliff, E. M.

1978-01-01

A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.

Modelling the Spread of an Oil-Slick with Irregular Information

ERIC Educational Resources Information Center

Winkel, Brian

2010-01-01

We describe a modelling activity for students in a course in which modelling with differential equations is appropriate. We have used this model in our coursework for years and have found that it enlightens students as to the model building process and parameter estimation for a linear, first-order, ordinary differential equation. The activity…

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

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.

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

NASA Technical Reports Server (NTRS)

Molenaar, J.

1996-01-01

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Linear and nonlinear stability of the Blasius boundary layer

NASA Technical Reports Server (NTRS)

Bertolotti, F. P.; Herbert, TH.; Spalart, P. R.

1992-01-01

Two new techniques for the study of the linear and nonlinear instability in growing boundary layers are presented. The first technique employs partial differential equations of parabolic type exploiting the slow change of the mean flow, disturbance velocity profiles, wavelengths, and growth rates in the streamwise direction. The second technique solves the Navier-Stokes equation for spatially evolving disturbances using buffer zones adjacent to the inflow and outflow boundaries. Results of both techniques are in excellent agreement. The linear and nonlinear development of Tollmien-Schlichting (TS) waves in the Blasius boundary layer is investigated with both techniques and with a local procedure based on a system of ordinary differential equations. The results are compared with previous work and the effects of non-parallelism and nonlinearity are clarified. The effect of nonparallelism is confirmed to be weak and, consequently, not responsible for the discrepancies between measurements and theoretical results for parallel flow.

A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

NASA Astrophysics Data System (ADS)

Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

2015-12-01

In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

Electron dynamics inside a vacuum tube diode through linear differential equations

NASA Astrophysics Data System (ADS)

González, Gabriel; Orozco, Fco. Javier González; Orozco

2014-04-01

In this paper we analyze the motion of charged particles in a vacuum tube diode by solving linear differential equations. Our analysis is based on expressing the volume charge density as a function of the current density and coordinates only, i.e. ρ=ρ(J,z), while in the usual scheme the volume charge density is expressed as a function of the current density and electrostatic potential, i.e. ρ=ρ(J,V). We show that, in the case of slow varying charge density, the space-charge-limited current is reduced up to 50%. Our approach gives the well-known behavior of the classical current density proportional to the three-halves power of the bias potential and inversely proportional to the square of the gap distance between electrodes, and does not require the solution of the nonlinear differential equation normally associated with the Child-Langmuir formulation.

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

Choi, Cheong R.

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

Higher symmetries and exact solutions of linear and nonlinear Schr{umlt o}dinger equation

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

Fushchych, W.I.; Nikitin, A.G.

1997-11-01

A new approach for the analysis of partial differential equations is developed which is characterized by a simultaneous use of higher and conditional symmetries. Higher symmetries of the Schr{umlt o}dinger equation with an arbitrary potential are investigated. Nonlinear determining equations for potentials are solved using reductions to Weierstrass, Painlev{acute e}, and Riccati forms. Algebraic properties of higher order symmetry operators are analyzed. Combinations of higher and conditional symmetries are used to generate families of exact solutions of linear and nonlinear Schr{umlt o}dinger equations. {copyright} {ital 1997 American Institute of Physics.}

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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…

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.

An application of the Maslov complex germ method to the one-dimensional nonlocal Fisher-KPP equation

NASA Astrophysics Data System (ADS)

Shapovalov, A. V.; Trifonov, A. Yu.

A semiclassical approximation approach based on the Maslov complex germ method is considered in detail for the one-dimensional nonlocal Fisher-Kolmogorov-Petrovskii-Piskunov (Fisher-KPP) equation under the supposition of weak diffusion. In terms of the semiclassical formalism developed, the original nonlinear equation is reduced to an associated linear partial differential equation and some algebraic equations for the coefficients of the linear equation with a given accuracy of the asymptotic parameter. The solutions of the nonlinear equation are constructed from the solutions of both the linear equation and the algebraic equations. The solutions of the linear problem are found with the use of symmetry operators. A countable family of the leading terms of the semiclassical asymptotics is constructed in explicit form. The semiclassical asymptotics are valid by construction in a finite time interval. We construct asymptotics which are different from the semiclassical ones and can describe evolution of the solutions of the Fisher-KPP equation at large times. In the example considered, an initial unimodal distribution becomes multimodal, which can be treated as an example of a space structure.

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

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

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

The Pendulum: A Paradigm for the Linear Oscillator

ERIC Educational Resources Information Center

Newburgh, Ronald

2004-01-01

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

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.

Existence of entire solutions of some non-linear differential-difference equations.

PubMed

Chen, Minfeng; Gao, Zongsheng; Du, Yunfei

2017-01-01

In this paper, we investigate the admissible entire solutions of finite order of the differential-difference equations [Formula: see text] and [Formula: see text], where [Formula: see text], [Formula: see text] are two non-zero polynomials, [Formula: see text] is a polynomial and [Formula: see text]. In addition, we investigate the non-existence of entire solutions of finite order of the differential-difference equation [Formula: see text], where [Formula: see text], [Formula: see text] are two non-constant polynomials, [Formula: see text], m , n are positive integers and satisfy [Formula: see text] except for [Formula: see text], [Formula: see text].

Modification of 2-D Time-Domain Shallow Water Wave Equation using Asymptotic Expansion Method

NASA Astrophysics Data System (ADS)

Khairuman, Teuku; Nasruddin, MN; Tulus; Ramli, Marwan

2018-01-01

Generally, research on the tsunami wave propagation model can be conducted by using a linear model of shallow water theory, where a non-linear side on high order is ignored. In line with research on the investigation of the tsunami waves, the Boussinesq equation model underwent a change aimed to obtain an improved quality of the dispersion relation and non-linearity by increasing the order to be higher. To solve non-linear sides at high order is used a asymptotic expansion method. This method can be used to solve non linear partial differential equations. In the present work, we found that this method needs much computational time and memory with the increase of the number of elements.

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

DTIC Science & Technology

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

Exact Solution of Gas Dynamics Equations Through Reduced Differential Transform and Sumudu Transform Linked with Pades Approximants

NASA Astrophysics Data System (ADS)

Rao, T. R. Ramesh

2018-04-01

In this paper, we study the analytical method based on reduced differential transform method coupled with sumudu transform through Pades approximants. The proposed method may be considered as alternative approach for finding exact solution of Gas dynamics equation in an effective manner. This method does not require any discretization, linearization and perturbation.

Solutions of differential equations with regular coefficients by the methods of Richmond and Runge-Kutta

NASA Technical Reports Server (NTRS)

Cockrell, C. R.

1989-01-01

Numerical solutions of the differential equation which describe the electric field within an inhomogeneous layer of permittivity, upon which a perpendicularly-polarized plane wave is incident, are considered. Richmond's method and the Runge-Kutta method are compared for linear and exponential profiles of permittivities. These two approximate solutions are also compared with the exact solutions.

Iterative algorithms for large sparse linear systems on parallel computers

NASA Technical Reports Server (NTRS)

Adams, L. M.

1982-01-01

Algorithms for assembling in parallel the sparse system of linear equations that result from finite difference or finite element discretizations of elliptic partial differential equations, such as those that arise in structural engineering are developed. Parallel linear stationary iterative algorithms and parallel preconditioned conjugate gradient algorithms are developed for solving these systems. In addition, a model for comparing parallel algorithms on array architectures is developed and results of this model for the algorithms are given.

Interpreting experimental data on egg production--applications of dynamic differential equations.

PubMed

France, J; Lopez, S; Kebreab, E; Dijkstra, J

2013-09-01

This contribution focuses on applying mathematical models based on systems of ordinary first-order differential equations to synthesize and interpret data from egg production experiments. Models based on linear systems of differential equations are contrasted with those based on nonlinear systems. Regression equations arising from analytical solutions to linear compartmental schemes are considered as candidate functions for describing egg production curves, together with aspects of parameter estimation. Extant candidate functions are reviewed, a role for growth functions such as the Gompertz equation suggested, and a function based on a simple new model outlined. Structurally, the new model comprises a single pool with an inflow and an outflow. Compartmental simulation models based on nonlinear systems of differential equations, and thus requiring numerical solution, are next discussed, and aspects of parameter estimation considered. This type of model is illustrated in relation to development and evaluation of a dynamic model of calcium and phosphorus flows in layers. The model consists of 8 state variables representing calcium and phosphorus pools in the crop, stomachs, plasma, and bone. The flow equations are described by Michaelis-Menten or mass action forms. Experiments that measure Ca and P uptake in layers fed different calcium concentrations during shell-forming days are used to evaluate the model. In addition to providing a useful management tool, such a simulation model also provides a means to evaluate feeding strategies aimed at reducing excretion of potential pollutants in poultry manure to the environment.

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

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

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

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Halkos, George E.; Tsilika, Kyriaki D.

2011-09-01

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

Oscillation criteria for half-linear dynamic equations on time scales

NASA Astrophysics Data System (ADS)

Hassan, Taher S.

2008-09-01

This paper is concerned with oscillation of the second-order half-linear dynamic equation(r(t)(x[Delta])[gamma])[Delta]+p(t)x[gamma](t)=0, on a time scale where [gamma] is the quotient of odd positive integers, r(t) and p(t) are positive rd-continuous functions on . Our results solve a problem posed by [R.P. Agarwal, D. O'Regan, S.H. Saker, Philos-type oscillation criteria for second-order half linear dynamic equations, Rocky Mountain J. Math. 37 (2007) 1085-1104; S.H. Saker, Oscillation criteria of second order half-linear dynamic equations on time scales, J. Comput. Appl. Math. 177 (2005) 375-387] and our results in the special cases when and involve and improve some oscillation results for second-order differential and difference equations; and when , and , etc., our oscillation results are essentially newE Some examples illustrating the importance of our results are also included.

Sur les processus linéaires de naissance et de mort sous-critiques dans un environnement aléatoire.

PubMed

Bacaër, Nicolas

2017-07-01

An explicit formula is found for the rate of extinction of subcritical linear birth-and-death processes in a random environment. The formula is illustrated by numerical computations of the eigenvalue with largest real part of the truncated matrix for the master equation. The generating function of the corresponding eigenvector satisfies a Fuchsian system of singular differential equations. A particular attention is set on the case of two environments, which leads to Riemann's differential equation.

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.

Local energy decay for linear wave equations with variable coefficients

NASA Astrophysics Data System (ADS)

Ikehata, Ryo

2005-06-01

A uniform local energy decay result is derived to the linear wave equation with spatial variable coefficients. We deal with this equation in an exterior domain with a star-shaped complement. Our advantage is that we do not assume any compactness of the support on the initial data, and its proof is quite simple. This generalizes a previous famous result due to Morawetz [The decay of solutions of the exterior initial-boundary value problem for the wave equation, Comm. Pure Appl. Math. 14 (1961) 561-568]. In order to prove local energy decay, we mainly apply two types of ideas due to Ikehata-Matsuyama [L2-behaviour of solutions to the linear heat and wave equations in exterior domains, Sci. Math. Japon. 55 (2002) 33-42] and Todorova-Yordanov [Critical exponent for a nonlinear wave equation with damping, J. Differential Equations 174 (2001) 464-489].

A new analysis of the Fornberg-Whitham equation pertaining to a fractional derivative with Mittag-Leffler-type kernel

NASA Astrophysics Data System (ADS)

Kumar, Devendra; Singh, Jagdev; Baleanu, Dumitru

2018-02-01

The mathematical model of breaking of non-linear dispersive water waves with memory effect is very important in mathematical physics. In the present article, we examine a novel fractional extension of the non-linear Fornberg-Whitham equation occurring in wave breaking. We consider the most recent theory of differentiation involving the non-singular kernel based on the extended Mittag-Leffler-type function to modify the Fornberg-Whitham equation. We examine the existence of the solution of the non-linear Fornberg-Whitham equation of fractional order. Further, we show the uniqueness of the solution. We obtain the numerical solution of the new arbitrary order model of the non-linear Fornberg-Whitham equation with the aid of the Laplace decomposition technique. The numerical outcomes are displayed in the form of graphs and tables. The results indicate that the Laplace decomposition algorithm is a very user-friendly and reliable scheme for handling such type of non-linear problems of fractional order.

Fast solution of elliptic partial differential equations using linear combinations of plane waves.

PubMed

Pérez-Jordá, José M

2016-02-01

Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

Fitting ordinary differential equations to short time course data.

PubMed

Brewer, Daniel; Barenco, Martino; Callard, Robin; Hubank, Michael; Stark, Jaroslav

2008-02-28

Ordinary differential equations (ODEs) are widely used to model many systems in physics, chemistry, engineering and biology. Often one wants to compare such equations with observed time course data, and use this to estimate parameters. Surprisingly, practical algorithms for doing this are relatively poorly developed, particularly in comparison with the sophistication of numerical methods for solving both initial and boundary value problems for differential equations, and for locating and analysing bifurcations. A lack of good numerical fitting methods is particularly problematic in the context of systems biology where only a handful of time points may be available. In this paper, we present a survey of existing algorithms and describe the main approaches. We also introduce and evaluate a new efficient technique for estimating ODEs linear in parameters particularly suited to situations where noise levels are high and the number of data points is low. It employs a spline-based collocation scheme and alternates linear least squares minimization steps with repeated estimates of the noise-free values of the variables. This is reminiscent of expectation-maximization methods widely used for problems with nuisance parameters or missing data.

Frequency analysis via the method of moment functionals

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

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

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.

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

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

Jeffrey fluid effect on free convective over a vertically inclined plate with magnetic field: A numerical approach

NASA Astrophysics Data System (ADS)

Rao, J. Anand; Raju, R. Srinivasa; Bucchaiah, C. D.

2018-05-01

In this work, the effect of magnetohydrodynamic natural or free convective of an incompressible, viscous and electrically conducting non-newtonian Jeffrey fluid over a semi-infinite vertically inclined permeable moving plate embedded in a porous medium in the presence of heat absorption, heat and mass transfer. By using non-dimensional quantities, the fundamental governing non-linear partial differential equations are transformed into linear partial differential equations and these equations together with associated boundary conditions are solved numerically by using versatile, extensively validated, variational finite element method. The sway of important key parameters on hydrodynamic, thermal and concentration boundary layers are examined in detail and the results are shown graphically. Finally the results are compared with the works published previously and found to be excellent agreement.

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

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

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

On conforming mixed finite element methods for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D; Nicolaides, R. A.; Peterson, J. S.

1982-01-01

The application of conforming mixed finite element methods to obtain approximate solutions of linearized Navier-Stokes equations is examined. Attention is given to the convergence rates of various finite element approximations of the pressure and the velocity field. The optimality of the convergence rates are addressed in terms of comparisons of the approximation convergence to a smooth solution in relation to the best approximation available for the finite element space used. Consideration is also devoted to techniques for efficient use of a Gaussian elimination algorithm to obtain a solution to a system of linear algebraic equations derived by finite element discretizations of linear partial differential equations.

Krylov subspace methods - Theory, algorithms, and applications

NASA Technical Reports Server (NTRS)

Sad, Youcef

1990-01-01

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

A Mathematics Software Database Update.

ERIC Educational Resources Information Center

Cunningham, R. S.; Smith, David A.

1987-01-01

Contains an update of an earlier listing of software for mathematics instruction at the college level. Topics are: advanced mathematics, algebra, calculus, differential equations, discrete mathematics, equation solving, general mathematics, geometry, linear and matrix algebra, logic, statistics and probability, and trigonometry. (PK)

Three dimensional rotating flow of Powell-Eyring nanofluid with non-Fourier's heat flux and non-Fick's mass flux theory

NASA Astrophysics Data System (ADS)

Ibrahim, Wubshet

2018-03-01

This article numerically examines three dimensional boundary layer flow of a rotating Powell-Eyring nanofluid. In modeling heat transfer processes, non-Fourier heat flux theory and for mass transfer non-Fick's mass flux theory are employed. This theory is recently re-initiated and it becomes the active research area to resolves some drawback associated with the famous Fourier heat flux and mass flux theory. The mathematical model of the flow problem is a system of non-linear partial differential equations which are obtained using the boundary layer analysis. The non-linear partial differential equations have been transformed into non-linear high order ordinary differential equations using similarity transformation. Employing bvp4c algorithm from matlab software routine, the numerical solution of the transformed ordinary differential equations is obtained. The governing equations are constrained by parameters such as rotation parameter λ , the non-Newtonian parameter N, dimensionless thermal relaxation and concentration relaxation parameters δt and δc . The impacts of these parameters have been discussed thoroughly and illustrated using graphs and tables. The findings show that thermal relaxation time δt reduces the thermal and concentration boundary layer thickness. Further, the results reveal that the rotational parameter λ has the effect of decreasing the velocity boundary layer thickness in both x and y directions. Further examination pinpoints that the skin friction coefficient along x-axis is an increasing and skin friction coefficient along y-axis is a decreasing function of rotation parameter λ . Furthermore, the non-Newtonian fluid parameter N has the characteristic of reducing the amount of local Nusselt numbers -f″ (0) and -g″ (0) both in x and y -directions.

