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Sample records for fractional differential equation

  1. Fractional Differential Equations and Multifractality

    NASA Astrophysics Data System (ADS)

    Larcheveque, M.; Schertzer, D. J.; Schertzer, D. J.; Duan, J.; Lovejoy, S.

    2001-12-01

    There has been a mushrooming interest in the linear Fokker-Planck Equation (FPPE) which corresponds to the generating equation of Lévy's anomalous diffusion. We already pointed out some theoretical and empirical limitations of the linear FPPE for various geophysical problems: the medium is in fact considered as homogeneous and the exponent of the power law of the pdf tails should be smaller than 2. We showed that a nonlinear extension based on a nonlinear Langevin equation forced by a Lévy stable motion overcomes these limitations. We show that in order to generate multifractal diffusion, and more generally multifractal fields, we need to furthermore consider fractional time derivatives in the Langevin equation and in FPPE. We compare our approach with the Continuous-Time Random Walk (CTWR) approach.

  2. Differential operator multiplication method for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam

    2016-11-01

    Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.

  3. Solving systems of fractional differential equations using differential transform method

    NASA Astrophysics Data System (ADS)

    Erturk, Vedat Suat; Momani, Shaher

    2008-05-01

    This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.

  4. Sequential fractional differential equations with Hadamard derivative

    NASA Astrophysics Data System (ADS)

    Klimek, M.

    2011-12-01

    A class of nonlinear sequential fractional differential equations dependent on the basic fractional operator involving a Hadamard derivative is studied for arbitrary real noninteger order α∈R+. The existence and uniqueness of the solution is proved using the contraction principle and a new, equivalent norm and metric, introduced in the paper. As an example, a linear nonhomogeneous FDE is solved explicitly in arbitrary interval [ a, b] and for a nonhomogeneous term given as an arbitrary Fox function. The general solution consists of the solution of a homogeneous counterpart equation and a particular solution corresponding to the nonhomogeneous term and is given as a linear combination of the respective Fox functions series.

  5. Numerical approaches to fractional calculus and fractional ordinary differential equation

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Chen, An; Ye, Junjie

    2011-05-01

    Nowadays, fractional calculus are used to model various different phenomena in nature, but due to the non-local property of the fractional derivative, it still remains a lot of improvements in the present numerical approaches. In this paper, some new numerical approaches based on piecewise interpolation for fractional calculus, and some new improved approaches based on the Simpson method for the fractional differential equations are proposed. We use higher order piecewise interpolation polynomial to approximate the fractional integral and fractional derivatives, and use the Simpson method to design a higher order algorithm for the fractional differential equations. Error analyses and stability analyses are also given, and the numerical results show that these constructed numerical approaches are efficient.

  6. A generalized fractional sub-equation method for fractional differential equations with variable coefficients

    NASA Astrophysics Data System (ADS)

    Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong

    2012-08-01

    In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space-time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics.

  7. Modeling some real phenomena by fractional differential equations

    NASA Astrophysics Data System (ADS)

    Almeida, Ricardo; Bastos, Nuno R. O.; Monteiro, M. Teresa T.

    2016-11-01

    This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional differential equations may model more efficiently certain problems than ordinary differential equations. A numerical optimization approach based on least squares approximation is used to determine the order of the fractional operator that better describes real data, as well as other related parameters.

  8. Homogenizing atomic dynamics by fractional differential equations

    NASA Astrophysics Data System (ADS)

    Tang, Shaoqiang; Ying, Yuping

    2017-10-01

    In this paper, we propose two ways to construct fractional differential equations (FDE) for approximating atomic chain dynamics. Taking harmonic chain as an example, we add a power function of fractional order to Taylor expansion of the dispersion relation, and determine the parameters by matching two selected wave numbers. This approximate function leads to an FDE after considering both directions for wave propagation. As an alternative, we consider the symbol of the force term, and approximate it by a similar function. It also induces an FDE. Both approaches produce excellent agreement with the harmonic chain dynamics. The accuracy may be improved by optimizing the selected wave numbers, or starting with higher order Taylor expansions. When resolved in the lattice constant, the resulting FDE's faithfully reproduce the lattice dynamics. When resolved in a coarse grid instead, they systematically generate homogenized algorithms. Numerical tests are performed to verify the proposed approaches. Moreover, FDE's are also constructed for diatomic chain and anharmonic lattice, to illustrate the generality of the proposed approaches.

  9. Solutions to Class of Linear and Nonlinear Fractional Differential Equations

    NASA Astrophysics Data System (ADS)

    Abdel-Salam, Emad A.-B.; Hassan, Gamal F.

    2016-02-01

    In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.

  10. Efficient modified Chebyshev differentiation matrices for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Dabiri, Arman; Butcher, Eric A.

    2017-09-01

    This paper compares several fractional operational matrices for solving a system of linear fractional differential equations (FDEs) of commensurate or incommensurate order. For this purpose, three fractional collocation differentiation matrices (FCDMs) based on finite differences are first proposed and compared with Podlubny's matrix previously used in the literature, after which two new efficient FCDMs based on Chebyshev collocation are proposed. It is shown via an error analysis that the use of the well-known property of fractional differentiation of polynomial bases applied to these methods results in a limitation in the size of the obtained Chebyshev-based FCDMs. To compensate for this limitation, a new fast spectrally accurate FCDM for fractional differentiation which does not require the use of the gamma function is proposed. Then, the Schur-Pade and Schur decomposition methods are implemented to enhance and improve numerical stability. Therefore, this method overcomes the previous limitation regarding the size limitation. In several illustrative examples, the convergence and computation time of the proposed FCDMs are compared and their advantages and disadvantages are outlined.

  11. Numerical approach to differential equations of fractional order

    NASA Astrophysics Data System (ADS)

    Momani, Shaher; Odibat, Zaid

    2007-10-01

    In this paper, the variational iteration method and the Adomian decomposition method are implemented to give approximate solutions for linear and nonlinear systems of differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper presents a numerical comparison between the two methods for solving systems of fractional differential equations. Numerical results show that the two approaches are easy to implement and accurate when applied to differential equations of fractional order.

  12. Exp-function method for solving fractional partial differential equations.

    PubMed

    Zheng, Bin

    2013-01-01

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

  13. Exp-Function Method for Solving Fractional Partial Differential Equations

    PubMed Central

    2013-01-01

    We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established. PMID:23818823

  14. Long-Term Dynamics of Autonomous Fractional Differential Equations

    NASA Astrophysics Data System (ADS)

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

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

  15. On the singular perturbations for fractional differential equation.

    PubMed

    Atangana, Abdon

    2014-01-01

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

  16. Periodicity and positivity of a class of fractional differential equations.

    PubMed

    Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim

    2016-01-01

    Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.

  17. Solving fuzzy fractional differential equations using Zadeh's extension principle.

    PubMed

    Ahmad, M Z; Hasan, M K; Abbasbandy, S

    2013-01-01

    We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided.

  18. Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

    PubMed Central

    Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.

    2013-01-01

    We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853

  19. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

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

  20. Existence of a coupled system of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-01

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

  1. Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order

    NASA Astrophysics Data System (ADS)

    Pradip, Roul

    2013-09-01

    The purpose of the paper is to present analytical and numerical solutions of a degenerate parabolic equation with time-fractional derivatives arising in the spatial diffusion of biological populations. The homotopy—perturbation method is employed for solving this class of equations, and the time-fractional derivatives are described in the sense of Caputo. Comparisons are made with those derived by Adomian's decomposition method, revealing that the homotopy perturbation method is more accurate and convenient than the Adomian's decomposition method. Furthermore, the results reveal that the approximate solution continuously depends on the time-fractional derivative and the proposed method incorporating the Caputo derivatives is a powerful and efficient technique for solving the fractional differential equations without requiring linearization or restrictive assumptions. The basis ideas presented in the paper can be further applied to solve other similar fractional partial differential equations.

  2. Numerical solution of distributed order fractional differential equations

    NASA Astrophysics Data System (ADS)

    Katsikadelis, John T.

    2014-02-01

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

  3. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    PubMed

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

    2014-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Arshad, Muhammad; Lu, Dianchen; Wang, Jun

    2017-07-01

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

  5. Analytical schemes for a new class of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Agrawal, O. P.

    2007-05-01

    Fractional differential equations (FDEs) considered so far contain mostly left (or forward) fractional derivatives. In this paper, we present analytical solutions for a class of FDEs which contain both the left and the right (or the forward and the backward) fractional derivatives. The methods presented use properties of fractional integral operators (which, in many cases, lead to Volterra-type integral equations), an operational approach and a successive approximation method to obtain the solutions. The methods are demonstrated using some examples. The FDEs considered may come from fractional variational calculus (FVC) or from other physical principles. In the case of fractional variational problems (FVPs), the transversality conditions are used to identify appropriate boundary conditions and to solve the problems. It is hoped that this study will lead to further investigations in the field and more elegant solutions would be found.

  6. Jacobi wavelet operational matrix of fractional integration for solving fractional integro-differential equation

    NASA Astrophysics Data System (ADS)

    Rong, Loh Jian; Chang, Phang

    2016-02-01

    In this paper, we first define generalized shifted Jacobi polynomial on interval and then use it to define Jacobi wavelet. Then, the operational matrix of fractional integration for Jacobi wavelet is being derived to solve fractional differential equation and fractional integro-differential equation. This method can be seen as a generalization of other orthogonal wavelet operational methods, e.g. Legendre wavelets, Chebyshev wavelets of 1st kind, Chebyshev wavelets of 2nd kind, etc. which are special cases of the Jacobi wavelets. We apply our method to a special type of fractional integro-differential equation of Fredholm type.

