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.

Differential geometry techniques for sets of nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Estabrook, Frank B.

1990-01-01

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

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

NASA Astrophysics Data System (ADS)

Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.

2013-09-01

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.

Algebraic and geometric structures of analytic partial differential equations

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

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

Solving Differential Equations in R: Package deSolve

EPA Science Inventory

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

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.

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.

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.

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

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

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

NASA Astrophysics Data System (ADS)

Singla, Komal; Gupta, R. K.

2017-06-01

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

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

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

2014-01-01

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

Mathematical Modelling of Continuous Biotechnological Processes

ERIC Educational Resources Information Center

Pencheva, T.; Hristozov, I.; Shannon, A. G.

2003-01-01

Biotechnological processes (BTP) are characterized by a complicated structure of organization and interdependent characteristics. Partial differential equations or systems of partial differential equations are used for their behavioural description as objects with distributed parameters. Modelling of substrate without regard to dispersion…

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Ding, Xiao-Li; Nieto, Juan J.

2017-11-01

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

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

PubMed

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

2016-01-01

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

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

USGS Publications Warehouse

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

1982-01-01

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

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

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

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

Oscillation of certain higher-order neutral partial functional differential equations.

PubMed

Li, Wei Nian; Sheng, Weihong

2016-01-01

In this paper, we study the oscillation of certain higher-order neutral partial functional differential equations with the Robin boundary conditions. Some oscillation criteria are established. Two examples are given to illustrate the main results in the end of this paper.

Application of the Sumudu Transform to Discrete Dynamic Systems

ERIC Educational Resources Information Center

Asiru, Muniru Aderemi

2003-01-01

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

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.

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

PubMed

Zhukovsky, K

2014-01-01

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

Entropy and convexity for nonlinear partial differential equations

PubMed Central

Ball, John M.; Chen, Gui-Qiang G.

2013-01-01

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.

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.

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

PubMed

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

2015-07-01

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

A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

PubMed

Biala, T A; Jator, S N

2015-01-01

In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

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

NASA Astrophysics Data System (ADS)

Hariharan, G.

2017-05-01

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

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

PubMed

Murase, Kenya

2016-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

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

Computational Algorithms or Identification of Distributed Parameter Systems

DTIC Science & Technology

1993-04-24

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

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

PubMed Central

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

2015-01-01

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

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.

On the integration of a class of nonlinear systems of ordinary differential equations

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

For each associative, commutative, and unitary algebra over the field of real or complex numbers and an integrable nonlinear ordinary differential equation we can to construct integrable systems of ordinary differential equations and integrable systems of partial differential equations. In this paper we consider in some sense the inverse problem. Determine the conditions under which a given system of ordinary differential equations can be represented as a differential equation in some associative, commutative and unitary algebra. It is also shown that associativity is not a necessary condition.

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2004-01-01

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

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.

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

PubMed

Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng

2008-06-01

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

Research on Nonlinear Dynamical Systems.

DTIC Science & Technology

1983-01-10

Applied Math., to appear. [26] Variational inequalities and flow in porous media, LCDS’Lecture Notes, Brown University #LN 82-1, July 1982. [27] On...approximation schemes for parabolic and hyperbolic systems of partial differential equations, including higher order equations of elasticity based on the...51,58,59,63,64,69]. Finally, stability and bifurcation in parabolic partial differential equations is the focus of [64,65,67,72,73]. In addition to these broad

THREE-POINT BACKWARD FINITE DIFFERENCE METHOD FOR SOLVING A SYSTEM OF MIXED HYPERBOLIC-PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS. (R825549C019)

EPA Science Inventory

A three-point backward finite-difference method has been derived for a system of mixed hyperbolic_¯¯parabolic (convection_¯¯diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...

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

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2005-09-01

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

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.

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

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

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

An efficient numerical scheme for the study of equal width equation

NASA Astrophysics Data System (ADS)

Ghafoor, Abdul; Haq, Sirajul

2018-06-01

In this work a new numerical scheme is proposed in which Haar wavelet method is coupled with finite difference scheme for the solution of a nonlinear partial differential equation. The scheme transforms the partial differential equation to a system of algebraic equations which can be solved easily. The technique is applied to equal width equation in order to study the behaviour of one, two, three solitary waves, undular bore and soliton collision. For efficiency and accuracy of the scheme, L2 and L∞ norms and invariants are computed. The results obtained are compared with already existing results in literature.

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.

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

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

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.

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

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

A 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.

Effect of partial heating at mid of vertical plate adjacent to porous medium

NASA Astrophysics Data System (ADS)

Mulla, Mohammed Fahimuddin; Pallan, Khalid. M.; Al-Rashed, A. A. A. A.

2018-05-01

Heat and mass transfer in porous medium due to heating of vertical plate at mid-section is analyzed for various physical parameters. The heat and mass transfer in porous medium is modeled with the help of momentum, energy and concentration equations in terms of non-dimensional partial differential equations. The partial differential equations are converted into simpler form of algebraic equations with the help of finite element method. A computer code is developed to assemble the matrix form of algebraic equations into global matrices and then to solve them in an iterative manner to obtain the temperature, concentration and streamline distribution inside the porous medium. It is found that the heat transfer behavior of porous medium heated at middle section is considerably different from other cases.

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.

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

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

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

Partial slip effect in the flow of MHD micropolar nanofluid flow due to a rotating disk - A numerical approach

NASA Astrophysics Data System (ADS)

Ramzan, Muhammad; Chung, Jae Dong; Ullah, Naeem

The aim of present exploration is to study the flow of micropolar nanofluid due to a rotating disk in the presence of magnetic field and partial slip condition. The governing coupled partial differential equations are reduced to nonlinear ordinary differential equations using appropriate transformations. The differential equations are solved numerically by using Maple dsolve command with option numeric which utilize Runge-Kutta fourth-fifth order Fehlberg technique. A comparison to previous study is also added to validate the present results. Moreover, behavior of different parameters on velocity, microrotation, temperature and concentration of nanofluid are presented via graphs and tables. It is noted that the slip effect and magnetic field decay the velocity and microrotation or spin component.

The Uniform Convergence of Eigenfunction Expansions of Schrödinger Operator in the Nikolskii Classes {H}_{p}^{\\alpha }(\\bar{\\Omega })

NASA Astrophysics Data System (ADS)

Jamaludin, N. A.; Ahmedov, A.

2017-09-01

Many boundary value problems in the theory of partial differential equations can be solved by separation methods of partial differential equations. When Schrödinger operator is considered then the influence of the singularity of potential on the solution of the partial differential equation is interest of researchers. In this paper the problems of the uniform convergence of the eigenfunction expansions of the functions from corresponding to the Schrödinger operator with the potential from classes of Sobolev are investigated. The spectral function corresponding to the Schrödinger operator is estimated in closed domain. The isomorphism of the Nikolskii classes is applied to prove uniform convergence of eigenfunction expansions of Schrödinger operator in closed domain.

A partial differential equation for pseudocontact shift.

PubMed

Charnock, G T P; Kuprov, Ilya

2014-10-07

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

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

Algebraic aspects of evolution partial differential equation arising in the study of constant elasticity of variance model from financial mathematics

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood

2018-03-01

The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.

Unsteady boundary layer flow over a sphere in a porous medium

NASA Astrophysics Data System (ADS)

Mohammad, Nurul Farahain; Waini, Iskandar; Kasim, Abdul Rahman Mohd; Majid, Nurazleen Abdul

2017-08-01

This study focuses on the problem of unsteady boundary layer flow over a sphere in a porous medium. The governing equations which consists of a system of dimensional partial differential equations is applied with dimensionless parameter in order to attain non-dimensional partial differential equations. Later, the similarity transformation is performed in order to attain nonsimilar governing equations. Afterwards, the nonsimilar governing equations are solved numerically by using the Keller-Box method in Octave programme. The effect of porosity parameter is examined on separation time, velocity profile and skin friction of the unsteady flow. The results attained are presented in the form of table and graph.

Intuitive Understanding of Solutions of Partially Differential Equations

ERIC Educational Resources Information Center

Kobayashi, Y.

2008-01-01

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

Local algebraic analysis of differential systems

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2015-06-01

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

Application of partial differential equation modeling of the control/structural dynamics of flexible spacecraft

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr.; Rajiyah, H.

1991-01-01

Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.

A lattice Boltzmann model with an amending function for simulating nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chen, Lin-Jie; Ma, Chang-Feng

2010-01-01

This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.

Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.

2002-03-01

The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.

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

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

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

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

PubMed

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

2014-01-01

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

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)

Shift-connected SIMD array architectures for digital optical computing systems, with algorithms for numerical transforms and partial differential equations

NASA Astrophysics Data System (ADS)

Drabik, Timothy J.; Lee, Sing H.

1986-11-01

The intrinsic parallelism characteristics of easily realizable optical SIMD arrays prompt their present consideration in the implementation of highly structured algorithms for the numerical solution of multidimensional partial differential equations and the computation of fast numerical transforms. Attention is given to a system, comprising several spatial light modulators (SLMs), an optical read/write memory, and a functional block, which performs simple, space-invariant shifts on images with sufficient flexibility to implement the fastest known methods for partial differential equations as well as a wide variety of numerical transforms in two or more dimensions. Either fixed or floating-point arithmetic may be used. A performance projection of more than 1 billion floating point operations/sec using SLMs with 1000 x 1000-resolution and operating at 1-MHz frame rates is made.

Real-time optical laboratory solution of parabolic differential equations

NASA Technical Reports Server (NTRS)

Casasent, David; Jackson, James

1988-01-01

An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

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.

Generation of three-dimensional body-fitted grids by solving hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, an extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

Generation of three-dimensional body-fitted grids by solving hyperbolic and parabolic partial differential equations

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

Computer transformation of partial differential equations into any coordinate system

NASA Technical Reports Server (NTRS)

Sullivan, R. D.

1977-01-01

The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.

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.

Discussion summary: Fictitious domain methods

NASA Technical Reports Server (NTRS)

Glowinski, Rowland; Rodrigue, Garry

1991-01-01

Fictitious Domain methods are constructed in the following manner: Suppose a partial differential equation is to be solved on an open bounded set, Omega, in 2-D or 3-D. Let R be a rectangle domain containing the closure of Omega. The partial differential equation is first solved on R. Using the solution on R, the solution of the equation on Omega is then recovered by some procedure. The advantage of the fictitious domain method is that in many cases the solution of a partial differential equation on a rectangular region is easier to compute than on a nonrectangular region. Fictitious domain methods for solving elliptic PDEs on general regions are also very efficient when used on a parallel computer. The reason is that one can use the many domain decomposition methods that are available for solving the PDE on the fictitious rectangular region. The discussion on fictitious domain methods began with a talk by R. Glowinski in which he gave some examples of a variational approach to ficititious domain methods for solving the Helmholtz and Navier-Stokes equations.

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.

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 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.)

Discovery and Optimization of Low-Storage Runge-Kutta Methods

DTIC Science & Technology

2015-06-01

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

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

PubMed

Murase, Kenya

2016-01-01

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

Test particle propagation in magnetostatic turbulence. 2: The local approximation method

NASA Technical Reports Server (NTRS)

Klimas, A. J.; Sandri, G.; Scudder, J. D.; Howell, D. R.

1976-01-01

An approximation method for statistical mechanics is presented and applied to a class of problems which contains a test particle propagation problem. All of the available basic equations used in statistical mechanics are cast in the form of a single equation which is integrodifferential in time and which is then used as the starting point for the construction of the local approximation method. Simplification of the integrodifferential equation is achieved through approximation to the Laplace transform of its kernel. The approximation is valid near the origin in the Laplace space and is based on the assumption of small Laplace variable. No other small parameter is necessary for the construction of this approximation method. The n'th level of approximation is constructed formally, and the first five levels of approximation are calculated explicitly. It is shown that each level of approximation is governed by an inhomogeneous partial differential equation in time with time independent operator coefficients. The order in time of these partial differential equations is found to increase as n does. At n = 0 the most local first order partial differential equation which governs the Markovian limit is regained.

The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

NASA Technical Reports Server (NTRS)

Ito, K.

1983-01-01

Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.

2017-11-01

Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations

PubMed Central

Mitchell, William F.

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given. PMID:28009355

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations.

PubMed

Mitchell, William F

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given.

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.

A convex penalty for switching control of partial differential equations

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

Clason, Christian; Rund, Armin; Kunisch, Karl

2016-01-19

A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

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

NASA Technical Reports Server (NTRS)

Turkel, E.

1979-01-01

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

Spectral methods for time dependent partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1983-01-01

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

Stability analysis of multigrid acceleration methods for the solution of partial differential equations

NASA Technical Reports Server (NTRS)

Fay, John F.

1990-01-01

A calculation is made of the stability of various relaxation schemes for the numerical solution of partial differential equations. A multigrid acceleration method is introduced, and its effects on stability are explored. A detailed stability analysis of a simple case is carried out and verified by numerical experiment. It is shown that the use of multigrids can speed convergence by several orders of magnitude without adversely affecting stability.

Constructing and predicting solitary pattern solutions for nonlinear time-fractional dispersive partial differential equations

NASA Astrophysics Data System (ADS)

Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher

2015-07-01

Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.

From crater functions to partial differential equations: a new approach to ion bombardment induced nonequilibrium pattern formation.

PubMed

Norris, Scott A; Brenner, Michael P; Aziz, Michael J

2009-06-03

We develop a methodology for deriving continuum partial differential equations for the evolution of large-scale surface morphology directly from molecular dynamics simulations of the craters formed from individual ion impacts. Our formalism relies on the separation between the length scale of ion impact and the characteristic scale of pattern formation, and expresses the surface evolution in terms of the moments of the crater function. We demonstrate that the formalism reproduces the classical Bradley-Harper results, as well as ballistic atomic drift, under the appropriate simplifying assumptions. Given an actual set of converged molecular dynamics moments and their derivatives with respect to the incidence angle, our approach can be applied directly to predict the presence and absence of surface morphological instabilities. This analysis represents the first work systematically connecting molecular dynamics simulations of ion bombardment to partial differential equations that govern topographic pattern-forming instabilities.

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.

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

Dalcin, Lisandro; Collier, Nathaniel; Vignal, Philippe; ...

2016-05-25

We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with Non-Uniform Rational B-spline basis functions. We base our framework on PETSc, a high-performance library for the scalable solution of partial differential equations, which simplifies the development of large-scale scientific codes, provides a rich environment for prototyping, and separates parallelism from algorithm choice. We describe the implementation of PetIGA, and exemplify its use by solving a model nonlinear problem. To illustrate the robustness and flexibility ofmore » PetIGA, we solve some challenging nonlinear partial differential equations that include problems in both solid and fluid mechanics. Lastly, we show strong scaling results on up to 4096 cores, which confirm the suitability of PetIGA for large scale simulations.« less

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

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

A Model for the Oxidation of C/SiC Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2003-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.

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

PubMed

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

2002-04-01

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

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

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.

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.

Double diffusive conjugate heat transfer: Part III

NASA Astrophysics Data System (ADS)

Soudagar, Manzoor Elahi M.; Azeem

2018-05-01

The placement of a small solid wall towards cold surface of square porous cavity affects the heat transfer behavior of porous region due to restriction of fluid motion in the region occupied by solid wall. An investigation of heat transfer is carried out to understand the fluid flow and heat transfer behavior in porous cavity by solving the governing partial differential equations. Galerkin's approach is used to convert the partial differential equations into algebraic form of equations by applying finite element method. The heat transfer increases for solid towards right surface as compared to the case of solid at center of cavity.

Sparse dynamics for partial differential equations

PubMed Central

Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley

2013-01-01

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273

Sparse dynamics for partial differential equations.

PubMed

Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley

2013-04-23

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.

The use of solution adaptive grids in solving partial differential equations

NASA Technical Reports Server (NTRS)

Anderson, D. A.; Rai, M. M.

1982-01-01

The grid point distribution used in solving a partial differential equation using a numerical method has a substantial influence on the quality of the solution. An adaptive grid which adjusts as the solution changes provides the best results when the number of grid points available for use during the calculation is fixed. Basic concepts used in generating and applying adaptive grids are reviewed in this paper, and examples illustrating applications of these concepts are presented.

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

DTIC Science & Technology

1985-11-18

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

A Posteriori Finite Element Bounds for Sensitivity Derivatives of Partial-Differential-Equation Outputs. Revised

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume

1998-01-01

We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.

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

ERIC Educational Resources Information Center

Aliev, Nihan; Jahanshahi, Mohammad

2002-01-01

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

Homogeneous partial differential equations for superpositions of indeterminate functions of several variables

NASA Astrophysics Data System (ADS)

Asai, Kazuto

2009-02-01

We determine essentially all partial differential equations satisfied by superpositions of tree type and of a further special type. These equations represent necessary and sufficient conditions for an analytic function to be locally expressible as an analytic superposition of the type indicated. The representability of a real analytic function by a superposition of this type is independent of whether that superposition involves real-analytic functions or C^{\\rho}-functions, where the constant \\rho is determined by the structure of the superposition. We also prove that the function u defined by u^n=xu^a+yu^b+zu^c+1 is generally non-representable in any real (resp. complex) domain as f\\bigl(g(x,y),h(y,z)\\bigr) with twice differentiable f and differentiable g, h (resp. analytic f, g, h).

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…

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

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

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

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.

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

PubMed

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

2002-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 2: Two-step method

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.

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

PubMed

Manafian Heris, Jalil; Lakestani, Mehrdad

2014-01-01

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

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Dey, C.; Dey, S. K.

1983-01-01

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

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

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

Investigation of Solitary wave solutions for Vakhnenko-Parkes equation via exp-function and Exp(-ϕ(ξ))-expansion method.

