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

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

Maccari, A.

1996-12-01

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

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

The application of the least squares finite element method to Abel's integral equation. [with application to glow discharge problem

NASA Technical Reports Server (NTRS)

Balasubramanian, R.; Norrie, D. H.; De Vries, G.

1979-01-01

Abel's integral equation is the governing equation for certain problems in physics and engineering, such as radiation from distributed sources. The finite element method for the solution of this non-linear equation is presented for problems with cylindrical symmetry and the extension to more general integral equations is indicated. The technique was applied to an axisymmetric glow discharge problem and the results show excellent agreement with previously obtained solutions

On one solution of Volterra integral equations of second kind

NASA Astrophysics Data System (ADS)

Myrhorod, V.; Hvozdeva, I.

2016-10-01

A solution of Volterra integral equations of the second kind with separable and difference kernels based on solutions of corresponding equations linking the kernel and resolvent is suggested. On the basis of a discrete functions class, the equations linking the kernel and resolvent are obtained and the methods of their analytical solutions are proposed. A mathematical model of the gas-turbine engine state modification processes in the form of Volterra integral equation of the second kind with separable kernel is offered.

A family of wave equations with some remarkable properties.

PubMed

da Silva, Priscila Leal; Freire, Igor Leite; Sampaio, Júlio Cesar Santos

2018-02-01

We consider a family of homogeneous nonlinear dispersive equations with two arbitrary parameters. Conservation laws are established from the point symmetries and imply that the whole family admits square integrable solutions. Recursion operators are found for two members of the family investigated. For one of them, a Lax pair is also obtained, proving its complete integrability. From the Lax pair, we construct a Miura-type transformation relating the original equation to the Korteweg-de Vries (KdV) equation. This transformation, on the other hand, enables us to obtain solutions of the equation from the kernel of a Schrödinger operator with potential parametrized by the solutions of the KdV equation. In particular, this allows us to exhibit a kink solution to the completely integrable equation from the 1-soliton solution of the KdV equation. Finally, peakon-type solutions are also found for a certain choice of the parameters, although for this particular case the equation is reduced to a homogeneous second-order nonlinear evolution equation.

Derivation of the Schrodinger Equation from the Hamilton-Jacobi Equation in Feynman's Path Integral Formulation of Quantum Mechanics

ERIC Educational Resources Information Center

Field, J. H.

2011-01-01

It is shown how the time-dependent Schrodinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton-Jacobi equation of classical mechanics. Schrodinger's own published derivations of quantum wave equations, the first of which was also based on the Hamilton-Jacobi…

First integrals of the axisymmetric shape equation of lipid membranes

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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…

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

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

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

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.

A spectral boundary integral equation method for the 2-D Helmholtz equation

NASA Technical Reports Server (NTRS)

Hu, Fang Q.

1994-01-01

In this paper, we present a new numerical formulation of solving the boundary integral equations reformulated from the Helmholtz equation. The boundaries of the problems are assumed to be smooth closed contours. The solution on the boundary is treated as a periodic function, which is in turn approximated by a truncated Fourier series. A Fourier collocation method is followed in which the boundary integral equation is transformed into a system of algebraic equations. It is shown that in order to achieve spectral accuracy for the numerical formulation, the nonsmoothness of the integral kernels, associated with the Helmholtz equation, must be carefully removed. The emphasis of the paper is on investigating the essential elements of removing the nonsmoothness of the integral kernels in the spectral implementation. The present method is robust for a general boundary contour. Aspects of efficient implementation of the method using FFT are also discussed. A numerical example of wave scattering is given in which the exponential accuracy of the present numerical method is demonstrated.

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.

Generalized Thomas-Fermi equations as the Lampariello class of Emden-Fowler equations

NASA Astrophysics Data System (ADS)

Rosu, Haret C.; Mancas, Stefan C.

2017-04-01

A one-parameter family of Emden-Fowler equations defined by Lampariello's parameter p which, upon using Thomas-Fermi boundary conditions, turns into a set of generalized Thomas-Fermi equations comprising the standard Thomas-Fermi equation for p = 1 is studied in this paper. The entire family is shown to be non integrable by reduction to the corresponding Abel equations whose invariants do not satisfy a known integrability condition. We also discuss the equivalent dynamical system of equations for the standard Thomas-Fermi equation and perform its phase-plane analysis. The results of the latter analysis are similar for the whole class.

Calculation of transonic flows using an extended integral equation method

NASA Technical Reports Server (NTRS)

Nixon, D.

1976-01-01

An extended integral equation method for transonic flows is developed. In the extended integral equation method velocities in the flow field are calculated in addition to values on the aerofoil surface, in contrast with the less accurate 'standard' integral equation method in which only surface velocities are calculated. The results obtained for aerofoils in subcritical flow and in supercritical flow when shock waves are present compare satisfactorily with the results of recent finite difference methods.

Algorithms for the computation of solutions of the Ornstein-Zernike equation.

PubMed

Peplow, A T; Beardmore, R E; Bresme, F

2006-10-01

We introduce a robust and efficient methodology to solve the Ornstein-Zernike integral equation using the pseudoarc length (PAL) continuation method that reformulates the integral equation in an equivalent but nonstandard form. This enables the computation of solutions in regions where the compressibility experiences large changes or where the existence of multiple solutions and so-called branch points prevents Newton's method from converging. We illustrate the use of the algorithm with a difficult problem that arises in the numerical solution of integral equations, namely the evaluation of the so-called no-solution line of the Ornstein-Zernike hypernetted chain (HNC) integral equation for the Lennard-Jones potential. We are able to use the PAL algorithm to solve the integral equation along this line and to connect physical and nonphysical solution branches (both isotherms and isochores) where appropriate. We also show that PAL continuation can compute solutions within the no-solution region that cannot be computed when Newton and Picard methods are applied directly to the integral equation. While many solutions that we find are new, some correspond to states with negative compressibility and consequently are not physical.

A semi-discrete Kadomtsev-Petviashvili equation and its coupled integrable system

NASA Astrophysics Data System (ADS)

Li, Chun-Xia; Lafortune, Stéphane; Shen, Shou-Feng

2016-05-01

We establish connections between two cascades of integrable systems generated from the continuum limits of the Hirota-Miwa equation and its remarkable nonlinear counterpart under the Miwa transformation, respectively. Among these equations, we are mainly concerned with the semi-discrete bilinear Kadomtsev-Petviashvili (KP) equation which is seldomly studied in literature. We present both of its Casorati and Grammian determinant solutions. Through the Pfaffianization procedure proposed by Hirota and Ohta, we are able to derive the coupled integrable system for the semi-discrete KP equation.

Some Exact Solutions of a Nonintegrable Toda-type Equation

NASA Astrophysics Data System (ADS)

Kim, Chanju

2018-05-01

We study a Toda-type equation with two scalar fields which is not integrable and construct two families of exact solutions which are expressed in terms of rational functions. The equation appears in U(1) Chern-Simons theories coupled to two nonrelativistic matter fields with opposite charges. One family of solutions is a trivial embedding of Liouville-type solutions. The other family is obtained by transforming the equation into the Taubes vortex equation on the hyperbolic space. Though the Taubes equation is not integrable, a trivial vacuum solution provides nontrivial solutions to the original Toda-type equation.

Continuous properties of the data-to-solution map for a generalized μ-Camassa-Holm integrable equation

NASA Astrophysics Data System (ADS)

Yu, Shengqi

2018-05-01

This work studies a generalized μ-type integrable equation with both quadratic and cubic nonlinearities; the μ-Camassa-Holm and modified μ-Camassa-Holm equations are members of this family of equations. It has been shown that the Cauchy problem for this generalized μ-Camassa-Holm integrable equation is locally well-posed for initial data u0 ∈ Hs, s > 5/2. In this work, we further investigate the continuity properties to this equation. It is proved in this work that the data-to-solution map of the proposed equation is not uniformly continuous. It is also found that the solution map is Hölder continuous in the Hr-topology when 0 ≤ r < s with Hölder exponent α depending on both s and r.

Integral equations in the study of polar and ionic interaction site fluids

PubMed Central

Howard, Jesse J.

2011-01-01

In this review article we consider some of the current integral equation approaches and application to model polar liquid mixtures. We consider the use of multidimensional integral equations and in particular progress on the theory and applications of three dimensional integral equations. The IEs we consider may be derived from equilibrium statistical mechanical expressions incorporating a classical Hamiltonian description of the system. We give example including salt solutions, inhomogeneous solutions and systems including proteins and nucleic acids. PMID:22383857

Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.

PubMed

Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan

2017-04-07

In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.

Fredholm-Volterra Integral Equation with a Generalized Singular Kernel and its Numerical Solutions

NASA Astrophysics Data System (ADS)

El-Kalla, I. L.; Al-Bugami, A. M.

2010-11-01

In this paper, the existence and uniqueness of solution of the Fredholm-Volterra integral equation (F-VIE), with a generalized singular kernel, are discussed and proved in the spaceL2(Ω)×C(0,T). The Fredholm integral term (FIT) is considered in position while the Volterra integral term (VIT) is considered in time. Using a numerical technique we have a system of Fredholm integral equations (SFIEs). This system of integral equations can be reduced to a linear algebraic system (LAS) of equations by using two different methods. These methods are: Toeplitz matrix method and Product Nyström method. A numerical examples are considered when the generalized kernel takes the following forms: Carleman function, logarithmic form, Cauchy kernel, and Hilbert kernel.

Extended nonlinear Schrödinger equation with higher-order odd and even terms and its rogue wave solutions.

PubMed

Ankiewicz, Adrian; Wang, Yan; Wabnitz, Stefan; Akhmediev, Nail

2014-01-01

We consider an extended nonlinear Schrödinger equation with higher-order odd (third order) and even (fourth order) terms with variable coefficients. The resulting equation has soliton solutions and approximate rogue wave solutions. We present these solutions up to second order. Moreover, specific constraints on the parameters of higher-order terms provide integrability of the resulting equation, providing a corresponding Lax pair. Particular cases of this equation are the Hirota and the Lakshmanan-Porsezian-Daniel equations. The resulting integrable equation admits exact rogue wave solutions. In particular cases, mentioned above, these solutions are reduced to the rogue wave solutions of the corresponding equations.

A parameter study of the two-fluid solar wind

NASA Technical Reports Server (NTRS)

Sandbaek, Ornulf; Leer, Egil; Holzer, Thomas E.

1992-01-01

A two-fluid model of the solar wind was introduced by Sturrock and Hartle (1966) and Hartle and Sturrock (1968). In these studies the proton energy equation was integrated neglecting the heat conductive term. Later several authors solved the equations for the two-fluid solar wind model keeping the proton heat conductive term. Methods where the equations are integrated simultaneously outward and inward from the critical point were used. The equations were also integrated inward from a large heliocentric distance. These methods have been applied to cases with low coronal base electron densities and high base temperatures. In this paper we present a method of integrating the two-fluid solar wind equations using an iteration procedure where the equations are integrated separately and the proton flux is kept constant during the integrations. The technique is applicable for a wide range of coronal base densities and temperatures. The method is used to carry out a parameter study of the two-fluid solar wind.

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

ERIC Educational Resources Information Center

Tisdell, C. C.

2017-01-01

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

Integrability of the Kruskal--Zabusky Discrete Equation by Multiscale Expansion

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

Levi, Decio; Scimiterna, Christian

2010-03-08

In 1965 Kruskal and Zabusky in a very famous article in Physical Review Letters introduced the notion of 'soliton' to describe the interaction of solitary waves solutions of the Korteweg de Vries equation (KdV). To do so they introduced a discrete approximation to the KdV, the Kruskal-Zabusky equation (KZ). Here we analyze the KZ equation using the multiscale expansion and show that the equation is only A{sub 2} integrable.

Applied Mathematical Methods in Theoretical Physics

NASA Astrophysics Data System (ADS)

Masujima, Michio

2005-04-01

All there is to know about functional analysis, integral equations and calculus of variations in a single volume. This advanced textbook is divided into two parts: The first on integral equations and the second on the calculus of variations. It begins with a short introduction to functional analysis, including a short review of complex analysis, before continuing a systematic discussion of different types of equations, such as Volterra integral equations, singular integral equations of Cauchy type, integral equations of the Fredholm type, with a special emphasis on Wiener-Hopf integral equations and Wiener-Hopf sum equations. After a few remarks on the historical development, the second part starts with an introduction to the calculus of variations and the relationship between integral equations and applications of the calculus of variations. It further covers applications of the calculus of variations developed in the second half of the 20th century in the fields of quantum mechanics, quantum statistical mechanics and quantum field theory. Throughout the book, the author presents over 150 problems and exercises -- many from such branches of physics as quantum mechanics, quantum statistical mechanics, and quantum field theory -- together with outlines of the solutions in each case. Detailed solutions are given, supplementing the materials discussed in the main text, allowing problems to be solved making direct use of the method illustrated. The original references are given for difficult problems. The result is complete coverage of the mathematical tools and techniques used by physicists and applied mathematicians Intended for senior undergraduates and first-year graduates in science and engineering, this is equally useful as a reference and self-study guide.

Application of integral equation theory to analyze stability of electric field in multimode microwave heating cavity

NASA Astrophysics Data System (ADS)

Tang, Zhengming; Hong, Tao; Chen, Fangyuan; Zhu, Huacheng; Huang, Kama

2017-10-01

Microwave heating uniformity is mainly dependent on and affected by electric field. However, little study has paid attention to its stability characteristics in multimode cavity. In this paper, this problem is studied by the theory of Freedholm integral equation. Firstly, Helmholtz equation and the electric dyadic Green's function are used to derive the electric field integral equation. Then, the stability of electric field is demonstrated as the characteristics of solutions to Freedholm integral equation. Finally, the stability characteristics are obtained and verified by finite element calculation. This study not only can provide a comprehensive interpretation of electric field in multimode cavity but also help us make better use of microwave energy.

Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

NASA Technical Reports Server (NTRS)

Park, K. C.; Belvin, W. Keith

1990-01-01

A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.

Integrability and structural stability of solutions to the Ginzburg-Landau equation

NASA Technical Reports Server (NTRS)

Keefe, Laurence R.

1986-01-01

The integrability of the Ginzburg-Landau equation is studied to investigate if the existence of chaotic solutions found numerically could have been predicted a priori. The equation is shown not to possess the Painleveproperty, except for a special case of the coefficients that corresponds to the integrable, nonlinear Schroedinger (NLS) equation. Regarding the Ginzburg-Landau equation as a dissipative perturbation of the NLS, numerical experiments show all but one of a family of two-tori solutions, possessed by the NLS under particular conditions, to disappear under real perturbations to the NLS coefficients of O(10 to the -6th).

Master equations and the theory of stochastic path integrals

NASA Astrophysics Data System (ADS)

Weber, Markus F.; Frey, Erwin

2017-04-01

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

Master equations and the theory of stochastic path integrals.

PubMed

Weber, Markus F; Frey, Erwin

2017-04-01

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

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

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

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

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.

Solution of the nonlinear mixed Volterra-Fredholm integral equations by hybrid of block-pulse functions and Bernoulli polynomials.

PubMed

Mashayekhi, S; Razzaghi, M; Tripak, O

2014-01-01

A new numerical method for solving the nonlinear mixed Volterra-Fredholm integral equations is presented. This method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The operational matrices of integration and product are given. These matrices are then utilized to reduce the nonlinear mixed Volterra-Fredholm integral equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.

Solution of the Nonlinear Mixed Volterra-Fredholm Integral Equations by Hybrid of Block-Pulse Functions and Bernoulli Polynomials

PubMed Central

Mashayekhi, S.; Razzaghi, M.; Tripak, O.

2014-01-01

A new numerical method for solving the nonlinear mixed Volterra-Fredholm integral equations is presented. This method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The operational matrices of integration and product are given. These matrices are then utilized to reduce the nonlinear mixed Volterra-Fredholm integral equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique. PMID:24523638

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Algebraic Construction of Exact Difference Equations from Symmetry of Equations

NASA Astrophysics Data System (ADS)

Itoh, Toshiaki

2009-09-01

Difference equations or exact numerical integrations, which have general solutions, are treated algebraically. Eliminating the symmetries of the equation, we can construct difference equations (DCE) or numerical integrations equivalent to some ODEs or PDEs that means both have the same solution functions. When arbitrary functions are given, whether we can construct numerical integrations that have solution functions equal to given function or not are treated in this work. Nowadays, Lie's symmetries solver for ODE and PDE has been implemented in many symbolic software. Using this solver we can construct algebraic DCEs or numerical integrations which are correspond to some ODEs or PDEs. In this work, we treated exact correspondence between ODE or PDE and DCE or numerical integration with Gröbner base and Janet base from the view of Lie's symmetries.

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.

Integral Equations in Computational Electromagnetics: Formulations, Properties and Isogeometric Analysis

NASA Astrophysics Data System (ADS)

Lovell, Amy Elizabeth

Computational electromagnetics (CEM) provides numerical methods to simulate electromagnetic waves interacting with its environment. Boundary integral equation (BIE) based methods, that solve the Maxwell's equations in the homogeneous or piecewise homogeneous medium, are both efficient and accurate, especially for scattering and radiation problems. Development and analysis electromagnetic BIEs has been a very active topic in CEM research. Indeed, there are still many open problems that need to be addressed or further studied. A short and important list includes (1) closed-form or quasi-analytical solutions to time-domain integral equations, (2) catastrophic cancellations at low frequencies, (3) ill-conditioning due to high mesh density, multi-scale discretization, and growing electrical size, and (4) lack of flexibility due to re-meshing when increasing number of forward numerical simulations are involved in the electromagnetic design process. This dissertation will address those several aspects of boundary integral equations in computational electromagnetics. The first contribution of the dissertation is to construct quasi-analytical solutions to time-dependent boundary integral equations using a direct approach. Direct inverse Fourier transform of the time-harmonic solutions is not stable due to the non-existence of the inverse Fourier transform of spherical Hankel functions. Using new addition theorems for the time-domain Green's function and dyadic Green's functions, time-domain integral equations governing transient scattering problems of spherical objects are solved directly and stably for the first time. Additional, the direct time-dependent solutions, together with the newly proposed time-domain dyadic Green's functions, can enrich the time-domain spherical multipole theory. The second contribution is to create a novel method of moments (MoM) framework to solve electromagnetic boundary integral equation on subdivision surfaces. The aim is to avoid the meshing and re-meshing stages to accelerate the design process when the geometry needs to be updated. Two schemes to construct basis functions on the subdivision surface have been explored. One is to use the div-conforming basis function, and the other one is to create a rigorous iso-geometric approach based on the subdivision basis function with better smoothness properties. This new framework provides us better accuracy, more stability and high flexibility. The third contribution is a new stable integral equation formulation to avoid catastrophic cancellations due to low-frequency breakdown or dense-mesh breakdown. Many of the conventional integral equations and their associated post-processing operations suffer from numerical catastrophic cancellations, which can lead to ill-conditioning of the linear systems or serious accuracy problems. Examples includes low-frequency breakdown and dense mesh breakdown. Another instability may come from nontrivial null spaces of involving integral operators that might be related with spurious resonance or topology breakdown. This dissertation presents several sets of new boundary integral equations and studies their analytical properties. The first proposed formulation leads to the scalar boundary integral equations where only scalar unknowns are involved. Besides the requirements of gaining more stability and better conditioning in the resulting linear systems, multi-physics simulation is another driving force for new formulations. Scalar and vector potentials (rather than electromagnetic field) based formulation have been studied for this purpose. Those new contributions focus on different stages of boundary integral equations in an almost independent manner, e.g. isogeometric analysis framework can be used to solve different boundary integral equations, and the time-dependent solutions to integral equations from different formulations can be achieved through the same methodology proposed.

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

The staircase method: integrals for periodic reductions of integrable lattice equations

NASA Astrophysics Data System (ADS)

van der Kamp, Peter H.; Quispel, G. R. W.

2010-11-01

We show, in full generality, that the staircase method (Papageorgiou et al 1990 Phys. Lett. A 147 106-14, Quispel et al 1991 Physica A 173 243-66) provides integrals for mappings, and correspondences, obtained as traveling wave reductions of (systems of) integrable partial difference equations. We apply the staircase method to a variety of equations, including the Korteweg-De Vries equation, the five-point Bruschi-Calogero-Droghei equation, the quotient-difference (QD)-algorithm and the Boussinesq system. We show that, in all these cases, if the staircase method provides r integrals for an n-dimensional mapping, with 2r, then one can introduce q <= 2r variables, which reduce the dimension of the mapping from n to q. These dimension-reducing variables are obtained as joint invariants of k-symmetries of the mappings. Our results support the idea that often the staircase method provides sufficiently many integrals for the periodic reductions of integrable lattice equations to be completely integrable. We also study reductions on other quad-graphs than the regular {\\ Z}^2 lattice, and we prove linear growth of the multi-valuedness of iterates of high-dimensional correspondences obtained as reductions of the QD-algorithm.

Neglected transport equations: extended Rankine-Hugoniot conditions and J -integrals for fracture

NASA Astrophysics Data System (ADS)

Davey, K.; Darvizeh, R.

2016-09-01

Transport equations in integral form are well established for analysis in continuum fluid dynamics but less so for solid mechanics. Four classical continuum mechanics transport equations exist, which describe the transport of mass, momentum, energy and entropy and thus describe the behaviour of density, velocity, temperature and disorder, respectively. However, one transport equation absent from the list is particularly pertinent to solid mechanics and that is a transport equation for movement, from which displacement is described. This paper introduces the fifth transport equation along with a transport equation for mechanical energy and explores some of the corollaries resulting from the existence of these equations. The general applicability of transport equations to discontinuous physics is discussed with particular focus on fracture mechanics. It is well established that bulk properties can be determined from transport equations by application of a control volume methodology. A control volume can be selected to be moving, stationary, mass tracking, part of, or enclosing the whole system domain. The flexibility of transport equations arises from their ability to tolerate discontinuities. It is insightful thus to explore the benefits derived from the displacement and mechanical energy transport equations, which are shown to be beneficial for capturing the physics of fracture arising from a displacement discontinuity. Extended forms of the Rankine-Hugoniot conditions for fracture are established along with extended forms of J -integrals.

Generalization of Boundary-Layer Momentum-Integral Equations to Three-Dimensional Flows Including Those of Rotating System

NASA Technical Reports Server (NTRS)

Mager, Arthur

1952-01-01

The Navier-Stokes equations of motion and the equation of continuity are transformed so as to apply to an orthogonal curvilinear coordinate system rotating with a uniform angular velocity about an arbitrary axis in space. A usual simplification of these equations as consistent with the accepted boundary-layer theory and an integration of these equations through the boundary layer result in boundary-layer momentum-integral equations for three-dimensional flows that are applicable to either rotating or nonrotating fluid boundaries. These equations are simplified and an approximate solution in closed integral form is obtained for a generalized boundary-layer momentum-loss thickness and flow deflection at the wall in the turbulent case. A numerical evaluation of this solution carried out for data obtained in a curving nonrotating duct shows a fair quantitative agreement with the measures values. The form in which the equations are presented is readily adaptable to cases of steady, three-dimensional, incompressible boundary-layer flow like that over curved ducts or yawed wings; and it also may be used to describe the boundary-layer flow over various rotating surfaces, thus applying to turbomachinery, propellers, and helicopter blades.

Integrable Equations in Multi-Dimensions (2+1) are Bi-Hamiltonian Systems,

DTIC Science & Technology

1987-02-01

equation [18]. It should be noted that the 80 equation has more similarities [19] with the Kadomtsev - Petviashvili (KP...Cimento, 39B, 1 (1977). [31] P. Caudrey, Discrete and Periodic Spectral Transforms Related to the Kadomtsev - Petviashvili Equation , preprint U.M.I.S.T. (1985). II ’AI D p-I 4, - -- - -- - - -w 4 ...TOM NONLINEAR STUDIES IDTIC I IELEC )// MAR 2 51988 I / \\ / Integrable Equations in Multi- dimensions (2+1) are Bi-Hamiltonian Systems by A.S.

The non-autonomous YdKN equation and generalized symmetries of Boll equations

NASA Astrophysics Data System (ADS)

Gubbiotti, G.; Scimiterna, C.; Levi, D.

2017-05-01

In this paper, we study the integrability of a class of nonlinear non-autonomous quad graph equations compatible around the cube introduced by Boll in the framework of the generalized Adler, Bobenko, and Suris (ABS) classification. We show that all these equations possess three-point generalized symmetries which are subcases of either the Yamilov discretization of the Krichever-Novikov equation or of its non-autonomous extension. We also prove that all those symmetries are integrable as they pass the algebraic entropy test.

An integrable family of Monge-Ampère equations and their multi-Hamiltonian structure

NASA Astrophysics Data System (ADS)

Nutku, Y.; Sarioǧlu, Ö.

1993-02-01

We have identified a completely integrable family of Monge-Ampère equations through an examination of their Hamiltonian structure. Starting with a variational formulation of the Monge-Ampère equations we have constructed the first Hamiltonian operator through an application of Dirac's theory of constraints. The completely integrable class of Monge-Ampère equations are then obtained by solving the Jacobi identities for a sufficiently general form of the second Hamiltonian operator that is compatible with the first.

Extremely Fast Numerical Integration of Ocean Surface Wave Dynamics

DTIC Science & Technology

2007-09-30

sub-processor must be added as shown in the blue box of Fig. 1. We first consider the Kadomtsev - Petviashvili (KP) equation ηt + coηx +αηηx + βη ...analytic integration of the so-called “soliton equations ,” I have discovered how the GFT can be used to solved higher order equations for which study...analytical study and extremely fast numerical integration of the extended nonlinear Schroedinger equation for fully three dimensional wave motion

Exponential Methods for the Time Integration of Schroedinger Equation

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

Cano, B.; Gonzalez-Pachon, A.

2010-09-30

We consider exponential methods of second order in time in order to integrate the cubic nonlinear Schroedinger equation. We are interested in taking profit of the special structure of this equation. Therefore, we look at symmetry, symplecticity and approximation of invariants of the proposed methods. That will allow to integrate till long times with reasonable accuracy. Computational efficiency is also our aim. Therefore, we make numerical computations in order to compare the methods considered and so as to conclude that explicit Lawson schemes projected on the norm of the solution are an efficient tool to integrate this equation.

Solving Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1987-01-01

Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

FAST TRACK COMMUNICATION: On the Liouvillian solution of second-order linear differential equations and algebraic invariant curves

NASA Astrophysics Data System (ADS)

Man, Yiu-Kwong

2010-10-01

In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.

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

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

Maccari, A.

1997-08-01

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

On Reductions of the Hirota-Miwa Equation

NASA Astrophysics Data System (ADS)

Hone, Andrew N. W.; Kouloukas, Theodoros E.; Ward, Chloe

2017-07-01

The Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence) is a bilinear partial difference equation in three independent variables. It is integrable in the sense that it arises as the compatibility condition of a linear system (Lax pair). The Hirota-Miwa equation has infinitely many reductions of plane wave type (including a quadratic exponential gauge transformation), defined by a triple of integers or half-integers, which produce bilinear ordinary difference equations of Somos/Gale-Robinson type. Here it is explained how to obtain Lax pairs and presymplectic structures for these reductions, in order to demonstrate Liouville integrability of some associated maps, certain of which are related to reductions of discrete Toda and discrete KdV equations.

Time-dependent integral equations of neutron transport for calculating the kinetics of nuclear reactors by the Monte Carlo method

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

Davidenko, V. D., E-mail: Davidenko-VD@nrcki.ru; Zinchenko, A. S., E-mail: zin-sn@mail.ru; Harchenko, I. K.

2016-12-15

Integral equations for the shape functions in the adiabatic, quasi-static, and improved quasi-static approximations are presented. The approach to solving these equations by the Monte Carlo method is described.

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.

Matrix algorithms for solving (in)homogeneous bound state equations

PubMed Central

Blank, M.; Krassnigg, A.

2011-01-01

In the functional approach to quantum chromodynamics, the properties of hadronic bound states are accessible via covariant integral equations, e.g. the Bethe–Salpeter equation for mesons. In particular, one has to deal with linear, homogeneous integral equations which, in sophisticated model setups, use numerical representations of the solutions of other integral equations as part of their input. Analogously, inhomogeneous equations can be constructed to obtain off-shell information in addition to bound-state masses and other properties obtained from the covariant analogue to a wave function of the bound state. These can be solved very efficiently using well-known matrix algorithms for eigenvalues (in the homogeneous case) and the solution of linear systems (in the inhomogeneous case). We demonstrate this by solving the homogeneous and inhomogeneous Bethe–Salpeter equations and find, e.g. that for the calculation of the mass spectrum it is as efficient or even advantageous to use the inhomogeneous equation as compared to the homogeneous. This is valuable insight, in particular for the study of baryons in a three-quark setup and more involved systems. PMID:21760640

Analytical Theory of the Destruction Terms in Dissipation Rate Transport Equations

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Zhou, Ye

1996-01-01

Modeled dissipation rate transport equations are often derived by invoking various hypotheses to close correlations in the corresponding exact equations. D. C. Leslie suggested that these models might be derived instead from Kraichnan's wavenumber space integrals for inertial range transport power. This suggestion is applied to the destruction terms in the dissipation rate equations for incompressible turbulence, buoyant turbulence, rotating incompressible turbulence, and rotating buoyant turbulence. Model constants like C(epsilon 2) are expressed as integrals; convergence of these integrals implies the absence of Reynolds number dependence in the corresponding destruction term. The dependence of C(epsilon 2) on rotation rate emerges naturally; sensitization of the modeled dissipation rate equation to rotation is not required. A buoyancy related effect which is absent in the exact transport equation for temperature variance dissipation, but which sometimes improves computational predictions, also arises naturally. Both the presence of this effect and the appropriate time scale in the modeled transport equation depend on whether Bolgiano or Kolmogorov inertial range scaling applies. A simple application of these methods leads to a preliminary, dissipation rate equation for rotating buoyant turbulence.

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.

Finite-volume spectra of the Lee-Yang model

NASA Astrophysics Data System (ADS)

Bajnok, Zoltan; el Deeb, Omar; Pearce, Paul A.

2015-04-01

We consider the non-unitary Lee-Yang minimal model in three different finite geometries: (i) on the interval with integrable boundary conditions labelled by the Kac labels ( r, s) = (1 , 1) , (1 , 2), (ii) on the circle with periodic boundary conditions and (iii) on the periodic circle including an integrable purely transmitting defect. We apply φ 1,3 integrable perturbations on the boundary and on the defect and describe the flow of the spectrum. Adding a Φ1,3 integrable perturbation to move off-criticality in the bulk, we determine the finite size spectrum of the massive scattering theory in the three geometries via Thermodynamic Bethe Ansatz (TBA) equations. We derive these integral equations for all excitations by solving, in the continuum scaling limit, the TBA functional equations satisfied by the transfer matrices of the associated A 4 RSOS lattice model of Forrester and Baxter in Regime III. The excitations are classified in terms of ( m, n) systems. The excited state TBA equations agree with the previously conjectured equations in the boundary and periodic cases. In the defect case, new TBA equations confirm previously conjectured transmission factors.

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

PubMed

Sorokin, Sergey V

2011-03-01

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

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

PubMed

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

2001-08-01

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

Painlevé equations, elliptic integrals and elementary functions

NASA Astrophysics Data System (ADS)

Żołądek, Henryk; Filipuk, Galina

2015-02-01

The six Painlevé equations can be written in the Hamiltonian form, with time dependent Hamilton functions. We present a rather new approach to this result, leading to rational Hamilton functions. By a natural extension of the phase space one gets corresponding autonomous Hamiltonian systems with two degrees of freedom. We realize the Bäcklund transformations of the Painlevé equations as symplectic birational transformations in C4 and we interpret the cases with classical solutions as the cases of partial integrability of the extended Hamiltonian systems. We prove that the extended Hamiltonian systems do not have any additional algebraic first integral besides the known special cases of the third and fifth Painlevé equations. We also show that the original Painlevé equations admit the first integrals expressed in terms of the elementary functions only in the special cases mentioned above. In the proofs we use equations in variations with respect to a parameter and Liouville's theory of elementary functions.

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

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

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

DOE PAGES

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris; ...

