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

PubMed

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

2010-10-01

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

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

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

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

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…

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

Tori and chaos in a simple C1-system

NASA Astrophysics Data System (ADS)

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

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

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.

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

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

NASA Technical Reports Server (NTRS)

Kawalko, Stephen F.

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

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.

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

PubMed

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

2013-03-25

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

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

NASA Technical Reports Server (NTRS)

Milman, Mark M.; Scheid, Robert E.

1987-01-01

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

Symmetries of the Gas Dynamics Equations using the Differential Form Method

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

Ramsey, Scott D.; Baty, Roy S.

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

Symmetries of the Gas Dynamics Equations using the Differential Form Method

DOE PAGES

Ramsey, Scott D.; Baty, Roy S.

2017-11-21

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

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.

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.

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

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1971-01-01

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

Symbolic Solution of Linear Differential Equations

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

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

Lie algebras and linear differential equations.

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Rahimi, A.

1972-01-01

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

The condition of regular degeneration for singularly perturbed systems of linear differential-difference equations.

NASA Technical Reports Server (NTRS)

Cooke, K. L.; Meyer, K. R.

1966-01-01

Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution

Solving Nonlinear Differential Equations in the Engineering Curriculum

ERIC Educational Resources Information Center

Auslander, David M.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Chelnokov, Yu. N.

2017-11-01

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

The existence of almost periodic solutions of certain perturbation systems

NASA Astrophysics Data System (ADS)

Xia, Yonghui; Lin, Muren; Cao, Jinde

2005-10-01

Certain almost periodic perturbation systems are considered in this paper. By using the roughness theory of exponential dichotomies and the contraction mapping principle, some sufficient conditions are obtained for the existence and uniqueness of almost periodic solution of the above systems. Our results generalize those in [J.K. Hale, Ordinary Differential Equations, Krieger, Huntington, 1980; C. He, Existence of almost periodic solutions of perturbation systems, Ann. Differential Equations 9 (1992) 173-181; M. Lin, The existence of almost periodic solution and bounded solution of perturbation systems, Acta Math. Sinica 22A (2002) 61-70 (in Chinese); W.A. Coppel, Almost periodic properties of ordinary differential equations, Ann. Math. Pura Appl. 76 (1967) 27-50; A.M. Fink, Almost Periodic Differential Equations, Lecture Notes in Math., vol. 377, Springer-Verlag, New York, 1974; Y. Xia, F. Chen, A. Chen, J. Cao, Existence and global attractivity of an almost periodic ecological model, Appl. Math. Comput. 157 (2004) 449-475].

Differential equation models for sharp threshold dynamics.

PubMed

Schramm, Harrison C; Dimitrov, Nedialko B

2014-01-01

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

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

Grima, Ramon

2011-11-01

The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

Quasi-generalized variables

NASA Technical Reports Server (NTRS)

Baumgarten, J.; Ostermeyer, G. P.

1986-01-01

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

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

NASA Astrophysics Data System (ADS)

Lv, Qiuyu; Liao, Xiaofeng

2018-03-01

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

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

PubMed

Shah, Kamal; Khan, Rahmat Ali

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

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

The Local Brewery: A Project for Use in Differential Equations Courses

ERIC Educational Resources Information Center

Starling, James K.; Povich, Timothy J.; Findlay, Michael

2016-01-01

We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…

An Engineering-Oriented Approach to the Introductory Differential Equations Course

ERIC Educational Resources Information Center

Pennell, S.; Avitabile, P.; White, J.

2009-01-01

The introductory differential equations course can be made more relevant to engineering students by including more of the engineering viewpoint, in which differential equations are regarded as systems with inputs and outputs. This can be done without sacrificing any of the usual topical coverage. This point of view is conducive to student…

Algorithms For Integrating Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Generalized chaos synchronization theorems for bidirectional differential equations and discrete systems with applications

NASA Astrophysics Data System (ADS)

Ji, Ye; Liu, Ting; Min, Lequan

2008-05-01

Two constructive generalized chaos synchronization (GCS) theorems for bidirectional differential equations and discrete systems are introduced. Using the two theorems, one can construct new chaos systems to make the system variables be in GCS. Five examples are presented to illustrate the effectiveness of the theoretical results.

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

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1980-01-01

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

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

PubMed

Korayem, M H; Nekoo, S R

2015-07-01

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

Solving Nonlinear Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Mitchell, L.; David, J.

1986-01-01

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

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

PubMed

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

2018-06-01

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

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.

Existence of a coupled system of fractional differential equations

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

Ibrahim, Rabha W.; Siri, Zailan

2015-10-22

We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.

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

NASA Astrophysics Data System (ADS)

Ford, Neville J.; Connolly, Joseph A.

2009-07-01

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

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.

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

Introducing DAE Systems in Undergraduate and Graduate Chemical Engineering Curriculum

ERIC Educational Resources Information Center

Mandela, Ravi Kumar; Sridhar, L. N.; Rengaswamy, Raghunathan

2010-01-01

Models play an important role in understanding chemical engineering systems. While differential equation models are taught in standard modeling and control courses, Differential Algebraic Equation (DAE) system models are not usually introduced. These models appear naturally in several chemical engineering problems. In this paper, the introduction…

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

ERIC Educational Resources Information Center

Dana-Picard, Thierry; Kidron, Ivy

2008-01-01

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

Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

ERIC Educational Resources Information Center

Glaister, P.

2008-01-01

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

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

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.

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.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

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

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

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

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

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

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

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

PubMed

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

2018-01-01

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

Elimination of uncertainty in solving system of multidimensional differential equations in X for identification of silver nanoparticles on fibers

NASA Astrophysics Data System (ADS)

Emelyanov, V. M.; Dobrovolskaya, T. A.; Emelyanov, V. V.

2018-05-01

In the article, an increase of the sensitivity of identification of biologically active metal silver nanoparticles to cancer cells is considered to be based on the results of compiling a system of multidimensional differential equations with respect to X of the ellipses of probabilistic intersection of the spectra of a Raman polarization spectrometer. The nine main peaks of the spectrum of polyester fibers with silver nanoparticles and without them are analyzed with polarization along the X-transverse and Y-along fibers directions. The correlation matrices of the interconnection of peaks of the Raman spectrum are to be introduced into differential equations. During the solution of the system of equations, there is an intersection of the ellipses of the distribution of the statistical data of peak measurements. When checking the solution from the graphical estimation of the intersection of the ellipses of the data distribution of the Raman spectra, there was a 20% error detected in determining the radii of curvature R0 and R1. To eliminate the uncertainty, numerical additive Δ = + 0.34342 is introduced into the differential equation and when solving this system of differential equations with the additive, the accuracy is (-1.42 · 10-14 ÷ 1.94 · 10-15) with the radius of curvature R0 = R1 = 3.458112896121225 at a sufficiently high accuracy of 10-14

SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

DOEpatents

Collier, D.M.; Meeks, L.A.; Palmer, J.P.

1960-05-10

A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.

The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

ERIC Educational Resources Information Center

Decker, Robert

2011-01-01

Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

Lie group classification of first-order delay ordinary differential equations

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

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

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

2016-01-15

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

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.

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

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

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

2016-12-15

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

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

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

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

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

NASA Astrophysics Data System (ADS)

Fikri, Fariz Fahmi; Nuraini, Nuning

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

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

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

Dynamics and Control of Constrained Multibody Systems modeled with Maggi's equation: Application to Differential Mobile Robots Part I

NASA Astrophysics Data System (ADS)

Amengonu, Yawo H.; Kakad, Yogendra P.

2014-07-01

Quasivelocity techniques such as Maggi's and Boltzmann-Hamel's equations eliminate Lagrange multipliers from the beginning as opposed to the Euler-Lagrange method where one has to solve for the n configuration variables and the multipliers as functions of time when there are m nonholonomic constraints. Maggi's equation produces n second-order differential equations of which (n-m) are derived using (n-m) independent quasivelocities and the time derivative of the m kinematic constraints which add the remaining m second order differential equations. This technique is applied to derive the dynamics of a differential mobile robot and a controller which takes into account these dynamics is developed.

Solving constant-coefficient differential equations with dielectric metamaterials

NASA Astrophysics Data System (ADS)

Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

2016-07-01

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

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

PubMed

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

2013-01-01

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

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2017-02-01

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

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

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1976-01-01

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

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

NASA Astrophysics Data System (ADS)

Ansmann, Gerrit

2018-04-01

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

Using Computer Symbolic Algebra to Solve Differential Equations.

ERIC Educational Resources Information Center

Mathews, John H.

1989-01-01

This article illustrates that mathematical theory can be incorporated into the process to solve differential equations by a computer algebra system, muMATH. After an introduction to functions of muMATH, several short programs for enhancing the capabilities of the system are discussed. Listed are six references. (YP)

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

PubMed

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

2009-06-01

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

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

NASA Astrophysics Data System (ADS)

Gupta, Yogesh

2017-01-01

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

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.

Legendre-Tau approximation for functional differential equations. Part 3: Eigenvalue approximations and uniform stability

NASA Technical Reports Server (NTRS)

Ito, K.

1984-01-01

The stability and convergence properties of the Legendre-tau approximation for hereditary differential systems are analyzed. A charactristic equation is derived for the eigenvalues of the resulting approximate system. As a result of this derivation the uniform exponential stability of the solution semigroup is preserved under approximation. It is the key to obtaining the convergence of approximate solutions of the algebraic Riccati equation in trace norm.

Stochastic model for threat assessment in multi-sensor defense system

NASA Astrophysics Data System (ADS)

Wang, Yongcheng; Wang, Hongfei; Jiang, Changsheng

2007-11-01

This paper puts forward a stochastic model for target detecting and tracking in multi-sensor defense systems and applies the Lanchester differential equations to threat assessment in combat. The two different modes of targets tracking and their respective Lanchester differential equations are analyzed and established. By use of these equations, we could briefly estimate the loss of each combat side and accordingly get the threat estimation results, given the situation analysis is accomplished.

Optical solver for a system of ordinary differential equations based on an external feedback assisted microring resonator.

PubMed

Hou, Jie; Dong, Jianji; Zhang, Xinliang

2017-06-15

Systems of ordinary differential equations (SODEs) are crucial for describing the dynamic behaviors in various systems such as modern control systems which require observability and controllability. In this Letter, we propose and experimentally demonstrate an all-optical SODE solver based on the silicon-on-insulator platform. We use an add/drop microring resonator to construct two different ordinary differential equations (ODEs) and then introduce two external feedback waveguides to realize the coupling between these ODEs, thus forming the SODE solver. A temporal coupled mode theory is used to deduce the expression of the SODE. A system experiment is carried out for further demonstration. For the input 10 GHz NRZ-like pulses, the measured output waveforms of the SODE solver agree well with the calculated results.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Exact differential equation for the density and ionization energy of a many-particle system

NASA Technical Reports Server (NTRS)

Levy, M.; Perdew, J. P.; Sahni, V.

1984-01-01

The present investigation is concerned with relations studied by Hohenberg and Kohn (1964) and Kohn and Sham (1965). The properties of a ground-state many-electron system are determined by the electron density. The correct differential equation for the density, as dictated by density-functional theory, is presented. It is found that the ground-state density n of a many-electron system obeys a Schroedinger-like differential equation which may be solved by standard Kohn-Sham programs. Results are connected to the traditional exact Kohn-Sham theory. It is pointed out that the results of the current investigations are readily extended to spin-density functional theory.

Network Reconstruction From High-Dimensional Ordinary Differential Equations.

PubMed

Chen, Shizhe; Shojaie, Ali; Witten, Daniela M

2017-01-01

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical system nonparametrically as a system of additive ordinary differential equations. Most existing methods for parameter estimation in ordinary differential equations estimate the derivatives from noisy observations. This is known to be challenging and inefficient. We propose a novel approach that does not involve derivative estimation. We show that the proposed method can consistently recover the true network structure even in high dimensions, and we demonstrate empirical improvement over competing approaches. Supplementary materials for this article are available online.

Rethinking pedagogy for second-order differential equations: a simplified approach to understanding well-posed problems

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-07-01

Knowing an equation has a unique solution is important from both a modelling and theoretical point of view. For over 70 years, the approach to learning and teaching 'well posedness' of initial value problems (IVPs) for second- and higher-order ordinary differential equations has involved transforming the problem and its analysis to a first-order system of equations. We show that this excursion is unnecessary and present a direct approach regarding second- and higher-order problems that does not require an understanding of systems.

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2016-01-01

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

A neuro approach to solve fuzzy Riccati differential equations

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

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

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

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

NASA Astrophysics Data System (ADS)

Khataybeh, S. N.; Hashim, I.

2018-04-01

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

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

ERIC Educational Resources Information Center

Martinez-Luaces, Victor

2009-01-01

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

Lines of Eigenvectors and Solutions to Systems of Linear Differential Equations

ERIC Educational Resources Information Center

Rasmussen, Chris; Keynes, Michael

2003-01-01

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

Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

ERIC Educational Resources Information Center

Maat, Siti Mistima; Zakaria, Effandi

2011-01-01

Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

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...

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

PubMed

Deboeck, Pascal R

2010-08-06

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

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

PubMed

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

Konopelchenko, B. G.; Ortenzi, G.

2013-12-01

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

Reformulating the Schrödinger equation as a Shabat-Zakharov system

NASA Astrophysics Data System (ADS)

Boonserm, Petarpa; Visser, Matt

2010-02-01

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

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.

Long-Term Dynamics of Autonomous Fractional Differential Equations

NASA Astrophysics Data System (ADS)

Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

Dynamic system classifier.

PubMed

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

2016-07-01

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

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

Ultimate boundedness stability and controllability of hereditary systems

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1979-01-01

By generalizing the Liapunov-Yoshizawa techniques, necessary and sufficient conditions are given for uniform boundedness and uniform ultimate boundedness of a rather general class of nonlinear differential equations of neutral type. Among the applications treated by the methods are the Lienard equation of neutral type and hereditary systems of Lurie type. The absolute stability of this later equation is also investigated. A certain existence result of a solution of a neutral functional differential inclusion with two point boundary values is applied to study the exact function space controllability of a nonlinear neutral functional differential control system. A geometric growth condition is used to characterize both the function space and Euclidean controllability of another nonlinear delay system which has a compact and convex control set. This yields conditions under which perturbed nonlinear delay controllable systems are controllable.