PubMed

Roshid, Harun-Or; Kabir, Md Rashed; Bhowmik, Rajandra Chadra; Datta, Bimal Kumar

2014-01-01

In this paper, we have described two dreadfully important methods to solve nonlinear partial differential equations which are known as exp-function and the exp(-ϕ(ξ)) -expansion method. Recently, there are several methods to use for finding analytical solutions of the nonlinear partial differential equations. The methods are diverse and useful for solving the nonlinear evolution equations. With the help of these methods, we are investigated the exact travelling wave solutions of the Vakhnenko- Parkes equation. The obtaining soliton solutions of this equation are described many physical phenomena for weakly nonlinear surface and internal waves in a rotating ocean. Further, three-dimensional plots of the solutions such as solitons, singular solitons, bell type solitary wave i.e. non-topological solitons solutions and periodic solutions are also given to visualize the dynamics of the equation.

Nonlinear differential equations

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

Dresner, L.

1988-01-01

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

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

NASA Technical Reports Server (NTRS)

Pflaum, Christoph

1996-01-01

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

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.

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.

Survey of the status of finite element methods for partial differential equations

NASA Technical Reports Server (NTRS)

Temam, Roger

1986-01-01

The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

Solution of partial differential equations on vector and parallel computers

NASA Technical Reports Server (NTRS)

Ortega, J. M.; Voigt, R. G.

1985-01-01

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Period of vibration of axially vibrating truly nonlinear rod

NASA Astrophysics Data System (ADS)

Cveticanin, L.

2016-07-01

In this paper the axial vibration of a muscle whose fibers are parallel to the direction of muscle compression is investigated. The model is a clamped-free rod with a strongly nonlinear elastic property. Axial vibration is described by a nonlinear partial differential equation. A solution of the equation is constructed for special initial conditions by using the method of separation of variables. The partial differential equation is separated into two uncoupled strongly nonlinear second order differential equations. Both equations, with displacement function and with time function are exactly determined. Exact solutions are given in the form of inverse incomplete and inverse complete Beta function. Using boundary and initial conditions, the frequency of vibration is obtained. It has to be mentioned that the determined frequency represents the exact analytic description for the axially vibrating truly nonlinear clamped-free rod. The procedure suggested in this paper is applied for calculation of the frequency of the longissimus dorsi muscle of a cow. The influence of elasticity order and elasticity coefficient on the frequency property is tested.

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.

Solving Partial Differential Equations in a data-driven multiprocessor environment

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

Gaudiot, J.L.; Lin, C.M.; Hosseiniyar, M.

1988-12-31

Partial differential equations can be found in a host of engineering and scientific problems. The emergence of new parallel architectures has spurred research in the definition of parallel PDE solvers. Concurrently, highly programmable systems such as data-how architectures have been proposed for the exploitation of large scale parallelism. The implementation of some Partial Differential Equation solvers (such as the Jacobi method) on a tagged token data-flow graph is demonstrated here. Asynchronous methods (chaotic relaxation) are studied and new scheduling approaches (the Token No-Labeling scheme) are introduced in order to support the implementation of the asychronous methods in a data-driven environment.more » New high-level data-flow language program constructs are introduced in order to handle chaotic operations. Finally, the performance of the program graphs is demonstrated by a deterministic simulation of a message passing data-flow multiprocessor. An analysis of the overhead in the data-flow graphs is undertaken to demonstrate the limits of parallel operations in dataflow PDE program graphs.« less

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

PubMed Central

Gazizov, R. K.

2017-01-01

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

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

PubMed

Gainetdinova, A A; Gazizov, R K

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

An ansatz for solving nonlinear partial differential equations in mathematical physics.

PubMed

Akbar, M Ali; Ali, Norhashidah Hj Mohd

2016-01-01

In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.

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

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

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

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.

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Parallel Algorithm Solves Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Hayashi, A.

1987-01-01

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

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

DTIC Science & Technology

1988-07-01

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

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

Isa, Sharena Mohamad; Ali, Anati

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

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

PubMed

Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan

2013-01-01

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

A new perturbative approach to nonlinear partial differential equations

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

Bender, C.M.; Boettcher, S.; Milton, K.A.

1991-11-01

This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accuratemore » and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.« less

On mixed derivatives type high dimensional multi-term fractional partial differential equations approximate solutions

NASA Astrophysics Data System (ADS)

Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad

2017-01-01

In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.

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.

Partial differential equation models in macroeconomics.

PubMed

Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin

2014-11-13

The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

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

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

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

On a partial differential equation method for determining the free energies and coexisting phase compositions of ternary mixtures from light scattering data.

PubMed

Ross, David S; Thurston, George M; Lutzer, Carl V

2008-08-14

In this paper we present a method for determining the free energies of ternary mixtures from light scattering data. We use an approximation that is appropriate for liquid mixtures, which we formulate as a second-order nonlinear partial differential equation. This partial differential equation (PDE) relates the Hessian of the intensive free energy to the efficiency of light scattering in the forward direction. This basic equation applies in regions of the phase diagram in which the mixtures are thermodynamically stable. In regions in which the mixtures are unstable or metastable, the appropriate PDE is the nonlinear equation for the convex hull. We formulate this equation along with continuity conditions for the transition between the two equations at cloud point loci. We show how to discretize this problem to obtain a finite-difference approximation to it, and we present an iterative method for solving the discretized problem. We present the results of calculations that were done with a computer program that implements our method. These calculations show that our method is capable of reconstructing test free energy functions from simulated light scattering data. If the cloud point loci are known, the method also finds the tie lines and tie triangles that describe thermodynamic equilibrium between two or among three liquid phases. A robust method for solving this PDE problem, such as the one presented here, can be a basis for optical, noninvasive means of characterizing the thermodynamics of multicomponent mixtures.

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

A method for solution of the Euler-Bernoulli beam equation in flexible-link robotic systems

NASA Technical Reports Server (NTRS)

Tzes, Anthony P.; Yurkovich, Stephen; Langer, F. Dieter

1989-01-01

An efficient numerical method for solving the partial differential equation (PDE) governing the flexible manipulator control dynamics is presented. A finite-dimensional model of the equation is obtained through discretization in both time and space coordinates by using finite-difference approximations to the PDE. An expert program written in the Macsyma symbolic language is utilized in order to embed the boundary conditions into the program, accounting for a mass carried at the tip of the manipulator. The advantages of the proposed algorithm are many, including the ability to (1) include any distributed actuation term in the partial differential equation, (2) provide distributed sensing of the beam displacement, (3) easily modify the boundary conditions through an expert program, and (4) modify the structure for running under a multiprocessor environment.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Mean field games with congestion

NASA Astrophysics Data System (ADS)

Achdou, Yves; Porretta, Alessio

2018-03-01

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

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Data-driven discovery of partial differential equations

PubMed Central

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

2017-01-01

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

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

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

Unsteady density-current equations for highly curved terrain

NASA Technical Reports Server (NTRS)

Sivakumaran, N. S.; Dressler, R. F.

1989-01-01

New nonlinear partial differential equations containing terrain curvature and its rate of change are derived that describe the flow of an atmospheric density current. Unlike the classical hydraulic-type equations for density currents, the new equations are valid for two-dimensional, gradually varied flow over highly curved terrain, hence suitable for computing unsteady (or steady) flows over arbitrary mountain/valley profiles. The model assumes the atmosphere above the density current exerts a known arbitrary variable pressure upon the unknown interface. Later this is specialized to the varying hydrostatic pressure of the atmosphere above. The new equations yield the variable velocity distribution, the interface position, and the pressure distribution that contains a centrifugal component, often significantly larger than its hydrostatic component. These partial differential equations are hyperbolic, and the characteristic equations and characteristic directions are derived. Using these to form a characteristic mesh, a hypothetical unsteady curved-flow problem is calculated, not based upon observed data, merely as an example to illustrate the simplicity of their application to unsteady flows over mountains.

A fourth-order box method for solving the boundary layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1977-01-01

A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.

Some More Solutions of Burgers' Equation

NASA Astrophysics Data System (ADS)

Kumar, Mukesh; Kumar, Raj

2015-01-01

In this work, similarity solutions of viscous one-dimensional Burgers' equation are attained by using Lie group theory. The symmetry generators are used for constructing Lie symmetries with commuting infinitesimal operators which lead the governing partial differential equation (PDE) to ordinary differential equation (ODE). Most of the constructed solutions are found in terms of Bessel functions which are new as far as authors are aware. Effect of various parameters in the evolutional profile of the solutions are shown graphically and discussed them physically.

Maxwell Equations and the Redundant Gauge Degree of Freedom

ERIC Educational Resources Information Center

Wong, Chun Wa

2009-01-01

On transformation to the Fourier space (k,[omega]), the partial differential Maxwell equations simplify to algebraic equations, and the Helmholtz theorem of vector calculus reduces to vector algebraic projections. Maxwell equations and their solutions can then be separated readily into longitudinal and transverse components relative to the…

Differential geometry based solvation model. III. Quantum formulation

PubMed Central

Chen, Zhan; Wei, Guo-Wei

2011-01-01

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

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 .

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

USGS Publications Warehouse

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

2002-01-01

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

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.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

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

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

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

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

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

A finite difference scheme for the equilibrium equations of elastic bodies

NASA Technical Reports Server (NTRS)

Phillips, T. N.; Rose, M. E.

1984-01-01

A compact difference scheme is described for treating the first-order system of partial differential equations which describe the equilibrium equations of an elastic body. An algebraic simplification enables the solution to be obtained by standard direct or iterative techniques.

A GENERAL MASS-CONSERVATIVE NUMERICAL SOLUTION FOR THE UNSATURATED FLOW EQUATION

EPA Science Inventory

Numerical approximations based on different forms of the governing partial differential equation can lead to significantly different results for unsaturated flow problems. Numerical solution based on the standard h-based form of Richards equation generally yields poor results, ch...

Weighted Inequalities and Degenerate Elliptic Partial Differential Equations.

DTIC Science & Technology

1984-05-01

The analysis also applies to higher order equations. The basic method is due to N. Meyers and A. blcrat ( HYE ] (U-l). The equations considered are...220 14. MONITORING aGENCY NAME A AODRESS(lldI1n.Mhnt &m COnt* won * 011066) 1S. SECURITY CLASS. (of h1 rpMRt) UNCLASSIFIED I1. DECL ASSI FICATION...20550 Research Triangle Park North Carolina 27709 ,B. KEY WORDS (C@Wth mu Mgo, *do it Ma0oMr O IdMf& y Nok ftwb.) degenerate equation, elliptic partial

Denoising by coupled partial differential equations and extracting phase by backpropagation neural networks for electronic speckle pattern interferometry.

PubMed

Tang, Chen; Lu, Wenjing; Chen, Song; Zhang, Zhen; Li, Botao; Wang, Wenping; Han, Lin

2007-10-20

We extend and refine previous work [Appl. Opt. 46, 2907 (2007)]. Combining the coupled nonlinear partial differential equations (PDEs) denoising model with the ordinary differential equations enhancement method, we propose the new denoising and enhancing model for electronic speckle pattern interferometry (ESPI) fringe patterns. Meanwhile, we propose the backpropagation neural networks (BPNN) method to obtain unwrapped phase values based on a skeleton map instead of traditional interpolations. We test the introduced methods on the computer-simulated speckle ESPI fringe patterns and experimentally obtained fringe pattern, respectively. The experimental results show that the coupled nonlinear PDEs denoising model is capable of effectively removing noise, and the unwrapped phase values obtained by the BPNN method are much more accurate than those obtained by the well-known traditional interpolation. In addition, the accuracy of the BPNN method is adjustable by changing the parameters of networks such as the number of neurons.

Numerical study of unsteady Williamson fluid flow and heat transfer in the presence of MHD through a permeable stretching surface

NASA Astrophysics Data System (ADS)

Bibi, Madiha; Khalil-Ur-Rehman; Malik, M. Y.; Tahir, M.

2018-04-01

In the present article, unsteady flow field characteristics of the Williamson fluid model are explored. The nanosized particles are suspended in the flow regime having the interaction of a magnetic field. The fluid flow is induced due to a stretching permeable surface. The flow model is controlled through coupled partial differential equations to the used shooting method for a numerical solution. The obtained partial differential equations are converted into ordinary differential equations as an initial value problem. The shooting method is used to find a numerical solution. The mathematical modeling yields physical parameters, namely the Weissenberg number, the Prandtl number, the unsteadiness parameter, the magnetic parameter, the mass transfer parameter, the Lewis number, the thermophoresis parameter and Brownian parameters. It is found that the Williamson fluid velocity, temperature and nanoparticles concentration are a decreasing function of the unsteadiness parameter.

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

PubMed

Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

2013-10-01

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

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.

Noniterative three-dimensional grid generation using parabolic partial differential equations

NASA Technical Reports Server (NTRS)

Edwards, T. A.

1985-01-01

A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.

Complexity of parallel implementation of domain decomposition techniques for elliptic partial differential equations

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

Gropp, W.D.; Keyes, D.E.

1988-03-01

The authors discuss the parallel implementation of preconditioned conjugate gradient (PCG)-based domain decomposition techniques for self-adjoint elliptic partial differential equations in two dimensions on several architectures. The complexity of these methods is described on a variety of message-passing parallel computers as a function of the size of the problem, number of processors and relative communication speeds of the processors. They show that communication startups are very important, and that even the small amount of global communication in these methods can significantly reduce the performance of many message-passing architectures.

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.

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.

Peridynamic Multiscale Finite Element Methods

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

Costa, Timothy; Bond, Stephen D.; Littlewood, David John

The problem of computing quantum-accurate design-scale solutions to mechanics problems is rich with applications and serves as the background to modern multiscale science research. The prob- lem can be broken into component problems comprised of communicating across adjacent scales, which when strung together create a pipeline for information to travel from quantum scales to design scales. Traditionally, this involves connections between a) quantum electronic structure calculations and molecular dynamics and between b) molecular dynamics and local partial differ- ential equation models at the design scale. The second step, b), is particularly challenging since the appropriate scales of molecular dynamic andmore » local partial differential equation models do not overlap. The peridynamic model for continuum mechanics provides an advantage in this endeavor, as the basic equations of peridynamics are valid at a wide range of scales limiting from the classical partial differential equation models valid at the design scale to the scale of molecular dynamics. In this work we focus on the development of multiscale finite element methods for the peridynamic model, in an effort to create a mathematically consistent channel for microscale information to travel from the upper limits of the molecular dynamics scale to the design scale. In particular, we first develop a Nonlocal Multiscale Finite Element Method which solves the peridynamic model at multiple scales to include microscale information at the coarse-scale. We then consider a method that solves a fine-scale peridynamic model to build element-support basis functions for a coarse- scale local partial differential equation model, called the Mixed Locality Multiscale Finite Element Method. Given decades of research and development into finite element codes for the local partial differential equation models of continuum mechanics there is a strong desire to couple local and nonlocal models to leverage the speed and state of the art of local models with the flexibility and accuracy of the nonlocal peridynamic model. In the mixed locality method this coupling occurs across scales, so that the nonlocal model can be used to communicate material heterogeneity at scales inappropriate to local partial differential equation models. Additionally, the computational burden of the weak form of the peridynamic model is reduced dramatically by only requiring that the model be solved on local patches of the simulation domain which may be computed in parallel, taking advantage of the heterogeneous nature of next generation computing platforms. Addition- ally, we present a novel Galerkin framework, the 'Ambulant Galerkin Method', which represents a first step towards a unified mathematical analysis of local and nonlocal multiscale finite element methods, and whose future extension will allow the analysis of multiscale finite element methods that mix models across scales under certain assumptions of the consistency of those models.« less

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary.

PubMed

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations.

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary

PubMed Central

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations. PMID:27031232

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

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.

A note on the solutions of some nonlinear equations arising in third-grade fluid flows: an exact approach.

PubMed

Aziz, Taha; Mahomed, F M

2014-01-01

In this communication, we utilize some basic symmetry reductions to transform the governing nonlinear partial differential equations arising in the study of third-grade fluid flows into ordinary differential equations. We obtain some simple closed-form steady-state solutions of these reduced equations. Our solutions are valid for the whole domain [0,∞) and also satisfy the physical boundary conditions. We also present the numerical solutions for some of the underlying equations. The graphs corresponding to the essential physical parameters of the flow are presented and discussed.

A Note on the Solutions of Some Nonlinear Equations Arising in Third-Grade Fluid Flows: An Exact Approach

PubMed Central

Mahomed, F. M.

2014-01-01

In this communication, we utilize some basic symmetry reductions to transform the governing nonlinear partial differential equations arising in the study of third-grade fluid flows into ordinary differential equations. We obtain some simple closed-form steady-state solutions of these reduced equations. Our solutions are valid for the whole domain [0,∞) and also satisfy the physical boundary conditions. We also present the numerical solutions for some of the underlying equations. The graphs corresponding to the essential physical parameters of the flow are presented and discussed. PMID:25143962

On the Well-Definedness of the Order of an Ordinary Differential Equation

ERIC Educational Resources Information Center

Dobbs, David E.

2006-01-01

It is proved that if the differential equations "y[(n)] = f(x,y,y[prime],...,y[(n-1)])" and "y[(m)] = g(x,y,y[prime],...,y[(m-1)])" have the same particular solutions in a suitable region where "f" and "g" are continuous real-valued functions with continuous partial derivatives (alternatively, continuous functions satisfying the classical…

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

Ghafarian, M.; Ariaei, A., E-mail: ariaei@eng.ui.ac.ir

The free vibration analysis of a multiple rotating nanobeams' system applying the nonlocal Eringen elasticity theory is presented. Multiple nanobeams' systems are of great importance in nano-optomechanical applications. At nanoscale, the nonlocal effects become non-negligible. According to the nonlocal Euler-Bernoulli beam theory, the governing partial differential equations are derived by incorporating the nonlocal scale effects. Assuming a structure of n parallel nanobeams, the vibration of the system is described by a coupled set of n partial differential equations. The method involves a change of variables to uncouple the equations and the differential transform method as an efficient mathematical technique tomore » solve the nonlocal governing differential equations. Then a number of parametric studies are conducted to assess the effect of the nonlocal scaling parameter, rotational speed, boundary conditions, hub radius, and the stiffness coefficients of the elastic interlayer media on the vibration behavior of the coupled rotating multiple-carbon-nanotube-beam system. It is revealed that the bending vibration of the system is significantly influenced by the rotational speed, elastic mediums, and the nonlocal scaling parameters. This model is validated by comparing the results with those available in the literature. The natural frequencies are in a reasonably good agreement with the reported results.« less

(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 motion of classical three-body system with consideration of quantum fluctuations

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

Gevorkyan, A. S., E-mail: g-ashot@sci.am

2017-03-15

We obtained the systemof stochastic differential equations which describes the classicalmotion of the three-body system under influence of quantum fluctuations. Using SDEs, for the joint probability distribution of the total momentum of bodies system were obtained the partial differential equation of the second order. It is shown, that the equation for the probability distribution is solved jointly by classical equations, which in turn are responsible for the topological peculiarities of tubes of quantum currents, transitions between asymptotic channels and, respectively for arising of quantum chaos.