  7. A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

    PubMed Central

    Güner, Özkan; Cevikel, Adem C.

    2014-01-01

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

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

    PubMed

    Güner, Özkan; Cevikel, Adem C

    2014-01-01

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

  9. Renormalization of tracer turbulence leading to fractional differential equations.

    PubMed

    Sánchez, R; Carreras, B A; Newman, D E; Lynch, V E; van Milligen, B Ph

    2006-07-01

    For many years quasilinear renormalization has been applied to numerous problems in turbulent transport. This scheme relies on the localization hypothesis to derive a linear transport equation from a simplified stochastic description of the underlying microscopic dynamics. However, use of the localization hypothesis narrows the range of transport behaviors that can be captured by the renormalized equations. In this paper, we construct a renormalization procedure that manages to avoid the localization hypothesis completely and produces renormalized transport equations, expressed in terms of fractional differential operators, that exhibit much more of the transport phenomenology observed in nature. This technique provides a first step toward establishing a rigorous link between the microscopic physics of turbulence and the fractional transport models proposed phenomenologically for a wide variety of turbulent systems such as neutral fluids or plasmas.

  10. A Solution to the Fundamental Linear Fractional Order Differential Equation

    NASA Technical Reports Server (NTRS)

    Hartley, Tom T.; Lorenzo, Carl F.

    1998-01-01

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

  11. Some existence results on nonlinear fractional differential equations.

    PubMed

    Baleanu, Dumitru; Rezapour, Shahram; Mohammadi, Hakimeh

    2013-05-13

    In this paper, by using fixed-point methods, we study the existence and uniqueness of a solution for the nonlinear fractional differential equation boundary-value problem D(α)u(t)=f(t,u(t)) with a Riemann-Liouville fractional derivative via the different boundary-value problems u(0)=u(T), and the three-point boundary condition u(0)=β(1)u(η) and u(T)=β(2)u(η), where T>0, t∈I=[0,T], 0<α<1, 0<η

  12. Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

    NASA Astrophysics Data System (ADS)

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

    2017-09-01

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

  13. Robust fast controller design via nonlinear fractional differential equations.

    PubMed

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

    2017-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2002-11-01

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

  15. Matrix approach to discrete fractional calculus II: Partial fractional differential equations

    NASA Astrophysics Data System (ADS)

    Podlubny, Igor; Chechkin, Aleksei; Skovranek, Tomas; Chen, YangQuan; Vinagre Jara, Blas M.

    2009-05-01

    A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of various types of fractional diffusion equation. The suggested method is the development of Podlubny's matrix approach [I. Podlubny, Matrix approach to discrete fractional calculus, Fractional Calculus and Applied Analysis 3 (4) (2000) 359-386]. Four examples of numerical solution of fractional diffusion equation with various combinations of time-/space-fractional derivatives (integer/integer, fractional/integer, integer/fractional, and fractional/fractional) with respect to time and to the spatial variable are provided in order to illustrate how simple and general is the suggested approach. The fifth example illustrates that the method can be equally simply used for fractional differential equations with delays. A set of MATLAB routines for the implementation of the method as well as sample code used to solve the examples have been developed.

  16. Exact solutions and maximal dimension of invariant subspaces of time fractional coupled nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Sahadevan, R.; Prakash, P.

    2017-01-01

    We show how invariant subspace method can be extended to time fractional coupled nonlinear partial differential equations and construct their exact solutions. Effectiveness of the method has been illustrated through time fractional Hunter-Saxton equation, time fractional coupled nonlinear diffusion system, time fractional coupled Boussinesq equation and time fractional Whitman-Broer-Kaup system. Also we explain how maximal dimension of the time fractional coupled nonlinear partial differential equations can be estimated.

  17. 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.

  18. On invariant analysis of some time fractional nonlinear systems of partial differential equations. I

    NASA Astrophysics Data System (ADS)

    Singla, Komal; Gupta, R. K.

    2016-10-01

    An investigation of Lie point symmetries for systems of time fractional partial differential equations including Ito system, coupled Burgers equations, coupled Korteweg de Vries equations, Hirota-Satsuma coupled KdV equations, and coupled nonlinear Hirota equations has been done. Using the obtained symmetries, each one of the systems is reduced to the nonlinear system of fractional ordinary differential equations involving Erdélyi-Kober fractional differential operator depending on a parameter α.

  19. Fuzzy fractional functional differential equations under Caputo gH-differentiability

    NASA Astrophysics Data System (ADS)

    Hoa, Ngo Van

    2015-05-01

    In this paper the fuzzy fractional functional differential equations (FFFDEs) under the Caputo generalized Hukuhara differentiability are introduced. We study the existence and uniqueness results of solutions for FFFDEs under some suitable conditions. Also the solution to fuzzy fractional functional initial value problem under Caputo-type fuzzy fractional derivatives by a modified Adams-Bashforth-Moulton method (MABMM) is presented. The method is illustrated by solving some examples.

  20. The (G'/G)-expansion method for the nonlinear time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Unsal, Omer; Guner, Ozkan; Bekir, Ahmet; Cevikel, Adem C.

    2017-01-01

    In this paper, we obtain exact solutions of two time fractional differential equations using Jumarie's modified Riemann-Liouville derivative which is encountered in mathematical physics and applied mathematics; namely (3 + 1)-dimensional time fractional KdV-ZK equation and time fractional ADR equation by using fractional complex transform and (G/'G )-expansion method. It is shown that the considered transform and method are very useful in solving nonlinear fractional differential equations.

  1. Dynamical process of complex systems and fractional differential equations

    NASA Astrophysics Data System (ADS)

    Hara, Hiroaki; Tamura, Yoshiyasu

    2013-10-01

    Behavior of dynamical process of complex systems is investigated. Specifically we analyse two types of ideal complex systems. For analysing the ideal complex systems, we define the response functions describing the internal states to an external force. The internal states are obtained as a relaxation process showing a "power law" distribution, such as scale free behaviors observed in actual measurements. By introducing a hybrid system, the logarithmic time, and double logarithmic time, we show how the "slow relaxation" (SR) process and "super slow relaxation" (SSR) process occur. Regarding the irregular variations of the internal states as an activation process, we calculate the response function to the external force. The behaviors are classified into "power", "exponential", and "stretched exponential" type. Finally we construct a fractional differential equation (FDE) describing the time evolution of these complex systems. In our theory, the exponent of the FDE or that of the power law distribution is expressed in terms of the parameters characterizing the structure of the system.

  2. A study of impulsive multiterm fractional differential equations with single and multiple base points and applications.

    PubMed

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

    We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models.

  3. A Study of Impulsive Multiterm Fractional Differential Equations with Single and Multiple Base Points and Applications

    PubMed Central

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

    We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models. PMID:24578623

  4. New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

    NASA Astrophysics Data System (ADS)

    Yao, Ruo-Xia; Wang, Wei; Chen, Ting-Hua

    2014-11-01

    Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.

  5. On invariant analysis of space-time fractional nonlinear systems of partial differential equations. II

    NASA Astrophysics Data System (ADS)

    Singla, Komal; Gupta, R. K.

    2017-05-01

    In Paper I [Singla, K. and Gupta, R. K., J. Math. Phys. 57, 101504 (2016)], Lie symmetry method is developed for time fractional systems of partial differential equations. In this article, the Lie symmetry approach is proposed for space-time fractional systems of partial differential equations and applied to study some well-known physically significant space-time fractional nonlinear systems successfully.

  6. An efficient technique for higher order fractional differential equation.

    PubMed

    Ali, Ayyaz; Iqbal, Muhammad Asad; Ul-Hassan, Qazi Mahmood; Ahmad, Jamshad; Mohyud-Din, Syed Tauseef

    2016-01-01

    In this study, we establish exact solutions of fractional Kawahara equation by using the idea of [Formula: see text]-expansion method. The results of different studies show that the method is very effective and can be used as an alternative for finding exact solutions of nonlinear evolution equations (NLEEs) in mathematical physics. The solitary wave solutions are expressed by the hyperbolic, trigonometric, exponential and rational functions. Graphical representations along with the numerical data reinforce the efficacy of the used procedure. The specified idea is very effective, expedient for fractional PDEs, and could be extended to other physical problems.

  7. Exponential rational function method for space-time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet

    2016-04-01

    In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.

  8. An approximation method for fractional integro-differential equations

    NASA Astrophysics Data System (ADS)

    Emiroglu, Ibrahim

    2015-12-01

    In this work, an approximation method is proposed for fractional order linear Fredholm type integrodifferential equations with boundary conditions. The Sinc collocation method is applied to the examples and its efficiency and strength is also discussed by some special examples. The results of the proposed method are compared to the available analytic solutions.