2018-04-23

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

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

NASA Astrophysics Data System (ADS)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

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

A numerical solution for two-dimensional Fredholm integral equations of the second kind with kernels of the logarithmic potential form

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.; Uenal, A.

1981-01-01

Two dimensional Fredholm integral equations with logarithmic potential kernels are numerically solved. The explicit consequence of these solutions to their true solutions is demonstrated. The results are based on a previous work in which numerical solutions were obtained for Fredholm integral equations of the second kind with continuous kernels.

Properties of the two-dimensional heterogeneous Lennard-Jones dimers: An integral equation study

PubMed Central

Urbic, Tomaz

2016-01-01

Structural and thermodynamic properties of a planar heterogeneous soft dumbbell fluid are examined using Monte Carlo simulations and integral equation theory. Lennard-Jones particles of different sizes are the building blocks of the dimers. The site-site integral equation theory in two dimensions is used to calculate the site-site radial distribution functions and the thermodynamic properties. Obtained results are compared to Monte Carlo simulation data. The critical parameters for selected types of dimers were also estimated and the influence of the Lennard-Jones parameters was studied. We have also tested the correctness of the site-site integral equation theory using different closures. PMID:27875894

On the solution of integral equations with a generalized cauchy kernal

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

A certain class of singular integral equations that may arise from the mixed boundary value problems in nonhonogeneous materials is considered. The distinguishing feature of these equations is that in addition to the Cauchy singularity, the kernels contain terms that are singular only at the end points. In the form of the singular integral equations adopted, the density function is a potential or a displacement and consequently the kernal has strong singularities of the form (t-x)(-2), x(n-2) (t+x)(n), (n is = or 2, 0 x, t b). The complex function theory is used to determine the fundamental function of the problem for the general case and a simple numerical technique is described to solve the integral equation. Two examples from the theory of elasticity are then considered to show the application of the technique.

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

Nijhoff, Frank; Atkinson, James; Hietarinta, Jarmo

2009-10-01

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

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

PubMed

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

2015-04-08

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

Integrability and Poisson Structures of Three Dimensional Dynamical Systems and Equations of Hydrodynamic Type

NASA Astrophysics Data System (ADS)

Gumral, Hasan

Poisson structure of completely integrable 3 dimensional dynamical systems can be defined in terms of an integrable 1-form. We take advantage of this fact and use the theory of foliations in discussing the geometrical structure underlying complete and partial integrability. We show that the Halphen system can be formulated in terms of a flat SL(2,R)-valued connection and belongs to a non-trivial Godbillon-Vey class. On the other hand, for the Euler top and a special case of 3-species Lotka-Volterra equations which are contained in the Halphen system as limiting cases, this structure degenerates into the form of globally integrable bi-Hamiltonian structures. The globally integrable bi-Hamiltonian case is a linear and the sl_2 structure is a quadratic unfolding of an integrable 1-form in 3 + 1 dimensions. We complete the discussion of the Hamiltonian structure of 2-component equations of hydrodynamic type by presenting the Hamiltonian operators for Euler's equation and a continuum limit of Toda lattice. We present further infinite sequences of conserved quantities for shallow water equations and show that their generalizations by Kodama admit bi-Hamiltonian structure. We present a simple way of constructing the second Hamiltonian operators for N-component equations admitting some scaling properties. The Kodama reduction of the dispersionless-Boussinesq equations and the Lax reduction of the Benney moment equations are shown to be equivalent by a symmetry transformation. They can be cast into the form of a triplet of conservation laws which enable us to recognize a non-trivial scaling symmetry. The resulting bi-Hamiltonian structure generates three infinite sequences of conserved densities.

A boundary integral approach to the scattering of nonplanar acoustic waves by rigid bodies

NASA Technical Reports Server (NTRS)

Gallman, Judith M.; Myers, M. K.; Farassat, F.

1990-01-01

The acoustic scattering of an incident wave by a rigid body can be described by a singular Fredholm integral equation of the second kind. This equation is derived by solving the wave equation using generalized function theory, Green's function for the wave equation in unbounded space, and the acoustic boundary condition for a perfectly rigid body. This paper will discuss the derivation of the wave equation, its reformulation as a boundary integral equation, and the solution of the integral equation by the Galerkin method. The accuracy of the Galerkin method can be assessed by applying the technique outlined in the paper to reproduce the known pressure fields that are due to various point sources. From the analysis of these simpler cases, the accuracy of the Galerkin solution can be inferred for the scattered pressure field caused by the incidence of a dipole field on a rigid sphere. The solution by the Galerkin technique can then be applied to such problems as a dipole model of a propeller whose pressure field is incident on a rigid cylinder. This is the groundwork for modeling the scattering of rotating blade noise by airplane fuselages.

Simulation of RF-fields in a fusion device

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

De Witte, Dieter; Bogaert, Ignace; De Zutter, Daniel

2009-11-26

In this paper the problem of scattering off a fusion plasma is approached from the point of view of integral equations. Using the volume equivalence principle an integral equation is derived which describes the electromagnetic fields in a plasma. The equation is discretized with MoM using conforming basis functions. This reduces the problem to solving a dense matrix equation. This can be done iteratively. Each iteration can be sped up using FFTs.

New integrable model of propagation of the few-cycle pulses in an anisotropic microdispersed medium

NASA Astrophysics Data System (ADS)

Sazonov, S. V.; Ustinov, N. V.

2018-03-01

We investigate the propagation of the few-cycle electromagnetic pulses in the anisotropic microdispersed medium. The effects of the anisotropy and spatial dispersion of the medium are created by the two sorts of the two-level atoms. The system of the material equations describing an evolution of the states of the atoms and the wave equations for the ordinary and extraordinary components of the pulses is derived. By applying the approximation of the sudden excitation to exclude the material variables, we reduce this system to the single nonlinear wave equation that generalizes the modified sine-Gordon equation and the Rabelo-Fokas equation. It is shown that this equation is integrable by means of the inverse scattering transformation method if an additional restriction on the parameters is imposed. The multisoliton solutions of this integrable generalization are constructed and investigated.

Solving Simple Kinetics without Integrals

ERIC Educational Resources Information Center

de la Pen~a, Lisandro Herna´ndez

2016-01-01

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

Direct linearizing transform for three-dimensional discrete integrable systems: the lattice AKP, BKP and CKP equations.

PubMed

Fu, Wei; Nijhoff, Frank W

2017-07-01

A unified framework is presented for the solution structure of three-dimensional discrete integrable systems, including the lattice AKP, BKP and CKP equations. This is done through the so-called direct linearizing transform, which establishes a general class of integral transforms between solutions. As a particular application, novel soliton-type solutions for the lattice CKP equation are obtained.

Complex quantum Hamilton-Jacobi equation with Bohmian trajectories: Application to the photodissociation dynamics of NOCl

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

Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

2014-03-14

The complex quantum Hamilton-Jacobi equation-Bohmian trajectories (CQHJE-BT) method is introduced as a synthetic trajectory method for integrating the complex quantum Hamilton-Jacobi equation for the complex action function by propagating an ensemble of real-valued correlated Bohmian trajectories. Substituting the wave function expressed in exponential form in terms of the complex action into the time-dependent Schrödinger equation yields the complex quantum Hamilton-Jacobi equation. We transform this equation into the arbitrary Lagrangian-Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation describing the rate of change in the complex action transported along Bohmian trajectories is simultaneouslymore » integrated with the guidance equation for Bohmian trajectories, and the time-dependent wave function is readily synthesized. The spatial derivatives of the complex action required for the integration scheme are obtained by solving one moving least squares matrix equation. In addition, the method is applied to the photodissociation of NOCl. The photodissociation dynamics of NOCl can be accurately described by propagating a small ensemble of trajectories. This study demonstrates that the CQHJE-BT method combines the considerable advantages of both the real and the complex quantum trajectory methods previously developed for wave packet dynamics.« less

Soliton solution and gauge equivalence for an integrable nonlocal complex modified Korteweg-de Vries equation

NASA Astrophysics Data System (ADS)

Ma, Li-Yuan; Shen, Shou-Feng; Zhu, Zuo-Nong

2017-10-01

In this paper, we prove that an integrable nonlocal complex modified Korteweg-de Vries (mKdV) equation introduced by Ablowitz and Musslimani [Nonlinearity 29, 915-946 (2016)] is gauge equivalent to a spin-like model. From the gauge equivalence, one can see that there exists significant difference between the nonlocal complex mKdV equation and the classical complex mKdV equation. Through constructing the Darboux transformation for nonlocal complex mKdV equation, a variety of exact solutions including dark soliton, W-type soliton, M-type soliton, and periodic solutions are derived.

An exterior Poisson solver using fast direct methods and boundary integral equations with applications to nonlinear potential flow

NASA Technical Reports Server (NTRS)

Young, D. P.; Woo, A. C.; Bussoletti, J. E.; Johnson, F. T.

1986-01-01

A general method is developed combining fast direct methods and boundary integral equation methods to solve Poisson's equation on irregular exterior regions. The method requires O(N log N) operations where N is the number of grid points. Error estimates are given that hold for regions with corners and other boundary irregularities. Computational results are given in the context of computational aerodynamics for a two-dimensional lifting airfoil. Solutions of boundary integral equations for lifting and nonlifting aerodynamic configurations using preconditioned conjugate gradient are examined for varying degrees of thinness.

Calculation of Moment Matrix Elements for Bilinear Quadrilaterals and Higher-Order Basis Functions

DTIC Science & Technology

2016-01-06

methods are known as boundary integral equation (BIE) methods and the present study falls into this category. The numerical solution of the BIE is...iterated integrals. The inner integral involves the product of the free-space Green’s function for the Helmholtz equation multiplied by an appropriate...Website: http://www.wipl-d.com/ 5. Y. Zhang and T. K. Sarkar, Parallel Solution of Integral Equation -Based EM Problems in the Frequency Domain. New

Distribution theory for Schrödinger’s integral equation

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

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

2015-12-15

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

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

Urbic, Tomaz, E-mail: tomaz.urbic@fkkt.uni-lj.si; Dias, Cristiano L.

The thermodynamic and structural properties of the planar soft-sites dumbbell fluid are examined by Monte Carlo simulations and integral equation theory. The dimers are built of two Lennard-Jones segments. Site-site integral equation theory in two dimensions is used to calculate the site-site radial distribution functions for a range of elongations and densities and the results are compared with Monte Carlo simulations. The critical parameters for selected types of dimers were also estimated. We analyze the influence of the bond length on critical point as well as tested correctness of site-site integral equation theory with different closures. The integral equations canmore » be used to predict the phase diagram of dimers whose molecular parameters are known.« less

Numerical techniques in radiative heat transfer for general, scattering, plane-parallel media

NASA Technical Reports Server (NTRS)

Sharma, A.; Cogley, A. C.

1982-01-01

The study of radiative heat transfer with scattering usually leads to the solution of singular Fredholm integral equations. The present paper presents an accurate and efficient numerical method to solve certain integral equations that govern radiative equilibrium problems in plane-parallel geometry for both grey and nongrey, anisotropically scattering media. In particular, the nongrey problem is represented by a spectral integral of a system of nonlinear integral equations in space, which has not been solved previously. The numerical technique is constructed to handle this unique nongrey governing equation as well as the difficulties caused by singular kernels. Example problems are solved and the method's accuracy and computational speed are analyzed.

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

PubMed

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

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

On the solution of integral equations with a generalized cauchy kernel

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

In this paper a certain class of singular integral equations that may arise from the mixed boundary value problems in nonhomogeneous materials is considered. The distinguishing feature of these equations is that in addition to the Cauchy singularity, the kernels contain terms that are singular only at the end points. In the form of the singular integral equations adopted, the density function is a potential or a displacement and consequently the kernel has strong singularities of the form (t-x) sup-2, x sup n-2 (t+x) sup n, (n or = 2, 0x,tb). The complex function theory is used to determine the fundamental function of the problem for the general case and a simple numerical technique is described to solve the integral equation. Two examples from the theory of elasticity are then considered to show the application of the technique.

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.

1968-01-01

Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

Simulation electromagnetic scattering on bodies through integral equation and neural networks methods

NASA Astrophysics Data System (ADS)

Lvovich, I. Ya; Preobrazhenskiy, A. P.; Choporov, O. N.

2018-05-01

The paper deals with the issue of electromagnetic scattering on a perfectly conducting diffractive body of a complex shape. Performance calculation of the body scattering is carried out through the integral equation method. Fredholm equation of the second time was used for calculating electric current density. While solving the integral equation through the moments method, the authors have properly described the core singularity. The authors determined piecewise constant functions as basic functions. The chosen equation was solved through the moments method. Within the Kirchhoff integral approach it is possible to define the scattered electromagnetic field, in some way related to obtained electrical currents. The observation angles sector belongs to the area of the front hemisphere of the diffractive body. To improve characteristics of the diffractive body, the authors used a neural network. All the neurons contained a logsigmoid activation function and weighted sums as discriminant functions. The paper presents the matrix of weighting factors of the connectionist model, as well as the results of the optimized dimensions of the diffractive body. The paper also presents some basic steps in calculation technique of the diffractive bodies, based on the combination of integral equation and neural networks methods.

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

Integrability of the coupled cubic-quintic complex Ginzburg-Landau equations and multiple-soliton solutions via mathematical methods

NASA Astrophysics Data System (ADS)

Selima, Ehab S.; Seadawy, Aly R.; Yao, Xiaohua; Essa, F. A.

2018-02-01

This paper is devoted to study the (1+1)-dimensional coupled cubic-quintic complex Ginzburg-Landau equations (cc-qcGLEs) with complex coefficients. This equation can be used to describe the nonlinear evolution of slowly varying envelopes of periodic spatial-temporal patterns in a convective binary fluid. Dispersion relation and properties of cc-qcGLEs are constructed. Painlevé analysis is used to check the integrability of cc-qcGLEs and to establish the Bäcklund transformation form. New traveling wave solutions and a general form of multiple-soliton solutions of cc-qcGLEs are obtained via the Bäcklund transformation and simplest equation method with Bernoulli, Riccati and Burgers’ equations as simplest equations.

Differential equations for loop integrals in Baikov representation

NASA Astrophysics Data System (ADS)

Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang

2018-05-01

We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.

Monograph - The Numerical Integration of Ordinary Differential Equations.

ERIC Educational Resources Information Center

Hull, T. E.

The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

An Analytical Comparison of the Acoustic Analogy and Kirchhoff Formulation for Moving Surfaces

NASA Technical Reports Server (NTRS)

Brentner, Kenneth S.; Farassat, F.

1997-01-01

The Lighthill acoustic analogy, as embodied in the Ffowcs Williams-Hawkings (FW-H) equation, is compared with the Kirchhoff formulation for moving surfaces. A comparison of the two governing equations reveals that the main Kirchhoff advantage (namely nonlinear flow effects are included in the surface integration) is also available to the FW-H method if the integration surface used in the FW-H equation is not assumed impenetrable. The FW-H equation is analytically superior for aeroacoustics because it is based upon the conservation laws of fluid mechanics rather than the wave equation. This means that the FW-H equation is valid even if the integration surface is in the nonlinear region. This is demonstrated numerically in the paper. The Kirchhoff approach can lead to substantial errors if the integration surface is not positioned in the linear region. These errors may be hard to identify. Finally, new metrics based on the Sobolev norm are introduced which may be used to compare input data for both quadrupole noise calculations and Kirchhoff noise predictions.

Numerical solution of boundary-integral equations for molecular electrostatics.

PubMed

Bardhan, Jaydeep P

2009-03-07

Numerous molecular processes, such as ion permeation through channel proteins, are governed by relatively small changes in energetics. As a result, theoretical investigations of these processes require accurate numerical methods. In the present paper, we evaluate the accuracy of two approaches to simulating boundary-integral equations for continuum models of the electrostatics of solvation. The analysis emphasizes boundary-element method simulations of the integral-equation formulation known as the apparent-surface-charge (ASC) method or polarizable-continuum model (PCM). In many numerical implementations of the ASC/PCM model, one forces the integral equation to be satisfied exactly at a set of discrete points on the boundary. We demonstrate in this paper that this approach to discretization, known as point collocation, is significantly less accurate than an alternative approach known as qualocation. Furthermore, the qualocation method offers this improvement in accuracy without increasing simulation time. Numerical examples demonstrate that electrostatic part of the solvation free energy, when calculated using the collocation and qualocation methods, can differ significantly; for a polypeptide, the answers can differ by as much as 10 kcal/mol (approximately 4% of the total electrostatic contribution to solvation). The applicability of the qualocation discretization to other integral-equation formulations is also discussed, and two equivalences between integral-equation methods are derived.

A nodal domain theorem for integrable billiards in two dimensions

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

Samajdar, Rhine; Jain, Sudhir R., E-mail: srjain@barc.gov.in

Eigenfunctions of integrable planar billiards are studied — in particular, the number of nodal domains, ν of the eigenfunctions with Dirichlet boundary conditions are considered. The billiards for which the time-independent Schrödinger equation (Helmholtz equation) is separable admit trivial expressions for the number of domains. Here, we discover that for all separable and non-separable integrable billiards, ν satisfies certain difference equations. This has been possible because the eigenfunctions can be classified in families labelled by the same value of mmodkn, given a particular k, for a set of quantum numbers, m,n. Further, we observe that the patterns in a familymore » are similar and the algebraic representation of the geometrical nodal patterns is found. Instances of this representation are explained in detail to understand the beauty of the patterns. This paper therefore presents a mathematical connection between integrable systems and difference equations. - Highlights: • We find that the number of nodal domains of eigenfunctions of integrable, planar billiards satisfy a class of difference equations. • The eigenfunctions labelled by quantum numbers (m,n) can be classified in terms of mmodkn. • A theorem is presented, realising algebraic representations of geometrical patterns exhibited by the domains. • This work presents a connection between integrable systems and difference equations.« less

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

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

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.

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

NASA Astrophysics Data System (ADS)

Xu, Mingtian; Stefani, Frank; Gerbeth, Gunter

2004-11-01

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

Comparison of various methods for mathematical analysis of the Foucault knife edge test pattern to determine optical imperfections

NASA Technical Reports Server (NTRS)

Gatewood, B. E.

1971-01-01

The linearized integral equation for the Foucault test of a solid mirror was solved by various methods: power series, Fourier series, collocation, iteration, and inversion integral. The case of the Cassegrain mirror was solved by a particular power series method, collocation, and inversion integral. The inversion integral method appears to be the best overall method for both the solid and Cassegrain mirrors. Certain particular types of power series and Fourier series are satisfactory for the Cassegrain mirror. Numerical integration of the nonlinear equation for selected surface imperfections showed that results start to deviate from those given by the linearized equation at a surface deviation of about 3 percent of the wavelength of light. Several possible procedures for calibrating and scaling the input data for the integral equation are described.

Nonzero solutions of nonlinear integral equations modeling infectious disease

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

Williams, L.R.; Leggett, R.W.

1982-01-01

Sufficient conditions to insure the existence of periodic solutions to the nonlinear integral equation, x(t) = ..integral../sup t//sub t-tau/f(s,x(s))ds, are given in terms of simple product and product integral inequalities. The equation can be interpreted as a model for the spread of infectious diseases (e.g., gonorrhea or any of the rhinovirus viruses) if x(t) is the proportion of infectives at time t and f(t,x(t)) is the proportion of new infectives per unit time.

Numerical integration of asymptotic solutions of ordinary differential equations

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1989-01-01

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

On a new semi-discrete integrable combination of Burgers and Sharma-Tasso-Olver equation

NASA Astrophysics Data System (ADS)

Zhao, Hai-qiong

2017-02-01

In this paper, a new semi-discrete integrable combination of Burgers and Sharma-Tasso-Olver equation is investigated. The underlying integrable structures like the Lax pair, the infinite number of conservation laws, the Darboux-Bäcklund transformation, and the solutions are presented in the explicit form. The theory of the semi-discrete equation including integrable properties yields the corresponding theory of the continuous counterpart in the continuous limit. Finally, numerical experiments are provided to demonstrate the effectiveness of the developed integrable semi-discretization algorithms.

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

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

Evaluation of atomic pressure in the multiple time-step integration algorithm.

PubMed

Andoh, Yoshimichi; Yoshii, Noriyuki; Yamada, Atsushi; Okazaki, Susumu

2017-04-15

In molecular dynamics (MD) calculations, reduction in calculation time per MD loop is essential. A multiple time-step (MTS) integration algorithm, the RESPA (Tuckerman and Berne, J. Chem. Phys. 1992, 97, 1990-2001), enables reductions in calculation time by decreasing the frequency of time-consuming long-range interaction calculations. However, the RESPA MTS algorithm involves uncertainties in evaluating the atomic interaction-based pressure (i.e., atomic pressure) of systems with and without holonomic constraints. It is not clear which intermediate forces and constraint forces in the MTS integration procedure should be used to calculate the atomic pressure. In this article, we propose a series of equations to evaluate the atomic pressure in the RESPA MTS integration procedure on the basis of its equivalence to the Velocity-Verlet integration procedure with a single time step (STS). The equations guarantee time-reversibility even for the system with holonomic constrants. Furthermore, we generalize the equations to both (i) arbitrary number of inner time steps and (ii) arbitrary number of force components (RESPA levels). The atomic pressure calculated by our equations with the MTS integration shows excellent agreement with the reference value with the STS, whereas pressures calculated using the conventional ad hoc equations deviated from it. Our equations can be extended straightforwardly to the MTS integration algorithm for the isothermal NVT and isothermal-isobaric NPT ensembles. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

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.

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

PubMed

Murase, Kenya

2016-01-01

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

Metrisability of Painlevé equations

NASA Astrophysics Data System (ADS)

Contatto, Felipe; Dunajski, Maciej

2018-02-01

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

Integrable equations of the infinite nonlinear Schrödinger equation hierarchy with time variable coefficients.

PubMed

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

2015-10-01

We present an infinite nonlinear Schrödinger equation hierarchy of integrable equations, together with the recurrence relations defining it. To demonstrate integrability, we present the Lax pairs for the whole hierarchy, specify its Darboux transformations and provide several examples of solutions. These resulting wavefunctions are given in exact analytical form. We then show that the Lax pair and Darboux transformation formalisms still apply in this scheme when the coefficients in the hierarchy depend on the propagation variable (e.g., time). This extension thus allows for the construction of complicated solutions within a greatly diversified domain of generalised nonlinear systems.

Classical integrable defects as quasi Bäcklund transformations

NASA Astrophysics Data System (ADS)

Doikou, Anastasia

2016-10-01

We consider the algebraic setting of classical defects in discrete and continuous integrable theories. We derive the ;equations of motion; on the defect point via the space-like and time-like description. We then exploit the structural similarity of these equations with the discrete and continuous Bäcklund transformations. And although these equations are similar they are not exactly the same to the Bäcklund transformations. We also consider specific examples of integrable models to demonstrate our construction, i.e. the Toda chain and the sine-Gordon model. The equations of the time (space) evolution of the defect (discontinuity) degrees of freedom for these models are explicitly derived.

Analytical expressions for the correlation function of a hard sphere dimer fluid

NASA Astrophysics Data System (ADS)

Kim, Soonho; Chang, Jaeeon; Kim, Hwayong

A closed form expression is given for the correlation function of a hard sphere dimer fluid. A set of integral equations is obtained from Wertheim's multidensity Ornstein-Zernike integral equation theory with Percus-Yevick approximation. Applying the Laplace transformation method to the integral equations and then solving the resulting equations algebraically, the Laplace transforms of the individual correlation functions are obtained. By the inverse Laplace transformation, the radial distribution function (RDF) is obtained in closed form out to 3D (D is the segment diameter). The analytical expression for the RDF of the hard dimer should be useful in developing the perturbation theory of dimer fluids.

Analytical expression for the correlation function of a hard sphere chain fluid

NASA Astrophysics Data System (ADS)

Chang, Jaeeon; Kim, Hwayong

A closed form expression is given for the correlation function of flexible hard sphere chain fluid. A set of integral equations obtained from Wertheim's multidensity Ornstein-Zernike integral equation theory with the polymer Percus-Yevick ideal chain approximation is considered. Applying the Laplace transformation method to the integral equations and then solving the resulting equations algebraically, the Laplace transforms of individual correlation functions are obtained. By inverse Laplace transformation the inter- and intramolecular radial distribution functions (RDFs) are obtained in closed forms up to 3D(D is segment diameter). These analytical expressions for the RDFs would be useful in developing the perturbation theory of chain fluids.

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

DTIC Science & Technology

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

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

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

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

PREFACE: Symmetries and Integrability of Difference Equations

NASA Astrophysics Data System (ADS)

Doliwa, Adam; Korhonen, Risto; Lafortune, Stéphane

2007-10-01

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

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

PubMed

Iafrate, G J; Krieger, J B

2013-03-07

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

Extension of the KLI approximation toward the exact optimized effective potential

NASA Astrophysics Data System (ADS)

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

2013-03-01

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

From differential to difference equations for first order ODEs

NASA Technical Reports Server (NTRS)

Freed, Alan D.; Walker, Kevin P.

1991-01-01

When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

Dusty Pair Plasma—Wave Propagation and Diffusive Transition of Oscillations

NASA Astrophysics Data System (ADS)

Atamaniuk, Barbara; Turski, Andrzej J.

2011-11-01

The crucial point of the paper is the relation between equilibrium distributions of plasma species and the type of propagation or diffusive transition of plasma response to a disturbance. The paper contains a unified treatment of disturbance propagation (transport) in the linearized Vlasov electron-positron and fullerene pair plasmas containing charged dust impurities, based on the space-time convolution integral equations. Electron-positron-dust/ion (e-p-d/i) plasmas are rather widespread in nature. Space-time responses of multi-component linearized Vlasov plasmas on the basis of multiple integral equations are invoked. An initial-value problem for Vlasov-Poisson/Ampère equations is reduced to the one multiple integral equation and the solution is expressed in terms of forcing function and its space-time convolution with the resolvent kernel. The forcing function is responsible for the initial disturbance and the resolvent is responsible for the equilibrium velocity distributions of plasma species. By use of resolvent equations, time-reversibility, space-reflexivity and the other symmetries are revealed. The symmetries carry on physical properties of Vlasov pair plasmas, e.g., conservation laws. Properly choosing equilibrium distributions for dusty pair plasmas, we can reduce the resolvent equation to: (i) the undamped dispersive wave equations, (ii) and diffusive transport equations of oscillations.

A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Wu, Li-Xin; Rui, Wen-Juan

2015-05-01

With the help of a Lie algebra of a reductive homogeneous space G/K, where G is a Lie group and K is a resulting isotropy group, we introduce a Lax pair for which an expanding (2+1)-dimensional integrable hierarchy is obtained by applying the binormial-residue representation (BRR) method, whose Hamiltonian structure is derived from the trace identity for deducing (2+1)-dimensional integrable hierarchies, which was proposed by Tu, et al. We further consider some reductions of the expanding integrable hierarchy obtained in the paper. The first reduction is just right the (2+1)-dimensional AKNS hierarchy, the second-type reduction reveals an integrable coupling of the (2+1)-dimensional AKNS equation (also called the Davey-Stewartson hierarchy), a kind of (2+1)-dimensional Schrödinger equation, which was once reobtained by Tu, Feng and Zhang. It is interesting that a new (2+1)-dimensional integrable nonlinear coupled equation is generated from the reduction of the part of the (2+1)-dimensional integrable coupling, which is further reduced to the standard (2+1)-dimensional diffusion equation along with a parameter. In addition, the well-known (1+1)-dimensional AKNS hierarchy, the (1+1)-dimensional nonlinear Schrödinger equation are all special cases of the (2+1)-dimensional expanding integrable hierarchy. Finally, we discuss a few discrete difference equations of the diffusion equation whose stabilities are analyzed by making use of the von Neumann condition and the Fourier method. Some numerical solutions of a special stationary initial value problem of the (2+1)-dimensional diffusion equation are obtained and the resulting convergence and estimation formula are investigated. Supported by the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), the National Natural Science Foundation of China under Grant No. 11371361, the Fundamental Research Funds for the Central Universities (2013XK03), and the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016

Variational objective analysis for cyclone studies

NASA Technical Reports Server (NTRS)

Achtemeier, Gary L.

1989-01-01

Significant accomplishments during 1987 to 1988 are summarized with regard to each of the major project components. Model 1 requires satisfaction of two nonlinear horizontal momentum equations, the integrated continuity equation, and the hydrostatic equation. Model 2 requires satisfaction of model 1 plus the thermodynamic equation for a dry atmosphere. Model 3 requires satisfaction of model 2 plus the radiative transfer equation. Model 4 requires satisfaction of model 3 plus a moisture conservation equation and a parameterization for moist processes.

From nonlinear Schrödinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

NASA Astrophysics Data System (ADS)

Yang, Xiao; Du, Dianlou

2010-08-01

The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.

On randomized algorithms for numerical solution of applied Fredholm integral equations of the second kind

NASA Astrophysics Data System (ADS)

Voytishek, Anton V.; Shipilov, Nikolay M.

2017-11-01

In this paper, the systematization of numerical (implemented on a computer) randomized functional algorithms for approximation of a solution of Fredholm integral equation of the second kind is carried out. Wherein, three types of such algorithms are distinguished: the projection, the mesh and the projection-mesh methods. The possibilities for usage of these algorithms for solution of practically important problems is investigated in detail. The disadvantages of the mesh algorithms, related to the necessity of calculation values of the kernels of integral equations in fixed points, are identified. On practice, these kernels have integrated singularities, and calculation of their values is impossible. Thus, for applied problems, related to solving Fredholm integral equation of the second kind, it is expedient to use not mesh, but the projection and the projection-mesh randomized algorithms.

A boundary integral approach in primitive variables for free surface flows

NASA Astrophysics Data System (ADS)

Casciola, C.; Piva, R.

The boundary integral formulation, very efficient for free surface potential flows, was considered for its possible extension to rotational flows either inviscid or viscous. We first analyze a general formulation for unsteady Navier-Stokes equations in primitive variables, which reduces to a representation for the Euler equations in the limiting case of Reynolds infinity. A first simplified model for rotational flows, obtained by decoupling kinematics and dynamics, reduces the integral equations to a known kinematical form whose mathematical and numerical properties have been studied. The dynamics equations to complete the model are obtained for the free surface and the wake. A simple and efficient scheme for the study of the non linear evolution of the wave system and its interaction with the body wake is presented. A steady state version for the calculation of the wave resistance is also reported. A second model was proposed for the simulation of rotational separated regions, by coupling the integral equations in velocity with an integral equation for the vorticity at the body boundary. The same procedure may be extended to include the diffusion of the vorticity in the flowfield. The vortex shedding from a cylindrical body in unsteady motion is discussed, as a first application of the model.

Local Observed-Score Kernel Equating

ERIC Educational Resources Information Center

Wiberg, Marie; van der Linden, Wim J.; von Davier, Alina A.

2014-01-01

Three local observed-score kernel equating methods that integrate methods from the local equating and kernel equating frameworks are proposed. The new methods were compared with their earlier counterparts with respect to such measures as bias--as defined by Lord's criterion of equity--and percent relative error. The local kernel item response…

GENERIC Integrators: Structure Preserving Time Integration for Thermodynamic Systems

NASA Astrophysics Data System (ADS)

Öttinger, Hans Christian

2018-04-01

Thermodynamically admissible evolution equations for non-equilibrium systems are known to possess a distinct mathematical structure. Within the GENERIC (general equation for the non-equilibrium reversible-irreversible coupling) framework of non-equilibrium thermodynamics, which is based on continuous time evolution, we investigate the possibility of preserving all the structural elements in time-discretized equations. Our approach, which follows Moser's [1] construction of symplectic integrators for Hamiltonian systems, is illustrated for the damped harmonic oscillator. Alternative approaches are sketched.

The application of the integral equation theory to study the hydrophobic interaction

PubMed Central

Mohorič, Tomaž; Urbic, Tomaz; Hribar-Lee, Barbara

2014-01-01

The Wertheim's integral equation theory was tested against newly obtained Monte Carlo computer simulations to describe the potential of mean force between two hydrophobic particles. An excellent agreement was obtained between the theoretical and simulation results. Further, the Wertheim's integral equation theory with polymer Percus-Yevick closure qualitatively correctly (with respect to the experimental data) describes the solvation structure under conditions where the simulation results are difficult to obtain with good enough accuracy. PMID:24437891

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.