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

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

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

Molar mass, radius of gyration and second virial coefficient from new static light scattering equations for dilute solutions: application to 21 (macro)molecules.

PubMed

Illien, Bertrand; Ying, Ruifeng

2009-05-11

New static light scattering (SLS) equations for dilute binary solutions are derived. Contrarily to the usual SLS equations [Carr-Zimm (CZ)], the new equations have no need for the experimental absolute Rayleigh ratio of a reference liquid and solely rely on the ratio of scattered intensities of solutions and solvent. The new equations, which are based on polarizability equations, take into account the usual refractive index increment partial differential n/partial differential rho(2) complemented by the solvent specific polarizability and a term proportional to the slope of the solution density rho versus the solute mass concentration rho(2) (density increment). Then all the equations are applied to 21 (macro)molecules with a wide range of molar mass (0.2500 kg mol(-1)), for which the scattered intensity is no longer independent of the scattering angle, the new equations give the same value of the radius of gyration as the CZ equation and consistent values of the second virial coefficient.

Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

2018-03-01

We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

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

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

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

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…

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

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

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

Application of ANNs approach for wave-like and heat-like equations

NASA Astrophysics Data System (ADS)

Jafarian, Ahmad; Baleanu, Dumitru

2017-12-01

Artificial neural networks are data processing systems which originate from human brain tissue studies. The remarkable abilities of these networks help us to derive desired results from complicated raw data. In this study, we intend to duplicate an efficient iterative method to the numerical solution of two famous partial differential equations, namely the wave-like and heat-like problems. It should be noted that many physical phenomena such as coupling currents in a flat multi-strand two-layer super conducting cable, non-homogeneous elastic waves in soils and earthquake stresses, are described by initial-boundary value wave and heat partial differential equations with variable coefficients. To the numerical solution of these equations, a combination of the power series method and artificial neural networks approach, is used to seek an appropriate bivariate polynomial solution of the mentioned initial-boundary value problem. Finally, several computer simulations confirmed the theoretical results and demonstrating applicability of the method.

A new computational method for reacting hypersonic flows

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Determining partial differential cross sections for low-energy electron photodetachment involving conical intersections using the solution of a Lippmann-Schwinger equation constructed with standard electronic structure techniques.

PubMed

Han, Seungsuk; Yarkony, David R

2011-05-07

A method for obtaining partial differential cross sections for low energy electron photodetachment in which the electronic states of the residual molecule are strongly coupled by conical intersections is reported. The method is based on the iterative solution to a Lippmann-Schwinger equation, using a zeroth order Hamiltonian consisting of the bound nonadiabatically coupled residual molecule and a free electron. The solution to the Lippmann-Schwinger equation involves only standard electronic structure techniques and a standard three-dimensional free particle Green's function quadrature for which fast techniques exist. The transition dipole moment for electron photodetachment, is a sum of matrix elements each involving one nonorthogonal orbital obtained from the solution to the Lippmann-Schwinger equation. An expression for the electron photodetachment transition dipole matrix element in terms of Dyson orbitals, which does not make the usual orthogonality assumptions, is derived.

A complete and partial integrability technique of the Lorenz system

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

A 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

Mathematical Analysis and Optimization of Infiltration Processes

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

Modeling tree crown dynamics with 3D partial differential equations.

PubMed

Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry

2014-01-01

We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.

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 a coupled pair of elliptic equations from solid state electronics

NASA Technical Reports Server (NTRS)

Phillips, T. N.

1983-01-01

Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

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.

Introduction to Numerical Methods

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

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

Partial differential equation models in the socio-economic sciences.

PubMed

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

2014-11-13

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

Estimating varying coefficients for partial differential equation models.

PubMed

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

2017-09-01

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

An Elementary Introduction to Recently Developed Computational Methods for Solving Singularly Perturbed Partial Differential Equations Arising in Science and Engineering

NASA Astrophysics Data System (ADS)

Kumar, Manoj; Srivastava, Akanksha

2013-01-01

This paper presents a survey of innovative approaches of the most effective computational techniques for solving singular perturbed partial differential equations, which are useful because of their numerical and computer realizations. Many applied problems appearing in semiconductors theory, biochemistry, kinetics, theory of electrical chains, economics, solid mechanics, fluid dynamics, quantum mechanics, and many others can be modelled as singularly perturbed systems. Here, we summarize a wide range of research articles published by numerous researchers during the last ten years to get a better view of the present scenario in this area of research.

A semi-direct procedure using a local relaxation factor and its application to an internal flow problem

NASA Technical Reports Server (NTRS)

Chang, S. C.

1984-01-01

Generally, fast direct solvers are not directly applicable to a nonseparable elliptic partial differential equation. This limitation, however, is circumvented by a semi-direct procedure, i.e., an iterative procedure using fast direct solvers. An efficient semi-direct procedure which is easy to implement and applicable to a variety of boundary conditions is presented. The current procedure also possesses other highly desirable properties, i.e.: (1) the convergence rate does not decrease with an increase of grid cell aspect ratio, and (2) the convergence rate is estimated using the coefficients of the partial differential equation being solved.

Analytical solutions for systems of partial differential-algebraic equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2014-01-01

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

Time-partitioning simulation models for calculation on parallel computers

NASA Technical Reports Server (NTRS)

Milner, Edward J.; Blech, Richard A.; Chima, Rodrick V.

1987-01-01

A technique allowing time-staggered solution of partial differential equations is presented in this report. Using this technique, called time-partitioning, simulation execution speedup is proportional to the number of processors used because all processors operate simultaneously, with each updating of the solution grid at a different time point. The technique is limited by neither the number of processors available nor by the dimension of the solution grid. Time-partitioning was used to obtain the flow pattern through a cascade of airfoils, modeled by the Euler partial differential equations. An execution speedup factor of 1.77 was achieved using a two processor Cray X-MP/24 computer.

Combination of oriented partial differential equation and shearlet transform for denoising in electronic speckle pattern interferometry fringe patterns.

PubMed

Xu, Wenjun; Tang, Chen; Gu, Fan; Cheng, Jiajia

2017-04-01

It is a key step to remove the massive speckle noise in electronic speckle pattern interferometry (ESPI) fringe patterns. In the spatial-domain filtering methods, oriented partial differential equations have been demonstrated to be a powerful tool. In the transform-domain filtering methods, the shearlet transform is a state-of-the-art method. In this paper, we propose a filtering method for ESPI fringe patterns denoising, which is a combination of second-order oriented partial differential equation (SOOPDE) and the shearlet transform, named SOOPDE-Shearlet. Here, the shearlet transform is introduced into the ESPI fringe patterns denoising for the first time. This combination takes advantage of the fact that the spatial-domain filtering method SOOPDE and the transform-domain filtering method shearlet transform benefit from each other. We test the proposed SOOPDE-Shearlet on five experimentally obtained ESPI fringe patterns with poor quality and compare our method with SOOPDE, shearlet transform, windowed Fourier filtering (WFF), and coherence-enhancing diffusion (CEDPDE). Among them, WFF and CEDPDE are the state-of-the-art methods for ESPI fringe patterns denoising in transform domain and spatial domain, respectively. The experimental results have demonstrated the good performance of the proposed SOOPDE-Shearlet.

An Exponential Finite Difference Technique for Solving Partial Differential Equations. M.S. Thesis - Toledo Univ., Ohio

NASA Technical Reports Server (NTRS)

Handschuh, Robert F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.

exponential finite difference technique for solving partial differential equations

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

Handschuh, R.F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less

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

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

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

Iterative methods for elliptic finite element equations on general meshes

NASA Technical Reports Server (NTRS)

Nicolaides, R. A.; Choudhury, Shenaz

1986-01-01

Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.

HAM2D: 2D Shearing Box Model

NASA Astrophysics Data System (ADS)

Gammie, Charles F.; Guan, Xiaoyue

2012-10-01

HAM solves non-relativistic hyperbolic partial differential equations in conservative form using high-resolution shock-capturing techniques. This version of HAM has been configured to solve the magnetohydrodynamic equations of motion in axisymmetry to evolve a shearing box model.

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

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

Algorithmic framework for group analysis of differential equations and its application to generalized Zakharov-Kuznetsov equations

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.

An Improved Heaviside Approach to Partial Fraction Expansion and Its Applications

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2009-01-01

In this note, we present an improved Heaviside approach to compute the partial fraction expansions of proper rational functions. This method uses synthetic divisions to determine the unknown partial fraction coefficients successively, without the need to use differentiation or to solve a system of linear equations. Examples of its applications in…

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

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

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.

Accurate solution of the Poisson equation with discontinuities

NASA Astrophysics Data System (ADS)

Nave, Jean-Christophe; Marques, Alexandre; Rosales, Rodolfo

2017-11-01

Solving the Poisson equation in the presence of discontinuities is of great importance in many applications of science and engineering. In many cases, the discontinuities are caused by interfaces between different media, such as in multiphase flows. These interfaces are themselves solutions to differential equations, and can assume complex configurations. For this reason, it is convenient to embed the interface into a regular triangulation or Cartesian grid and solve the Poisson equation in this regular domain. We present an extension of the Correction Function Method (CFM), which was developed to solve the Poisson equation in the context of embedded interfaces. The distinctive feature of the CFM is that it uses partial differential equations to construct smooth extensions of the solution in the vicinity of interfaces. A consequence of this approach is that it can achieve high order of accuracy while maintaining compact discretizations. The extension we present removes the restrictions of the original CFM, and yields a method that can solve the Poisson equation when discontinuities are present in the solution, the coefficients of the equation (material properties), and the source term. We show results computed to fourth order of accuracy in two and three dimensions. This work was partially funded by DARPA, NSF, and NSERC.

A Study of Multigrid Preconditioners Using Eigensystem Analysis

NASA Technical Reports Server (NTRS)

Roberts, Thomas W.; Swanson, R. C.

2005-01-01

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined.

Forced Convection Heat Transfer in Circular Pipes

ERIC Educational Resources Information Center

Tosun, Ismail

2007-01-01

One of the pitfalls of engineering education is to lose the physical insight of the problem while tackling the mathematical part. Forced convection heat transfer (the Graetz-Nusselt problem) certainly falls into this category. The equation of energy together with the equation of motion leads to a partial differential equation subject to various…

A Three-Fold Approach to the Heat Equation: Data, Modeling, Numerics

ERIC Educational Resources Information Center

Spayd, Kimberly; Puckett, James

2016-01-01

This article describes our modeling approach to teaching the one-dimensional heat (diffusion) equation in a one-semester undergraduate partial differential equations course. We constructed the apparatus for a demonstration of heat diffusion through a long, thin metal rod with prescribed temperatures at each end. The students observed the physical…

Equations for the Filled Inelastic Membrane: A More General Derivation

ERIC Educational Resources Information Center

Deakin, Michael A. B.

2011-01-01

An earlier paper discussed the case of a flexible but inextensible membrane filled to capacity with incompressible fluid. It was found that the resulting shape satisfies a set of three simultaneous partial differential equations. This article gives a more general derivation of these equations and shows their form in an interesting special case.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

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

2015-10-01

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

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.

Group solution for unsteady free-convection flow from a vertical moving plate subjected to constant heat flux

NASA Astrophysics Data System (ADS)

Kassem, M.

2006-03-01

The problem of heat and mass transfer in an unsteady free-convection flow over a continuous moving vertical sheet in an ambient fluid is investigated for constant heat flux using the group theoretical method. The nonlinear coupled partial differential equation governing the flow and the boundary conditions are transformed to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved numerically using the shooting method. The effect of Prandlt number on the velocity and temperature of the boundary-layer is plotted in curves. A comparison with previous work is presented.

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

USGS Publications Warehouse

Faust, Charles R.; Mercer, James W.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

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

Theory of a general class of dissipative processes.

NASA Technical Reports Server (NTRS)

Hale, J. K.; Lasalle, J. P.; Slemrod, M.

1972-01-01

Development of a theory of periodic processes that is of sufficient generality for being applied to systems defined by partial differential equations (distributed parameter systems) and functional differential equations of the retarded and neutral type (hereditary systems), as well as to systems arising in the theory of elasticity. In particular, the attempt is made to develop a meaningful general theory of dissipative periodic systems with a wide range of applications.

LORENE: Spectral methods differential equations solver

NASA Astrophysics Data System (ADS)

Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke

2016-08-01

LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.

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.

An efficient nonlinear finite-difference approach in the computational modeling of the dynamics of a nonlinear diffusion-reaction equation in microbial ecology.

PubMed

Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E

2013-12-01

In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Solving Partial Differential Equations on Overlapping Grids

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

Henshaw, W D

2008-09-22

We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solutionmore » of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.« less

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

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

NASA Astrophysics Data System (ADS)

Nijhoff, Frank; Atkinson, James; Hietarinta, Jarmo

2009-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-01-01

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

Nebo: An efficient, parallel, and portable domain-specific language for numerically solving partial differential equations

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

Earl, Christopher; Might, Matthew; Bagusetty, Abhishek

This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.

Analytical Derivation of Power Laws in Firm Size Variables from Gibrat's Law and Quasi-inversion Symmetry: A Geomorphological Approach

NASA Astrophysics Data System (ADS)

Ishikawa, Atushi; Fujimoto, Shouji; Mizuno, Takayuki; Watanabe, Tsutomu

2014-03-01

We start from Gibrat's law and quasi-inversion symmetry for three firm size variables (i.e., tangible fixed assets K, number of employees L, and sales Y) and derive a partial differential equation to be satisfied by the joint probability density function of K and L. We then transform K and L, which are correlated, into two independent variables by applying surface openness used in geomorphology and provide an analytical solution to the partial differential equation. Using worldwide data on the firm size variables for companies, we confirm that the estimates on the power-law exponents of K, L, and Y satisfy a relationship implied by the theory.

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.

Nebo: An efficient, parallel, and portable domain-specific language for numerically solving partial differential equations

DOE PAGES

Earl, Christopher; Might, Matthew; Bagusetty, Abhishek; ...

2016-01-26

This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.

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

Separation of Variables and Superintegrability; The symmetry of solvable systems

NASA Astrophysics Data System (ADS)

Kalnins, Ernest G.; Kress, Jonathan M.; Miller, Willard, Jr.

2018-06-01

Separation of variables methods for solving partial differential equations are of immense theoretical and practical importance in mathematical physics. They are the most powerful tool known for obtaining explicit solutions of the partial differential equations of mathematical physics. The purpose of this book is to give an up-to-date presentation of the theory of separation of variables and its relation to superintegrability. Collating and presenting it in a unified, updated and a more accessible manner, the results scattered in the literature that the authors have prepared is an invaluable resource for mathematicians and mathematical physicists in particular, as well as science, engineering, geological and biological researchers interested in explicit solutions.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Second-order oriented partial-differential equations for denoising in electronic-speckle-pattern interferometry fringes.

PubMed

Tang, Chen; Han, Lin; Ren, Hongwei; Zhou, Dongjian; Chang, Yiming; Wang, Xiaohang; Cui, Xiaolong

2008-10-01

We derive the second-order oriented partial-differential equations (PDEs) for denoising in electronic-speckle-pattern interferometry fringe patterns from two points of view. The first is based on variational methods, and the second is based on controlling diffusion direction. Our oriented PDE models make the diffusion along only the fringe orientation. The main advantage of our filtering method, based on oriented PDE models, is that it is very easy to implement compared with the published filtering methods along the fringe orientation. We demonstrate the performance of our oriented PDE models via application to two computer-simulated and experimentally obtained speckle fringes and compare with related PDE models.

A note on the accuracy of spectral method applied to nonlinear conservation laws

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang; Wong, Peter S.

1994-01-01

Fourier spectral method can achieve exponential accuracy both on the approximation level and for solving partial differential equations if the solutions are analytic. For a linear partial differential equation with a discontinuous solution, Fourier spectral method produces poor point-wise accuracy without post-processing, but still maintains exponential accuracy for all moments against analytic functions. In this note we assess the accuracy of Fourier spectral method applied to nonlinear conservation laws through a numerical case study. We find that the moments with respect to analytic functions are no longer very accurate. However the numerical solution does contain accurate information which can be extracted by a post-processing based on Gegenbauer polynomials.

Spectral methods in time for a class of parabolic partial differential equations

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

Ierley, G.; Spencer, B.; Worthing, R.

1992-09-01

In this paper, we introduce a fully spectral solution for the partial differential equation u[sub t] + uu[sub x] + vu[sub xx] + [mu]u[sub xxx] + [lambda]u[sub xxxx] = O. For periodic boundary conditions in space, the use of a Fourier expansion in x admits of a particularly efficient algorithm with respect to expansion of the time dependence in a Chebyshev series. Boundary conditions other than periodic may still be treated with reasonable, though lesser, efficiency. for all cases, very high accuracy is attainable at moderate computational cost relative to the expense of variable order finite difference methods in time.more » 14 refs., 9 figs.« less

The method of lines in three dimensional fracture mechanics

NASA Technical Reports Server (NTRS)

Gyekenyesi, J.; Berke, L.

1980-01-01

A review of recent developments in the calculation of design parameters for fracture mechanics by the method of lines (MOL) is presented. Three dimensional elastic and elasto-plastic formulations are examined and results from previous and current research activities are reported. The application of MOL to the appropriate partial differential equations of equilibrium leads to coupled sets of simultaneous ordinary differential equations. Solutions of these equations are obtained by the Peano-Baker and by the recurrance relations methods. The advantages and limitations of both solution methods from the computational standpoint are summarized.