  9. An effective analytic approach for solving nonlinear fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Ma, Junchi; Zhang, Xiaolong; Liang, Songxin

    2016-08-01

    Nonlinear fractional differential equations are widely used for modelling problems in applied mathematics. A new analytic approach with two parameters c1 and c2 is first proposed for solving nonlinear fractional partial differential equations. These parameters are used to improve the accuracy of the resulting series approximations. It turns out that much more accurate series approximations are obtained by choosing proper values of c1 and c2. To demonstrate the applicability and effectiveness of the new method, two typical fractional partial differential equations, the nonlinear gas dynamics equation and the nonlinear KdV-Burgers equation, are solved.

  10. On the convergence of difference schemes for fractional differential equations with Robin boundary conditions

    NASA Astrophysics Data System (ADS)

    Bazzaev, A. K.; Shkhanukov-Lafishev, M. Kh.

    2017-01-01

    Locally one-dimensional difference schemes for partial differential equations with fractional order derivatives with respect to time and space in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.

  11. Solving linear fractional-order differential equations via the enhanced homotopy perturbation method

    NASA Astrophysics Data System (ADS)

    Naseri, E.; Ghaderi, R.; Ranjbar N, A.; Sadati, J.; Mahmoudian, M.; Hosseinnia, S. H.; Momani, S.

    2009-10-01

    The linear fractional differential equation is solved using the enhanced homotopy perturbation method (EHPM). In this method, the convergence has been provided by selecting a stabilizing linear part. The most significant features of this method are its simplicity and its excellent accuracy and convergence for the whole range of fractional-order differential equations.

  12. Soliton solution and other solutions to a nonlinear fractional differential equation

    NASA Astrophysics Data System (ADS)

    Guner, Ozkan; Unsal, Omer; Bekir, Ahmet; Kadem, Abdelouahab

    2017-01-01

    In this paper, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the ansatz method and the functional variable method are used to construct exact solutions for (3+1)-dimensional time fractional KdV-Zakharov-Kuznetsov (KdV-ZK) equation. This fractional equation is turned into another nonlinear ordinary differential equation by fractional complex transform then these methods are applied to solve it. As a result, some new exact solutions obtained.

  13. Practical stability with respect to initial time difference for Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Agarwal, Ravi; O'Regan, D.; Hristova, S.; Cicek, M.

    2017-01-01

    Practical stability with initial data difference for nonlinear Caputo fractional differential equations is studied. This type of stability generalizes known concepts of stability in the literature. It enables us to compare the behavior of two solutions when both initial values and initial intervals are different. In this paper the concept of practical stability with initial time difference is generalized to Caputo fractional differential equations. A definition of the derivative of Lyapunov like function along the given nonlinear Caputo fractional differential equation is given. Comparison results using this definition and scalar fractional differential equations are proved. Sufficient conditions for several types of practical stability with initial time difference for nonlinear Caputo fractional differential equations are obtained via Lyapunov functions. Some examples are given to illustrate the results.

  14. Numerical solutions and solitary wave solutions of fractional KDV equations using modified fractional reduced differential transform method

    NASA Astrophysics Data System (ADS)

    Saha Ray, S.

    2013-12-01

    In this paper, the modified fractional reduced differential transform method (MFRDTM) has been proposed and it is implemented for solving fractional KdV (Korteweg-de Vries) equations. The fractional derivatives are described in the Caputo sense. In this paper, the reduced differential transform method is modified to be easily employed to solve wide kinds of nonlinear fractional differential equations. In this new approach, the nonlinear term is replaced by its Adomian polynomials. Thus the nonlinear initial-value problem can be easily solved with less computational effort. In order to show the power and effectiveness of the present modified method and to illustrate the pertinent features of the solutions, several fractional KdV equations with different types of nonlinearities are considered. The results reveal that the proposed method is very effective and simple for obtaining approximate solutions of fractional KdV equations.

  15. Constructing conservation laws for fractional-order integro-differential equations

    NASA Astrophysics Data System (ADS)

    Lukashchuk, S. Yu.

    2015-08-01

    In a class of functions depending on linear integro-differential fractional-order variables, we prove an analogue of the fundamental operator identity relating the infinitesimal operator of a point transformation group, the Euler-Lagrange differential operator, and Noether operators. Using this identity, we prove fractional-differential analogues of the Noether theorem and its generalizations applicable to equations with fractional-order integrals and derivatives of various types that are Euler-Lagrange equations. In explicit form, we give fractional-differential generalizations of Noether operators that gives an efficient way to construct conservation laws, which we illustrate with three examples.

  16. On the problem of convergence of series solution of non-linear fractional partial differential equation

    NASA Astrophysics Data System (ADS)

    Singh, Prince; Sharma, Dinkar

    2017-07-01

    Series solution is obtained on solving non-linear fractional partial differential equation using homotopy perturbation transformation method. First of all, we apply homotopy perturbation transformation method to obtain the series solution of non-linear fractional partial differential equation. In this case, the fractional derivative is described in Caputo sense. Then, we present the facts obtained by analyzing the convergence of this series solution. Finally, the established fact is supported by an example.

  17. Laplace transform method for linear sequential Riemann Liouville and Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Vatsala, Aghalaya S.; Sowmya, M.

    2017-01-01

    Study of nonlinear sequential fractional differential equations of Riemann-Lioville type and Caputo type initial value problem are very useful in applications. In order to develop any iterative methods to solve the nonlinear problems, we need to solve the corresponding linear problem. In this work, we develop Laplace transform method to solve the linear sequential Riemann-Liouville fractional differential equations as well as linear sequential Caputo fractional differential equations of order nq which is sequential of order q. Also, nq is chosen such that (n-1) < nq < n. All our results yield the integer results as a special case when q tends to 1.

  18. Exact solutions of some fractional differential equations by various expansion methods

    NASA Astrophysics Data System (ADS)

    Topsakal, Muammer; Guner, Ozkan; Bekir, Ahmet; Unsal, Omer

    2016-10-01

    In this paper, we construct the exact solutions of some nonlinear spacetime fractional differential equations involving modified Riemann-Liouville derivative in mathematical physics and applied mathematics; namely the fractional modified Benjamin-Bona- Mahony (mBBM) and Kawahara equations by using G'/G and (G'/G, 1/G)-expansion methods.

  19. A new analytical approach to solve some of the fractional-order partial differential equations

    NASA Astrophysics Data System (ADS)

    Manafian, Jalil; Lakestani, Mehrdad

    2017-03-01

    The aim of the present paper is to present an analytical method for the time fractional biological population model, time fractional Burgers, time fractional Cahn-Hilliard, space-time fractional Whitham-Broer-Kaup, space-time fractional Fokas equations by using the generalized tanh-coth method. The fractional derivative is described in the sense of the modified Riemann-Liouville derivatives. The method gives an analytic solution in the form of a convergent series with easily computable components, requiring no linearization or small perturbation. We have obtained the exact solutions for the aforementioned nonlinear fractional equations. A generalized fractional complex transform is appropriately used to convert these fractional equations to ordinary differential equations which subsequently resulted into number of exact solutions.

  20. Mechanical energy and equivalent differential equations of motion for single-degree-of-freedom fractional oscillators

    NASA Astrophysics Data System (ADS)

    Yuan, Jian; Zhang, Youan; Liu, Jingmao; Shi, Bao; Gai, Mingjiu; Yang, Shujie

    2017-06-01

    This paper addresses the total mechanical energy and equivalent differential equation of motion for single degree of freedom fractional oscillators. Based on the energy storage and dissipation properties of the Caputo fractional derivatives, the expression for total mechanical energy in the single degree of freedom fractional oscillators is firstly presented. The energy regeneration due to the external exciting force and the energy loss due to the fractional damping force during the vibratory motion are analyzed. Furthermore, based on the mean energy dissipation and storage in the fractional damping element in steady-state vibration, two new concepts, namely mean equivalent viscous damping and mean equivalent stiffness are suggested and the above coefficient values are evaluated. By this way, the fractional differential equations of motion for single-degree-of-freedom fractional oscillators are equivalently transformed into integer-order ordinary differential equations.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  2. Bright and dark soliton solutions for some nonlinear fractional differential equations

    NASA Astrophysics Data System (ADS)

    Ozkan, Guner; Ahmet, Bekir

    2016-03-01

    In this work, we propose a new approach, namely ansatz method, for solving fractional differential equations based on a fractional complex transform and apply it to the nonlinear partial space-time fractional modified Benjamin-Bona-Mahoney (mBBM) equation, the time fractional mKdV equation and the nonlinear fractional Zoomeron equation which gives rise to some new exact solutions. The physical parameters in the soliton solutions: amplitude, inverse width, free parameters and velocity are obtained as functions of the dependent model coefficients. This method is suitable and more powerful for solving other kinds of nonlinear fractional PDEs arising in mathematical physics. Since the fractional derivatives are described in the modified Riemann-Liouville sense.

  3. Exact solutions for the fractional differential equations by using the first integral method

    NASA Astrophysics Data System (ADS)

    Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi

    2015-03-01

    In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.

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

    PubMed Central

    Song, Junqiang; Leng, Hongze; Lu, Fengshun

    2014-01-01

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

  5. Couple of the variational iteration method and fractional-order Legendre functions method for fractional differential equations.

    PubMed

    Yin, Fukang; Song, Junqiang; Leng, Hongze; Lu, Fengshun

    2014-01-01

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

  6. Analytical approach to linear fractional partial differential equations arising in fluid mechanics

    NASA Astrophysics Data System (ADS)

    Momani, Shaher; Odibat, Zaid

    2006-07-01

    In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods.