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.

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…

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

NASA Astrophysics Data System (ADS)

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

2008-05-01

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

Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

NASA Astrophysics Data System (ADS)

Umut Caglar, Mehmet; Pal, Ranadip

2010-10-01

The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Mathematical model of one-man air revitalization system

NASA Technical Reports Server (NTRS)

1976-01-01

A mathematical model was developed for simulating the steady state performance in electrochemical CO2 concentrators which utilize (NMe4)2 CO3 (aq.) electrolyte. This electrolyte, which accommodates a wide range of air relative humidity, is most suitable for one-man air revitalization systems. The model is based on the solution of coupled nonlinear ordinary differential equations derived from mass transport and rate equations for the processes which take place in the cell. The boundary conditions are obtained by solving the mass and energy transport equations. A shooting method is used to solve the differential equations.

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.

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

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

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

Non-autonomous equations with unpredictable solutions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2018-06-01

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

Power-spectral-density relationship for retarded differential equations

NASA Technical Reports Server (NTRS)

Barker, L. K.

1974-01-01

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

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.

Control of functional differential equations with function space boundary conditions

NASA Technical Reports Server (NTRS)

Banks, H. T.

1972-01-01

Problems involving functional differential equations with terminal conditions in function space are considered. Their application to mechanical and electrical systems is discussed. Investigations of controllability, existence of optimal controls, and necessary and sufficient conditions for optimality are reported.

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

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

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

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

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.

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

PubMed

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

2007-04-01

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

Complete factorisation and analytic solutions of generalized Lotka-Volterra equations

NASA Astrophysics Data System (ADS)

Brenig, L.

1988-11-01

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

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.

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

NASA Technical Reports Server (NTRS)

Jamison, J. W.

1994-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

Radhakrishnan, Krishnan; Hindmarsh, Alan C.

1993-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

ERIC Educational Resources Information Center

Winkel, Brian

2012-01-01

We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

Efficient sensitivity analysis method for chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Liao, Haitao

2016-05-01

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

Supercomputer analysis of purine and pyrimidine metabolism leading to DNA synthesis.

PubMed

Heinmets, F

1989-06-01

A model-system is established to analyze purine and pyrimidine metabolism leading to DNA synthesis. The principal aim is to explore the flow and regulation of terminal deoxynucleoside triophosphates (dNTPs) in various input and parametric conditions. A series of flow equations are established, which are subsequently converted to differential equations. These are programmed (Fortran) and analyzed on a Cray chi-MP/48 supercomputer. The pool concentrations are presented as a function of time in conditions in which various pertinent parameters of the system are modified. The system is formulated by 100 differential equations.

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

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1993-01-01

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

A 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.

Lie symmetries for systems of evolution equations

NASA Astrophysics Data System (ADS)

Paliathanasis, Andronikos; Tsamparlis, Michael

2018-01-01

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

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 system of multidimensional differential equations in X for identification of gold nanoparticles on fibers with elimination of uncertainty

NASA Astrophysics Data System (ADS)

Dobrovolskaya, T. A.; Emelyanov, V. M.; Emelyanov, V. V.

2018-05-01

There are the results of the compilation and solution of a system of multidimensional differential correlation equations of distribution ellipses in the identification of colloidal gold nanoparticles on polyester fibers with multi-dimensional correlation components of Raman polarization spectra. A proposed method is to increase the accuracy and speed of identification of silver nanoparticles on polyester fibers, taking into account the longitudinal and transverse polarization of laser radiation over the entire spectral range, analyzing in sequence and in order simultaneously two peaks along the X-transverse and along the Y-along the fibers. During a solution of the system using a nonlinear quadratic and differential equation with respect to X, an uncertainty arises, the elimination of which is numerical addition Δ = + 0.02985

The Design-To-Cost Manifold

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1990-01-01

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

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.

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.

A Symbolic and Graphical Computer Representation of Dynamical Systems

NASA Astrophysics Data System (ADS)

Gould, Laurence I.

2005-04-01

AUTONO is a Macsyma/Maxima program, designed at the University of Hartford, for solving autonomous systems of differential equations as well as for relating Lagrangians and Hamiltonians to their associated dynamical equations. AUTONO can be used in a number of fields to decipher a variety of complex dynamical systems with ease, producing their Lagrangian and Hamiltonian equations in seconds. These equations can then be incorporated into VisSim, a modeling and simulation program, which yields graphical representations of motion in a given system through easily chosen input parameters. The program, along with the VisSim differential-equations graphical package, allows for resolution and easy understanding of complex problems in a relatively short time; thus enabling quicker and more advanced computing of dynamical systems on any number of platforms---from a network of sensors on a space probe, to the behavior of neural networks, to the effects of an electromagnetic field on components in a dynamical system. A flowchart of AUTONO, along with some simple applications and VisSim output, will be shown.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

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

How Mathematics Describes Life

NASA Astrophysics Data System (ADS)

Teklu, Abraham

2017-01-01

The circle of life is something we have all heard of from somewhere, but we don't usually try to calculate it. For some time we have been working on analyzing a predator-prey model to better understand how mathematics can describe life, in particular the interaction between two different species. The model we are analyzing is called the Holling-Tanner model, and it cannot be solved analytically. The Holling-Tanner model is a very common model in population dynamics because it is a simple descriptor of how predators and prey interact. The model is a system of two differential equations. The model is not specific to any particular set of species and so it can describe predator-prey species ranging from lions and zebras to white blood cells and infections. One thing all these systems have in common are critical points. A critical point is a value for both populations that keeps both populations constant. It is important because at this point the differential equations are equal to zero. For this model there are two critical points, a predator free critical point and a coexistence critical point. Most of the analysis we did is on the coexistence critical point because the predator free critical point is always unstable and frankly less interesting than the coexistence critical point. What we did is consider two regimes for the differential equations, large B and small B. B, A, and C are parameters in the differential equations that control the system where B measures how responsive the predators are to change in the population, A represents predation of the prey, and C represents the satiation point of the prey population. For the large B case we were able to approximate the system of differential equations by a single scalar equation. For the small B case we were able to predict the limit cycle. The limit cycle is a process of the predator and prey populations growing and shrinking periodically. This model has a limit cycle in the regime of small B, that we solved for numerically. With some assumptions to reduce the differential equations we were able to create a system of equations and unknowns to predict the behavior of the limit cycle for small B.

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

PubMed

Kalinina, Elizabeth A

2013-08-01

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

Control problem for a system of linear loaded differential equations

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

Mean-field theory of differential rotation in density stratified turbulent convection

NASA Astrophysics Data System (ADS)

Rogachevskii, I.

2018-04-01

A mean-field theory of differential rotation in a density stratified turbulent convection has been developed. This theory is based on the combined effects of the turbulent heat flux and anisotropy of turbulent convection on the Reynolds stress. A coupled system of dynamical budget equations consisting in the equations for the Reynolds stress, the entropy fluctuations and the turbulent heat flux has been solved. To close the system of these equations, the spectral approach, which is valid for large Reynolds and Péclet numbers, has been applied. The adopted model of the background turbulent convection takes into account an increase of the turbulence anisotropy and a decrease of the turbulent correlation time with the rotation rate. This theory yields the radial profile of the differential rotation which is in agreement with that for the solar differential rotation.

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

NASA Astrophysics Data System (ADS)

Tang, Xianhua; Cao, Daomin; Zou, Xingfu

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

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Finite difference and Runge-Kutta methods for solving vibration problems

NASA Astrophysics Data System (ADS)

Lintang Renganis Radityani, Scolastika; Mungkasi, Sudi

2017-11-01

The vibration of a storey building can be modelled into a system of second order ordinary differential equations. If the number of floors of a building is large, then the result is a large scale system of second order ordinary differential equations. The large scale system is difficult to solve, and if it can be solved, the solution may not be accurate. Therefore, in this paper, we seek for accurate methods for solving vibration problems. We compare the performance of numerical finite difference and Runge-Kutta methods for solving large scale systems of second order ordinary differential equations. The finite difference methods include the forward and central differences. The Runge-Kutta methods include the Euler and Heun methods. Our research results show that the central finite difference and the Heun methods produce more accurate solutions than the forward finite difference and the Euler methods do.

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

NASA Astrophysics Data System (ADS)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

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

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.

Mathematical Model of the Jet Engine Fuel System

NASA Astrophysics Data System (ADS)

Klimko, Marek

2015-05-01

The paper discusses the design of a simplified mathematical model of the jet (turbo-compressor) engine fuel system. The solution will be based on the regulation law, where the control parameter is a fuel mass flow rate and the regulated parameter is the rotational speed. A differential equation of the jet engine and also differential equations of other fuel system components (fuel pump, throttle valve, pressure regulator) will be described, with respect to advanced predetermined simplifications.

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

The use of spectral methods in bidomain studies.

PubMed

Trayanova, N; Pilkington, T

1992-01-01

A Fourier transform method is developed for solving the bidomain coupled differential equations governing the intracellular and extracellular potentials on a finite sheet of cardiac cells undergoing stimulation. The spectral formulation converts the system of differential equations into a "diagonal" system of algebraic equations. Solving the algebraic equations directly and taking the inverse transform of the potentials proved numerically less expensive than solving the coupled differential equations by means of traditional numerical techniques, such as finite differences; the comparison between the computer execution times showed that the Fourier transform method was about 40 times faster than the finite difference method. By application of the Fourier transform method, transmembrane potential distributions in the two-dimensional myocardial slice were calculated. For a tissue characterized by a ratio of the intra- to extracellular conductivities that is different in all principal directions, the transmembrane potential distribution exhibits a rather complicated geometrical pattern. The influence of the different anisotropy ratios, the finite tissue size, and the stimuli configuration on the pattern of membrane polarization is investigated.

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.

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

Unconditionally stable finite difference schemes for the time approximation of first-order operator-differential systems with self-adjoint operators are constructed. Such systems arise in many applied problems, for example, in connection with nonstationary problems for the system of Stokes (Navier-Stokes) equations. Stability conditions in the corresponding Hilbert spaces for two-level weighted operator-difference schemes are obtained. Additive (splitting) schemes are proposed that involve the solution of simple problems at each time step. The results are used to construct splitting schemes with respect to spatial variables for nonstationary Navier-Stokes equations for incompressible fluid. The capabilities of additive schemes are illustrated using a two-dimensional model problem as an example.

Extended method of moments for deterministic analysis of stochastic multistable neurodynamical systems

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.

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

NASA Astrophysics Data System (ADS)

Halkos, George E.; Tsilika, Kyriaki D.

2011-09-01

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

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

PubMed

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

2014-10-20

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

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

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

NASA Astrophysics Data System (ADS)

Gituliar, Oleksandr; Magerya, Vitaly

2017-10-01

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

Playing Newtonian Games with Modellus

ERIC Educational Resources Information Center

Teodoro, Vitor Duarte

2004-01-01

This article is a short introduction on how to use Modellus (a computer package that is freely available on the Internet and used in the IOP "Advancing Physics" course) to build physics games using Newton's laws, expressed as differential equations. Solving systems of differential equations is beyond most secondary-school or first-year college…

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.

A Characterization of Dynamic Reasoning: Reasoning with Time as Parameter

ERIC Educational Resources Information Center

Keene, Karen Allen

2007-01-01

Students incorporate and use the implicit and explicit parameter time to support their mathematical reasoning and deepen their understandings as they participate in a differential equations class during instruction on solutions to systems of differential equations. Therefore, dynamic reasoning is defined as developing and using conceptualizations…

Ordinary differential equations.

PubMed

Lebl, Jiří

2013-01-01

In this chapter we provide an overview of the basic theory of ordinary differential equations (ODE). We give the basics of analytical methods for their solutions and also review numerical methods. The chapter should serve as a primer for the basic application of ODEs and systems of ODEs in practice. As an example, we work out the equations arising in Michaelis-Menten kinetics and give a short introduction to using Matlab for their numerical solution.

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

PubMed

Bai, Shirong; Skodje, Rex T

2017-08-17

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

Quantum superintegrable Zernike system

NASA Astrophysics Data System (ADS)

Pogosyan, George S.; Salto-Alegre, Cristina; Wolf, Kurt Bernardo; Yakhno, Alexander

2017-07-01

We consider the differential equation that Zernike proposed to classify aberrations of wavefronts in a circular pupil, whose value at the boundary can be nonzero. On this account, the quantum Zernike system, where that differential equation is seen as a Schrödinger equation with a potential, is special in that it has a potential and a boundary condition that are not standard in quantum mechanics. We project the disk on a half-sphere and there we find that, in addition to polar coordinates, this system separates into two additional coordinate systems (non-orthogonal on the pupil disk), which lead to Schrödinger-type equations with Pöschl-Teller potentials, whose eigen-solutions involve Legendre, Gegenbauer, and Jacobi polynomials. This provides new expressions for separated polynomial solutions of the original Zernike system that are real. The operators which provide the separation constants are found to participate in a superintegrable cubic Higgs algebra.

Molecular, metabolic, and genetic control: An introduction

NASA Astrophysics Data System (ADS)

Tyson, John J.; Mackey, Michael C.

2001-03-01

The living cell is a miniature, self-reproducing, biochemical machine. Like all machines, it has a power supply, a set of working components that carry out its necessary tasks, and control systems that ensure the proper coordination of these tasks. In this Special Issue, we focus on the molecular regulatory systems that control cell metabolism, gene expression, environmental responses, development, and reproduction. As for the control systems in human-engineered machines, these regulatory networks can be described by nonlinear dynamical equations, for example, ordinary differential equations, reaction-diffusion equations, stochastic differential equations, or cellular automata. The articles collected here illustrate (i) a range of theoretical problems presented by modern concepts of cellular regulation, (ii) some strategies for converting molecular mechanisms into dynamical systems, (iii) some useful mathematical tools for analyzing and simulating these systems, and (iv) the sort of results that derive from serious interplay between theory and experiment.

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.

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 $T$.

Three-Loop Automatic of Control System the Landfill of Household Solid Waste

NASA Astrophysics Data System (ADS)

Sereda, T. G.; Kostarev, S. N.