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

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1980-01-01

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

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.

Introducing the Improved Heaviside Approach to Partial Fraction Decomposition to Undergraduate Students: Results and Implications from a Pilot Study

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2012-01-01

Partial fraction decomposition is a useful technique often taught at senior secondary or undergraduate levels to handle integrations, inverse Laplace transforms or linear ordinary differential equations, etc. In recent years, an improved Heaviside's approach to partial fraction decomposition was introduced and developed by the author. An important…

Strongly nonlinear parabolic variational inequalities.

PubMed

Browder, F E; Brézis, H

1980-02-01

An existence and uniqueness result is established for a general class of variational inequalities for parabolic partial differential equations of the form partial differentialu/ partial differentialt + A(u) + g(u) = f with g nondecreasing but satisfying no growth condition. The proof is based upon a type of compactness result for solutions of variational inequalities that should find a variety of other applications.

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.

Free-Surface Flow and Fluid-Object Interaction Modeling With Emphasis on Ship Hydrodynamics

DTIC Science & Technology

2012-01-01

0 on Cawt (21) in a weak sense. Equation (20) is the Eikonal partial differential equation subject to the interior constraint given by Eq. (21). To...tion, respectively. The formulation given by Eq. (22) is the SUPG method [30] applied to the Eikonal equation. At the steady state, the above problem

Computation and visualization of geometric partial differential equations

NASA Astrophysics Data System (ADS)

Tiee, Christopher L.

The chief goal of this work is to explore a modern framework for the study and approximation of partial differential equations, recast common partial differential equations into this framework, and prove theorems about such equations and their approximations. A central motivation is to recognize and respect the essential geometric nature of such problems, and take it into consideration when approximating. The hope is that this process will lead to the discovery of more refined algorithms and processes and apply them to new problems. In the first part, we introduce our quantities of interest and reformulate traditional boundary value problems in the modern framework. We see how Hilbert complexes capture and abstract the most important properties of such boundary value problems, leading to generalizations of important classical results such as the Hodge decomposition theorem. They also provide the proper setting for numerical approximations. We also provide an abstract framework for evolution problems in these spaces: Bochner spaces. We next turn to approximation. We build layers of abstraction, progressing from functions, to differential forms, and finally, to Hilbert complexes. We explore finite element exterior calculus (FEEC), which allows us to approximate solutions involving differential forms, and analyze the approximation error. In the second part, we prove our central results. We first prove an extension of current error estimates for the elliptic problem in Hilbert complexes. This extension handles solutions with nonzero harmonic part. Next, we consider evolution problems in Hilbert complexes and prove abstract error estimates. We apply these estimates to the problem for Riemannian hypersurfaces in R. {n+1},generalizing current results for open subsets of R. {n}. Finally, we applysome of the concepts to a nonlinear problem, the Ricci flow on surfaces, and use tools from nonlinear analysis to help develop and analyze the equations. In the appendices, we detail some additional motivation and a source for further examples: canonical geometries that are realized as steady-state solutions to parabolic equations similar to that of Ricci flow. An eventual goal is to compute such solutions using the methods of the previous chapters.

Effects of partial slip boundary condition and radiation on the heat and mass transfer of MHD-nanofluid flow

NASA Astrophysics Data System (ADS)

Abd Elazem, Nader Y.; Ebaid, Abdelhalim

2017-12-01

In this paper, the effect of partial slip boundary condition on the heat and mass transfer of the Cu-water and Ag-water nanofluids over a stretching sheet in the presence of magnetic field and radiation. Such partial slip boundary condition has attracted much attention due to its wide applications in industry and chemical engineering. The flow is basically governing by a system of partial differential equations which are reduced to a system of ordinary differential equations. This system has been exactly solved, where exact analytical expression has been obtained for the fluid velocity in terms of exponential function, while the temperature distribution, and the nanoparticles concentration are expressed in terms of the generalized incomplete gamma function. In addition, explicit formulae are also derived from the rates of heat transfer and mass transfer. The effects of the permanent parameters on the skin friction, heat transfer coefficient, rate of mass transfer, velocity, the temperature profile, and concentration profile have been discussed through tables and graphs.

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less

First-passage times for pattern formation in nonlocal partial differential equations

NASA Astrophysics Data System (ADS)

Cáceres, Manuel O.; Fuentes, Miguel A.

2015-10-01

We describe the lifetimes associated with the stochastic evolution from an unstable uniform state to a patterned one when the time evolution of the field is controlled by a nonlocal Fisher equation. A small noise is added to the evolution equation to define the lifetimes and to calculate the mean first-passage time of the stochastic field through a given threshold value, before the patterned steady state is reached. In order to obtain analytical results we introduce a stochastic multiscale perturbation expansion. This multiscale expansion can also be used to tackle multiplicative stochastic partial differential equations. A critical slowing down is predicted for the marginal case when the Fourier phase of the unstable initial condition is null. We carry out Monte Carlo simulations to show the agreement with our theoretical predictions. Analytic results for the bifurcation point and asymptotic analysis of traveling wave-front solutions are included to get insight into the noise-induced transition phenomena mediated by invading fronts.

First-passage times for pattern formation in nonlocal partial differential equations.

PubMed

Cáceres, Manuel O; Fuentes, Miguel A

2015-10-01

We describe the lifetimes associated with the stochastic evolution from an unstable uniform state to a patterned one when the time evolution of the field is controlled by a nonlocal Fisher equation. A small noise is added to the evolution equation to define the lifetimes and to calculate the mean first-passage time of the stochastic field through a given threshold value, before the patterned steady state is reached. In order to obtain analytical results we introduce a stochastic multiscale perturbation expansion. This multiscale expansion can also be used to tackle multiplicative stochastic partial differential equations. A critical slowing down is predicted for the marginal case when the Fourier phase of the unstable initial condition is null. We carry out Monte Carlo simulations to show the agreement with our theoretical predictions. Analytic results for the bifurcation point and asymptotic analysis of traveling wave-front solutions are included to get insight into the noise-induced transition phenomena mediated by invading fronts.

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

NASA Technical Reports Server (NTRS)

Camillo, P.; Schmugge, T. J.

1981-01-01

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

Transformation elastodynamics and cloaking for flexural waves

NASA Astrophysics Data System (ADS)

Colquitt, D. J.; Brun, M.; Gei, M.; Movchan, A. B.; Movchan, N. V.; Jones, I. S.

2014-12-01

The paper addresses an important issue of cloaking transformations for fourth-order partial differential equations representing flexural waves in thin elastic plates. It is shown that, in contrast with the Helmholtz equation, the general form of the partial differential equation is not invariant with respect to the cloaking transformation. The significant result of this paper is the analysis of the transformed equation and its interpretation in the framework of the linear theory of pre-stressed plates. The paper provides a formal framework for transformation elastodynamics as applied to elastic plates. Furthermore, an algorithm is proposed for designing a broadband square cloak for flexural waves, which employs a regularised push-out transformation. Illustrative numerical examples show high accuracy and efficiency of the proposed cloaking algorithm. In particular, a physical configuration involving a perturbation of an interference pattern generated by two coherent sources is presented. It is demonstrated that the perturbation produced by a cloaked defect is negligibly small even for such a delicate interference pattern.

Ultrasound speckle reduction based on fractional order differentiation.

PubMed

Shao, Dangguo; Zhou, Ting; Liu, Fan; Yi, Sanli; Xiang, Yan; Ma, Lei; Xiong, Xin; He, Jianfeng

2017-07-01

Ultrasound images show a granular pattern of noise known as speckle that diminishes their quality and results in difficulties in diagnosis. To preserve edges and features, this paper proposes a fractional differentiation-based image operator to reduce speckle in ultrasound. An image de-noising model based on fractional partial differential equations with balance relation between k (gradient modulus threshold that controls the conduction) and v (the order of fractional differentiation) was constructed by the effective combination of fractional calculus theory and a partial differential equation, and the numerical algorithm of it was achieved using a fractional differential mask operator. The proposed algorithm has better speckle reduction and structure preservation than the three existing methods [P-M model, the speckle reducing anisotropic diffusion (SRAD) technique, and the detail preserving anisotropic diffusion (DPAD) technique]. And it is significantly faster than bilateral filtering (BF) in producing virtually the same experimental results. Ultrasound phantom testing and in vivo imaging show that the proposed method can improve the quality of an ultrasound image in terms of tissue SNR, CNR, and FOM values.

Theoretical Foundation for Weld Modeling

NASA Technical Reports Server (NTRS)

Traugott, S.

1986-01-01

Differential equations describe physics of tungsten/inert-gas and plasma-arc welding in aluminum. Report collects and describes necessary theoretical foundation upon which numerical welding model is constructed for tungsten/inert gas or plasma-arc welding in aluminum without keyhole. Governing partial differential equations for flow of heat, metal, and current given, together with boundary conditions relevant to welding process. Numerical estimates for relative importance of various phenomena and required properties of 2219 aluminum included

Optimal Harvesting in an Age-Structured Predator-Prey Model

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

Fister, K. Renee; Lenhart, Suzanne

2006-06-15

We investigate optimal harvesting control in a predator-prey model in which the prey population is represented by a first-order partial differential equation with age-structure and the predator population is represented by an ordinary differential equation in time. The controls are the proportions of the populations to be harvested, and the objective functional represents the profit from harvesting. The existence and uniqueness of the optimal control pair are established.

Simplified method for numerical modeling of fiber lasers.

PubMed

Shtyrina, O V; Yarutkina, I A; Fedoruk, M P

2014-12-29

A simplified numerical approach to modeling of dissipative dispersion-managed fiber lasers is examined. We present a new numerical iteration algorithm for finding the periodic solutions of the system of nonlinear ordinary differential equations describing the intra-cavity dynamics of the dissipative soliton characteristics in dispersion-managed fiber lasers. We demonstrate that results obtained using simplified model are in good agreement with full numerical modeling based on the corresponding partial differential equations.

MHD stagnation-point flow over a nonlinearly shrinking sheet with suction effect

NASA Astrophysics Data System (ADS)

Awaludin, Izyan Syazana; Ahmad, Rokiah; Ishak, Anuar

2018-04-01

The stagnation point flow over a shrinking permeable sheet in the existence of magnetic field is numerically investigated in this paper. The system of partial differential equations are transformed to a nonlinear ordinary differential equation using similarity transformation and is solved numerically using the boundary value problem solver, bvp4c, in Matlab software. It is found that dual solutions exist for a certain range of the shrinking strength.

Computation of partially invariant solutions for the Einstein Walker manifolds' identifying equations

NASA Astrophysics Data System (ADS)

Nadjafikhah, Mehdi; Jafari, Mehdi

2013-12-01

In this paper, partially invariant solutions (PISs) method is applied in order to obtain new four-dimensional Einstein Walker manifolds. This method is based on subgroup classification for the symmetry group of partial differential equations (PDEs) and can be regarded as the generalization of the similarity reduction method. For this purpose, those cases of PISs which have the defect structure δ=1 and are resulted from two-dimensional subalgebras are considered in the present paper. Also it is shown that the obtained PISs are distinct from the invariant solutions that obtained by similarity reduction method.

Differential Curing In Fiber/Resin Laminates

NASA Technical Reports Server (NTRS)

Webster, Charles N.

1989-01-01

Modified layup schedule counteracts tendency toward delamination. Improved manufacturing process resembles conventional process, except prepregs partially cured laid on mold in sequence in degree of partial cure decreases from mold side to bag side. Degree of partial cure of each layer at time of layup selected by controlling storage and partial-curing temperatures of prepreg according to Arrhenius equation for rate of gel of resin as function of temperature and time from moment of mixing. Differential advancement of cure in layers made large enough to offset effect of advance bag-side heating in oven or autoclave. Technique helps prevent entrapment of volatile materials during manufacturing of fiber/resin laminates.

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.

Similarity solution of the Boussinesq equation

NASA Astrophysics Data System (ADS)

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

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

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

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, Aaron

2004-01-01

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

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

NASA Technical Reports Server (NTRS)

Pawloski, Janice S.

2001-01-01

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

Application of the Finite Element Method in Atomic and Molecular Physics

NASA Technical Reports Server (NTRS)

Shertzer, Janine

2007-01-01

The finite element method (FEM) is a numerical algorithm for solving second order differential equations. It has been successfully used to solve many problems in atomic and molecular physics, including bound state and scattering calculations. To illustrate the diversity of the method, we present here details of two applications. First, we calculate the non-adiabatic dipole polarizability of Hi by directly solving the first and second order equations of perturbation theory with FEM. In the second application, we calculate the scattering amplitude for e-H scattering (without partial wave analysis) by reducing the Schrodinger equation to set of integro-differential equations, which are then solved with FEM.

Exponentially varying viscosity of magnetohydrodynamic mixed convection Eyring-Powell nanofluid flow over an inclined surface

NASA Astrophysics Data System (ADS)

Khan, Imad; Fatima, Sumreen; Malik, M. Y.; Salahuddin, T.

2018-03-01

This paper explores the theoretical study of the steady incompressible two dimensional MHD boundary layer flow of Eyring-Powell nanofluid over an inclined surface. The fluid is considered to be electrically conducting and the viscosity of the fluid is assumed to be varying exponentially. The governing partial differential equations (PDE's) are reduced into ordinary differential equations (ODE's) by applying similarity approach. The resulting ordinary differential equations are solved successfully by using Homotopy analysis method. The impact of pertinent parameters on velocity, concentration and temperature profiles are examined through graphs and tables. Also coefficient of skin friction, Sherwood and Nusselt numbers are illustrated in tabular and graphical form.

Geometry of Optimal Paths around Focal Singular Surfaces in Differential Games

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

Melikyan, Arik; Bernhard, Pierre

2005-06-15

We investigate a special type of singularity in non-smooth solutions of first-order partial differential equations, with emphasis on Isaacs' equation. This type, called focal manifold, is characterized by the incoming trajectory fields on the two sides and a discontinuous gradient. We provide a complete set of constructive equations under various hypotheses on the singularity, culminating with the case where no a priori hypothesis on its geometry is known, and where the extremal trajectory fields need not be collinear. We show two examples of differential games exhibiting non-collinear fields of extremal trajectories on the focal manifold, one with a transversal approachmore » and one with a tangential approach.« less

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.

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

DOE PAGES

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

2017-09-04

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

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

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

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

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

Modeling of outgassing and matrix decomposition in carbon-phenolic composites

NASA Technical Reports Server (NTRS)

Mcmanus, Hugh L.

1994-01-01

Work done in the period Jan. - June 1994 is summarized. Two threads of research have been followed. First, the thermodynamics approach was used to model the chemical and mechanical responses of composites exposed to high temperatures. The thermodynamics approach lends itself easily to the usage of variational principles. This thermodynamic-variational approach has been applied to the transpiration cooling problem. The second thread is the development of a better algorithm to solve the governing equations resulting from the modeling. Explicit finite difference method is explored for solving the governing nonlinear, partial differential equations. The method allows detailed material models to be included and solution on massively parallel supercomputers. To demonstrate the feasibility of the explicit scheme in solving nonlinear partial differential equations, a transpiration cooling problem was solved. Some interesting transient behaviors were captured such as stress waves and small spatial oscillations of transient pressure distribution.

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.

Wavelets and distributed approximating functionals

NASA Astrophysics Data System (ADS)

Wei, G. W.; Kouri, D. J.; Hoffman, D. K.

1998-07-01

A general procedure is proposed for constructing father and mother wavelets that have excellent time-frequency localization and can be used to generate entire wavelet families for use as wavelet transforms. One interesting feature of our father wavelets (scaling functions) is that they belong to a class of generalized delta sequences, which we refer to as distributed approximating functionals (DAFs). We indicate this by the notation wavelet-DAFs. Correspondingly, the mother wavelets generated from these wavelet-DAFs are appropriately called DAF-wavelets. Wavelet-DAFs can be regarded as providing a pointwise (localized) spectral method, which furnishes a bridge between the traditional global methods and local methods for solving partial differential equations. They are shown to provide extremely accurate numerical solutions for a number of nonlinear partial differential equations, including the Korteweg-de Vries (KdV) equation, for which a previous method has encountered difficulties (J. Comput. Phys. 132 (1997) 233).

Critical spaces for quasilinear parabolic evolution equations and applications

NASA Astrophysics Data System (ADS)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal Lp-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier-Stokes problem, convection-diffusion equations, the Nernst-Planck-Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.

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

Time-domain comparisons of power law attenuation in causal and noncausal time-fractional wave equations

PubMed Central

Zhao, Xiaofeng; McGough, Robert J.

2016-01-01

The attenuation of ultrasound propagating in human tissue follows a power law with respect to frequency that is modeled by several different causal and noncausal fractional partial differential equations. To demonstrate some of the similarities and differences that are observed in three related time-fractional partial differential equations, time-domain Green's functions are calculated numerically for the power law wave equation, the Szabo wave equation, and for the Caputo wave equation. These Green's functions are evaluated for water with a power law exponent of y = 2, breast with a power law exponent of y = 1.5, and liver with a power law exponent of y = 1.139. Simulation results show that the noncausal features of the numerically calculated time-domain response are only evident very close to the source and that these causal and noncausal time-domain Green's functions converge to the same result away from the source. When noncausal time-domain Green's functions are convolved with a short pulse, no evidence of noncausal behavior remains in the time-domain, which suggests that these causal and noncausal time-fractional models are equally effective for these numerical calculations. PMID:27250193

Comparative investigation of five nanoparticles in flow of viscous fluid with Joule heating and slip due to rotating disk

NASA Astrophysics Data System (ADS)

Qayyum, Sumaira; Khan, Muhammad Ijaz; Hayat, Tasawar; Alsaedi, Ahmed

2018-04-01

Present article addresses the comparative study for flow of five water based nanofluids. Flow in presence of Joule heating is generated by rotating disk with variable thickness. Nanofluids are suspension of Silver (Ag), Copper (Cu), Copper oxide (CuO), Aluminum oxide or Alumina (Al2O3), Titanium oxide or titania (TiO2) and water. Boundary layer approximation is applied to partial differential equations. Using Von Karman transformations the partial differential equations are converted to ordinary differential equations. Convergent series solutions are obtained. Graphical results are presented to examine the behaviors of axial, radial and tangential velocities, temperature, skin friction and Nusselt number. It is observed that radial, axial and tangential velocities decay for slip parameters. Axial velocity decays for larger nanoparticle volume fraction. Effect of nanofluids on velocities dominant than base material. Temperature rises for larger Eckert number and temperature of silver water nanofluid is more because of its higher thermal conductivity. Surface drag force reduces for higher slip parameters. Transfer of heat is more for larger disk thickness index.