A theory of fine structure image models with an application to detection and classification of dementia.

PubMed

O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin

2015-06-01

Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.

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

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

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

Gaussian closure technique applied to the hysteretic Bouc model with non-zero mean white noise excitation

NASA Astrophysics Data System (ADS)

Waubke, Holger; Kasess, Christian H.

2016-11-01

Devices that emit structure-borne sound are commonly decoupled by elastic components to shield the environment from acoustical noise and vibrations. The elastic elements often have a hysteretic behavior that is typically neglected. In order to take hysteretic behavior into account, Bouc developed a differential equation for such materials, especially joints made of rubber or equipped with dampers. In this work, the Bouc model is solved by means of the Gaussian closure technique based on the Kolmogorov equation. Kolmogorov developed a method to derive probability density functions for arbitrary explicit first-order vector differential equations under white noise excitation using a partial differential equation of a multivariate conditional probability distribution. Up to now no analytical solution of the Kolmogorov equation in conjunction with the Bouc model exists. Therefore a wide range of approximate solutions, especially the statistical linearization, were developed. Using the Gaussian closure technique that is an approximation to the Kolmogorov equation assuming a multivariate Gaussian distribution an analytic solution is derived in this paper for the Bouc model. For the stationary case the two methods yield equivalent results, however, in contrast to statistical linearization the presented solution allows to calculate the transient behavior explicitly. Further, stationary case leads to an implicit set of equations that can be solved iteratively with a small number of iterations and without instabilities for specific parameter sets.

The assessment of nanofluid in a Von Karman flow with temperature relied viscosity

NASA Astrophysics Data System (ADS)

Tanveer, Anum; Salahuddin, T.; Khan, Mumtaz; Alshomrani, Ali Saleh; Malik, M. Y.

2018-06-01

This work endeavor to study the heat and mass transfer viscous nanofluid features in a Von Karman flow invoking the variable viscosity mechanism. Moreover, we have extended our study in view of heat generation and uniform suction effects. The flow triggering non-linear partial differential equations are inscribed in the non-dimensional form by manipulating suitable transformations. The resulting non-linear ordinary differential equations are solved numerically via implicit finite difference scheme in conjecture with the Newton's linearization scheme afterwards. The sought solutions are plotted graphically to present comparison between MATLAB routine bvp4c and implicit finite difference schemes. Impact of different parameters on the concentration/temperature/velocity profiles are highlighted. Further Nusselt number, skin friction and Sherwood number characteristics are discussed for better exposition.

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

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Linear or linearizable first-order delay ordinary differential equations and their Lie point symmetries

NASA Astrophysics Data System (ADS)

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

2018-05-01

A recent article was devoted to an analysis of the symmetry properties of a class of first-order delay ordinary differential systems (DODSs). Here we concentrate on linear DODSs, which have infinite-dimensional Lie point symmetry groups due to the linear superposition principle. Their symmetry algebra always contains a two-dimensional subalgebra realized by linearly connected vector fields. We identify all classes of linear first-order DODSs that have additional symmetries, not due to linearity alone, and we present representatives of each class. These additional symmetries are then used to construct exact analytical particular solutions using symmetry reduction.

Stability of elastic bending and torsion of uniform cantilever rotor blades in hover with variable structural coupling

NASA Technical Reports Server (NTRS)

Hodges, D. H., Roberta.

1976-01-01

The stability of elastic flap bending, lead-lag bending, and torsion of uniform, untwisted, cantilever rotor blades without chordwise offsets between the elastic, mass, tension, and areodynamic center axes is investigated for the hovering flight condition. The equations of motion are obtained by simplifying the general, nonlinear, partial differential equations of motion of an elastic rotating cantilever blade. The equations are adapted for a linearized stability analysis in the hovering flight condition by prescribing aerodynamic forces, applying Galerkin's method, and linearizing the resulting ordinary differential equations about the equilibrium operating condition. The aerodynamic forces are obtained from strip theory based on a quasi-steady approximation of two-dimensional unsteady airfoil theory. Six coupled mode shapes, calculated from free vibration about the equilibrium operating condition, are used in the linearized stability analysis. The study emphasizes the effects of two types of structural coupling that strongly influence the stability of hingeless rotor blades. The first structural coupling is the linear coupling between flap and lead-lag bending of the rotor blade. The second structural coupling is a nonlinear coupling between flap bending, lead-lag bending, and torsion deflections. Results are obtained for a wide variety of hingeless rotor configurations and operating conditions in order to provide a reasonably complete picture of hingeless rotor blade stability characteristics.

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.

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

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

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

Lump solutions to nonlinear partial differential equations via Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Ma, Wen-Xiu; Zhou, Yuan

2018-02-01

Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln ⁡ f) x and u = 2(ln ⁡ f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.

Approximating a retarded-advanced differential equation that models human phonation

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

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.

Solving the linear inviscid shallow water equations in one dimension, with variable depth, using a recursion formula

NASA Astrophysics Data System (ADS)

Hernandez-Walls, R.; Martín-Atienza, B.; Salinas-Matus, M.; Castillo, J.

2017-11-01

When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations.

Classifying bilinear differential equations by linear superposition principle

NASA Astrophysics Data System (ADS)

Zhang, Lijun; Khalique, Chaudry Masood; Ma, Wen-Xiu

2016-09-01

In this paper, we investigate the linear superposition principle of exponential traveling waves to construct a sub-class of N-wave solutions of Hirota bilinear equations. A necessary and sufficient condition for Hirota bilinear equations possessing this specific sub-class of N-wave solutions is presented. We apply this result to find N-wave solutions to the (2+1)-dimensional KP equation, a (3+1)-dimensional generalized Kadomtsev-Petviashvili (KP) equation, a (3+1)-dimensional generalized BKP equation and the (2+1)-dimensional BKP equation. The inverse question, i.e., constructing Hirota Bilinear equations possessing N-wave solutions, is considered and a refined 3-step algorithm is proposed. As examples, we construct two very general kinds of Hirota bilinear equations of order 4 possessing N-wave solutions among which one satisfies dispersion relation and another does not satisfy dispersion relation.

A double expansion method for the frequency response of finite-length beams with periodic parameters

NASA Astrophysics Data System (ADS)

Ying, Z. G.; Ni, Y. Q.

2017-03-01

A double expansion method for the frequency response of finite-length beams with periodic distribution parameters is proposed. The vibration response of the beam with spatial periodic parameters under harmonic excitations is studied. The frequency response of the periodic beam is the function of parametric period and then can be expressed by the series with the product of periodic and non-periodic functions. The procedure of the double expansion method includes the following two main steps: first, the frequency response function and periodic parameters are expanded by using identical periodic functions based on the extension of the Floquet-Bloch theorem, and the period-parametric differential equation for the frequency response is converted into a series of linear differential equations with constant coefficients; second, the solutions to the linear differential equations are expanded by using modal functions which satisfy the boundary conditions, and the linear differential equations are converted into algebraic equations according to the Galerkin method. The expansion coefficients are obtained by solving the algebraic equations and then the frequency response function is finally determined. The proposed double expansion method can uncouple the effects of the periodic expansion and modal expansion so that the expansion terms are determined respectively. The modal number considered in the second expansion can be reduced remarkably in comparison with the direct expansion method. The proposed double expansion method can be extended and applied to the other structures with periodic distribution parameters for dynamics analysis. Numerical results on the frequency response of the finite-length periodic beam with various parametric wave numbers and wave amplitude ratios are given to illustrate the effective application of the proposed method and the new frequency response characteristics, including the parameter-excited modal resonance, doubling-peak frequency response and remarkable reduction of the maximum frequency response for certain parametric wave number and wave amplitude. The results have the potential application to structural vibration control.

Almost periodic solutions to difference equations

NASA Technical Reports Server (NTRS)

Bayliss, A.

1975-01-01

The theory of Massera and Schaeffer relating the existence of unique almost periodic solutions of an inhomogeneous linear equation to an exponential dichotomy for the homogeneous equation was completely extended to discretizations by a strongly stable difference scheme. In addition it is shown that the almost periodic sequence solution will converge to the differential equation solution. The preceding theory was applied to a class of exponentially stable partial differential equations to which one can apply the Hille-Yoshida theorem. It is possible to prove the existence of unique almost periodic solutions of the inhomogeneous equation (which can be approximated by almost periodic sequences) which are the solutions to appropriate discretizations. Two methods of discretizations are discussed: the strongly stable scheme and the Lax-Wendroff scheme.

The study of nonlinear almost periodic differential equations without recourse to the H-classes of these equations

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

Slyusarchuk, V. E., E-mail: V.E.Slyusarchuk@gmail.com, E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua

2014-06-01

The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24more » titles. (paper)« less

Power-spectral-density relationship for retarded differential equations

NASA Technical Reports Server (NTRS)

Barker, L. K.

1974-01-01

The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.

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.

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.

Systems of Inhomogeneous Linear Equations

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

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

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

NASA Astrophysics Data System (ADS)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

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

PubMed Central

Kozyreff, G.; Erneux, T.

2014-01-01

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

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

PubMed

Kozyreff, G; Erneux, T

2014-02-08

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

Mathematical Methods in Wave Propagation: Part 2--Non-Linear Wave Front Analysis

ERIC Educational Resources Information Center

Jeffrey, Alan

1971-01-01

The paper presents applications and methods of analysis for non-linear hyperbolic partial differential equations. The paper is concluded by an account of wave front analysis as applied to the piston problem of gas dynamics. (JG)

On a family of nonoscillatory equations y double prime = phi(x)y

NASA Technical Reports Server (NTRS)

Gingold, H.

1988-01-01

The oscillation or nonoscillation of a class of second-order linear differential equations is investigated analytically, with a focus on cases in which the functions phi(x) and y are complex-valued. Two linear transformations are introduced, and an asymptotic-decomposition procedure involving Shur triangularization is applied. The relationship of the present analysis to the nonoscillation criterion of Kneser (1896) and other more recent results is explored in two examples.

Qualitative properties of large buckled states of spherical shells

NASA Technical Reports Server (NTRS)

Shih, K. G.; Antman, S. S.

1985-01-01

A system of 6th-order quasi-linear Ordinary Differential Equations is analyzed to show the global existence of axisymmetrically buckled states. A surprising nodal property is obtained which shows that everywhere along a branch of solutions that bifurcates from a simple eigenvalue of the linearized equation, the number of simultaneously vanishing points of both shear resultant and circumferential bending moment resultant remains invariant, provided that a certain auxiliary condition is satisfied.

Bimolecular Recombination Kinetics of an Exciton-Trion Gas

DTIC Science & Technology

2015-07-01

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

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

PubMed

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

2009-01-01

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

Observability of discretized partial differential equations

NASA Technical Reports Server (NTRS)

Cohn, Stephen E.; Dee, Dick P.

1988-01-01

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Optical systolic solutions of linear algebraic equations

NASA Technical Reports Server (NTRS)

Neuman, C. P.; Casasent, D.

1984-01-01

The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.

A user's guide for V174, a program using a finite difference method to analyze transonic flow over oscillating wings

NASA Technical Reports Server (NTRS)

Butler, T. D.; Weatherill, W. H.; Sebastian, J. D.; Ehlers, F. E.

1977-01-01

The design and usage of a pilot program using a finite difference method for calculating the pressure distributions over harmonically oscillating wings in transonic flow are discussed. The procedure used is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The steady velocity potential which must be obtained from some other program, is required for input. The unsteady differential equation is linear, complex in form with spatially varying coefficients. Because sinusoidal motion is assumed, time is not a variable. The numerical solution is obtained through a finite difference formulation and a line relaxation solution method.

A Novel Approach to Solve Linearized Stellar Pulsation Equations

NASA Astrophysics Data System (ADS)

Bard, Christopher; Teitler, S.

2011-01-01

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

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.

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

PubMed

Faizullah, Faiz

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Ting, L.

1974-01-01

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

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

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

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Probabilistic density function method for nonlinear dynamical systems driven by colored noise

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

Asymptotic of the Solutions of Hyperbolic Equations with a Skew-Symmetric Perturbation

NASA Astrophysics Data System (ADS)

Gallagher, Isabelle

1998-12-01

Using methods introduced by S. Schochet inJ. Differential Equations114(1994), 476-512, we compute the first term of an asymptotic expansion of the solutions of hyperbolic equations perturbated by a skew-symmetric linear operator. That result is first applied to two systems describing the motion of geophysic fluids: the rotating Euler equations and the primitive system of the quasigeostrophic equations. Finally in the last part, we study the slightly compressible Euler equations by application of that same result.

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

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

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

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.

Partial Fractions via Calculus

ERIC Educational Resources Information Center

Bauldry, William C.

2018-01-01

The standard technique taught in calculus courses for partial fraction expansions uses undetermined coefficients to generate a system of linear equations; we present a derivative-based technique that calculus and differential equations instructors can use to reinforce connections to calculus. Simple algebra shows that we can use the derivative to…

Axisymmetric Powell-Eyring fluid flow over a stretching sheet with a convective boundary condition and suction effects

NASA Astrophysics Data System (ADS)

Nasir, Nor Ain Azeany Mohd; Ishak, Anuar; Pop, Ioan

2018-04-01

In this paper, the heat and mass transfer of an axisymmetric Powell-Eyring fluid flow over a stretching sheet with a convective boundary condition and suction effects are investigated. An appropriate similarity transformation is used to reduce the highly non-linear partial differential equation into second and third order non-linear ordinary differential equations. Numerical solutions of the reduced governing equations are computed numerically by utilizing the MATLAB's built-in boundary value problem solver, bvp4c. The physical significance of various parameters such as Biot number, fluid parameters and Prandtl number on the velocity and temperature evolution profiles are illustrated graphically. The effects of these governing parameters on the skin friction coefficient and the local Nusselt number are also displayed graphically. It is noticed that the Powell-Eyring fluid parameter gives significant influence on the rates of heat and mass transfer of the fluid.

Numerical study of steady dissipative mixed convection optically-thick micropolar flow with thermal radiation effects

NASA Astrophysics Data System (ADS)

Gupta, Diksha; Kumar, Lokendra; Bég, O. Anwar; Singh, Bani

2017-10-01

The objective of this paper is to study theoretically and numerically the effect of thermal radiation on mixed convection boundary layer flow of a dissipative micropolar non-Newtonian fluid from a continuously moving vertical porous sheet. The governing partial differential equations are transformed into a set of non-linear differential equations by using similarity transformations. These equations are solved iteratively with the Bellman-Kalaba quasi-linearization algorithm. This method converges quadratically and the solution is valid for a large range of parameters. The effects of transpiration (suction or injection) parameter, buoyancy parameter, radiation parameter and Eckert number on velocity, microrotation and temperature functions have been studied. Under a special case comparison of the present numerical results is made with the results available in the literature and an excellent agreement is found. Additionally skin friction and rate of heat transfer have also been computed. The study has applications in polymer processing.

A finite difference method for the solution of the transonic flow around harmonically oscillating wings

NASA Technical Reports Server (NTRS)

Ehlers, E. F.

1974-01-01

A finite difference method for the solution of the transonic flow about a harmonically oscillating wing is presented. The partial differential equation for the unsteady transonic flow was linearized by dividing the flow into separate steady and unsteady perturbation velocity potentials and by assuming small amplitudes of harmonic oscillation. The resulting linear differential equation is of mixed type, being elliptic or hyperbolic whereever the steady flow equation is elliptic or hyperbolic. Central differences were used for all derivatives except at supersonic points where backward differencing was used for the streamwise direction. Detailed formulas and procedures are described in sufficient detail for programming on high speed computers. To test the method, the problem of the oscillating flap on a NACA 64A006 airfoil was programmed. The numerical procedure was found to be stable and convergent even in regions of local supersonic flow with shocks.