The integrated Michaelis-Menten rate equation: déjà vu or vu jàdé?

PubMed

Goličnik, Marko

2013-08-01

A recent article of Johnson and Goody (Biochemistry, 2011;50:8264-8269) described the almost-100-years-old paper of Michaelis and Menten. Johnson and Goody translated this classic article and presented the historical perspective to one of incipient enzyme-reaction data analysis, including a pioneering global fit of the integrated rate equation in its implicit form to the experimental time-course data. They reanalyzed these data, although only numerical techniques were used to solve the model equations. However, there is also the still little known algebraic rate-integration equation in a closed form that enables direct fitting of the data. Therefore, in this commentary, I briefly present the integral solution of the Michaelis-Menten rate equation, which has been largely overlooked for three decades. This solution is expressed in terms of the Lambert W function, and I demonstrate here its use for global nonlinear regression curve fitting, as carried out with the original time-course dataset of Michaelis and Menten.

The Boundary Integral Equation Method for Porous Media Flow

NASA Astrophysics Data System (ADS)

Anderson, Mary P.

Just as groundwater hydrologists are breathing sighs of relief after the exertions of learning the finite element method, a new technique has reared its nodes—the boundary integral equation method (BIEM) or the boundary equation method (BEM), as it is sometimes called. As Liggett and Liu put it in the preface to The Boundary Integral Equation Method for Porous Media Flow, “Lately, the Boundary Integral Equation Method (BIEM) has emerged as a contender in the computation Derby.” In fact, in July 1984, the 6th International Conference on Boundary Element Methods in Engineering will be held aboard the Queen Elizabeth II, en route from Southampton to New York. These conferences are sponsored by the Department of Civil Engineering at Southampton College (UK), whose members are proponents of BIEM. The conferences have featured papers on applications of BIEM to all aspects of engineering, including flow through porous media. Published proceedings are available, as are textbooks on application of BIEM to engineering problems. There is even a 10-minute film on the subject.

On the solution of integral equations with strongly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

Some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m ,m greater than or equal 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t-x) sup -m , terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

On the solution of integral equations with strong ly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1985-01-01

In this paper some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m, m or = 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t,x) sup-m, terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

On the solution of integral equations with strongly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1987-01-01

Some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m, m greater than or equal 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t-x) sup-m, terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

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

NASA Astrophysics Data System (ADS)

Xia, Baoqiang; Fokas, A. S.

2018-02-01

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

Contact interaction of thin-walled elements with an elastic layer and an infinite circular cylinder under torsion

NASA Astrophysics Data System (ADS)

Kanetsyan, E. G.; Mkrtchyan, M. S.; Mkhitaryan, S. M.

2018-04-01

We consider a class of contact torsion problems on interaction of thin-walled elements shaped as an elastic thin washer – a flat circular plate of small height – with an elastic layer, in particular, with a half-space, and on interaction of thin cylindrical shells with a solid elastic cylinder, infinite in both directions. The governing equations of the physical models of elastic thin washers and thin circular cylindrical shells under torsion are derived from the exact equations of mathematical theory of elasticity using the Hankel and Fourier transforms. Within the framework of the accepted physical models, the solution of the contact problem between an elastic washer and an elastic layer is reduced to solving the Fredholm integral equation of the first kind with a kernel representable as a sum of the Weber–Sonin integral and some integral regular kernel, while solving the contact problem between a cylindrical shell and solid cylinder is reduced to a singular integral equation (SIE). An effective method for solving the governing integral equations of these problems are specified.

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

NASA Technical Reports Server (NTRS)

Radhakrishnan, K.

1984-01-01

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

Solvability of a Nonlinear Integral Equation in Dynamical String Theory

NASA Astrophysics Data System (ADS)

Khachatryan, A. Kh.; Khachatryan, Kh. A.

2018-04-01

We investigate an integral equation of the convolution type with a cubic nonlinearity on the entire real line. This equation has a direct application in open-string field theory and in p-adic string theory and describes nonlocal interactions. We prove that there exists a one-parameter family of bounded monotonic solutions and calculate the limits of solutions constructed at infinity.

Modelling gas dynamics in 1D ducts with abrupt area change

NASA Astrophysics Data System (ADS)

Menina, R.; Saurel, R.; Zereg, M.; Houas, L.

2011-09-01

Most gas dynamic computations in industrial ducts are done in one dimension with cross-section-averaged Euler equations. This poses a fundamental difficulty as soon as geometrical discontinuities are present. The momentum equation contains a non-conservative term involving a surface pressure integral, responsible for momentum loss. Definition of this integral is very difficult from a mathematical standpoint as the flow may contain other discontinuities (shocks, contact discontinuities). From a physical standpoint, geometrical discontinuities induce multidimensional vortices that modify the surface pressure integral. In the present paper, an improved 1D flow model is proposed. An extra energy (or entropy) equation is added to the Euler equations expressing the energy and turbulent pressure stored in the vortices generated by the abrupt area variation. The turbulent energy created by the flow-area change interaction is determined by a specific estimate of the surface pressure integral. Model's predictions are compared with 2D-averaged results from numerical solution of the Euler equations. Comparison with shock tube experiments is also presented. The new 1D-averaged model improves the conventional cross-section-averaged Euler equations and is able to reproduce the main flow features.

Some integrable maps and their Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Hone, A. N. W.; Kouloukas, T. E.; Quispel, G. R. W.

2018-01-01

We introduce a two-parameter family of birational maps, which reduces to a family previously found by Demskoi, Tran, van der Kamp and Quispel (DTKQ) when one of the parameters is set to zero. The study of the singularity confinement pattern for these maps leads to the introduction of a tau function satisfying a homogeneous recurrence which has the Laurent property, and the tropical (or ultradiscrete) analogue of this homogeneous recurrence confirms the quadratic degree growth found empirically by Demskoi et al. We prove that the tau function also satisfies two different bilinear equations, each of which is a reduction of the Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence). Furthermore, these bilinear equations are related to reductions of particular two-dimensional integrable lattice equations, of discrete KdV or discrete Toda type. These connections, as well as the cluster algebra structure of the bilinear equations, allow a direct construction of Poisson brackets, Lax pairs and first integrals for the birational maps. As a consequence of the latter results, we show how each member of the family can be lifted to a system that is integrable in the Liouville sense, clarifying observations made previously in the original DTKQ case.

Time-dependent spectral renormalization method

NASA Astrophysics Data System (ADS)

Cole, Justin T.; Musslimani, Ziad H.

2017-11-01

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

Does the supersymmetric integrability imply the integrability of Bosonic sector

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

Popowicz, Ziemowit

2010-03-08

The answer is no. This is demonstrated for two equations that belong to the supersymmetric Manin-Radul N = 1 Kadomtsev-Petviashvili (MRSKP) hierarchy. The first one is the N = 1 supersymmetric Sawada-Kotera equation recently considered by Tian and Liu. We define the bi-Hamiltonian structure for this equation which however does not reduce in the bosonic limit to the known bi-Hamiltonian structure. The second equation is obtained from the Lax operator of the fifth order in the supersymmetric derivatives which in the bosonic sector reduces to the system of interacted two KdV equations discovered by Drinfeld and Sokolov in 1981 andmore » later rediscovered by Sakovich and Foursov.« less

Solution of steady and unsteady transonic-vortex flows using Euler and full-potential equations

NASA Technical Reports Server (NTRS)

Kandil, Osama A.; Chuang, Andrew H.; Hu, Hong

1989-01-01

Two methods are presented for inviscid transonic flows: unsteady Euler equations in a rotating frame of reference for transonic-vortex flows and integral solution of full-potential equation with and without embedded Euler domains for transonic airfoil flows. The computational results covered: steady and unsteady conical vortex flows; 3-D steady transonic vortex flow; and transonic airfoil flows. The results are in good agreement with other computational results and experimental data. The rotating frame of reference solution is potentially efficient as compared with the space fixed reference formulation with dynamic gridding. The integral equation solution with embedded Euler domain is computationally efficient and as accurate as the Euler equations.

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

PubMed Central

Herrera, Ismael; Sabina, Federico J.

1978-01-01

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

On solvability of boundary value problems for hyperbolic fourth-order equations with nonlocal boundary conditions of integral type

NASA Astrophysics Data System (ADS)

Popov, Nikolay S.

2017-11-01

Solvability of some initial-boundary value problems for linear hyperbolic equations of the fourth order is studied. A condition on the lateral boundary in these problems relates the values of a solution or the conormal derivative of a solution to the values of some integral operator applied to a solution. Nonlocal boundary-value problems for one-dimensional hyperbolic second-order equations with integral conditions on the lateral boundary were considered in the articles by A.I. Kozhanov. Higher-dimensional hyperbolic equations of higher order with integral conditions on the lateral boundary were not studied earlier. The existence and uniqueness theorems of regular solutions are proven. The method of regularization and the method of continuation in a parameter are employed to establish solvability.

Reply to "Comment on 'Defocusing complex short-pulse equation and its multi-dark-soliton solution' ".

PubMed

Feng, Bao-Feng; Ling, Liming; Zhu, Zuonong

2017-08-01

Our paper [Phys. Rev. E 93, 052227 (2016)PREHBM2470-004510.1103/PhysRevE.93.052227], proposing an integrable model for the propagation of ultrashort pulses, has recently received a Comment by Youssoufa et al. [Phys. Rev. E 96, 026201 (2017)10.1103/PhysRevE.96.026201] about a possible flaw in its derivation. We point out that their claim is incorrect since we have stated explicitly that a term is neglected to derive our model equation in our paper. Furthermore, the integrable model is validated by comparing with the normalized Maxwell equation and other known integrable models. Moreover, we show that a similar approximation has to be performed in deriving the same integrable equation as explained in the Comment.

A new aerodynamic integral equation based on an acoustic formula in the time domain

NASA Technical Reports Server (NTRS)

Farassat, F.

1984-01-01

An aerodynamic integral equation for bodies moving at transonic and supersonic speeds is presented. Based on a time-dependent acoustic formula for calculating the noise emanating from the outer portion of a propeller blade travelling at high speed (the Ffowcs Williams-Hawking formulation), the loading terms and a conventional thickness source terms are retained. Two surface and three line integrals are employed to solve an equation for the loading noise. The near-field term is regularized using the collapsing sphere approach to obtain semiconvergence on the blade surface. A singular integral equation is thereby derived for the unknown surface pressure, and is amenable to numerical solutions using Galerkin or collocation methods. The technique is useful for studying the nonuniform inflow to the propeller.

Extremely Fast Numerical Integration of Ocean Surface Wave Dynamics: Building Blocks for a Higher Order Method

DTIC Science & Technology

2006-09-30

equation known as the Kadomtsev - Petviashvili (KP) equation ): (ηt + coηx +αηηx + βη )x +γηyy = 0 (4) where γ = co / 2 . The KdV equation ...using the spectral formulation of the Kadomtsev - Petviashvili equation , a standard equation for nonlinear, shallow water wave dynamics that is a... Petviashvili and nonlinear Schroedinger equations and higher order corrections have been developed as prerequisites to coding the Boussinesq and Euler

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.

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

Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

The Schrödinger–Langevin equation with linear dissipation is integrated by propagating an ensemble of Bohmian trajectories for the ground state of quantum systems. Substituting the wave function expressed in terms of the complex action into the Schrödinger–Langevin equation yields the complex quantum Hamilton–Jacobi equation with linear dissipation. We transform this equation into the arbitrary Lagrangian–Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation is simultaneously integrated with the trajectory guidance equation. Then, the computational method is applied to the harmonic oscillator, the double well potential, and the ground vibrational state of methyl iodide.more » The excellent agreement between the computational and the exact results for the ground state energies and wave functions shows that this study provides a synthetic trajectory approach to the ground state of quantum systems.« less

Schrödinger–Langevin equation with quantum trajectories for photodissociation dynamics

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

Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

The Schrödinger–Langevin equation is integrated to study the wave packet dynamics of quantum systems subject to frictional effects by propagating an ensemble of quantum trajectories. The equations of motion for the complex action and quantum trajectories are derived from the Schrödinger–Langevin equation. The moving least squares approach is used to evaluate the spatial derivatives of the complex action required for the integration of the equations of motion. Computational results are presented and analyzed for the evolution of a free Gaussian wave packet, a two-dimensional barrier model, and the photodissociation dynamics of NOCl. The absorption spectrum of NOCl obtained from themore » Schrödinger–Langevin equation displays a redshift when frictional effects increase. This computational result agrees qualitatively with the experimental results in the solution-phase photochemistry of NOCl.« less

Reaction formulation for radiation and scattering from plates, corner reflectors and dielectric-coated cylinders

NASA Technical Reports Server (NTRS)

Wang, N. N.

1974-01-01

The reaction concept is employed to formulate an integral equation for radiation and scattering from plates, corner reflectors, and dielectric-coated conducting cylinders. The surface-current density on the conducting surface is expanded with subsectional bases. The dielectric layer is modeled with polarization currents radiating in free space. Maxwell's equation and the boundary conditions are employed to express the polarization-current distribution in terms of the surface-current density on the conducting surface. By enforcing reaction tests with an array of electric test sources, the moment method is employed to reduce the integral equation to a matrix equation. Inversion of the matrix equation yields the current distribution, and the scattered field is then obtained by integrating the current distribution. The theory, computer program and numerical results are presented for radiation and scattering from plates, corner reflectors, and dielectric-coated conducting cylinders.

Plane elasto-plastic analysis of v-notched plate under bending by boundary integral equation method. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Rzasnicki, W.

1973-01-01

A method of solution is presented, which, when applied to the elasto-plastic analysis of plates having a v-notch on one edge and subjected to pure bending, will produce stress and strain fields in much greater detail than presently available. Application of the boundary integral equation method results in two coupled Fredholm-type integral equations, subject to prescribed boundary conditions. These equations are replaced by a system of simultaneous algebraic equations and solved by a successive approximation method employing Prandtl-Reuss incremental plasticity relations. The method is first applied to number of elasto-static problems and the results compared with available solutions. Good agreement is obtained in all cases. The elasto-plastic analysis provides detailed stress and strain distributions for several cases of plates with various notch angles and notch depths. A strain hardening material is assumed and both plane strain and plane stress conditions are considered.

Chordwise and compressibility corrections to slender-wing theory

NASA Technical Reports Server (NTRS)

Lomax, Harvard; Sluder, Loma

1952-01-01

Corrections to slender-wing theory are obtained by assuming a spanwise distribution of loading and determining the chordwise variation which satisfies the appropriate integral equation. Such integral equations are set up in terms of the given vertical induced velocity on the center line or, depending on the type of wing plan form, its average value across the span at a given chord station. The chordwise distribution is then obtained by solving these integral equations. Results are shown for flat-plate rectangular, and triangular wings.

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

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Cauchy-Jost function and hierarchy of integrable equations

NASA Astrophysics Data System (ADS)

Boiti, M.; Pempinelli, F.; Pogrebkov, A. K.

2015-11-01

We describe the properties of the Cauchy-Jost (also known as Cauchy-Baker-Akhiezer) function of the Kadomtsev-Petviashvili-II equation. Using the bar partial -method, we show that for this function, all equations of the Kadomtsev-Petviashvili-II hierarchy are given in a compact and explicit form, including equations for the Cauchy-Jost function itself, time evolutions of the Jost solutions, and evolutions of the potential of the heat equation.

Methods of Attenuation Correction for Dual-Wavelength and Dual-Polarization Weather Radar Data

NASA Technical Reports Server (NTRS)

Meneghini, R.; Liao, L.

2007-01-01

In writing the integral equations for the median mass diameter and number concentration, or comparable parameters of the raindrop size distribution, it is apparent that the forms of the equations for dual-polarization and dual-wavelength radar data are identical when attenuation effects are included. The differential backscattering and extinction coefficients appear in both sets of equations: for the dual-polarization equations, the differences are taken with respect to polarization at a fixed frequency while for the dual-wavelength equations, the differences are taken with respect to frequency at a fixed polarization. An alternative to the integral equation formulation is that based on the k-Z (attenuation coefficient-radar reflectivity factor) parameterization. This-technique was originally developed for attenuating single-wavelength radars, a variation of which has been applied to the TRMM Precipitation Radar data (PR). Extensions of this method have also been applied to dual-polarization data. In fact, it is not difficult to show that nearly identical equations are applicable as well to dualwavelength radar data. In this case, the equations for median mass diameter and number concentration take the form of coupled, but non-integral equations. Differences between this and the integral equation formulation are a consequence of the different ways in which attenuation correction is performed under the two formulations. For both techniques, the equations can be solved either forward from the radar outward or backward from the final range gate toward the radar. Although the forward-going solutions tend to be unstable as the attenuation out to the range of interest becomes large in some sense, an independent estimate of path attenuation is not required. This is analogous to the case of an attenuating single-wavelength radar where the forward solution to the Hitschfeld-Bordan equation becomes unstable as the attenuation increases. To circumvent this problem, the equations can be expressed in the form of a final-value problem so that the recursion begins at the far range gate and proceeds inward towards the radar. Solving the problem in this way traditionally requires estimates of path attenuation to the final gate: in the case of orthogonal linear polarizations, the attenuations at horizontal and vertical polarizations (same frequency) are required while in the dual-wavelength case, attenuations at the two frequencies (same polarization) are required.

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.

Hamiltonian structure of real Monge - Ampère equations

NASA Astrophysics Data System (ADS)

Nutku, Y.

1996-06-01

The variational principle for the real homogeneous Monge - Ampère equation in two dimensions is shown to contain three arbitrary functions of four variables. There exist two different specializations of this variational principle where the Lagrangian is degenerate and furthermore contains an arbitrary function of two variables. The Hamiltonian formulation of these degenerate Lagrangian systems requires the use of Dirac's theory of constraints. As in the case of most completely integrable systems the constraints are second class and Dirac brackets directly yield the Hamiltonian operators. Thus the real homogeneous Monge - Ampère equation in two dimensions admits two classes of infinitely many Hamiltonian operators, namely a family of local, as well as another family non-local Hamiltonian operators and symplectic 2-forms which depend on arbitrary functions of two variables. The simplest non-local Hamiltonian operator corresponds to the Kac - Moody algebra of vector fields and functions on the unit circle. Hamiltonian operators that belong to either class are compatible with each other but between classes there is only one compatible pair. In the case of real Monge - Ampère equations with constant right-hand side this compatible pair is the only pair of Hamiltonian operators that survives. Then the complete integrability of all these real Monge - Ampère equations follows by Magri's theorem. Some of the remarkable properties we have obtained for the Hamiltonian structure of the real homogeneous Monge - Ampère equation in two dimensions turn out to be generic to the real homogeneous Monge - Ampère equation and the geodesic flow for the complex homogeneous Monge - Ampère equation in arbitrary number of dimensions. Hence among all integrable nonlinear evolution equations in one space and one time dimension, the real homogeneous Monge - Ampère equation is distinguished as one that retains its character as an integrable system in multiple dimensions.

Multistep integration formulas for the numerical integration of the satellite problem

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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.

Infinite hierarchy of nonlinear Schrödinger equations and their solutions.

PubMed

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

2016-01-01

We study the infinite integrable nonlinear Schrödinger equation hierarchy beyond the Lakshmanan-Porsezian-Daniel equation which is a particular (fourth-order) case of the hierarchy. In particular, we present the generalized Lax pair and generalized soliton solutions, plane wave solutions, Akhmediev breathers, Kuznetsov-Ma breathers, periodic solutions, and rogue wave solutions for this infinite-order hierarchy. We find that "even- order" equations in the set affect phase and "stretching factors" in the solutions, while "odd-order" equations affect the velocities. Hence odd-order equation solutions can be real functions, while even-order equation solutions are always complex.

On a new class of completely integrable nonlinear wave equations. I. Infinitely many conservation laws

NASA Astrophysics Data System (ADS)

Nutku, Y.

1985-06-01

We point out a class of nonlinear wave equations which admit infinitely many conserved quantities. These equations are characterized by a pair of exact one-forms. The implication that they are closed gives rise to equations, the characteristics and Riemann invariants of which are readily obtained. The construction of the conservation laws requires the solution of a linear second-order equation which can be reduced to canonical form using the Riemann invariants. The hodograph transformation results in a similar linear equation. We discuss also the symplectic structure and Bäcklund transformations associated with these equations.

Algebraic methods for the solution of some linear matrix equations

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1979-01-01

The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

Proceedings of the 1993 Scientific Conference on Obscuration and Aerosol Research Held in Aberdeen Proving Ground on 22-24 Jun 1993

DTIC Science & Technology

1994-03-01

equation (4.1.27) is not a finite rank integral equation, it suggests that an approxi- mate finite rank integral equation Pf" = Pg + APL(K~p) Pfa 4 \\PNPfa...Harry Salem Richard Farrell Mark Seaver Dennis F Flanigan George Sehmel David Freund Jungshik Shin Robert H Frickel Orazio I Sindoni Edward Fry Michael

Variational iteration method — a promising technique for constructing equivalent integral equations of fractional order

NASA Astrophysics Data System (ADS)

Wang, Yi-Hong; Wu, Guo-Cheng; Baleanu, Dumitru

2013-10-01

The variational iteration method is newly used to construct various integral equations of fractional order. Some iterative schemes are proposed which fully use the method and the predictor-corrector approach. The fractional Bagley-Torvik equation is then illustrated as an example of multi-order and the results show the efficiency of the variational iteration method's new role.

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

NASA Technical Reports Server (NTRS)

Dey, S. K.; Dey, C.

1983-01-01

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

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

NASA Astrophysics Data System (ADS)

Doliwa, Adam; Korhonen, Risto; Lafortune, Stephane

2006-10-01

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

Numerical integration of ordinary differential equations of various orders

NASA Technical Reports Server (NTRS)

Gear, C. W.

1969-01-01

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

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.

Conservational PDF Equations of Turbulence

NASA Technical Reports Server (NTRS)

Shih, Tsan-Hsing; Liu, Nan-Suey

2010-01-01

Recently we have revisited the traditional probability density function (PDF) equations for the velocity and species in turbulent incompressible flows. They are all unclosed due to the appearance of various conditional means which are modeled empirically. However, we have observed that it is possible to establish a closed velocity PDF equation and a closed joint velocity and species PDF equation through conditions derived from the integral form of the Navier-Stokes equations. Although, in theory, the resulted PDF equations are neither general nor unique, they nevertheless lead to the exact transport equations for the first moment as well as all higher order moments. We refer these PDF equations as the conservational PDF equations. This observation is worth further exploration for its validity and CFD application

Development and application of a local linearization algorithm for the integration of quaternion rate equations in real-time flight simulation problems

NASA Technical Reports Server (NTRS)

Barker, L. E., Jr.; Bowles, R. L.; Williams, L. H.

1973-01-01

High angular rates encountered in real-time flight simulation problems may require a more stable and accurate integration method than the classical methods normally used. A study was made to develop a general local linearization procedure of integrating dynamic system equations when using a digital computer in real-time. The procedure is specifically applied to the integration of the quaternion rate equations. For this application, results are compared to a classical second-order method. The local linearization approach is shown to have desirable stability characteristics and gives significant improvement in accuracy over the classical second-order integration methods.

Explicit integration of Friedmann's equation with nonlinear equations of state

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

Chen, Shouxin; Gibbons, Gary W.; Yang, Yisong, E-mail: chensx@henu.edu.cn, E-mail: gwg1@damtp.cam.ac.uk, E-mail: yisongyang@nyu.edu

2015-05-01

In this paper we study the integrability of the Friedmann equations, when the equation of state for the perfect-fluid universe is nonlinear, in the light of the Chebyshev theorem. A series of important, yet not previously touched, problems will be worked out which include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born-Infeld, two-fluid models, and Chern-Simons modified gravity theory models. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution which may also offer clues to a profound understanding of the problems in generalmore » settings. For example, in the Chaplygin gas universe, a few integrable cases lead us to derive a universal formula for the asymptotic exponential growth rate of the scale factor, of an explicit form, whether the Friedmann equation is integrable or not, which reveals the coupled roles played by various physical sectors and it is seen that, as far as there is a tiny presence of nonlinear matter, conventional linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics not directly related to cosmology. We provide some examples ranging from geometric optics and central orbits to soap films and the shape of glaciated valleys to which our results may be applied.« less

An integral equation-based numerical solver for Taylor states in toroidal geometries

NASA Astrophysics Data System (ADS)

O'Neil, Michael; Cerfon, Antoine J.

2018-04-01

We present an algorithm for the numerical calculation of Taylor states in toroidal and toroidal-shell geometries using an analytical framework developed for the solution to the time-harmonic Maxwell equations. Taylor states are a special case of what are known as Beltrami fields, or linear force-free fields. The scheme of this work relies on the generalized Debye source representation of Maxwell fields and an integral representation of Beltrami fields which immediately yields a well-conditioned second-kind integral equation. This integral equation has a unique solution whenever the Beltrami parameter λ is not a member of a discrete, countable set of resonances which physically correspond to spontaneous symmetry breaking. Several numerical examples relevant to magnetohydrodynamic equilibria calculations are provided. Lastly, our approach easily generalizes to arbitrary geometries, both bounded and unbounded, and of varying genus.

Numerical quadrature methods for integrals of singular periodic functions and their application to singular and weakly singular integral equations

NASA Technical Reports Server (NTRS)

Sidi, A.; Israeli, M.

1986-01-01

High accuracy numerical quadrature methods for integrals of singular periodic functions are proposed. These methods are based on the appropriate Euler-Maclaurin expansions of trapezoidal rule approximations and their extrapolations. They are used to obtain accurate quadrature methods for the solution of singular and weakly singular Fredholm integral equations. Such periodic equations are used in the solution of planar elliptic boundary value problems, elasticity, potential theory, conformal mapping, boundary element methods, free surface flows, etc. The use of the quadrature methods is demonstrated with numerical examples.

Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1994-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.

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

NASA Astrophysics Data System (ADS)

Tisdell, C. C.

2017-08-01

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

Two-layer interfacial flows beyond the Boussinesq approximation: a Hamiltonian approach

NASA Astrophysics Data System (ADS)

Camassa, R.; Falqui, G.; Ortenzi, G.

2017-02-01

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite two-dimensional channel. The Hamiltonian structure of the averaged equations is obtained directly from that of the Euler equations through the process of Hamiltonian reduction. Long-wave asymptotics together with the Boussinesq approximation of neglecting the fluids’ inertia is then applied to reduce the leading order vertically averaged equations to the shallow-water Airy system, albeit in a non-trivial way. The full non-Boussinesq system for the dispersionless limit can then be viewed as a deformation of this well known equation. In a perturbative study of this deformation, a family of approximate constants of the motion are explicitly constructed and used to find local solutions of the evolution equations by means of hodograph-like formulae.

Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1995-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that we currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Karr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

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

2013-01-01

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

Traveling wave solutions to a reaction-diffusion equation

NASA Astrophysics Data System (ADS)

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

2009-07-01

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

On the integrable elliptic cylindrical Kadomtsev-Petviashvili equation.

PubMed

Khusnutdinova, K R; Klein, C; Matveev, V B; Smirnov, A O

2013-03-01

There exist two versions of the Kadomtsev-Petviashvili (KP) equation, related to the Cartesian and cylindrical geometries of the waves. In this paper, we derive and study a new version, related to the elliptic cylindrical geometry. The derivation is given in the context of surface waves, but the derived equation is a universal integrable model applicable to generic weakly nonlinear weakly dispersive waves. We also show that there exist nontrivial transformations between all three versions of the KP equation associated with the physical problem formulation, and use them to obtain new classes of approximate solutions for water waves.

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.

Quantum spectral curve for ( q, t)-matrix model

NASA Astrophysics Data System (ADS)

Zenkevich, Yegor

2018-02-01

We derive quantum spectral curve equation for ( q, t)-matrix model, which turns out to be a certain difference equation. We show that in Nekrasov-Shatashvili limit this equation reproduces the Baxter TQ equation for the quantum XXZ spin chain. This chain is spectral dual to the Seiberg-Witten integrable system associated with the AGT dual gauge theory.

A New Factorisation of a General Second Order Differential Equation

ERIC Educational Resources Information Center

Clegg, Janet

2006-01-01

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

The eight tetrahedron equations

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

Hietarinta, J.; Nijhoff, F.

1997-07-01

In this paper we derive from arguments of string scattering a set of eight tetrahedron equations, with different index orderings. It is argued that this system of equations is the proper system that represents integrable structures in three dimensions generalizing the Yang{endash}Baxter equation. Under additional restrictions this system reduces to the usual tetrahedron equation in the vertex form. Most known solutions fall under this class, but it is by no means necessary. Comparison is made with the work on braided monoidal 2-categories also leading to eight tetrahedron equations. {copyright} {ital 1997 American Institute of Physics.}

Solving modal equations of motion with initial conditions using MSC/NASTRAN DMAP. Part 1: Implementing exact mode superposition

NASA Technical Reports Server (NTRS)

Abdallah, Ayman A.; Barnett, Alan R.; Ibrahim, Omar M.; Manella, Richard T.

1993-01-01

Within the MSC/NASTRAN DMAP (Direct Matrix Abstraction Program) module TRD1, solving physical (coupled) or modal (uncoupled) transient equations of motion is performed using the Newmark-Beta or mode superposition algorithms, respectively. For equations of motion with initial conditions, only the Newmark-Beta integration routine has been available in MSC/NASTRAN solution sequences for solving physical systems and in custom DMAP sequences or alters for solving modal systems. In some cases, one difficulty with using the Newmark-Beta method is that the process of selecting suitable integration time steps for obtaining acceptable results is lengthy. In addition, when very small step sizes are required, a large amount of time can be spent integrating the equations of motion. For certain aerospace applications, a significant time savings can be realized when the equations of motion are solved using an exact integration routine instead of the Newmark-Beta numerical algorithm. In order to solve modal equations of motion with initial conditions and take advantage of efficiencies gained when using uncoupled solution algorithms (like that within TRD1), an exact mode superposition method using MSC/NASTRAN DMAP has been developed and successfully implemented as an enhancement to an existing coupled loads methodology at the NASA Lewis Research Center.

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

NASA Astrophysics Data System (ADS)

Liu, Changying; Iserles, Arieh; Wu, Xinyuan

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

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

Fast wavelet based algorithms for linear evolution equations

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Osher, Stanley; Zhong, Sifen

1992-01-01

A class was devised of fast wavelet based algorithms for linear evolution equations whose coefficients are time independent. The method draws on the work of Beylkin, Coifman, and Rokhlin which they applied to general Calderon-Zygmund type integral operators. A modification of their idea is applied to linear hyperbolic and parabolic equations, with spatially varying coefficients. A significant speedup over standard methods is obtained when applied to hyperbolic equations in one space dimension and parabolic equations in multidimensions.

Efficient Solution of Three-Dimensional Problems of Acoustic and Electromagnetic Scattering by Open Surfaces

NASA Technical Reports Server (NTRS)

Turc, Catalin; Anand, Akash; Bruno, Oscar; Chaubell, Julian

2011-01-01

We present a computational methodology (a novel Nystrom approach based on use of a non-overlapping patch technique and Chebyshev discretizations) for efficient solution of problems of acoustic and electromagnetic scattering by open surfaces. Our integral equation formulations (1) Incorporate, as ansatz, the singular nature of open-surface integral-equation solutions, and (2) For the Electric Field Integral Equation (EFIE), use analytical regularizes that effectively reduce the number of iterations required by iterative linear-algebra solution based on Krylov-subspace iterative solvers.

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

NASA Astrophysics Data System (ADS)

Utama, Briandhika; Purqon, Acep

2016-08-01

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

Inverse Scattering Problem For The Schrödinger Equation With An Additional Quadratic Potential On The Entire Axis

NASA Astrophysics Data System (ADS)

Guseinov, I. M.; Khanmamedov, A. Kh.; Mamedova, A. F.

2018-04-01

We consider the Schrödinger equation with an additional quadratic potential on the entire axis and use the transformation operator method to study the direct and inverse problems of the scattering theory. We obtain the main integral equations of the inverse problem and prove that the basic equations are uniquely solvable.

Shock formation in the dispersionless Kadomtsev-Petviashvili equation

NASA Astrophysics Data System (ADS)

Grava, T.; Klein, C.; Eggers, J.