Multigrid Methods

NASA Technical Reports Server (NTRS)

1981-01-01

Developments in numerical solution of certain types of partial differential equations by rapidly converging sequences of operations on supporting grids that range from very fine to very coarse are presented.

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

NASA Technical Reports Server (NTRS)

Carleton, O.

1972-01-01

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

A discrete model of a modified Burgers' partial differential equation

NASA Technical Reports Server (NTRS)

Mickens, R. E.; Shoosmith, J. N.

1990-01-01

A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.

Grid generation by elliptic partial differential equations for a tri-element Augmentor-Wing airfoil

NASA Technical Reports Server (NTRS)

Sorenson, R. L.

1982-01-01

Two efforts to numerically simulate the flow about the Augmentor-Wing airfoil in the cruise configuration using the GRAPE elliptic partial differential equation grid generator algorithm are discussed. The Augmentor-Wing consists of a main airfoil with a slotted trailing edge for blowing and two smaller airfoils shrouding the blowing jet. The airfoil and the algorithm are described, and the application of GRAPE to an unsteady viscous flow simulation and a transonic full-potential approach is considered. The procedure involves dividing a complicated flow region into an arbitrary number of zones and ensuring continuity of grid lines, their slopes, and their point distributions across the zonal boundaries. The method for distributing the body-surface grid points is discussed.

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

NASA Technical Reports Server (NTRS)

Saltz, Joel H.; Naik, Vijay K.

1988-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Automating Embedded Analysis Capabilities and Managing Software Complexity in Multiphysics Simulation, Part II: Application to Partial Differential Equations

DOE PAGES

Pawlowski, Roger P.; Phipps, Eric T.; Salinger, Andrew G.; ...

2012-01-01

A template-based generic programming approach was presented in Part I of this series of papers [Sci. Program. 20 (2012), 197–219] that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded analysis algorithms. In this paper, we describe the implementation details for using the template-based generic programming approach for simulation and analysis of partial differential equations (PDEs). We detail several of the hurdles that we have encountered, and some of the software infrastructure developed to overcome them. We end with a demonstration where we present shape optimization and uncertaintymore » quantification results for a 3D PDE application.« less

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.

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

Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

Student Solution Manual for Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

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...

Heat Source/Sink in a Magneto-Hydrodynamic Non-Newtonian Fluid Flow in a Porous Medium: Dual Solutions.

PubMed

Hayat, Tasawar; Awais, Muhammad; Imtiaz, Amna

2016-01-01

This communication deals with the properties of heat source/sink in a magneto-hydrodynamic flow of a non-Newtonian fluid immersed in a porous medium. Shrinking phenomenon along with the permeability of the wall is considered. Mathematical modelling is performed to convert the considered physical process into set of coupled nonlinear mathematical equations. Suitable transformations are invoked to convert the set of partial differential equations into nonlinear ordinary differential equations which are tackled numerically for the solution computations. It is noted that dual solutions for various physical parameters exist which are analyzed in detail.

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.

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

DOE PAGES

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

2017-12-20

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

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

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

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

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

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Da Rocha, R.; Capelas Oliveira, E.

2009-01-01

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

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 class of traveling wave solutions for space-time fractional biological population model in mathematical physics

NASA Astrophysics Data System (ADS)

Akram, Ghazala; Batool, Fiza

2017-10-01

The (G'/G)-expansion method is utilized for a reliable treatment of space-time fractional biological population model. The method has been applied in the sense of the Jumarie's modified Riemann-Liouville derivative. Three classes of exact traveling wave solutions, hyperbolic, trigonometric and rational solutions of the associated equation are characterized with some free parameters. A generalized fractional complex transform is applied to convert the fractional equations to ordinary differential equations which subsequently resulted in number of exact solutions. It should be mentioned that the (G'/G)-expansion method is very effective and convenient for solving nonlinear partial differential equations of fractional order whose balancing number is a negative integer.

Fixed point theorems for generalized contractions in ordered metric spaces

NASA Astrophysics Data System (ADS)

O'Regan, Donal; Petrusel, Adrian

2008-05-01

The purpose of this paper is to present some fixed point results for self-generalized contractions in ordered metric spaces. Our results generalize and extend some recent results of A.C.M. Ran, M.C. Reurings [A.C.M. Ran, MEC. Reurings, A fixed point theorem in partially ordered sets and some applications to matrix equations, Proc. Amer. Math. Soc. 132 (2004) 1435-1443], J.J. Nieto, R. Rodríguez-López [J.J. Nieto, R. Rodríguez-López, Contractive mapping theorems in partially ordered sets and applications to ordinary differential equations, Order 22 (2005) 223-239; J.J. Nieto, R. Rodríguez-López, Existence and uniqueness of fixed points in partially ordered sets and applications to ordinary differential equations, Acta Math. Sin. (Engl. Ser.) 23 (2007) 2205-2212], J.J. Nieto, R.L. Pouso, R. Rodríguez-López [J.J. Nieto, R.L. Pouso, R. Rodríguez-López, Fixed point theorem theorems in ordered abstract sets, Proc. Amer. Math. Soc. 135 (2007) 2505-2517], A. Petrusel, I.A. Rus [A. Petrusel, I.A. Rus, Fixed point theorems in ordered L-spaces, Proc. Amer. Math. Soc. 134 (2006) 411-418] and R.P. Agarwal, M.A. El-Gebeily, D. O'Regan [R.P. Agarwal, M.A. El-Gebeily, D. O'Regan, Generalized contractions in partially ordered metric spaces, Appl. Anal., in press]. As applications, existence and uniqueness results for Fredholm and Volterra type integral equations are given.

Numerical study of MHD micropolar carreau nanofluid in the presence of induced magnetic field

NASA Astrophysics Data System (ADS)

Atif, S. M.; Hussain, S.; Sagheer, M.

2018-03-01

The heat and mass transfer of a magnetohydrodynamic micropolar Carreau nanofluid on a stretching sheet has been analyzed in the presence of induced magnetic field. An internal heating, thermal radiation, Ohmic and viscous dissipation effects are also considered. The system of the governing partial differential equations is converted into the ordinary differential equations by means of the suitable similarity transformation. The resulting ordinary differential equations are then solved by the well known shooting technique. The impact of emerging physical parameters on the velocity, angular velocity, temperature and concentration profiles are analyzed graphically. The dimensionless velocity is enhanced for the Weissenberg number and the power law index while reverse situation is studied in the thermal and the concentration profile.

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.

Computational cost of two alternative formulations of Cahn-Hilliard equations

NASA Astrophysics Data System (ADS)

Paszyński, Maciej; Gurgul, Grzegorz; Łoś, Marcin; Szeliga, Danuta

2018-05-01

In this paper we propose two formulations of Cahn-Hilliard equations, which have several applications in cancer growth modeling and material science phase-field simulations. The first formulation uses one C4 partial differential equations (PDEs) the second one uses two C2 PDEs. Finally, we compare the computational costs of direct solvers for both formulations, using the refined isogeometric analysis (rIGA) approach.

DISCHARGE AND DEPTH BEHIND A PARTIALLY BREACHED DAM.

USGS Publications Warehouse

Chen, Cheng-lung

1987-01-01

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

Solitons of the Kadomtsev-Petviashvili equation based on lattice Boltzmann model

NASA Astrophysics Data System (ADS)

Wang, Huimin

2017-01-01

In this paper, a lattice Boltzmann model for the Kadomtsev-Petviashvili equation is proposed. By using the Chapman-Enskog expansion and the multi-scale time expansion, a series of partial differential equations in different time scales are obtained. Due to the asymmetry in x direction and y direction of the equation, the moments of the equilibrium distribution function are selected are asymmetric. The numerical results demonstrate the lattice Boltzmann method is an effective method to simulate the solitons of the Kadomtsev-Petviashvili equation.

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.

Design Optimization of Systems Governed by Partial Differential Equations. Phase 1

DTIC Science & Technology

1989-03-01

DIFFERENTIAL EQUATIONS" SUBMITTED TO: AIR FORCE OFFICE OF SCIENTIFIC RESEARCH AFOSR/NM ATTN: Major James Crowley BUILDING 410, ROOM 209 BOLLING AFB, DC 20332...of his algorithms called DELIGHT. We consider this work to be of signal importance for the future of all engineer- ing design optimization. Prof...to be set up in a subroutine, which would be called by the optimization code. We then intended to pursue a slow and orderly progression of the problem

On Chaotic Behavior of Temperature Distribution in a Heat Exchanger

NASA Astrophysics Data System (ADS)

Bagyalakshmi, Morachan; Gangadharan, Saisundarakrishnan; Ganesh, Madhu

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

Building Flexible User Interfaces for Solving PDEs

NASA Astrophysics Data System (ADS)

Logg, Anders; Wells, Garth N.

2010-09-01

FEniCS is a collection of software tools for the automated solution of differential equations by finite element methods. In this note, we describe how FEniCS can be used to solve a simple nonlinear model problem with varying levels of automation. At one extreme, FEniCS provides tools for the fully automated and adaptive solution of nonlinear partial differential equations. At the other extreme, FEniCS provides a range of tools that allow the computational scientist to experiment with novel solution algorithms.

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Self-Similar Compressible Free Vortices

NASA Technical Reports Server (NTRS)

vonEllenrieder, Karl

1998-01-01

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

Performance of thermal deposition and mass flux condition on bioconvection nanoparticles containing gyrotactic microorganisms

NASA Astrophysics Data System (ADS)

Iqbal, Z.; Ahmad, Bilal

2017-11-01

This is an attempt to investigate the influence of thermal radiation on the movement of motile gyrotactic microorganisms submerged in a water-based nanofluid flow over a nonlinear stretching sheet. The mathematical modeling of this physical problem leads to a system of nonlinear coupled partial differential equations. The problem is tackled by converting nonlinear partial differential equations into the system of highly nonlinear ordinary differential equations. The resulting nonlinear equations of momentum, energy, concentration of nanoparticles and motile gyrotactic microorganisms along with the mass flux condition are solved numerically by means of a shooting algorithm. The effects of the involved physical parameters of interest are discussed graphically. The values of the skin friction coefficient, Nusselt number, Sherwood number and local density number of motile microorganisms are tabulated for detailed analysis on the flow pattern at the stretching surface. It is concluded that the nanofluid temperature is an increasing function of the thermal radiation and the Biot number parameter. An opposite trend is observed for the local Nusselt number. The association with the preceding results in limiting sense is shown as well. A tremendous agreement of the current study in a restrictive manner is achieved as well. In addition, flow configurations through stream functions are presented and deliberated significantly.

Analysis of nonlocal neural fields for both general and gamma-distributed connectivities

NASA Astrophysics Data System (ADS)

Hutt, Axel; Atay, Fatihcan M.

2005-04-01

This work studies the stability of equilibria in spatially extended neuronal ensembles. We first derive the model equation from statistical properties of the neuron population. The obtained integro-differential equation includes synaptic and space-dependent transmission delay for both general and gamma-distributed synaptic connectivities. The latter connectivity type reveals infinite, finite, and vanishing self-connectivities. The work derives conditions for stationary and nonstationary instabilities for both kernel types. In addition, a nonlinear analysis for general kernels yields the order parameter equation of the Turing instability. To compare the results to findings for partial differential equations (PDEs), two typical PDE-types are derived from the examined model equation, namely the general reaction-diffusion equation and the Swift-Hohenberg equation. Hence, the discussed integro-differential equation generalizes these PDEs. In the case of the gamma-distributed kernels, the stability conditions are formulated in terms of the mean excitatory and inhibitory interaction ranges. As a novel finding, we obtain Turing instabilities in fields with local inhibition-lateral excitation, while wave instabilities occur in fields with local excitation and lateral inhibition. Numerical simulations support the analytical results.

Verifying the Hanging Chain Model

ERIC Educational Resources Information Center

Karls, Michael A.

2013-01-01

The wave equation with variable tension is a classic partial differential equation that can be used to describe the horizontal displacements of a vertical hanging chain with one end fixed and the other end free to move. Using a web camera and TRACKER software to record displacement data from a vibrating hanging chain, we verify a modified version…

An almost symmetric Strang splitting scheme for nonlinear evolution equations.

PubMed

Einkemmer, Lukas; Ostermann, Alexander

2014-07-01

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

State-of-charge estimation in lithium-ion batteries: A particle filter approach

NASA Astrophysics Data System (ADS)

Tulsyan, Aditya; Tsai, Yiting; Gopaluni, R. Bhushan; Braatz, Richard D.

2016-11-01

The dynamics of lithium-ion batteries are complex and are often approximated by models consisting of partial differential equations (PDEs) relating the internal ionic concentrations and potentials. The Pseudo two-dimensional model (P2D) is one model that performs sufficiently accurately under various operating conditions and battery chemistries. Despite its widespread use for prediction, this model is too complex for standard estimation and control applications. This article presents an original algorithm for state-of-charge estimation using the P2D model. Partial differential equations are discretized using implicit stable algorithms and reformulated into a nonlinear state-space model. This discrete, high-dimensional model (consisting of tens to hundreds of states) contains implicit, nonlinear algebraic equations. The uncertainty in the model is characterized by additive Gaussian noise. By exploiting the special structure of the pseudo two-dimensional model, a novel particle filter algorithm that sweeps in time and spatial coordinates independently is developed. This algorithm circumvents the degeneracy problems associated with high-dimensional state estimation and avoids the repetitive solution of implicit equations by defining a 'tether' particle. The approach is illustrated through extensive simulations.

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.

An interaction algorithm for prediction of mean and fluctuating velocities in two-dimensional aerodynamic wake flows

NASA Technical Reports Server (NTRS)

Baker, A. J.; Orzechowski, J. A.

1980-01-01

A theoretical analysis is presented yielding sets of partial differential equations for determination of turbulent aerodynamic flowfields in the vicinity of an airfoil trailing edge. A four phase interaction algorithm is derived to complete the analysis. Following input, the first computational phase is an elementary viscous corrected two dimensional potential flow solution yielding an estimate of the inviscid-flow induced pressure distribution. Phase C involves solution of the turbulent two dimensional boundary layer equations over the trailing edge, with transition to a two dimensional parabolic Navier-Stokes equation system describing the near-wake merging of the upper and lower surface boundary layers. An iteration provides refinement of the potential flow induced pressure coupling to the viscous flow solutions. The final phase is a complete two dimensional Navier-Stokes analysis of the wake flow in the vicinity of a blunt-bases airfoil. A finite element numerical algorithm is presented which is applicable to solution of all partial differential equation sets of inviscid-viscous aerodynamic interaction algorithm. Numerical results are discussed.

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

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

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

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

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

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

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

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

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

DOE PAGES

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

2017-02-24

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

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

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

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

A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations

NASA Astrophysics Data System (ADS)

Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten

2018-06-01

This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.

Workload Characterization of CFD Applications Using Partial Differential Equation Solvers

NASA Technical Reports Server (NTRS)

Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)

1998-01-01

Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.

A Relation Between the Eikonal Equation Associated to a Potential Energy Surface and a Hyperbolic Wave Equation.

PubMed

Bofill, Josep Maria; Quapp, Wolfgang; Caballero, Marc

2012-12-11

The potential energy surface (PES) of a molecule can be decomposed into equipotential hypersurfaces. We show in this article that the hypersurfaces are the wave fronts of a certain hyperbolic partial differential equation, a wave equation. It is connected with the gradient lines, or the steepest descent, or the steepest ascent lines of the PES. The energy seen as a reaction coordinate plays the central role in this treatment.

Wave and pseudo-diffusion equations from squeezed states

NASA Technical Reports Server (NTRS)

Daboul, Jamil

1993-01-01

We show that the probability distributions P(sub n)(q,p;y) := the absolute value squared of (n(p,q;y), which are obtained from squeezed states, obey an interesting partial differential equation, to which we give two intuitive interpretations: as a wave equation in one space dimension; and as a pseudo-diffusion equation. We also study the corresponding Wehrl entropies S(sub n)(y), and we show that they have minima at zero squeezing, y = 0.

Concircular vector fields on Lorentzian manifold of Bianchi type-I spacetimes

NASA Astrophysics Data System (ADS)

Mahmood, Amjad; Ali, Ahmad T.; Khan, Suhail

2018-04-01

Our aim in this paper is to obtain concircular vector fields (CVFs) on the Lorentzian manifold of Bianchi type-I spacetimes. For this purpose, two different sets of coupled partial differential equations comprising ten equations each are obtained. The first ten equations, known as conformal Killing equations are solved completely and components of conformal Killing vector fields (CKVFs) are obtained in different possible cases. These CKVFs are then substituted into second set of ten differential equations to obtain CVFs. It comes out that Bianchi type-I spacetimes admit four-, five-, six-, seven- or 15-dimensional CVFs for particular choices of the metric functions. In many cases, the CKVFs of a particular metric are same as CVFs while there exists few cases where proper CKVFs are not CVFs.

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.

Forced cubic Schrödinger equation with Robin boundary data: large-time asymptotics

PubMed Central

Kaikina, Elena I.

2013-01-01

We consider the initial-boundary-value problem for the cubic nonlinear Schrödinger equation, formulated on a half-line with inhomogeneous Robin boundary data. We study traditionally important problems of the theory of nonlinear partial differential equations, such as the global-in-time existence of solutions to the initial-boundary-value problem and the asymptotic behaviour of solutions for large time. PMID:24204185

A review of spectral methods

NASA Technical Reports Server (NTRS)

Lustman, L.