2017-05-01

The analysis of models of governance ground municipal solid waste (MSW). Considered a distributed circuit (spatio-temporal) ground control model. Developed a dynamic model of multicontour control landfill. Adjustable parameters are defined (the ratio of CH4 CO2 emission/fluxes, concentrations of heavy metals ions) and control (purging array, irrigation, adding reagents). Based on laboratory studies carried out with the analysis of equity flows and procedures developed by the transferring matrix that takes into account the relationship control loops. A system of differential equations in the frequency and time domains. Given the numerical approaches solving systems of differential equations in finite differential form.

Navier-Stokes dynamics on a differential one-form

NASA Astrophysics Data System (ADS)

Story, Troy L.

2006-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A spectral mimetic least-squares method

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

Bochev, Pavel; Gerritsma, Marc

We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less

A spectral mimetic least-squares method

DOE PAGES

Bochev, Pavel; Gerritsma, Marc

2014-09-01

We present a spectral mimetic least-squares method for a model diffusion–reaction problem, which preserves key conservation properties of the continuum problem. Casting the model problem into a first-order system for two scalar and two vector variables shifts material properties from the differential equations to a pair of constitutive relations. We also use this system to motivate a new least-squares functional involving all four fields and show that its minimizer satisfies the differential equations exactly. Discretization of the four-field least-squares functional by spectral spaces compatible with the differential operators leads to a least-squares method in which the differential equations are alsomore » satisfied exactly. Additionally, the latter are reduced to purely topological relationships for the degrees of freedom that can be satisfied without reference to basis functions. Furthermore, numerical experiments confirm the spectral accuracy of the method and its local conservation.« less

Effect of heat flux on differential rotation in turbulent convection.

PubMed

Kleeorin, Nathan; Rogachevskii, Igor

2006-04-01

We studied the effect of the turbulent heat flux on the Reynolds stresses in a rotating turbulent convection. To this end we solved a coupled system of dynamical equations which includes the equations for the Reynolds stresses, the entropy fluctuations, and the turbulent heat flux. We used a spectral tau approximation in order to close the system of dynamical equations. We found that the ratio of the contributions to the Reynolds stresses caused by the turbulent heat flux and the anisotropic eddy viscosity is of the order of approximately 10(L rho/l0)2, where l0 is the maximum scale of turbulent motions and L rho is the fluid density variation scale. This effect is crucial for the formation of the differential rotation and should be taken into account in the theories of the differential rotation of the Sun, stars, and planets. In particular, we demonstrated that this effect may cause the differential rotation which is comparable with the typical solar differential rotation.

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games

DTIC Science & Technology

2016-05-01

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games Yat Tin...subproblems. Our approach is expected to have wide applications in continuous dynamic games , control theory problems, and elsewhere. Mathematics...differential dynamic games , control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to

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.

U(1)-invariant membranes: The geometric formulation, Abel, and pendulum differential equations

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

Zheltukhin, A. A.; Fysikum, AlbaNova, Stockholm University, 106 91 Stockholm; NORDITA, Roslagstullsbacken 23, 106 91 Stockholm

The geometric approach to study the dynamics of U(1)-invariant membranes is developed. The approach reveals an important role of the Abel nonlinear differential equation of the first type with variable coefficients depending on time and one of the membrane extendedness parameters. The general solution of the Abel equation is constructed. Exact solutions of the whole system of membrane equations in the D=5 Minkowski space-time are found and classified. It is shown that if the radial component of the membrane world vector is only time dependent, then the dynamics is described by the pendulum equation.

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.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

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.

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

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

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Stabilization of computational procedures for constrained dynamical systems

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Fusion of Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2006-09-01

combat operations. The Global Positioning System (GPS) was fielded in the 1980’s and first used for precision navigation and targeting in combat...equations [37]. Consider the homogeneous nonlinear differential equation ẋ(t) = f [x(t),u(t), t] ; x(t0) = x0 (2.4) For a given input function , u0(t...differential equation is a time-varying probability density function . The Kalman filter derivation assumes Gaussian distributions for all random

Trajectory planning of mobile robots using indirect solution of optimal control method in generalized point-to-point task

NASA Astrophysics Data System (ADS)

Nazemizadeh, M.; Rahimi, H. N.; Amini Khoiy, K.

2012-03-01

This paper presents an optimal control strategy for optimal trajectory planning of mobile robots by considering nonlinear dynamic model and nonholonomic constraints of the system. The nonholonomic constraints of the system are introduced by a nonintegrable set of differential equations which represent kinematic restriction on the motion. The Lagrange's principle is employed to derive the nonlinear equations of the system. Then, the optimal path planning of the mobile robot is formulated as an optimal control problem. To set up the problem, the nonlinear equations of the system are assumed as constraints, and a minimum energy objective function is defined. To solve the problem, an indirect solution of the optimal control method is employed, and conditions of the optimality derived as a set of coupled nonlinear differential equations. The optimality equations are solved numerically, and various simulations are performed for a nonholonomic mobile robot to illustrate effectiveness of the proposed method.

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.

Algorithm for Stabilizing a POD-Based Dynamical System

NASA Technical Reports Server (NTRS)

Kalb, Virginia L.

2010-01-01

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

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.

Simulation of a steady-state integrated human thermal system.

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Stability analysis for a delay differential equations model of a hydraulic turbine speed governor

NASA Astrophysics Data System (ADS)

Halanay, Andrei; Safta, Carmen A.; Dragoi, Constantin; Piraianu, Vlad F.

2017-01-01

The paper aims to study the dynamic behavior of a speed governor for a hydraulic turbine using a mathematical model. The nonlinear mathematical model proposed consists in a system of delay differential equations (DDE) to be compared with already established mathematical models of ordinary differential equations (ODE). A new kind of nonlinearity is introduced as a time delay. The delays can characterize different running conditions of the speed governor. For example, it is considered that spool displacement of hydraulic amplifier might be blocked due to oil impurities in the oil supply system and so the hydraulic amplifier has a time delay in comparison to the time control. Numerical simulations are presented in a comparative manner. A stability analysis of the hydraulic control system is performed, too. Conclusions of the dynamic behavior using the DDE model of a hydraulic turbine speed governor are useful in modeling and controlling hydropower plants.

A hybrid agent-based approach for modeling microbiological systems.

PubMed

Guo, Zaiyi; Sloot, Peter M A; Tay, Joc Cing

2008-11-21

Models for systems biology commonly adopt Differential Equations or Agent-Based modeling approaches for simulating the processes as a whole. Models based on differential equations presuppose phenomenological intracellular behavioral mechanisms, while models based on Multi-Agent approach often use directly translated, and quantitatively less precise if-then logical rule constructs. We propose an extendible systems model based on a hybrid agent-based approach where biological cells are modeled as individuals (agents) while molecules are represented by quantities. This hybridization in entity representation entails a combined modeling strategy with agent-based behavioral rules and differential equations, thereby balancing the requirements of extendible model granularity with computational tractability. We demonstrate the efficacy of this approach with models of chemotaxis involving an assay of 10(3) cells and 1.2x10(6) molecules. The model produces cell migration patterns that are comparable to laboratory observations.

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.

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

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

Stability of Dynamical Systems with Discontinuous Motions:

NASA Astrophysics Data System (ADS)

Michel, Anthony N.; Hou, Ling

In this paper we present a stability theory for discontinuous dynamical systems (DDS): continuous-time systems whose motions are not necessarily continuous with respect to time. We show that this theory is not only applicable in the analysis of DDS, but also in the analysis of continuous dynamical systems (continuous-time systems whose motions are continuous with respect to time), discrete-time dynamical systems (systems whose motions are defined at discrete points in time) and hybrid dynamical systems (HDS) (systems whose descriptions involve simultaneously continuous-time and discrete-time). We show that the stability results for DDS are in general less conservative than the corresponding well-known classical Lyapunov results for continuous dynamical systems and discrete-time dynamical systems. Although the DDS stability results are applicable to general dynamical systems defined on metric spaces (divorced from any kind of description by differential equations, or any other kinds of equations), we confine ourselves to finite-dimensional dynamical systems defined by ordinary differential equations and difference equations, to make this paper as widely accessible as possible. We present only sample results, namely, results for uniform asymptotic stability in the large.

Optical solitons, nonlinear self-adjointness and conservation laws for the cubic nonlinear Shrödinger's equation with repulsive delta potential

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Inc, Mustafa; Aliyu, Aliyu Isa; Yusuf, Abdullahi

2017-11-01

In this paper, the complex envelope function ansatz method is used to acquire the optical solitons to the cubic nonlinear Shrödinger's equation with repulsive delta potential (δ-NLSE). The method reveals dark and bright optical solitons. The necessary constraint conditions which guarantee the existence of the solitons are also presented. We studied the δ-NLSE by analyzing a system of partial differential equations (PDEs) obtained by decomposing the equation into real and imaginary components. We derive the Lie point symmetry generators of the system and prove that the system is nonlinearly self-adjoint with an explicit form of a differential substitution satisfying the nonlinear self-adjoint condition. Then we use these facts to establish a set of conserved vectors for the system using the general Cls theorem presented by Ibragimov. Some interesting figures for the acquired solutions are also presented.

Lyapunov stability and its application to systems of ordinary differential equations

NASA Technical Reports Server (NTRS)

Kennedy, E. W.

1979-01-01

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

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

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.

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

NASA Astrophysics Data System (ADS)

Gallagher, Isabelle

1998-12-01

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

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

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

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

Recursive-operator method in vibration problems for rod systems

NASA Astrophysics Data System (ADS)

Rozhkova, E. V.

2009-12-01

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

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

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

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

Embedding recurrent neural networks into predator-prey models.

PubMed

Moreau, Yves; Louiès, Stephane; Vandewalle, Joos; Brenig, Leon

1999-03-01

We study changes of coordinates that allow the embedding of ordinary differential equations describing continuous-time recurrent neural networks into differential equations describing predator-prey models-also called Lotka-Volterra systems. We transform the equations for the neural network first into quasi-monomial form (Brenig, L. (1988). Complete factorization and analytic solutions of generalized Lotka-Volterra equations. Physics Letters A, 133(7-8), 378-382), where we express the vector field of the dynamical system as a linear combination of products of powers of the variables. In practice, this transformation is possible only if the activation function is the hyperbolic tangent or the logistic sigmoid. From this quasi-monomial form, we can directly transform the system further into Lotka-Volterra equations. The resulting Lotka-Volterra system is of higher dimension than the original system, but the behavior of its first variables is equivalent to the behavior of the original neural network. We expect that this transformation will permit the application of existing techniques for the analysis of Lotka-Volterra systems to recurrent neural networks. Furthermore, our results show that Lotka-Volterra systems are universal approximators of dynamical systems, just as are continuous-time neural networks.

Properties of Solutions to the Irving-Mullineux Oscillator Equation

NASA Astrophysics Data System (ADS)

Mickens, Ronald E.

2002-10-01

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

ASP: Automated symbolic computation of approximate symmetries of differential equations

NASA Astrophysics Data System (ADS)

Jefferson, G. F.; Carminati, J.

2013-03-01

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

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

NASA Astrophysics Data System (ADS)

Caponetto, Riccardo; Fazzino, Stefano

2013-01-01

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

Differential Geometry Based Multiscale Models

PubMed Central

Wei, Guo-Wei

2010-01-01

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

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.

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.

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

PubMed

Edelman, Mark

2015-07-01

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

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.

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.

Differential morphology and image processing.

PubMed

Maragos, P

1996-01-01

Image processing via mathematical morphology has traditionally used geometry to intuitively understand morphological signal operators and set or lattice algebra to analyze them in the space domain. We provide a unified view and analytic tools for morphological image processing that is based on ideas from differential calculus and dynamical systems. This includes ideas on using partial differential or difference equations (PDEs) to model distance propagation or nonlinear multiscale processes in images. We briefly review some nonlinear difference equations that implement discrete distance transforms and relate them to numerical solutions of the eikonal equation of optics. We also review some nonlinear PDEs that model the evolution of multiscale morphological operators and use morphological derivatives. Among the new ideas presented, we develop some general 2-D max/min-sum difference equations that model the space dynamics of 2-D morphological systems (including the distance computations) and some nonlinear signal transforms, called slope transforms, that can analyze these systems in a transform domain in ways conceptually similar to the application of Fourier transforms to linear systems. Thus, distance transforms are shown to be bandpass slope filters. We view the analysis of the multiscale morphological PDEs and of the eikonal PDE solved via weighted distance transforms as a unified area in nonlinear image processing, which we call differential morphology, and briefly discuss its potential applications to image processing and computer vision.

A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

PubMed

Benhammouda, Brahim

2016-01-01

Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential-algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems.

Existence of almost periodic solutions for forced perturbed systems with piecewise constant argument

NASA Astrophysics Data System (ADS)

Xia, Yonghui; Huang, Zhenkun; Han, Maoan

2007-09-01

Certain almost periodic forced perturbed systems with piecewise argument are considered in this paper. By using the contraction mapping principle and some new analysis technique, some sufficient conditions are obtained for the existence and uniqueness of almost periodic solution of these systems. Furthermore, we study the harmonic and subharmonic solutions of these systems. The obtained results generalize the previous known results such as [A.M. Fink, Almost Periodic Differential Equation, Lecture Notes in Math., volE 377, Springer-Verlag, Berlin, 1974; C.Y. He, Almost Periodic Differential Equations, Higher Education Press, Beijing, 1992 (in Chinese); Z.S. Lin, The existence of almost periodic solution of linear system, Acta Math. Sinica 22 (5) (1979) 515-528 (in Chinese); C.Y. He, Existence of almost periodic solutions of perturbation systems, Ann. Differential Equations 9 (2) (1992) 173-181; Y.H. Xia, M. Lin, J. Cao, The existence of almost periodic solutions of certain perturbation system, J. Math. Anal. Appl. 310 (1) (2005) 81-96]. Finally, a tangible example and its numeric simulations show the feasibility of our results, the comparison between non-perturbed system and perturbed system, the relation between systems with and without piecewise argument.

Spline approximations for nonlinear hereditary control systems

NASA Technical Reports Server (NTRS)

Daniel, P. L.

1982-01-01

A sline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.

Multilevel Modeling of Two Cyclical Processes: Extending Differential Structural Equation Modeling to Nonlinear Coupled Systems

ERIC Educational Resources Information Center

Butner, Jonathan; Amazeen, Polemnia G.; Mulvey, Genna M.