2016-04-01

The dispersionless Kadomtsev-Petviashvili (dKP) equation {{≤ft({{u}t}+u{{u}x}\\right)}x}={{u}yy} is one of the simplest nonlinear wave equations describing two-dimensional shocks. To solve the dKP equation numerically we use a coordinate transformation inspired by the method of characteristics for the one-dimensional Hopf equation {{u}t}+u{{u}x}=0 . We show numerically that the solutions to the transformed equation stays regular for longer times than the solution of the dKP equation. This permits us to extend the dKP solution as the graph of a multivalued function beyond the critical time when the gradients blow up. This overturned solution is multivalued in a lip shape region in the (x, y) plane, where the solution of the dKP equation exists in a weak sense only, and a shock front develops. A local expansion reveals the universal scaling structure of the shock, which after a suitable change of coordinates corresponds to a generic cusp catastrophe. We provide a heuristic derivation of the shock front position near the critical point for the solution of the dKP equation, and study the solution of the dKP equation when a small amount of dissipation is added. Using multiple-scale analysis, we show that in the limit of small dissipation and near the critical point of the dKP solution, the solution of the dissipative dKP equation converges to a Pearcey integral. We test and illustrate our results by detailed comparisons with numerical simulations of both the regularized equation, the dKP equation, and the asymptotic description given in terms of the Pearcey integral.

Concepts for radically increasing the numerical convergence rate of the Euler equations

NASA Technical Reports Server (NTRS)

Nixon, David; Tzuoo, Keh-Lih; Caruso, Steven C.; Farshchi, Mohammad; Klopfer, Goetz H.; Ayoub, Alfred

1987-01-01

Integral equation and finite difference methods have been developed for solving transonic flow problems using linearized forms of the transonic small disturbance and Euler equations. A key element is the use of a strained coordinate system in which the shock remains fixed. Additional criteria are developed to determine the free parameters in the coordinate straining; these free parameters are functions of the shock location. An integral equation analysis showed that the shock is located by ensuring that no expansion shocks exist in the solution. The expansion shock appears as oscillations in the solution near the sonic line, and the correct shock location is determined by removing these oscillations. A second objective was to study the ability of the Euler equation to model separated flow.

Fractional-order difference equations for physical lattices and some applications

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

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

2015-10-15

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

Differential equations driven by rough paths with jumps

NASA Astrophysics Data System (ADS)

Friz, Peter K.; Zhang, Huilin

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Technical Reports Server (NTRS)

Prokhorenko, V. I.

1980-01-01

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

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 aerodynamics of propellers and rotors using an acoustic formulation in the time domain

NASA Technical Reports Server (NTRS)

Long, L. N.

1983-01-01

The aerodynamics of propellers and rotors is especially complicated because of the highly three-dimensional and compressible nature of the flow field. However, in linearized theory the problem is governed by the wave equation, and a numerically-efficient integral formulation can be derived. This reduces the problem from one in space to one over a surface. Many such formulations exist in the aeroacoustics literature, but these become singular integral equations if one naively tries to use them to predict surface pressures, i.e., for aerodynamics. The present paper illustrates how one must interpret these equations in order to obtain nonambiguous results. After the regularized form of the integral equation is derived, a method for solving it numerically is described. This preliminary computer code uses Legendre-Gaussian quadrature to solve the equation. Numerical results are compared to experimental results for ellipsoids, wings, and rotors, including effects due to lift. Compressibility and the farfield boundary conditions are satisfied automatically using this method.

Numerical solution of the quantum Lenard-Balescu equation for a non-degenerate one-component plasma

DOE PAGES

Scullard, Christian R.; Belt, Andrew P.; Fennell, Susan C.; ...

2016-09-01

We present a numerical solution of the quantum Lenard-Balescu equation using a spectral method, namely an expansion in Laguerre polynomials. This method exactly conserves both particles and kinetic energy and facilitates the integration over the dielectric function. To demonstrate the method, we solve the equilibration problem for a spatially homogeneous one-component plasma with various initial conditions. Unlike the more usual Landau/Fokker-Planck system, this method requires no input Coulomb logarithm; the logarithmic terms in the collision integral arise naturally from the equation along with the non-logarithmic order-unity terms. The spectral method can also be used to solve the Landau equation andmore » a quantum version of the Landau equation in which the integration over the wavenumber requires only a lower cutoff. We solve these problems as well and compare them with the full Lenard-Balescu solution in the weak-coupling limit. Finally, we discuss the possible generalization of this method to include spatial inhomogeneity and velocity anisotropy.« less

K(m, n) equations with fifth order symmetries and their integrability

NASA Astrophysics Data System (ADS)

Tian, Kai

2018-03-01

For K(m, n) equation ut =Dx3(un) + αDx(um) , all non-degenerate (n ≠ 0) cases admitting fifth order symmetries are identified, including K(m1, 1), K(m2 , - 1 / 2) and K(m3 , - 2) , where m1 = 0 , 1 , 2 , 3 , m2 = - 1 / 2 , 0 , 1 , 3 / 2 and m3 = - 2 , - 1 , 0 , 1 . For five less studied cases, namely K(0 , - 2) , K(- 1 , - 2) , K(- 2 , - 2) , K(- 1 / 2 , - 1 / 2) and K(3 / 2 , - 1 / 2) , bi-Hamiltonian structures are established through their invertible links with some famous integrable equations. Hence, all cases, having fifth order symmetries, of K(m, n) equation are integrable in the bi-Hamiltonian sense. As an interesting observation, their Hamiltonian operators are linearly combinations of Dx, Dx3 , uDx +Dx u and Dx u Dx-1uDx, basic ingredients in the bi-Hamiltonian theory of Korteweg-de Vries and modified Korteweg-de Vries equations.

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

NASA Astrophysics Data System (ADS)

Ruiz, A.; Muriel, C.

2017-05-01

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

Integrability in AdS/CFT correspondence: quasi-classical analysis

NASA Astrophysics Data System (ADS)

Gromov, Nikolay

2009-06-01

In this review, we consider a quasi-classical method applicable to integrable field theories which is based on a classical integrable structure—the algebraic curve. We apply it to the Green-Schwarz superstring on the AdS5 × S5 space. We show that the proposed method reproduces perfectly the earlier results obtained by expanding the string action for some simple classical solutions. The construction is explicitly covariant and is not based on a particular parameterization of the fields and as a result is free from ambiguities. On the other hand, the finite size corrections in some particularly important scaling limit are studied in this paper for a system of Bethe equations. For the general superalgebra \\su(N|K) , the result for the 1/L corrections is obtained. We find an integral equation which describes these corrections in a closed form. As an application, we consider the conjectured Beisert-Staudacher (BS) equations with the Hernandez-Lopez dressing factor where the finite size corrections should reproduce quasi-classical results around a general classical solution. Indeed, we show that our integral equation can be interpreted as a sum of all physical fluctuations and thus prove the complete one-loop consistency of the BS equations. We demonstrate that any local conserved charge (including the AdS energy) computed from the BS equations is indeed given at one loop by the sum of the charges of fluctuations with an exponential precision for large S5 angular momentum of the string. As an independent result, the BS equations in an \\su(2) sub-sector were derived from Zamolodchikovs's S-matrix. The paper is based on the author's PhD thesis.

Elimination of secular terms from the differential equations for the elements of perturbed two-body motion

NASA Technical Reports Server (NTRS)

Bond, Victor R.; Fraietta, Michael F.

1991-01-01

In 1961, Sperling linearized and regularized the differential equations of motion of the two-body problem by changing the independent variable from time to fictitious time by Sundman's transformation (r = dt/ds) and by embedding the two-body energy integral and the Laplace vector. In 1968, Burdet developed a perturbation theory which was uniformly valid for all types of orbits using a variation of parameters approach on the elements which appeared in Sperling's equations for the two-body solution. In 1973, Bond and Hanssen improved Burdet's set of differential equations by embedding the total energy (which is a constant when the potential function is explicitly dependent upon time.) The Jacobian constant was used as an element to replace the total energy in a reformulation of the differential equations of motion. In the process, another element which is proportional to a component of the angular momentum was introduced. Recently trajectories computed during numerical studies of atmospheric entry from circular orbits and low thrust beginning in near-circular orbits exhibited numerical instability when solved by the method of Bond and Gottlieb (1989) for long time intervals. It was found that this instability was due to secular terms which appear on the righthand sides of the differential equations of some of the elements. In this paper, this instability is removed by the introduction of another vector integral called the delta integral (which replaces the Laplace Vector) and another scalar integral which removes the secular terms. The introduction of these integrals requires a new derivation of the differential equations for most of the elements. For this rederivation, the Lagrange method of variation of parameters is used, making the development more concise. Numerical examples of this improvement are presented.

Solving the hypersingular boundary integral equation in three-dimensional acoustics using a regularization relationship.

PubMed

Yan, Zai You; Hung, Kin Chew; Zheng, Hui

2003-05-01

Regularization of the hypersingular integral in the normal derivative of the conventional Helmholtz integral equation through a double surface integral method or regularization relationship has been studied. By introducing the new concept of discretized operator matrix, evaluation of the double surface integrals is reduced to calculate the product of two discretized operator matrices. Such a treatment greatly improves the computational efficiency. As the number of frequencies to be computed increases, the computational cost of solving the composite Helmholtz integral equation is comparable to that of solving the conventional Helmholtz integral equation. In this paper, the detailed formulation of the proposed regularization method is presented. The computational efficiency and accuracy of the regularization method are demonstrated for a general class of acoustic radiation and scattering problems. The radiation of a pulsating sphere, an oscillating sphere, and a rigid sphere insonified by a plane acoustic wave are solved using the new method with curvilinear quadrilateral isoparametric elements. It is found that the numerical results rapidly converge to the corresponding analytical solutions as finer meshes are applied.

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G., E-mail: maginot1@llnl.gov; Ragusa, Jean C., E-mail: jean.ragusa@tamu.edu; Morel, Jim E., E-mail: morel@tamu.edu

This work presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

DOE PAGES

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

2016-09-29

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

AKNS hierarchy, Darboux transformation and conservation laws of the 1D nonautonomous nonlinear Schroedinger equations

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

Zhao Dun; Center for Interdisciplinary Studies, Lanzhou University, Lanzhou 730000; Zhang Yujuan

2011-04-15

By constructing nonisospectral Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy, we investigate the nonautonomous nonlinear Schroedinger (NLS) equations which have been used to describe the Feshbach resonance management in matter-wave solitons in Bose-Einstein condensate and the dispersion and nonlinearity managements for optical solitons. It is found that these equations are some special cases of a new integrable model of nonlocal nonautonomous NLS equations. Based on the Lax pairs, the Darboux transformation and conservation laws are explored. It is shown that the local external potentials would break down the classical infinite number of conservation laws. The result indicates that the integrability of the nonautonomous NLSmore » systems may be nontrivial in comparison to the conventional concept of integrability in the canonical case.« less

Particle connectedness and cluster formation in sequential depositions of particles: integral-equation theory.

PubMed

Danwanichakul, Panu; Glandt, Eduardo D

2004-11-15

We applied the integral-equation theory to the connectedness problem. The method originally applied to the study of continuum percolation in various equilibrium systems was modified for our sequential quenching model, a particular limit of an irreversible adsorption. The development of the theory based on the (quenched-annealed) binary-mixture approximation includes the Ornstein-Zernike equation, the Percus-Yevick closure, and an additional term involving the three-body connectedness function. This function is simplified by introducing a Kirkwood-like superposition approximation. We studied the three-dimensional (3D) system of randomly placed spheres and 2D systems of square-well particles, both with a narrow and with a wide well. The results from our integral-equation theory are in good accordance with simulation results within a certain range of densities.

Particle connectedness and cluster formation in sequential depositions of particles: Integral-equation theory

NASA Astrophysics Data System (ADS)

Danwanichakul, Panu; Glandt, Eduardo D.

2004-11-01

We applied the integral-equation theory to the connectedness problem. The method originally applied to the study of continuum percolation in various equilibrium systems was modified for our sequential quenching model, a particular limit of an irreversible adsorption. The development of the theory based on the (quenched-annealed) binary-mixture approximation includes the Ornstein-Zernike equation, the Percus-Yevick closure, and an additional term involving the three-body connectedness function. This function is simplified by introducing a Kirkwood-like superposition approximation. We studied the three-dimensional (3D) system of randomly placed spheres and 2D systems of square-well particles, both with a narrow and with a wide well. The results from our integral-equation theory are in good accordance with simulation results within a certain range of densities.

Solving differential equations for Feynman integrals by expansions near singular points

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

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

Weiss, J.

1985-09-01

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

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

PubMed

Zhukovsky, K

2014-01-01

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

Some Exact Results for the Schroedinger Wave Equation with a Time Dependent Potential

NASA Technical Reports Server (NTRS)

Campbell, Joel

2009-01-01

The time dependent Schroedinger equation with a time dependent delta function potential is solved exactly for many special cases. In all other cases the problem can be reduced to an integral equation of the Volterra type. It is shown that by knowing the wave function at the origin, one may derive the wave function everywhere. Thus, the problem is reduced from a PDE in two variables to an integral equation in one. These results are used to compare adiabatic versus sudden changes in the potential. It is shown that adiabatic changes in the p otential lead to conservation of the normalization of the probability density.

Bukhvostov-Lipatov model and quantum-classical duality

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Nonlocal equation for the superconducting gap parameter

NASA Astrophysics Data System (ADS)

Simonucci, S.; Strinati, G. Calvanese

2017-08-01

The properties are considered in detail of a nonlocal (integral) equation for the superconducting gap parameter, which is obtained by a coarse-graining procedure applied to the Bogoliubov-de Gennes (BdG) equations over the whole coupling-versus-temperature phase diagram associated with the superfluid phase. It is found that the limiting size of the coarse-graining procedure, which is dictated by the range of the kernel of this integral equation, corresponds to the size of the Cooper pairs over the whole coupling-versus-temperature phase diagram up to the critical temperature, even when Cooper pairs turn into composite bosons on the BEC side of the BCS-BEC crossover. A practical method is further implemented to solve numerically this integral equation in an efficient way, which is based on a novel algorithm for calculating the Fourier transforms. Application of this method to the case of an isolated vortex, throughout the BCS-BEC crossover and for all temperatures in the superfluid phase, helps clarifying the nature of the length scales associated with a single vortex and the kinds of details that are in practice disposed off by the coarse-graining procedure on the BdG equations.

Modular Expression Language for Ordinary Differential Equation Editing

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

Blake, Robert C.

MELODEEis a system for describing systems of initial value problem ordinary differential equations, and a compiler for the language that produces optimized code to integrate the differential equations. Features include rational polynomial approximation for expensive functions and automatic differentiation for symbolic jacobians

Application of the 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.

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.

Satellite Formation Design for Space Based Radar Applications

DTIC Science & Technology

2007-07-30

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

Development of computational methods for unsteady aerodynamics at the NASA Langley Research Center

NASA Technical Reports Server (NTRS)

Yates, E. Carson, Jr.; Whitlow, Woodrow, Jr.

1987-01-01

The current scope, recent progress, and plans for research and development of computational methods for unsteady aerodynamics at the NASA Langley Research Center are reviewed. Both integral equations and finite difference methods for inviscid and viscous flows are discussed. Although the great bulk of the effort has focused on finite difference solution of the transonic small perturbation equation, the integral equation program is given primary emphasis here because it is less well known.

Development of computational methods for unsteady aerodynamics at the NASA Langley Research Center

NASA Technical Reports Server (NTRS)

Yates, E. Carson, Jr.; Whitlow, Woodrow, Jr.

1987-01-01

The current scope, recent progress, and plans for research and development of computational methods for unsteady aerodynamics at the NASA Langley Research Center are reviewed. Both integral-equations and finite-difference method for inviscid and viscous flows are discussed. Although the great bulk of the effort has focused on finite-difference solution of the transonic small-perturbation equation, the integral-equation program is given primary emphasis here because it is less well known.

Equation for the Nakanishi Weight Function Using the Inverse Stieltjes Transform

NASA Astrophysics Data System (ADS)

Karmanov, V. A.; Carbonell, J.; Frederico, T.

2018-05-01

The bound state Bethe-Salpeter amplitude was expressed by Nakanishi in terms of a smooth weight function g. By using the generalized Stieltjes transform, we derive an integral equation for the Nakanishi function g for a bound state case. It has the standard form g= \\hat{V} g, where \\hat{V} is a two-dimensional integral operator. The prescription for obtaining the kernel V starting with the kernel K of the Bethe-Salpeter equation is given.

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.

A Tensor-Train accelerated solver for integral equations in complex geometries

NASA Astrophysics Data System (ADS)

Corona, Eduardo; Rahimian, Abtin; Zorin, Denis

2017-04-01

We present a framework using the Quantized Tensor Train (QTT) decomposition to accurately and efficiently solve volume and boundary integral equations in three dimensions. We describe how the QTT decomposition can be used as a hierarchical compression and inversion scheme for matrices arising from the discretization of integral equations. For a broad range of problems, computational and storage costs of the inversion scheme are extremely modest O (log ⁡ N) and once the inverse is computed, it can be applied in O (Nlog ⁡ N) . We analyze the QTT ranks for hierarchically low rank matrices and discuss its relationship to commonly used hierarchical compression techniques such as FMM and HSS. We prove that the QTT ranks are bounded for translation-invariant systems and argue that this behavior extends to non-translation invariant volume and boundary integrals. For volume integrals, the QTT decomposition provides an efficient direct solver requiring significantly less memory compared to other fast direct solvers. We present results demonstrating the remarkable performance of the QTT-based solver when applied to both translation and non-translation invariant volume integrals in 3D. For boundary integral equations, we demonstrate that using a QTT decomposition to construct preconditioners for a Krylov subspace method leads to an efficient and robust solver with a small memory footprint. We test the QTT preconditioners in the iterative solution of an exterior elliptic boundary value problem (Laplace) formulated as a boundary integral equation in complex, multiply connected geometries.

Trajectory And Heating Of A Hypervelocity Projectile

NASA Technical Reports Server (NTRS)

Tauber, Michael E.

1992-01-01

Technical paper presents derivation of approximate, closed-form equation for relationship between velocity of projectile and density of atmosphere. Results of calculations based on approximate equation agree well with results from numerical integrations of exact equations of motion. Comparisons of results presented in series of graphs.

A Brief Historical Introduction to Determinants with Applications

ERIC Educational Resources Information Center

Debnath, L.

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

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

Modification of a variational objective analysis model for new equations for pressure gradient and vertical velocity in the lower troposphere and for spatial resolution and accuracy of satellite data

NASA Technical Reports Server (NTRS)

Achtemeier, G. L.

1986-01-01

Since late 1982 NASA has supported research to develop a numerical variational model for the diagnostic assimilation of conventional and space-based meteorological data. In order to analyze the model components, four variational models are defined dividing the problem naturally according to increasing complexity. The first of these variational models (MODEL I), the subject of this report, contains the two nonlinear horizontal momentum equations, the integrated continuity equation, and the hydrostatic equation. This report summarizes the results of research (1) to improve the way the large nonmeteorological parts of the pressure gradient force are partitioned between the two terms of the pressure gradient force terms of the horizontal momentum equations, (2) to generalize the integrated continuity equation to account for variable pressure thickness over elevated terrain, and (3) to introduce horizontal variation in the precision modulus weights for the observations.

Integral Equations and Scattering Solutions for a Square-Well Potential.

ERIC Educational Resources Information Center

Bagchi, B.; Seyler, R. G.

1979-01-01

Derives Green's functions and integral equations for scattering solutions subject to a variety of boundary conditions. Exact solutions are obtained for the case of a finite spherical square-well potential, and properties of these solutions are discussed. (Author/HM)

Square-integrable solutions to a family of nonlinear schrödinger equations from nonlinear quantum theory

NASA Astrophysics Data System (ADS)

Teismann, Holger

2005-10-01

We consider nonlinear Schrödinger equations which have been proposed as fundamental equations of nonlinear quantum theories. The equations are singular in that the wave function ψ appears in the denominator of rational expressions. To avoid the problem of zeros of ψ it is natural to make the ansatz ψ = e ν. This ansatz, however, conflicts with the—physically motivated—requirement that the solutions ψ be square integrable. We show that this conflict can be resolved by considering an unusual function space whose definition involves the derivative ∇ ν of ν. This function space turns out to be dense subset of L2 and the equations can be solved in the L2-sense (as desired) by first solving an evolutionary system for ∇ ν and then transforming back to ψ.

The statistical theory of the fracture of fragile bodies. Part 2: The integral equation method

NASA Technical Reports Server (NTRS)

Kittl, P.

1984-01-01

It is demonstrated how with the aid of a bending test, the Weibull fracture risk function can be determined - without postulating its analytical form - by resolving an integral equation. The respective solutions for rectangular and circular section beams are given. In the first case the function is expressed as an algorithm and in the second, in the form of series. Taking into account that the cumulative fracture probability appearing in the solution to the integral equation must be continuous and monotonically increasing, any case of fabrication or selection of samples can be treated.

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

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-12-01

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

The Application of a Boundary Integral Equation Method to the Prediction of Ducted Fan Engine Noise

NASA Technical Reports Server (NTRS)

Dunn, M. H.; Tweed, J.; Farassat, F.

1999-01-01

The prediction of ducted fan engine noise using a boundary integral equation method (BIEM) is considered. Governing equations for the BIEM are based on linearized acoustics and describe the scattering of incident sound by a thin, finite-length cylindrical duct in the presence of a uniform axial inflow. A classical boundary value problem (BVP) is derived that includes an axisymmetric, locally reacting liner on the duct interior. Using potential theory, the BVP is recast as a system of hypersingular boundary integral equations with subsidiary conditions. We describe the integral equation derivation and solution procedure in detail. The development of the computationally efficient ducted fan noise prediction program TBIEM3D, which implements the BIEM, and its utility in conducting parametric noise reduction studies are discussed. Unlike prediction methods based on spinning mode eigenfunction expansions, the BIEM does not require the decomposition of the interior acoustic field into its radial and axial components which, for the liner case, avoids the solution of a difficult complex eigenvalue problem. Numerical spectral studies are presented to illustrate the nexus between the eigenfunction expansion representation and BIEM results. We demonstrate BIEM liner capability by examining radiation patterns for several cases of practical interest.

Yang-Baxter maps, discrete integrable equations and quantum groups

NASA Astrophysics Data System (ADS)

Bazhanov, Vladimir V.; Sergeev, Sergey M.

2018-01-01

For every quantized Lie algebra there exists a map from the tensor square of the algebra to itself, which by construction satisfies the set-theoretic Yang-Baxter equation. This map allows one to define an integrable discrete quantum evolution system on quadrilateral lattices, where local degrees of freedom (dynamical variables) take values in a tensor power of the quantized Lie algebra. The corresponding equations of motion admit the zero curvature representation. The commuting Integrals of Motion are defined in the standard way via the Quantum Inverse Problem Method, utilizing Baxter's famous commuting transfer matrix approach. All elements of the above construction have a meaningful quasi-classical limit. As a result one obtains an integrable discrete Hamiltonian evolution system, where the local equation of motion are determined by a classical Yang-Baxter map and the action functional is determined by the quasi-classical asymptotics of the universal R-matrix of the underlying quantum algebra. In this paper we present detailed considerations of the above scheme on the example of the algebra Uq (sl (2)) leading to discrete Liouville equations, however the approach is rather general and can be applied to any quantized Lie algebra.

A new method for true and spurious eigensolutions of arbitrary cavities using the combined Helmholtz exterior integral equation formulation method.

PubMed

Chen, I L; Chen, J T; Kuo, S R; Liang, M T

2001-03-01

Integral equation methods have been widely used to solve interior eigenproblems and exterior acoustic problems (radiation and scattering). It was recently found that the real-part boundary element method (BEM) for the interior problem results in spurious eigensolutions if the singular (UT) or the hypersingular (LM) equation is used alone. The real-part BEM results in spurious solutions for interior problems in a similar way that the singular integral equation (UT method) results in fictitious solutions for the exterior problem. To solve this problem, a Combined Helmholtz Exterior integral Equation Formulation method (CHEEF) is proposed. Based on the CHEEF method, the spurious solutions can be filtered out if additional constraints from the exterior points are chosen carefully. Finally, two examples for the eigensolutions of circular and rectangular cavities are considered. The optimum numbers and proper positions for selecting the points in the exterior domain are analytically studied. Also, numerical experiments were designed to verify the analytical results. It is worth pointing out that the nodal line of radiation mode of a circle can be rotated due to symmetry, while the nodal line of the rectangular is on a fixed position.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Separation of variables in the special diagonal Hamilton-Jacobi equation: Application to the dynamical problem of a particle constrained on a moving surface

NASA Technical Reports Server (NTRS)

Blanchard, D. L.; Chan, F. K.

1973-01-01

For a time-dependent, n-dimensional, special diagonal Hamilton-Jacobi equation a necessary and sufficient condition for the separation of variables to yield a complete integral of the form was established by specifying the admissible forms in terms of arbitrary functions. A complete integral was then expressed in terms of these arbitrary functions and also the n irreducible constants. As an application of the results obtained for the two-dimensional Hamilton-Jacobi equation, analysis was made for a comparatively wide class of dynamical problems involving a particle moving in Euclidean three-dimensional space under the action of external forces but constrained on a moving surface. All the possible cases in which this equation had a complete integral of the form were obtained and these are tubulated for reference.

Generalized recursive solutions to Ornstein-Zernike integral equations

NASA Astrophysics Data System (ADS)

Rossky, Peter J.; Dale, William D. T.

1980-09-01

Recursive procedures for the solution of a class of integral equations based on the Ornstein-Zernike equation are developed; the hypernetted chain and Percus-Yevick equations are two special cases of the class considered. It is shown that certain variants of the new procedures developed here are formally equivalent to those recently developed by Dale and Friedman, if the new recursive expressions are initialized in the same way as theirs. However, the computational solution of the new equations is significantly more efficient. Further, the present analysis leads to the identification of various graphical quantities arising in the earlier study with more familiar quantities related to pair correlation functions. The analysis is greatly facilitated by the use of several identities relating simple chain sums whose graphical elements can be written as a sum of two or more parts. In particular, the use of these identities permits renormalization of the equivalent series solution to the integral equation to be directly incorporated into the recursive solution in a straightforward manner. Formulas appropriate to renormalization with respect to long and short range parts of the pair potential, as well as more general components of the direct correlation function, are obtained. To further illustrate the utility of this approach, we show that a simple generalization of the hypernetted chain closure relation for the direct correlation function leads directly to the reference hypernetted chain (RHNC) equation due to Lado. The form of the correlation function used in the exponential approximation of Andersen and Chandler is then seen to be equivalent to the first estimate obtained from a renormalized RHNC equation.

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

Stochastic versions of stability equations are developed in order to develop integrated models of transition and turbulence and to understand the effects of uncertain initial conditions on disturbance growth. Stochastic forms of the resonant triad equations, a high Reynolds number asymptotic theory, and the parabolized stability equations are developed.

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Gauge-invariant flow equation

NASA Astrophysics Data System (ADS)

Wetterich, C.

2018-06-01

We propose a closed gauge-invariant functional flow equation for Yang-Mills theories and quantum gravity that only involves one macroscopic gauge field or metric. It is based on a projection on physical and gauge fluctuations. Deriving this equation from a functional integral we employ the freedom in the precise choice of the macroscopic field and the effective average action in order to realize a closed and simple form of the flow equation.

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

DTIC Science & Technology

2015-07-09

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

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

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.; Manafian, Jalil

2018-03-01

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

Multiple and exact soliton solutions of the perturbed Korteweg-de Vries equation of long surface waves in a convective fluid via Painlevé analysis, factorization, and simplest equation methods.

PubMed

Selima, Ehab S; Yao, Xiaohua; Wazwaz, Abdul-Majid

2017-06-01

In this research, the surface waves of a horizontal fluid layer open to air under gravity field and vertical temperature gradient effects are studied. The governing equations of this model are reformulated and converted to a nonlinear evolution equation, the perturbed Korteweg-de Vries (pKdV) equation. We investigate the latter equation, which includes dispersion, diffusion, and instability effects, in order to examine the evolution of long surface waves in a convective fluid. Dispersion relation of the pKdV equation and its properties are discussed. The Painlevé analysis is applied not only to check the integrability of the pKdV equation but also to establish the Bäcklund transformation form. In addition, traveling wave solutions and a general form of the multiple-soliton solutions of the pKdV equation are obtained via Bäcklund transformation, the simplest equation method using Bernoulli, Riccati, and Burgers' equations as simplest equations, and the factorization method.

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.

New exact solutions of the Tzitzéica-type equations in non-linear optics using the expa function method

NASA Astrophysics Data System (ADS)

Hosseini, K.; Ayati, Z.; Ansari, R.

2018-04-01

One specific class of non-linear evolution equations, known as the Tzitzéica-type equations, has received great attention from a group of researchers involved in non-linear science. In this article, new exact solutions of the Tzitzéica-type equations arising in non-linear optics, including the Tzitzéica, Dodd-Bullough-Mikhailov and Tzitzéica-Dodd-Bullough equations, are obtained using the expa function method. The integration technique actually suggests a useful and reliable method to extract new exact solutions of a wide range of non-linear evolution equations.

All Source Sensor Integration Using an Extended Kalman Filter

DTIC Science & Technology

2012-03-22

Abbreviations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix I. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 All...Positioning System . . . . . . . . . . . . . . . . . . 1 ASPN All Source Positioning Navigation . . . . . . . . . . . . . . 2 DARPA Defense Advanced...equations are developed for sensor preprocessed mea- 1 surements, and these navigation equations are not dependent upon the integrating filter. That is

Multi-Hamiltonian structure of Plebanski's second heavenly equation

NASA Astrophysics Data System (ADS)

Neyzi, F.; Nutku, Y.; Sheftel, M. B.

2005-09-01

We show that Plebanski's second heavenly equation, when written as a first-order nonlinear evolutionary system, admits multi-Hamiltonian structure. Therefore by Magri's theorem it is a completely integrable system. Thus it is an example of a completely integrable system in four dimensions.

Boundary regularized integral equation formulation of the Helmholtz equation in acoustics.

PubMed

Sun, Qiang; Klaseboer, Evert; Khoo, Boo-Cheong; Chan, Derek Y C

2015-01-01

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated with calculation of the pressure field owing to radiating bodies in acoustic wave problems. This method facilitates the use of higher order surface elements to represent boundaries, resulting in a significant reduction in the problem size with improved precision. Problems with extreme geometric aspect ratios can also be handled without diminished precision. When combined with the CHIEF method, uniqueness of the solution of the exterior acoustic problem is assured without the need to solve hypersingular integrals.

Boundary regularized integral equation formulation of the Helmholtz equation in acoustics

PubMed Central

Sun, Qiang; Klaseboer, Evert; Khoo, Boo-Cheong; Chan, Derek Y. C.

2015-01-01

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated with calculation of the pressure field owing to radiating bodies in acoustic wave problems. This method facilitates the use of higher order surface elements to represent boundaries, resulting in a significant reduction in the problem size with improved precision. Problems with extreme geometric aspect ratios can also be handled without diminished precision. When combined with the CHIEF method, uniqueness of the solution of the exterior acoustic problem is assured without the need to solve hypersingular integrals. PMID:26064591

A general integral form of the boundary-layer equation for incompressible flow with an application to the calculation of the separation point of turbulent boundary layers

NASA Technical Reports Server (NTRS)

Tetervin, Neal; Lin, Chia Chiao

1951-01-01

A general integral form of the boundary-layer equation, valid for either laminar or turbulent incompressible boundary-layer flow, is derived. By using the experimental finding that all velocity profiles of the turbulent boundary layer form essentially a single-parameter family, the general equation is changed to an equation for the space rate of change of the velocity-profile shape parameter. The lack of precise knowledge concerning the surface shear and the distribution of the shearing stress across turbulent boundary layers prevented the attainment of a reliable method for calculating the behavior of turbulent boundary layers.

Pdf - Transport equations for chemically reacting flows

NASA Technical Reports Server (NTRS)

Kollmann, W.