1984-01-01

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Unsteady boundary layer rotating flow and heat transfer in a copper-water nanofluid over a shrinking sheet

NASA Astrophysics Data System (ADS)

Dzulkifli, Nor Fadhilah; Bachok, Norfifah; Yacob, Nor Azizah; Arifin, Norihan Md; Rosali, Haliza

2017-04-01

The study of unsteady three-dimensional boundary layer rotating flow with heat transfer in Copper-water nanofluid over a shrinking sheet is discussed. The governing equations in terms of partial differential equations are transformed to ordinary differential equations by introducing the appropriate similarity variables which are then solved numerically by a shooting method with Maple software. The numerical results of velocity gradient in x and y directions, skin friction coefficient and local Nusselt number as well as dual velocity and temperature profiles are shown graphically. The study revealed that dual solutions exist in certain range of s > 0.

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.

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

Heat Source/Sink in a Magneto-Hydrodynamic Non-Newtonian Fluid Flow in a Porous Medium: Dual Solutions

PubMed Central

Hayat, Tasawar; Awais, Muhammad; Imtiaz, Amna

2016-01-01

This communication deals with the properties of heat source/sink in a magneto-hydrodynamic flow of a non-Newtonian fluid immersed in a porous medium. Shrinking phenomenon along with the permeability of the wall is considered. Mathematical modelling is performed to convert the considered physical process into set of coupled nonlinear mathematical equations. Suitable transformations are invoked to convert the set of partial differential equations into nonlinear ordinary differential equations which are tackled numerically for the solution computations. It is noted that dual solutions for various physical parameters exist which are analyzed in detail. PMID:27598314

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.

On the complete and partial integrability of non-Hamiltonian systems

NASA Astrophysics Data System (ADS)

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

1984-11-01

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

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II

NASA Technical Reports Server (NTRS)

Shertzer, J.; Temkin, A.

2003-01-01

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

Exact analytical solutions of continuity equation for electron beams precipitating in Coulomb collisions

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

Dobranskis, R. R.; Zharkova, V. V., E-mail: valentina.zharkova@northumbria.ac.uk

2014-06-10

The original continuity equation (CE) used for the interpretation of the power law energy spectra of beam electrons in flares was written and solved for an electron beam flux while ignoring an additional free term with an electron density. In order to remedy this omission, the original CE for electron flux, considering beam's energy losses in Coulomb collisions, was first differentiated by the two independent variables: depth and energy leading to partial differential equation for an electron beam density instead of flux with the additional free term. The analytical solution of this partial differential continuity equation (PDCE) is obtained bymore » using the method of characteristics. This solution is further used to derive analytical expressions for mean electron spectra for Coulomb collisions and to carry out numeric calculations of hard X-ray (HXR) photon spectra for beams with different parameters. The solutions revealed a significant departure of electron densities at lower energies from the original results derived from the CE for the flux obtained for Coulomb collisions. This departure is caused by the additional exponential term that appeared in the updated solutions for electron differential density leading to its faster decrease at lower energies (below 100 keV) with every precipitation depth similar to the results obtained with numerical Fokker-Planck solutions. The effects of these updated solutions for electron densities on mean electron spectra and HXR photon spectra are also discussed.« less

A recursive approach to the equations of motion for the maneuvering and control of flexible multi-body systems

NASA Technical Reports Server (NTRS)

Kwak, Moon K.; Meirovitch, Leonard

1991-01-01

Interest lies in a mathematical formulation capable of accommodating the problem of maneuvering a space structure consisting of a chain of articulated flexible substructures. Simultaneously, any perturbations from the 'rigid body' maneuvering and any elastic vibration must be suppressed. The equations of motion for flexible bodies undergoing rigid body motions and elastic vibrations can be obtained conveniently by means of Lagrange's equations in terms of quasi-coordinates. The advantage of this approach is that it yields equations in terms of body axes, which are the same axes that are used to express the control forces and torques. The equations of motion are nonlinear hybrid differential quations. The partial differential equations can be discretized (in space) by means of the finite element method or the classical Rayleigh-Ritz method. The result is a set of nonlinear ordinary differential equations of high order. The nonlinearity can be traced to the rigid body motions and the high order to the elastic vibration. Elastic motions tend to be small when compared with rigid body motions.

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

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

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

1984-11-01

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

Model Predictive Optimal Control of a Time-Delay Distributed-Parameter Systems

NASA Technical Reports Server (NTRS)

Nguyen, Nhan

2006-01-01

This paper presents an optimal control method for a class of distributed-parameter systems governed by first order, quasilinear hyperbolic partial differential equations that arise in many physical systems. Such systems are characterized by time delays since information is transported from one state to another by wave propagation. A general closed-loop hyperbolic transport model is controlled by a boundary control embedded in a periodic boundary condition. The boundary control is subject to a nonlinear differential equation constraint that models actuator dynamics of the system. The hyperbolic equation is thus coupled with the ordinary differential equation via the boundary condition. Optimality of this coupled system is investigated using variational principles to seek an adjoint formulation of the optimal control problem. The results are then applied to implement a model predictive control design for a wind tunnel to eliminate a transport delay effect that causes a poor Mach number regulation.

Numerical simulation of rarefied gas flow through a slit

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Acoustic imaging of a duct spinning mode by the use of an in-duct circular microphone array.

PubMed

Wei, Qingkai; Huang, Xun; Peers, Edward

2013-06-01

An imaging method of acoustic spinning modes propagating within a circular duct simply with surface pressure information is introduced in this paper. The proposed method is developed in a theoretical way and is demonstrated by a numerical simulation case. Nowadays, the measurements within a duct have to be conducted using in-duct microphone array, which is unable to provide information of complete acoustic solutions across the test section. The proposed method can estimate immeasurable information by forming a so-called observer. The fundamental idea behind the testing method was originally developed in control theory for ordinary differential equations. Spinning mode propagation, however, is formulated in partial differential equations. A finite difference technique is used to reduce the associated partial differential equations to a classical form in control. The observer method can thereafter be applied straightforwardly. The algorithm is recursive and, thus, could be operated in real-time. A numerical simulation for a straight circular duct is conducted. The acoustic solutions on the test section can be reconstructed with good agreement to analytical solutions. The results suggest the potential and applications of the proposed method.

Numerical study of a thermally stratified flow of a tangent hyperbolic fluid induced by a stretching cylindrical surface

NASA Astrophysics Data System (ADS)

Ur Rehman, Khali; Ali Khan, Abid; Malik, M. Y.; Hussain, Arif

2017-09-01

The effects of temperature stratification on a tangent hyperbolic fluid flow over a stretching cylindrical surface are studied. The fluid flow is achieved by taking the no-slip condition into account. The mathematical modelling of the physical problem yields a nonlinear set of partial differential equations. These obtained partial differential equations are converted in terms of ordinary differential equations. Numerical investigation is done to identify the effects of the involved physical parameters on the dimensionless velocity and temperature profiles. In the presence of temperature stratification it is noticed that the curvature parameter makes both the fluid velocity and fluid temperature increase. In addition, positive variations in the thermal stratification parameter produce retardation with respect to the fluid flow, as a result the fluid temperature drops. The skin friction coefficient shows a decreasing nature for increasing value of both power law index and Weissenberg number, whereas the local Nusselt number is an increasing function of the Prandtl number, but opposite trends are found with respect to the thermal stratification parameter. The obtained results are validated by making a comparison with the existing literature which brings support to the presently developed model.

Critical study of higher order numerical methods for solving the boundary-layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1978-01-01

A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.

Mathematics of thermal diffusion in an exponential temperature field

NASA Astrophysics Data System (ADS)

Zhang, Yaqi; Bai, Wenyu; Diebold, Gerald J.

2018-04-01

The Ludwig-Soret effect, also known as thermal diffusion, refers to the separation of gas, liquid, or solid mixtures in a temperature gradient. The motion of the components of the mixture is governed by a nonlinear, partial differential equation for the density fractions. Here solutions to the nonlinear differential equation for a binary mixture are discussed for an externally imposed, exponential temperature field. The equation of motion for the separation without the effects of mass diffusion is reduced to a Hamiltonian pair from which spatial distributions of the components of the mixture are found. Analytical calculations with boundary effects included show shock formation. The results of numerical calculations of the equation of motion that include both thermal and mass diffusion are given.

Similarity solutions for unsteady free-convection flow from a continuous moving vertical surface

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Mekky, Mohammad L.

2004-03-01

The transformation group theoretic approach is applied to present an analysis of the problem of unsteady free convection flow over a continuous moving vertical sheet in an ambient fluid. The thermal boundary layer induced within a vertical semi-infinite layer of Boussinseq fluid by a constant heated bounding plate. The application of two-parameter groups reduces the number of independent variables by two, and consequently the system of governing partial differential equations with the boundary conditions reduces to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved analytically for the temperature and numerically for the velocity using the shooting method. Effect of Prandtl number on the thermal boundary-layer and velocity boundary-layer are studied and plotted in curves.

Cross diffusion effect on MHD mixed convection flow of nonlinear radiative heat and mass transfer of Casson fluid over a vertical plate

NASA Astrophysics Data System (ADS)

Ganesh Kumar, K.; Archana, M.; Gireesha, B. J.; Krishanamurthy, M. R.; Rudraswamy, N. G.

2018-03-01

A study on magnetohydrodynamic mixed convection flow of Casson fluid over a vertical plate has been modelled in the presence of Cross diffusion effect and nonlinear thermal radiation. The governing partial differential equations are remodelled into ordinary differential equations by using similarity transformation. The accompanied differential equations are resolved numerically by using Runge-Kutta-Fehlberg forth-fifth order along with shooting method (RKF45 Method). The results of various physical parameters on velocity and temperature profiles are given diagrammatically. The numerical values of the local skin friction coefficient, local Nusselt number and local Sherwood number also are shown in a tabular form. It is found that, effect of Dufour and Soret parameter increases the temperature and concentration component correspondingly.

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

NASA Technical Reports Server (NTRS)

Dinar, N.

1978-01-01

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

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

An evolution infinity Laplace equation modelling dynamic elasto-plastic torsion

NASA Astrophysics Data System (ADS)

Messelmi, Farid

2017-12-01

We consider in this paper a parabolic partial differential equation involving the infinity Laplace operator and a Leray-Lions operator with no coercitive assumption. We prove the existence and uniqueness of the corresponding approached problem and we show that at the limit the solution solves the parabolic variational inequality arising in the elasto-plastic torsion problem.

Generalized symmetries and [ital w][sub [infinity

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

Lou, S.

After establishing a formal theory for getting solutions of one type of high-dimensional partial differential equation, two sets of generalized symmetries of the 3D Toda theory, which arises from a particular reduction of the 4D self-dual gravity equation, are obtained concretely by a simple formula. Each set of symmetries constitutes a generalized [omega][sub [infinity

Green's Functions in Space and Time.

ERIC Educational Resources Information Center

Rowe, E. G. Peter

1979-01-01

Gives a sketch of some topics in distribution theory that is technically simple, yet provides techniques for handling the partial differential equations satisfied by the most important Green's functions in physics. (Author/GA)

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.

The mu-derivative and its applications to finding exact solutions of the Cahn-Hilliard, Korteveg-de Vries, and Burgers equations.

PubMed

Mitlin, Vlad

2005-10-15

A new transformation termed the mu-derivative is introduced. Applying it to the Cahn-Hilliard equation yields dynamical exact solutions. It is shown that the mu-transformed Cahn-Hilliard equation can be presented in a separable form. This transformation also yields dynamical exact solutions and separable forms for other nonlinear models such as the modified Korteveg-de Vries and the Burgers equations. The general structure of a nonlinear partial differential equation that becomes separable upon applying the mu-derivative is described.

A mathematical model of intestinal oedema formation.

PubMed

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

2014-03-01

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

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

Ashraf, M. Bilal, E-mail: bilalashraf-qau@yahoo.com; Hayat, T.; Department of Mathematics, Faculty of Science, King Abdulaziz University, P. O. Box 80257, Jeddah 21589

Three dimensional radiative flow of Maxwell fluid over an inclined stretching surface with convective boundary condition is investigated. Heat and mass transfer analysis is taken into account with thermophoresis effects. Similarity transformations are utilized to reduce the partial differential equations into ordinary differential equations. Series solutions of velocity, temperature and concentration are developed. Influence of different parameters Biot number, therrmophoretic parameter, Deborah number, ratio parameter, inclined stretching angle, radiation parameter, mixed convection parameter and concentration buoyancy parameter on the non-dimensional velocity components, temperature and concentration are plotted and discussed in detail. Physical quantities of interests are tabulated and examined.

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

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

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

2016-03-11

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

Multi-Scale Fusion of Information for Uncertainty Quantification and Management in Large-Scale Simulations

DTIC Science & Technology

2015-12-02

simplification of the equations but at the expense of introducing modeling errors. We have shown that the Wick solutions have accuracy comparable to...the system of equations for the coefficients of formal power series solutions . Moreover, the structure of this propagator is seemingly universal, i.e...the problem of computing the numerical solution to kinetic partial differential equa- tions involving many phase variables. These types of equations

Efficient Implementation of Multigrid Solvers on Message-Passing Parrallel Systems

NASA Technical Reports Server (NTRS)

Lou, John

1994-01-01

We discuss our implementation strategies for finite difference multigrid partial differential equation (PDE) solvers on message-passing systems. Our target parallel architecture is Intel parallel computers: the Delta and Paragon system.

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 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.

Whitham modulation theory for the two-dimensional Benjamin-Ono equation.

PubMed

Ablowitz, Mark; Biondini, Gino; Wang, Qiao

2017-09-01

Whitham modulation theory for the two-dimensional Benjamin-Ono (2DBO) equation is presented. A system of five quasilinear first-order partial differential equations is derived. The system describes modulations of the traveling wave solutions of the 2DBO equation. These equations are transformed to a singularity-free hydrodynamic-like system referred to here as the 2DBO-Whitham system. Exact reductions of this system are discussed, the formulation of initial value problems is considered, and the system is used to study the transverse stability of traveling wave solutions of the 2DBO equation.

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

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

Maccari, A.

1996-12-01

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

Stability analysis of a liquid fuel annular combustion chamber. M.S. Thesis

NASA Technical Reports Server (NTRS)

Mcdonald, G. H.

1978-01-01

High frequency combustion instability problems in a liquid fuel annular combustion chamber are examined. A modified Galerkin method was used to produce a set of modal amplitude equations from the general nonlinear partial differential acoustic wave equation in order to analyze the problem of instability. From these modal amplitude equations, the two variable perturbation method was used to develop a set of approximate equations of a given order of magnitude. These equations were modeled to show the effects of velocity sensitive combustion instabilities by evaluating the effects of certain parameters in the given set of equations.

On the validity of the modified equation approach to the stability analysis of finite-difference methods

NASA Technical Reports Server (NTRS)

Chang, Sin-Chung

1987-01-01

The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.

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

A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory

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

Gruen, Christine, E-mail: christine.gruen@univ-brest.fr

We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given by the solution of a quasilinear partial differential equation with obstacle.

Modeling and vibration control of the flapping-wing robotic aircraft with output constraint

NASA Astrophysics Data System (ADS)

He, Wei; Mu, Xinxing; Chen, Yunan; He, Xiuyu; Yu, Yao

2018-06-01

In this paper, we propose the boundary control for undesired vibrations suppression with output constraint of the flapping-wing robotic aircraft (FWRA). We also present the dynamics of the flexible wing of FWRA with governing equations and boundary conditions, which are partial differential equations (PDEs) and ordinary differential equations (ODEs), respectively. An energy-based barrier Lyapunov function is introduced to analyze the system stability and prevent violation of output constraint. With the effect of the proposed boundary controller, distributed states of the system remain in the constrained spaces. Then the IBLF-based boundary controls are proposed to assess the stability of the FWRA in the presence of output constraint.

Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs

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

Liao, Qifeng, E-mail: liaoqf@shanghaitech.edu.cn; Lin, Guang, E-mail: guanglin@purdue.edu

2016-07-15

In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.

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.

BOOK REVIEW: Partial Differential Equations in General Relativity

NASA Astrophysics Data System (ADS)

Halburd, Rodney G.

2008-11-01

Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed proofs of the main results in a self-contained book of reasonable length. Instead, the author concentrates on providing key definitions together with their motivations and explaining the main results, tools and difficulties for each topic. There is a section at the end of each chapter which points the reader to appropriate literature for further details. In this way, Rendall manages to describe the central issues concerning many subjects. Each of the twelve chapters (except for one on functional analysis) contains an important application to general relativity. For example, the chapter on ODEs discusses Bianchi spacetimes and the Einstein constraint equations are discussed in the chapter on elliptic equations. In the chapter on hyperbolic equations, the Einstein dust system is considered in the context of Leray hyperbolicity and Gowdy spacetimes are analysed in the section on Fuchsian methods. The book concludes with four chapters purely on applications to general relativity, namely The Cauchy problem for the Einstein equations, Global results, The Einstein-Vlasov system and The Einstein-scalar field systems. On reading this book, someone with a basic understanding of relativity could rapidly develop a picture, painted in broad brush strokes, of the main problems and tools in the area. It would be particularly useful for someone, such as a graduate student, just entering the field, or for someone who wants a general idea of the main issues. For those who want to go further, a lot more reading will be necessary but the author has sign-posted appropriate entry points to the literature throughout the book. Ultimately, this is a very technical subject and this book can only provide an overview. I believe that Alan Rendall's book is a valuable contribution to the field of mathematical relativity.

Heat Transfer Analysis for Stationary Boundary Layer Slip Flow of a Power-Law Fluid in a Darcy Porous Medium with Plate Suction/Injection

PubMed Central

Aziz, Asim; Ali, Yasir; Aziz, Taha; Siddique, J. I.