2005-01-01

The authors present a dynamical multilevel model that captures changes over time in the bidirectional, potentially asymmetric influence of 2 cyclical processes. S. M. Boker and J. Graham's (1998) differential structural equation modeling approach was expanded to the case of a nonlinear coupled oscillator that is common in bimanual coordination…

Control of functional differential equations to target sets in function space

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kent, G. A.

1971-01-01

Optimal control of systems governed by functional differential equations of retarded and neutral type is considered. Problems with function space initial and terminal manifolds are investigated. Existence of optimal controls, regularity, and bang-bang properties are discussed. Necessary and sufficient conditions are derived, and several solved examples which illustrate the theory are presented.

Regularity estimates up to the boundary for elliptic systems of difference equations

NASA Technical Reports Server (NTRS)

Strikwerda, J. C.; Wade, B. A.; Bube, K. P.

1986-01-01

Regularity estimates up to the boundary for solutions of elliptic systems of finite difference equations were proved. The regularity estimates, obtained for boundary fitted coordinate systems on domains with smooth boundary, involve discrete Sobolev norms and are proved using pseudo-difference operators to treat systems with variable coefficients. The elliptic systems of difference equations and the boundary conditions which are considered are very general in form. The regularity of a regular elliptic system of difference equations was proved equivalent to the nonexistence of eigensolutions. The regularity estimates obtained are analogous to those in the theory of elliptic systems of partial differential equations, and to the results of Gustafsson, Kreiss, and Sundstrom (1972) and others for hyperbolic difference equations.

Computing anticipatory systems with incursion and hyperincursion

NASA Astrophysics Data System (ADS)

Dubois, Daniel M.

1998-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

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

Perturbed Equations of Motion for Formation Flight Near the Sun-Earth L2 Point

NASA Technical Reports Server (NTRS)

Luquette, Richard; Segerman, A. M.; Zedd, M. F.

2005-01-01

NASA is planning missions to the vicinity of the Sun-Earth L(sub 2) point, some involving a distributed system of telescope spacecraft, configured in a plane about a hub. Several sets of differential equations are written for the formation flight of such telescopes relative to the hub, with varying levels of fidelity. Effects are cast as additive perturbations to the circular restricted three-body problem, expanded in terms of the system distanced, to an accuracy of 10-20 m. These include Earth's orbital eccentricity, lunar motion, solar radiation pressure, and small thrusting forces. Simulations validating the expanded differential equations are presented.

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

PubMed

Zhao, Shan

2011-08-15

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

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

NASA Technical Reports Server (NTRS)

Bartels, Robert E.

2002-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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.

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.

Free vibration investigation of nano mass sensor using differential transformation method

NASA Astrophysics Data System (ADS)

Zarepour, Misagh; Hosseini, S. Amirhosein; Ghadiri, Majid

2017-03-01

In the present study, transverse vibration of nano-cantilever beam with attached mass and two rotational and transverse springs at its end is studied. Resonance frequency of vibrating system is influenced by changing mass particle and stiffness coefficients. Euler-Bernoulli beam theory, nonlocal constitutive equations of Eringen, and Hamilton's principle are used to develop equations of motion. Differential transformation method (DTM) is applied to solve the governing equations of the nanobeam with attached mass particle. Accurate results with minimum mathematical calculation are the advantages of DTM. A detailed parametric study is conducted to investigate the influences of nonlocal parameter. The results can be used in designing of nanoelectromechanical systems. To verify the results, some comparisons are presented between differential transform method results and open literature to show the accuracy of this new approach.

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

NASA Technical Reports Server (NTRS)

Beaudet, P. R.

1974-01-01

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

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

ERIC Educational Resources Information Center

Widmark, Stephen

2012-01-01

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

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

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.

Modeling aerodynamic discontinuities and the onset of chaos in flight dynamical systems

NASA Technical Reports Server (NTRS)

Tobak, M.; Chapman, G. T.; Uenal, A.

1986-01-01

Various representations of the aerodynamic contribution to the aircraft's equation of motion are shown to be compatible within the common assumption of their Frechet differentiability. Three forms of invalidating Frechet differentiality are identified, and the mathematical model is amended to accommodate their occurrence. Some of the ways in which chaotic behavior may emerge are discussed, first at the level of the aerodynamic contribution to the equation of motion, and then at the level of the equations of motion themselves.

Existence and uniqueness of solution for a class of stochastic differential equations.

PubMed

Cao, Junfei; Huang, Zaitang; Zeng, Caibin

2013-01-01

A class of stochastic differential equations given by dx(t) = f(x(t))dt + g(x(t))dW(t),  x(t 0) = x 0,  t 0 ≤ t ≤ T < +∞, are investigated. Upon making some suitable assumptions, the existence and uniqueness of solution for the equations are obtained. Moreover, the existence and uniqueness of solution for stochastic Lorenz system, which is illustrated by example, are in good agreement with the theoretical analysis.

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

PubMed

Bacaër, Nicolas

2017-07-01

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

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.

Modeling aerodynamic discontinuities and onset of chaos in flight dynamical systems

NASA Technical Reports Server (NTRS)

Tobak, M.; Chapman, G. T.; Unal, A.

1987-01-01

Various representations of the aerodynamic contribution to the aircraft's equation of motion are shown to be compatible within the common assumption of their Frechet differentiability. Three forms of invalidating Frechet differentiability are identified, and the mathematical model is amended to accommodate their occurrence. Some of the ways in which chaotic behavior may emerge are discussed, first at the level of the aerodynamic contribution to the equations of motion, and then at the level of the equations of motion themselves.

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.

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

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

Genetic network inference as a series of discrimination tasks.

PubMed

Kimura, Shuhei; Nakayama, Satoshi; Hatakeyama, Mariko

2009-04-01

Genetic network inference methods based on sets of differential equations generally require a great deal of time, as the equations must be solved many times. To reduce the computational cost, researchers have proposed other methods for inferring genetic networks by solving sets of differential equations only a few times, or even without solving them at all. When we try to obtain reasonable network models using these methods, however, we must estimate the time derivatives of the gene expression levels with great precision. In this study, we propose a new method to overcome the drawbacks of inference methods based on sets of differential equations. Our method infers genetic networks by obtaining classifiers capable of predicting the signs of the derivatives of the gene expression levels. For this purpose, we defined a genetic network inference problem as a series of discrimination tasks, then solved the defined series of discrimination tasks with a linear programming machine. Our experimental results demonstrated that the proposed method is capable of correctly inferring genetic networks, and doing so more than 500 times faster than the other inference methods based on sets of differential equations. Next, we applied our method to actual expression data of the bacterial SOS DNA repair system. And finally, we demonstrated that our approach relates to the inference method based on the S-system model. Though our method provides no estimation of the kinetic parameters, it should be useful for researchers interested only in the network structure of a target system. Supplementary data are available at Bioinformatics online.

A Computer Model of the Cardiovascular System for Effective Learning.

ERIC Educational Resources Information Center

Rothe, Carl F.

1980-01-01

Presents a model of the cardiovascular system which solves a set of interacting, possibly nonlinear, differential equations. Figures present a schematic diagram of the model and printouts that simulate normal conditions, exercise, hemorrhage, reduced contractility. The nine interacting equations used to describe the system are described in the…

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.

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

NASA Astrophysics Data System (ADS)

René, Alexandre; Longtin, André

2017-11-01

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

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

PubMed

Weizenecker, Jürgen

2018-01-22

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

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

NASA Astrophysics Data System (ADS)

Weizenecker, Jürgen

2018-02-01

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

Synergies from using higher order symplectic decompositions both for ordinary differential equations and quantum Monte Carlo methods

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

Matuttis, Hans-Georg; Wang, Xiaoxing

Decomposition methods of the Suzuki-Trotter type of various orders have been derived in different fields. Applying them both to classical ordinary differential equations (ODEs) and quantum systems allows to judge their effectiveness and gives new insights for many body quantum mechanics where reference data are scarce. Further, based on data for 6 × 6 system we conclude that sampling with sign (minus-sign problem) is probably detrimental to the accuracy of fermionic simulations with determinant algorithms.

Advanced-Retarded Differential Equations in Quantum Photonic Systems

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

The stability of coupled renewal-differential equations with econometric applications

NASA Technical Reports Server (NTRS)

Rhoten, R. P.; Aggarwal, J. K.

1969-01-01

Concepts and results are presented in the fields of mathematical modeling, economics, and stability analysis. A coupled renewal-differential equation structure is presented as a modeling form for systems possessing hereditary characteristics, and this structure is applied to a model of the Austrian theory of business cycles. For realistic conditions, the system is shown to have an infinite number of poles, and conditions are presented which are both necessary and sufficient for all poles to lie strictly in the left half plane.

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

PubMed

Tunç, Cemil; Tunç, Osman

2016-01-01

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

Advanced-Retarded Differential Equations in Quantum Photonic Systems

PubMed Central

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

2017-01-01

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

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

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.

Propagation of mechanical waves through a stochastic medium with spherical symmetry

NASA Astrophysics Data System (ADS)

Avendaño, Carlos G.; Reyes, J. Adrián

2018-01-01

We theoretically analyze the propagation of outgoing mechanical waves through an infinite isotropic elastic medium possessing spherical symmetry whose Lamé coefficients and density are spatial random functions characterized by well-defined statistical parameters. We derive the differential equation that governs the average displacement for a system whose properties depend on the radial coordinate. We show that such an equation is an extended version of the well-known Bessel differential equation whose perturbative additional terms contain coefficients that depend directly on the squared noise intensities and the autocorrelation lengths in an exponential decay fashion. We numerically solve the second order differential equation for several values of noise intensities and autocorrelation lengths and compare the corresponding displacement profiles with that of the exact analytic solution for the case of absent inhomogeneities.

Nonlinear Differential Equations and Feedback Control Design for the Urban-Rural Resident Pension Insurance in China

NASA Astrophysics Data System (ADS)

Wang, Lijian

2015-12-01

Facing many problems of the urban-rural resident pension insurance system in China, one should firstly make sure that this system can be optimized. This paper, based on the modern control theory, sets up differential equations as models to describe the urban-rural resident pension insurance system, and discusses the globally asymptotic stability in the sense of Liapunov for the urban-rural resident pension insurance system in the new equilibrium point. This research sets the stage for our further discussion, and it is theoretically important and convenient for optimizing the urban-rural resident pension insurance system.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed

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

2008-01-01

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

Design of Flight Vehicle Management Systems

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Nonlinear Control and Discrete Event Systems

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

A Factorization Approach to the Linear Regulator Quadratic Cost Problem

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

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

The Weyl-Lanczos equations and the Lanczos wave equation in four dimensions as systems in involution

NASA Astrophysics Data System (ADS)

Dolan, P.; Gerber, A.

2003-07-01

The Weyl-Lanczos equations in four dimensions form a system in involution. We compute its Cartan characters explicitly and use Janet-Riquier theory to confirm the results in the case of all space-times with a diagonal metric tensor and for the plane wave limit of space-times. We write the Lanczos wave equation as an exterior differential system and, with assistance from Janet-Riquier theory, we compute its Cartan characters and find that it forms a system in involution. We compare these Cartan characters with those of the Weyl-Lanczos equations. All results hold for the real analytic case.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

GROUNDWATER MASS TRANSPORT AND EQUILIBRIUM CHEMISTRY MODEL FOR MULTICOMPONENT SYSTEMS

EPA Science Inventory

A mass transport model, TRANQL, for a multicomponent solution system has been developed. The equilibrium interaction chemistry is posed independently of the mass transport equations which leads to a set of algebraic equations for the chemistry coupled to a set of differential equ...

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

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

Dichotomies for generalized ordinary differential equations and applications

NASA Astrophysics Data System (ADS)

Bonotto, E. M.; Federson, M.; Santos, F. L.

2018-03-01

In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.

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

PubMed

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 integrodifferential 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 (LED) closure. In contrast to the classical LED closure, the proposed closure accounts for advective transport of the PDF in the approximate temporal deconvolution of the integrodifferential equation. In addition, we introduce the generalized local linearization approximation for deriving a computable PDF equation in the form of a second-order partial differential equation. We demonstrate that the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary autocorrelation time. We apply the proposed PDF method to analyze a set of Kramers equations driven by exponentially autocorrelated Gaussian colored noise to study nonlinear oscillators and the dynamics and stability of a power grid. Numerical experiments show the PDF method is accurate when the noise autocorrelation time is either much shorter or longer than the system's relaxation time, while the accuracy decreases as the ratio of the two timescales approaches unity. Similarly, the PDF method accuracy decreases with increasing standard deviation of the noise.

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.

Decomposition-aggregation stability analysis. [for large scale dynamic systems with application to spinning Skylab control system

NASA Technical Reports Server (NTRS)

Siljak, D. D.; Weissenberger, S.; Cuk, S. M.

1973-01-01

This report presents the development and description of the decomposition aggregation approach to stability investigations of high dimension mathematical models of dynamic systems. The high dimension vector differential equation describing a large dynamic system is decomposed into a number of lower dimension vector differential equations which represent interconnected subsystems. Then a method is described by which the stability properties of each subsystem are aggregated into a single vector Liapunov function, representing the aggregate system model, consisting of subsystem Liapunov functions as components. A linear vector differential inequality is then formed in terms of the vector Liapunov function. The matrix of the model, which reflects the stability properties of the subsystems and the nature of their interconnections, is analyzed to conclude over-all system stability characteristics. The technique is applied in detail to investigate the stability characteristics of a dynamic model of a hypothetical spinning Skylab.

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.

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

NASA Astrophysics Data System (ADS)

Gangadhar, Nalwala Rohitbabu; Balasubramanian, Periyasamy

2010-10-01

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

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

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

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

A framework for qualitative reasoning about solid objects

NASA Technical Reports Server (NTRS)

Davis, E.

1987-01-01

Predicting the behavior of a qualitatively described system of solid objects requires a combination of geometrical, temporal, and physical reasoning. Methods based upon formulating and solving differential equations are not adequate for robust prediction, since the behavior of a system over extended time may be much simpler than its behavior over local time. A first-order logic, in which one can state simple physical problems and derive their solution deductively, without recourse to solving the differential equations, is discussed. This logic is substantially more expressive and powerful than any previous AI representational system in this domain.