1989-01-01

The closure problem for the transport equations for pdf and the characteristic functions of turbulent, chemically reacting flows is addressed. The properties of the linear and closed equations for the characteristic functional for Eulerian and Lagrangian variables are established, and the closure problem for the finite-dimensional case is discussed for pdf and characteristic functions. It is shown that the closure for the scalar dissipation term in the pdf equation developed by Dopazo (1979) and Kollmann et al. (1982) results in a single integral, in contrast to the pdf, where double integration is required. Some recent results using pdf methods obtained for turbulent flows with combustion, including effects of chemical nonequilibrium, are discussed.

Aerodynamics Via Acoustics: Application of Acoustic Formulas for Aerodynamic Calculations

NASA Technical Reports Server (NTRS)

Farassat, F.; Myers, M. K.

1986-01-01

Prediction of aerodynamic loads on bodies in arbitrary motion is considered from an acoustic point of view, i.e., in a frame of reference fixed in the undisturbed medium. An inhomogeneous wave equation which governs the disturbance pressure is constructed and solved formally using generalized function theory. When the observer is located on the moving body surface there results a singular linear integral equation for surface pressure. Two different methods for obtaining such equations are discussed. Both steady and unsteady aerodynamic calculations are considered. Two examples are presented, the more important being an application to propeller aerodynamics. Of particular interest for numerical applications is the analytical behavior of the kernel functions in the various integral equations.

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

NASA Technical Reports Server (NTRS)

Mosher, M.

1984-01-01

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

General relaxation schemes in multigrid algorithms for higher order singularity methods

NASA Technical Reports Server (NTRS)

Oskam, B.; Fray, J. M. J.

1981-01-01

Relaxation schemes based on approximate and incomplete factorization technique (AF) are described. The AF schemes allow construction of a fast multigrid method for solving integral equations of the second and first kind. The smoothing factors for integral equations of the first kind, and comparison with similar results from the second kind of equations are a novel item. Application of the MD algorithm shows convergence to the level of truncation error of a second order accurate panel method.

Mathematics for Physics

NASA Astrophysics Data System (ADS)

Stone, Michael; Goldbart, Paul

2009-07-01

Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.

Theory of Soliton Waves.

DTIC Science & Technology

1984-11-01

equation of Kadomtsev and Petviashvili (1970): (ut + 6uu x + U )x = 3 a Uyy, 0 - ± 1. (12) This equation turns out to be integrable for a = ± 1. For...1982b: "Comments on Inverse Scattering for the Kadomtsev - Petviashvili equation ", in Math methods in Hydro. & Integrability in Dyn. Systems, A. I. P. Conf...358. . Joseph, R. I., 1977: J. Phys. A., vol 10, p L225-L227. Kadomtsev , B. B. and Petviashvili , V. I., 1970: Soy. Phys. Doklady, vol 15, pp 539-541

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

PubMed

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

2011-06-01

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

Integral Equation for the Equilibrium State of Colliding Electron Beams

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

Warnock, Robert L.

2002-11-11

We study a nonlinear integral equation for the equilibrium phase distribution of stored colliding electron beams. It is analogous to the Haissinski equation, being derived from Vlasov-Fokker-Planck theory, but is quite different in form. We prove existence of a unique solution, thus the existence of a unique equilibrium state, for sufficiently small current. This is done for the Chao-Ruth model of the beam-beam interaction in one degree of freedom. We expect no difficulty in generalizing the argument to more realistic models.

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.

Dynamical property analysis of fractionally damped van der pol oscillator and its application

NASA Astrophysics Data System (ADS)

Zhong, Qiuhui; Zhang, Chunrui

2012-01-01

In this paper, the fractionally damped van der pol equation was studied. Firstly, the fractionally damped van der pol equation was transformed into a set of integer order equations. Then the Lyapunov exponents diagram was given. Secondly, it was transformed into a set of fractional integral equations and solved by a predictor-corrector method. The time domain diagrams and phase trajectory were used to describe the dynamic behavior. Finally, the fractionally damped van der pol equation was used to detect a weak signal.

Transport equations for partially ionized reactive plasma in magnetic field

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

Zhdanov, V. M.; Stepanenko, A. A.

2016-06-08

Transport equations for partially ionized reactive plasma in magnetic field taking into account the internal degrees of freedom and electronic excitation of plasma particles are derived. As a starting point of analysis the kinetic equation with a binary collision operator written in the Wang-Chang and Uhlenbeck form and with a reactive collision integral allowing for arbitrary chemical reactions is used. The linearized variant of Grad’s moment method is applied to deduce the systems of moment equations for plasma and also full and reduced transport equations for plasma species nonequilibrium parameters.

Roy-Steiner equations for πN scattering

NASA Astrophysics Data System (ADS)

Ruiz de Elvira, J.; Ditsche, C.; Hoferichter, M.; Kubis, B.; Meißner, U.-G.

2014-06-01

In this talk, we present a coupled system of integral equations for the πN → πN (s-channel) and ππ → N̅N (t-channel) lowest partial waves, derived from Roy-Steiner equations for pion-nucleon scattering. After giving a brief overview of this system of equations, we present the solution of the t-channel sub-problem by means of Muskhelishvili-Omnès techniques, and solve the s-channel sub-problem after finding a set of phase shifts and subthreshold parameters which satisfy the Roy-Steiner equations.

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.

Sasa-Satsuma higher-order nonlinear Schrödinger equation and its bilinearization and multisoliton solutions.

PubMed

Gilson, C; Hietarinta, J; Nimmo, J; Ohta, Y

2003-07-01

Higher-order and multicomponent generalizations of the nonlinear Schrödinger equation are important in various applications, e.g., in optics. One of these equations, the integrable Sasa-Satsuma equation, has particularly interesting soliton solutions. Unfortunately, the construction of multisoliton solutions to this equation presents difficulties due to its complicated bilinearization. We discuss briefly some previous attempts and then give the correct bilinearization based on the interpretation of the Sasa-Satsuma equation as a reduction of the three-component Kadomtsev-Petviashvili hierarchy. In the process, we also get bilinearizations and multisoliton formulas for a two-component generalization of the Sasa-Satsuma equation (the Yajima-Oikawa-Tasgal-Potasek model), and for a (2+1)-dimensional generalization.

Duality Quantum Simulation of the Yang-Baxter Equation

NASA Astrophysics Data System (ADS)

Zheng, Chao; Wei, Shijie

2018-04-01

The Yang-Baxter equation has become a significant theoretical tool in a variety of areas of physics. It is desirable to investigate the quantum simulation of the Yang-Baxter equation itself, exploring the connections between quantum integrability and quantum information processing, in which the unity of both the Yang-Baxter equation system and its quantum entanglement should be kept as a whole. In this work, we propose a duality quantum simulation algorithm of the Yang-Baxter equation, which contains the Yang-Baxter system and an ancillary qubit. Contrasting to conventional methods in which the two hand sides of the equation are simulated separately, they are simulated simultaneously in this proposal. Consequently, it opens up a way to further investigate entanglements in a Yang-Baxter equation.

Duality Quantum Simulation of the Yang-Baxter Equation

NASA Astrophysics Data System (ADS)

Zheng, Chao; Wei, Shijie

2018-07-01

The Yang-Baxter equation has become a significant theoretical tool in a variety of areas of physics. It is desirable to investigate the quantum simulation of the Yang-Baxter equation itself, exploring the connections between quantum integrability and quantum information processing, in which the unity of both the Yang-Baxter equation system and its quantum entanglement should be kept as a whole. In this work, we propose a duality quantum simulation algorithm of the Yang-Baxter equation, which contains the Yang-Baxter system and an ancillary qubit. Contrasting to conventional methods in which the two hand sides of the equation are simulated separately, they are simulated simultaneously in this proposal. Consequently, it opens up a way to further investigate entanglements in a Yang-Baxter equation.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Liouvillian integrability of gravitating static isothermal fluid spheres

NASA Astrophysics Data System (ADS)

Iacono, Roberto; Llibre, Jaume

2014-10-01

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

The New Economic Equation. Executive Summary.

ERIC Educational Resources Information Center

Joshi, Pamela; Carre, Francoise; Place, Angela; Rayman, Paula

The New Economic Equation Project opened in May 1995 with a 3-day working conference for 50 national leaders. The equation was defined as follows: economic well-being = integration of work, family, and community. Conference participants identified key economic, work, and family concerns facing the United States today. Outreach activities in…

Biology As a Source for Algebra Equations: Insects

ERIC Educational Resources Information Center

Horak, Virginia M.

2005-01-01

The activity developed in an integrated high school course that was team-taught by both mathematics and science teachers examines linear equations developed from relationships in biology. These equations provide students with opportunities to see the way mathematics could be used to describe biological relationships, and then apply to solve…

The equations of motion of a secularly precessing elliptical orbit

NASA Astrophysics Data System (ADS)

Casotto, S.; Bardella, M.

2013-01-01

The equations of motion of a secularly precessing ellipse are developed using time as the independent variable. The equations are useful when integrating numerically the perturbations about a reference trajectory which is subject to secular perturbations in the node, the argument of pericentre and the mean motion. Usually this is done in connection with Encke's method to ensure minimal rectification frequency. Similar equations are already available in the literature, but they are either given based on the true anomaly as the independent variable or in mixed mode with respect to time through the use of a supporting equation to track the anomaly. The equations developed here form a complete and independent set of six equations in time. Reformulations both of Escobal's and Kyner and Bennett's equations are also provided which lead to a more concise form.

Equations of motion of slung load systems with results for dual lift

NASA Technical Reports Server (NTRS)

Cicolani, Luigi S.; Kanning, Gerd

1990-01-01

General simulation equations are derived for the rigid body motion of slung load systems. These systems are viewed as consisting of several rigid bodies connected by straight-line cables or links. The suspension can be assumed to be elastic or inelastic, both cases being of interest in simulation and control studies. Equations for the general system are obtained via D'Alembert's principle and the introduction of generalized velocity coordinates. Three forms are obtained. Two of these generalize previous case-specific results for single helicopter systems with elastic or inelastic suspensions. The third is a new formulation for inelastic suspensions. It is derived from the elastic suspension equations by choosing the generalized coordinates so as to separate motion due to cable stretching from motion with invariant cable lengths. The result is computationally more efficient than the conventional formulation, and is readily integrated with the elastic suspension formulation and readily applied to the complex dual lift and multilift systems. Equations are derived for dual lift systems. Three proposed suspension arrangements can be integrated in a single equation set. The equations are given in terms of the natural vectors and matrices of three-dimensional rigid body mechanics and are tractable for both analysis and programming.

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.

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.

A fast and well-conditioned spectral method for singular integral equations

NASA Astrophysics Data System (ADS)

Slevinsky, Richard Mikael; Olver, Sheehan

2017-03-01

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in O (m2 n) operations using an adaptive QR factorization, where m is the bandwidth and n is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to O (mn) operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The JULIA software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface.

A novel approach to solve nonlinear Fredholm integral equations of the second kind.

PubMed

Li, Hu; Huang, Jin

2016-01-01

In this paper, we present a novel approach to solve nonlinear Fredholm integral equations of the second kind. This algorithm is constructed by the integral mean value theorem and Newton iteration. Convergence and error analysis of the numerical solutions are given. Moreover, Numerical examples show the algorithm is very effective and simple.

A Note on ;New Hierarchies of Integrable Lattice Equations and Associated Properties: Darboux Transformation Conservation Laws and Integrable Coupling; [Rep. Math. Phys. 67 (2011), 259

NASA Astrophysics Data System (ADS)

Xu, Xi-Xiang

2016-12-01

We prove that two new hierarchies of integrable lattice equations in [Rep. Math. Phys.67 (2011), 259] can be respectively changed into the famous relativistic Toda lattice hierarchies in the polynomial and the rational forms by means of a simple transformation.

On the extraction of pressure fields from PIV velocity measurements in turbines

NASA Astrophysics Data System (ADS)

Villegas, Arturo; Diez, Fancisco J.

2012-11-01

In this study, the pressure field for a water turbine is derived from particle image velocimetry (PIV) measurements. Measurements are performed in a recirculating water channel facility. The PIV measurements include calculating the tangential and axial forces applied to the turbine by solving the integral momentum equation around the airfoil. The results are compared with the forces obtained from the Blade Element Momentum theory (BEMT). Forces are calculated by using three different methods. In the first method, the pressure fields are obtained from PIV velocity fields by solving the Poisson equation. The boundary conditions are obtained from the Navier-Stokes momentum equations. In the second method, the pressure at the boundaries is determined by spatial integration of the pressure gradients along the boundaries. In the third method, applicable only to incompressible, inviscid, irrotational, and steady flow, the pressure is calculated using the Bernoulli equation. This approximated pressure is known to be accurate far from the airfoil and outside of the wake for steady flows. Additionally, the pressure is used to solve for the force from the integral momentum equation on the blade. From the three methods proposed to solve for pressure and forces from PIV measurements, the first one, which is solved by using the Poisson equation, provides the best match to the BEM theory calculations.

Opening of an interface flaw in a layered elastic half-plane under compressive loading

NASA Technical Reports Server (NTRS)

Kennedy, J. M.; Fichter, W. B.; Goree, J. G.

1984-01-01

A static analysis is given of the problem of an elastic layer perfectly bonded, except for a frictionless interface crack, to a dissimilar elastic half-plane. The free surface of the layer is loaded by a finite pressure distribution directly over the crack. The problem is formulated using the two dimensional linear elasticity equations. Using Fourier transforms, the governing equations are converted to a pair of coupled singular integral equations. The integral equations are reduced to a set of simultaneous algebraic equations by expanding the unknown functions in a series of Jacobi polynomials and then evaluating the singular Cauchy-type integrals. The resulting equations are found to be ill-conditioned and, consequently, are solved in the least-squares sense. Results from the analysis show that, under a normal pressure distribution on the free surface of the layer and depending on the combination of geometric and material parameters, the ends of the crack can open. The resulting stresses at the crack-tips are singular, implying that crack growth is possible. The extent of the opening and the crack-top stress intensity factors depend on the width of the pressure distribution zone, the layer thickness, and the relative material properties of the layer and half-plane.

On the solubility of certain classes of non-linear integral equations in p-adic string theory

NASA Astrophysics Data System (ADS)

Khachatryan, Kh. A.

2018-04-01

We study classes of non-linear integral equations that have immediate application to p-adic mathematical physics and to cosmology. We prove existence and uniqueness theorems for non-trivial solutions in the space of bounded functions.

Addendum to "Free energies from integral equation theories: enforcing path independence".

PubMed

Kast, Stefan M

2006-01-01

The variational formalism developed for the analysis of the path dependence of free energies from integral equation theories [S. M. Kast, Phys. Rev. E 67, 041203 (2003)] is extended in order to allow for the three-dimensional treatment of arbitrarily shaped solutes.

Numerical analysis of composite STEEL-CONCRETE SECTIONS using integral equation of Volterra

NASA Astrophysics Data System (ADS)

Partov, Doncho; Kantchev, Vesselin

2011-09-01

The paper presents analysis of the stress and deflections changes due to creep in statically determinate composite steel-concrete beam. The mathematical model involves the equation of equilibrium, compatibility and constitutive relationship, i.e. an elastic law for the steel part and an integral-type creep law of Boltzmann — Volterra for the concrete part. On the basis of the theory of the viscoelastic body of Arutyunian-Trost-Bažant for determining the redistribution of stresses in beam section between concrete plate and steel beam with respect to time "t", two independent Volterra integral equations of the second kind have been derived. Numerical method based on linear approximation of the singular kernal function in the integral equation is presented. Example with the model proposed is investigated. The creep functions is suggested by the model CEB MC90-99 and the "ACI 209R-92 model. The elastic modulus of concrete E c (t) is assumed to be constant in time `t'. The obtained results from the both models are compared.

Asymptotics of a Class of Solutions to the Cylindrical Toda Equations

NASA Astrophysics Data System (ADS)

Tracy, Craig A.; Widom, Harold

The small t asymptotics of a class of solutions to the 2D cylindrical Toda equations is computed. The solutions, , have the representation where Kk$ are integral operators. This class includes the n-periodic cylindrical Toda equations. For n=2 our results reduce to the previously computed asymptotics of the 2D radial sinh-Gordon equation and for n=3 (and with an additional symmetry constraint) they reduce to earlier results for the radial Bullough-Dodd equation. Both of these special cases are examples of Painlevé III and have arisen in various applications. The asymptotics of are derived by computing the small t asymptotics where explicit formulas are given for the quantities ak and bk. The method consists of showing that the resolvent operator of Kk has an approximation in terms of resolvents of certain Wiener-Hopf operators, for which there are explicit integral formulas.

f(R)-gravity from Killing tensors

NASA Astrophysics Data System (ADS)

Paliathanasis, Andronikos

2016-04-01

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

Analysis of eccentric annular incompressible seals. II - Effects of eccentricity on rotordynamic coefficients

NASA Technical Reports Server (NTRS)

Nelson, C. C.; Nguyen, D. T.

1987-01-01

A new analysis procedure has been presented which solves for the flow variables of an annular pressure seal in which the rotor has a large static displacement (eccentricity) from the centered position. The present paper incorporates the solutions to investigate the effect of eccentricity on the rotordynamic coefficients. The analysis begins with a set of governing equations based on a turbulent bulk-flow model and Moody's friction factor equation. Perturbations of the flow variables yields a set of zeroth- and first-order equations. After integration of the zeroth-order equations, the resulting zeroth-order flow variables are used as input in the solution of the first-order equations. Further integration of the first order pressures yields the eccentric rotordynamic coefficients. The results from this procedure compare well with available experimental and theoretical data, with accuracy just as good or slightly better than the predictions based on a finite-element model.

A Computer Program for the Computation of Running Gear Temperatures Using Green's Function

NASA Technical Reports Server (NTRS)

Koshigoe, S.; Murdock, J. W.; Akin, L. S.; Townsend, D. P.

1996-01-01

A new technique has been developed to study two dimensional heat transfer problems in gears. This technique consists of transforming the heat equation into a line integral equation with the use of Green's theorem. The equation is then expressed in terms of eigenfunctions that satisfy the Helmholtz equation, and their corresponding eigenvalues for an arbitrarily shaped region of interest. The eigenfunction are obtalned by solving an intergral equation. Once the eigenfunctions are found, the temperature is expanded in terms of the eigenfunctions with unknown time dependent coefficients that can be solved by using Runge Kutta methods. The time integration is extremely efficient. Therefore, any changes in the time dependent coefficients or source terms in the boundary conditions do not impose a great computational burden on the user. The method is demonstrated by applying it to a sample gear tooth. Temperature histories at representative surface locatons are given.

Analysis of Three-Dimensional, Nonlinear Development of Wave-Like Structure in a Compressible Round Jet

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Mankbadi, Reda R.

2002-01-01

An analysis of the nonlinear development of the large-scale structures or instability waves in compressible round jets was conducted using the integral energy method. The equations of motion were decomposed into two sets of equations; one set governing the mean flow motion and the other set governing the large-scale structure motion. The equations in each set were then combined to derive kinetic energy equations that were integrated in the radial direction across the jet after the boundary-layer approximations were applied. Following the application of further assumptions regarding the radial shape of the mean flow and the large structures, equations were derived that govern the nonlinear, streamwise development of the large structures. Using numerically generated mean flows, calculations show the energy exchanges and the effects of the initial amplitude on the coherent structure development in the jet.

Multiscale solvers and systematic upscaling in computational physics

NASA Astrophysics Data System (ADS)

Brandt, A.

2005-07-01

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

The evolution of methods for noise prediction of high speed rotors and propellers in the time domain

NASA Technical Reports Server (NTRS)

Farassat, F.

1986-01-01

Linear wave equation models which have been used over the years at NASA Langley for describing noise emissions from high speed rotating blades are summarized. The noise sources are assumed to lie on a moving surface, and analysis of the situation has been based on the Ffowcs Williams-Hawkings (FW-H) equation. Although the equation accounts for two surface and one volume source, the NASA analyses have considered only the surface terms. Several variations on the FW-H model are delineated for various types of applications, noting the computational benefits of removing the frequency dependence of the calculations. Formulations are also provided for compact and noncompact sources, and features of Long's subsonic integral equation and Farassat's high speed integral equation are discussed. The selection of subsonic or high speed models is dependent on the Mach number of the blade surface where the source is located.

A new treatment of nonlocality in scattering process

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

PubMed

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

2015-07-01

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

Boundary transfer matrices and boundary quantum KZ equations

NASA Astrophysics Data System (ADS)

Vlaar, Bart

2015-07-01

A simple relation between inhomogeneous transfer matrices and boundary quantum Knizhnik-Zamolodchikov (KZ) equations is exhibited for quantum integrable systems with reflecting boundary conditions, analogous to an observation by Gaudin for periodic systems. Thus, the boundary quantum KZ equations receive a new motivation. We also derive the commutativity of Sklyanin's boundary transfer matrices by merely imposing appropriate reflection equations, in particular without using the conditions of crossing symmetry and unitarity of the R-matrix.

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.

Investigation of viscous/inviscid interaction in transonic flow over airfoils with suction

NASA Technical Reports Server (NTRS)

Vemuru, C. S.; Tiwari, S. N.

1988-01-01

The viscous/inviscid interaction over transonic airfoils with and without suction is studied. The streamline angle at the edge of the boundary layer is used to couple the viscous and inviscid flows. The potential flow equations are solved for the inviscid flow field. In the shock region, the Euler equations are solved using the method of integral relations. For this, the potential flow solution is used as the initial and boundary conditions. An integral method is used to solve the laminar boundary-layer equations. Since both methods are integral methods, a continuous interaction is allowed between the outer inviscid flow region and the inner viscous flow region. To avoid the Goldstein singularity near the separation point the laminar boundary-layer equations are derived in an inverse form to obtain solution for the flows with small separations. The displacement thickness distribution is specified instead of the usual pressure distribution to solve the boundry-layer equations. The Euler equations are solved for the inviscid flow using the finite volume technique and the coupling is achieved by a surface transpiration model. A method is developed to apply a minimum amount of suction that is required to have an attached flow on the airfoil. The turbulent boundary layer equations are derived using the bi-logarithmic wall law for mass transfer. The results are found to be in good agreement with available experimental data and with the results of other computational methods.

Multiexponential models of (1+1)-dimensional dilaton gravity and Toda-Liouville integrable models

NASA Astrophysics Data System (ADS)

de Alfaro, V.; Filippov, A. T.

2010-01-01

We study general properties of a class of two-dimensional dilaton gravity (DG) theories with potentials containing several exponential terms. We isolate and thoroughly study a subclass of such theories in which the equations of motion reduce to Toda and Liouville equations. We show that the equation parameters must satisfy a certain constraint, which we find and solve for the most general multiexponential model. It follows from the constraint that integrable Toda equations in DG theories generally cannot appear without accompanying Liouville equations. The most difficult problem in the two-dimensional Toda-Liouville (TL) DG is to solve the energy and momentum constraints. We discuss this problem using the simplest examples and identify the main obstacles to solving it analytically. We then consider a subclass of integrable two-dimensional theories where scalar matter fields satisfy the Toda equations and the two-dimensional metric is trivial. We consider the simplest case in some detail. In this example, we show how to obtain the general solution. We also show how to simply derive wavelike solutions of general TL systems. In the DG theory, these solutions describe nonlinear waves coupled to gravity and also static states and cosmologies. For static states and cosmologies, we propose and study a more general one-dimensional TL model typically emerging in one-dimensional reductions of higher-dimensional gravity and supergravity theories. We especially attend to making the analytic structure of the solutions of the Toda equations as simple and transparent as possible.

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.

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

NASA Astrophysics Data System (ADS)

Fuchssteiner, Benno; Carillo, Sandra

1989-01-01

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

Numerical solutions of Navier-Stokes equations for a Butler wing

NASA Technical Reports Server (NTRS)

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

1985-01-01

The flow field is simulated on the surface of a given delta wing (Butler wing) at zero incident in a uniform stream. The simulation is done by integrating a set of flow field equations. This set of equations governs the unsteady, viscous, compressible, heat conducting flow of an ideal gas. The equations are written in curvilinear coordinates so that the wing surface is represented accurately. These equations are solved by the finite difference method, and results obtained for high-speed freestream conditions are compared with theoretical and experimental results. In this study, the Navier-Stokes equations are solved numerically. These equations are unsteady, compressible, viscous, and three-dimensional without neglecting any terms. The time dependency of the governing equations allows the solution to progress naturally for an arbitrary initial initial guess to an asymptotic steady state, if one exists. The equations are transformed from physical coordinates to the computational coordinates, allowing the solution of the governing equations in a rectangular parallel-piped domain. The equations are solved by the MacCormack time-split technique which is vectorized and programmed to run on the CDC VPS 32 computer.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Open groups of constraints. Integrating arbitrary involutions

NASA Astrophysics Data System (ADS)

Batalin, Igor; Marnelius, Robert

1998-11-01

A new type of quantum master equation is presented which is expressed in terms of a recently introduced quantum antibracket. The equation involves only two operators: an extended nilpotent BFV-BRST charge and an extended ghost charge. It is proposed to determine the generalized quantum Maurer-Cartan equations for arbitrary open groups. These groups are the integration of constraints in arbitrary involutions. The only condition for this is that the constraint operators may be embedded in an odd nilpotent operator, the BFV-BRST charge. The proposal is verified at the quasigroup level. The integration formulas are also used to construct a generating operator for quantum antibrackets of operators in arbitrary involutions.

Pseudodynamic systems approach based on a quadratic approximation of update equations for diffuse optical tomography.

PubMed

Biswas, Samir Kumar; Kanhirodan, Rajan; Vasu, Ram Mohan; Roy, Debasish

2011-08-01

We explore a pseudodynamic form of the quadratic parameter update equation for diffuse optical tomographic reconstruction from noisy data. A few explicit and implicit strategies for obtaining the parameter updates via a semianalytical integration of the pseudodynamic equations are proposed. Despite the ill-posedness of the inverse problem associated with diffuse optical tomography, adoption of the quadratic update scheme combined with the pseudotime integration appears not only to yield higher convergence, but also a muted sensitivity to the regularization parameters, which include the pseudotime step size for integration. These observations are validated through reconstructions with both numerically generated and experimentally acquired data.

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.

A numerical scheme to solve unstable boundary value problems

NASA Technical Reports Server (NTRS)

Kalnay Derivas, E.

1975-01-01

A new iterative scheme for solving boundary value problems is presented. It consists of the introduction of an artificial time dependence into a modified version of the system of equations. Then explicit forward integrations in time are followed by explicit integrations backwards in time. The method converges under much more general conditions than schemes based in forward time integrations (false transient schemes). In particular it can attain a steady state solution of an elliptical system of equations even if the solution is unstable, in which case other iterative schemes fail to converge. The simplicity of its use makes it attractive for solving large systems of nonlinear equations.

Integrable discretisations for a class of nonlinear Schrödinger equations on Grassmann algebras

NASA Astrophysics Data System (ADS)

Grahovski, Georgi G.; Mikhailov, Alexander V.

2013-12-01

Integrable discretisations for a class of coupled (super) nonlinear Schrödinger (NLS) type of equations are presented. The class corresponds to a Lax operator with entries in a Grassmann algebra. Elementary Darboux transformations are constructed. As a result, Grassmann generalisations of the Toda lattice and the NLS dressing chain are obtained. The compatibility (Bianchi commutativity) of these Darboux transformations leads to integrable Grassmann generalisations of the difference Toda and NLS equations. The resulting systems will have discrete Lax representations provided by the set of two consistent elementary Darboux transformations. For the two discrete systems obtained, initial value and initial-boundary problems are formulated.

Computation of Sound Propagation by Boundary Element Method

NASA Technical Reports Server (NTRS)

Guo, Yueping

2005-01-01

This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.

Iterative discrete ordinates solution of the equation for surface-reflected radiance

NASA Astrophysics Data System (ADS)

Radkevich, Alexander

2017-11-01

This paper presents a new method of numerical solution of the integral equation for the radiance reflected from an anisotropic surface. The equation relates the radiance at the surface level with BRDF and solutions of the standard radiative transfer problems for a slab with no reflection on its surfaces. It is also shown that the kernel of the equation satisfies the condition of the existence of a unique solution and the convergence of the successive approximations to that solution. The developed method features two basic steps: discretization on a 2D quadrature, and solving the resulting system of algebraic equations with successive over-relaxation method based on the Gauss-Seidel iterative process. Presented numerical examples show good coincidence between the surface-reflected radiance obtained with DISORT and the proposed method. Analysis of contributions of the direct and diffuse (but not yet reflected) parts of the downward radiance to the total solution is performed. Together, they represent a very good initial guess for the iterative process. This fact ensures fast convergence. The numerical evidence is given that the fastest convergence occurs with the relaxation parameter of 1 (no relaxation). An integral equation for BRDF is derived as inversion of the original equation. The potential of this new equation for BRDF retrievals is analyzed. The approach is found not viable as the BRDF equation appears to be an ill-posed problem, and it requires knowledge the surface-reflected radiance on the entire domain of both Sun and viewing zenith angles.

AN INTEGRAL EQUATION REPRESENTATION OF WIDE-BAND ELECTROMAGNETIC SCATTERING BY THIN SHEETS

EPA Science Inventory

An efficient, accurate numerical modeling scheme has been developed, based on the integral equation solution to compute electromagnetic (EM) responses of thin sheets over a wide frequency band. The thin-sheet approach is useful for simulating the EM response of a fracture system ...

On the complete and partial integrability of non-Hamiltonian systems

NASA Astrophysics Data System (ADS)

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

1984-11-01

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

An alternative explicit model expression equivalent to the integrated michaelis-menten equation and its application to nonlinear saturation pharmacokinetics.

PubMed

Goličnik, Marko

2011-06-01

Many pharmacodynamic processes can be described by the nonlinear saturation kinetics that are most frequently based on the hyperbolic Michaelis-Menten equation. Thus, various time-dependent solutions for drugs obeying such kinetics can be expressed in terms of the Lambert W(x)-omega function. However, unfortunately, computer programs that can perform the calculations for W(x) are not widely available. To avoid this problem, the replacement of the integrated Michaelis-Menten equation with an empiric integrated 1--exp alternative model equation was proposed recently by Keller et al. (Ther Drug Monit. 2009;31:783-785), although, as shown here, it was not necessary. Simulated concentrations of model drugs obeying Michaelis-Menten elimination kinetics were generated by two approaches: 1) calculation of time-course data based on an approximation equation W2*(x) performed using Microsoft Excel; and 2) calculation of reference time-course data based on an exact W(x) function built in to the Wolfram Mathematica. I show here that the W2*(x) function approximates the actual W(x) accurately. W2*(x) is expressed in terms of elementary mathematical functions and, consequently, it can be easily implemented using any of the widely available software. Hence, with the example of a hypothetical drug, I demonstrate here that an equation based on this approximation is far better, because it is nearly equivalent to the original solution, whereas the same characteristics cannot be fully confirmed for the 1--exp model equation. The W2*(x) equation proposed here might have an important role as a useful shortcut in optional software to estimate kinetic parameters from experimental data for drugs, and it might represent an easy and universal analytical tool for simulating and designing dosing regimens.

What is integrability of discrete variational systems?

PubMed

Boll, Raphael; Petrera, Matteo; Suris, Yuri B

2014-02-08

We propose a notion of a pluri-Lagrangian problem, which should be understood as an analogue of multi-dimensional consistency for variational systems. This is a development along the line of research of discrete integrable Lagrangian systems initiated in 2009 by Lobb and Nijhoff, however, having its more remote roots in the theory of pluriharmonic functions, in the Z -invariant models of statistical mechanics and their quasiclassical limit, as well as in the theory of variational symmetries going back to Noether. A d -dimensional pluri-Lagrangian problem can be described as follows: given a d -form [Formula: see text] on an m -dimensional space (called multi-time, m > d ), whose coefficients depend on a sought-after function x of m independent variables (called field), find those fields x which deliver critical points to the action functionals [Formula: see text] for any d -dimensional manifold Σ in the multi-time. We derive the main building blocks of the multi-time Euler-Lagrange equations for a discrete pluri-Lagrangian problem with d =2, the so-called corner equations, and discuss the notion of consistency of the system of corner equations. We analyse the system of corner equations for a special class of three-point two-forms, corresponding to integrable quad-equations of the ABS list. This allows us to close a conceptual gap of the work by Lobb and Nijhoff by showing that the corresponding two-forms are closed not only on solutions of (non-variational) quad-equations, but also on general solutions of the corresponding corner equations. We also find an example of a pluri-Lagrangian system not coming from a multi-dimensionally consistent system of quad-equations.