2015-01-01

In this paper, we investigate the slip effects on the boundary layer flow and heat transfer characteristics of a power-law fluid past a porous flat plate embedded in the Darcy type porous medium. The nonlinear coupled system of partial differential equations governing the flow and heat transfer of a power-law fluid is transformed into a system of nonlinear coupled ordinary differential equations by applying a suitable similarity transformation. The resulting system of ordinary differential equations is solved numerically using Matlab bvp4c solver. Numerical results are presented in the form of graphs and the effects of the power-law index, velocity and thermal slip parameters, permeability parameter, suction/injection parameter on the velocity and temperature profiles are examined. PMID:26407162

Solving differential equations with unknown constitutive relations as recurrent neural networks

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

Hagge, Tobias J.; Stinis, Panagiotis; Yeung, Enoch H.

We solve a system of ordinary differential equations with an unknown functional form of a sink (reaction rate) term. We assume that the measurements (time series) of state variables are partially available, and use a recurrent neural network to “learn” the reaction rate from this data. This is achieved by including discretized ordinary differential equations as part of a recurrent neural network training problem. We extend TensorFlow’s recurrent neural network architecture to create a simple but scalable and effective solver for the unknown functions, and apply it to a fedbatch bioreactor simulation problem. Use of techniques from recent deep learningmore » literature enables training of functions with behavior manifesting over thousands of time steps. Our networks are structurally similar to recurrent neural networks, but differ in purpose, and require modified training strategies.« less

Efficient solution of ordinary differential equations modeling electrical activity in cardiac cells.

PubMed

Sundnes, J; Lines, G T; Tveito, A

2001-08-01

The contraction of the heart is preceded and caused by a cellular electro-chemical reaction, causing an electrical field to be generated. Performing realistic computer simulations of this process involves solving a set of partial differential equations, as well as a large number of ordinary differential equations (ODEs) characterizing the reactive behavior of the cardiac tissue. Experiments have shown that the solution of the ODEs contribute significantly to the total work of a simulation, and there is thus a strong need to utilize efficient solution methods for this part of the problem. This paper presents how an efficient implicit Runge-Kutta method may be adapted to solve a complicated cardiac cell model consisting of 31 ODEs, and how this solver may be coupled to a set of PDE solvers to provide complete simulations of the electrical activity.

Fast neural solution of a nonlinear wave equation

NASA Technical Reports Server (NTRS)

Toomarian, Nikzad; Barhen, Jacob

1992-01-01

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

On a modified streamline curvature method for the Euler equations

NASA Technical Reports Server (NTRS)

Cordova, Jeffrey Q.; Pearson, Carl E.

1988-01-01

A modification of the streamline curvature method leads to a quasilinear second-order partial differential equation for the streamline coordinate function. The existence of a stream function is not required. The method is applied to subsonic and supersonic nozzle flow, and to axially symmetric flow with swirl. For many situations, the associated numerical method is both fast and accurate.

A Reduced Basis Method with Exact-Solution Certificates for Symmetric Coercive Equations

DTIC Science & Technology

2013-11-06

the energy associated with the infinite - dimensional weak solution of parametrized symmetric coercive partial differential equations with piecewise...builds bounds with respect to the infinite - dimensional weak solution, aims to entirely remove the issue of the “truth” within the certified reduced basis...framework. We in particular introduce a reduced basis method that provides rigorous upper and lower bounds

Stabilization in a two-species chemotaxis system with a logistic source

NASA Astrophysics Data System (ADS)

Tello, J. I.; Winkler, M.

2012-05-01

We study a system of three partial differential equations modelling the spatio-temporal behaviour of two competitive populations of biological species both of which are attracted chemotactically by the same signal substance. More precisely, we consider the initial-boundary value problem for \\[ \\begin{equation*} \\fl\\left\\{ \\begin{array}{@{}l} u_t= d_1\\Delta u - \\chi_1 \

Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure

NASA Astrophysics Data System (ADS)

Sinkala, W.

2011-01-01

Two approaches based on Lie group analysis are employed to obtain the closed-form solution of a partial differential equation derived by Francis A. Longstaff [J Financial Econom 1989;23:195-224] for the price of a discount bond in the double-square-root model of the term structure.

Dynamics of curved fronts in systems with power-law memory

NASA Astrophysics Data System (ADS)

Abu Hamed, M.; Nepomnyashchy, A. A.

2016-08-01

The dynamics of a curved front in a plane between two stable phases with equal potentials is modeled via two-dimensional fractional in time partial differential equation. A closed equation governing a slow motion of a small-curvature front is derived and applied for two typical examples of the potential function. Approximate axisymmetric and non-axisymmetric solutions are obtained.

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

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, A.

2003-01-01

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

Nonlinear ring resonator: spatial pattern generation

NASA Astrophysics Data System (ADS)

Ivanov, Vladimir Y.; Lachinova, Svetlana L.; Irochnikov, Nikita G.

2000-03-01

We consider theoretically spatial pattern formation processes in a unidirectional ring cavity with thin layer of Kerr-type nonlinear medium. Our method is based on studying of two coupled equations. The first is a partial differential equation for temporal dynamics of phase modulation of light wave in the medium. It describes nonlinear interaction in the Kerr-type lice. The second is a free propagation equation for the intracavity field complex amplitude. It involves diffraction effects of light wave in the cavity.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Differential invariants in nonclassical models of hydrodynamics

NASA Astrophysics Data System (ADS)

Bublik, Vasily V.

2017-10-01

In this paper, differential invariants are used to construct solutions for equations of the dynamics of a viscous heat-conducting gas and the dynamics of a viscous incompressible fluid modified by nanopowder inoculators. To describe the dynamics of a viscous heat-conducting gas, we use the complete system of Navier—Stokes equations with allowance for heat fluxes. Mathematical description of the dynamics of liquid metals under high-energy external influences (laser radiation or plasma flow) includes, in addition to the Navier—Stokes system of an incompressible viscous fluid, also heat fluxes and processes of nonequilibrium crystallization of a deformable fluid. Differentially invariant solutions are a generalization of partially invariant solutions, and their active study for various models of continuous medium mechanics is just beginning. Differentially invariant solutions can also be considered as solutions with differential constraints; therefore, when developing them, the approaches and methods developed by the science schools of academicians N. N. Yanenko and A. F. Sidorov will be actively used. In the construction of partially invariant and differentially invariant solutions, there are overdetermined systems of differential equations that require a compatibility analysis. The algorithms for reducing such systems to involution in a finite number of steps are described by Cartan, Finikov, Kuranishi, and other authors. However, the difficultly foreseeable volume of intermediate calculations complicates their practical application. Therefore, the methods of computer algebra are actively used here, which largely helps in solving this difficult problem. It is proposed to use the constructed exact solutions as tests for formulas, algorithms and their software implementations when developing and creating numerical methods and computational program complexes. This combination of effective numerical methods, capable of solving a wide class of problems, with analytical methods makes it possible to make the results of mathematical modeling more accurate and reliable.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

Wu, Zedong; Liu, Hongwei; Alkhalifah, Tariq

2018-07-01

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

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.}

One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift

NASA Astrophysics Data System (ADS)

Shapovalov, A. V.

2018-04-01

The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.

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.

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.

Continuum Modeling and Control of Large Nonuniform Wireless Networks via Nonlinear Partial Differential Equations

DOE PAGES

Zhang, Yang; Chong, Edwin K. P.; Hannig, Jan; ...

2013-01-01

We inmore » troduce a continuum modeling method to approximate a class of large wireless networks by nonlinear partial differential equations (PDEs). This method is based on the convergence of a sequence of underlying Markov chains of the network indexed by N , the number of nodes in the network. As N goes to infinity, the sequence converges to a continuum limit, which is the solution of a certain nonlinear PDE. We first describe PDE models for networks with uniformly located nodes and then generalize to networks with nonuniformly located, and possibly mobile, nodes. Based on the PDE models, we develop a method to control the transmissions in nonuniform networks so that the continuum limit is invariant under perturbations in node locations. This enables the networks to maintain stable global characteristics in the presence of varying node locations.« less

Fourth-order partial differential equation noise removal on welding images

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

Halim, Suhaila Abd; Ibrahim, Arsmah; Sulong, Tuan Nurul Norazura Tuan

2015-10-22

Partial differential equation (PDE) has become one of the important topics in mathematics and is widely used in various fields. It can be used for image denoising in the image analysis field. In this paper, a fourth-order PDE is discussed and implemented as a denoising method on digital images. The fourth-order PDE is solved computationally using finite difference approach and then implemented on a set of digital radiographic images with welding defects. The performance of the discretized model is evaluated using Peak Signal to Noise Ratio (PSNR). Simulation is carried out on the discretized model on different level of Gaussianmore » noise in order to get the maximum PSNR value. The convergence criteria chosen to determine the number of iterations required is measured based on the highest PSNR value. Results obtained show that the fourth-order PDE model produced promising results as an image denoising tool compared with median filter.« less

Numerical study of unsteady MHD oblique stagnation point flow and heat transfer due to an oscillating stream

NASA Astrophysics Data System (ADS)

Javed, T.; Ghaffari, A.; Ahmad, H.

2016-05-01

The unsteady stagnation point flow impinging obliquely on a flat plate in presence of a uniform applied magnetic field due to an oscillating stream has been studied. The governing partial differential equations are transformed into dimensionless form and the stream function is expressed in terms of Hiemenz and tangential components. The dimensionless partial differential equations are solved numerically by using well-known implicit finite difference scheme named as Keller-box method. The obtained results are compared with those available in the literature. It is observed that the results are in excellent agreement with the previous studies. The effects of pertinent parameters involved in the problem namely magnetic parameter, Prandtl number and impinging angle on flow and heat transfer characteristics are illustrated through graphs. It is observed that the influence of magnetic field strength increases the fluid velocity and by the increase of obliqueness parameter, the skin friction increases.

An Optimal Partial Differential Equations-based Stopping Criterion for Medical Image Denoising.

PubMed

Khanian, Maryam; Feizi, Awat; Davari, Ali

2014-01-01

Improving the quality of medical images at pre- and post-surgery operations are necessary for beginning and speeding up the recovery process. Partial differential equations-based models have become a powerful and well-known tool in different areas of image processing such as denoising, multiscale image analysis, edge detection and other fields of image processing and computer vision. In this paper, an algorithm for medical image denoising using anisotropic diffusion filter with a convenient stopping criterion is presented. In this regard, the current paper introduces two strategies: utilizing the efficient explicit method due to its advantages with presenting impressive software technique to effectively solve the anisotropic diffusion filter which is mathematically unstable, proposing an automatic stopping criterion, that takes into consideration just input image, as opposed to other stopping criteria, besides the quality of denoised image, easiness and time. Various medical images are examined to confirm the claim.

Global collocation methods for approximation and the solution of partial differential equations

NASA Technical Reports Server (NTRS)

Solomonoff, A.; Turkel, E.

1986-01-01

Polynomial interpolation methods are applied both to the approximation of functions and to the numerical solutions of hyperbolic and elliptic partial differential equations. The derivative matrix for a general sequence of the collocation points is constructed. The approximate derivative is then found by a matrix times vector multiply. The effects of several factors on the performance of these methods including the effect of different collocation points are then explored. The resolution of the schemes for both smooth functions and functions with steep gradients or discontinuities in some derivative are also studied. The accuracy when the gradients occur both near the center of the region and in the vicinity of the boundary is investigated. The importance of the aliasing limit on the resolution of the approximation is investigated in detail. Also examined is the effect of boundary treatment on the stability and accuracy of the scheme.

On the identification of continuous vibrating systems modelled by hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Udwadia, F. E.; Garba, J. A.

1983-01-01

This paper deals with the identification of spatially varying parameters in systems of finite spatial extent which can be described by second order hyperbolic differential equations. Two questions have been addressed. The first deals with 'partial identification' and inquires into the possibility of retrieving all the eigenvalues of the system from response data obtained at one location x-asterisk epsilon (0, 1). The second deals with the identification of the distributed coefficients rho(x), a(x) and b(x). Sufficient conditions for unique identification of all the eigenvalues of the system are obtained, and conditions under which the coefficients can be uniquely identified using suitable response data obtained at one point in the spatial domain are determined. Application of the results and their usefulness is demonstrated in the identification of the properties of tall building structural systems subjected to dynamic load environments.

Computational analysis of non-Newtonian boundary layer flow of nanofluid past a semi-infinite vertical plate with partial slip

NASA Astrophysics Data System (ADS)

Amanulla, C. H.; Nagendra, N.; Suryanarayana Reddy, M.

2018-03-01

An analysis of this paper is examined, two-dimensional, laminar with heat and mass transfer of natural convective nanofluid flow past a semi-infinite vertical plate surface with velocity and thermal slip effects are studied theoretically. The coupled governing partial differential equations are transformed to ordinary differential equations by using non-similarity transformations. The obtained ordinary differential equations are solved numerically by a well-known method named as Keller Box Method (KBM). The influences of the emerging parameters i.e. Casson fluid parameter (β), Brownian motion parameter (Nb), thermophoresis parameter (Nt), Buoyancy ratio parameter (N), Lewis number (Le), Prandtl number (Pr), Velocity slip factor (Sf) and Thermal slip factor (ST) on velocity, temperature and nano-particle concentration distributions is illustrated graphically and interpreted at length. The major sources of nanoparticle migration in Nanofluids are Thermophoresis and Brownian motion. A suitable agreement with existing published literature is made and an excellent agreement is observed for the limiting case and also validation of solutions with a Nakamura tridiagonal method has been included. It is observed that nanoparticle concentrations on surface decreases with an increase in slip parameter. The study is relevant to enrobing processes for electric-conductive nano-materials, of potential use in aerospace and other industries.

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

An almost symmetric Strang splitting scheme for nonlinear evolution equations☆

PubMed Central

Einkemmer, Lukas; Ostermann, Alexander

2014-01-01

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation. PMID:25844017

Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

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

Preston, Leiph

Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less

Tensor calculus in polar coordinates using Jacobi polynomials

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

The solids-flux theory--confirmation and extension by using partial differential equations.

PubMed

Diehl, Stefan

2008-12-01

The solids-flux theory has been used for half a century as a tool for estimating concentration and fluxes in the design and operation of secondary settling tanks during stationary conditions. The flux theory means that the conservation of mass is used in one dimension together with the batch-settling flux function according to the Kynch assumption. The flux theory results correspond to stationary solutions of a partial differential equation, a conservation law, with discontinuous coefficients modelling the continuous-sedimentation process in one dimension. The mathematical analysis of such an equation is intricate, partly since it cannot be interpreted in the classical sense. Recent results, however, make it possible to partly confirm and extend the previous flux theory statements, partly draw new conclusions also on the dynamic behaviour and the possibilities and limitations for control. We use here a single example of an ideal settling tank and a given batch-settling flux in a whole series of calculations. The mathematical results are adapted towards the application and many of them are conveniently presented in terms of operating charts.

Towards information-optimal simulation of partial differential equations.

PubMed

Leike, Reimar H; Enßlin, Torsten A

2018-03-01

Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data providing information about a real physical field that is unknown. This information is sought to be conserved by the scheme as the field evolves in time. Such an information theoretic approach to simulation was pursued before by information field dynamics (IFD). In this paper we work out the theory of IFD for nonlinear PDEs in a noiseless Gaussian approximation. The result is an action that can be minimized to obtain an information-optimal simulation scheme. It can be brought into a closed form using field operators to calculate the appearing Gaussian integrals. The resulting simulation schemes are tested numerically in two instances for the Burgers equation. Their accuracy surpasses finite-difference schemes on the same resolution. The IFD scheme, however, has to be correctly informed on the subgrid correlation structure. In certain limiting cases we recover well-known simulation schemes like spectral Fourier-Galerkin methods. We discuss implications of the approximations made.

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.

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.

Student Solution Manual for Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Howard University Symposium on Nonlinear Semigroups, Partial Differential Equations and Attractors (2nd) Held in Washington, D. C. on 3-7 August 1987.

DTIC Science & Technology

1987-09-30

Optics" 9:15 - 10:00 a.m. Stuart Antman , University of Maryland "Asymptotics of Quasilinear Equations of Viscoelasticit 10:00 - 10:45 a.m. Jerome A... Antman 11. John Cannon Mathematics Department Dir of Math Science University of Maryland Office of Naval Research College Park, MD 20742 Arlington, VA

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

PubMed

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

2007-01-01

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

Application of Summability Methods to Jackson Theorems for Splines.

DTIC Science & Technology

1984-06-30

principal investigator Dr. Louise Paphael of the Department of Mathematics, Howard University investigated three major problems in the areas of...Differential Equations, August 1983. c) Howard University , Department of Mechanical Engineering, October 1983. d) AMS meeting, San Luis Obispo, Ca., Special...Session on Partial Differen- tial Equations, November 1983. e) Bryn Mawr College, Pa., Fourier Series Seminar, December 1983. f) Howard University , Department

Geometry of Conservation Laws for a Class of Parabolic Partial Differential Equations

NASA Astrophysics Data System (ADS)

Clelland, Jeanne Nielsen

1996-08-01

I consider the problem of computing the space of conservation laws for a second-order, parabolic partial differential equation for one function of three independent variables. The PDE is formulated as an exterior differential system {cal I} on a 12 -manifold M, and its conservation laws are identified with the vector space of closed 3-forms in the infinite prolongation of {cal I} modulo the so -called "trivial" conservation laws. I use the tools of exterior differential systems and Cartan's method of equivalence to study the structure of the space of conservation laws. My main result is:. Theorem. Any conservation law for a second-order, parabolic PDE for one function of three independent variables can be represented by a closed 3-form in the differential ideal {cal I} on the original 12-manifold M. I show that if a nontrivial conservation law exists, then {cal I} has a deprolongation to an equivalent system {cal J} on a 7-manifold N, and any conservation law for {cal I} can be expressed as a closed 3-form on N which lies in {cal J}. Furthermore, any such system in the real analytic category is locally equivalent to a system generated by a (parabolic) equation of the formA(u _{xx}u_{yy}-u_sp {xy}{2}) + B_1u_{xx }+2B_2u_{xy} +B_3u_ {yy}+C=0crwhere A, B_{i}, C are functions of x, y, t, u, u_{x}, u _{y}, u_{t}. I compute the space of conservation laws for several examples, and I begin the process of analyzing the general case using Cartan's method of equivalence. I show that the non-linearizable equation u_{t} = {1over2}e ^{-u}(u_{xx}+u_ {yy})has an infinite-dimensional space of conservation laws. This stands in contrast to the two-variable case, for which Bryant and Griffiths showed that any equation whose space of conservation laws has dimension 4 or more is locally equivalent to a linear equation, i.e., is linearizable.