  7. A hybrid algorithm for Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Salgado, G. H. O.; Aguirre, L. A.

    2016-04-01

    This paper is concerned with the numerical solution of fractional initial value problems (FIVP) in sense of Caputo's definition for dynamical systems. Unlike for integer-order derivatives that have a single definition, there is more than one definition of non integer-order derivatives and the solution of an FIVP is definition-dependent. In this paper, the chief differences of the main definitions of fractional derivatives are revisited and a numerical algorithm to solve an FIVP for Caputo derivative is proposed. The main advantages of the algorithm are twofold: it can be initialized with integer-order derivatives, and it is faster than the corresponding standard algorithm. The performance of the proposed algorithm is illustrated with examples which suggest that it requires about half the computation time to achieve the same accuracy than the standard algorithm.

  8. The Generation of a Series of Multiwing Chaotic Attractors Using Integer and Fractional Order Differential Equation Systems

    NASA Astrophysics Data System (ADS)

    Xu, Fei

    In this article, we present a systematic approach to design chaos generators using integer order and fractional order differential equation systems. A series of multiwing chaotic attractors and grid multiwing chaotic attractors are obtained using linear integer order differential equation systems with switching controls. The existence of chaotic attractors in the corresponding fractional order differential equation systems is also investigated. We show that, using the nonlinear fractional order differential equation system, or linear fractional order differential equation systems with switching controls, a series of multiwing chaotic attractors can be obtained.

  9. Boundedness of the solutions for certain classes of fractional differential equations with application to adaptive systems.

    PubMed

    Aguila-Camacho, Norelys; Duarte-Mermoud, Manuel A

    2016-01-01

    This paper presents the analysis of three classes of fractional differential equations appearing in the field of fractional adaptive systems, for the case when the fractional order is in the interval α ∈(0,1] and the Caputo definition for fractional derivatives is used. The boundedness of the solutions is proved for all three cases, and the convergence to zero of the mean value of one of the variables is also proved. Applications of the obtained results to fractional adaptive schemes in the context of identification and control problems are presented at the end of the paper, including numerical simulations which support the analytical results.

  10. Analytical approaches for the approximate solution of a nonlinear fractional ordinary differential equation

    NASA Astrophysics Data System (ADS)

    Basak, K. C.; Ray, P. C.; Bera, R. K.

    2009-10-01

    The aim of the present analysis is to apply the Adomian decomposition method and He's variational method for the approximate analytical solution of a nonlinear ordinary fractional differential equation. The solutions obtained by the above two methods have been numerically evaluated and presented in the form of tables and also compared with the exact solution. It was found that the results obtained by the above two methods are in excellent agreement with the exact solution. Finally, a surface plot of the approximate solutions of the fractional differential equation by the above two methods is drawn for 0<=t<=2 and 1<α<=2.

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

    PubMed

    Shah, Kamal; Khan, Rahmat Ali

    2016-01-01

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

  12. On Differences between Fractional and Integer Order Differential Equations for Dynamical Games

    NASA Astrophysics Data System (ADS)

    Ahmed, Elsayed M. E.; Elgazzar, Ahmed S.; Shehata, Mohamed I.

    2008-04-01

    We argue that fractional order differential equations are more suitable to model complex adaptive systems. Hence they are applied in replicator equations for non-cooperative games. Rock-scissors-paper game is discussed. It is known that its integer order model does not have a stable equilibrium. Its fractional order model is shown to have a locally asymptotically stable internal solution. A fractional order asymmetric game is shown to have a locally asymptotically stable internal solution. This is not the case for its integer order counterpart.

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

    PubMed

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

    2015-01-01

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

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

    PubMed Central

    2015-01-01

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

  15. Analytical lie group approach for solving fractional integro-differential equations

    NASA Astrophysics Data System (ADS)

    Pashayi, S.; Hashemi, M. S.; Shahmorad, S.

    2017-10-01

    This study is concerned with the Lie symmetry group analysis of Fractional Integro-Differential Equations (FIDEs) with nonlocal structures based on a new development of prolongation formula. A new prolongation for FIDEs is extracted and invariant solutions are finally presented for some illustrative examples.

  16. Existence results for a system of coupled hybrid fractional differential equations.

    PubMed

    Ahmad, Bashir; Ntouyas, Sotiris K; Alsaedi, Ahmed

    2014-01-01

    This paper studies the existence of solutions for a system of coupled hybrid fractional differential equations with Dirichlet boundary conditions. We make use of the standard tools of the fixed point theory to establish the main results. The existence and uniqueness result is elaborated with the aid of an example.

  17. Toward the existence and uniqueness of solutions for fractional integro-differential equations under uncertainty

    NASA Astrophysics Data System (ADS)

    Ahmadian, A.; Ismail, F.; Senu, N.; Salahshour, S.; Suleiman, M.

    2016-06-01

    The main contribution of the current paper is to obtain new results on the existence and uniqueness of the solution of fractional integro-differential equations under uncertainty with nonlocal conditions. For this purpose, we have used two basic tools, the contraction mapping principle and Krasnoselskii's fixed-point theorem. Indeed, we have considered the original problem involving fuzzy Caputo differentiability, together with fuzzy nonlinear condition.

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

    PubMed

    Khader, M M

    2013-10-01

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

  19. Existence of positive periodic solutions of some nonlinear fractional differential equations

    NASA Astrophysics Data System (ADS)

    Cabada, Alberto; Kisela, Tomáš

    2017-09-01

    The paper is devoted to study of existence and uniqueness of periodic solutions for a particular class of nonlinear fractional differential equations admitting its right-hand side with certain singularities. Our approach is based on Krasnosel'skiĭ and Schauder fixed point theorems and monotone iterative technique which enable us to extend some previously known results. The discussed problems are characterized by a Green's function which has integrable singularities disallowing a direct use of classical techniques known from theory of ordinary differential equations, therefore proper modifications are proposed. Furher, the paper presents simple numerical algorithms directly built on the iterative technique used in theoretical proofs. Illustrative examples conclude the paper.

  20. High-order fractional partial differential equation transform for molecular surface construction

    PubMed Central

    Hu, Langhua; Chen, Duan; Wei, Guo-Wei

    2013-01-01

    Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model

  1. High-order fractional partial differential equation transform for molecular surface construction.

    PubMed

    Hu, Langhua; Chen, Duan; Wei, Guo-Wei

    2013-01-01

    Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model

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

    PubMed

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

    2013-05-13

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

  3. A New Mixed Element Method for a Class of Time-Fractional Partial Differential Equations

    PubMed Central

    Li, Hong; Gao, Wei; He, Siriguleng; Fang, Zhichao

    2014-01-01

    A kind of new mixed element method for time-fractional partial differential equations is studied. The Caputo-fractional derivative of time direction is approximated by two-step difference method and the spatial direction is discretized by a new mixed element method, whose gradient belongs to the simple (L2(Ω)2) space replacing the complex H(div; Ω) space. Some a priori error estimates in L2-norm for the scalar unknown u and in (L2)2-norm for its gradient σ. Moreover, we also discuss a priori error estimates in H1-norm for the scalar unknown u. PMID:24737957

  4. A new mixed element method for a class of time-fractional partial differential equations.

    PubMed

    Liu, Yang; Li, Hong; Gao, Wei; He, Siriguleng; Fang, Zhichao

    2014-01-01

    A kind of new mixed element method for time-fractional partial differential equations is studied. The Caputo-fractional derivative of time direction is approximated by two-step difference method and the spatial direction is discretized by a new mixed element method, whose gradient belongs to the simple (L (2)(Ω)(2)) space replacing the complex H(div; Ω) space. Some a priori error estimates in L (2)-norm for the scalar unknown u and in (L (2))(2)-norm for its gradient σ. Moreover, we also discuss a priori error estimates in H (1)-norm for the scalar unknown u.

  5. Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations.

    PubMed

    Sánchez, R; Carreras, B A; van Milligen, B Ph

    2005-01-01

    The fluid limit of a recently introduced family of nonintegrable (nonlinear) continuous-time random walks is derived in terms of fractional differential equations. In this limit, it is shown that the formalism allows for the modeling of the interaction between multiple transport mechanisms with not only disparate spatial scales but also different temporal scales. For this reason, the resulting fluid equations may find application in the study of a large number of nonlinear multiscale transport problems, ranging from the study of self-organized criticality to the modeling of turbulent transport in fluids and plasmas.

  6. An improved non-classical method for the solution of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Birk, Carolin; Song, Chongmin

    2010-10-01

    A procedure to construct temporally local schemes for the computation of fractional derivatives is proposed. The frequency-domain counterpart (i ω) α of the fractional differential operator of order α is expressed as an improper integral of a rational function in i ω. After applying a quadrature rule, the improper integral is approximated by a series of partial fractions. Each term of the partial fractions corresponds to an exponential kernel in the time domain. The convolution integral in a fractional derivative can be evaluated recursively leading to a local scheme. As the arguments of the exponential functions are always real and negative, the scheme is stable. The present procedure provides a convenient way to evaluate the quality of a given algorithm by examining its accuracy in fitting the function (i ω) α . It is revealed that the non-classical solution methods for fractional differential equations proposed by Yuan and Agrawal (ASME J Vib Acoust 124:321-324, 2002) and by Diethelm (Numer Algorithms 47:361-390, 2008) can also be interpreted as applying specific quadrature rules to evaluate the improper integral numerically. Over a wider range of frequencies, Diethelm’s algorithm provides a more accurate fitting than the YA algorithm. Therefore, it leads to better performance. Further exploiting this advantage of the proposed derivation, a novel quadrature rule leading to an even better performance than Diethelm’s algorithm is proposed. Significant gains in accuracy are achieved at the extreme ends of the frequency range. This results in significant improvements in accuracy for late time responses. Several numerical examples, including fractional differential equations of degree α = 0.3 and α = 1.5, demonstrate the accuracy and efficiency of the proposed method.