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

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

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

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

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.

Reformulating the Schrödinger equation as a Shabat-Zakharov system

NASA Astrophysics Data System (ADS)

Boonserm, Petarpa; Visser, Matt

2010-02-01

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

Scattering on two Aharonov-Bohm vortices

NASA Astrophysics Data System (ADS)

Bogomolny, E.

2016-12-01

The problem of two Aharonov-Bohm (AB) vortices for the Helmholtz equation is examined in detail. It is demonstrated that the method proposed by Myers (1963 J. Math. Phys. 6 1839) for slit diffraction can be generalised to obtain an explicit solution for AB vortices. Due to the singular nature of AB interaction the Green function and scattering amplitude for two AB vortices obey a series of partial differential equations. Coefficients entering these equations, fulfil ordinary non-linear differential equations whose solutions can be obtained by solving the Painlevé III equation. The asymptotics of necessary functions for very large and very small vortex separations are calculated explicitly. Taken together, this means that the problem of two AB vortices is exactly solvable.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

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

PubMed

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

2018-02-01

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

Conformational statistics of stiff macromolecules as solutions to partial differential equations on the rotation and motion groups

PubMed

Chirikjian; Wang

2000-07-01

Partial differential equations (PDE's) for the probability density function (PDF) of the position and orientation of the distal end of a stiff macromolecule relative to its proximal end are derived and solved. The Kratky-Porod wormlike chain, the Yamakawa helical wormlike chain, and the original and revised Marko-Siggia models are examples of stiffness models to which the present formulation is applied. The solution technique uses harmonic analysis on the rotation and motion groups to convert PDE's governing the PDF's of interest into linear algebraic equations which have mathematically elegant solutions.

Topics in spectral methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1985-01-01

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

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.

The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

PubMed

Khader, M M

2013-10-01

In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

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

NASA Technical Reports Server (NTRS)

1980-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

A problem in non-linear Diophantine approximation

NASA Astrophysics Data System (ADS)

Harrap, Stephen; Hussain, Mumtaz; Kristensen, Simon

2018-05-01

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

Computation of Large-Scale Structure Jet Noise Sources With Weak Nonlinear Effects Using Linear Euler

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Hixon, Ray; Mankbadi, Reda R.

2003-01-01

An approximate technique is presented for the prediction of the large-scale turbulent structure sound source in a supersonic jet. A linearized Euler equations code is used to solve for the flow disturbances within and near a jet with a given mean flow. Assuming a normal mode composition for the wave-like disturbances, the linear radial profiles are used in an integration of the Navier-Stokes equations. This results in a set of ordinary differential equations representing the weakly nonlinear self-interactions of the modes along with their interaction with the mean flow. Solutions are then used to correct the amplitude of the disturbances that represent the source of large-scale turbulent structure sound in the jet.

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

NASA Technical Reports Server (NTRS)

Heaslet, Max A; Lomax, Harvard

1950-01-01

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

A linear quadratic tracker for Control Moment Gyro based attitude control of the Space Station

NASA Technical Reports Server (NTRS)

Kaidy, J. T.

1986-01-01

The paper discusses a design for an attitude control system for the Space Station which produces fast response, with minimal overshoot and cross-coupling with the use of Control Moment Gyros (CMG). The rigid body equations of motion are linearized and discretized and a Linear Quadratic Regulator (LQR) design and analysis study is performed. The resulting design is then modified such that integral and differential terms are added to the state equations to enhance response characteristics. Methods for reduction of computation time through channelization are discussed as well as the reduction of initial torque requirements.

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

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

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

NASA Technical Reports Server (NTRS)

Ting, L.

1975-01-01

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

Theory of advection-driven long range biotic transport

USDA-ARS?s Scientific Manuscript database

We propose a simple mechanistic model to examine the effects of advective flow on the spread of fungal diseases spread by wind-blown spores. The model is defined by a set of two coupled non-linear partial differential equations for spore densities. One equation describes the long-distance advectiv...

Exact finite difference schemes for the non-linear unidirectional wave equation

NASA Technical Reports Server (NTRS)

Mickens, R. E.

1985-01-01

Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.

An algorithm for solving the perturbed gas dynamic equations

NASA Technical Reports Server (NTRS)

Davis, Sanford

1993-01-01

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

Coulomb Thrusting Application Study

DTIC Science & Technology

2006-01-20

Acceleration Magnitudes To study the relative motion of spacecraft in nearly circular orbits, the Clohessy - Wiltshire - Hill equations are commonly...Modeling The Clohessy - Wiltshire -Hill’s equations12–14 for one of the spacecraft in the 2-craft Coulomb tether formation is given by ẍ1 − 2nẏ1...equa- tion was obtained using the Clohessy - Wiltshire - Hill equations, while the linearized differential equations of ψ and θ were derived from the full

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.

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

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1991-01-01

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

Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem.

PubMed

Lawson, Daniel J; Holtrop, Grietje; Flint, Harry

2011-07-01

Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A theory of fine structure image models with an application to detection and classification of dementia

PubMed Central

Penn, Richard; Werner, Michael; Thomas, Justin

2015-01-01

Background Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. Methods In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. Results We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Conclusions Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible. PMID:26029638

Chosen interval methods for solving linear interval systems with special type of matrix

NASA Astrophysics Data System (ADS)

Szyszka, Barbara

2013-10-01

The paper is devoted to chosen direct interval methods for solving linear interval systems with special type of matrix. This kind of matrix: band matrix with a parameter, from finite difference problem is obtained. Such linear systems occur while solving one dimensional wave equation (Partial Differential Equations of hyperbolic type) by using the central difference interval method of the second order. Interval methods are constructed so as the errors of method are enclosed in obtained results, therefore presented linear interval systems contain elements that determining the errors of difference method. The chosen direct algorithms have been applied for solving linear systems because they have no errors of method. All calculations were performed in floating-point interval arithmetic.

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

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

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

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

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

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

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.

Response of an oscillatory differential delay equation to a single stimulus.

PubMed

Mackey, Michael C; Tyran-Kamińska, Marta; Walther, Hans-Otto

2017-04-01

Here we analytically examine the response of a limit cycle solution to a simple differential delay equation to a single pulse perturbation of the piecewise linear nonlinearity. We construct the unperturbed limit cycle analytically, and are able to completely characterize the perturbed response to a pulse of positive amplitude and duration with onset at different points in the limit cycle. We determine the perturbed minima and maxima and period of the limit cycle and show how the pulse modifies these from the unperturbed case.

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

NASA Technical Reports Server (NTRS)

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

1987-01-01

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

Application of the enhanced homotopy perturbation method to solve the fractional-order Bagley-Torvik differential equation

NASA Astrophysics Data System (ADS)

Zolfaghari, M.; Ghaderi, R.; Sheikhol Eslami, A.; Ranjbar, A.; Hosseinnia, S. H.; Momani, S.; Sadati, J.

2009-10-01

The enhanced homotopy perturbation method (EHPM) is applied for finding improved approximate solutions of the well-known Bagley-Torvik equation for three different cases. The main characteristic of the EHPM is using a stabilized linear part, which guarantees the stability and convergence of the overall solution. The results are finally compared with the Adams-Bashforth-Moulton numerical method, the Adomian decomposition method (ADM) and the fractional differential transform method (FDTM) to verify the performance of the EHPM.

The most precise computations using Euler's method in standard floating-point arithmetic applied to modelling of biological systems.

PubMed

Kalinina, Elizabeth A

2013-08-01

The explicit Euler's method is known to be very easy and effective in implementation for many applications. This article extends results previously obtained for the systems of linear differential equations with constant coefficients to arbitrary systems of ordinary differential equations. Optimal (providing minimum total error) step size is calculated at each step of Euler's method. Several examples of solving stiff systems are included. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

A sensitivity equation approach to shape optimization in fluid flows

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1994-01-01

A sensitivity equation method to shape optimization problems is applied. An algorithm is developed and tested on a problem of designing optimal forebody simulators for a 2D, inviscid supersonic flow. The algorithm uses a BFGS/Trust Region optimization scheme with sensitivities computed by numerically approximating the linear partial differential equations that determine the flow sensitivities. Numerical examples are presented to illustrate the method.

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

PubMed

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

2009-06-01

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

The nonlinear evolution of modes on unstable stratified shear layers

NASA Technical Reports Server (NTRS)

Blackaby, Nicholas; Dando, Andrew; Hall, Philip

1993-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Double power series method for approximating cosmological perturbations

NASA Astrophysics Data System (ADS)

Wren, Andrew J.; Malik, Karim A.

2017-04-01

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

Nonlinear equations of dynamics for spinning paraboloidal antennas

NASA Technical Reports Server (NTRS)

Utku, S.; Shoemaker, W. L.; Salama, M.

1983-01-01

The nonlinear strain-displacement and velocity-displacement relations of spinning imperfect rotational paraboloidal thin shell antennas are derived for nonaxisymmetrical deformations. Using these relations with the admissible trial functions in the principle functional of dynamics, the nonlinear equations of stress inducing motion are expressed in the form of a set of quasi-linear ordinary differential equations of the undetermined functions by means of the Rayleigh-Ritz procedure. These equations include all nonlinear terms up to and including the third degree. Explicit expressions are given for the coefficient matrices appearing in these equations. Both translational and rotational off-sets of the axis of revolution (and also the apex point of the paraboloid) with respect to the spin axis are considered. Although the material of the antenna is assumed linearly elastic, it can be anisotropic.

The Matrix Pencil and its Applications to Speech Processing

DTIC Science & Technology

2007-03-01

Elementary Linear Algebra ” 8th edition, pp. 278, 2000 John Wiley & Sons, Inc., New York [37] Wai C. Chu, “Speech Coding Algorithms”, New Jeresy: John...Ben; Daniel, James W.; “Applied Linear Algebra ”, pp. 342-345, 1988 Prentice Hall, Englewood Cliffs, NJ [35] Haykin, Simon “Applied Linear Adaptive...ABSTRACT Matrix Pencils facilitate the study of differential equations resulting from oscillating systems. Certain problems in linear ordinary

Assessing non-uniqueness: An algebraic approach

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

Vasco, Don W.

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

An efficient method for solving the steady Euler equations

NASA Technical Reports Server (NTRS)

Liou, M.-S.

1986-01-01

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

Linearization of Conservative Nonlinear Oscillators

ERIC Educational Resources Information Center

Belendez, A.; Alvarez, M. L.; Fernandez, E.; Pascual, I.

2009-01-01

A linearization method of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force which allows us to obtain a frequency-amplitude relation which is valid not only for small but also for large amplitudes and, sometimes, for…

On Partial Fraction Decompositions by Repeated Polynomial Divisions

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2017-01-01

We present a method for finding partial fraction decompositions of rational functions with linear or quadratic factors in the denominators by means of repeated polynomial divisions. This method does not involve differentiation or solving linear equations for obtaining the unknown partial fraction coefficients, which is very suitable for either…

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.

Existence and stability of periodic solutions of quasi-linear Korteweg — de Vries equation

NASA Astrophysics Data System (ADS)

Glyzin, S. D.; Kolesov, A. Yu; Preobrazhenskaia, M. M.

2017-01-01

We consider the scalar nonlinear differential-difference equation with two delays, which models electrical activity of a neuron. Under some additional suppositions for this equation well known method of quasi-normal forms can be applied. Its essence lies in the formal normalization of the Poincare - Dulac obtaining quasi-normal form and the subsequent application of the theorems of conformity. In this case, the result of the application of quasi-normal forms is a countable system of differential-difference equations, which can be turned into a boundary value problem of the Korteweg - de Vries equation. The investigation of this boundary value problem allows us to draw a conclusion about the behaviour of the original equation. Namely, for a suitable choice of parameters in the framework of this equation is implemented buffer phenomenon consisting in the presence of the bifurcation mechanism for the birth of an arbitrarily large number of stable cycles.

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.

Canonical coordinates for partial differential equations

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1988-01-01

Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

Canonical coordinates for partial differential equations

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

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

PubMed

Bai, Shirong; Skodje, Rex T

2017-08-17

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

A computer program to generate equations of motion matrices, L217 (EOM). Volume 1: Engineering and usage

NASA Technical Reports Server (NTRS)

Kroll, R. I.; Clemmons, R. E.

1979-01-01

The equations of motion program L217 formulates the matrix coefficients for a set of second order linear differential equations that describe the motion of an airplane relative to its level equilibrium flight condition. Aerodynamic data from FLEXSTAB or Doublet Lattice (L216) programs can be used to derive the equations for quasi-steady or full unsteady aerodynamics. The data manipulation and the matrix coefficient formulation are described.

Linear-stability theory of thermocapillary convection in a model of float-zone crystal growth

NASA Technical Reports Server (NTRS)

Neitzel, G. P.; Chang, K.-T.; Jankowski, D. F.; Mittelmann, H. D.

1992-01-01

Linear-stability theory has been applied to a basic state of thermocapillary convection in a model half-zone to determine values of the Marangoni number above which instability is guaranteed. The basic state must be determined numerically since the half-zone is of finite, O(1) aspect ratio with two-dimensional flow and temperature fields. This, in turn, means that the governing equations for disturbance quantities will remain partial differential equations. The disturbance equations are treated by a staggered-grid discretization scheme. Results are presented for a variety of parameters of interest in the problem, including both terrestrial and microgravity cases.

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

PubMed

Inaba, H

1988-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

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

NASA Technical Reports Server (NTRS)

Bartels, Robert E.

2002-01-01

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

Comparison of some optimal control methods for the design of turbine blades

NASA Technical Reports Server (NTRS)

Desilva, B. M. E.; Grant, G. N. C.

1977-01-01

This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.

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

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.

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.

Reduction operators of Burgers equation.

PubMed

Pocheketa, Oleksandr A; Popovych, Roman O

2013-02-01

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

Reduction operators of Burgers equation

PubMed Central

Pocheketa, Oleksandr A.; Popovych, Roman O.

2013-01-01

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

Robust global identifiability theory using potentials--Application to compartmental models.

PubMed

Wongvanich, N; Hann, C E; Sirisena, H R

2015-04-01

This paper presents a global practical identifiability theory for analyzing and identifying linear and nonlinear compartmental models. The compartmental system is prolonged onto the potential jet space to formulate a set of input-output equations that are integrals in terms of the measured data, which allows for robust identification of parameters without requiring any simulation of the model differential equations. Two classes of linear and non-linear compartmental models are considered. The theory is first applied to analyze the linear nitrous oxide (N2O) uptake model. The fitting accuracy of the identified models from differential jet space and potential jet space identifiability theories is compared with a realistic noise level of 3% which is derived from sensor noise data in the literature. The potential jet space approach gave a match that was well within the coefficient of variation. The differential jet space formulation was unstable and not suitable for parameter identification. The proposed theory is then applied to a nonlinear immunological model for mastitis in cows. In addition, the model formulation is extended to include an iterative method which allows initial conditions to be accurately identified. With up to 10% noise, the potential jet space theory predicts the normalized population concentration infected with pathogens, to within 9% of the true curve. Copyright © 2015 Elsevier Inc. All rights reserved.

Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling.

PubMed

Wu, Hulin; Lu, Tao; Xue, Hongqi; Liang, Hua

2014-04-02

The gene regulation network (GRN) is a high-dimensional complex system, which can be represented by various mathematical or statistical models. The ordinary differential equation (ODE) model is one of the popular dynamic GRN models. High-dimensional linear ODE models have been proposed to identify GRNs, but with a limitation of the linear regulation effect assumption. In this article, we propose a sparse additive ODE (SA-ODE) model, coupled with ODE estimation methods and adaptive group LASSO techniques, to model dynamic GRNs that could flexibly deal with nonlinear regulation effects. The asymptotic properties of the proposed method are established and simulation studies are performed to validate the proposed approach. An application example for identifying the nonlinear dynamic GRN of T-cell activation is used to illustrate the usefulness of the proposed method.

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

PubMed

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

2017-02-01

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

Metric versus observable operator representation, higher spin models

NASA Astrophysics Data System (ADS)

Fring, Andreas; Frith, Thomas

2018-02-01

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

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.