Molecular dynamics on diffusive time scales from the phase-field-crystal equation.

PubMed

Chan, Pak Yuen; Goldenfeld, Nigel; Dantzig, Jon

2009-03-01

We extend the phase-field-crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of them. By solving the dynamical equation of the model, which is a partial differential equation, we are essentially performing molecular dynamics simulations on diffusive time scales. To illustrate this approach, we calculate the two-point correlation function of a fluid.

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

PubMed

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

2011-06-01

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

First integrals of the axisymmetric shape equation of lipid membranes

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Double Diffusive Magnetohydrodynamic (MHD) Mixed Convective Slip Flow along a Radiating Moving Vertical Flat Plate with Convective Boundary Condition

PubMed Central

Rashidi, Mohammad M.; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J.; Freidoonimehr, Navid

2014-01-01

In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, , local Nusselt number, , and local Sherwood number are shown and explained through tables. PMID:25343360

Influence of nonlinear thermal radiation and viscous dissipation on three-dimensional flow of Jeffrey nano fluid over a stretching sheet in the presence of Joule heating

NASA Astrophysics Data System (ADS)

Ganesh Kumar, K.; Rudraswamy, N. G.; Gireesha, B. J.; Krishnamurthy, M. R.

2017-09-01

Present exploration discusses the combined effect of viscous dissipation and Joule heating on three dimensional flow and heat transfer of a Jeffrey nanofluid in the presence of nonlinear thermal radiation. Here the flow is generated over bidirectional stretching sheet in the presence of applied magnetic field by accounting thermophoresis and Brownian motion of nanoparticles. Suitable similarity transformations are employed to reduce the governing partial differential equations into coupled nonlinear ordinary differential equations. These nonlinear ordinary differential equations are solved numerically by using the Runge-Kutta-Fehlberg fourth-fifth order method with shooting technique. Graphically results are presented and discussed for various parameters. Validation of the current method is proved by comparing our results with the existing results under limiting situations. It can be concluded that combined effect of Joule and viscous heating increases the temperature profile and thermal boundary layer thickness.

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.

Local bifurcations in differential equations with state-dependent delay.

PubMed

Sieber, Jan

2017-11-01

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

Slip effect on stagnation point flow past a stretching surface with the presence of heat generation/absorption and Newtonian heating

NASA Astrophysics Data System (ADS)

Mohamed, Muhammad Khairul Anuar; Noar, Nor Aida Zuraimi Md; Ismail, Zulkhibri; Kasim, Abdul Rahman Mohd; Sarif, Norhafizah Md; Salleh, Mohd Zuki; Ishak, Anuar

2017-08-01

Present study solved numerically the velocity slip effect on stagnation point flow past a stretching surface with the presence of heat generation/absorption and Newtonian heating. The governing equations which in the form of partial differential equations are transformed to ordinary differential equations before being solved numerically using the Runge-Kutta-Fehlberg method in MAPLE. The numerical solution is obtained for the surface temperature, heat transfer coefficient, reduced skin friction coefficient as well as the temperature and velocity profiles. The flow features and the heat transfer characteristic for the pertinent parameter such as Prandtl number, stretching parameter, heat generation/absorption parameter, velocity slip parameter and conjugate parameter are analyzed and discussed.

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

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

2005-10-01

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

A new mathematical solution for predicting char activation reactions

USGS Publications Warehouse

Rafsanjani, H.H.; Jamshidi, E.; Rostam-Abadi, M.

2002-01-01

The differential conservation equations that describe typical gas-solid reactions, such as activation of coal chars, yield a set of coupled second-order partial differential equations. The solution of these coupled equations by exact analytical methods is impossible. In addition, an approximate or exact solution only provides predictions for either reaction- or diffusion-controlling cases. A new mathematical solution, the quantize method (QM), was applied to predict the gasification rates of coal char when both chemical reaction and diffusion through the porous char are present. Carbon conversion rates predicted by the QM were in closer agreement with the experimental data than those predicted by the random pore model and the simple particle model. ?? 2002 Elsevier Science Ltd. All rights reserved.

Turbulence in the Ott-Antonsen equation for arrays of coupled phase oscillators

NASA Astrophysics Data System (ADS)

Wolfrum, M.; Gurevich, S. V.; Omel'chenko, O. E.

2016-02-01

In this paper we study the transition to synchrony in an one-dimensional array of oscillators with non-local coupling. For its description in the continuum limit of a large number of phase oscillators, we use a corresponding Ott-Antonsen equation, which is an integro-differential equation for the evolution of the macroscopic profiles of the local mean field. Recently, it was reported that in the spatially extended case at the synchronisation threshold there appear partially coherent plane waves with different wave numbers, which are organised in the well-known Eckhaus scenario. In this paper, we show that for Kuramoto-Sakaguchi phase oscillators the phase lag parameter in the interaction function can induce a Benjamin-Feir-type instability of the partially coherent plane waves. The emerging collective macroscopic chaos appears as an intermediate stage between complete incoherence and stable partially coherent plane waves. We give an analytic treatment of the Benjamin-Feir instability and its onset in a codimension-two bifurcation in the Ott-Antonsen equation as well as a numerical study of the transition from phase turbulence to amplitude turbulence inside the Benjamin-Feir unstable region.

Use of hyperbolic partial differential equations to generate body fitted coordinates

NASA Technical Reports Server (NTRS)

Steger, J. L.; Sorenson, R. L.

1980-01-01

The hyperbolic scheme is used to efficiently generate smoothly varying grids with good step size control near the body. Although only two dimensional applications are presented, the basic concepts are shown to extend to three dimensions.

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

DTIC Science & Technology

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

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.

Biconvection flow of Carreau fluid over an upper paraboloid surface: A computational study

NASA Astrophysics Data System (ADS)

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

Present article explored the physical characteristics of biconvection effects on the MHD flow of Carreau nanofluid over upper horizontal surface of paraboloid revolution along with chemical reaction. The concept of the Carreau nanofluid was introduced the new parameterization achieve the momentum governing equation. Using similarity transformed, the governing partial differential equations are converted into the ordinary differential equations. The obtained governing equations are solved computationally by using implicit finite difference method known as the Keller box technique. The numerical solutions are obtained for the velocity, temperature, concentration, friction factor, local heat and mass transfer coefficients by varying controlling parameters i.e. Biconvection parameter, fluid parameter, Weissenberg number, Hartmann number, Prandtl number, Brownian motion parameter, thermophoresis parameter, Lewis number and chemical reaction parameter. The obtained results are discussed via graphs and tables.

a Non-Overlapping Discretization Method for Partial Differential Equations

NASA Astrophysics Data System (ADS)

Rosas-Medina, A.; Herrera, I.

2013-05-01

Mathematical models of many systems of interest, including very important continuous systems of Engineering and Science, lead to a great variety of partial differential equations whose solution methods are based on the computational processing of large-scale algebraic systems. Furthermore, the incredible expansion experienced by the existing computational hardware and software has made amenable to effective treatment problems of an ever increasing diversity and complexity, posed by engineering and scientific applications. The emergence of parallel computing prompted on the part of the computational-modeling community a continued and systematic effort with the purpose of harnessing it for the endeavor of solving boundary-value problems (BVPs) of partial differential equations. Very early after such an effort began, it was recognized that domain decomposition methods (DDM) were the most effective technique for applying parallel computing to the solution of partial differential equations, since such an approach drastically simplifies the coordination of the many processors that carry out the different tasks and also reduces very much the requirements of information-transmission between them. Ideally, DDMs intend producing algorithms that fulfill the DDM-paradigm; i.e., such that "the global solution is obtained by solving local problems defined separately in each subdomain of the coarse-mesh -or domain-decomposition-". Stated in a simplistic manner, the basic idea is that, when the DDM-paradigm is satisfied, full parallelization can be achieved by assigning each subdomain to a different processor. When intensive DDM research began much attention was given to overlapping DDMs, but soon after attention shifted to non-overlapping DDMs. This evolution seems natural when the DDM-paradigm is taken into account: it is easier to uncouple the local problems when the subdomains are separated. However, an important limitation of non-overlapping domain decompositions, as that concept is usually understood today, is that interface nodes are shared by two or more subdomains of the coarse-mesh and, therefore, even non-overlapping DDMs are actually overlapping when seen from the perspective of the nodes used in the discretization. In this talk we present and discuss a discretization method in which the nodes used are non-overlapping, in the sense that each one of them belongs to one and only one subdomain of the coarse-mesh.

Truncated Painlevé expansion: Tanh-traveling wave solutions and reduction of sine-Poisson equation to a quadrature for stationary and nonstationary three-dimensional collisionless cold plasma

NASA Astrophysics Data System (ADS)

Ibrahim, R. S.; El-Kalaawy, O. H.

2006-10-01

The relativistic nonlinear self-consistent equations for a collisionless cold plasma with stationary ions [R. S. Ibrahim, IMA J. Appl. Math. 68, 523 (2003)] are extended to 3 and 3+1 dimensions. The resulting system of equations is reduced to the sine-Poisson equation. The truncated Painlevé expansion and reduction of the partial differential equation to a quadrature problem (RQ method) are described and applied to obtain the traveling wave solutions of the sine-Poisson equation for stationary and nonstationary equations in 3 and 3+1 dimensions describing the charge-density equilibrium configuration model.

Partial Thermalization of Correlations in pA and AA collisionss

NASA Astrophysics Data System (ADS)

Gavin, Sean; Moschelli, George; Zin, Christopher

2017-09-01

Correlations born before the onset of hydrodynamic flow can leave observable traces on the final state particles. Measurement of these correlations can yield important information on the isotropization and thermalization process. Starting with Israel-Stewart hydrodynamics and Boltzmann-like kinetic theory in the presence of dynamic Langevin noise, we derive new partial differential equations for two-particle correlation functions. To illustrate how these equations can be used, we study the effect of thermalization on long range correlations. We show quite generally that two particle correlations at early times depend on S, the average probability that a parton suffers no interactions. We extract S from transverse momentum fluctuations measured in Pb+Pb collisions and predict the degree of partial thermalization in pA experiments. NSF-PHY-1207687.

Approximate solution of space and time fractional higher order phase field equation

NASA Astrophysics Data System (ADS)

Shamseldeen, S.

2018-03-01

This paper is concerned with a class of space and time fractional partial differential equation (STFDE) with Riesz derivative in space and Caputo in time. The proposed STFDE is considered as a generalization of a sixth-order partial phase field equation. We describe the application of the optimal homotopy analysis method (OHAM) to obtain an approximate solution for the suggested fractional initial value problem. An averaged-squared residual error function is defined and used to determine the optimal convergence control parameter. Two numerical examples are studied, considering periodic and non-periodic initial conditions, to justify the efficiency and the accuracy of the adopted iterative approach. The dependence of the solution on the order of the fractional derivative in space and time and model parameters is investigated.

Presymplectic current and the inverse problem of the calculus of variations

NASA Astrophysics Data System (ADS)

Khavkine, Igor

2013-11-01

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

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)

Modelling skin penetration using the Laplace transform technique.

PubMed

Anissimov, Y G; Watkinson, A

2013-01-01

The Laplace transform is a convenient mathematical tool for solving ordinary and partial differential equations. The application of this technique to problems arising in drug penetration through the skin is reviewed in this paper. © 2013 S. Karger AG, Basel.

Errors in finite-difference computations on curvilinear coordinate systems

NASA Technical Reports Server (NTRS)

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

1980-01-01

Curvilinear coordinate systems were used extensively to solve partial differential equations on arbitrary regions. An analysis of truncation error in the computation of derivatives revealed why numerical results may be erroneous. A more accurate method of computing derivatives is presented.

Application of Four-Point Newton-EGSOR iteration for the numerical solution of 2D Porous Medium Equations

NASA Astrophysics Data System (ADS)

Chew, J. V. L.; Sulaiman, J.

2017-09-01

Partial differential equations that are used in describing the nonlinear heat and mass transfer phenomena are difficult to be solved. For the case where the exact solution is difficult to be obtained, it is necessary to use a numerical procedure such as the finite difference method to solve a particular partial differential equation. In term of numerical procedure, a particular method can be considered as an efficient method if the method can give an approximate solution within the specified error with the least computational complexity. Throughout this paper, the two-dimensional Porous Medium Equation (2D PME) is discretized by using the implicit finite difference scheme to construct the corresponding approximation equation. Then this approximation equation yields a large-sized and sparse nonlinear system. By using the Newton method to linearize the nonlinear system, this paper deals with the application of the Four-Point Newton-EGSOR (4NEGSOR) iterative method for solving the 2D PMEs. In addition to that, the efficiency of the 4NEGSOR iterative method is studied by solving three examples of the problems. Based on the comparative analysis, the Newton-Gauss-Seidel (NGS) and the Newton-SOR (NSOR) iterative methods are also considered. The numerical findings show that the 4NEGSOR method is superior to the NGS and the NSOR methods in terms of the number of iterations to get the converged solutions, the time of computation and the maximum absolute errors produced by the methods.

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.

Theory of repetitively pulsed operation of diode lasers subject to delayed feedback

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

Napartovich, A P; Sukharev, A G

2015-03-31

Repetitively pulsed operation of a diode laser with delayed feedback has been studied theoretically at varying feedback parameters and pump power levels. A new approach has been proposed that allows one to reduce the system of Lang–Kobayashi equations for a steady-state repetitively pulsed operation mode to a first-order nonlinear differential equation. We present partial solutions that allow the pulse shape to be predicted. (lasers)

An approach to rogue waves through the cnoidal equation

NASA Astrophysics Data System (ADS)

Lechuga, Antonio

2014-05-01

Lately it has been realized the importance of rogue waves in some events happening in open seas. Extreme waves and extreme weather could explain some accidents, but not all of them. Every now and then inflicted damages on ships only can be reported to be caused by anomalous and elusive waves, such as rogue waves. That's one of the reason why they continue attracting considerable interest among researchers. In the frame of the Nonlinear Schrödinger equation(NLS), Witham(1974) and Dingemans and Otta (2001)gave asymptotic solutions in moving coordinates that transformed the NLS equation in a ordinary differential equation that is the Duffing or cnoidal wave equation. Applying the Zakharov equation, Stiassnie and Shemer(2004) and Shemer(2010)got also a similar equation. It's well known that this ordinary equation can be solved in elliptic functions. The main aim of this presentation is to sort out the domains of the solutions of this equation, that, of course, are linked to the corresponding solutions of the partial differential equations(PDEs). That being, Lechuga(2007),a simple way to look for anomalous waves as it's the case with some "chaotic" solutions of the Duffing equation.

A new generalized exponential rational function method to find exact special solutions for the resonance nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Ghanbari, Behzad; Inc, Mustafa

2018-04-01

The present paper suggests a novel technique to acquire exact solutions of nonlinear partial differential equations. The main idea of the method is to generalize the exponential rational function method. In order to examine the ability of the method, we consider the resonant nonlinear Schrödinger equation (R-NLSE). Many variants of exact soliton solutions for the equation are derived by the proposed method. Physical interpretations of some obtained solutions is also included. One can easily conclude that the new proposed method is very efficient and finds the exact solutions of the equation in a relatively easy way.

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

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Masood Khalique, Chaudry

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2015-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Differential formulation of the gyrokinetic Landau operator

DOE PAGES

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

2017-01-05

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

Exact traveling wave solutions of modified KdV-Zakharov-Kuznetsov equation and viscous Burgers equation.

PubMed

Islam, Md Hamidul; Khan, Kamruzzaman; Akbar, M Ali; Salam, Md Abdus

2014-01-01

Mathematical modeling of many physical systems leads to nonlinear evolution equations because most physical systems are inherently nonlinear in nature. The investigation of traveling wave solutions of nonlinear partial differential equations (NPDEs) plays a significant role in the study of nonlinear physical phenomena. In this article, we construct the traveling wave solutions of modified KDV-ZK equation and viscous Burgers equation by using an enhanced (G '/G) -expansion method. A number of traveling wave solutions in terms of unknown parameters are obtained. Derived traveling wave solutions exhibit solitary waves when special values are given to its unknown parameters. 35C07; 35C08; 35P99.

Sensitivity analysis of dynamic biological systems with time-delays.

PubMed

Wu, Wu Hsiung; Wang, Feng Sheng; Chang, Maw Shang

2010-10-15

Mathematical modeling has been applied to the study and analysis of complex biological systems for a long time. Some processes in biological systems, such as the gene expression and feedback control in signal transduction networks, involve a time delay. These systems are represented as delay differential equation (DDE) models. Numerical sensitivity analysis of a DDE model by the direct method requires the solutions of model and sensitivity equations with time-delays. The major effort is the computation of Jacobian matrix when computing the solution of sensitivity equations. The computation of partial derivatives of complex equations either by the analytic method or by symbolic manipulation is time consuming, inconvenient, and prone to introduce human errors. To address this problem, an automatic approach to obtain the derivatives of complex functions efficiently and accurately is necessary. We have proposed an efficient algorithm with an adaptive step size control to compute the solution and dynamic sensitivities of biological systems described by ordinal differential equations (ODEs). The adaptive direct-decoupled algorithm is extended to solve the solution and dynamic sensitivities of time-delay systems describing by DDEs. To save the human effort and avoid the human errors in the computation of partial derivatives, an automatic differentiation technique is embedded in the extended algorithm to evaluate the Jacobian matrix. The extended algorithm is implemented and applied to two realistic models with time-delays: the cardiovascular control system and the TNF-α signal transduction network. The results show that the extended algorithm is a good tool for dynamic sensitivity analysis on DDE models with less user intervention. By comparing with direct-coupled methods in theory, the extended algorithm is efficient, accurate, and easy to use for end users without programming background to do dynamic sensitivity analysis on complex biological systems with time-delays.

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

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

PubMed Central

2014-01-01

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

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.