  7. From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

    SciTech Connect

    Angstmann, C.N.; Donnelly, I.C.; Henry, B.I.; Jacobs, B.A.; Langlands, T.A.M.; Nichols, J.A.

    2016-02-15

    We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

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

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  9. Fractional chemotaxis diffusion equations.

    PubMed

    Langlands, T A M; Henry, B I

    2010-05-01

    We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modeling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macromolecular crowding. The mesoscopic models are formulated using continuous time random walk equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macromolecular crowding or other obstacles.

  10. A new fractional Chebyshev FDM: an application for solving the fractional differential equations generated by optimisation problem

    NASA Astrophysics Data System (ADS)

    Khader, M. M.

    2015-10-01

    In this paper, we introduce a new numerical technique which we call fractional Chebyshev finite difference method. The algorithm is based on a combination of the useful properties of Chebyshev polynomial approximation and finite difference method. We implement this technique to solve numerically the non-linear programming problem which are governed by fractional differential equations (FDEs). The proposed technique is based on using matrix operator expressions which applies to the differential terms. The operational matrix method is derived in our approach in order to approximate the Caputo fractional derivatives. This operational matrix method can be regarded as a non-uniform finite difference scheme. The error bound for the fractional derivatives is introduced. The application of the method to the generated FDEs leads to algebraic systems which can be solved by an appropriate method. Two numerical examples are provided to confirm the accuracy and the effectiveness of the proposed method. A comparison with the fourth-order Runge-Kutta method is given.

  11. Stability, boundedness, and lagrange stability of fractional differential equations with initial time difference.

    PubMed

    Çiçek, Muhammed; Yakar, Coşkun; Oğur, Bülent

    2014-01-01

    Differential inequalities, comparison results, and sufficient conditions on initial time difference stability, boundedness, and Lagrange stability for fractional differential systems have been evaluated.

  12. A model to determine the petroleum pressure in a well using fractional differential equations

    NASA Astrophysics Data System (ADS)

    Brito Martinez, Beatriz; Brambila Paz, Fernando; Fuentes Ruiz, Carlos

    2016-11-01

    A noninvasive method was used to determine the pressure of petroleum leaving a well. The mathematical model is based on nonlinear fractional differential equations. This model comes from the fractal dimension of the porous medium. The problem is solved in three stages. In the first stage the fractal dimension of the porous medium is determined. We show that microwaves reflected and transmitted through soil have a fractal dimension which is correlated with the fractal dimension of the porous medium. The fractal signature of microwave scattering correlates with certain physical and mechanical properties of soils (porosity, permeability, conductivity, etc.). In the second stage we use three partial fractional equations as a mathematical model to study the diffusion inside the porous medium. In this model sub-diffusive phenomenon occurs if fractal derivative is between zero and one and supra-diffusive occurs if the derivative is greater than 1 and less than 2. Finally in the third stage the mathematical model is used to determinate the petroleum pressure output in a Mexican oil field, which contains three partial fractional equations with triple porosity and permeability.

  13. Symbolic computation of analytic approximate solutions for nonlinear fractional differential equations

    NASA Astrophysics Data System (ADS)

    Lin, Yezhi; Liu, Yinping; Li, Zhibin

    2013-01-01

    The Adomian decomposition method (ADM) is one of the most effective methods to construct analytic approximate solutions for nonlinear differential equations. In this paper, based on the new definition of the Adomian polynomials, Rach (2008) [22], the Adomian decomposition method and the Padé approximants technique, a new algorithm is proposed to construct analytic approximate solutions for nonlinear fractional differential equations with initial or boundary conditions. Furthermore, a MAPLE software package is developed to implement this new algorithm, which is user-friendly and efficient. One only needs to input the system equation, initial or boundary conditions and several necessary parameters, then our package will automatically deliver the analytic approximate solutions within a few seconds. Several different types of examples are given to illustrate the scope and demonstrate the validity of our package, especially for non-smooth initial value problems. Our package provides a helpful and easy-to-use tool in science and engineering simulations. Program summaryProgram title: ADMP Catalogue identifier: AENE_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENE_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 12011 No. of bytes in distributed program, including test data, etc.: 575551 Distribution format: tar.gz Programming language: MAPLE R15. Computer: PCs. Operating system: Windows XP/7. RAM: 2 Gbytes Classification: 4.3. Nature of problem: Constructing analytic approximate solutions of nonlinear fractional differential equations with initial or boundary conditions. Non-smooth initial value problems can be solved by this program. Solution method: Based on the new definition of the Adomian polynomials [1], the Adomian decomposition method and the Pad

  14. Local discontinuous Galerkin method for a nonlinear time-fractional fourth-order partial differential equation

    NASA Astrophysics Data System (ADS)

    Du, Yanwei; Liu, Yang; Li, Hong; Fang, Zhichao; He, Siriguleng

    2017-09-01

    In this article, a fully discrete local discontinuous Galerkin (LDG) method with high-order temporal convergence rate is presented and developed to look for the numerical solution of nonlinear time-fractional fourth-order partial differential equation (PDE). In the temporal direction, for approximating the fractional derivative with order α ∈ (0 , 1), the weighted and shifted Grünwald difference (WSGD) scheme with second-order convergence rate is introduced and for approximating the integer time derivative, two step backward Euler method with second-order convergence rate is used. For the spatial direction, the LDG method is used. For the numerical theories, the stability is derived and a priori error results are proved. Further, some error results and convergence rates are calculated by numerical procedure to illustrate the effectiveness of proposed method.

  15. A fractional differential equation for a MEMS viscometer used in the oil industry

    NASA Astrophysics Data System (ADS)

    Fitt, A. D.; Goodwin, A. R. H.; Ronaldson, K. A.; Wakeham, W. A.

    2009-07-01

    A mathematical model is developed for a micro-electro-mechanical system (MEMS) instrument that has been designed primarily to measure the viscosity of fluids that are encountered during oil well exploration. It is shown that, in one mode of operation, the displacement of the device satisfies a fractional differential equation (FDE). The theory of FDEs is used to solve the governing equation in closed form and numerical solutions are also determined using a simple but efficient central difference scheme. It is shown how knowledge of the exact and numerical solutions enables the design of the device to be optimised. It is also shown that the numerical scheme may be extended to encompass the case of a nonlinear spring, where the resulting FDE is nonlinear.

  16. Fractional vector calculus and fractional Maxwell's equations

    SciTech Connect

    Tarasov, Vasily E.

    2008-11-15

    The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC) has only 10 years. The main approaches to formulate a FVC, which are used in the physics during the past few years, will be briefly described in this paper. We solve some problems of consistent formulations of FVC by using a fractional generalization of the Fundamental Theorem of Calculus. We define the differential and integral vector operations. The fractional Green's, Stokes' and Gauss's theorems are formulated. The proofs of these theorems are realized for simplest regions. A fractional generalization of exterior differential calculus of differential forms is discussed. Fractional nonlocal Maxwell's equations and the corresponding fractional wave equations are considered.

  17. A Cosmology Governed by a Fractional Differential Equation and the Generalized Kilbas-Saigo-Mittag-Leffler Function

    NASA Astrophysics Data System (ADS)

    El-Nabulsi, Rami Ahmad

    2016-02-01

    In this paper we discussed the FRW cosmology characterized by a scale factor obeying different independent types of fractional differential equations with solutions givens in terms of Mittag-Leffler and generalized Kilbas-Saigo-Mittag-Leffler functions. Both types of fractional operators: the Riemann-Liouville fractional integral and the Caputo fractional derivative were considered independently. Some new cosmological features were observed and discussed accordingly.

  18. Legendre wavelet operational matrix of fractional derivative through wavelet-polynomial transformation and its applications on non-linear system of fractional order differential equations

    NASA Astrophysics Data System (ADS)

    Isah, Abdulnasir; Chang, Phang

    2016-06-01

    In this article we propose the wavelet operational method based on shifted Legendre polynomial to obtain the numerical solutions of non-linear systems of fractional order differential equations (NSFDEs). The operational matrix of fractional derivative derived through wavelet-polynomial transformation are used together with the collocation method to turn the NSFDEs to a system of non-linear algebraic equations. Illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed techniques.

  19. Existence and uniqueness theorem for a class of delay differential equations with left and right Caputo fractional derivatives

    NASA Astrophysics Data System (ADS)

    Maraaba (Abdeljawad), Thabet; Baleanu, Dumitru; Jarad, Fahd

    2008-08-01

    The existence and uniqueness theorems for functional right-left delay and left-right advanced fractional functional differential equations with bounded delay and advance, respectively, are proved. The continuity with respect to the initial function for these equations is also proved under some Lipschitz kind conditions. The Q-operator is used to transform the delay-type equation to an advanced one and vice versa. An example is given to clarify the results.