A Hamilton-Jacobi theory for implicit differential systems

NASA Astrophysics Data System (ADS)

Esen, Oǧul; de León, Manuel; Sardón, Cristina

2018-02-01

In this paper, we propose a geometric Hamilton-Jacobi theory for systems of implicit differential equations. In particular, we are interested in implicit Hamiltonian systems, described in terms of Lagrangian submanifolds of TT*Q generated by Morse families. The implicit character implies the nonexistence of a Hamiltonian function describing the dynamics. This fact is here amended by a generating family of Morse functions which plays the role of a Hamiltonian. A Hamilton-Jacobi equation is obtained with the aid of this generating family of functions. To conclude, we apply our results to singular Lagrangians by employing the construction of special symplectic structures.

Error behavior of multistep methods applied to unstable differential systems

NASA Technical Reports Server (NTRS)

Brown, R. L.

1977-01-01

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

Systematic generation of multibody equations of motion suitable for recursive and parallel manipulation

NASA Technical Reports Server (NTRS)

Nikravesh, Parviz E.; Gim, Gwanghum; Arabyan, Ara; Rein, Udo

1989-01-01

The formulation of a method known as the joint coordinate method for automatic generation of the equations of motion for multibody systems is summarized. For systems containing open or closed kinematic loops, the equations of motion can be reduced systematically to a minimum number of second order differential equations. The application of recursive and nonrecursive algorithms to this formulation, computational considerations and the feasibility of implementing this formulation on multiprocessor computers are discussed.

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

NASA Technical Reports Server (NTRS)

Cohen, Clarence B; Reshotko, Eli

1956-01-01

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

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.

Unraveling mirror properties in time-delayed quantum feedback scenarios

NASA Astrophysics Data System (ADS)

Faulstich, Fabian M.; Kraft, Manuel; Carmele, Alexander

2018-06-01

We derive in the Heisenberg picture a widely used phenomenological coupling element to treat feedback effects in quantum optical platforms. Our derivation is based on a microscopic Hamiltonian, which describes the mirror-emitter dynamics based on a dielectric, a mediating fully quantized electromagnetic field and a single two-level system in front of the dielectric. The dielectric is modelled as a system of identical two-state atoms. The Heisenberg equation yields a system of describing differential operator equations, which we solve in the Weisskopf-Wigner limit. Due to a finite round-trip time between emitter and dielectric, we yield delay differential operator equations. Our derivation motivates and justifies the typical phenomenologicalassumed coupling element and allows, furthermore, a generalization to a variety of mirrors, such as dissipative mirrors or mirrors with gain dynamics.

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.

Algebraic features of some generalizations of the Lotka-Volterra system

NASA Astrophysics Data System (ADS)

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

2010-10-01

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

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.

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.

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

NASA Technical Reports Server (NTRS)

Nguyen, Nhan; Ardema, Mark

2006-01-01

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

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.

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

PubMed

Yu, Guo-Fu; Xu, Zong-Wei

2015-06-01

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

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.

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

Linear transformation and oscillation criteria for Hamiltonian systems

NASA Astrophysics Data System (ADS)

Zheng, Zhaowen

2007-08-01

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

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

PubMed

Murase, Kenya

2014-01-01

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

Converting differential-equation models of biological systems to membrane computing.

PubMed

Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W

2013-12-01

This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Equation-free modeling unravels the behavior of complex ecological systems

USGS Publications Warehouse

DeAngelis, Donald L.; Yurek, Simeon

2015-01-01

Ye et al. (1) address a critical problem confronting the management of natural ecosystems: How can we make forecasts of possible future changes in populations to help guide management actions? This problem is especially acute for marine and anadromous fisheries, where the large interannual fluctuations of populations, arising from complex nonlinear interactions among species and with varying environmental factors, have defied prediction over even short time scales. The empirical dynamic modeling (EDM) described in Ye et al.’s report, the latest in a series of papers by Sugihara and his colleagues, offers a promising quantitative approach to building models using time series to successfully project dynamics into the future. With the term “equation-free” in the article title, Ye et al. (1) are suggesting broader implications of their approach, considering the centrality of equations in modern science. From the 1700s on, nature has been increasingly described by mathematical equations, with differential or difference equations forming the basic framework for describing dynamics. The use of mathematical equations for ecological systems came much later, pioneered by Lotka and Volterra, who showed that population cycles might be described in terms of simple coupled nonlinear differential equations. It took decades for Lotka–Volterra-type models to become established, but the development of appropriate differential equations is now routine in modeling ecological dynamics. There is no question that the injection of mathematical equations, by forcing “clarity and precision into conjecture” (2), has led to increased understanding of population and community dynamics. As in science in general, in ecology equations are a key method of communication and of framing hypotheses. These equations serve as compact representations of an enormous amount of empirical data and can be analyzed by the powerful methods of mathematics.

Analytical properties of a three-compartmental dynamical demographic model

NASA Astrophysics Data System (ADS)

Postnikov, E. B.

2015-07-01

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

Stability of sequences generated by nonlinear differential systems. [for analysis of glider jet aircraft motion

NASA Technical Reports Server (NTRS)

Brown, R. L.

1979-01-01

A local stability analysis is presented for both the analytic and numerical solutions of the initial value problem for a system of ordinary differential equations. It is shown that, using a proper choice of Liapunov function, a connected region of stable initial values of both the analytic solution and the one-leg k-step numerical solution can be approximated. Attention is given to the example of the two-dimensional problem involving the stability of the longitudinal equations of motion of a gliding jet aircraft.

Fitting ordinary differential equations to short time course data.

PubMed

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

2008-02-28

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

Constructing Hopf bifurcation lines for the stability of nonlinear systems with two time delays

NASA Astrophysics Data System (ADS)

Nguimdo, Romain Modeste

2018-03-01

Although the plethora real-life systems modeled by nonlinear systems with two independent time delays, the algebraic expressions for determining the stability of their fixed points remain the Achilles' heel. Typically, the approach for studying the stability of delay systems consists in finding the bifurcation lines separating the stable and unstable parameter regions. This work deals with the parametric construction of algebraic expressions and their use for the determination of the stability boundaries of fixed points in nonlinear systems with two independent time delays. In particular, we concentrate on the cases for which the stability of the fixed points can be ascertained from a characteristic equation corresponding to that of scalar two-delay differential equations, one-component dual-delay feedback, or nonscalar differential equations with two delays for which the characteristic equation for the stability analysis can be reduced to that of a scalar case. Then, we apply our obtained algebraic expressions to identify either the parameter regions of stable microwaves generated by dual-delay optoelectronic oscillators or the regions of amplitude death in identical coupled oscillators.

Static Analysis of Large-Scale Multibody System Using Joint Coordinates and Spatial Algebra Operator

PubMed Central

Omar, Mohamed A.

2014-01-01

Initial transient oscillations inhibited in the dynamic simulations responses of multibody systems can lead to inaccurate results, unrealistic load prediction, or simulation failure. These transients could result from incompatible initial conditions, initial constraints violation, and inadequate kinematic assembly. Performing static equilibrium analysis before the dynamic simulation can eliminate these transients and lead to stable simulation. Most exiting multibody formulations determine the static equilibrium position by minimizing the system potential energy. This paper presents a new general purpose approach for solving the static equilibrium in large-scale articulated multibody. The proposed approach introduces an energy drainage mechanism based on Baumgarte constraint stabilization approach to determine the static equilibrium position. The spatial algebra operator is used to express the kinematic and dynamic equations of the closed-loop multibody system. The proposed multibody system formulation utilizes the joint coordinates and modal elastic coordinates as the system generalized coordinates. The recursive nonlinear equations of motion are formulated using the Cartesian coordinates and the joint coordinates to form an augmented set of differential algebraic equations. Then system connectivity matrix is derived from the system topological relations and used to project the Cartesian quantities into the joint subspace leading to minimum set of differential equations. PMID:25045732

Static analysis of large-scale multibody system using joint coordinates and spatial algebra operator.

PubMed

Omar, Mohamed A

2014-01-01

Initial transient oscillations inhibited in the dynamic simulations responses of multibody systems can lead to inaccurate results, unrealistic load prediction, or simulation failure. These transients could result from incompatible initial conditions, initial constraints violation, and inadequate kinematic assembly. Performing static equilibrium analysis before the dynamic simulation can eliminate these transients and lead to stable simulation. Most exiting multibody formulations determine the static equilibrium position by minimizing the system potential energy. This paper presents a new general purpose approach for solving the static equilibrium in large-scale articulated multibody. The proposed approach introduces an energy drainage mechanism based on Baumgarte constraint stabilization approach to determine the static equilibrium position. The spatial algebra operator is used to express the kinematic and dynamic equations of the closed-loop multibody system. The proposed multibody system formulation utilizes the joint coordinates and modal elastic coordinates as the system generalized coordinates. The recursive nonlinear equations of motion are formulated using the Cartesian coordinates and the joint coordinates to form an augmented set of differential algebraic equations. Then system connectivity matrix is derived from the system topological relations and used to project the Cartesian quantities into the joint subspace leading to minimum set of differential equations.

System identification principles in studies of forest dynamics.

Treesearch

Rolfe A. Leary

1970-01-01

Shows how it is possible to obtain governing equation parameter estimates on the basis of observed system states. The approach used represents a constructive alternative to regression techniques for models expressed as differential equations. This approach allows scientists to more completely quantify knowledge of forest development processes, to express theories in...

Enzyme Kinetics and the Michaelis-Menten Equation

ERIC Educational Resources Information Center

Biaglow, Andrew; Erickson, Keith; McMurran, Shawnee

2010-01-01

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

Parametric Identification of Nonlinear Dynamical Systems

NASA Technical Reports Server (NTRS)

Feeny, Brian

2002-01-01

In this project, we looked at the application of harmonic balancing as a tool for identifying parameters (HBID) in a nonlinear dynamical systems with chaotic responses. The main idea is to balance the harmonics of periodic orbits extracted from measurements of each coordinate during a chaotic response. The periodic orbits are taken to be approximate solutions to the differential equations that model the system, the form of the differential equations being known, but with unknown parameters to be identified. Below we summarize the main points addressed in this work. The details of the work are attached as drafts of papers, and a thesis, in the appendix. Our study involved the following three parts: (1) Application of the harmonic balance to a simulation case in which the differential equation model has known form for its nonlinear terms, in contrast to a differential equation model which has either power series or interpolating functions to represent the nonlinear terms. We chose a pendulum, which has sinusoidal nonlinearities; (2) Application of the harmonic balance to an experimental system with known nonlinear forms. We chose a double pendulum, for which chaotic response were easily generated. Thus we confronted a two-degree-of-freedom system, which brought forth challenging issues; (3) A study of alternative reconstruction methods. The reconstruction of the phase space is necessary for the extraction of periodic orbits from the chaotic responses, which is needed in this work. Also, characterization of a nonlinear system is done in the reconstructed phase space. Such characterizations are needed to compare models with experiments. Finally, some nonlinear prediction methods can be applied in the reconstructed phase space. We developed two reconstruction methods that may be considered if the common method (method of delays) is not applicable.

Complex double-mass dynamic model of rotor on thrust foil gas dynamic bearings

NASA Astrophysics Data System (ADS)

Sytin, A.; Babin, A.; Vasin, S.

2017-08-01

The present paper considers simulation of a rotor’s dynamics behaviour on thrust foil gas dynamic bearings based on simultaneous solution of gas dynamics differential equations, equations of theory of elasticity, motion equations and some additional equations. A double-mass dynamic system was considered during the rotor’s motion simulation which allows not only evaluation of rotor’s dynamic behaviour, but also to evaluate the influence of operational and load parameters on the dynamics of the rotor-bearing system.

Transition and separation process in brine channels formation

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

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

2016-02-15

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

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

DTIC Science & Technology

1980-06-01

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

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

PubMed

Murase, Kenya

2015-01-01

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

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.

Geometric foundations of the theory of feedback equivalence

NASA Technical Reports Server (NTRS)

Hermann, R.

1987-01-01

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

Canonical equations of Hamilton for the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Liang, Guo; Guo, Qi; Ren, Zhanmei

2015-09-01

We define two different systems of mathematical physics: the second order differential system (SODS) and the first order differential system (FODS). The Newton's second law of motion and the nonlinear Schrödinger equation (NLSE) are the exemplary SODS and FODS, respectively. We obtain a new kind of canonical equations of Hamilton (CEH), which exhibit some kind of symmetry in form and are formally different from the conventional CEH without symmetry [H. Goldstein, C. Poole, J. Safko, Classical Mechanics, third ed., Addison- Wesley, 2001]. We also prove that the number of the CEHs is equal to the number of the generalized coordinates for the FODS, but twice the number of the generalized coordinates for the SODS. We show that the FODS can only be expressed by the new CEH, but not introduced by the conventional CEH, while the SODS can be done by both the new and the conventional CEHs. As an example, we prove that the nonlinear Schrödinger equation can be expressed with the new CEH in a consistent way.

Modeling Physical Systems Using Vensim PLE Systems Dynamics Software

NASA Astrophysics Data System (ADS)

Widmark, Stephen

2012-02-01

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

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.

The symbolic computation of series solutions to ordinary differential equations using trees (extended abstract)

NASA Technical Reports Server (NTRS)

Grossman, Robert

1991-01-01

Algorithms previously developed by the author give formulas which can be used for the efficient symbolic computation of series expansions to solutions of nonlinear systems of ordinary differential equations. As a by product of this analysis, formulas are derived which relate to trees to the coefficients of the series expansions, similar to the work of Leroux and Viennot, and Lamnabhi, Leroux and Viennot.

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

NASA Astrophysics Data System (ADS)

Adams, Luise; Weinzierl, Stefan

2018-06-01

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

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.

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.

Teaching Modeling with Partial Differential Equations: Several Successful Approaches

ERIC Educational Resources Information Center

Myers, Joseph; Trubatch, David; Winkel, Brian

2008-01-01

We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…

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.