What is integrability of discrete variational systems?

PubMed Central

Boll, Raphael; Petrera, Matteo; Suris, Yuri B.

2014-01-01

We propose a notion of a pluri-Lagrangian problem, which should be understood as an analogue of multi-dimensional consistency for variational systems. This is a development along the line of research of discrete integrable Lagrangian systems initiated in 2009 by Lobb and Nijhoff, however, having its more remote roots in the theory of pluriharmonic functions, in the Z-invariant models of statistical mechanics and their quasiclassical limit, as well as in the theory of variational symmetries going back to Noether. A d-dimensional pluri-Lagrangian problem can be described as follows: given a d-form on an m-dimensional space (called multi-time, m>d), whose coefficients depend on a sought-after function x of m independent variables (called field), find those fields x which deliver critical points to the action functionals for any d-dimensional manifold Σ in the multi-time. We derive the main building blocks of the multi-time Euler–Lagrange equations for a discrete pluri-Lagrangian problem with d=2, the so-called corner equations, and discuss the notion of consistency of the system of corner equations. We analyse the system of corner equations for a special class of three-point two-forms, corresponding to integrable quad-equations of the ABS list. This allows us to close a conceptual gap of the work by Lobb and Nijhoff by showing that the corresponding two-forms are closed not only on solutions of (non-variational) quad-equations, but also on general solutions of the corresponding corner equations. We also find an example of a pluri-Lagrangian system not coming from a multi-dimensionally consistent system of quad-equations. PMID:24511254

Scale-dependent behavior of scale equations.

PubMed

Kim, Pilwon

2009-09-01

We propose a new mathematical framework to formulate scale structures of general systems. Stack equations characterize a system in terms of accumulative scales. Their behavior at each scale level is determined independently without referring to other levels. Most standard geometries in mathematics can be reformulated in such stack equations. By involving interaction between scales, we generalize stack equations into scale equations. Scale equations are capable to accommodate various behaviors at different scale levels into one integrated solution. On contrary to standard geometries, such solutions often reveal eccentric scale-dependent figures, providing a clue to understand multiscale nature of the real world. Especially, it is suggested that the Gaussian noise stems from nonlinear scale interactions.

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

NASA Astrophysics Data System (ADS)

Adler, V. E.

2018-04-01

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

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

NASA Technical Reports Server (NTRS)

Pawloski, Janice S.

2001-01-01

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

Numerical Simulations of Self-Focused Pulses Using the Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1994-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations. Abstract of a proposed paper for presentation at the meeting NONLINEAR OPTICS: Materials, Fundamentals, and Applications, Hyatt Regency Waikaloa, Waikaloa, Hawaii, July 24-29, 1994, Cosponsored by IEEE/Lasers and Electro-Optics Society and Optical Society of America

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

NASA Technical Reports Server (NTRS)

Dasilva, C.

1982-01-01

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

From Nothing to Something II: Nonlinear Systems via Consistent Correlated Bang

NASA Astrophysics Data System (ADS)

Lou, Sen-Yue

2017-06-01

Chinese ancient sage Laozi said everything comes from \\emph{\\bf \\em "nothing"}. \\rm In the first letter (Chin. Phys. Lett. 30 (2013) 080202), infinitely many discrete integrable systems have been obtained from "nothing" via simple principles (Dao). In this second letter, a new idea, the consistent correlated bang, is introduced to obtain nonlinear dynamic systems including some integrable ones such as the continuous nonlinear Schr\\"odinger equation (NLS), the (potential) Korteweg de Vries (KdV) equation, the (potential) Kadomtsev-Petviashvili (KP) equation and the sine-Gordon (sG) equation. These nonlinear systems are derived from nothing via suitable "Dao", the shifted parity, the charge conjugate, the delayed time reversal, the shifted exchange, the shifted-parity-rotation and so on.

High-precision numerical integration of equations in dynamics

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Optical solitons and modulation instability analysis of an integrable model of (2+1)-Dimensional Heisenberg ferromagnetic spin chain equation

NASA Astrophysics Data System (ADS)

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

2017-12-01

This paper addresses the nonlinear Schrödinger type equation (NLSE) in (2+1)-dimensions which describes the nonlinear spin dynamics of Heisenberg ferromagnetic spin chains (HFSC) with anisotropic and bilinear interactions in the semiclassical limit. Two integration schemes are employed to study the equation. These are the complex envelope function ansatz and the generalized tanh methods. Dark, dark-bright or combined optical and singular soliton solutions of the equation are derived. Furthermore, the modulational instability (MI) is studied based on the standard linear-stability analysis and the MI gain is got. Numerical simulation of the obtained results are analyzed with interesting figures showing the physical meaning of the solutions.

On the self-similar solution to the Euler equations for an incompressible fluid in three dimensions

NASA Astrophysics Data System (ADS)

Pomeau, Yves

2018-03-01

The equations for a self-similar solution to an inviscid incompressible fluid are mapped into an integral equation that hopefully can be solved by iteration. It is argued that the exponents of the similarity are ruled by Kelvin's theorem of conservation of circulation. The end result is an iteration with a nonlinear term entering a kernel given by a 3D integral for a swirling flow, likely within reach of present-day computational power. Because of the slow decay of the similarity solution at large distances, its kinetic energy diverges, and some mathematical results excluding non-trivial solutions of the Euler equations in the self-similar case do not apply. xml:lang="fr"

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.

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

NASA Astrophysics Data System (ADS)

Manafian, Jalil; Foroutan, Mohammadreza; Guzali, Aref

2017-11-01

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

Heat Stress Equation Development and Usage for Dryden Flight Research Center (DFRC)

NASA Technical Reports Server (NTRS)

Houtas, Franzeska; Teets, Edward H., Jr.

2012-01-01

Heat Stress Indices are equations that integrate some or all variables (e.g. temperature, relative humidity, wind speed), directly or indirectly, to produce a number for thermal stress on humans for a particular environment. There are a large number of equations that have been developed which range from simple equations that may ignore basic factors (e.g. wind effects on thermal loading, fixed contribution from solar heating) to complex equations that attempt to incorporate all variables. Each equation is evaluated for a particular use, as well as considering the ease of use and reliability of the results. The meteorology group at the Dryden Flight Research Center has utilized and enhanced the American College of Sports Medicine equation to represent the specific environment of the Mojave Desert. The Dryden WBGT Heat Stress equation has been vetted and implemented as an automated notification to the entire facility for the safety of all personnel and visitors.

Asian International Students at an Australian University: Mapping the Paths between Integrative Motivation, Competence in L2 Communication, Cross-Cultural Adaptation and Persistence with Structural Equation Modelling

ERIC Educational Resources Information Center

Yu, Baohua

2013-01-01

This study examined the interrelationships of integrative motivation, competence in second language (L2) communication, sociocultural adaptation, academic adaptation and persistence of international students at an Australian university. Structural equation modelling demonstrated that the integrative motivation of international students has a…

Development of volume equations using data obtained by upper stem dendrometry with Monte Carlo integration: preliminary results for eastern redcedar

Treesearch

Thomas B. Lynch; Rodney E. Will; Rider Reynolds

2013-01-01

Preliminary results are given for development of an eastern redcedar (Juniperus virginiana) cubic-volume equation based on measurements of redcedar sample tree stem volume using dendrometry with Monte Carlo integration. Monte Carlo integration techniques can be used to provide unbiased estimates of stem cubic-foot volume based on upper stem diameter...

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

NASA Astrophysics Data System (ADS)

Ferapontov, E. V.; Nutku, Y.

1994-12-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

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

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

PubMed Central

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

2015-01-01

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

Inverse scattering transform for the KPI equation on the background of a one-line soliton*Inverse scattering transform for the KPI equation on the background of a one-line soliton

NASA Astrophysics Data System (ADS)

Fokas, A. S.; Pogrebkov, A. K.

2003-03-01

We study the initial value problem of the Kadomtsev-Petviashvili I (KPI) equation with initial data u(x1,x2,0) = u1(x1)+u2(x1,x2), where u1(x1) is the one-soliton solution of the Korteweg-de Vries equation evaluated at zero time and u2(x1,x2) decays sufficiently rapidly on the (x1,x2)-plane. This involves the analysis of the nonstationary Schrödinger equation (with time replaced by x2) with potential u(x1,x2,0). We introduce an appropriate sectionally analytic eigenfunction in the complex k-plane where k is the spectral parameter. This eigenfunction has the novelty that in addition to the usual jump across the real k-axis, it also has a jump across a segment of the imaginary k-axis. We show that this eigenfunction can be reconstructed through a linear integral equation uniquely defined in terms of appropriate scattering data. In turn, these scattering data are uniquely constructed in terms of u1(x1) and u2(x1,x2). This result implies that the solution of the KPI equation can be obtained through the above linear integral equation where the scattering data have a simple t-dependence.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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.

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

Manjunath, Naren; Samajdar, Rhine; Jain, Sudhir R., E-mail: srjain@barc.gov.in

Recently, the nodal domain counts of planar, integrable billiards with Dirichlet boundary conditions were shown to satisfy certain difference equations in Samajdar and Jain (2014). The exact solutions of these equations give the number of domains explicitly. For complete generality, we demonstrate this novel formulation for three additional separable systems and thus extend the statement to all integrable billiards.

UXO Discrimination in Cases with Overlapping Signatures

DTIC Science & Technology

2007-03-07

13. APPENDIX B: HFE -BIEM ..........................................................................................................290 - 7...First principals numerical solutions developed were a Hybrid Finite Element – Boundary Integral Equation Method ( HFE -BIEM) body of revolution (BOR...attacks, namely the Method of Auxiliary Sources (MAS) and the Hybrid Finite Element – Boundary Integral Equation Method ( HFE -BIEM). These work

Hagedorn Temperature of AdS5/CFT4 via Integrability

NASA Astrophysics Data System (ADS)

Harmark, Troels; Wilhelm, Matthias

2018-02-01

We establish a framework for calculating the Hagedorn temperature of AdS5/CFT4 via integrability. Concretely, we derive the thermodynamic Bethe ansatz equations that yield the Hagedorn temperature of planar N =4 super Yang-Mills theory at any value of the 't Hooft coupling. We solve these equations perturbatively at weak coupling via the associated Y system, confirming the known results at tree level and one-loop order as well as deriving the previously unknown two-loop Hagedorn temperature. Finally, we comment on solving the equations at finite coupling.

Bilinear, trilinear forms, and exact solution of certain fourth order integrable difference equations

NASA Astrophysics Data System (ADS)

Sahadevan, R.; Rajakumar, S.

2008-03-01

A systematic investigation of finding bilinear or trilinear representations of fourth order autonomous ordinary difference equation, x(n +4)=F(x(n),x(n+1),x(n+2),x(n+3)) or xn +4=F(xn,xn +1,xn +2,xn +3), is made. As an illustration, we consider fourth order symplectic integrable difference equations reported by [Capel and Sahadevan, Physica A 289, 86 (2001)] and derived their bilinear or trilinear forms. Also, it is shown that the obtained bilinear representations admit exact solution of rational form.

On the solution of integral equations with a generalized Cauchy kernel

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1987-01-01

A numerical technique is developed analytically to solve a class of singular integral equations occurring in mixed boundary-value problems for nonhomogeneous elastic media with discontinuities. The approach of Kaya and Erdogan (1987) is extended to treat equations with generalized Cauchy kernels, reformulating the boundary-value problems in terms of potentials as the unknown functions. The numerical implementation of the solution is discussed, and results for an epoxy-Al plate with a crack terminating at the interface and loading normal to the crack are presented in tables.

Singularity Preserving Numerical Methods for Boundary Integral Equations

NASA Technical Reports Server (NTRS)

Kaneko, Hideaki (Principal Investigator)

1996-01-01

In the past twelve months (May 8, 1995 - May 8, 1996), under the cooperative agreement with Division of Multidisciplinary Optimization at NASA Langley, we have accomplished the following five projects: a note on the finite element method with singular basis functions; numerical quadrature for weakly singular integrals; superconvergence of degenerate kernel method; superconvergence of the iterated collocation method for Hammersteion equations; and singularity preserving Galerkin method for Hammerstein equations with logarithmic kernel. This final report consists of five papers describing these projects. Each project is preceeded by a brief abstract.

Analytical methods for solving boundary value heat conduction problems with heterogeneous boundary conditions on lines. I - Review

NASA Astrophysics Data System (ADS)

Kartashov, E. M.

1986-10-01

Analytical methods for solving boundary value problems for the heat conduction equation with heterogeneous boundary conditions on lines, on a plane, and in space are briefly reviewed. In particular, the method of dual integral equations and summator series is examined with reference to stationary processes. A table of principal solutions to dual integral equations and pair summator series is proposed which presents the known results in a systematic manner. Newly obtained results are presented in addition to the known ones.

A New Scheme of Integrability for (bi)Hamiltonian PDE

NASA Astrophysics Data System (ADS)

De Sole, Alberto; Kac, Victor G.; Valeri, Daniele

2016-10-01

We develop a new method for constructing integrable Hamiltonian hierarchies of Lax type equations, which combines the fractional powers technique of Gelfand and Dickey, and the classical Hamiltonian reduction technique of Drinfeld and Sokolov. The method is based on the notion of an Adler type matrix pseudodifferential operator and the notion of a generalized quasideterminant. We also introduce the notion of a dispersionless Adler type series, which is applied to the study of dispersionless Hamiltonian equations. Non-commutative Hamiltonian equations are discussed in this framework as well.

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

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1980-01-01

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

On the existence of mosaic-skeleton approximations for discrete analogues of integral operators

NASA Astrophysics Data System (ADS)

Kashirin, A. A.; Taltykina, M. Yu.

2017-09-01

Exterior three-dimensional Dirichlet problems for the Laplace and Helmholtz equations are considered. By applying methods of potential theory, they are reduced to equivalent Fredholm boundary integral equations of the first kind, for which discrete analogues, i.e., systems of linear algebraic equations (SLAEs) are constructed. The existence of mosaic-skeleton approximations for the matrices of the indicated systems is proved. These approximations make it possible to reduce the computational complexity of an iterative solution of the SLAEs. Numerical experiments estimating the capabilities of the proposed approach are described.

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

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

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

Vertically Integrated Models for Carbon Storage Modeling in Heterogeneous Domains

NASA Astrophysics Data System (ADS)

Bandilla, K.; Celia, M. A.

2017-12-01

Numerical modeling is an essential tool for studying the impacts of geologic carbon storage (GCS). Injection of carbon dioxide (CO2) into deep saline aquifers leads to multi-phase flow (injected CO2 and resident brine), which can be described by a set of three-dimensional governing equations, including mass-balance equation, volumetric flux equations (modified Darcy), and constitutive equations. This is the modeling approach on which commonly used reservoir simulators such as TOUGH2 are based. Due to the large density difference between CO2 and brine, GCS models can often be simplified by assuming buoyant segregation and integrating the three-dimensional governing equations in the vertical direction. The integration leads to a set of two-dimensional equations coupled with reconstruction operators for vertical profiles of saturation and pressure. Vertically-integrated approaches have been shown to give results of comparable quality as three-dimensional reservoir simulators when applied to realistic CO2 injection sites such as the upper sand wedge at the Sleipner site. However, vertically-integrated approaches usually rely on homogeneous properties over the thickness of a geologic layer. Here, we investigate the impact of general (vertical and horizontal) heterogeneity in intrinsic permeability, relative permeability functions, and capillary pressure functions. We consider formations involving complex fluvial deposition environments and compare the performance of vertically-integrated models to full three-dimensional models for a set of hypothetical test cases consisting of high permeability channels (streams) embedded in a low permeability background (floodplains). The domains are randomly generated assuming that stream channels can be represented by sinusoidal waves in the plan-view and by parabolas for the streams' cross-sections. Stream parameters such as width, thickness and wavelength are based on values found at the Ketzin site in Germany. Results from the vertically-integrated approach are compared to results using TOUGH2, both in terms of depth-averaged saturation and vertical saturation profiles.

An improved two-dimensional depth-integrated flow equation for rough-walled fractures

NASA Astrophysics Data System (ADS)

Mallikamas, Wasin; Rajaram, Harihar

2010-08-01

We present the development of an improved 2-D flow equation for rough-walled fractures. Our improved equation accounts for the influence of midsurface tortuosity and the fact that the aperture normal to the midsurface is in general smaller than the vertical aperture. It thus improves upon the well-known Reynolds equation that is widely used for modeling flow in fractures. Unlike the Reynolds equation, our approach begins from the lubrication approximation applied in an inclined local coordinate system tangential to the fracture midsurface. The local flow equation thus obtained is rigorously transformed to an arbitrary global Cartesian coordinate system, invoking the concepts of covariant and contravariant transformations for vectors defined on surfaces. Unlike previously proposed improvements to the Reynolds equation, our improved flow equation accounts for tortuosity both along and perpendicular to a flow path. Our approach also leads to a well-defined anisotropic local transmissivity tensor relating the representations of the flux and head gradient vectors in a global Cartesian coordinate system. We show that the principal components of the transmissivity tensor and the orientation of its principal axes depend on the directional local midsurface slopes. In rough-walled fractures, the orientations of the principal axes of the local transmissivity tensor will vary from point to point. The local transmissivity tensor also incorporates the influence of the local normal aperture, which is uniquely defined at each point in the fracture. Our improved flow equation is a rigorous statement of mass conservation in any global Cartesian coordinate system. We present three examples of simple geometries to compare our flow equation to analytical solutions obtained using the exact Stokes equations: an inclined parallel plate, and circumferential and axial flows in an incomplete annulus. The effective transmissivities predicted by our flow equation agree very well with values obtained using the exact Stokes equations in all these cases. We discuss potential limitations of our depth-integrated equation, which include the neglect of convergence/divergence and the inaccuracies implicit in any depth-averaging process near sharp corners where the wall and midsurface curvatures are large.

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.

Sixth-Order Lie Group Integrators

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

Forest, E.

1990-03-01

In this paper we present the coefficients of several 6th order symplectic integrator of the type developed by R. Ruth. To get these results we fully exploit the connection with Lie groups. This integrator, as well as all the explicit integrators of Ruth, may be used in any equation where some sort of Lie bracket is preserved. In fact, if the Lie operator governing the equation of motion is separable into two solvable parts, the Ruth integrators can be used.

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.

Computation of Separated and Unsteady Flows with One- and Two-Equation Turbulence Models

NASA Technical Reports Server (NTRS)

Ekaterinaris, John A.; Menter, Florian R.

1994-01-01

The ability of one- and two-equation turbulence models to predict unsteady separated flows over airfoils is evaluated. An implicit, factorized, upwind-biased numerical scheme is used for the integration of the compressible, Reynolds averaged Navier-Stokes equations. The turbulent eddy viscosity is obtained from the computed mean flowfield by integration of the turbulent field equations. The two-equation turbulence models are discretized in space with an upwind-biased, second order accurate total variation diminishing scheme. One and two-equation turbulence models are first tested for a separated airfoil flow at fixed angle of incidence. The same models are then applied to compute the unsteady flowfields about airfoils undergoing oscillatory motion at low subsonic Mach numbers. Experimental cases where the flow has been tripped at the leading edge and where natural transition was allowed to occur naturally are considered. The more recently developed field-equation turbulence models capture the physics of unsteady separated flow significantly better than the standard kappa-epsilon and kappa-omega models. However, certain differences in the hysteresis effects are obtained. For an untripped high-Reynolds-number flow, it was found necessary to take into account the leading edge transitional flow region in order to capture the correct physical mechanism that leads to dynamic stall.

A Semi-Implicit, Three-Dimensional Model for Estuarine Circulation

USGS Publications Warehouse

Smith, Peter E.

2006-01-01

A semi-implicit, finite-difference method for the numerical solution of the three-dimensional equations for circulation in estuaries is presented and tested. The method uses a three-time-level, leapfrog-trapezoidal scheme that is essentially second-order accurate in the spatial and temporal numerical approximations. The three-time-level scheme is shown to be preferred over a two-time-level scheme, especially for problems with strong nonlinearities. The stability of the semi-implicit scheme is free from any time-step limitation related to the terms describing vertical diffusion and the propagation of the surface gravity waves. The scheme does not rely on any form of vertical/horizontal mode-splitting to treat the vertical diffusion implicitly. At each time step, the numerical method uses a double-sweep method to transform a large number of small tridiagonal equation systems and then uses the preconditioned conjugate-gradient method to solve a single, large, five-diagonal equation system for the water surface elevation. The governing equations for the multi-level scheme are prepared in a conservative form by integrating them over the height of each horizontal layer. The layer-integrated volumetric transports replace velocities as the dependent variables so that the depth-integrated continuity equation that is used in the solution for the water surface elevation is linear. Volumetric transports are computed explicitly from the momentum equations. The resulting method is mass conservative, efficient, and numerically accurate.

Second-order variational equations for N-body simulations

NASA Astrophysics Data System (ADS)

Rein, Hanno; Tamayo, Daniel

2016-07-01

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

On the Formulation of Weakly Singular Displacement/Traction Integral Equations; and Their Solution by the MLPG Method

NASA Technical Reports Server (NTRS)

Atluri, Satya N.; Shen, Shengping

2002-01-01

In this paper, a very simple method is used to derive the weakly singular traction boundary integral equation based on the integral relationships for displacement gradients. The concept of the MLPG method is employed to solve the integral equations, especially those arising in solid mechanics. A moving Least Squares (MLS) interpolation is selected to approximate the trial functions in this paper. Five boundary integral Solution methods are introduced: direct solution method; displacement boundary-value problem; traction boundary-value problem; mixed boundary-value problem; and boundary variational principle. Based on the local weak form of the BIE, four different nodal-based local test functions are selected, leading to four different MLPG methods for each BIE solution method. These methods combine the advantages of the MLPG method and the boundary element method.

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

Correlations and the Ring-Kinetic Equation in Dense Sheared Granular Flows

NASA Astrophysics Data System (ADS)

Kumaran, V.

A formal way of deriving fluctuation-correlation relations in densesheared granular media, starting with the Enskog approximation for the collision integral in the Chapman-Enskog theory, is discussed. The correlation correction to the viscosity is obtained using the ring-kinetic equation, in terms of the correlations in the hydrodynamic modes of the linearised Enskog equation. It is shown that the Green-Kubo formula for the shear viscosity emerges from the two-body correlation function obtained from the ring-kinetic equation.

Exact soliton of (2 + 1)-dimensional fractional Schrödinger equation

NASA Astrophysics Data System (ADS)

Rizvi, S. T. R.; Ali, K.; Bashir, S.; Younis, M.; Ashraf, R.; Ahmad, M. O.

2017-07-01

The nonlinear fractional Schrödinger equation is the basic equation of fractional quantum mechanics introduced by Nick Laskin in 2002. We apply three tools to solve this mathematical-physical model. First, we find the solitary wave solutions including the trigonometric traveling wave solutions, bell and kink shape solitons using the F-expansion and Improve F-expansion method. We also obtain the soliton solution, singular soliton solutions, rational function solution and elliptic integral function solutions, with the help of the extended trial equation method.

Dispersive optical solitons and modulation instability analysis of Schrödinger-Hirota equation with spatio-temporal dispersion and Kerr law nonlinearity

NASA Astrophysics Data System (ADS)

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

2018-01-01

This paper obtains the dark, bright, dark-bright or combined optical and singular solitons to the perturbed nonlinear Schrödinger-Hirota equation (SHE) with spatio-temporal dispersion (STD) and Kerr law nonlinearity in optical fibers. The integration algorithm is the Sine-Gordon equation method (SGEM). Furthermore, the modulation instability analysis (MI) of the equation is studied based on the standard linear-stability analysis and the MI gain spectrum is got.

An exact solution for the solidification of a liquid slab of binary mixture

NASA Technical Reports Server (NTRS)

Antar, B. N.; Collins, F. G.; Aumalia, A. E.

1986-01-01

The time dependent temperature and concentration profiles of a one dimensional finite slab of a binary liquid alloy is investigated during solidification. The governing equations are reduced to a set of coupled, nonlinear initial value problems using the method outlined by Meyer. Two methods will be used to solve these equations. The first method uses a Runge-Kutta-Fehlberg integrator to solve the equations numerically. The second method comprises of finding closed form solutions of the equations.

Nonlinear modes of the tensor Dirac equation and CPT violation

NASA Technical Reports Server (NTRS)

Reifler, Frank J.; Morris, Randall D.

1993-01-01

Recently, it has been shown that Dirac's bispinor equation can be expressed, in an equivalent tensor form, as a constrained Yang-Mills equation in the limit of an infinitely large coupling constant. It was also shown that the free tensor Dirac equation is a completely integrable Hamiltonian system with Lie algebra type Poisson brackets, from which Fermi quantization can be derived directly without using bispinors. The Yang-Mills equation for a finite coupling constant is investigated. It is shown that the nonlinear Yang-Mills equation has exact plane wave solutions in one-to-one correspondence with the plane wave solutions of Dirac's bispinor equation. The theory of nonlinear dispersive waves is applied to establish the existence of wave packets. The CPT violation of these nonlinear wave packets, which could lead to new observable effects consistent with current experimental bounds, is investigated.

Methods of separation of variables in turbulence theory

NASA Technical Reports Server (NTRS)

Tsuge, S.

1978-01-01

Two schemes of closing turbulent moment equations are proposed both of which make double correlation equations separated into single-point equations. The first is based on neglected triple correlation, leading to an equation differing from small perturbed gasdynamic equations where the separation constant appears as the frequency. Grid-produced turbulence is described in this light as time-independent, cylindrically-isotropic turbulence. Application to wall turbulence guided by a new asymptotic method for the Orr-Sommerfeld equation reveals a neutrally stable mode of essentially three dimensional nature. The second closure scheme is based on an assumption of identity of the separated variables through which triple and quadruple correlations are formed. The resulting equation adds, to its equivalent of the first scheme, an integral of nonlinear convolution in the frequency describing a role due to triple correlation of direct energy-cascading.

A Boundary Value Problem for Introductory Physics?

ERIC Educational Resources Information Center

Grundberg, Johan

2008-01-01

The Laplace equation has applications in several fields of physics, and problems involving this equation serve as paradigms for boundary value problems. In the case of the Laplace equation in a disc there is a well-known explicit formula for the solution: Poisson's integral. We show how one can derive this formula, and in addition two equivalent…

Numerical integration of KPZ equation with restrictions

NASA Astrophysics Data System (ADS)

Torres, M. F.; Buceta, R. C.

2018-03-01

In this paper, we introduce a novel integration method of Kardar–Parisi–Zhang (KPZ) equation. It is known that if during the discrete integration of the KPZ equation the nearest-neighbor height-difference exceeds a critical value, instabilities appear and the integration diverges. One way to avoid these instabilities is to replace the KPZ nonlinear-term by a function of the same term that depends on a single adjustable parameter which is able to control pillars or grooves growing on the interface. Here, we propose a different integration method which consists of directly limiting the value taken by the KPZ nonlinearity, thereby imposing a restriction rule that is applied in each integration time-step, as if it were the growth rule of a restricted discrete model, e.g. restricted-solid-on-solid (RSOS). Taking the discrete KPZ equation with restrictions to its dimensionless version, the integration depends on three parameters: the coupling constant g, the inverse of the time-step k, and the restriction constant ε which is chosen to eliminate divergences while keeping all the properties of the continuous KPZ equation. We study in detail the conditions in the parameters’ space that avoid divergences in the 1-dimensional integration and reproduce the scaling properties of the continuous KPZ with a particular parameter set. We apply the tested methodology to the d-dimensional case (d = 3, 4 ) with the purpose of obtaining the growth exponent β, by establishing the conditions of the coupling constant g under which we recover known values reached by other authors, particularly for the RSOS model. This method allows us to infer that d  =  4 is not the critical dimension of the KPZ universality class, where the strong-coupling phase disappears.

Similarity solution of the Boussinesq equation

NASA Astrophysics Data System (ADS)

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

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

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)

Student Solution Manual for Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Quantized Lax Equations and Their Solutions

NASA Astrophysics Data System (ADS)

Jurčo, B.; Schlieker, M.

Integrable systems on quantum groups are investigated. The Heisenberg equations possessing the Lax form are solved in terms of the solution to the factorization problem on the corresponding quantum group.

Integrable multi-component generalization of a modified short pulse equation

NASA Astrophysics Data System (ADS)

Matsuno, Yoshimasa

2016-11-01

We propose a multi-component generalization of the modified short pulse (SP) equation which was derived recently as a reduction of Feng's two-component SP equation. Above all, we address the two-component system in depth. We obtain the Lax pair, an infinite number of conservation laws and multisoliton solutions for the system, demonstrating its integrability. Subsequently, we show that the two-component system exhibits cusp solitons and breathers for which the detailed analysis is performed. Specifically, we explore the interaction process of two cusp solitons and derive the formula for the phase shift. While cusp solitons are singular solutions, smooth breather solutions are shown to exist, provided that the parameters characterizing the solutions satisfy certain conditions. Last, we discuss the relation between the proposed system and existing two-component SP equations.

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

PubMed

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

2014-09-01

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

An exact sum-rule for the Hubbard model: an historical/pedagogical approach

NASA Astrophysics Data System (ADS)

Di Matteo, S.; Claveau, Y.

2017-07-01

The aim of the present article is to derive an exact integral equation for the Green function of the Hubbard model through an equation-of-motion procedure, like in the original Hubbard papers. Though our exact integral equation does not allow to solve the Hubbard model, it represents a strong constraint on its approximate solutions. An analogous sum rule has been already obtained in the literature, through the use of a spectral moment technique. We think however that our equation-of-motion procedure can be more easily related to the historical procedure of the original Hubbard papers. We also discuss examples of possible applications of the sum rule and propose and analyse a solution, fulfilling it, that can be used for a pedagogical introduction to the Mott-Hubbard metal-insulator transition.

Classical Yang-Baxter equations and quantum integrable systems

NASA Astrophysics Data System (ADS)

Jurčo, Branislav

1989-06-01

Quantum integrable models associated with nondegenerate solutions of classical Yang-Baxter equations related to the simple Lie algebras are investigated. These models are diagonalized for rational and trigonometric solutions in the cases of sl(N)/gl(N)/, o(N) and sp(N) algebras. The analogy with the quantum inverse scattering method is demonstrated.

The Transmission Line as a Simple Example for Introducing Integral Equations to Undergraduates

ERIC Educational Resources Information Center

Rothwell, E. J.

2009-01-01

Integral equations are becoming a common means for describing problems in electromagnetics, and so it is important to expose students to methods for their solution. Typically this is done using examples in antennas, scattering, or electrostatics. Unfortunately, many difficult issues arise in the formulation and solution of the associated…

Integrability of the one dimensional Schrödinger equation

NASA Astrophysics Data System (ADS)

Combot, Thierry

2018-02-01

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

Space-time domain solutions of the wave equation by a non-singular boundary integral method and Fourier transform.

PubMed

Klaseboer, Evert; Sepehrirahnama, Shahrokh; Chan, Derek Y C

2017-08-01

The general space-time evolution of the scattering of an incident acoustic plane wave pulse by an arbitrary configuration of targets is treated by employing a recently developed non-singular boundary integral method to solve the Helmholtz equation in the frequency domain from which the space-time solution of the wave equation is obtained using the fast Fourier transform. The non-singular boundary integral solution can enforce the radiation boundary condition at infinity exactly and can account for multiple scattering effects at all spacings between scatterers without adverse effects on the numerical precision. More generally, the absence of singular kernels in the non-singular integral equation confers high numerical stability and precision for smaller numbers of degrees of freedom. The use of fast Fourier transform to obtain the time dependence is not constrained to discrete time steps and is particularly efficient for studying the response to different incident pulses by the same configuration of scatterers. The precision that can be attained using a smaller number of Fourier components is also quantified.

Studies of Coherent Synchrotron Radiation with the Discontinuous Galerkin Method

NASA Astrophysics Data System (ADS)

Bizzozero, David A.