  20. Local and global existence of mild solution to impulsive fractional semilinear integro-differential equation with noncompact semigroup

    NASA Astrophysics Data System (ADS)

    Gou, Haide; Li, Baolin

    2017-01-01

    In this paper, we study local and global existence of mild solution for an impulsive fractional functional integro differential equation with non-compact semi-group in Banach spaces. We establish a general framework to find the mild solutions for impulsive fractional integro-differential equations, which will provide an effective way to deal with such problems. The theorems proved in this paper improve and extend some related conclusions on this topic. Finally, two applications are given to illustrate that our results are valuable.

  1. A preconditioned fast finite volume scheme for a fractional differential equation discretized on a locally refined composite mesh

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-10-01

    Numerical methods for fractional differential equations generate full stiffness matrices, which were traditionally solved via Gaussian type direct solvers that require O (N3) of computational work and O (N2) of memory to store where N is the number of spatial grid points in the discretization. We develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite volume schemes defined on a locally refined composite mesh for fractional differential equations to resolve boundary layers of the solutions. Numerical results are presented to show the utility of the method.

  2. Haar based numerical solution of Fredholm-Volterra fractional integro-differential equation with nonlocal boundary conditions

    NASA Astrophysics Data System (ADS)

    Setia, Amit; Prakash, Bijil; Vatsala, Aghalaya S.

    2017-01-01

    In this paper, a numerical method is proposed to solve the Fredholm-Volterra fractional integro-differential equation with nonlocal boundary conditions by using Haar wavelets. A collocation based Galerkin's method is applied by using Haar wavelets as basis functions over the interval [0, 1). It converts the Fredholm-Volterra fractional integro-differential equation into a system of m linear equations. On incorporating q nonlocal boundary conditions, it leads to further q equations. All together it will give a system of (m + q) linear equations in (m + q) variables which can be solved. A variety of test examples are considered to illustrate the proposed method. The actual error is also measured with respect to a norm and the results are validated through error bounds.

  3. 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.

  4. Fractional differential equations based modeling of microbial survival and growth curves: model development and experimental validation.

    PubMed

    Kaur, A; Takhar, P S; Smith, D M; Mann, J E; Brashears, M M

    2008-10-01

    A fractional differential equations (FDEs)-based theory involving 1- and 2-term equations was developed to predict the nonlinear survival and growth curves of foodborne pathogens. It is interesting to note that the solution of 1-term FDE leads to the Weibull model. Nonlinear regression (Gauss-Newton method) was performed to calculate the parameters of the 1-term and 2-term FDEs. The experimental inactivation data of Salmonella cocktail in ground turkey breast, ground turkey thigh, and pork shoulder; and cocktail of Salmonella, E. coli, and Listeria monocytogenes in ground beef exposed at isothermal cooking conditions of 50 to 66 degrees C were used for validation. To evaluate the performance of 2-term FDE in predicting the growth curves-growth of Salmonella typhimurium, Salmonella Enteritidis, and background flora in ground pork and boneless pork chops; and E. coli O157:H7 in ground beef in the temperature range of 22.2 to 4.4 degrees C were chosen. A program was written in Matlab to predict the model parameters and survival and growth curves. Two-term FDE was more successful in describing the complex shapes of microbial survival and growth curves as compared to the linear and Weibull models. Predicted curves of 2-term FDE had higher magnitudes of R(2) (0.89 to 0.99) and lower magnitudes of root mean square error (0.0182 to 0.5461) for all experimental cases in comparison to the linear and Weibull models. This model was capable of predicting the tails in survival curves, which was not possible using Weibull and linear models. The developed model can be used for other foodborne pathogens in a variety of food products to study the destruction and growth behavior.

  5. Fractional approximations for linear first-order differential equations with polynomial coefficients—application to E1(x)

    NASA Astrophysics Data System (ADS)

    Martin, Pablo; Zamudio-Cristi, Jorge

    1982-12-01

    A method is described to obtain fractional approximations for linear first-order differential equations with polynomial coefficients. This approximation can give good accuracy in a large region of the complex variable plane that may include all of the real axis. The parameters of the approximation are solutions of algebraic equations obtained through the coefficients of the higher and lower powers of the variable after the substitution of the fractional approximation in the differential equation. The method is more general than the asymptotical Padé method, and it is not required to determine the power series or asymptotical expansion. A simple approximation for the exponential integral is found, which gives three exact digits for most of the real values of the variable. Approximations of higher accuracy than those of other authors are also obtained.

  6. Existence and Uniqueness Theorems for Impulsive Fractional Differential Equations with the Two-Point and Integral Boundary Conditions

    PubMed Central

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

    2014-01-01

    We study a boundary value problem for the system of nonlinear impulsive fractional differential equations of order α (0 < α ≤ 1) involving the two-point and integral boundary conditions. Some new results on existence and uniqueness of a solution are established by using fixed point theorems. Some illustrative examples are also presented. We extend previous results even in the integer case α = 1. PMID:24782675

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

    NASA Astrophysics Data System (ADS)

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

    2009-10-01

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

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

    PubMed

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

    2014-01-01

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

  9. Robust and adaptive techniques for numerical simulation of nonlinear partial differential equations of fractional order

    NASA Astrophysics Data System (ADS)

    Owolabi, Kolade M.

    2017-03-01

    In this paper, some nonlinear space-fractional order reaction-diffusion equations (SFORDE) on a finite but large spatial domain x ∈ [0, L], x = x(x , y , z) and t ∈ [0, T] are considered. Also in this work, the standard reaction-diffusion system with boundary conditions is generalized by replacing the second-order spatial derivatives with Riemann-Liouville space-fractional derivatives of order α, for 0 < α < 2. Fourier spectral method is introduced as a better alternative to existing low order schemes for the integration of fractional in space reaction-diffusion problems in conjunction with an adaptive exponential time differencing method, and solve a range of one-, two- and three-components SFORDE numerically to obtain patterns in one- and two-dimensions with a straight forward extension to three spatial dimensions in a sub-diffusive (0 < α < 1) and super-diffusive (1 < α < 2) scenarios. It is observed that computer simulations of SFORDE give enough evidence that pattern formation in fractional medium at certain parameter value is practically the same as in the standard reaction-diffusion case. With application to models in biology and physics, different spatiotemporal dynamics are observed and displayed.

  10. A general fractional differential equation associated with an integral operator with the H-function in the kernel

    NASA Astrophysics Data System (ADS)

    Srivastava, H. M.; Harjule, P.; Jain, R.

    2015-01-01

    In this paper, we introduce and investigate a fractional integral operator which contains Fox's H-function in its kernel. We find solutions to some fractional differential equations by using this operator. The results derived in this paper generalize the results obtained in earlier works by Kilbas et al. [7] and Srivastava and Tomovski [23]. A number of corollaries and consequences of the main results are also considered. Using some of these corollaries, graphical illustrations are presented and it is found that the graphs given here are quite comparable to the physical phenomena of decay processes.

  11. Discrete fractional solutions of the radial equation of the fractional Schrödinger equation

    NASA Astrophysics Data System (ADS)

    Yilmazer, Resat; Ozturk, Okkes

    2017-07-01

    One of the most popular research interests of science and engineering is the fractional calculus theory in recent times. Discrete fractional calculus (DFC) has also an important position in the fractional calculus. The nabla operator in DFC is practical for the singular differential equations. In this study, we investigated the radial equation of the fractional Schrödinger equation. The particular solutions of this equation was obtained as discrete fractional forms via ∇-discrete fractional operator out of known methods.

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

    NASA Astrophysics Data System (ADS)

    Kiryakova, Virginia S.

    2012-11-01

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

  13. Birth-Death Stochastic Process of Optical Rogue Wave Described by Fractional Master Equation — Application of Confluent Heun Differential Equation

    NASA Astrophysics Data System (ADS)

    Konno, Hidetoshi

    2017-06-01

    The paper presents the birth-death stochastic process of an optical rogue wave with a long memory described by a fractional master equation. An exact analytic expression for the probability generating function is obtained with an integral representation of the confluent Heun function. This enables a full statistical analysis under any initial condition. It is demonstrated that the present mathematical approach can be utilized for the analysis of birth-death stochastic processes when the generating function can be described by a class of Heun differential equations.

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

    PubMed

    Edelman, Mark

    2015-07-01

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

  15. Fractional Vorticity Equations

    NASA Astrophysics Data System (ADS)

    Schertzer, D.; Tchguirinskaia, I.; Lovejoy, S.; Tuck, A.

    2012-04-01

    As a result of a thorough discussion (Schertzer et al., Atmos. Chem. Phys., 12, 327-336, 2012 ) of the limitations of the quasi-geostrophic approximation and turbulence, fractional vorticity equations were obtained. This was done with the help of an anisotropic scaling analysis, instead of the classical scale analysis, as done to derive the quasi-geostrophic approximation. This breaks the rotational symmetry of the classical 3D vorticity equations and a priori yields a (2 + Hz)-dimensional turbulence (0 ≤ Hz ≤ 1). This corresponds to a first step in the derivation of a dynamical alternative to the quasi-geostrophic approximation and turbulence. The corresponding precise definition of fractional dimensional turbulence already demonstrates that the classical 2-D and 3-D turbulence are not the main options to understand atmospheric and oceanic dynamics. Although (2 + Hz)-dimensional turbulence (with 0 < Hz < 1) has more common features with 3-D turbulence than with 2-D turbulence, it has nevertheless very distinctive features: its scaling anisotropy is in agreement with the layered pancake structure, which is typical of rotating and stratified turbulence, but not of the classical 3-D turbulence. In this presentation, we further discuss the properties of this set of deterministic-like equations, especially how they can generate a statistical scaling anisotropy, as well as the relevance of the theoretical value Hz = 5/9.