MATLAB Simulation of Gradient-Based Neural Network for Online Matrix Inversion

NASA Astrophysics Data System (ADS)

Zhang, Yunong; Chen, Ke; Ma, Weimu; Li, Xiao-Dong

This paper investigates the simulation of a gradient-based recurrent neural network for online solution of the matrix-inverse problem. Several important techniques are employed as follows to simulate such a neural system. 1) Kronecker product of matrices is introduced to transform a matrix-differential-equation (MDE) to a vector-differential-equation (VDE); i.e., finally, a standard ordinary-differential-equation (ODE) is obtained. 2) MATLAB routine "ode45" is introduced to solve the transformed initial-value ODE problem. 3) In addition to various implementation errors, different kinds of activation functions are simulated to show the characteristics of such a neural network. Simulation results substantiate the theoretical analysis and efficacy of the gradient-based neural network for online constant matrix inversion.

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

Maybank, Philip J; Whiteley, Jonathan P

2014-02-01

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

Semi-analytical solutions of the Schnakenberg model of a reaction-diffusion cell with feedback

NASA Astrophysics Data System (ADS)

Al Noufaey, K. S.

2018-06-01

This paper considers the application of a semi-analytical method to the Schnakenberg model of a reaction-diffusion cell. The semi-analytical method is based on the Galerkin method which approximates the original governing partial differential equations as a system of ordinary differential equations. Steady-state curves, bifurcation diagrams and the region of parameter space in which Hopf bifurcations occur are presented for semi-analytical solutions and the numerical solution. The effect of feedback control, via altering various concentrations in the boundary reservoirs in response to concentrations in the cell centre, is examined. It is shown that increasing the magnitude of feedback leads to destabilization of the system, whereas decreasing this parameter to negative values of large magnitude stabilizes the system. The semi-analytical solutions agree well with numerical solutions of the governing equations.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia S.

2012-11-01

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

Chaotic behaviour of the Rossler model and its analysis by using bifurcations of limit cycles and chaotic attractors

NASA Astrophysics Data System (ADS)

Ibrahim, K. M.; Jamal, R. K.; Ali, F. H.

2018-05-01

The behaviour of certain dynamical nonlinear systems are described in term as chaos, i.e., systems’ variables change with the time, displaying very sensitivity to initial conditions of chaotic dynamics. In this paper, we study archetype systems of ordinary differential equations in two-dimensional phase spaces of the Rössler model. A system displays continuous time chaos and is explained by three coupled nonlinear differential equations. We study its characteristics and determine the control parameters that lead to different behavior of the system output, periodic, quasi-periodic and chaos. The time series, attractor, Fast Fourier Transformation and bifurcation diagram for different values have been described.

A new approach for designing self-organizing systems and application to adaptive control

NASA Technical Reports Server (NTRS)

Ramamoorthy, P. A.; Zhang, Shi; Lin, Yueqing; Huang, Song

1993-01-01

There is tremendous interest in the design of intelligent machines capable of autonomous learning and skillful performance under complex environments. A major task in designing such systems is to make the system plastic and adaptive when presented with new and useful information and stable in response to irrelevant events. A great body of knowledge, based on neuro-physiological concepts, has evolved as a possible solution to this problem. Adaptive resonance theory (ART) is a classical example under this category. The system dynamics of an ART network is described by a set of differential equations with nonlinear functions. An approach for designing self-organizing networks characterized by nonlinear differential equations is proposed.

Parachute dynamics and stability analysis. [using nonlinear differential equations of motion

NASA Technical Reports Server (NTRS)

Ibrahim, S. K.; Engdahl, R. A.

1974-01-01

The nonlinear differential equations of motion for a general parachute-riser-payload system are developed. The resulting math model is then applied for analyzing the descent dynamics and stability characteristics of both the drogue stabilization phase and the main descent phase of the space shuttle solid rocket booster (SRB) recovery system. The formulation of the problem is characterized by a minimum number of simplifying assumptions and full application of state-of-the-art parachute technology. The parachute suspension lines and the parachute risers can be modeled as elastic elements, and the whole system may be subjected to specified wind and gust profiles in order to assess their effects on the stability of the recovery system.

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK.

PubMed

Wang, Kaier; Steyn-Ross, Moira L; Steyn-Ross, D Alistair; Wilson, Marcus T; Sleigh, Jamie W; Shiraishi, Yoichi

2014-04-11

Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system's set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This "code-based" approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts.

On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.

PubMed

Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio

2015-01-01

We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

NASA Astrophysics Data System (ADS)

Bianucci, Marco

2018-05-01

Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.

A study of fractional Schrödinger equation composed of Jumarie fractional derivative

NASA Astrophysics Data System (ADS)

Banerjee, Joydip; Ghosh, Uttam; Sarkar, Susmita; Das, Shantanu

2017-04-01

In this paper we have derived the fractional-order Schrödinger equation composed of Jumarie fractional derivative. The solution of this fractional-order Schrödinger equation is obtained in terms of Mittag-Leffler function with complex arguments, and fractional trigonometric functions. A few important properties of the fractional Schrödinger equation are then described for the case of particles in one-dimensional infinite potential well. One of the motivations for using fractional calculus in physical systems is that the space and time variables, which we often deal with, exhibit coarse-grained phenomena. This means infinitesimal quantities cannot be arbitrarily taken to zero - rather they are non-zero with a minimum spread. This type of non-zero spread arises in the microscopic to mesoscopic levels of system dynamics, which means that, if we denote x as the point in space and t as the point in time, then limit of the differentials d x (and d t) cannot be taken as zero. To take the concept of coarse graining into account, use the infinitesimal quantities as (Δ x) α (and (Δ t) α ) with 0 < α < 1; called as `fractional differentials'. For arbitrarily small Δ x and Δ t (tending towards zero), these `fractional' differentials are greater than Δ x (and Δ t), i.e. (Δ x) α > Δ x and (Δ t) α > Δ t. This way of defining the fractional differentials helps us to use fractional derivatives in the study of dynamic systems.

Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Explicating mathematical thinking in differential equations using a computer algebra system

NASA Astrophysics Data System (ADS)

Zeynivandnezhad, Fereshteh; Bates, Rachel

2018-07-01

The importance of developing students' mathematical thinking is frequently highlighted in literature regarding the teaching and learning of mathematics. Despite this importance, most curricula and instructional activities for undergraduate mathematics fail to bring the learner beyond the mathematics. The purpose of this study was to enhance students' mathematical thinking by implementing a computer algebra system and active learning pedagogical approaches. students' mathematical thinking processes were analyzed while completing specific differential equations tasks based on posed prompts and questions and Instrumental Genesis. Data were collected from 37 engineering students in a public Malaysian university. This study used the descriptive and interpretive qualitative research design to investigate the students' perspectives of emerging mathematical understanding and approaches to learning mathematics in an undergraduate differential equations course. Results of this study concluded that students used a variety of mathematical thinking processes in a non-sequential manner. Additionally, the outcomes provide justification for continued use of technologies such as computer algebra systems in undergraduate mathematics courses and the need for further studies to uncover the various processes students utilize to complete specific mathematical tasks.

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.

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

Automated reverse engineering of nonlinear dynamical systems

PubMed Central

Bongard, Josh; Lipson, Hod

2007-01-01

Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated “reverse engineering” approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future. PMID:17553966

Automated reverse engineering of nonlinear dynamical systems.

PubMed

Bongard, Josh; Lipson, Hod

2007-06-12

Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated "reverse engineering" approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future.

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Symmetry Reductions and Group-Invariant Radial Solutions to the n-Dimensional Wave Equation

NASA Astrophysics Data System (ADS)

Feng, Wei; Zhao, Songlin

2018-01-01

In this paper, we derive explicit group-invariant radial solutions to a class of wave equation via symmetry group method. The optimal systems of one-dimensional subalgebras for the corresponding radial wave equation are presented in terms of the known point symmetries. The reductions of the radial wave equation into second-order ordinary differential equations (ODEs) with respect to each symmetry in the optimal systems are shown. Then we solve the corresponding reduced ODEs explicitly in order to write out the group-invariant radial solutions for the wave equation. Finally, several analytical behaviours and smoothness of the resulting solutions are discussed.

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

NASA Technical Reports Server (NTRS)

Frankel, J. I.

1989-01-01

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

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.

Black Hole Firewalls and Lorentzian Relativity

NASA Astrophysics Data System (ADS)

Winterberg, Friedwardt

2013-04-01

In a paper published (Z. f. Naturforsch. 56a, 889, 2001) I had shown that the pre-Einstein theory of relativity by Lorentz and Poincare, extended to the general theory of relativity and quantum mechanics, predicts the disintegration of matter by passing through the event horizon. The zero point vacuum energy is there cut-off at the Planck energy, but Lorentz-invariant all the way up to this energy. The cut-off creates a distinguished reference system in which this energy is at rest. For non-relativistic velocities relative to this reference system, the special and general relativity remain a good approximations, with matter held together in a stable equilibrium by electrostatic forces (or forces acting like them) as a solution of an elliptic partial differential equation derived from Maxwell's equation. But in approaching and crossing the velocity of light in the distinguished reference system, which is equivalent in approaching and crossing of the event horizon, the elliptic differential equation goes over into a hyperbolic differential equation (as in fluid dynamics from subsonic to supersonic flow), and there is no such equilibrium. According to Schwarzschild's interior solution, the event horizon of a collapsing mass appears first as a point in its center, thereafter moving radially outwards, thereby converting all the mass into energy, explaining the observed gamma ray bursters.

Model-based control strategies for systems with constraints of the program type

NASA Astrophysics Data System (ADS)

Jarzębowska, Elżbieta

2006-08-01

The paper presents a model-based tracking control strategy for constrained mechanical systems. Constraints we consider can be material and non-material ones referred to as program constraints. The program constraint equations represent tasks put upon system motions and they can be differential equations of orders higher than one or two, and be non-integrable. The tracking control strategy relies upon two dynamic models: a reference model, which is a dynamic model of a system with arbitrary order differential constraints and a dynamic control model. The reference model serves as a motion planner, which generates inputs to the dynamic control model. It is based upon a generalized program motion equations (GPME) method. The method enables to combine material and program constraints and merge them both into the motion equations. Lagrange's equations with multipliers are the peculiar case of the GPME, since they can be applied to systems with constraints of first orders. Our tracking strategy referred to as a model reference program motion tracking control strategy enables tracking of any program motion predefined by the program constraints. It extends the "trajectory tracking" to the "program motion tracking". We also demonstrate that our tracking strategy can be extended to a hybrid program motion/force tracking.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

Khader, M M

2013-10-01

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

Differential Equations and Computational Simulations

DTIC Science & Technology

1999-06-18

divergence operator of a vector field, which can be defined in terms of the Levi - Civita connection. Let $(x, t) be the orbit passing through x g M...differential equations 31 Junping Chen and Dadi Yang The limit cycle of two species predator-prey model with general functional response > 34 S. S...analysis of two -species nonlinear competition system with periodic coefficients 286 X. H. Tang and J. S. Yu Oscillation of first order delay

Existence of solutions for a host-parasite model

NASA Astrophysics Data System (ADS)

Milner, Fabio Augusto; Patton, Curtis Allan

2001-12-01

The sea bass Dicentrarchus labrax has several gill ectoparasites. Diplectanum aequans (Plathelminth, Monogenea) is one of these species. Under certain demographic conditions, this flat worm can trigger pathological problems, in particular in fish farms. The life cycle of the parasite is described and a model for the dynamics of its interaction with the fish is described and analyzed. The model consists of a coupled system of ordinary differential equations and one integro-differential equation.

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.

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.

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

PubMed

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

2014-01-01

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

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.

Mathematical Methods for Physics and Engineering Third Edition Paperback Set

NASA Astrophysics Data System (ADS)

Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.

2006-06-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Mathematical modeling and fuzzy availability analysis for serial processes in the crystallization system of a sugar plant

NASA Astrophysics Data System (ADS)

Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram

2017-03-01

The binary states, i.e., success or failed state assumptions used in conventional reliability are inappropriate for reliability analysis of complex industrial systems due to lack of sufficient probabilistic information. For large complex systems, the uncertainty of each individual parameter enhances the uncertainty of the system reliability. In this paper, the concept of fuzzy reliability has been used for reliability analysis of the system, and the effect of coverage factor, failure and repair rates of subsystems on fuzzy availability for fault-tolerant crystallization system of sugar plant is analyzed. Mathematical modeling of the system is carried out using the mnemonic rule to derive Chapman-Kolmogorov differential equations. These governing differential equations are solved with Runge-Kutta fourth-order method.

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

PubMed

Qin, Huizeng; Zheng, Bin

2013-01-01

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

A variational approach to parameter estimation in ordinary differential equations.

PubMed

Kaschek, Daniel; Timmer, Jens

2012-08-14

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

Conformal and covariant Z4 formulation of the Einstein equations: Strongly hyperbolic first-order reduction and solution with discontinuous Galerkin schemes

NASA Astrophysics Data System (ADS)

Dumbser, Michael; Guercilena, Federico; Köppel, Sven; Rezzolla, Luciano; Zanotti, Olindo

2018-04-01

We present a strongly hyperbolic first-order formulation of the Einstein equations based on the conformal and covariant Z4 system (CCZ4) with constraint-violation damping, which we refer to as FO-CCZ4. As CCZ4, this formulation combines the advantages of a conformal and traceless formulation, with the suppression of constraint violations given by the damping terms, but being first order in time and space, it is particularly suited for a discontinuous Galerkin (DG) implementation. The strongly hyperbolic first-order formulation has been obtained by making careful use of first and second-order ordering constraints. A proof of strong hyperbolicity is given for a selected choice of standard gauges via an analytical computation of the entire eigenstructure of the FO-CCZ4 system. The resulting governing partial differential equations system is written in nonconservative form and requires the evolution of 58 unknowns. A key feature of our formulation is that the first-order CCZ4 system decouples into a set of pure ordinary differential equations and a reduced hyperbolic system of partial differential equations that contains only linearly degenerate fields. We implement FO-CCZ4 in a high-order path-conservative arbitrary-high-order-method-using-derivatives (ADER)-DG scheme with adaptive mesh refinement and local time-stepping, supplemented with a third-order ADER-WENO subcell finite-volume limiter in order to deal with singularities arising with black holes. We validate the correctness of the formulation through a series of standard tests in vacuum, performed in one, two and three spatial dimensions, and also present preliminary results on the evolution of binary black-hole systems. To the best of our knowledge, these are the first successful three-dimensional simulations of moving punctures carried out with high-order DG schemes using a first-order formulation of the Einstein equations.