In this thesis, we present methods for integrating Maxwell's equations in Frenet-Serret coordinates in several settings using discontinuous Galerkin (DG) finite element method codes in 1D, 2D, and 3D. We apply these routines to the study of coherent synchrotron radiation, an important topic in accelerator physics. We build upon the published computational work of T. Agoh and D. Zhou in solving Maxwell's equations in the frequency-domain using a paraxial approximation which reduces Maxwell's equations to a Schrodinger-like system. We also evolve Maxwell's equations in the time-domain using a Fourier series decomposition with 2D DG motivated by an experiment performed at the Canadian Light Source. A comparison between theory and experiment has been published (Phys. Rev. Lett. 114, 204801 (2015)). Lastly, we devise a novel approach to integrating Maxwell's equations with 3D DG using a Galilean transformation and demonstrate proof-of-concept. In the above studies, we examine the accuracy, efficiency, and convergence of DG.

Coupled dynamics in gluon mass generation and the impact of the three-gluon vertex

NASA Astrophysics Data System (ADS)

Binosi, Daniele; Papavassiliou, Joannis

2018-03-01

We present a detailed study of the subtle interplay transpiring at the level of two integral equations that are instrumental for the dynamical generation of a gluon mass in pure Yang-Mills theories. The main novelty is the joint treatment of the Schwinger-Dyson equation governing the infrared behavior of the gluon propagator and of the integral equation that controls the formation of massless bound-state excitations, whose inclusion is instrumental for obtaining massive solutions from the former equation. The self-consistency of the entire approach imposes the requirement of using a single value for the gauge coupling entering in the two key equations; its fulfilment depends crucially on the details of the three-gluon vertex, which contributes to both of them, but with different weight. In particular, the characteristic suppression of this vertex at intermediate and low energies enables the convergence of the iteration procedure to a single gauge coupling, whose value is reasonably close to that extracted from related lattice simulations.

A functional equation for the specular reflection of rays.

PubMed

Le Bot, A

2002-10-01

This paper aims to generalize the "radiosity method" when applied to specular reflection. Within the field of thermics, the radiosity method is also called the "standard procedure." The integral equation for incident energy, which is usually derived for diffuse reflection, is replaced by a more appropriate functional equation. The latter is used to solve some specific problems and it is shown that all the classical features of specular reflection, for example, the existence of image sources, are embodied within this equation. This equation can be solved with the ray-tracing technique, despite the implemented mathematics being quite different. Several interesting features of the energy field are presented.

Pseudo-time algorithms for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Swanson, R. C.; Turkel, E.

1986-01-01

A pseudo-time method is introduced to integrate the compressible Navier-Stokes equations to a steady state. This method is a generalization of a method used by Crocco and also by Allen and Cheng. We show that for a simple heat equation that this is just a renormalization of the time. For a convection-diffusion equation the renormalization is dependent only on the viscous terms. We implement the method for the Navier-Stokes equations using a Runge-Kutta type algorithm. This permits the time step to be chosen based on the inviscid model only. We also discuss the use of residual smoothing when viscous terms are present.

Wigner distribution functions for complex dynamical systems: the emergence of the Wigner-Boltzmann equation.

PubMed

Sels, Dries; Brosens, Fons

2013-10-01

The equation of motion for the reduced Wigner function of a system coupled to an external quantum system is presented for the specific case when the external quantum system can be modeled as a set of harmonic oscillators. The result is derived from the Wigner function formulation of the Feynman-Vernon influence functional theory. It is shown how the true self-energy for the equation of motion is connected with the influence functional for the path integral. Explicit expressions are derived in terms of the bare Wigner propagator. Finally, we show under which approximations the resulting equation of motion reduces to the Wigner-Boltzmann equation.

Thermodynamic properties of oxygen and nitrogen III

NASA Technical Reports Server (NTRS)

Stewart, R. B.; Jacobsen, R. T.; Myers, A. F.

1972-01-01

The final equation for nitrogen was determined. In the work on the equation of state for nitrogen, coefficients were determined by constraining the critical point to selected critical point parameters. Comparisons of this equation with all the P-density-T data were made, as well as comparisons to all other thermodynamic data reported in the literature. The extrapolation of the equation of state was studied for vapor to higher temperatures and lower temperatures, and for the liquid surface to the saturated liquid and the fusion lines. A new vapor pressure equation was also determined which was constrained to the same critical temperature, pressure, and slope (dP/dT) as the equation of state. Work on the equation of state for oxygen included studies for improving the equation at the critical point. Comparisons of velocity of sound data for oxygen were also made between values calculated with a preliminary equation of state and experimental data. Functions for the calculation of the derived thermodynamic properties using the equation of state are given, together with the derivative and integral functions for the calculation of the thermodynamic properties using the equations of state. Summary tables of the thermodynamic properties of nitrogen and oxygen are also included to serve as a check for those preparing computer programs using the equations of state.

Efficient Low Dissipative High Order Schemes for Multiscale MHD Flows, I: Basic Theory

NASA Technical Reports Server (NTRS)

Sjoegreen, Bjoern; Yee, H. C.

2003-01-01

The objective of this paper is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls t o limit the amount of and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvilinear grids. The four advantages of the present approach over existing MHD schemes reported in the open literature are as follows. First, the scheme is constructed for long-time integrations of shock/turbulence/combustion MHD flows. Available schemes are too diffusive for long-time integrations and/or turbulence/combustion problems. Second, unlike exist- ing schemes for the conservative MHD equations which suffer from ill-conditioned eigen- decompositions, the present scheme makes use of a well-conditioned eigen-decomposition obtained from a minor modification of the eigenvectors of the non-conservative MHD equations t o solve the conservative form of the MHD equations. Third, this approach of using the non-conservative eigensystem when solving the conservative equations also works well in the context of standard shock-capturing schemes for the MHD equations. Fourth, a new approach to minimize the numerical error of the divergence-free magnetic condition for high order schemes is introduced. Numerical experiments with typical MHD model problems revealed the applicability of the newly developed schemes for the MHD equations.

Integrable particle systems vs solutions to the KP and 2D Toda equations

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

Ruijsenaars, S.N.

Starting from the relation between integrable relativistic N-particle systems with hyperbolic interactions and elementary N-soliton solutions to the KP and 2D Toda equations, we show how fusion properties of the soliton solutions are mirrored by fusion properties of the Poisson commuting particle dynamics. We also obtain previously known relations between elliptic solutions and integrable N-particle systems with elliptic interactions, without invoking finite-gap integration theory. {copyright} 1997 Academic Press, Inc.

Kinetic Equation for a Soliton Gas and Its Hydrodynamic Reductions

NASA Astrophysics Data System (ADS)

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

2011-04-01

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

Integrated force method versus displacement method for finite element analysis

NASA Technical Reports Server (NTRS)

Patnaik, S. N.; Berke, L.; Gallagher, R. H.

1991-01-01

A novel formulation termed the integrated force method (IFM) has been developed in recent years for analyzing structures. In this method all the internal forces are taken as independent variables, and the system equilibrium equations (EEs) are integrated with the global compatibility conditions (CCs) to form the governing set of equations. In IFM the CCs are obtained from the strain formulation of St. Venant, and no choices of redundant load systems have to be made, in constrast to the standard force method (SFM). This property of IFM allows the generation of the governing equation to be automated straightforwardly, as it is in the popular stiffness method (SM). In this report IFM and SM are compared relative to the structure of their respective equations, their conditioning, required solution methods, overall computational requirements, and convergence properties as these factors influence the accuracy of the results. Overall, this new version of the force method produces more accurate results than the stiffness method for comparable computational cost.

A geometric viewpoint on generalized hydrodynamics

NASA Astrophysics Data System (ADS)

Doyon, Benjamin; Spohn, Herbert; Yoshimura, Takato

2018-01-01

Generalized hydrodynamics (GHD) is a large-scale theory for the dynamics of many-body integrable systems. It consists of an infinite set of conservation laws for quasi-particles traveling with effective ("dressed") velocities that depend on the local state. We show that these equations can be recast into a geometric dynamical problem. They are conservation equations with state-independent quasi-particle velocities, in a space equipped with a family of metrics, parametrized by the quasi-particles' type and speed, that depend on the local state. In the classical hard rod or soliton gas picture, these metrics measure the free length of space as perceived by quasi-particles; in the quantum picture, they weigh space with the density of states available to them. Using this geometric construction, we find a general solution to the initial value problem of GHD, in terms of a set of integral equations where time appears explicitly. These integral equations are solvable by iteration and provide an extremely efficient solution algorithm for GHD.

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

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

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Errormore » analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.« less

Integrated force method versus displacement method for finite element analysis

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Berke, Laszlo; Gallagher, Richard H.

1990-01-01

A novel formulation termed the integrated force method (IFM) has been developed in recent years for analyzing structures. In this method all the internal forces are taken as independent variables, and the system equilibrium equations (EE's) are integrated with the global compatibility conditions (CC's) to form the governing set of equations. In IFM the CC's are obtained from the strain formulation of St. Venant, and no choices of redundant load systems have to be made, in constrast to the standard force method (SFM). This property of IFM allows the generation of the governing equation to be automated straightforwardly, as it is in the popular stiffness method (SM). In this report IFM and SM are compared relative to the structure of their respective equations, their conditioning, required solution methods, overall computational requirements, and convergence properties as these factors influence the accuracy of the results. Overall, this new version of the force method produces more accurate results than the stiffness method for comparable computational cost.

Equations on knot polynomials and 3d/5d duality

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

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

2012-09-24

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

Orientation-dependent integral equation theory for a two-dimensional model of water

NASA Astrophysics Data System (ADS)

Urbič, T.; Vlachy, V.; Kalyuzhnyi, Yu. V.; Dill, K. A.

2003-03-01

We develop an integral equation theory that applies to strongly associating orientation-dependent liquids, such as water. In an earlier treatment, we developed a Wertheim integral equation theory (IET) that we tested against NPT Monte Carlo simulations of the two-dimensional Mercedes Benz model of water. The main approximation in the earlier calculation was an orientational averaging in the multidensity Ornstein-Zernike equation. Here we improve the theory by explicit introduction of an orientation dependence in the IET, based upon expanding the two-particle angular correlation function in orthogonal basis functions. We find that the new orientation-dependent IET (ODIET) yields a considerable improvement of the predicted structure of water, when compared to the Monte Carlo simulations. In particular, ODIET predicts more long-range order than the original IET, with hexagonal symmetry, as expected for the hydrogen bonded ice in this model. The new theoretical approximation still errs in some subtle properties; for example, it does not predict liquid water's density maximum with temperature or the negative thermal expansion coefficient.

Solution of the classical Yang-Baxter equation with an exotic symmetry, and integrability of a multi-species boson tunnelling model

NASA Astrophysics Data System (ADS)

Links, Jon

2017-03-01

Solutions of the classical Yang-Baxter equation provide a systematic method to construct integrable quantum systems in an algebraic manner. A Lie algebra can be associated with any solution of the classical Yang-Baxter equation, from which commuting transfer matrices may be constructed. This procedure is reviewed, specifically for solutions without skew-symmetry. A particular solution with an exotic symmetry is identified, which is not obtained as a limiting expansion of the usual Yang-Baxter equation. This solution facilitates the construction of commuting transfer matrices which will be used to establish the integrability of a multi-species boson tunnelling model. The model generalises the well-known two-site Bose-Hubbard model, to which it reduces in the one-species limit. Due to the lack of an apparent reference state, application of the algebraic Bethe Ansatz to solve the model is prohibitive. Instead, the Bethe Ansatz solution is obtained by the use of operator identities and tensor product decompositions.

Integration of the shallow water equations on the sphere using a vector semi-Lagrangian scheme with a multigrid solver

NASA Technical Reports Server (NTRS)

Bates, J. R.; Semazzi, F. H. M.; Higgins, R. W.; Barros, Saulo R. M.

1990-01-01

A vector semi-Lagrangian semi-implicit two-time-level finite-difference integration scheme for the shallow water equations on the sphere is presented. A C-grid is used for the spatial differencing. The trajectory-centered discretization of the momentum equation in vector form eliminates pole problems and, at comparable cost, gives greater accuracy than a previous semi-Lagrangian finite-difference scheme which used a rotated spherical coordinate system. In terms of the insensitivity of the results to increasing timestep, the new scheme is as successful as recent spectral semi-Lagrangian schemes. In addition, the use of a multigrid method for solving the elliptic equation for the geopotential allows efficient integration with an operation count which, at high resolution, is of lower order than in the case of the spectral models. The properties of the new scheme should allow finite-difference models to compete with spectral models more effectively than has previously been possible.

A global multilevel atmospheric model using a vector semi-Lagrangian finite-difference scheme. I - Adiabatic formulation

NASA Technical Reports Server (NTRS)

Bates, J. R.; Moorthi, S.; Higgins, R. W.

1993-01-01

An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.

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

NASA Astrophysics Data System (ADS)

Kumar, Dilip

2013-04-01

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

Energy, momentum, and angular momentum of sound pulses.

PubMed

Lekner, John

2017-12-01

Pulse solutions of the wave equation can be expressed as superpositions of scalar monochromatic beam wavefunctions (solutions of the Helmholtz equation). This formulation leads to causal (unidirectional) propagation, in contrast to all currently known closed-form solutions of the wave equation. Application is made to the evaluation of the energy, momentum, and angular momentum of acoustic pulses, as integrals over the beam and pulse weight functions. Equivalence is established between integration over space of the energy, momentum, and angular momentum densities, and integration over the wavevector weight function. The inequality linking the total energy and the total momentum is made explicit in terms of the weight function formulation. It is shown that a general pulse can be viewed as a superposition of phonons, each with energy ℏck, z component of momentum ℏq, and z component of angular momentum ℏm. A closed-form solution of the wave equation is found, which is localized and causal, and its energy and momentum are evaluated explicitly.

On integrable boundaries in the 2 dimensional O(N) σ-models

NASA Astrophysics Data System (ADS)

Aniceto, Inês; Bajnok, Zoltán; Gombor, Tamás; Kim, Minkyoo; Palla, László

2017-09-01

We make an attempt to map the integrable boundary conditions for 2 dimensional non-linear O(N) σ-models. We do it at various levels: classically, by demanding the existence of infinitely many conserved local charges and also by constructing the double row transfer matrix from the Lax connection, which leads to the spectral curve formulation of the problem; at the quantum level, we describe the solutions of the boundary Yang-Baxter equation and derive the Bethe-Yang equations. We then show how to connect the thermodynamic limit of the boundary Bethe-Yang equations to the spectral curve.

Nonlocal integrable PDEs from hierarchies of symmetry laws: The example of Pohlmeyer-Lund-Regge equation and its reflectionless potential solutions

NASA Astrophysics Data System (ADS)

Demontis, F.; Ortenzi, G.; van der Mee, C.

2018-04-01

By following the ideas presented by Fukumoto and Miyajima in Fukumoto and Miyajima (1996) we derive a generalized method for constructing integrable nonlocal equations starting from any bi-Hamiltonian hierarchy supplied with a recursion operator. This construction provides the right framework for the application of the full machinery of the inverse scattering transform. We pay attention to the Pohlmeyer-Lund-Regge equation coming from the nonlinear Schrödinger hierarchy and construct the formula for the reflectionless potential solutions which are generalizations of multi-solitons. Some explicit examples are discussed.

Second-order discrete Kalman filtering equations for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

Park, K. C.; Belvin, W. Keith; Alvin, Kenneth F.

1991-01-01

A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix.

Modelling of charged satellite motion in Earth's gravitational and magnetic fields

NASA Astrophysics Data System (ADS)

Abd El-Bar, S. E.; Abd El-Salam, F. A.

2018-05-01

In this work Lagrange's planetary equations for a charged satellite subjected to the Earth's gravitational and magnetic force fields are solved. The Earth's gravity, and magnetic and electric force components are obtained and expressed in terms of orbital elements. The variational equations of orbit with the considered model in Keplerian elements are derived. The solution of the problem in a fully analytical way is obtained. The temporal rate of changes of the orbital elements of the spacecraft are integrated via Lagrange's planetary equations and integrals of the normalized Keplerian motion obtained by Ahmed (Astron. J. 107(5):1900, 1994).

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

DOE R&D Accomplishments Database

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

1944-09-14

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

Generalized hydrodynamic reductions of the kinetic equation for a soliton gas

NASA Astrophysics Data System (ADS)

Pavlov, M. V.; Taranov, V. B.; El, G. A.

2012-05-01

We derive generalized multiflow hydrodynamic reductions of the nonlocal kinetic equation for a soliton gas and investigate their structure. These reductions not only provide further insight into the properties of the new kinetic equation but also could prove to be representatives of a novel class of integrable systems of hydrodynamic type beyond the conventional semi-Hamiltonian framework.

The Interplay of School Readiness and Teacher Readiness for Educational Technology Integration: A Structural Equation Model

ERIC Educational Resources Information Center

Petko, Dominik; Prasse, Doreen; Cantieni, Andrea

2018-01-01

Decades of research have shown that technological change in schools depends on multiple interrelated factors. Structural equation models explaining the interplay of factors often suffer from high complexity and low coherence. To reduce complexity, a more robust structural equation model was built with data from a survey of 349 Swiss primary school…

Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

NASA Astrophysics Data System (ADS)

Tsuchida, Satoshi; Kuratsuji, Hiroshi

2018-05-01

A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

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

NASA Astrophysics Data System (ADS)

Sardesai, Chetan R.

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

A Few New 2+1-Dimensional Nonlinear Dynamics and the Representation of Riemann Curvature Tensors

NASA Astrophysics Data System (ADS)

Wang, Yan; Zhang, Yufeng; Zhang, Xiangzhi

2016-09-01

We first introduced a linear stationary equation with a quadratic operator in ∂x and ∂y, then a linear evolution equation is given by N-order polynomials of eigenfunctions. As applications, by taking N=2, we derived a (2+1)-dimensional generalized linear heat equation with two constant parameters associative with a symmetric space. When taking N=3, a pair of generalized Kadomtsev-Petviashvili equations with the same eigenvalues with the case of N=2 are generated. Similarly, a second-order flow associative with a homogeneous space is derived from the integrability condition of the two linear equations, which is a (2+1)-dimensional hyperbolic equation. When N=3, the third second flow associative with the homogeneous space is generated, which is a pair of new generalized Kadomtsev-Petviashvili equations. Finally, as an application of a Hermitian symmetric space, we established a pair of spectral problems to obtain a new (2+1)-dimensional generalized Schrödinger equation, which is expressed by the Riemann curvature tensors.

Incorporation of an Energy Equation into a Pulsed Inductive Thruster Performance Model

NASA Technical Reports Server (NTRS)

Polzin, Kurt A.; Reneau, Jarred P.; Sankaran, Kameshwaran

2011-01-01

A model for pulsed inductive plasma acceleration containing an energy equation to account for the various sources and sinks in such devices is presented. The model consists of a set of circuit equations coupled to an equation of motion and energy equation for the plasma. The latter two equations are obtained for the plasma current sheet by treating it as a one-element finite volume, integrating the equations over that volume, and then matching known terms or quantities already calculated in the model to the resulting current sheet-averaged terms in the equations. Calculations showing the time-evolution of the various sources and sinks in the system are presented to demonstrate the efficacy of the model, with two separate resistivity models employed to show an example of how the plasma transport properties can affect the calculation. While neither resistivity model is fully accurate, the demonstration shows that it is possible within this modeling framework to time-accurately update various plasma parameters.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

On the synchrotron radiation reaction in external magnetic field

NASA Astrophysics Data System (ADS)

Tursunov, Arman; Kološ, Martin

2017-12-01

We study the dynamics of point electric charges undergoing radiation reaction force due to synchrotron radiation in the presence of external uniform magnetic field. The radiation reaction force cannot be neglected in many physical situations and its presence modifies the equations of motion significantly. The exact form of the equation of motion known as the Lorentz-Dirac equation contains higher order Schott term which leads to the appearance of the runaway solutions. We demonstrate effective computational ways to avoid such unphysical solutions and perform numerical integration of the dynamical equations. We show that in the ultrarelativistic case the Schott term is small and does not have considerable effect to the trajectory of a particle. We compare results with the covariant Landau-Lifshitz equation which is the first iteration of the Lorentz-Dirac equation. Even though the Landau-Lifshitz equation is thought to be approximative solution, we show that in realistic scenarios both approaches lead to identical results.

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

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

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

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

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

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

Alternative bi-Hamiltonian structures for WDVV equations of associativity

NASA Astrophysics Data System (ADS)

Kalayci, J.; Nutku, Y.

1998-01-01

The WDVV equations of associativity in two-dimensional topological field theory are completely integrable third-order Monge-Ampère equations which admit bi-Hamiltonian structure. The time variable plays a distinguished role in the discussion of Hamiltonian structure, whereas in the theory of WDVV equations none of the independent variables merits such a distinction. WDVV equations admit very different alternative Hamiltonian structures under different possible choices of the time variable, but all these various Hamiltonian formulations can be brought together in the framework of the covariant theory of symplectic structure. They can be identified as different components of the covariant Witten-Zuckerman symplectic 2-form current density where a variational formulation of the WDVV equation that leads to the Hamiltonian operator through the Dirac bracket is available.

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

NASA Astrophysics Data System (ADS)

Collier, N.; Knepley, M.

2015-12-01

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

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.

The Integration of Teacher's Pedagogical Content Knowledge Components in Teaching Linear Equation

ERIC Educational Resources Information Center

Yusof, Yusminah Mohd.; Effandi, Zakaria

2015-01-01

This qualitative research aimed to explore the integration of the components of pedagogical content knowledge (PCK) in teaching Linear Equation with one unknown. For the purpose of the study, a single local case study with multiple participants was used. The selection of the participants was made based on various criteria: having more than 5 years…

Novel Methods for Electromagnetic Simulation and Design

DTIC Science & Technology

2016-08-03

The resulting discretized integral equations are compatible with fast multipoleaccelerated solvers and will form the basis for high fidelity...expansion”) which are high-order, efficient and easy to use on arbitrarily triangulated surfaces. The resulting discretized integral equations are...created a user interface compatible with both low and high order discretizations , and implemented the generalized Debye approach of [4]. The

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

PubMed

Korkmaz, Erdal

2017-01-01

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

Spinning particle and gauge theories as integrability conditions

NASA Astrophysics Data System (ADS)

Eisenberg, Yeshayahu

1992-02-01

Starting from a new four dimensional spinning point particle we obtain new representations of the standard four dimensional gauge field equations in terms of a generalized space (Minkowski + light cone). In terms of this new formulation we define linear systems whose integrability conditions imply the massive Dirac-Maxwell and the Yang-Mills equations. Research supported by the Rothschild Fellowship.

Integrable Semi-discrete Kundu-Eckhaus Equation: Darboux Transformation, Breather, Rogue Wave and Continuous Limit Theory

NASA Astrophysics Data System (ADS)

Zhao, Hai-qiong; Yuan, Jinyun; Zhu, Zuo-nong

2018-02-01

To get more insight into the relation between discrete model and continuous counterpart, a new integrable semi-discrete Kundu-Eckhaus equation is derived from the reduction in an extended Ablowitz-Ladik hierarchy. The integrability of the semi-discrete model is confirmed by showing the existence of Lax pair and infinite number of conservation laws. The dynamic characteristics of the breather and rational solutions have been analyzed in detail for our semi-discrete Kundu-Eckhaus equation to reveal some new interesting phenomena which was not found in continuous one. It is shown that the theory of the discrete system including Lax pair, Darboux transformation and explicit solutions systematically yields their continuous counterparts in the continuous limit.

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.

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

NASA Technical Reports Server (NTRS)

Magnus, Alfred E.; Epton, Michael A.

1981-01-01

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

Solving Modal Equations of Motion with Initial Conditions Using MSC/NASTRAN DMAP. Part 2; Coupled Versus Uncoupled Integration

NASA Technical Reports Server (NTRS)

Barnett, Alan R.; Ibrahim, Omar M.; Abdallah, Ayman A.; Sullivan, Timothy L.

1993-01-01

By utilizing MSC/NASTRAN DMAP (Direct Matrix Abstraction Program) in an existing NASA Lewis Research Center coupled loads methodology, solving modal equations of motion with initial conditions is possible using either coupled (Newmark-Beta) or uncoupled (exact mode superposition) integration available within module TRD1. Both the coupled and newly developed exact mode superposition methods have been used to perform transient analyses of various space systems. However, experience has shown that in most cases, significant time savings are realized when the equations of motion are integrated using the uncoupled solver instead of the coupled solver. Through the results of a real-world engineering analysis, advantages of using the exact mode superposition methodology are illustrated.

A novel noncommutative KdV-type equation, its recursion operator, and solitons

NASA Astrophysics Data System (ADS)

Carillo, Sandra; Lo Schiavo, Mauro; Porten, Egmont; Schiebold, Cornelia

2018-04-01

A noncommutative KdV-type equation is introduced extending the Bäcklund chart in Carillo et al. [Symmetry Integrability Geom.: Methods Appl. 12, 087 (2016)]. This equation, called meta-mKdV here, is linked by Cole-Hopf transformations to the two noncommutative versions of the mKdV equations listed in Olver and Sokolov [Commun. Math. Phys. 193, 245 (1998), Theorem 3.6]. For this meta-mKdV, and its mirror counterpart, recursion operators, hierarchies, and an explicit solution class are derived.

Parabola solitons for the nonautonomous KP equation in fluids and plasmas

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

Yu, Xin, E-mail: yuxin@buaa.edu.cn; Sun, Zhi-Yuan

Under investigation in this paper is a nonautonomous Kadomtsev–Petviashvili (KP) equation in fluids and plasmas. The integrability of this equation is examined via the Painlevé analysis and its multi-soliton solutions are constructed. A constraint is proposed to ensure the existence of parabola solitons for such KP equation. Based on the constructed solutions, the solitonic propagation and interaction, including the elastic interaction, inelastic interaction and soliton resonance for parabola solitons, are discussed. The results might be useful for shallow water wave and rogue wave.

Development of an Integrated Modeling Framework for Simulations of Coastal Processes in Deltaic Environments Using High-Performance Computing

DTIC Science & Technology

2008-01-01

exceeds the local water depth. The approximation eliminates the vertical dimension of the elliptic equation that is normally required for the fully non...used for vertical resolution. The shallow water equations (SWE) are a set of non-linear hyperbolic equations. As the equations are derived under...linear standing wave with a wavelength of 10 m in a square 10 m by 10 m basin. The still water depth is 0.5 m. In order to compare with the analytical

Parabola solitons for the nonautonomous KP equation in fluids and plasmas

NASA Astrophysics Data System (ADS)

Yu, Xin; Sun, Zhi-Yuan

2016-04-01

Under investigation in this paper is a nonautonomous Kadomtsev-Petviashvili (KP) equation in fluids and plasmas. The integrability of this equation is examined via the Painlevé analysis and its multi-soliton solutions are constructed. A constraint is proposed to ensure the existence of parabola solitons for such KP equation. Based on the constructed solutions, the solitonic propagation and interaction, including the elastic interaction, inelastic interaction and soliton resonance for parabola solitons, are discussed. The results might be useful for shallow water wave and rogue wave.

Nonlocal symmetry and explicit solutions from the CRE method of the Boussinesq equation

NASA Astrophysics Data System (ADS)

Zhao, Zhonglong; Han, Bo

2018-04-01

In this paper, we analyze the integrability of the Boussinesq equation by using the truncated Painlevé expansion and the CRE method. Based on the truncated Painlevé expansion, the nonlocal symmetry and Bäcklund transformation of this equation are obtained. A prolonged system is introduced to localize the nonlocal symmetry to the local Lie point symmetry. It is proved that the Boussinesq equation is CRE solvable. The two-solitary-wave fusion solutions, single soliton solutions and soliton-cnoidal wave solutions are presented by means of the Bäcklund transformations.

Non-invertible transformations of differential-difference equations

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Versatile rogue waves in scalar, vector, and multidimensional nonlinear systems

NASA Astrophysics Data System (ADS)

Chen, Shihua; Baronio, Fabio; Soto-Crespo, Jose M.; Grelu, Philippe; Mihalache, Dumitru

2017-11-01

This review is dedicated to recent progress in the active field of rogue waves, with an emphasis on the analytical prediction of versatile rogue wave structures in scalar, vector, and multidimensional integrable nonlinear systems. We first give a brief outline of the historical background of the rogue wave research, including referring to relevant up-to-date experimental results. Then we present an in-depth discussion of the scalar rogue waves within two different integrable frameworks—the infinite nonlinear Schrödinger (NLS) hierarchy and the general cubic-quintic NLS equation, considering both the self-focusing and self-defocusing Kerr nonlinearities. We highlight the concept of chirped Peregrine solitons, the baseband modulation instability as an origin of rogue waves, and the relation between integrable turbulence and rogue waves, each with illuminating examples confirmed by numerical simulations. Later, we recur to the vector rogue waves in diverse coupled multicomponent systems such as the long-wave short-wave equations, the three-wave resonant interaction equations, and the vector NLS equations (alias Manakov system). In addition to their intriguing bright-dark dynamics, a series of other peculiar structures, such as coexisting rogue waves, watch-hand-like rogue waves, complementary rogue waves, and vector dark three sisters, are reviewed. Finally, for practical considerations, we also remark on higher-dimensional rogue waves occurring in three closely-related (2  +  1)D nonlinear systems, namely, the Davey-Stewartson equation, the composite (2  +  1)D NLS equation, and the Kadomtsev-Petviashvili I equation. As an interesting contrast to the peculiar X-shaped light bullets, a concept of rogue wave bullets intended for high-dimensional systems is particularly put forward by combining contexts in nonlinear optics.

Influence of heat conducting substrates on explosive crystallization in thin layers

NASA Astrophysics Data System (ADS)

Schneider, Wilhelm

2017-09-01

Crystallization in a thin, initially amorphous layer is considered. The layer is in thermal contact with a substrate of very large dimensions. The energy equation of the layer contains source and sink terms. The source term is due to liberation of latent heat in the crystallization process, while the sink term is due to conduction of heat into the substrate. To determine the latter, the heat diffusion equation for the substrate is solved by applying Duhamel's integral. Thus, the energy equation of the layer becomes a heat diffusion equation with a time integral as an additional term. The latter term indicates that the heat loss due to the substrate depends on the history of the process. To complete the set of equations, the crystallization process is described by a rate equation for the degree of crystallization. The governing equations are then transformed to a moving co-ordinate system in order to analyze crystallization waves that propagate with invariant properties. Dual solutions are found by an asymptotic expansion for large activation energies of molecular diffusion. By introducing suitable variables, the results can be presented in a universal form that comprises the influence of all non-dimensional parameters that govern the process. Of particular interest for applications is the prediction of a critical heat loss parameter for the existence of crystallization waves with invariant properties.

Three New (2+1)-dimensional Integrable Systems and Some Related Darboux Transformations

NASA Astrophysics Data System (ADS)

Guo, Xiu-Rong

2016-06-01

We introduce two operator commutators by using different-degree loop algebras of the Lie algebra A1, then under the framework of zero curvature equations we generate two (2+1)-dimensional integrable hierarchies, including the (2+1)-dimensional shallow water wave (SWW) hierarchy and the (2+1)-dimensional Kaup-Newell (KN) hierarchy. Through reduction of the (2+1)-dimensional hierarchies, we get a (2+1)-dimensional SWW equation and a (2+1)-dimensional KN equation. Furthermore, we obtain two Darboux transformations of the (2+1)-dimensional SWW equation. Similarly, the Darboux transformations of the (2+1)-dimensional KN equation could be deduced. Finally, with the help of the spatial spectral matrix of SWW hierarchy, we generate a (2+1) heat equation and a (2+1) nonlinear generalized SWW system containing inverse operators with respect to the variables x and y by using a reduction spectral problem from the self-dual Yang-Mills equations. Supported by the National Natural Science Foundation of China under Grant No. 11371361, the Shandong Provincial Natural Science Foundation of China under Grant Nos. ZR2012AQ011, ZR2013AL016, ZR2015EM042, National Social Science Foundation of China under Grant No. 13BJY026, the Development of Science and Technology Project under Grant No. 2015NS1048 and A Project of Shandong Province Higher Educational Science and Technology Program under Grant No. J14LI58

A Riemann-Hilbert formulation for the finite temperature Hubbard model

NASA Astrophysics Data System (ADS)

Cavaglià, Andrea; Cornagliotto, Martina; Mattelliano, Massimo; Tateo, Roberto

2015-06-01

Inspired by recent results in the context of AdS/CFT integrability, we reconsider the Thermodynamic Bethe Ansatz equations describing the 1D fermionic Hubbard model at finite temperature. We prove that the infinite set of TBA equations are equivalent to a simple nonlinear Riemann-Hilbert problem for a finite number of unknown functions. The latter can be transformed into a set of three coupled nonlinear integral equations defined over a finite support, which can be easily solved numerically. We discuss the emergence of an exact Bethe Ansatz and the link between the TBA approach and the results by Jüttner, Klümper and Suzuki based on the Quantum Transfer Matrix method. We also comment on the analytic continuation mechanism leading to excited states and on the mirror equations describing the finite-size Hubbard model with twisted boundary conditions.