  16. Relativistic equations with fractional and pseudodifferential operators

    SciTech Connect

    Babusci, D.; Dattoli, G.; Quattromini, M.

    2011-06-15

    In this paper we use different techniques from the fractional and pseudo-operators calculus to solve partial differential equations involving operators with noninteger exponents. We apply the method to equations resembling generalizations of the heat equations and discuss the possibility of extending the procedure to the relativistic Schroedinger and Dirac equations.

  17. Fractional generalization of Liouville equations.

    PubMed

    Tarasov, Vasily E

    2004-03-01

    In this paper fractional generalization of Liouville equation is considered. We derive fractional analog of normalization condition for distribution function. Fractional generalization of the Liouville equation for dissipative and Hamiltonian systems was derived from the fractional normalization condition. This condition is considered as a normalization condition for systems in fractional phase space. The interpretation of the fractional space is discussed. Copyright 2004 American Institute of Physics.

  18. Exact solution to fractional logistic equation

    NASA Astrophysics Data System (ADS)

    West, Bruce J.

    2015-07-01

    The logistic equation is one of the most familiar nonlinear differential equations in the biological and social sciences. Herein we provide an exact solution to an extension of this equation to incorporate memory through the use of fractional derivatives in time. The solution to the fractional logistic equation (FLE) is obtained using the Carleman embedding technique that allows the nonlinear equation to be replaced by an infinite-order set of linear equations, which we then solve exactly. The formal series expansion for the initial value solution of the FLE is shown to be expressed in terms of a series of weighted Mittag-Leffler functions that reduces to the well known analytic solution in the limit where the fractional index for the derivative approaches unity. The numerical integration to the FLE provides an excellent fit to the analytic solution. We propose this approach as a general technique for solving a class of nonlinear fractional differential equations.

  19. An efficient algorithm for solving fractional differential equations with boundary conditions

    NASA Astrophysics Data System (ADS)

    Alkan, Sertan; Yildirim, Kenan; Secer, Aydin

    2016-01-01

    In this paper, a sinc-collocation method is described to determine the approximate solution of fractional order boundary value problem (FBVP). The results obtained are presented as two new theorems. The fractional derivatives are defined in the Caputo sense, which is often used in fractional calculus. In order to demonstrate the efficiency and capacity of the present method, it is applied to some FBVP with variable coefficients. Obtained results are compared to exact solutions as well as Cubic Spline solutions. The comparisons can be used to conclude that sinc-collocation method is powerful and promising method for determining the approximate solutions of FBVPs in different types of scenarios.

  20. The Initial Value Problem for Fractional Order Differential Equations with Constant Coefficients. 2nd Edition

    DTIC Science & Technology

    1989-09-30

    eigenfunctions needing m initial conditions for a unique solution. These eigenfunctions will be cast in terms of Mittag -Leffler functions (16), long...modified basis equations. These solutions take the form (-(at)i) h (t ) = Yh (0 ) (26) which is a special case of the beta order Mittag -Leffler...function defined as (16.102) (x pE (x) = lYpf- (27) p.,o In Mittag -Leffler notation the homogeneous solution is Yh(t) = Yh(O) E)[-(at)A, (28) 19 where this

  1. Multiple positive solutions to nonlinear boundary value problems of a system for fractional differential equations.

    PubMed

    Zhai, Chengbo; Hao, Mengru

    2014-01-01

    By using Krasnoselskii's fixed point theorem, we study the existence of at least one or two positive solutions to a system of fractional boundary value problems given by -D(0+)(ν1)y1(t) = λ1a1(t)f(y1(t), y2(t)), - D(0+)(ν2)y2(t) = λ2a2(t)g(y1(t), y2(t)), where D(0+)(ν) is the standard Riemann-Liouville fractional derivative, ν1, ν2 ∈ (n - 1, n] for n > 3 and n ∈ N, subject to the boundary conditions y1((i))(0) = 0 = y ((i))(0), for 0 ≤ i ≤ n - 2, and [D(0+)(α)y1(t)] t=1 = 0 = [D(0+ (α)y2(t)] t=1, for 1 ≤ α ≤ n - 2, or y1((i))(0) = 0 = y ((i))(0), for 0 ≤ i ≤ n - 2, and [D(0+)(α)y1(t)] t=1 = ϕ1(y1), [D(0+)(α)y2(t)] t=1 = ϕ2(y2), for 1 ≤ α ≤ n - 2, ϕ1, ϕ2 ∈ C([0,1], R). Our results are new and complement previously known results. As an application, we also give an example to demonstrate our result.

  2. Parametrically defined differential equations

    NASA Astrophysics Data System (ADS)

    Polyanin, A. D.; Zhurov, A. I.

    2017-01-01

    The paper deals with nonlinear ordinary differential equations defined parametrically by two relations. It proposes techniques to reduce such equations, of the first or second order, to standard systems of ordinary differential equations. It obtains the general solution to some classes of nonlinear parametrically defined ODEs dependent on arbitrary functions. It outlines procedures for the numerical solution of the Cauchy problem for parametrically defined differential equations.

  3. 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.

  4. Spectral method for solution of the fractional transport equation

    NASA Astrophysics Data System (ADS)

    Kadem, Abdelouahab; Luchko, Yury; Baleanu, Dumitru

    2010-08-01

    In this paper, the Chebyshev polynomials expansion method is applied to find both an analytical solution of the fractional transport equation in the one-dimensional plane geometry and its numerical approximations. The idea of the method is in reducing of the fractional transport equation to a system of the linear fractional differential equations for the unknown coefficients of the Chebyshev polynomials expansion. The obtained system of equations is then solved by using the operational method for the Caputo fractional derivative.

  5. Nonlinear differential equations

    SciTech Connect

    Dresner, L.

    1988-01-01

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

  6. Fractional reaction-diffusion equation

    NASA Astrophysics Data System (ADS)

    Seki, Kazuhiko; Wojcik, Mariusz; Tachiya, M.

    2003-07-01

    A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump motion, interferes with the reaction at the encounter distance. Therefore, the reaction term has a memory effect. The derived equation is applied to the geminate recombination problem. The recombination is shown to depend on the intrinsic reaction rate, in contrast with the results of Sung et al. [J. Chem. Phys. 116, 2338 (2002)], which were obtained from the fractional reaction-diffusion equation where the diffusion term has a memory effect but the reaction term does not. The reactivity dependence of the recombination probability is confirmed by numerical simulations.

  7. Symmetry classification of time-fractional diffusion equation

    NASA Astrophysics Data System (ADS)

    Naeem, I.; Khan, M. D.

    2017-01-01

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

  8. Rubel's universal differential equation

    PubMed Central

    Duffin, R. J.

    1981-01-01

    Fourth-order differential equations such as 16y′my′2 - 32ymyny′ + 17y03 = 0 are developed. It is shown that the equation is “universal” in the sense that any continuous function can be approximated with arbitrary accuracy over the whole x axis by a solution y(x) of the equation. This solution is a piecewise polynomial of degree 9 and of class C4. PMID:16593068

  9. Fractional-calculus diffusion equation

    PubMed Central

    2010-01-01

    Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. Conclusions The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis. PMID:20492677

  10. On fractional Langevin equation involving two fractional orders

    NASA Astrophysics Data System (ADS)

    Baghani, Omid

    2017-01-01

    In numerical analysis, it is frequently needed to examine how far a numerical solution is from the exact one. To investigate this issue quantitatively, we need a tool to measure the difference between them and obviously this task is accomplished by the aid of an appropriate norm on a certain space of functions. For example, Sobolev spaces are indispensable part of theoretical analysis of partial differential equations and boundary integral equations, as well as are necessary for the analysis of some numerical methods for the solving of such equations. But most of articles that appear in this field usually use ‖.‖∞ in the space of C[a, b] which is very restrictive. In this paper, we introduce a new norm that is convenient for the fractional and singular differential equations. Using this norm, the existence and uniqueness of initial value problems for nonlinear Langevin equation with two different fractional orders are studied. In fact, the obtained results could be used for the classical cases. Finally, by two examples we show that we cannot always speak about the existence and uniqueness of solutions just by using the previous methods.

  11. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

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

    1960-05-10

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

  12. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

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

  13. Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Britz, Dieter

    In this chapter, the numerical solution of ordinary differential equations (odes) will be described. There is a direct connection between this area and that of partial differential equations (pdes), as noted in, for example [558]. The ode field is large; but here we restrict ourselves to those techniques that appear again in the pde field. Readers wishing greater depth than is presented here can find it in the great number of texts on the subject, such as the classics by Lapidus & Seinfeld [351], Gear [264] or Jain [314];there is a very clear chapter in Gerald [266].