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

NASA Technical Reports Server (NTRS)

Dieudonne, J. E.

1978-01-01

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

Discontinuous Galerkin Methods for NonLinear Differential Systems

NASA Technical Reports Server (NTRS)

Barth, Timothy; Mansour, Nagi (Technical Monitor)

2001-01-01

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the PDE (partial differential equation) system. Central to the development of the simplified DG methods is the Eigenvalue Scaling Theorem which characterizes right symmetrizers of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobian matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler equations of gas dynamics and extended conservation law systems derivable as moments of the Boltzmann equation. Using results from kinetic Boltzmann moment closure theory, we then derive and prove energy stability for several approximate DG fluxes which have practical and theoretical merit.

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.

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

NASA Technical Reports Server (NTRS)

Wang, P. K. C.

1990-01-01

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

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

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2006-03-01

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

Thermal engineering research. [Runge-Kutta investigation of gas flow inside multilayer insulation system for rocket booster fuel tanks

NASA Technical Reports Server (NTRS)

Shih, C. C.

1973-01-01

A theoretical investigation of gas flow inside a multilayer insulation system has been made for the case of the broadside pumping process. A set of simultaneous first-order differential equations for the temperature and pressure of the gas mixture was obtained by considering the diffusion mechanism of the gas molecules through the perforations on the insulation layers. A modified Runge-Kutta method was used for numerical experiment. The numerical stability problem was investigated. It has been shown that when the relaxation time is small compared with the time period over which the gas properties change appreciably, the set of differential equations can be replaced by a set of algebraic equations for solution. Numerical examples were given, and comparisons with experimental data were made.

Analytical spectrum for a Hamiltonian of quantum dots with Rashba spin-orbit coupling

NASA Astrophysics Data System (ADS)

Dossa, Anselme F.; Avossevou, Gabriel Y. H.

2014-12-01

We determine the analytical solution for a Hamiltonian describing a confined charged particle in a quantum dot, including Rashba spin-orbit coupling and Zeeman splitting terms. The approach followed in this paper is straightforward and uses the symmetrization of the wave function's components. The eigenvalue problem for the Hamiltonian in Bargmann's Hilbert space reduces to a system of coupled first-order differential equations. Then we exploit the symmetry in the system to obtain uncoupled second-order differential equations, which are found to be the Whittaker-Ince limit of the confluent Heun equations. Analytical expressions as well as numerical results are obtained for the spectrum. One of the main features of such models, namely, the level splitting, is present through the spectrum obtained in this paper.

On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Lu, Zhaoyang; Xu, Wei; Sun, Decai; Han, Weiguo

2009-10-01

In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, respectively. When the surplus is above this threshold level, dividends are paid at a constant rate that does not exceed the premium rate. Two systems of integro-differential equations for discounted penalty functions are derived, based on whether the surplus is above this threshold level. Laplace transformations of the discounted penalty functions when the surplus is below the threshold level are obtained. And we also derive a system of renewal equations satisfied by the discounted penalty function with initial surplus above the threshold strategy via the Dickson-Hipp operator. Finally, analytical solutions of the two systems of integro-differential equations are presented.

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

NASA Astrophysics Data System (ADS)

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

2009-11-01

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

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

NASA Technical Reports Server (NTRS)

Molenaar, J.

1996-01-01

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

Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks

NASA Astrophysics Data System (ADS)

Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam

2008-12-01

We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.

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...

An implicit semianalytic numerical method for the solution of nonequilibrium chemistry problems

NASA Technical Reports Server (NTRS)

Graves, R. A., Jr.; Gnoffo, P. A.; Boughner, R. E.

1974-01-01

The first order differential equation form systems of equations. They are solved by a simple and relatively accurate implicit semianalytic technique which is derived from a quadrature solution of the governing equation. This method is mathematically simpler than most implicit methods and has the exponential nature of the problem embedded in the solution.

Sensor fault detection and isolation system for a condensation process.

PubMed

Castro, M A López; Escobar, R F; Torres, L; Aguilar, J F Gómez; Hernández, J A; Olivares-Peregrino, V H

2016-11-01

This article presents the design of a sensor Fault Detection and Isolation (FDI) system for a condensation process based on a nonlinear model. The condenser is modeled by dynamic and thermodynamic equations. For this work, the dynamic equations are described by three pairs of differential equations which represent the energy balance between the fluids. The thermodynamic equations consist in algebraic heat transfer equations and empirical equations, that allow for the estimation of heat transfer coefficients. The FDI system consists of a bank of two nonlinear high-gain observers, in order to detect, estimate and to isolate the fault in any of both outlet temperature sensors. The main contributions of this work were the experimental validation of the condenser nonlinear model and the FDI system. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

A novel unsplit perfectly matched layer for the second-order acoustic wave equation.

PubMed

Ma, Youneng; Yu, Jinhua; Wang, Yuanyuan

2014-08-01

When solving acoustic field equations by using numerical approximation technique, absorbing boundary conditions (ABCs) are widely used to truncate the simulation to a finite space. The perfectly matched layer (PML) technique has exhibited excellent absorbing efficiency as an ABC for the acoustic wave equation formulated as a first-order system. However, as the PML was originally designed for the first-order equation system, it cannot be applied to the second-order equation system directly. In this article, we aim to extend the unsplit PML to the second-order equation system. We developed an efficient unsplit implementation of PML for the second-order acoustic wave equation based on an auxiliary-differential-equation (ADE) scheme. The proposed method can benefit to the use of PML in simulations based on second-order equations. Compared with the existing PMLs, it has simpler implementation and requires less extra storage. Numerical results from finite-difference time-domain models are provided to illustrate the validity of the approach. Copyright © 2014 Elsevier B.V. All rights reserved.

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

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

Differential Calculus on h-Deformed Spaces

NASA Astrophysics Data System (ADS)

Herlemont, Basile; Ogievetsky, Oleg

2017-10-01

We construct the rings of generalized differential operators on the h-deformed vector space of gl-type. In contrast to the q-deformed vector space, where the ring of differential operators is unique up to an isomorphism, the general ring of h-deformed differential operators {Diff}_{h},σ(n) is labeled by a rational function σ in n variables, satisfying an over-determined system of finite-difference equations. We obtain the general solution of the system and describe some properties of the rings {Diff}_{h},σ(n).

The Vertical Linear Fractional Initialization Problem

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

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

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Vezewski, D. J.

1980-01-01

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

Fractional Poisson Fields and Martingales

NASA Astrophysics Data System (ADS)

Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely

2018-02-01

We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Jezewski, D. J.

1979-01-01

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

Variational submanifolds of Euclidean spaces

NASA Astrophysics Data System (ADS)

Krupka, D.; Urban, Z.; Volná, J.

2018-03-01

Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given non-variational system, conditions assuring variationality (the Helmholtz conditions) of the induced system with respect to a submanifold of a Euclidean space are studied, and the problem of existence of these "variational submanifolds" is formulated in general and solved for second-order systems. The variational sequence theory on sheaves of differential forms is employed as a main tool for the analysis of local and global aspects (variationality and variational triviality). The theory is illustrated by examples of holonomic constraints (submanifolds of a configuration Euclidean space) which are variational submanifolds in geometry and mechanics.

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

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK

PubMed Central

2014-01-01

Background Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system’s set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This “code-based” approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. Results As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. Conclusions The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts. PMID:24725437

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

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

Analysis and testing of numerical formulas for the initial value problem

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2012-09-01

It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are "locked" inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

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.

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

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

Brantley, P S

2006-09-27

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Discretization and Numerical Solution of a Plane Problem in the Mechanics of Interfacial Cracks

NASA Astrophysics Data System (ADS)

Khoroshun, L. P.

2017-01-01

The Fourier transform is used to reduce the linear plane problem of the tension of a body with an interfacial crack to a system of dual equations for the transformed stresses and, then, to a system of integro-differential equations for the difference of displacements of the crack faces. After discretization, this latter system transforms into a system of algebraic equations for displacements of the crack faces. The effect of the bielastic constant and the number of discretization points on the half-length of the crack faces and the distribution of stresses at the interface is studied

Numeric Modified Adomian Decomposition Method for Power System Simulations

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

Dimitrovski, Aleksandar D; Simunovic, Srdjan; Pannala, Sreekanth

This paper investigates the applicability of numeric Wazwaz El Sayed modified Adomian Decomposition Method (WES-ADM) for time domain simulation of power systems. WESADM is a numerical method based on a modified Adomian decomposition (ADM) technique. WES-ADM is a numerical approximation method for the solution of nonlinear ordinary differential equations. The non-linear terms in the differential equations are approximated using Adomian polynomials. In this paper WES-ADM is applied to time domain simulations of multimachine power systems. WECC 3-generator, 9-bus system and IEEE 10-generator, 39-bus system have been used to test the applicability of the approach. Several fault scenarios have been tested.more » It has been found that the proposed approach is faster than the trapezoidal method with comparable accuracy.« less

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Stability and bifurcation analysis of a generalized scalar delay differential equation.

PubMed

Bhalekar, Sachin

2016-08-01

This paper deals with the stability and bifurcation analysis of a general form of equation D(α)x(t)=g(x(t),x(t-τ)) involving the derivative of order α ∈ (0, 1] and a constant delay τ ≥ 0. The stability of equilibrium points is presented in terms of the stability regions and critical surfaces. We provide a necessary condition to exist chaos in the system also. A wide range of delay differential equations involving a constant delay can be analyzed using the results proposed in this paper. The illustrative examples are provided to explain the theory.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

Cheviakov, Alexei F.

2017-11-01

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

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.

Energy levels of one-dimensional systems satisfying the minimal length uncertainty relation

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

Bernardo, Reginald Christian S., E-mail: rcbernardo@nip.upd.edu.ph; Esguerra, Jose Perico H., E-mail: jesguerra@nip.upd.edu.ph

2016-10-15

The standard approach to calculating the energy levels for quantum systems satisfying the minimal length uncertainty relation is to solve an eigenvalue problem involving a fourth- or higher-order differential equation in quasiposition space. It is shown that the problem can be reformulated so that the energy levels of these systems can be obtained by solving only a second-order quasiposition eigenvalue equation. Through this formulation the energy levels are calculated for the following potentials: particle in a box, harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well. For the particle in a box, the second-order quasiposition eigenvalue equation is a second-ordermore » differential equation with constant coefficients. For the harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well, a method that involves using Wronskians has been used to solve the second-order quasiposition eigenvalue equation. It is observed for all of these quantum systems that the introduction of a nonzero minimal length uncertainty induces a positive shift in the energy levels. It is shown that the calculation of energy levels in systems satisfying the minimal length uncertainty relation is not limited to a small number of problems like particle in a box and the harmonic oscillator but can be extended to a wider class of problems involving potentials such as the Pöschl–Teller and Gaussian wells.« less

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

NASA Astrophysics Data System (ADS)

Awojoyogbe, O. B.

2004-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Diffraction of Electromagnetic Waves on a Waveguide Joint

NASA Astrophysics Data System (ADS)

Malykh, Mikhail; Sevastianov, Leonid; Tyutyunnik, Anastasiya; Nikolaev, Nikolai

2018-02-01

In general, the investigation of the electromagnetic field in an inhomogeneous waveguide doesn't reduce to the study of two independent boundary value problems for the Helmholtz equation. We show how to rewrite the Helmholtz equations in the "Hamiltonian form" to express the connection between these two problems explicitly. The problem of finding monochromatic waves in an arbitrary waveguide is reduced to an infinite system of ordinary differential equations in a properly constructed Hilbert space. The calculations are performed in the computer algebra system Sage.

Time-dependent inertia analysis of vehicle mechanisms

NASA Astrophysics Data System (ADS)

Salmon, James Lee

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

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

ERIC Educational Resources Information Center

Winkel, Brian

2015-01-01

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

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

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

Non-smooth saddle-node bifurcations III: Strange attractors in continuous time

NASA Astrophysics Data System (ADS)

Fuhrmann, G.

2016-08-01

Non-smooth saddle-node bifurcations give rise to minimal sets of interesting geometry built of so-called strange non-chaotic attractors. We show that certain families of quasiperiodically driven logistic differential equations undergo a non-smooth bifurcation. By a previous result on the occurrence of non-smooth bifurcations in forced discrete time dynamical systems, this yields that within the class of families of quasiperiodically driven differential equations, non-smooth saddle-node bifurcations occur in a set with non-empty C2-interior.

Bifurcation to large period oscillations in physical systems controlled by delay

NASA Astrophysics Data System (ADS)

Erneux, Thomas; Walther, Hans-Otto

2005-12-01

An unusual bifurcation to time-periodic oscillations of a class of delay differential equations is investigated. As we approach the bifurcation point, both the amplitude and the frequency of the oscillations go to zero. The class of delay differential equations is a nonlinear extension of a nonevasive control method and is motivated by a recent study of the foreign exchange rate oscillations. By using asymptotic methods, we determine the bifurcation scaling laws for the amplitude and the period of the oscillations.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

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

Robust fast controller design via nonlinear fractional differential equations.

PubMed

Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong

2017-07-01

A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

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.

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

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

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 \

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.

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

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

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

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

PubMed Central

2014-01-01

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

Analytical solutions for systems of partial differential-algebraic equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2014-01-01

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

Bistability and State Transition of a Delay Differential Equation Model of Neutrophil Dynamics

NASA Astrophysics Data System (ADS)

Ma, Suqi; Zhu, Kaiyi; Lei, Jinzhi

This paper studies the existence of bistable states and control strategies to induce state transitions of a delay differential equation model of neutrophil dynamics. We seek the conditions that a stable steady state and an oscillatory state coexist in the neutrophil dynamical system. Physiologically, stable steady state represents the healthy state, while oscillatory state is usually associated with diseases such as cyclical neutropenia. We study the control strategies to induce the transitions from the disease state to the healthy state by introducing temporal perturbations to system parameters. This study is valuable in designing clinical protocols for the treatment of cyclical neutropenia.

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

Parametric Sensitivity Analysis of Oscillatory Delay Systems with an Application to Gene Regulation.