Miscible gravitational instability of initially stable horizontal interface in a porous medium: Non-monotonic density profiles

NASA Astrophysics Data System (ADS)

Kim, Min Chan

2014-11-01

To simulate a CO2 sequestration process, some researchers employed a water/propylene glycol (PPG) system which shows a non-monotonic density profile. Motivated by this fact, the stability of the diffusion layer of two miscible fluids saturated in a porous medium is analyzed. For a non-monotonic density profile system, linear stability equations are derived in a global domain, and then transformed into a system of ordinary differential equations in an infinite domain. Initial growth rate analysis is conducted without the quasi-steady state approximation (QSSA) and shows that initially the system is unconditionally stable for the least stable disturbance. For the time evolving case, the ordinary differential equations are solved applying the eigen-analysis and numerical shooting scheme with and without the QSSA. To support these theoretical results, direct numerical simulations are conducted using the Fourier spectral method. The results of theoretical linear stability analyses and numerical simulations validate one another. The present linear and nonlinear analyses show that the water/PPG system is more unstable than the CO2/brine one, and the flow characteristics of these two systems are quite different from each other.

Reprint of Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-04-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-03-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

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

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

A reverse engineering algorithm for neural networks, applied to the subthalamopallidal network of basal ganglia.

PubMed

Floares, Alexandru George

2008-01-01

Modeling neural networks with ordinary differential equations systems is a sensible approach, but also very difficult. This paper describes a new algorithm based on linear genetic programming which can be used to reverse engineer neural networks. The RODES algorithm automatically discovers the structure of the network, including neural connections, their signs and strengths, estimates its parameters, and can even be used to identify the biophysical mechanisms involved. The algorithm is tested on simulated time series data, generated using a realistic model of the subthalamopallidal network of basal ganglia. The resulting ODE system is highly accurate, and results are obtained in a matter of minutes. This is because the problem of reverse engineering a system of coupled differential equations is reduced to one of reverse engineering individual algebraic equations. The algorithm allows the incorporation of common domain knowledge to restrict the solution space. To our knowledge, this is the first time a realistic reverse engineering algorithm based on linear genetic programming has been applied to neural networks.

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

NASA Technical Reports Server (NTRS)

Haras, Zigo; Taasan, Shlomo

1995-01-01

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

Development and application of a program to calculate transonic flow around an oscillating three-dimensional wing using finite difference procedures

NASA Technical Reports Server (NTRS)

Weatherill, Warren H.; Ehlers, F. Edward

1989-01-01

A finite difference method for solving the unsteady transonic flow about harmonically oscillating wings is investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. Difference equations are derived for harmonic transonic flow to include a coordinate transformation for swept and tapered planforms. A pilot program is developed for three-dimensional planar lifting surface configurations (including thickness) for the CRAY-XMP at Boeing Commercial Airplanes and for the CYBER VPS-32 at the NASA Langley Research Center. An investigation is made of the effect of the location of the outer boundaries on accuracy for very small reduced frequencies. Finally, the pilot program is applied to the flutter analysis of a rectangular wing.

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

NASA Technical Reports Server (NTRS)

Hodges, D. H.

1976-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Z. H.; Wang, X.

2010-05-01

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

Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource

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

Graber, P. Jameson, E-mail: jameson-graber@baylor.edu

We study a general linear quadratic mean field type control problem and connect it to mean field games of a similar type. The solution is given both in terms of a forward/backward system of stochastic differential equations and by a pair of Riccati equations. In certain cases, the solution to the mean field type control is also the equilibrium strategy for a class of mean field games. We use this fact to study an economic model of production of exhaustible resources.

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

DTIC Science & Technology

1984-04-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

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

An Anharmonic Solution to the Equation of Motion for the Simple Pendulum

ERIC Educational Resources Information Center

Johannessen, Kim

2011-01-01

An anharmonic solution to the differential equation describing the oscillations of a simple pendulum at large angles is discussed. The solution is expressed in terms of functions not involving the Jacobi elliptic functions. In the derivation, a sinusoidal expression, including a linear and a Fourier sine series in the argument, has been applied.…

First Principles Modeling of the Performance of a Hydrogen-Peroxide-Driven Chem-E-Car

ERIC Educational Resources Information Center

Farhadi, Maryam; Azadi, Pooya; Zarinpanjeh, Nima

2009-01-01

In this study, performance of a hydrogen-peroxide-driven car has been simulated using basic conservation laws and a few numbers of auxiliary equations. A numerical method was implemented to solve sets of highly non-linear ordinary differential equations. Transient pressure and the corresponding traveled distance for three different car weights are…

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

ERIC Educational Resources Information Center

Zimmerman, W. Bruce

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

Applications of Random Differential Equations to Engineering Science. Wave Propagation in Turbulent Media and Random Linear Hyperbolic Systems.

DTIC Science & Technology

1981-11-10

1976), 745-754. 4. (with W. C. Tam) Periodic and traveling wave solutions to Volterra - Lotka equation with diffusion. Bull. Math. Biol. 38 (1976), 643...with applications [17,19,20). (5) A general method for reconstructing the mutual coherent function of a static or moving source from the random

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.

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.

Electrokinetics Models for Micro and Nano Fluidic Impedance Sensors

DTIC Science & Technology

2010-11-01

primitive Differential-Algebraic Equations (DAEs), used to process and interpret the experimentally measured electrical impedance data (Sun and Morgan...field, and species respectively. A second-order scheme was used to calculate the ionic species distribution. The linearized algebraic equations were...is governed by the Poisson equation 2 0 0 r i i i F z cε ε φ∇ + =∑ where ε0 and εr are, respectively, the electrical permittivity in the vacuum

Exact linearized Coulomb collision operator in the moment expansion

DOE PAGES

Ji, Jeong -Young; Held, Eric D.

2006-10-05

In the moment expansion, the Rosenbluth potentials, the linearized Coulomb collision operators, and the moments of the collision operators are analytically calculated for any moment. The explicit calculation of Rosenbluth potentials converts the integro-differential form of the Coulomb collision operator into a differential operator, which enables one to express the collision operator in a simple closed form for any arbitrary mass and temperature ratios. In addition, it is shown that gyrophase averaging the collision operator acting on arbitrary distribution functions is the same as the collision operator acting on the corresponding gyrophase averaged distribution functions. The moments of the collisionmore » operator are linear combinations of the fluid moments with collision coefficients parametrized by mass and temperature ratios. Furthermore, useful forms involving the small mass-ratio approximation are easily found since the collision operators and their moments are expressed in terms of the mass ratio. As an application, the general moment equations are explicitly written and the higher order heat flux equation is derived.« less

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

Moawad, S. M.; Moawad

2013-10-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

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

PubMed

Deboeck, Pascal R

2010-08-06

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

A new perspective for quintic B-spline based Crank-Nicolson-differential quadrature method algorithm for numerical solutions of the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Başhan, Ali; Uçar, Yusuf; Murat Yağmurlu, N.; Esen, Alaattin

2018-01-01

In the present paper, a Crank-Nicolson-differential quadrature method (CN-DQM) based on utilizing quintic B-splines as a tool has been carried out to obtain the numerical solutions for the nonlinear Schrödinger (NLS) equation. For this purpose, first of all, the Schrödinger equation has been converted into coupled real value differential equations and then they have been discretized using both the forward difference formula and the Crank-Nicolson method. After that, Rubin and Graves linearization techniques have been utilized and the differential quadrature method has been applied to obtain an algebraic equation system. Next, in order to be able to test the efficiency of the newly applied method, the error norms, L2 and L_{∞}, as well as the two lowest invariants, I1 and I2, have been computed. Besides those, the relative changes in those invariants have been presented. Finally, the newly obtained numerical results have been compared with some of those available in the literature for similar parameters. This comparison clearly indicates that the currently utilized method, namely CN-DQM, is an effective and efficient numerical scheme and allows us to propose to solve a wide range of nonlinear equations.

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

NASA Technical Reports Server (NTRS)

Segerman, Alan M.; Zedd, Michael F.

2003-01-01

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

Recursive linearization of multibody dynamics equations of motion

NASA Technical Reports Server (NTRS)

Lin, Tsung-Chieh; Yae, K. Harold

1989-01-01

The equations of motion of a multibody system are nonlinear in nature, and thus pose a difficult problem in linear control design. One approach is to have a first-order approximation through the numerical perturbations at a given configuration, and to design a control law based on the linearized model. Here, a linearized model is generated analytically by following the footsteps of the recursive derivation of the equations of motion. The equations of motion are first written in a Newton-Euler form, which is systematic and easy to construct; then, they are transformed into a relative coordinate representation, which is more efficient in computation. A new computational method for linearization is obtained by applying a series of first-order analytical approximations to the recursive kinematic relationships. The method has proved to be computationally more efficient because of its recursive nature. It has also turned out to be more accurate because of the fact that analytical perturbation circumvents numerical differentiation and other associated numerical operations that may accumulate computational error, thus requiring only analytical operations of matrices and vectors. The power of the proposed linearization algorithm is demonstrated, in comparison to a numerical perturbation method, with a two-link manipulator and a seven degrees of freedom robotic manipulator. Its application to control design is also demonstrated.

Lumped Model Generation and Evaluation: Sensitivity and Lie Algebraic Techniques with Applications to Combustion

DTIC Science & Technology

1989-03-03

address global parameter space mapping issues for first order differential equations. The rigorous criteria for the existence of exact lumping by linear projective transformations was also established.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

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

Linearized Model of an Actively Controlled Cable for a Carlina Diluted Telescope

NASA Astrophysics Data System (ADS)

Andersen, T.; Le Coroller, H.; Owner-Petersen, M.; Dejonghe, J.

2014-04-01

The Carlina thinned pupil telescope has a focal unit (``gondola'') suspended by cables over the primary mirror. To predict the structural behavior of the gondola system, a simulation building block of a single cable is needed. A preloaded cable is a strongly non-linear system and can be modeled either with partial differential equations or non-linear finite elements. Using the latter, we set up an iteration procedure for determination of the static cable form and we formulate the necessary second-order differential equations for such a model. We convert them to a set of first-order differential equations (an ``ABCD''-model). Symmetrical in-plane eigenmodes and ``axial'' eigenmodes are the only eigenmodes that play a role in practice for a taut cable. Using the model and a generic suspension, a parameter study is made to find the influence of various design parameters. We conclude that the cable should be as stiff and thick as practically possible with a fairly high preload. Steel or Aramid are suitable materials. Further, placing the cable winches on the gondola and not on the ground does not provide significant advantages. Finally, it seems that use of reaction-wheels and/or reaction-masses will make the way for more accurate control of the gondola position under wind load. An adaptive stage with tip/tilt/piston correction for subapertures together with a focus and guiding system for freezing the fringes must also be studied.

A macroscopic plasma Lagrangian and its application to wave interactions and resonances

NASA Technical Reports Server (NTRS)

Peng, Y. K. M.

1974-01-01

The derivation of a macroscopic plasma Lagrangian is considered, along with its application to the description of nonlinear three-wave interaction in a homogeneous plasma and linear resonance oscillations in a inhomogeneous plasma. One approach to obtain the Lagrangian is via the inverse problem of the calculus of variations for arbitrary first and second order quasilinear partial differential systems. Necessary and sufficient conditions for the given equations to be Euler-Lagrange equations of a Lagrangian are obtained. These conditions are then used to determine the transformations that convert some classes of non-Euler-Lagrange equations to Euler-Lagrange equation form. The Lagrangians for a linear resistive transmission line and a linear warm collisional plasma are derived as examples. Using energy considerations, the correct macroscopic plasma Lagrangian is shown to differ from the velocity-integrated low Lagrangian by a macroscopic potential energy that equals twice the particle thermal kinetic energy plus the energy lost by heat conduction.

Direct Shear Failure in Reinforced Concrete Beams under Impulsive Loading

DTIC Science & Technology

1983-09-01

115 References ............... ............................. 119 Tables . ............................. 124 Figures ............ 1..............30...8217. : = differentiable functions of time 1 = elastic modulus enhancement function 4) 41’ = constants for a given mode W’, = frequency w tfirst thickness-shear...are defined by linear partial differential equations. The analytic results are compared to data gathered on one-way slabs loaded with impulsive blast

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.

Dissipative tunnelling by means of scaled trajectories

NASA Astrophysics Data System (ADS)

Mousavi, S. V.; Miret-Artés, S.

2018-06-01

Dissipative quantum tunnelling through an inverted parabolic barrier is considered in the presence of an electric field. A Schrödinger-Langevin or Kostin quantum-classical transition wave equation is used and applied resulting in a scaled differential equation of motion. A Gaussian wave packet solution to the resulting scaled Kostin nonlinear equation is assumed and compared to the same solution for the scaled linear Caldirola-Kanai equation. The resulting scaled trajectories are obtained at different dynamical regimes and friction cases, showing the gradual decoherence process in this open dynamics. Theoretical results show that the transmission probabilities are always higher in the Kostin approach than in the Caldirola-Kanai approach in the presence or not of an external electric field. This discrepancy should be understood due to the presence of an environment since the corresponding open dynamics should be governed by nonlinear quantum equations, whereas the second approach is issued from an effective Hamiltonian within a linear theory.

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.

An Efficient Spectral Method for Ordinary Differential Equations with Rational Function Coefficients

NASA Technical Reports Server (NTRS)

Coutsias, Evangelos A.; Torres, David; Hagstrom, Thomas

1994-01-01

We present some relations that allow the efficient approximate inversion of linear differential operators with rational function coefficients. We employ expansions in terms of a large class of orthogonal polynomial families, including all the classical orthogonal polynomials. These families obey a simple three-term recurrence relation for differentiation, which implies that on an appropriately restricted domain the differentiation operator has a unique banded inverse. The inverse is an integration operator for the family, and it is simply the tridiagonal coefficient matrix for the recurrence. Since in these families convolution operators (i.e. matrix representations of multiplication by a function) are banded for polynomials, we are able to obtain a banded representation for linear differential operators with rational coefficients. This leads to a method of solution of initial or boundary value problems that, besides having an operation count that scales linearly with the order of truncation N, is computationally well conditioned. Among the applications considered is the use of rational maps for the resolution of sharp interior layers.

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.

The renormalization group and the implicit function theorem for amplitude equations

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

Kirkinis, Eleftherios

2008-07-15

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

Limitations and Tolerances in Optical Devices

NASA Astrophysics Data System (ADS)

Jackman, Neil Allan

The performance of optical systems is limited by the imperfections of their components. Many of the devices in optical systems including optical fiber amplifiers, multimode transmission lines and multilayered media such as mirrors, windows and filters, are modeled by coupled line equations. This investigation includes: (i) a study of the limitations imposed on a wavelength multiplexed unidirectional ring by the non-uniformities of the gain spectra of Erbium-doped optical fiber amplifiers. We find numerical solutions for non-linear coupled power differential equations and use these solutions to compare the signal -to-noise ratios and signal levels at different nodes. (ii) An analytical study of the tolerances of imperfect multimode media which support forward traveling modes. The complex mode amplitudes are related by linear coupled differential equations. We use analytical methods to derive extended equations for the expected mode powers and give heuristic limits for their regions of validity. These results compare favorably to exact solutions found for a special case. (iii) A study of the tolerances of multilayered media in the presence of optical thickness imperfections. We use analytical methods including Kronecker producers, to calculate the reflection and transmission statistics of the media. Monte Carlo simulations compare well to our analytical method.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

A computational algorithm for spacecraft control and momentum management

NASA Technical Reports Server (NTRS)

Dzielski, John; Bergmann, Edward; Paradiso, Joseph

1990-01-01

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

Numerical method for the solution of large systems of differential equations of the boundary layer type

NASA Technical Reports Server (NTRS)

Green, M. J.; Nachtsheim, P. R.

1972-01-01

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

On the Importance of the Dynamics of Discretizations

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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.

SCI Identification (SCIDNT) program user's guide. [maximum likelihood method for linear rotorcraft models

NASA Technical Reports Server (NTRS)

1979-01-01

The computer program Linear SCIDNT which evaluates rotorcraft stability and control coefficients from flight or wind tunnel test data is described. It implements the maximum likelihood method to maximize the likelihood function of the parameters based on measured input/output time histories. Linear SCIDNT may be applied to systems modeled by linear constant-coefficient differential equations. This restriction in scope allows the application of several analytical results which simplify the computation and improve its efficiency over the general nonlinear case.