Integral equation methods for vesicle electrohydrodynamics in three dimensions

NASA Astrophysics Data System (ADS)

Veerapaneni, Shravan

2016-12-01

In this paper, we develop a new boundary integral equation formulation that describes the coupled electro- and hydro-dynamics of a vesicle suspended in a viscous fluid and subjected to external flow and electric fields. The dynamics of the vesicle are characterized by a competition between the elastic, electric and viscous forces on its membrane. The classical Taylor-Melcher leaky-dielectric model is employed for the electric response of the vesicle and the Helfrich energy model combined with local inextensibility is employed for its elastic response. The coupled governing equations for the vesicle position and its transmembrane electric potential are solved using a numerical method that is spectrally accurate in space and first-order in time. The method uses a semi-implicit time-stepping scheme to overcome the numerical stiffness associated with the governing equations.

Symmetry Reductions, Integrability and Solitary Wave Solutions to High-Order Modified Boussinesq Equations with Damping Term

NASA Astrophysics Data System (ADS)

Yan, Zhen-Ya; Xie, Fu-Ding; Zhang, Hong-Qing

2001-07-01

Both the direct method due to Clarkson and Kruskal and the improved direct method due to Lou are extended to reduce the high-order modified Boussinesq equation with the damping term (HMBEDT) arising in the general Fermi-Pasta-Ulam model. As a result, several types of similarity reductions are obtained. It is easy to show that the nonlinear wave equation is not integrable under the sense of Ablowitz's conjecture from the reduction results obtained. In addition, kink-shaped solitary wave solutions, which are of important physical significance, are found for HMBEDT based on the obtained reduction equation. The project supported by National Natural Science Foundation of China under Grant No. 19572022, the National Key Basic Research Development Project Program of China under Grant No. G1998030600 and Doctoral Foundation of China under Grant No. 98014119

A comparative study of serial and parallel aeroelastic computations of wings

NASA Technical Reports Server (NTRS)

Byun, Chansup; Guruswamy, Guru P.

1994-01-01

A procedure for computing the aeroelasticity of wings on parallel multiple-instruction, multiple-data (MIMD) computers is presented. In this procedure, fluids are modeled using Euler equations, and structures are modeled using modal or finite element equations. The procedure is designed in such a way that each discipline can be developed and maintained independently by using a domain decomposition approach. In the present parallel procedure, each computational domain is scalable. A parallel integration scheme is used to compute aeroelastic responses by solving fluid and structural equations concurrently. The computational efficiency issues of parallel integration of both fluid and structural equations are investigated in detail. This approach, which reduces the total computational time by a factor of almost 2, is demonstrated for a typical aeroelastic wing by using various numbers of processors on the Intel iPSC/860.

Inverse random source scattering for the Helmholtz equation in inhomogeneous media

NASA Astrophysics Data System (ADS)

Li, Ming; Chen, Chuchu; Li, Peijun

2018-01-01

This paper is concerned with an inverse random source scattering problem in an inhomogeneous background medium. The wave propagation is modeled by the stochastic Helmholtz equation with the source driven by additive white noise. The goal is to reconstruct the statistical properties of the random source such as the mean and variance from the boundary measurement of the radiated random wave field at multiple frequencies. Both the direct and inverse problems are considered. We show that the direct problem has a unique mild solution by a constructive proof. For the inverse problem, we derive Fredholm integral equations, which connect the boundary measurement of the radiated wave field with the unknown source function. A regularized block Kaczmarz method is developed to solve the ill-posed integral equations. Numerical experiments are included to demonstrate the effectiveness of the proposed method.

A new numerical approach for uniquely solvable exterior Riemann-Hilbert problem on region with corners

NASA Astrophysics Data System (ADS)

Zamzamir, Zamzana; Murid, Ali H. M.; Ismail, Munira

2014-06-01

Numerical solution for uniquely solvable exterior Riemann-Hilbert problem on region with corners at offcorner points has been explored by discretizing the related integral equation using Picard iteration method without any modifications to the left-hand side (LHS) and right-hand side (RHS) of the integral equation. Numerical errors for all iterations are converge to the required solution. However, for certain problems, it gives lower accuracy. Hence, this paper presents a new numerical approach for the problem by treating the generalized Neumann kernel at LHS and the function at RHS of the integral equation. Due to the existence of the corner points, Gaussian quadrature is employed which avoids the corner points during numerical integration. Numerical example on a test region is presented to demonstrate the effectiveness of this formulation.

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.

Nonlinear response from transport theory and quantum field theory at finite temperature

NASA Astrophysics Data System (ADS)

Carrington, M. E.; Defu, Hou; Kobes, R.

2001-07-01

We study the nonlinear response in weakly coupled hot φ4 theory. We obtain an expression for a quadratic shear viscous response coefficient using two different formalisms: transport theory and response theory. The transport theory calculation is done by assuming a local equilibrium form for the distribution function and expanding in the gradient of the local four dimensional velocity field. By performing a Chapman-Enskog expansion on the Boltzmann equation we obtain a hierarchy of equations for the coefficients of the expanded distribution function. To do the response theory calculation we use Zubarev's techniques in nonequilibrium statistical mechanics to derive a generalized Kubo formula. Using this formula allows us to obtain the quadratic shear viscous response from the three-point retarded Green function of the viscous shear stress tensor. We use the closed time path formalism of real time finite temperature field theory to show that this three-point function can be calculated by writing it as an integral equation involving a four-point vertex. This four-point vertex can in turn be obtained from an integral equation which represents the resummation of an infinite series of ladder and extended-ladder diagrams. The connection between transport theory and response theory is made when we show that the integral equation for this four-point vertex has exactly the same form as the equation obtained from the Boltzmann equation for the coefficient of the quadratic term of the gradient expansion of the distribution function. We conclude that calculating the quadratic shear viscous response using transport theory and keeping terms that are quadratic in the gradient of the velocity field in the Chapman-Enskog expansion of the Boltzmann equation is equivalent to calculating the quadratic shear viscous response from response theory using the next-to-linear response Kubo formula, with a vertex given by an infinite resummation of ladder and extended-ladder diagrams.

Solving the hypersingular boundary integral equation for the Burton and Miller formulation.

PubMed

Langrenne, Christophe; Garcia, Alexandre; Bonnet, Marc

2015-11-01

This paper presents an easy numerical implementation of the Burton and Miller (BM) formulation, where the hypersingular Helmholtz integral is regularized by identities from the associated Laplace equation and thus needing only the evaluation of weakly singular integrals. The Helmholtz equation and its normal derivative are combined directly with combinations at edge or corner collocation nodes not used when the surface is not smooth. The hypersingular operators arising in this process are regularized and then evaluated by an indirect procedure based on discretized versions of the Calderón identities linking the integral operators for associated Laplace problems. The method is valid for acoustic radiation and scattering problems involving arbitrarily shaped three-dimensional bodies. Unlike other approaches using direct evaluation of hypersingular integrals, collocation points still coincide with mesh nodes, as is usual when using conforming elements. Using higher-order shape functions (with the boundary element method model size kept fixed) reduces the overall numerical integration effort while increasing the solution accuracy. To reduce the condition number of the resulting BM formulation at low frequencies, a regularized version α = ik/(k(2 )+ λ) of the classical BM coupling factor α = i/k is proposed. Comparisons with the combined Helmholtz integral equation Formulation method of Schenck are made for four example configurations, two of them featuring non-smooth surfaces.

Whitham modulation theory for the Kadomtsev- Petviashvili equation.

PubMed

Ablowitz, Mark J; Biondini, Gino; Wang, Qiao

2017-08-01

The genus-1 Kadomtsev-Petviashvili (KP)-Whitham system is derived for both variants of the KP equation; namely the KPI and KPII equations. The basic properties of the KP-Whitham system, including symmetries, exact reductions and its possible complete integrability, together with the appropriate generalization of the one-dimensional Riemann problem for the Korteweg-de Vries equation are discussed. Finally, the KP-Whitham system is used to study the linear stability properties of the genus-1 solutions of the KPI and KPII equations; it is shown that all genus-1 solutions of KPI are linearly unstable, while all genus-1 solutions of KPII are linearly stable within the context of Whitham theory.

Whitham modulation theory for the Kadomtsev- Petviashvili equation

NASA Astrophysics Data System (ADS)

Ablowitz, Mark J.; Biondini, Gino; Wang, Qiao

2017-08-01

The genus-1 Kadomtsev-Petviashvili (KP)-Whitham system is derived for both variants of the KP equation; namely the KPI and KPII equations. The basic properties of the KP-Whitham system, including symmetries, exact reductions and its possible complete integrability, together with the appropriate generalization of the one-dimensional Riemann problem for the Korteweg-de Vries equation are discussed. Finally, the KP-Whitham system is used to study the linear stability properties of the genus-1 solutions of the KPI and KPII equations; it is shown that all genus-1 solutions of KPI are linearly unstable, while all genus-1 solutions of KPII are linearly stable within the context of Whitham theory.

Nonlocal Reformulations of Water and Internal Waves and Asymptotic Reductions

NASA Astrophysics Data System (ADS)

Ablowitz, Mark J.

2009-09-01

Nonlocal reformulations of the classical equations of water waves and two ideal fluids separated by a free interface, bounded above by either a rigid lid or a free surface, are obtained. The kinematic equations may be written in terms of integral equations with a free parameter. By expressing the pressure, or Bernoulli, equation in terms of the surface/interface variables, a closed system is obtained. An advantage of this formulation, referred to as the nonlocal spectral (NSP) formulation, is that the vertical component is eliminated, thus reducing the dimensionality and fixing the domain in which the equations are posed. The NSP equations and the Dirichlet-Neumann operators associated with the water wave or two-fluid equations can be related to each other and the Dirichlet-Neumann series can be obtained from the NSP equations. Important asymptotic reductions obtained from the two-fluid nonlocal system include the generalizations of the Benney-Luke and Kadomtsev-Petviashvili (KP) equations, referred to as intermediate-long wave (ILW) generalizations. These 2+1 dimensional equations possess lump type solutions. In the water wave problem high-order asymptotic series are obtained for two and three dimensional gravity-capillary solitary waves. In two dimensions, the first term in the asymptotic series is the well-known hyperbolic secant squared solution of the KdV equation; in three dimensions, the first term is the rational lump solution of the KP equation.

Diffusion phenomenon for linear dissipative wave equations in an exterior domain

NASA Astrophysics Data System (ADS)

Ikehata, Ryo

Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.

Exact and Approximate Solutions for the Decades-Old Michaelis-Menten Equation: Progress-Curve Analysis through Integrated Rate Equations

ERIC Educational Resources Information Center

Golicnik, Marko

2011-01-01

The Michaelis-Menten rate equation can be found in most general biochemistry textbooks, where the time derivative of the substrate is a hyperbolic function of two kinetic parameters (the limiting rate "V", and the Michaelis constant "K"[subscript M]) and the amount of substrate. However, fundamental concepts of enzyme kinetics can be difficult to…

LETTER TO THE EDITOR: Bicomplexes and conservation laws in non-Abelian Toda models

NASA Astrophysics Data System (ADS)

Gueuvoghlanian, E. P.

2001-08-01

A bicomplex structure is associated with the Leznov-Saveliev equation of integrable models. The linear problem associated with the zero-curvature condition is derived in terms of the bicomplex linear equation. The explicit example of a non-Abelian conformal affine Toda model is discussed in detail and its conservation laws are derived from the zero-curvature representation of its equation of motion.

Exact periodic solutions of the sixth-order generalized Boussinesq equation

NASA Astrophysics Data System (ADS)

Kamenov, O. Y.

2009-09-01

This paper examines a class of nonlinear sixth-order generalized Boussinesq-like equations (SGBE): utt = uxx + 3(u2)xx + uxxxx + αuxxxxxx, α in R, depending on the positive parameter α. Hirota's bilinear transformation method is applied to the above class of non-integrable equations and exact periodic solutions have been obtained. The results confirmed the well-known nonlinear superposition principle.

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.

On the Full-Discrete Extended Generalised q-Difference Toda System

NASA Astrophysics Data System (ADS)

Li, Chuanzhong; Meng, Anni

2017-08-01

In this paper, we construct a full-discrete integrable difference equation which is a full-discretisation of the generalised q-Toda equation. Meanwhile its soliton solutions are constructed to show its integrable property. Further the Lax pairs of an extended generalised full-discrete q-Toda hierarchy are also constructed. To show the integrability, the bi-Hamiltonian structure and tau symmetry of the extended full-discrete generalised q-Toda hierarchy are given.

Nonlinear ion acoustic waves scattered by vortexes

NASA Astrophysics Data System (ADS)

Ohno, Yuji; Yoshida, Zensho

2016-09-01

The Kadomtsev-Petviashvili (KP) hierarchy is the archetype of infinite-dimensional integrable systems, which describes nonlinear ion acoustic waves in two-dimensional space. This remarkably ordered system resides on a singular submanifold (leaf) embedded in a larger phase space of more general ion acoustic waves (low-frequency electrostatic perturbations). The KP hierarchy is characterized not only by small amplitudes but also by irrotational (zero-vorticity) velocity fields. In fact, the KP equation is derived by eliminating vorticity at every order of the reductive perturbation. Here, we modify the scaling of the velocity field so as to introduce a vortex term. The newly derived system of equations consists of a generalized three-dimensional KP equation and a two-dimensional vortex equation. The former describes 'scattering' of vortex-free waves by ambient vortexes that are determined by the latter. We say that the vortexes are 'ambient' because they do not receive reciprocal reactions from the waves (i.e., the vortex equation is independent of the wave fields). This model describes a minimal departure from the integrable KP system. By the Painlevé test, we delineate how the vorticity term violates integrability, bringing about an essential three-dimensionality to the solutions. By numerical simulation, we show how the solitons are scattered by vortexes and become chaotic.

Receptor binding kinetics equations: Derivation using the Laplace transform method.

PubMed

Hoare, Sam R J

Measuring unlabeled ligand receptor binding kinetics is valuable in optimizing and understanding drug action. Unfortunately, deriving equations for estimating kinetic parameters is challenging because it involves calculus; integration can be a frustrating barrier to the pharmacologist seeking to measure simple rate parameters. Here, a well-known tool for simplifying the derivation, the Laplace transform, is applied to models of receptor-ligand interaction. The method transforms differential equations to a form in which simple algebra can be applied to solve for the variable of interest, for example the concentration of ligand-bound receptor. The goal is to provide instruction using familiar examples, to enable investigators familiar with handling equilibrium binding equations to derive kinetic equations for receptor-ligand interaction. First, the Laplace transform is used to derive the equations for association and dissociation of labeled ligand binding. Next, its use for unlabeled ligand kinetic equations is exemplified by a full derivation of the kinetics of competitive binding equation. Finally, new unlabeled ligand equations are derived using the Laplace transform. These equations incorporate a pre-incubation step with unlabeled or labeled ligand. Four equations for measuring unlabeled ligand kinetics were compared and the two new equations verified by comparison with numerical solution. Importantly, the equations have not been verified with experimental data because no such experiments are evident in the literature. Equations were formatted for use in the curve-fitting program GraphPad Prism 6.0 and fitted to simulated data. This description of the Laplace transform method will enable pharmacologists to derive kinetic equations for their model or experimental paradigm under study. Application of the transform will expand the set of equations available for the pharmacologist to measure unlabeled ligand binding kinetics, and for other time-dependent pharmacological activities. Copyright © 2017 Elsevier Inc. All rights reserved.

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

NASA Technical Reports Server (NTRS)

Cap, F. F.

1971-01-01

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

The thermal-vortex equations

NASA Technical Reports Server (NTRS)

Shebalin, John V.

1987-01-01

The Boussinesq approximation is extended so as to explicitly account for the transfer of fluid energy through viscous action into thermal energy. Ideal and dissipative integral invariants are discussed, in addition to the general equations for thermal-fluid motion.

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

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

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

Improving the Accuracy of Quadrature Method Solutions of Fredholm Integral Equations That Arise from Nonlinear Two-Point Boundary Value Problems

NASA Technical Reports Server (NTRS)

Sidi, Avram; Pennline, James A.

1999-01-01

In this paper we are concerned with high-accuracy quadrature method solutions of nonlinear Fredholm integral equations of the form y(x) = r(x) + definite integral of g(x, t)F(t,y(t))dt with limits between 0 and 1,0 less than or equal to x les than or equal to 1, where the kernel function g(x,t) is continuous, but its partial derivatives have finite jump discontinuities across x = t. Such integral equations arise, e.g., when one applied Green's function techniques to nonlinear two-point boundary value problems of the form y "(x) =f(x,y(x)), 0 less than or equal to x less than or equal to 1, with y(0) = y(sub 0) and y(l) = y(sub l), or other linear boundary conditions. A quadrature method that is especially suitable and that has been employed for such equations is one based on the trepezoidal rule that has a low accuracy. By analyzing the corresponding Euler-Maclaurin expansion, we derive suitable correction terms that we add to the trapezoidal rule, thus obtaining new numerical quadrature formulas of arbitrarily high accuracy that we also use in defining quadrature methods for the integral equations above. We prove an existence and uniqueness theorem for the quadrature method solutions, and show that their accuracy is the same as that of the underlying quadrature formula. The solution of the nonlinear systems resulting from the quadrature methods is achieved through successive approximations whose convergence is also proved. The results are demonstrated with numerical examples.

Improving the Accuracy of Quadrature Method Solutions of Fredholm Integral Equations that Arise from Nonlinear Two-Point Boundary Value Problems

NASA Technical Reports Server (NTRS)

Sidi, Avram; Pennline, James A.

1999-01-01

In this paper we are concerned with high-accuracy quadrature method solutions of nonlinear Fredholm integral equations of the form y(x) = r(x) + integral(0 to 1) g(x,t) F(t, y(t)) dt, 0 less than or equal to x less than or equal to 1, where the kernel function g(x,t) is continuous, but its partial derivatives have finite jump discontinuities across x = t. Such integrals equations arise, e.g., when one applies Green's function techniques to nonlinear two-point boundary value problems of the form U''(x) = f(x,y(x)), 0 less than or equal to x less than or equal to 1, with y(0) = y(sub 0) and g(l) = y(sub 1), or other linear boundary conditions. A quadrature method that is especially suitable and that has been employed for such equations is one based on the trapezoidal rule that has a low accuracy. By analyzing the corresponding Euler-Maclaurin expansion, we derive suitable correction terms that we add to the trapezoidal thus obtaining new numerical quadrature formulas of arbitrarily high accuracy that we also use in defining quadrature methods for the integral equations above. We prove an existence and uniqueness theorem for the quadrature method solutions, and show that their accuracy is the same as that of the underlying quadrature formula. The solution of the nonlinear systems resulting from the quadrature methods is achieved through successive approximations whose convergence is also proved. The results are demonstrated with numerical examples.

A new method for constructing analytic elements for groundwater flow.

NASA Astrophysics Data System (ADS)

Strack, O. D.

2007-12-01

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

A unique set of micromechanics equations for high temperature metal matrix composites

NASA Technical Reports Server (NTRS)

Hopkins, D. A.; Chamis, C. C.

1985-01-01

A unique set of micromechanic equations is presented for high temperature metal matrix composites. The set includes expressions to predict mechanical properties, thermal properties and constituent microstresses for the unidirectional fiber reinforced ply. The equations are derived based on a mechanics of materials formulation assuming a square array unit cell model of a single fiber, surrounding matrix and an interphase to account for the chemical reaction which commonly occurs between fiber and matrix. A three-dimensional finite element analysis was used to perform a preliminary validation of the equations. Excellent agreement between properties predicted using the micromechanics equations and properties simulated by the finite element analyses are demonstrated. Implementation of the micromechanics equations as part of an integrated computational capability for nonlinear structural analysis of high temperature multilayered fiber composites is illustrated.

Three dimensional cylindrical Kadomtsev-Petviashvili equation in a very dense electron-positron-ion plasma

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

Moslem, W. M.; Sabry, R.; Shukla, P. K.

2010-03-15

By using the hydrodynamic equations of ions, Thomas-Fermi electron/positron density distribution, and Poisson equation, a three-dimensional cylindrical Kadomtsev-Petviashvili (CKP) equation is derived for small but finite amplitude ion-acoustic waves. The generalized expansion method is used to analytically solve the CKP equation. New class of solutions admits a train of well-separated bell-shaped periodic pulses is obtained. At certain condition, the latter degenerates to solitary wave solution. The effects of physical parameters on the solitary pulse structures are examined. Furthermore, the energy integral equation is used to study the existence regions of the localized pulses. The present study might be helpful tomore » understand the excitation of nonlinear ion-acoustic waves in a very dense astrophysical objects such as white dwarfs.« less

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

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

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

Wave propagation problem for a micropolar elastic waveguide

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

[Formula: see text]-Contraction in terms of measure of noncompactness with application for nonlinear integral equations.

PubMed

Nikbakhtsarvestani, Farzaneh; Vaezpour, S Mansour; Asadi, Mehdi

2017-01-01

In this paper, some new generalization of Darbo's fixed point theorem is proved by using a [Formula: see text]-contraction in terms of a measure of noncompactness. Our result extends to obtaining a common fixed point for a pair of compatible mappings. The paper contains an application for nonlinear integral equations as well.

Application of boundary integral equations to elastoplastic problems

NASA Technical Reports Server (NTRS)

Mendelson, A.; Albers, L. U.

1975-01-01

The application of boundary integral equations to elastoplastic problems is reviewed. Details of the analysis as applied to torsion problems and to plane problems is discussed. Results are presented for the elastoplastic torsion of a square cross section bar and for the plane problem of notched beams. A comparison of different formulations as well as comparisons with experimental results are presented.

Existence of weak solutions to degenerate p-Laplacian equations and integral formulas

NASA Astrophysics Data System (ADS)

Chua, Seng-Kee; Wheeden, Richard L.

2017-12-01

We study the problem of solving some general integral formulas and then apply the conclusions to obtain results about the existence of weak solutions of various degenerate p-Laplacian equations. We adapt Variational Calculus methods and the Mountain Pass Lemma without the Palais-Smale condition, and we use an abstract version of Lions' Concentration Compactness Principle II.

Discretization analysis of bifurcation based nonlinear amplifiers

NASA Astrophysics Data System (ADS)

Feldkord, Sven; Reit, Marco; Mathis, Wolfgang

2017-09-01

Recently, for modeling biological amplification processes, nonlinear amplifiers based on the supercritical Andronov-Hopf bifurcation have been widely analyzed analytically. For technical realizations, digital systems have become the most relevant systems in signal processing applications. The underlying continuous-time systems are transferred to the discrete-time domain using numerical integration methods. Within this contribution, effects on the qualitative behavior of the Andronov-Hopf bifurcation based systems concerning numerical integration methods are analyzed. It is shown exemplarily that explicit Runge-Kutta methods transform the truncated normalform equation of the Andronov-Hopf bifurcation into the normalform equation of the Neimark-Sacker bifurcation. Dependent on the order of the integration method, higher order terms are added during this transformation.A rescaled normalform equation of the Neimark-Sacker bifurcation is introduced that allows a parametric design of a discrete-time system which corresponds to the rescaled Andronov-Hopf system. This system approximates the characteristics of the rescaled Hopf-type amplifier for a large range of parameters. The natural frequency and the peak amplitude are preserved for every set of parameters. The Neimark-Sacker bifurcation based systems avoid large computational effort that would be caused by applying higher order integration methods to the continuous-time normalform equations.

Analytical and numerical solutions for heat transfer and effective thermal conductivity of cracked media

NASA Astrophysics Data System (ADS)

Tran, A. B.; Vu, M. N.; Nguyen, S. T.; Dong, T. Q.; Le-Nguyen, K.

2018-02-01

This paper presents analytical solutions to heat transfer problems around a crack and derive an adaptive model for effective thermal conductivity of cracked materials based on singular integral equation approach. Potential solution of heat diffusion through two-dimensional cracked media, where crack filled by air behaves as insulator to heat flow, is obtained in a singular integral equation form. It is demonstrated that the temperature field can be described as a function of temperature and rate of heat flow on the boundary and the temperature jump across the cracks. Numerical resolution of this boundary integral equation allows determining heat conduction and effective thermal conductivity of cracked media. Moreover, writing this boundary integral equation for an infinite medium embedding a single crack under a far-field condition allows deriving the closed-form solution of temperature discontinuity on the crack and particularly the closed-form solution of temperature field around the crack. These formulas are then used to establish analytical effective medium estimates. Finally, the comparison between the developed numerical and analytical solutions allows developing an adaptive model for effective thermal conductivity of cracked media. This model takes into account both the interaction between cracks and the percolation threshold.

Inverse scattering in 1-D nonhomogeneous media and recovery of the wave speed

NASA Astrophysics Data System (ADS)

Aktosun, Tuncay; Klaus, Martin; van der Mee, Cornelis

1992-04-01

The inverse scattering problem for the 1-D Schrödinger equation d2ψ/dx2 + k2ψ= k2P(x)ψ + Q(x)ψ is studied. This equation is equivalent to the 1-D wave equation with speed 1/√1-P(x) in a nonhomogeneous medium where Q(x) acts as a restoring force. When Q(x) is integrable with a finite first moment, P(x)<1 and bounded below and satisfies two integrability conditions, P(x) is recovered uniquely when the scattering data and Q(x) are known. Some explicitly solved examples are provided.

The critical boundary RSOS M(3,5) model

NASA Astrophysics Data System (ADS)

El Deeb, O.

2017-12-01

We consider the critical nonunitary minimal model M(3, 5) with integrable boundaries and analyze the patterns of zeros of the eigenvalues of the transfer matrix and then determine the spectrum of the critical theory using the thermodynamic Bethe ansatz ( TBA) equations. Solving the TBA functional equation satisfied by the transfer matrices of the associated A 4 restricted solid-on-solid Forrester-Baxter lattice model in regime III in the continuum scaling limit, we derive the integral TBA equations for all excitations in the ( r, s) = (1, 1) sector and then determine their corresponding energies. We classify the excitations in terms of ( m, n) systems.

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

PubMed

Robertson, Scott; Leonhardt, Ulf

2014-11-01

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

Renormalization of the fragmentation equation: exact self-similar solutions and turbulent cascades.

PubMed

Saveliev, V L; Gorokhovski, M A

2012-12-01

Using an approach developed earlier for renormalization of the Boltzmann collision integral [Saveliev and Nanbu, Phys. Rev. E 65, 051205 (2002)], we derive an exact divergence form for the fragmentation operator. Then we reduce the fragmentation equation to the continuity equation in size space, with the flux given explicitly. This allows us to obtain self-similar solutions and to find the integral of motion for these solutions (we call it the bare flux). We show how these solutions can be applied as a description of cascade processes in three- and two-dimensional turbulence. We also suggested an empirical cascade model of impact fragmentation of brittle materials.

Reduction of the two dimensional stationary Navier-Stokes problem to a sequence of Fredholm integral equations of the second kind

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.

1981-01-01

Present approaches to solving the stationary Navier-Stokes equations are of limited value; however, there does exist an equivalent representation of the problem that has significant potential in solving such problems. This is due to the fact that the equivalent representation consists of a sequence of Fredholm integral equations of the second kind, and the solving of this type of problem is very well developed. For the problem in this form, there is an excellent chance to also determine explicit error estimates, since bounded, rather than unbounded, linear operators are dealt with.

Remote probing of the optical strength of atmospheric turbulence and of wind velocity

NASA Technical Reports Server (NTRS)

Fried, D. L.

1969-01-01

A procedure for determining the optical strength of turbulence of the atmosphere and the wind velocity at various altitudes by measuring the spatial and temporal covariance of scintillation is developed. Emphasis is placed on the development of the formal relationships that have to be inverted to obtain the desired results. For determination of optical strength of turbulence, it is a linear integral equation that is developed. However, for determination of remote wind velocity, a nonlinear integral equation is obtained. A computer approach for solving each of the equations is suggested. The configuration and performance requirements of the measurement apparatus are discussed.

Computation of oscillating airfoil flows with one- and two-equation turbulence models

NASA Technical Reports Server (NTRS)

Ekaterinaris, J. A.; Menter, F. R.

1994-01-01

The ability of one- and two-equation turbulence models to predict unsteady separated flows over airfoils is evaluated. An implicit, factorized, upwind-biased numerical scheme is used for the integration of the compressible, Reynolds-averaged Navier-Stokes equations. The turbulent eddy viscosity is obtained from the computed mean flowfield by integration of the turbulent field equations. One- and two-equation turbulence models are first tested for a separated airfoil flow at fixed angle of incidence. The same models are then applied to compute the unsteady flowfields about airfoils undergoing oscillatory motion at low subsonic Mach numbers. Experimental cases where the flow has been tripped at the leading-edge and where natural transition was allowed to occur naturally are considered. The more recently developed turbulence models capture the physics of unsteady separated flow significantly better than the standard kappa-epsilon and kappa-omega models. However, certain differences in the hysteresis effects are observed. For an untripped high-Reynolds-number flow, it was found necessary to take into account the leading-edge transitional flow region to capture the correct physical mechanism that leads to dynamic stall.

Brownian microhydrodynamics of active filaments.

PubMed

Laskar, Abhrajit; Adhikari, R

2015-12-21

Slender bodies capable of spontaneous motion in the absence of external actuation in an otherwise quiescent fluid are common in biological, physical and technological contexts. The interplay between the spontaneous fluid flow, Brownian motion, and the elasticity of the body presents a challenging fluid-structure interaction problem. Here, we model this problem by approximating the slender body as an elastic filament that can impose non-equilibrium velocities or stresses at the fluid-structure interface. We derive equations of motion for such an active filament by enforcing momentum conservation in the fluid-structure interaction and assuming slow viscous flow in the fluid. The fluid-structure interaction is obtained, to any desired degree of accuracy, through the solution of an integral equation. A simplified form of the equations of motion, which allows for efficient numerical solutions, is obtained by applying the Kirkwood-Riseman superposition approximation to the integral equation. We use this form of equation of motion to study dynamical steady states in free and hinged minimally active filaments. Our model provides the foundation to study collective phenomena in momentum-conserving, Brownian, active filament suspensions.

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

Optimal trajectories based on linear equations

NASA Technical Reports Server (NTRS)

Carter, Thomas E.

1990-01-01

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

A conservative, thermodynamically consistent numerical approach for low Mach number combustion. Part I: Single-level integration

NASA Astrophysics Data System (ADS)

Nonaka, Andrew; Day, Marcus S.; Bell, John B.

2018-01-01

We present a numerical approach for low Mach number combustion that conserves both mass and energy while remaining on the equation of state to a desired tolerance. We present both unconfined and confined cases, where in the latter the ambient pressure changes over time. Our overall scheme is a projection method for the velocity coupled to a multi-implicit spectral deferred corrections (SDC) approach to integrate the mass and energy equations. The iterative nature of SDC methods allows us to incorporate a series of pressure discrepancy corrections naturally that lead to additional mass and energy influx/outflux in each finite volume cell in order to satisfy the equation of state. The method is second order, and satisfies the equation of state to a desired tolerance with increasing iterations. Motivated by experimental results, we test our algorithm on hydrogen flames with detailed kinetics. We examine the morphology of thermodiffusively unstable cylindrical premixed flames in high-pressure environments for confined and unconfined cases. We also demonstrate that our algorithm maintains the equation of state for premixed methane flames and non-premixed dimethyl ether jet flames.

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.