PubMed

Ingalls, Brian; Mincheva, Maya; Roussel, Marc R

2017-07-01

A parametric sensitivity analysis for periodic solutions of delay-differential equations is developed. Because phase shifts cause the sensitivity coefficients of a periodic orbit to diverge, we focus on sensitivities of the extrema, from which amplitude sensitivities are computed, and of the period. Delay-differential equations are often used to model gene expression networks. In these models, the parametric sensitivities of a particular genotype define the local geometry of the evolutionary landscape. Thus, sensitivities can be used to investigate directions of gradual evolutionary change. An oscillatory protein synthesis model whose properties are modulated by RNA interference is used as an example. This model consists of a set of coupled delay-differential equations involving three delays. Sensitivity analyses are carried out at several operating points. Comments on the evolutionary implications of the results are offered.

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

NASA Astrophysics Data System (ADS)

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

2004-07-01

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

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.

Bio-inspired computational heuristics to study Lane-Emden systems arising in astrophysics model.

PubMed

Ahmad, Iftikhar; Raja, Muhammad Asif Zahoor; Bilal, Muhammad; Ashraf, Farooq

2016-01-01

This study reports novel hybrid computational methods for the solutions of nonlinear singular Lane-Emden type differential equation arising in astrophysics models by exploiting the strength of unsupervised neural network models and stochastic optimization techniques. In the scheme the neural network, sub-part of large field called soft computing, is exploited for modelling of the equation in an unsupervised manner. The proposed approximated solutions of higher order ordinary differential equation are calculated with the weights of neural networks trained with genetic algorithm, and pattern search hybrid with sequential quadratic programming for rapid local convergence. The results of proposed solvers for solving the nonlinear singular systems are in good agreements with the standard solutions. Accuracy and convergence the design schemes are demonstrated by the results of statistical performance measures based on the sufficient large number of independent runs.

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

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

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

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

Population-expression models of immune response

NASA Astrophysics Data System (ADS)

Stromberg, Sean P.; Antia, Rustom; Nemenman, Ilya

2013-06-01

The immune response to a pathogen has two basic features. The first is the expansion of a few pathogen-specific cells to form a population large enough to control the pathogen. The second is the process of differentiation of cells from an initial naive phenotype to an effector phenotype which controls the pathogen, and subsequently to a memory phenotype that is maintained and responsible for long-term protection. The expansion and the differentiation have been considered largely independently. Changes in cell populations are typically described using ecologically based ordinary differential equation models. In contrast, differentiation of single cells is studied within systems biology and is frequently modeled by considering changes in gene and protein expression in individual cells. Recent advances in experimental systems biology make available for the first time data to allow the coupling of population and high dimensional expression data of immune cells during infections. Here we describe and develop population-expression models which integrate these two processes into systems biology on the multicellular level. When translated into mathematical equations, these models result in non-conservative, non-local advection-diffusion equations. We describe situations where the population-expression approach can make correct inference from data while previous modeling approaches based on common simplifying assumptions would fail. We also explore how model reduction techniques can be used to build population-expression models, minimizing the complexity of the model while keeping the essential features of the system. While we consider problems in immunology in this paper, we expect population-expression models to be more broadly applicable.

Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations.

PubMed

Tornøe, Christoffer W; Overgaard, Rune V; Agersø, Henrik; Nielsen, Henrik A; Madsen, Henrik; Jonsson, E Niclas

2005-08-01

The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise accounts for model misspecifications, the SDEs provide a diagnostic tool for model appropriateness. The focus of the article is on the implementation of the Extended Kalman Filter (EKF) in NONMEM for parameter estimation in SDE models. Various applications of SDEs in population PK/PD modeling are illustrated through a systematic model development example using clinical PK data of the gonadotropin releasing hormone (GnRH) antagonist degarelix. The dynamic noise estimates were used to track variations in model parameters and systematically build an absorption model for subcutaneously administered degarelix. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained by tracking unexplained variations in parameters.

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

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

Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

NASA Astrophysics Data System (ADS)

Zúñiga-Galindo, W. A.

2018-06-01

We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

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

DTIC Science & Technology

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

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

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

Krylov subspace methods - Theory, algorithms, and applications

NASA Technical Reports Server (NTRS)

Sad, Youcef

1990-01-01

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

FPGA-based distributed computing microarchitecture for complex physical dynamics investigation.

PubMed

Borgese, Gianluca; Pace, Calogero; Pantano, Pietro; Bilotta, Eleonora

2013-09-01

In this paper, we present a distributed computing system, called DCMARK, aimed at solving partial differential equations at the basis of many investigation fields, such as solid state physics, nuclear physics, and plasma physics. This distributed architecture is based on the cellular neural network paradigm, which allows us to divide the differential equation system solving into many parallel integration operations to be executed by a custom multiprocessor system. We push the number of processors to the limit of one processor for each equation. In order to test the present idea, we choose to implement DCMARK on a single FPGA, designing the single processor in order to minimize its hardware requirements and to obtain a large number of easily interconnected processors. This approach is particularly suited to study the properties of 1-, 2- and 3-D locally interconnected dynamical systems. In order to test the computing platform, we implement a 200 cells, Korteweg-de Vries (KdV) equation solver and perform a comparison between simulations conducted on a high performance PC and on our system. Since our distributed architecture takes a constant computing time to solve the equation system, independently of the number of dynamical elements (cells) of the CNN array, it allows us to reduce the elaboration time more than other similar systems in the literature. To ensure a high level of reconfigurability, we design a compact system on programmable chip managed by a softcore processor, which controls the fast data/control communication between our system and a PC Host. An intuitively graphical user interface allows us to change the calculation parameters and plot the results.

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.

Application of a new multiphase multicomponent volcanic conduit model with magma degassing and crystallization to Stromboli volcano.

NASA Astrophysics Data System (ADS)

La Spina, Giuseppe; Burton, Mike; de'Michieli Vitturi, Mattia

2014-05-01

Volcanoes exhibit a wide range of eruption styles, from relatively slow effusive eruptions, generating lava flows and lava domes, to explosive eruptions, in which very large volumes of fragmented magma and volcanic gas are ejected high into the atmosphere. During an eruption, much information regarding the magma ascent dynamics can be gathered: melt and exsolved gas composition, crystal content, mass flow rate and ballistic velocities, to name just a few. Due to the lack of direct observations of the conduit itself, mathematical models for magma ascent provide invaluable tools for a better comprehension of the system. The complexity of the multiphase multicomponent gas-magma-solid system is reflected in the corresponding mathematical model; a set of non-linear hyperbolic partial differential and constitutive equations, which describe the physical system, has to be formulated and solved. The standard approach to derive governing equations for two-phase flow is based on averaging procedures, which leads to a system of governing equations in the form of mass, momentum and energy balance laws for each phase coupled with algebraic and differential source terms which represent phase interactions. For this work, we used the model presented by de' Michieli Vitturi et al. (EGU General Assembly Conference Abstracts, 2013), where a different approach based on the theory of thermodynamically compatible systems has been adopted to write the governing multiphase equations for two-phase compressible flow (with two velocities and two pressures) in the form of a conservative hyperbolic system of partial differential equations, coupled with non-differential source terms. Here, in order to better describe the multicomponent nature of the system, we extended the model adding several transport equations to the system for different crystal components and different gas species, and implementing appropriate equations of state. The constitutive equations of the model are chosen to reproduce both effusive and explosive eruptive activities at Stromboli volcano. Three different crystal components (olivine, pyroxene and feldspar) and two different gas species (water and carbon dioxide) are taken into account. The equilibrium profiles of crystallization as function of pressure, temperature and water content are modeled using the numerical codes AlphaMELTS and DAKOTA. The equilibrium of dissolved gas content, instead, is obtained using a non-linear fitting of data computed using VolatileCALC. With these data, we simulate numerically the lava effusion that occurred at Stromboli between 27 February and 2 April 2007, and find good agreement with the observed data (vesicularity, exsolved gas composition, crystal content and mass flow rate) at the vent. We find that the model is highly sensitive to input magma temperature, going from effusive to explosive eruption with temperature changes by just 20 °C. We thoroughly investigated through a sensitivity analysis the control of the temperature of magma chamber and of the radius of the conduit on the mass flow rate, obtaining also a set of admissible temperatures and conduit radii that produce results in agreement with the real observations.

Learning Qualitative Differential Equation models: a survey of algorithms and applications.

PubMed

Pang, Wei; Coghill, George M

2010-03-01

Over the last two decades, qualitative reasoning (QR) has become an important domain in Artificial Intelligence. QDE (Qualitative Differential Equation) model learning (QML), as a branch of QR, has also received an increasing amount of attention; many systems have been proposed to solve various significant problems in this field. QML has been applied to a wide range of fields, including physics, biology and medical science. In this paper, we first identify the scope of this review by distinguishing QML from other QML systems, and then review all the noteworthy QML systems within this scope. The applications of QML in several application domains are also introduced briefly. Finally, the future directions of QML are explored from different perspectives.

Acoustic nonreciprocity in Coriolis mean flow systems.

PubMed

Naghdi, Masoud; Farzbod, Farhad

2018-01-01

One way to break acoustic reciprocity is to have a moving wave propagation medium. If the acoustic wave vector and the moving fluid velocity are collinear, the wave vector shift caused by the fluid flow can be used to break. In this paper, an alternative approach is investigated in which the fluid velocity enters the differential equation of the system as a cross product term with the wave vector. A circular field where the fluid velocity increases radially has a Coriolis acceleration term. In such a system, the acoustic wave enters from the central wall and exits from the perimeter wall. In this paper, the differential equation is solved numerically and the effect of fluid velocity on the nonreciprocity factor is examined.

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

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

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1991-01-01

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

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

PubMed

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

2016-03-01

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

A numerical algorithm for optimal feedback gains in high dimensional LQR problems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1986-01-01

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

Learning Qualitative Differential Equation models: a survey of algorithms and applications

PubMed Central

PANG, WEI; COGHILL, GEORGE M.

2013-01-01

Over the last two decades, qualitative reasoning (QR) has become an important domain in Artificial Intelligence. QDE (Qualitative Differential Equation) model learning (QML), as a branch of QR, has also received an increasing amount of attention; many systems have been proposed to solve various significant problems in this field. QML has been applied to a wide range of fields, including physics, biology and medical science. In this paper, we first identify the scope of this review by distinguishing QML from other QML systems, and then review all the noteworthy QML systems within this scope. The applications of QML in several application domains are also introduced briefly. Finally, the future directions of QML are explored from different perspectives. PMID:23704803

Boundary control for a constrained two-link rigid-flexible manipulator with prescribed performance

NASA Astrophysics Data System (ADS)

Cao, Fangfei; Liu, Jinkun

2018-05-01

In this paper, we consider a boundary control problem for a constrained two-link rigid-flexible manipulator. The nonlinear system is described by hybrid ordinary differential equation-partial differential equation (ODE-PDE) dynamic model. Based on the coupled ODE-PDE model, boundary control is proposed to regulate the joint positions and eliminate the elastic vibration simultaneously. With the help of prescribed performance functions, the tracking error can converge to an arbitrarily small residual set and the convergence rate is no less than a certain pre-specified value. Asymptotic stability of the closed-loop system is rigorously proved by the LaSalle's Invariance Principle extended to infinite-dimensional system. Numerical simulations are provided to demonstrate the effectiveness of the proposed controller.

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)

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

The renormalization group and the implicit function theorem for amplitude equations

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

Kirkinis, Eleftherios

2008-07-15

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

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

On the origins and foundations of Laplacian determinism.

PubMed

van Strien, Marij

2014-03-01

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

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…

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

Dynamics and Collapse in a Power System Model with Voltage Variation: The Damping Effect.

PubMed

Ma, Jinpeng; Sun, Yong; Yuan, Xiaoming; Kurths, Jürgen; Zhan, Meng

2016-01-01

Complex nonlinear phenomena are investigated in a basic power system model of the single-machine-infinite-bus (SMIB) with a synchronous generator modeled by a classical third-order differential equation including both angle dynamics and voltage dynamics, the so-called flux decay equation. In contrast, for the second-order differential equation considering the angle dynamics only, it is the classical swing equation. Similarities and differences of the dynamics generated between the third-order model and the second-order one are studied. We mainly find that, for positive damping, these two models show quite similar behavior, namely, stable fixed point, stable limit cycle, and their coexistence for different parameters. However, for negative damping, the second-order system can only collapse, whereas for the third-order model, more complicated behavior may happen, such as stable fixed point, limit cycle, quasi-periodicity, and chaos. Interesting partial collapse phenomena for angle instability only and not for voltage instability are also found here, including collapse from quasi-periodicity and from chaos etc. These findings not only provide a basic physical picture for power system dynamics in the third-order model incorporating voltage dynamics, but also enable us a deeper understanding of the complex dynamical behavior and even leading to a design of oscillation damping in electric power systems.

Pure Gaussian state generation via dissipation: a quantum stochastic differential equation approach.

PubMed

Yamamoto, Naoki

2012-11-28

Recently, the complete characterization of a general Gaussian dissipative system having a unique pure steady state was obtained. This result provides a clear guideline for engineering an environment such that the dissipative system has a desired pure steady state such as a cluster state. In this paper, we describe the system in terms of a quantum stochastic differential equation (QSDE) so that the environment channels can be explicitly dealt with. Then, a physical meaning of that characterization, which cannot be seen without the QSDE representation, is clarified; more specifically, the nullifier dynamics of any Gaussian system generating a unique pure steady state is passive. In addition, again based on the QSDE framework, we provide a general and practical method to implement a desired dissipative Gaussian system, which has a structure of quantum state transfer.

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

NASA Astrophysics Data System (ADS)

Tsalamengas, John L.

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Bimolecular Recombination Kinetics of an Exciton-Trion Gas

DTIC Science & Technology

2015-07-01

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

Double power series method for approximating cosmological perturbations

NASA Astrophysics Data System (ADS)

Wren, Andrew J.; Malik, Karim A.

2017-04-01

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

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.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

Algorithms for the Euler and Navier-Stokes equations for supercomputers

NASA Technical Reports Server (NTRS)

Turkel, E.

1985-01-01

The steady state Euler and Navier-Stokes equations are considered for both compressible and incompressible flow. Methods are found for accelerating the convergence to a steady state. This acceleration is based on preconditioning the system so that it is no longer time consistent. In order that the acceleration technique be scheme-independent, this preconditioning is done at the differential equation level. Applications are presented for very slow flows and also for the incompressible equations.