Design of Linear Quadratic Regulators and Kalman Filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L.

1986-01-01

AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.

On the optimal systems of subalgebras for the equations of hydrodynamic stability analysis of smooth shear flows and their group-invariant solutions

NASA Astrophysics Data System (ADS)

Hau, Jan-Niklas; Oberlack, Martin; Chagelishvili, George

2017-04-01

We present a unifying solution framework for the linearized compressible equations for two-dimensional linearly sheared unbounded flows using the Lie symmetry analysis. The full set of symmetries that are admitted by the underlying system of equations is employed to systematically derive the one- and two-dimensional optimal systems of subalgebras, whose connected group reductions lead to three distinct invariant ansatz functions for the governing sets of partial differential equations (PDEs). The purpose of this analysis is threefold and explicitly we show that (i) there are three invariant solutions that stem from the optimal system. These include a general ansatz function with two free parameters, as well as the ansatz functions of the Kelvin mode and the modal approach. Specifically, the first approach unifies these well-known ansatz functions. By considering two limiting cases of the free parameters and related algebraic transformations, the general ansatz function is reduced to either of them. This fact also proves the existence of a link between the Kelvin mode and modal ansatz functions, as these appear to be the limiting cases of the general one. (ii) The Lie algebra associated with the Lie group admitted by the PDEs governing the compressible dynamics is a subalgebra associated with the group admitted by the equations governing the incompressible dynamics, which allows an additional (scaling) symmetry. Hence, any consequences drawn from the compressible case equally hold for the incompressible counterpart. (iii) In any of the systems of ordinary differential equations, derived by the three ansatz functions in the compressible case, the linearized potential vorticity is a conserved quantity that allows us to analyze vortex and wave mode perturbations separately.

On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.

1986-01-01

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Application of differential transformation method for solving dengue transmission mathematical model

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Mean, covariance, and effective dimension of stochastic distributed delay dynamics

NASA Astrophysics Data System (ADS)

René, Alexandre; Longtin, André

2017-11-01

Dynamical models are often required to incorporate both delays and noise. However, the inherently infinite-dimensional nature of delay equations makes formal solutions to stochastic delay differential equations (SDDEs) challenging. Here, we present an approach, similar in spirit to the analysis of functional differential equations, but based on finite-dimensional matrix operators. This results in a method for obtaining both transient and stationary solutions that is directly amenable to computation, and applicable to first order differential systems with either discrete or distributed delays. With fewer assumptions on the system's parameters than other current solution methods and no need to be near a bifurcation, we decompose the solution to a linear SDDE with arbitrary distributed delays into natural modes, in effect the eigenfunctions of the differential operator, and show that relatively few modes can suffice to approximate the probability density of solutions. Thus, we are led to conclude that noise makes these SDDEs effectively low dimensional, which opens the possibility of practical definitions of probability densities over their solution space.

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

NASA Astrophysics Data System (ADS)

Recchioni, Maria Cristina

2001-12-01

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

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.

A simplified computer program for the prediction of the linear stability behavior of liquid propellant combustors

NASA Technical Reports Server (NTRS)

Mitchell, C. E.; Eckert, K.

1979-01-01

A program for predicting the linear stability of liquid propellant rocket engines is presented. The underlying model assumptions and analytical steps necessary for understanding the program and its input and output are also given. The rocket engine is modeled as a right circular cylinder with an injector with a concentrated combustion zone, a nozzle, finite mean flow, and an acoustic admittance, or the sensitive time lag theory. The resulting partial differential equations are combined into two governing integral equations by the use of the Green's function method. These equations are solved using a successive approximation technique for the small amplitude (linear) case. The computational method used as well as the various user options available are discussed. Finally, a flow diagram, sample input and output for a typical application and a complete program listing for program MODULE are presented.

The use of Galerkin finite-element methods to solve mass-transport equations

USGS Publications Warehouse

Grove, David B.

1977-01-01

The partial differential equation that describes the transport and reaction of chemical solutes in porous media was solved using the Galerkin finite-element technique. These finite elements were superimposed over finite-difference cells used to solve the flow equation. Both convection and flow due to hydraulic dispersion were considered. Linear and Hermite cubic approximations (basis functions) provided satisfactory results: however, the linear functions were computationally more efficient for two-dimensional problems. Successive over relaxation (SOR) and iteration techniques using Tchebyschef polynomials were used to solve the sparce matrices generated using the linear and Hermite cubic functions, respectively. Comparisons of the finite-element methods to the finite-difference methods, and to analytical results, indicated that a high degree of accuracy may be obtained using the method outlined. The technique was applied to a field problem involving an aquifer contaminated with chloride, tritium, and strontium-90. (Woodard-USGS)

The Routine Fitting of Kinetic Data to Models

PubMed Central

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

1962-01-01

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

Optimal control of parametric oscillations of compressed flexible bars

NASA Astrophysics Data System (ADS)

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

2018-05-01

In this paper the problem of damping of the linear systems oscillations with piece-wise constant control is solved. The motion of bar construction is reduced to the form described by Hill's differential equation using the Bubnov-Galerkin method. To calculate switching moments of the one-side control the method of sequential linear programming is used. The elements of the fundamental matrix of the Hill's equation are approximated by trigonometric series. Examples of the optimal control of the systems for various initial conditions and different number of control stages have been calculated. The corresponding phase trajectories and transient processes are represented.

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, A. E.; Epton, M. A.

1981-01-01

Panel aerodynamics (PAN AIR) is a system of computer programs designed to analyze subsonic and supersonic inviscid flows about arbitrary configurations. A panel method is a program which solves a linear partial differential equation by approximating the configuration surface by a set of panels. An overview of the theory of potential flow in general and PAN AIR in particular is given along with detailed mathematical formulations. Fluid dynamics, the Navier-Stokes equation, and the theory of panel methods were also discussed.

Simulation of creep effects in framework of a geometrically nonlinear endochronic theory of inelasticity

NASA Astrophysics Data System (ADS)

Zabavnikova, T. A.; Kadashevich, Yu. I.; Pomytkin, S. P.

2018-05-01

A geometric non-linear endochronic theory of inelasticity in tensor parametric form is considered. In the framework of this theory, the creep strains are modelled. The effect of various schemes of applying stresses and changing of material properties on the development of creep strains is studied. The constitutive equations of the model are represented by non-linear systems of ordinary differential equations which are solved in MATLAB environment by implicit difference method. Presented results demonstrate a good qualitative agreement of theoretical data and experimental observations including the description of the tertiary creep and pre-fracture of materials.

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

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

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

PubMed

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

2014-07-04

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

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

PubMed Central

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

2014-01-01

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

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

NASA Technical Reports Server (NTRS)

Morozov, S. K.; Krasitskiy, O. P.

1978-01-01

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

Nonlinear differential equations for the wavefront surface at arbitrary Hartmann-plane distances.

PubMed

Téllez-Quiñones, Alejandro; Malacara-Doblado, Daniel; Flores-Hernández, Ricardo; Gutiérrez-Hernández, David A; León-Rodríguez, Miguel

2016-03-20

In the Hartmann test, a wave aberration function W is estimated from the information of the spot diagram drawn in an observation plane. The distance from a reference plane to the observation plane, the Hartmann-plane distance, is typically chosen as z=f, where f is the radius of a reference sphere. The function W and the transversal aberrations {X,Y} calculated at the plane z=f are related by two well-known linear differential equations. Here, we propose two nonlinear differential equations to denote a more general relation between W and the transversal aberrations {U,V} calculated at any arbitrary Hartmann-plane distance z=r. We also show how to directly estimate the wavefront surface w from the information of {U,V}. The use of arbitrary r values could improve the reliability of the measurements of W, or w, when finding difficulties in adequate ray identification at z=f.

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.

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.

Cosmological perturbations in mimetic Horndeski gravity

NASA Astrophysics Data System (ADS)

Arroja, Frederico; Bartolo, Nicola; Karmakar, Purnendu; Matarrese, Sabino

2016-04-01

We study linear scalar perturbations around a flat FLRW background in mimetic Horndeski gravity. In the absence of matter, we show that the Newtonian potential satisfies a second-order differential equation with no spatial derivatives. This implies that the sound speed for scalar perturbations is exactly zero on this background. We also show that in mimetic G3 theories the sound speed is equally zero. We obtain the equation of motion for the comoving curvature perturbation (first order differential equation) and solve it to find that the comoving curvature perturbation is constant on all scales in mimetic Horndeski gravity. We find solutions for the Newtonian potential evolution equation in two simple models. Finally we show that the sound speed is zero on all backgrounds and therefore the system does not have any wave-like scalar degrees of freedom.

Adjoint Method and Predictive Control for 1-D Flow in NASA Ames 11-Foot Transonic Wind Tunnel

NASA Technical Reports Server (NTRS)

Nguyen, Nhan; Ardema, Mark

2006-01-01

This paper describes a modeling method and a new optimal control approach to investigate a Mach number control problem for the NASA Ames 11-Foot Transonic Wind Tunnel. The flow in the wind tunnel is modeled by the 1-D unsteady Euler equations whose boundary conditions prescribe a controlling action by a compressor. The boundary control inputs to the compressor are in turn controlled by a drive motor system and an inlet guide vane system whose dynamics are modeled by ordinary differential equations. The resulting Euler equations are thus coupled to the ordinary differential equations via the boundary conditions. Optimality conditions are established by an adjoint method and are used to develop a model predictive linear-quadratic optimal control for regulating the Mach number due to a test model disturbance during a continuous pitch

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation (ODE) Models with Mixed Effects

PubMed Central

Chow, Sy-Miin; Bendezú, Jason J.; Cole, Pamela M.; Ram, Nilam

2016-01-01

Several approaches currently exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA), generalized local linear approximation (GLLA), and generalized orthogonal local derivative approximation (GOLD). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children’s self-regulation. PMID:27391255

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects.

PubMed

Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam

2016-01-01

Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation.

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

New numerical approximation of fractional derivative with non-local and non-singular kernel: Application to chaotic models

NASA Astrophysics Data System (ADS)

Toufik, Mekkaoui; Atangana, Abdon

2017-10-01

Recently a new concept of fractional differentiation with non-local and non-singular kernel was introduced in order to extend the limitations of the conventional Riemann-Liouville and Caputo fractional derivatives. A new numerical scheme has been developed, in this paper, for the newly established fractional differentiation. We present in general the error analysis. The new numerical scheme was applied to solve linear and non-linear fractional differential equations. We do not need a predictor-corrector to have an efficient algorithm, in this method. The comparison of approximate and exact solutions leaves no doubt believing that, the new numerical scheme is very efficient and converges toward exact solution very rapidly.

Hipergeometric solutions to some nonhomogeneous equations of fractional order

NASA Astrophysics Data System (ADS)

Olivares, Jorge; Martin, Pablo; Maass, Fernando

2017-12-01

In this paper a study is performed to the solution of the linear non homogeneous fractional order alpha differential equation equal to I 0(x), where I 0(x) is the modified Bessel function of order zero, the initial condition is f(0)=0 and 0 < alpha < 1. Caputo definition for the fractional derivatives is considered. Fractional derivatives have become important in physical and chemical phenomena as visco-elasticity and visco-plasticity, anomalous diffusion and electric circuits. In particular in this work the values of alpha=1/2, 1/4 and 3/4. are explicitly considered . In these cases Laplace transform is applied, and later the inverse Laplace transform leads to the solutions of the differential equation, which become hypergeometric functions.

The role of nonlinear critical layers in boundary layer transition

NASA Technical Reports Server (NTRS)

Goldstein, M.E.

1995-01-01

Asymptotic methods are used to describe the nonlinear self-interaction between pairs of oblique instability modes that eventually develops when initially linear spatially growing instability waves evolve downstream in nominally two-dimensional laminar boundary layers. The first nonlinear reaction takes place locally within a so-called 'critical layer', with the flow outside this layer consisting of a locally parallel mean flow plus a pair of oblique instability waves - which may or may not be accompanied by an associated plane wave. The amplitudes of these waves, which are completely determined by nonlinear effects within the critical layer, satisfy either a single integro-differential equation or a pair of integro-differential equations with quadratic to quartic-type nonlinearities. The physical implications of these equations are discussed.

ML 3.0 smoothed aggregation user's guide.

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

Sala, Marzio; Hu, Jonathan Joseph; Tuminaro, Raymond Stephen

2004-05-01

ML is a multigrid preconditioning package intended to solve linear systems of equations Az = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. ML should be used on large sparse linear systems arising from partial differential equation (PDE) discretizations. While technically any linear system can be considered, ML should be used on linear systems that correspond to things that work well with multigrid methods (e.g. elliptic PDEs). ML can be used as a stand-alone package ormore » to generate preconditioners for a traditional iterative solver package (e.g. Krylov methods). We have supplied support for working with the AZTEC 2.1 and AZTECOO iterative package [15]. However, other solvers can be used by supplying a few functions. This document describes one specific algebraic multigrid approach: smoothed aggregation. This approach is used within several specialized multigrid methods: one for the eddy current formulation for Maxwell's equations, and a multilevel and domain decomposition method for symmetric and non-symmetric systems of equations (like elliptic equations, or compressible and incompressible fluid dynamics problems). Other methods exist within ML but are not described in this document. Examples are given illustrating the problem definition and exercising multigrid options.« less

ML 3.1 smoothed aggregation user's guide.

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

Sala, Marzio; Hu, Jonathan Joseph; Tuminaro, Raymond Stephen

2004-10-01

ML is a multigrid preconditioning package intended to solve linear systems of equations Ax = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. ML should be used on large sparse linear systems arising from partial differential equation (PDE) discretizations. While technically any linear system can be considered, ML should be used on linear systems that correspond to things that work well with multigrid methods (e.g. elliptic PDEs). ML can be used as a stand-alone package ormore » to generate preconditioners for a traditional iterative solver package (e.g. Krylov methods). We have supplied support for working with the Aztec 2.1 and AztecOO iterative package [16]. However, other solvers can be used by supplying a few functions. This document describes one specific algebraic multigrid approach: smoothed aggregation. This approach is used within several specialized multigrid methods: one for the eddy current formulation for Maxwell's equations, and a multilevel and domain decomposition method for symmetric and nonsymmetric systems of equations (like elliptic equations, or compressible and incompressible fluid dynamics problems). Other methods exist within ML but are not described in this document. Examples are given illustrating the problem definition and exercising multigrid options.« less

New non-linear model of groundwater recharge: Inclusion of memory, heterogeneity and visco-elasticity

NASA Astrophysics Data System (ADS)

Spannenberg, Jescica; Atangana, Abdon; Vermeulen, P. D.

2017-09-01

Fractional differentiation has adequate use for investigating real world scenarios related to geological formations associated with elasticity, heterogeneity, viscoelasticity, and the memory effect. Since groundwater systems exist in these geological formations, modelling groundwater recharge as a real world scenario is a challenging task to do because existing recharge estimation methods are governed by linear equations which make use of constant field parameters. This is inadequate because in reality these parameters are a function of both space and time. This study therefore concentrates on modifying the recharge equation governing the EARTH model, by application of the Eton approach. Accordingly, this paper presents a modified equation which is non-linear, and accounts for parameters in a way that it is a function of both space and time. To be more specific, herein, recharge and drainage resistance which are parameters within the equation, became a function of both space and time. Additionally, the study entailed solving the non-linear equation using an iterative method as well as numerical solutions by means of the Crank-Nicolson scheme. The numerical solutions were used alongside the Riemann-Liouville, Caputo-Fabrizio, and Atangana-Baleanu derivatives, so that account was taken for elasticity, heterogeneity, viscoelasticity, and the memory effect. In essence, this paper presents a more adequate model for recharge estimation.

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

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

NASA Astrophysics Data System (ADS)

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

1988-11-01

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

Generalized Lagrangian Jacobi Gauss collocation method for solving unsteady isothermal gas through a micro-nano porous medium

NASA Astrophysics Data System (ADS)

Parand, Kourosh; Latifi, Sobhan; Delkhosh, Mehdi; Moayeri, Mohammad M.

2018-01-01

In the present paper, a new method based on the Generalized Lagrangian Jacobi Gauss (GLJG) collocation method is proposed. The nonlinear Kidder equation, which explains unsteady isothermal gas through a micro-nano porous medium, is a second-order two-point boundary value ordinary differential equation on the unbounded interval [0, ∞). Firstly, using the quasilinearization method, the equation is converted to a sequence of linear ordinary differential equations. Then, by using the GLJG collocation method, the problem is reduced to solving a system of algebraic equations. It must be mentioned that this equation is solved without domain truncation and variable changing. A comparison with some numerical solutions made and the obtained results indicate that the presented solution is highly accurate. The important value of the initial slope, y'(0), is obtained as -1.191790649719421734122828603800159364 for η = 0.5. Comparing to the best result obtained so far, it is accurate up to 36 decimal places.

Portent of Heine's Reciprocal Square Root Identity

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

Cohl, H W

Precise efforts in theoretical astrophysics are needed to fully understand the mechanisms that govern the structure, stability, dynamics, formation, and evolution of differentially rotating stars. Direct computation of the physical attributes of a star can be facilitated by the use of highly compact azimuthal and separation angle Fourier formulations of the Green's functions for the linear partial differential equations of mathematical physics.

Properties of finite difference models of non-linear conservative oscillators

NASA Technical Reports Server (NTRS)

Mickens, R. E.

1988-01-01

Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.

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.

Computer Algebra Systems in Undergraduate Instruction.

ERIC Educational Resources Information Center

Small, Don; And Others

1986-01-01

Computer algebra systems (such as MACSYMA and muMath) can carry out many of the operations of calculus, linear algebra, and differential equations. Use of them with sketching graphs of rational functions and with other topics is discussed. (MNS)

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

New Operational Matrices for Solving Fractional Differential Equations on the Half-Line

PubMed Central

2015-01-01

In this paper, the fractional-order generalized Laguerre operational matrices (FGLOM) of fractional derivatives and fractional integration are derived. These operational matrices are used together with spectral tau method for solving linear fractional differential equations (FDEs) of order ν (0 < ν < 1) on the half line. An upper bound of the absolute errors is obtained for the approximate and exact solutions. Fractional-order generalized Laguerre pseudo-spectral approximation is investigated for solving nonlinear initial value problem of fractional order ν. The extension of the fractional-order generalized Laguerre pseudo-spectral method is given to solve systems of FDEs. We present the advantages of using the spectral schemes based on fractional-order generalized Laguerre functions and compare them with other methods. Several numerical examples are implemented for FDEs and systems of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques. PMID:25996369

The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2018-09-01

It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect. Earlier we have proposed the consentaneous model of the financial markets based on the non-linear stochastic differential equations. The consentaneous model successfully reproduces empirical probability and power spectral densities of volatility. This approach is qualitatively different from models built using fractional Brownian motion. In this contribution we investigate burst and inter-burst duration statistics of volatility in the financial markets employing the consentaneous model. Our analysis provides an evidence that empirical statistical properties of burst and inter-burst duration can be explained by non-linear stochastic differential equations driving the volatility in the financial markets. This serves as an strong argument that long-range memory in finance can have spurious nature.

New operational matrices for solving fractional differential equations on the half-line.

PubMed

Bhrawy, Ali H; Taha, Taha M; Alzahrani, Ebraheem O; Alzahrani, Ebrahim O; Baleanu, Dumitru; Alzahrani, Abdulrahim A

2015-01-01

In this paper, the fractional-order generalized Laguerre operational matrices (FGLOM) of fractional derivatives and fractional integration are derived. These operational matrices are used together with spectral tau method for solving linear fractional differential equations (FDEs) of order ν (0 < ν < 1) on the half line. An upper bound of the absolute errors is obtained for the approximate and exact solutions. Fractional-order generalized Laguerre pseudo-spectral approximation is investigated for solving nonlinear initial value problem of fractional order ν. The extension of the fractional-order generalized Laguerre pseudo-spectral method is given to solve systems of FDEs. We present the advantages of using the spectral schemes based on fractional-order generalized Laguerre functions and compare them with other methods. Several numerical examples are implemented for FDEs and systems of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques.

Recursive-operator method in vibration problems for rod systems

NASA Astrophysics Data System (ADS)

Rozhkova, E. V.

2009-12-01

Using linear differential equations with constant coefficients describing one-dimensional dynamical processes as an example, we show that the solutions of these equations and systems are related to the solution of the corresponding numerical recursion relations and one does not have to compute the roots of the corresponding characteristic equations. The arbitrary functions occurring in the general solution of the homogeneous equations are determined by the initial and boundary conditions or are chosen from various classes of analytic functions. The solutions of the inhomogeneous equations are constructed in the form of integro-differential series acting on the right-hand side of the equation, and the coefficients of the series are determined from the same recursion relations. The convergence of formal solutions as series of a more general recursive-operator construction was proved in [1]. In the special case where the solutions of the equation can be represented in separated variables, the power series can be effectively summed, i.e., expressed in terms of elementary functions, and coincide with the known solutions. In this case, to determine the natural vibration frequencies, one obtains algebraic rather than transcendental equations, which permits exactly determining the imaginary and complex roots of these equations without using the graphic method [2, pp. 448-449]. The correctness of the obtained formulas (differentiation formulas, explicit expressions for the series coefficients, etc.) can be verified directly by appropriate substitutions; therefore, we do not prove them here.

Closed-form solution for static pull-in voltage of electrostatically actuated clamped-clamped micro/nano beams under the effect of fringing field and van der Waals force

NASA Astrophysics Data System (ADS)

Bhojawala, V. M.; Vakharia, D. P.

2017-12-01

This investigation provides an accurate prediction of static pull-in voltage for clamped-clamped micro/nano beams based on distributed model. The Euler-Bernoulli beam theory is used adapting geometric non-linearity of beam, internal (residual) stress, van der Waals force, distributed electrostatic force and fringing field effects for deriving governing differential equation. The Galerkin discretisation method is used to make reduced-order model of the governing differential equation. A regime plot is presented in the current work for determining the number of modes required in reduced-order model to obtain completely converged pull-in voltage for micro/nano beams. A closed-form relation is developed based on the relationship obtained from curve fitting of pull-in instability plots and subsequent non-linear regression for the proposed relation. The output of regression analysis provides Chi-square (χ 2) tolerance value equals to 1  ×  10-9, adjusted R-square value equals to 0.999 29 and P-value equals to zero, these statistical parameters indicate the convergence of non-linear fit, accuracy of fitted data and significance of the proposed model respectively. The closed-form equation is validated using available data of experimental and numerical results. The relative maximum error of 4.08% in comparison to several available experimental and numerical data proves the reliability of the proposed closed-form equation.

BLUES function method in computational physics

NASA Astrophysics Data System (ADS)

Indekeu, Joseph O.; Müller-Nedebock, Kristian K.

2018-04-01

We introduce a computational method in physics that goes ‘beyond linear use of equation superposition’ (BLUES). A BLUES function is defined as a solution of a nonlinear differential equation (DE) with a delta source that is at the same time a Green’s function for a related linear DE. For an arbitrary source, the BLUES function can be used to construct an exact solution to the nonlinear DE with a different, but related source. Alternatively, the BLUES function can be used to construct an approximate piecewise analytical solution to the nonlinear DE with an arbitrary source. For this alternative use the related linear DE need not be known. The method is illustrated in a few examples using analytical calculations and numerical computations. Areas for further applications are suggested.

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.

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.

Functional differentiability in time-dependent quantum mechanics.

PubMed

Penz, Markus; Ruggenthaler, Michael

2015-03-28

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

On shifted Jacobi spectral method for high-order multi-point boundary value problems

NASA Astrophysics Data System (ADS)

Doha, E. H.; Bhrawy, A. H.; Hafez, R. M.

2012-10-01

This paper reports a spectral tau method for numerically solving multi-point boundary value problems (BVPs) of linear high-order ordinary differential equations. The construction of the shifted Jacobi tau approximation is based on conventional differentiation. This use of differentiation allows the imposition of the governing equation at the whole set of grid points and the straight forward implementation of multiple boundary conditions. Extension of the tau method for high-order multi-point BVPs with variable coefficients is treated using the shifted Jacobi Gauss-Lobatto quadrature. Shifted Jacobi collocation method is developed for solving nonlinear high-order multi-point BVPs. The performance of the proposed methods is investigated by considering several examples. Accurate results and high convergence rates are achieved.

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

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

Realization of preconditioned Lanczos and conjugate gradient algorithms on optical linear algebra processors.

PubMed

Ghosh, A

1988-08-01

Lanczos and conjugate gradient algorithms are important in computational linear algebra. In this paper, a parallel pipelined realization of these algorithms on a ring of optical linear algebra processors is described. The flow of data is designed to minimize the idle times of the optical multiprocessor and the redundancy of computations. The effects of optical round-off errors on the solutions obtained by the optical Lanczos and conjugate gradient algorithms are analyzed, and it is shown that optical preconditioning can improve the accuracy of these algorithms substantially. Algorithms for optical preconditioning and results of numerical experiments on solving linear systems of equations arising from partial differential equations are discussed. Since the Lanczos algorithm is used mostly with sparse matrices, a folded storage scheme to represent sparse matrices on spatial light modulators is also described.

Calculation of prevalence estimates through differential equations: application to stroke-related disability.

PubMed

Mar, Javier; Sainz-Ezkerra, María; Moler-Cuiral, Jose Antonio

2008-01-01

Neurological diseases now make up 6.3% of the global burden of disease mainly because they cause disability. To assess disability, prevalence estimates are needed. The objective of this study is to apply a method based on differential equations to calculate the prevalence of stroke-related disability. On the basis of a flow diagram, a set of differential equations for each age group was constructed. The linear system was solved analytically and numerically. The parameters of the system were obtained from the literature. The model was validated and calibrated by comparison with previous results. The stroke prevalence rate per 100,000 men was 828, and the rate for stroke-related disability was 331. The rates steadily rose with age, but the group between the ages of 65 and 74 years had the highest total number of individuals. Differential equations are useful to represent the natural history of neurological diseases and to make possible the calculation of the prevalence for the various states of disability. In our experience, when compared with the results obtained by Markov models, the benefit of the continuous use of time outweighs the mathematical requirements of our model. (c) 2008 S. Karger AG, Basel.

(N+1)-dimensional fractional reduced differential transform method for fractional order partial differential equations

NASA Astrophysics Data System (ADS)

Arshad, Muhammad; Lu, Dianchen; Wang, Jun

2017-07-01

In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.

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

NASA Astrophysics Data System (ADS)

Kamimoto, Shingo; Kawai, Takahiro; Koike, Tatsuya

2016-12-01

Inspired by the symbol calculus of linear differential operators of infinite order applied to the Borel transformed WKB solutions of simple-pole type equation [Kamimoto et al. (RIMS Kôkyûroku Bessatsu B 52:127-146, 2014)], which is summarized in Section 1, we introduce in Section 2 the space of simple resurgent functions depending on a parameter with an infra-exponential type growth order, and then we define the assigning operator A which acts on the space and produces resurgent functions with essential singularities. In Section 3, we apply the operator A to the Borel transforms of the Voros coefficient and its exponentiation for the Whittaker equation with a large parameter so that we may find the Borel transforms of the Voros coefficient and its exponentiation for the boosted Whittaker equation with a large parameter. In Section 4, we use these results to find the explicit form of the alien derivatives of the Borel transformed WKB solutions of the boosted Whittaker equation with a large parameter. The results in this paper manifest the importance of resurgent functions with essential singularities in developing the exact WKB analysis, the WKB analysis based on the resurgent function theory. It is also worth emphasizing that the concrete form of essential singularities we encounter is expressed by the linear differential operators of infinite order.

Aerodynamic Design Optimization on Unstructured Meshes Using the Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Anderson, W. Kyle

1998-01-01

A discrete adjoint method is developed and demonstrated for aerodynamic design optimization on unstructured grids. The governing equations are the three-dimensional Reynolds-averaged Navier-Stokes equations coupled with a one-equation turbulence model. A discussion of the numerical implementation of the flow and adjoint equations is presented. Both compressible and incompressible solvers are differentiated and the accuracy of the sensitivity derivatives is verified by comparing with gradients obtained using finite differences. Several simplifying approximations to the complete linearization of the residual are also presented, and the resulting accuracy of the derivatives is examined. Demonstration optimizations for both compressible and incompressible flows are given.

The Jeffcott equations in nonlinear rotordynamics

NASA Technical Reports Server (NTRS)

Zalik, R. A.

1987-01-01

The Jeffcott equations are a system of coupled differential equations representing the behavior of a rotating shaft. This is a simple model which allows investigation of the basic dynamic behavior of rotating machinery. Nolinearities can be introduced by taking into consideration deadband, side force, and rubbing, among others. The properties of the solutions of the Jeffcott equations with deadband are studied. In particular, it is shown how bounds for the solution of these equations can be obtained from bounds for the solutions of the linearized equations. By studying the behavior of the Fourier transforms of the solutions, we are also able to predict the onset of destructive vibrations. These conclusions are verified by means of numerical solutions of the equations, and of power spectrum density (PSD) plots. This study offers insight into a possible detection method to determine pump stability margins during flight and hot fire tests, and was motivated by the need to explain a phenomenon observed in the development phase of the cryogenic pumps of the Space Shuttle, during hot fire ground testing; namely, the appearance of vibrations at frequencies that could not be accounted for by means of linear models.

Some New Results in Astrophysical Problems of Nonlinear Theory of Radiative Transfer

NASA Astrophysics Data System (ADS)

Pikichyan, H. V.

2017-07-01

In the interpretation of the observed astrophysical spectra, a decisive role is related to nonlinear problems of radiative transfer, because the processes of multiple interactions of matter of cosmic medium with the exciting intense radiation ubiquitously occur in astrophysical objects, and in their vicinities. Whereas, the intensity of the exciting radiation changes the physical properties of the original medium, and itself was modified, simultaneously, in a self-consistent manner under its influence. In the present report, we show that the consistent application of the principle of invariance in the nonlinear problem of bilateral external illumination of a scattering/absorbing one-dimensional anisotropic medium of finite geometrical thickness allows for simplifications that were previously considered as a prerogative only of linear problems. The nonlinear problem is analyzed through the three methods of the principle of invariance: (i) an adding of layers, (ii) its limiting form, described by differential equations of invariant imbedding, and (iii) a transition to the, so-called, functional equations of the "Ambartsumyan's complete invariance". Thereby, as an alternative to the Boltzmann equation, a new type of equations, so-called "kinetic equations of equivalence", are obtained. By the introduction of new functions - the so-called "linear images" of solution of nonlinear problem of radiative transfer, the linear structure of the solution of the nonlinear problem under study is further revealed. Linear images allow to convert naturally the statistical characteristics of random walk of a "single quantum" or their "beam of unit intensity", as well as widely known "probabilistic interpretation of phenomena of transfer", to the field of nonlinear problems. The structure of the equations obtained for determination of linear images is typical of linear problems.

Optimal analytic method for the nonlinear Hasegawa-Mima equation

NASA Astrophysics Data System (ADS)

Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle

2014-05-01

The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.

Linear tearing mode stability equations for a low collisionality toroidal plasma

NASA Astrophysics Data System (ADS)

Connor, J. W.; Hastie, R. J.; Helander, P.

2009-01-01

Tearing mode stability is normally analysed using MHD or two-fluid Braginskii plasma models. However for present, or future, large hot tokamaks like JET or ITER the collisionality is such as to place them in the banana regime. Here we develop a linear stability theory for the resonant layer physics appropriate to such a regime. The outcome is a set of 'fluid' equations whose coefficients encapsulate all neoclassical physics: the neoclassical Ohm's law, enhanced ion inertia, cross-field transport of particles, heat and momentum all play a role. While earlier treatments have also addressed this type of neoclassical physics we differ in incorporating the more physically relevant 'semi-collisional fluid' regime previously considered in cylindrical geometry; semi-collisional effects tend to screen the resonant surface from the perturbed magnetic field, preventing reconnection. Furthermore we also include thermal physics, which may modify the results. While this electron description is of wide relevance and validity, the fluid treatment of the ions requires the ion banana orbit width to be less than the semi-collisional electron layer. This limits the application of the present theory to low magnetic shear—however, this is highly relevant to the sawtooth instability—or to colder ions. The outcome of the calculation is a set of one-dimensional radial differential equations of rather high order. However, various simplifications that reduce the computational task of solving these are discussed. In the collisional regime, when the set reduces to a single second-order differential equation, the theory extends previous work by Hahm et al (1988 Phys. Fluids 31 3709) to include diamagnetic-type effects arising from plasma gradients, both in Ohm's law and the ion inertia term of the vorticity equation. The more relevant semi-collisional regime pertaining to JET or ITER, is described by a pair of second-order differential equations, extending the cylindrical equations of Drake et al (1983 Phys. Fluids 26 2509) to toroidal geometry.

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.

Heat transfer in a one-dimensional harmonic crystal in a viscous environment subjected to an external heat supply

NASA Astrophysics Data System (ADS)

Gavrilov, S. N.; Krivtsov, A. M.; Tsvetkov, D. V.

2018-05-01

We consider unsteady heat transfer in a one-dimensional harmonic crystal surrounded by a viscous environment and subjected to an external heat supply. The basic equations for the crystal particles are stated in the form of a system of stochastic differential equations. We perform a continualization procedure and derive an infinite set of linear partial differential equations for covariance variables. An exact analytic solution describing unsteady ballistic heat transfer in the crystal is obtained. It is shown that the stationary spatial profile of the kinetic temperature caused by a point source of heat supply of constant intensity is described by the Macdonald function of zero order. A comparison with the results obtained in the framework of the classical heat equation is presented. We expect that the results obtained in the paper can be verified by experiments with laser excitation of low-dimensional nanostructures.

Absorbing boundary conditions for second-order hyperbolic equations

NASA Technical Reports Server (NTRS)

Jiang, Hong; Wong, Yau Shu

1989-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Searching fundamental information in ordinary differential equations. Nondimensionalization technique.

PubMed

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

2017-01-01

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

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.

Direct localization of poles of a meromorphic function from measurements on an incomplete boundary

NASA Astrophysics Data System (ADS)

Nara, Takaaki; Ando, Shigeru

2010-01-01

This paper proposes an algebraic method to reconstruct the positions of multiple poles in a meromorphic function field from measurements on an arbitrary simple arc in it. A novel issue is the exactness of the algorithm depending on whether the arc is open or closed, and whether it encloses or does not enclose the poles. We first obtain a differential equation that can equivalently determine the meromorphic function field. From it, we derive linear equations that relate the elementary symmetric polynomials of the pole positions to weighted integrals of the field along the simple arc and end-point terms of the arc when it is an open one. Eliminating the end-point terms based on an appropriate choice of weighting functions and a combination of the linear equations, we obtain a simple system of linear equations for solving the elementary symmetric polynomials. We also show that our algorithm can be applied to a 2D electric impedance tomography problem. The effects of the proximity of the poles, the number of measurements and noise on the localization accuracy are numerically examined.

Pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations

NASA Astrophysics Data System (ADS)

Al-Islam, Najja Shakir

In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.

The numerical dynamic for highly nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1992-01-01

Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

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.

Unsteady Magnetized Flow and Heat Transfer of a Viscoelastic fluid over a Stretching Surface

NASA Astrophysics Data System (ADS)

Ghosh, Sushil Kumar

2017-12-01

This paper is to study the flow of heated ferro-fluid over a stretching sheet under the influence of magnetic field. The fluid considered in the present investigation is a mixture of blood as well as fluid-dispersed magnetic nano particles and under this context blood is found to be the appropriate choice of viscoelastic, Walter's B fluid. The objective of the present work is to study the effect of various parameters found in the mathematical analysis. Taking into account the blood has zero electrical conductivity, magnetization effect has been considered in the governing equation of the present study with the use of ferro-fluid dynamics principle. By introducing appropriate non-dimensional variables into the governing equations of unsteady two-dimensional flow of viscoelastic fluid with heat transfer are converted to a set of ordinary differential equations with appropriate boundary conditions. Newton's linearization technique has been employed for the solution of non-linear ordinary differential equations. Important results found in the present investigation are the substantial influence of ferro-magnetic parameter, Prandlt number and the parameter associated with the thermal conductivity on the flow and heat transfer. It is observed that the presence of magnetic dipole essentially reduces the flow velocity in the vertical direction and that helps to damage the cancer cells in the tumor region.

Finite-horizon differential games for missile-target interception system using adaptive dynamic programming with input constraints

NASA Astrophysics Data System (ADS)

Sun, Jingliang; Liu, Chunsheng

2018-01-01

In this paper, the problem of intercepting a manoeuvring target within a fixed final time is posed in a non-linear constrained zero-sum differential game framework. The Nash equilibrium solution is found by solving the finite-horizon constrained differential game problem via adaptive dynamic programming technique. Besides, a suitable non-quadratic functional is utilised to encode the control constraints into a differential game problem. The single critic network with constant weights and time-varying activation functions is constructed to approximate the solution of associated time-varying Hamilton-Jacobi-Isaacs equation online. To properly satisfy the terminal constraint, an additional error term is incorporated in a novel weight-updating law such that the terminal constraint error is also minimised over time. By utilising Lyapunov's direct method, the closed-loop differential game system and the estimation weight error of the critic network are proved to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is demonstrated by using a simple non-linear system and a non-linear missile-target interception system, assuming first-order dynamics for the interceptor and target.

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.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Laplace transform homotopy perturbation method for the approximation of variational problems.

PubMed

Filobello-Nino, U; Vazquez-Leal, H; Rashidi, M M; Sedighi, H M; Perez-Sesma, A; Sandoval-Hernandez, M; Sarmiento-Reyes, A; Contreras-Hernandez, A D; Pereyra-Diaz, D; Hoyos-Reyes, C; Jimenez-Fernandez, V M; Huerta-Chua, J; Castro-Gonzalez, F; Laguna-Camacho, J R

2016-01-01

This article proposes the application of Laplace Transform-Homotopy Perturbation Method and some of its modifications in order to find analytical approximate solutions for the linear and nonlinear differential equations which arise from some variational problems. As case study we will solve four ordinary differential equations, and we will show that the proposed solutions have good accuracy, even we will obtain an exact solution. In the sequel, we will see that the square residual error for the approximate solutions, belongs to the interval [0.001918936920, 0.06334882582], which confirms the accuracy of the proposed methods, taking into account the complexity and difficulty of variational problems.

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.

Infinite time interval backward stochastic differential equations with continuous coefficients.

PubMed

Zong, Zhaojun; Hu, Feng

2016-01-01

In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).

An efficient model for coupling structural vibrations with acoustic radiation

NASA Technical Reports Server (NTRS)

Frendi, Abdelkader; Maestrello, Lucio; Ting, LU

1993-01-01

The scattering of an incident wave by a flexible panel is studied. The panel vibration is governed by the nonlinear plate equations while the loading on the panel, which is the pressure difference across the panel, depends on the reflected and transmitted waves. Two models are used to calculate this structural-acoustic interaction problem. One solves the three dimensional nonlinear Euler equations for the flow-field coupled with the plate equations (the fully coupled model). The second uses the linear wave equation for the acoustic field and expresses the load as a double integral involving the panel oscillation (the decoupled model). The panel oscillation governed by a system of integro-differential equations is solved numerically and the acoustic field is then defined by an explicit formula. Numerical results are obtained using the two models for linear and nonlinear panel vibrations. The predictions given by these two models are in good agreement but the computational time needed for the 'fully coupled model' is 60 times longer than that for 'the decoupled model'.

Two-dimensional computer simulation of EMVJ and grating solar cells under AMO illumination

NASA Technical Reports Server (NTRS)

Gray, J. L.; Schwartz, R. J.

1984-01-01

A computer program, SCAP2D (Solar Cell Analysis Program in 2-Dimensions), is used to evaluate the Etched Multiple Vertical Junction (EMVJ) and grating solar cells. The aim is to demonstrate how SCAP2D can be used to evaluate cell designs. The cell designs studied are by no means optimal designs. The SCAP2D program solves the three coupled, nonlinear partial differential equations, Poisson's Equation and the hole and electron continuity equations, simultaneously in two-dimensions using finite differences to discretize the equations and Newton's Method to linearize them. The variables solved for are the electrostatic potential and the hole and electron concentrations. Each linear system of equations is solved directly by Gaussian Elimination. Convergence of the Newton Iteration is assumed when the largest correction to the electrostatic potential or hole or electron quasi-potential is less than some predetermined error. A typical problem involves 2000 nodes with a Jacobi matrix of order 6000 and a bandwidth of 243.

Software Reviews.

ERIC Educational Resources Information Center

Teles, Elizabeth, Ed.; And Others

1990-01-01

Reviewed are two computer software packages for Macintosh microcomputers including "Phase Portraits," an exploratory graphics tool for studying first-order planar systems; and "MacMath," a set of programs for exploring differential equations, linear algebra, and other mathematical topics. Features, ease of use, cost, availability, and hardware…

The RC Circuit--A Multipurpose Laboratory Experiment.

ERIC Educational Resources Information Center

Wood, Herbert T.

1993-01-01

Describes an experiment that demonstrates the use of Kirchoff's rules in the analysis of electrical circuits. The experiment also involves the solution of a linear nonhomogeneous differential equation that is slightly different from the standard one for the simple RC circuit. (ZWH)

A structure-preserving split finite element discretization of the split 1D linear shallow-water equations

NASA Astrophysics Data System (ADS)

Bauer, Werner; Behrens, Jörn

2017-04-01

We present a locally conservative, low-order finite element (FE) discretization of the covariant 1D linear shallow-water equations written in split form (cf. tet{[1]}). The introduction of additional differential forms (DF) that build pairs with the original ones permits a splitting of these equations into topological momentum and continuity equations and metric-dependent closure equations that apply the Hodge-star. Our novel discretization framework conserves this geometrical structure, in particular it provides for all DFs proper FE spaces such that the differential operators (here gradient and divergence) hold in strong form. The discrete topological equations simply follow by trivial projections onto piecewise constant FE spaces without need to partially integrate. The discrete Hodge-stars operators, representing the discretized metric equations, are realized by nontrivial Galerkin projections (GP). Here they follow by projections onto either a piecewise constant (GP0) or a piecewise linear (GP1) space. Our framework thus provides essentially three different schemes with significantly different behavior. The split scheme using twice GP1 is unstable and shares the same discrete dispersion relation and similar second-order convergence rates as the conventional P1-P1 FE scheme that approximates both velocity and height variables by piecewise linear spaces. The split scheme that applies both GP1 and GP0 is stable and shares the dispersion relation of the conventional P1-P0 FE scheme that approximates the velocity by a piecewise linear and the height by a piecewise constant space with corresponding second- and first-order convergence rates. Exhibiting for both velocity and height fields second-order convergence rates, we might consider the split GP1-GP0 scheme though as stable versions of the conventional P1-P1 FE scheme. For the split scheme applying twice GP0, we are not aware of a corresponding conventional formulation to compare with. Though exhibiting larger absolute error values, it shows similar convergence rates as the other split schemes, but does not provide a satisfactory approximation of the dispersion relation as short waves are propagated much to fast. Despite this, the finding of this new scheme illustrates the potential of our discretization framework as a toolbox to find and to study new FE schemes based on new combinations of FE spaces. [1] Bauer, W. [2016], A new hierarchically-structured n-dimensional covariant form of rotating equations of geophysical fluid dynamics, GEM - International Journal on Geomathematics, 7(1), 31-101.

ORACLS: A system for linear-quadratic-Gaussian control law design

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

The Boundary Function Method. Fundamentals

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-03-01

The boundary function method is proposed for solving applied problems of mathematical physics in the region defined by a partial differential equation of the general form involving constant or variable coefficients with a Dirichlet, Neumann, or Robin boundary condition. In this method, the desired function is defined by a power polynomial, and a boundary function represented in the form of the desired function or its derivative at one of the boundary points is introduced. Different sequences of boundary equations have been set up with the use of differential operators. Systems of linear algebraic equations constructed on the basis of these sequences allow one to determine the coefficients of a power polynomial. Constitutive equations have been derived for initial boundary-value problems of all the main types. With these equations, an initial boundary-value problem is transformed into the Cauchy problem for the boundary function. The determination of the boundary function by its derivative with respect to the time coordinate completes the solution of the problem.

The use of Lyapunov differential inequalities for estimating the transients of mechanical systems

NASA Astrophysics Data System (ADS)

Alyshev, A. S.; Dudarenko, N. A.; Melnikov, V. G.; Melnikov, G. I.

2018-05-01

In this paper we consider an autonomous mechanical system in a finite neighborhood of the zero of the phase space of states. The system is given as a matrix differential equation in the Cauchy form with the right-hand side of the polynomial structure. We propose a method for constructing a sequence of linear inhomogeneous differential inequalities for Lyapunov functions. As a result, we obtain estimates of transient processes in the form of functional inequalities.

Delay differential equations via the matrix Lambert W function and bifurcation analysis: application to machine tool chatter.

PubMed

Yi, Sun; Nelson, Patrick W; Ulsoy, A Galip

2007-04-01

In a turning process modeled using delay differential equations (DDEs), we investigate the stability of the regenerative machine tool chatter problem. An approach using the matrix Lambert W function for the analytical solution to systems of delay differential equations is applied to this problem and compared with the result obtained using a bifurcation analysis. The Lambert W function, known to be useful for solving scalar first-order DDEs, has recently been extended to a matrix Lambert W function approach to solve systems of DDEs. The essential advantages of the matrix Lambert W approach are not only the similarity to the concept of the state transition matrix in lin ear ordinary differential equations, enabling its use for general classes of linear delay differential equations, but also the observation that we need only the principal branch among an infinite number of roots to determine the stability of a system of DDEs. The bifurcation method combined with Sturm sequences provides an algorithm for determining the stability of DDEs without restrictive geometric analysis. With this approach, one can obtain the critical values of delay, which determine the stability of a system and hence the preferred operating spindle speed without chatter. We apply both the matrix Lambert W function and the bifurcation analysis approach to the problem of chatter stability in turning, and compare the results obtained to existing methods. The two new approaches show excellent accuracy and certain other advantages, when compared to traditional graphical, computational and approximate methods.

Differential Geometry and Lie Groups for Physicists

NASA Astrophysics Data System (ADS)

Fecko, Marián.

2006-10-01

Introduction; 1. The concept of a manifold; 2. Vector and tensor fields; 3. Mappings of tensors induced by mappings of manifolds; 4. Lie derivative; 5. Exterior algebra; 6. Differential calculus of forms; 7. Integral calculus of forms; 8. Particular cases and applications of Stoke's Theorem; 9. Poincaré Lemma and cohomologies; 10. Lie Groups - basic facts; 11. Differential geometry of Lie Groups; 12. Representations of Lie Groups and Lie Algebras; 13. Actions of Lie Groups and Lie Algebras on manifolds; 14. Hamiltonian mechanics and symplectic manifolds; 15. Parallel transport and linear connection on M; 16. Field theory and the language of forms; 17. Differential geometry on TM and T*M; 18. Hamiltonian and Lagrangian equations; 19. Linear connection and the frame bundle; 20. Connection on a principal G-bundle; 21. Gauge theories and connections; 22. Spinor fields and Dirac operator; Appendices; Bibliography; Index.

Differential Geometry and Lie Groups for Physicists

NASA Astrophysics Data System (ADS)

Fecko, Marián.

2011-03-01

Introduction; 1. The concept of a manifold; 2. Vector and tensor fields; 3. Mappings of tensors induced by mappings of manifolds; 4. Lie derivative; 5. Exterior algebra; 6. Differential calculus of forms; 7. Integral calculus of forms; 8. Particular cases and applications of Stoke's Theorem; 9. Poincaré Lemma and cohomologies; 10. Lie Groups - basic facts; 11. Differential geometry of Lie Groups; 12. Representations of Lie Groups and Lie Algebras; 13. Actions of Lie Groups and Lie Algebras on manifolds; 14. Hamiltonian mechanics and symplectic manifolds; 15. Parallel transport and linear connection on M; 16. Field theory and the language of forms; 17. Differential geometry on TM and T*M; 18. Hamiltonian and Lagrangian equations; 19. Linear connection and the frame bundle; 20. Connection on a principal G-bundle; 21. Gauge theories and connections; 22. Spinor fields and Dirac operator; Appendices; Bibliography; Index.

Chaotic Oscillations of Second Order Linear Hyperbolic Equations with Nonlinear Boundary Conditions: A Factorizable but Noncommutative Case

NASA Astrophysics Data System (ADS)

Li, Liangliang; Huang, Yu; Chen, Goong; Huang, Tingwen

If a second order linear hyperbolic partial differential equation in one-space dimension can be factorized as a product of two first order operators and if the two first order operators commute, with one boundary condition being the van der Pol type and the other being linear, one can establish the occurrence of chaos when the parameters enter a certain regime [Chen et al., 2014]. However, if the commutativity of the two first order operators fails to hold, then the treatment in [Chen et al., 2014] no longer works and significant new challenges arise in determining nonlinear boundary conditions that engenders chaos. In this paper, we show that by incorporating a linear memory effect, a nonlinear van der Pol boundary condition can cause chaotic oscillations when the parameter enters a certain regime. Numerical simulations illustrating chaotic oscillations are also presented.

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

Computational method for analysis of polyethylene biodegradation

NASA Astrophysics Data System (ADS)

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

2003-12-01

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

The Form of the Solutions of the Linear Integro-Differential Equations of Subsonic Aeroelasticity.

DTIC Science & Technology

1979-09-01

coefficients w (0) are given in Table 3; it V follows that, for T > 0 and (E - K v2) non-singular, the inverse transform of M- ) has the form, using (B-I) V...degree of freedom system by expanding )M- I in the form of equation (35), obtaining its inverse transform using the v -1results of Appendix A and hence...obtaining the inverse transform of M- l . The two-dimensional case, when the characteristic equation has a zero root, is not as simple. * Assuming all

Couple stress theory of curved rods. 2-D, high order, Timoshenko's and Euler-Bernoulli models

NASA Astrophysics Data System (ADS)

Zozulya, V. V.

2017-01-01

New models for plane curved rods based on linear couple stress theory of elasticity have been developed.2-D theory is developed from general 2-D equations of linear couple stress elasticity using a special curvilinear system of coordinates related to the middle line of the rod as well as special hypothesis based on assumptions that take into account the fact that the rod is thin. High order theory is based on the expansion of the equations of the theory of elasticity into Fourier series in terms of Legendre polynomials. First, stress and strain tensors, vectors of displacements and rotation along with body forces have been expanded into Fourier series in terms of Legendre polynomials with respect to a thickness coordinate.Thereby, all equations of elasticity including Hooke's law have been transformed to the corresponding equations for Fourier coefficients. Then, in the same way as in the theory of elasticity, a system of differential equations in terms of displacements and boundary conditions for Fourier coefficients have been obtained. Timoshenko's and Euler-Bernoulli theories are based on the classical hypothesis and the 2-D equations of linear couple stress theory of elasticity in a special curvilinear system. The obtained equations can be used to calculate stress-strain and to model thin walled structures in macro, micro and nano scales when taking into account couple stress and rotation effects.

The algebraic criteria for the stability of control systems

NASA Technical Reports Server (NTRS)

Cremer, H.; Effertz, F. H.

1986-01-01

This paper critically examines the standard algebraic criteria for the stability of linear control systems and their proofs, reveals important previously unnoticed connections, and presents new representations. Algebraic stability criteria have also acquired significance for stability studies of non-linear differential equation systems by the Krylov-Bogoljubov-Magnus Method, and allow realization conditions to be determined for classes of broken rational functions as frequency characteristics of electrical network.

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

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

Continuation Methods for Qualitative Analysis of Aircraft Dynamics

NASA Technical Reports Server (NTRS)

Cummings, Peter A.

2004-01-01

A class of numerical methods for constructing bifurcation curves for systems of coupled, non-linear ordinary differential equations is presented. Foundations are discussed, and several variations are outlined along with their respective capabilities. Appropriate background material from dynamical systems theory is presented.

A new theory for multistep discretizations of stiff ordinary differential equations: Stability with large step sizes

NASA Technical Reports Server (NTRS)

Majda, G.

1985-01-01

A large set of variable coefficient linear systems of ordinary differential equations which possess two different time scales, a slow one and a fast one is considered. A small parameter epsilon characterizes the stiffness of these systems. A system of o.d.e.s. in this set is approximated by a general class of multistep discretizations which includes both one-leg and linear multistep methods. Sufficient conditions are determined under which each solution of a multistep method is uniformly bounded, with a bound which is independent of the stiffness of the system of o.d.e.s., when the step size resolves the slow time scale, but not the fast one. This property is called stability with large step sizes. The theory presented lets one compare properties of one-leg methods and linear multistep methods when they approximate variable coefficient systems of stiff o.d.e.s. In particular, it is shown that one-leg methods have better stability properties with large step sizes than their linear multistep counter parts. The theory also allows one to relate the concept of D-stability to the usual notions of stability and stability domains and to the propagation of errors for multistep methods which use large step sizes.

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models.

PubMed

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.

Flow and Heat Transfer in Sisko Fluid with Convective Boundary Condition

PubMed Central

Malik, Rabia; Khan, Masood; Munir, Asif; Khan, Waqar Azeem

2014-01-01

In this article, we have studied the flow and heat transfer in Sisko fluid with convective boundary condition over a non-isothermal stretching sheet. The flow is influenced by non-linearly stretching sheet in the presence of a uniform transverse magnetic field. The partial differential equations governing the problem have been reduced by similarity transformations into the ordinary differential equations. The transformed coupled ordinary differential equations are then solved analytically by using the homotopy analysis method (HAM) and numerically by the shooting method. Effects of different parameters like power-law index , magnetic parameter , stretching parameter , generalized Prandtl number Pr and generalized Biot number are presented graphically. It is found that temperature profile increases with the increasing value of and whereas it decreases for . Numerical values of the skin-friction coefficient and local Nusselt number are tabulated at various physical situations. In addition, a comparison between the HAM and exact solutions is also made as a special case and excellent agreement between results enhance a confidence in the HAM results. PMID:25285822

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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.

Data-driven discovery of partial differential equations.

PubMed

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

2017-04-01

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

Soliton evolution and radiation loss for the sine-Gordon equation.

PubMed

Smyth, N F; Worthy, A L

1999-08-01

An approximate method for describing the evolution of solitonlike initial conditions to solitons for the sine-Gordon equation is developed. This method is based on using a solitonlike pulse with variable parameters in an averaged Lagrangian for the sine-Gordon equation. This averaged Lagrangian is then used to determine ordinary differential equations governing the evolution of the pulse parameters. The pulse evolves to a steady soliton by shedding dispersive radiation. The effect of this radiation is determined by examining the linearized sine-Gordon equation and loss terms are added to the variational equations derived from the averaged Lagrangian by using the momentum and energy conservation equations for the sine-Gordon equation. Solutions of the resulting approximate equations, which include loss, are found to be in good agreement with full numerical solutions of the sine-Gordon equation.

Dynamics and control for Constrained Multibody Systems modeled with Maggi's equation: Application to Differential Mobile Robots Partll

NASA Astrophysics Data System (ADS)

Amengonu, Yawo H.; Kakad, Yogendra P.

2014-07-01

Quasivelocity techniques were applied to derive the dynamics of a Differential Wheeled Mobile Robot (DWMR) in the companion paper. The present paper formulates a control system design for trajectory tracking of this class of robots. The method develops a feedback linearization technique for the nonlinear system using dynamic extension algorithm. The effectiveness of the nonlinear controller is illustrated with simulation example.

Linear stability analysis of collective neutrino oscillations without spurious modes

NASA Astrophysics Data System (ADS)

Morinaga, Taiki; Yamada, Shoichi

2018-01-01

Collective neutrino oscillations are induced by the presence of neutrinos themselves. As such, they are intrinsically nonlinear phenomena and are much more complex than linear counterparts such as the vacuum or Mikheyev-Smirnov-Wolfenstein oscillations. They obey integro-differential equations, for which it is also very challenging to obtain numerical solutions. If one focuses on the onset of collective oscillations, on the other hand, the equations can be linearized and the technique of linear analysis can be employed. Unfortunately, however, it is well known that such an analysis, when applied with discretizations of continuous angular distributions, suffers from the appearance of so-called spurious modes: unphysical eigenmodes of the discretized linear equations. In this paper, we analyze in detail the origin of these unphysical modes and present a simple solution to this annoying problem. We find that the spurious modes originate from the artificial production of pole singularities instead of a branch cut on the Riemann surface by the discretizations. The branching point singularities on the Riemann surface for the original nondiscretized equations can be recovered by approximating the angular distributions with polynomials and then performing the integrals analytically. We demonstrate for some examples that this simple prescription does remove the spurious modes. We also propose an even simpler method: a piecewise linear approximation to the angular distribution. It is shown that the same methodology is applicable to the multienergy case as well as to the dispersion relation approach that was proposed very recently.

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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.

An invariant asymptotic formula for solutions of second-order linear ODE's

NASA Technical Reports Server (NTRS)

Gingold, H.

1988-01-01

An invariant-matrix technique for the approximate solution of second-order ordinary differential equations (ODEs) of form y-double-prime = phi(x)y is developed analytically and demonstrated. A set of linear transformations for the companion matrix differential system is proposed; the diagonalization procedure employed in the final stage of the asymptotic decomposition is explained; and a scalar formulation of solutions for the ODEs is obtained. Several typical ODEs are analyzed, and it is shown that the Liouville-Green or WKB approximation is a special case of the present formula, which provides an approximation which is valid for the entire interval (0, infinity).

Fem Formulation for Heat and Mass Transfer in Porous Medium

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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.

Non-symmetric forms of non-linear vibrations of flexible cylindrical panels and plates under longitudinal load and additive white noise

NASA Astrophysics Data System (ADS)

Krysko, V. A.; Awrejcewicz, J.; Krylova, E. Yu; Papkova, I. V.; Krysko, A. V.

2018-06-01

Parametric non-linear vibrations of flexible cylindrical panels subjected to additive white noise are studied. The governing Marguerre equations are investigated using the finite difference method (FDM) of the second-order accuracy and the Runge-Kutta method. The considered mechanical structural member is treated as a system of many/infinite number of degrees of freedom (DoF). The dependence of chaotic vibrations on the number of DoFs is investigated. Reliability of results is guaranteed by comparing the results obtained using two qualitatively different methods to reduce the problem of PDEs (partial differential equations) to ODEs (ordinary differential equations), i.e. the Faedo-Galerkin method in higher approximations and the 4th and 6th order FDM. The Cauchy problem obtained by the FDM is eventually solved using the 4th-order Runge-Kutta methods. The numerical experiment yielded, for a certain set of parameters, the non-symmetric vibration modes/forms with and without white noise. In particular, it has been illustrated and discussed that action of white noise on chaotic vibrations implies quasi-periodicity, whereas the previously non-symmetric vibration modes are closer to symmetric ones.

Stable Numerical Approach for Fractional Delay Differential Equations

NASA Astrophysics Data System (ADS)

Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

2017-12-01

In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

Effect of Cattaneo-Christov heat flux on buoyancy MHD nanofluid flow and heat transfer over a stretching sheet in the presence of Joule heating and thermal radiation impacts

NASA Astrophysics Data System (ADS)

Dogonchi, A. S.; Ganji, D. D.

2018-06-01

In this study, buoyancy MHD nanofluid flow and heat transfer over a stretching sheet in the presence of Joule heating and thermal radiation impacts, are studied. Cattaneo-Christov heat flux model instead of conventional Fourier's law of heat conduction is applied to investigate the heat transfer characteristics. A similarity transformation is used to transmute the governing momentum and energy equations into non-linear ordinary differential equations with the appropriate boundary conditions. The obtained non-linear ordinary differential equations are solved numerically. The impacts of diverse active parameters such as the magnetic parameter, the radiation parameter, the buoyancy parameter, the heat source parameter, the volume fraction of nanofluid and the thermal relaxation parameter are examined on the velocity and temperature profiles. In addition, the value of the Nusselt number is calculated and presented through figures. The results demonstrate that the temperature profile is lower in the case of Cattaneo-Christov heat flux model as compared to Fourier's law. Moreover, the Nusselt number raises with the raising volume fraction of nanofluid and it abates with the ascending the radiation parameter.

SIMD Optimization of Linear Expressions for Programmable Graphics Hardware

PubMed Central

Bajaj, Chandrajit; Ihm, Insung; Min, Jungki; Oh, Jinsang

2009-01-01

The increased programmability of graphics hardware allows efficient graphical processing unit (GPU) implementations of a wide range of general computations on commodity PCs. An important factor in such implementations is how to fully exploit the SIMD computing capacities offered by modern graphics processors. Linear expressions in the form of ȳ = Ax̄ + b̄, where A is a matrix, and x̄, ȳ and b̄ are vectors, constitute one of the most basic operations in many scientific computations. In this paper, we propose a SIMD code optimization technique that enables efficient shader codes to be generated for evaluating linear expressions. It is shown that performance can be improved considerably by efficiently packing arithmetic operations into four-wide SIMD instructions through reordering of the operations in linear expressions. We demonstrate that the presented technique can be used effectively for programming both vertex and pixel shaders for a variety of mathematical applications, including integrating differential equations and solving a sparse linear system of equations using iterative methods. PMID:19946569

Differential molar heat capacities to test ideal solubility estimations.

PubMed

Neau, S H; Bhandarkar, S V; Hellmuth, E W

1997-05-01

Calculation of the ideal solubility of a crystalline solute in a liquid solvent requires knowledge of the difference in the molar heat capacity at constant pressure of the solid and the supercooled liquid forms of the solute, delta Cp. Since this parameter is not usually known, two assumptions have been used to simplify the expression. The first is that delta Cp can be considered equal to zero; the alternate assumption is that the molar entropy of fusion, delta Sf, is an estimate of delta Cp. Reports claiming the superiority of one assumption over the other, on the basis of calculations done using experimentally determined parameters, have appeared in the literature. The validity of the assumptions in predicting the ideal solubility of five structurally unrelated compounds of pharmaceutical interest, with melting points in the range 420 to 470 K, was evaluated in this study. Solid and liquid heat capacities of each compound near its melting point were determined using differential scanning calorimetry. Linear equations describing the heat capacities were extrapolated to the melting point to generate the differential molar heat capacity. Linear data were obtained for both crystal and liquid heat capacities of sample and test compounds. For each sample, ideal solubility at 298 K was calculated and compared to the two estimates generated using literature equations based on the differential molar heat capacity assumptions. For the compounds studied, delta Cp was not negligible and was closer to delta Sf than to zero. However, neither of the two assumptions was valid for accurately estimating the ideal solubility as given by the full equation.

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

PubMed

Tao, Youshan; Guo, Qian; Aihara, Kazuyuki

2014-10-01

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

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

NASA Astrophysics Data System (ADS)

Frank, T. D.

2008-02-01

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.

Generalized nonlinear Schrödinger equation and ultraslow optical solitons in a cold four-state atomic system.

PubMed

Hang, Chao; Huang, Guoxiang; Deng, L

2006-03-01

We investigate the influence of high-order dispersion and nonlinearity on the propagation of ultraslow optical solitons in a lifetime broadened four-state atomic system under a Raman excitation. Using a standard method of multiple-scales we derive a generalized nonlinear Schrödinger equation and show that for realistic physical parameters and at the pulse duration of 10(-6)s, the effects of third-order linear dispersion, nonlinear dispersion, and delay in nonlinear refractive index can be significant and may not be considered as perturbations. We provide exact soliton solutions for the generalized nonlinear Schrödinger equation and demonstrate that optical solitons obtained may still have ultraslow propagating velocity. Numerical simulations on the stability and interaction of these ultraslow optical solitons in the presence of linear and differential absorptions are also presented.

High-frequency sound waves to eliminate a horizon in the mixmaster universe.

NASA Technical Reports Server (NTRS)

Chitre, D. M.

1972-01-01

From the linear wave equation for small-amplitude sound waves in a curved space-time, there is derived a geodesiclike differential equation for sound rays to describe the motion of wave packets. These equations are applied in the generic, nonrotating, homogeneous closed-model universe (the 'mixmaster universe,' Bianchi type IX). As for light rays described by Doroshkevich and Novikov (DN), these sound rays can circumnavigate the universe near the singularity to remove particle horizons only for a small class of these models and in special directions. Although these results parallel those of DN, different Hamiltonian methods are used for treating the Einstein equations.