  14. Fractional Schrödinger equation.

    PubMed

    Laskin, Nick

    2002-11-01

    Some properties of the fractional Schrödinger equation are studied. We prove the Hermiticity of the fractional Hamilton operator and establish the parity conservation law for fractional quantum mechanics. As physical applications of the fractional Schrödinger equation we find the energy spectra of a hydrogenlike atom (fractional "Bohr atom") and of a fractional oscillator in the semiclassical approximation. An equation for the fractional probability current density is developed and discussed. We also discuss the relationships between the fractional and standard Schrödinger equations.

  15. Do Differential Equations Swing?

    ERIC Educational Resources Information Center

    Maruszewski, Richard F., Jr.

    2006-01-01

    One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…

  16. Modelling by Differential Equations

    ERIC Educational Resources Information Center

    Chaachoua, Hamid; Saglam, Ayse

    2006-01-01

    This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…

  17. Modelling by Differential Equations

    ERIC Educational Resources Information Center

    Chaachoua, Hamid; Saglam, Ayse

    2006-01-01

    This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…

  18. A fractional Dirac equation and its solution

    NASA Astrophysics Data System (ADS)

    Muslih, Sami I.; Agrawal, Om P.; Baleanu, Dumitru

    2010-02-01

    This paper presents a fractional Dirac equation and its solution. The fractional Dirac equation may be obtained using a fractional variational principle and a fractional Klein-Gordon equation; both methods are considered here. We extend the variational formulations for fractional discrete systems to fractional field systems defined in terms of Caputo derivatives. By applying the variational principle to a fractional action S, we obtain the fractional Euler-Lagrange equations of motion. We present a Lagrangian and a Hamiltonian for the fractional Dirac equation of order α. We also use a fractional Klein-Gordon equation to obtain the fractional Dirac equation which is the same as that obtained using the fractional variational principle. Eigensolutions of this equation are presented which follow the same approach as that for the solution of the standard Dirac equation. We also provide expressions for the path integral quantization for the fractional Dirac field which, in the limit α → 1, approaches to the path integral for the regular Dirac field. It is hoped that the fractional Dirac equation and the path integral quantization of the fractional field will allow further development of fractional relativistic quantum mechanics.

  19. Power-law spatial dispersion from fractional Liouville equation

    SciTech Connect

    Tarasov, Vasily E.

    2013-10-15

    A microscopic model in the framework of fractional kinetics to describe spatial dispersion of power-law type is suggested. The Liouville equation with the Caputo fractional derivatives is used to obtain the power-law dependence of the absolute permittivity on the wave vector. The fractional differential equations for electrostatic potential in the media with power-law spatial dispersion are derived. The particular solutions of these equations for the electric potential of point charge in this media are considered.

  20. On Fractional Duffin-Kemmer-Petiau Equation

    NASA Astrophysics Data System (ADS)

    Bouzid, N.; Merad, M.; Baleanu, D.

    2016-04-01

    In this paper we treat a fractional bosonic, scalar and vectorial, time equation namely Duffin-Kemmer-Petiau Equation. The fractional variational principle was used, the fractional Euler-Lagrange equations were presented. The wave functions were determined and expressed in terms of Mittag-Leffler function.

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  2. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1974-01-01

    For perturbed nonlinear systems, a norm, other than the supremum norm, is introduced on some spaces of continuous functions. This makes possible the study of new types of behavior. A study is presented on a perturbed nonlinear differential equation defined on a half line, and the existence of a family of solutions with special boundedness properties is established. The ideas developed are applied to the study of integral manifolds, and examples are given.

  3. A Fractional Variational Approach to the Fractional Basset-Type Equation

    NASA Astrophysics Data System (ADS)

    Baleanu, Dumitru; Garra, Roberto; Petras, Ivo

    2013-08-01

    In this paper we discuss an application of fractional variational calculus to the Basset-type fractional equations. It is well known that the unsteady motion of a sphere immersed in a Stokes fluid is described by an integro-differential equation involving derivative of real order. Here we study the inverse problem, i.e. we consider the problem from a Lagrangian point of view in the framework of fractional variational calculus. In this way we find an application of fractional variational methods to a classical physical model, finding a Basset-type fractional equation starting from a Lagrangian depending on derivatives of fractional order.

  4. Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation

    NASA Astrophysics Data System (ADS)

    Rui, Wenjuan; Zhang, Xiangzhi

    2016-05-01

    This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.

  5. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1972-01-01

    The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t,y) + F(t,y). The unperturbed system x = f(t,x) has a dichotomy in which some solutions exist and are well behaved as t increases to infinity, and some solution exists and are well behaved as t decreases to minus infinity. A similar study is made for a perturbed nonlinear differential equation defined on a half line, R+, and the existence of a family of solutions with special boundedness properties is established. The ideas are applied to integral manifolds.

  6. Fractional Langevin equation and Riemann-Liouville fractional derivative.

    PubMed

    Sau Fa, Kwok

    2007-10-01

    In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.

  7. Fractional Differential and Integral Inequalities with Applications

    DTIC Science & Technology

    2016-02-14

    THE ABOVE ADDRESS. Xavier University of Louisiana 1 Drexel Drive New Orleans, LA 70125 -1098 31-Aug-2014 ABSTRACT Number of Papers published in peer...reviewed journals : Final Report: Fractional Differential and Integral Inequalities with Applications Report Title The monotone method extended to such...differential equations. (a) Papers published in peer-reviewed journals (N/A for none) Enter List of papers submitted or published that acknowledge ARO support

  8. Stochastic Evolution Equations Driven by Fractional Noises

    DTIC Science & Technology

    2016-11-28

    Stochastic Evolution Equations Driven by Fractional Noises We have introduced a modification of the classical Euler numerical scheme for stochastic...of Papers published in peer-reviewed journals: Final Report: Stochastic Evolution Equations Driven by Fractional Noises Report Title We have introduced...case the evolution form of the equation will involve a Stratonovich integral (or path-wise Young integral). The product can also be interpreted as a

  9. Fokker Planck equation with fractional coordinate derivatives

    NASA Astrophysics Data System (ADS)

    Tarasov, Vasily E.; Zaslavsky, George M.

    2008-11-01

    Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker-Planck equation with fractional coordinate derivative of order 1<α<2.

  10. Solution of the Bagley Torvik equation by fractional DTM

    NASA Astrophysics Data System (ADS)

    Arora, Geeta; Pratiksha

    2017-07-01

    In this paper, fractional differential transform method(DTM) is implemented on the Bagley Torvik equation. This equation models the viscoelastic behavior of geological strata, metals, glasses etc. It explains the motion of a rigid plate immersed in a Newtonian fluid. DTM is a simple, reliable and efficient method that gives a series solution. Caputo fractional derivative is considered throughout this work. Two examples are given to demonstrate the validity and applicability of the method and comparison is made with the existing results.

  11. Fractional embedding of differential operators and Lagrangian systems

    NASA Astrophysics Data System (ADS)

    Cresson, Jacky

    2007-03-01

    This paper is a contribution to the general program of embedding theories of dynamical systems. Following our previous work on the stochastic embedding theory developed with Darses [C. R. Acad. Sci. Ser. I: Math 342, 333 (2006); (preprint IHES 06/27, p. 87, 2006)], we define the fractional embedding of differential operators and ordinary differential equations. We construct an operator combining in a symmetric way the left and right (Riemann-Liouville) fractional derivatives. For Lagrangian systems, our method provides a fractional Euler-Lagrange equation. We prove, developing the corresponding fractional calculus of variations, that such equation can be derived via a fractional least-action principle. We then obtain naturally a fractional Noether theorem and a fractional Hamiltonian formulation of fractional Lagrangian systems. All these constructions are coherents, i.e., the embedding procedure is compatible with the fractional calculus of variations. We then extend our results to cover the Ostrogradski formalism. Using the fractional embedding and following a previous work of Riewe [Phys. Rev. E 53, 1890 (1996); Phys. Rev. E 55, 3581 (1997)], we obtain a fractional Ostrogradski formalism which allows us to derive nonconservative dynamical systems via a fractional generalized least-action principle. We also discuss the Whittaker equations and obtain a fractional Lagrangian formulation. Last, we discuss the fractional embedding of continuous Lagrangian systems. In particular, we obtain a fractional Lagrangian formulation of the classical fractional wave equation introduced by Schneider and Wyss [J. Math. Phys. 30, 134 (1989)] as well as the fractional diffusion equation.

  12. On the invariant solutions of space/time-fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Bahrami, Fariba; Najafi, Ramin; Hashemi, Mir Sajjad

    2017-07-01

    This paper is concerned with the space/time-fractional diffusion equations using Lie symmetry analysis. We introduce a generalized nonclassical method that is applied to differential equations with fractional order. The existing methods give some classical symmetries while the nonclassical approach will retrieve other symmetries to these equations. New exact solutions to the fractional diffusion equations are found.

  13. An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

    SciTech Connect

    Pierantozzi, T.; Vazquez, L.

    2005-11-01

    Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case.

  14. Fast parareal iterations for fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Wu, Shu-Lin; Zhou, Tao

    2017-01-01

    Numerical methods for fractional PDEs is a hot topic recently. This work is concerned with the parareal algorithm for system of ODEs u‧ (t) + Au (t) = f that arising from semi-discretizations of time-dependent fractional diffusion equations with nonsymmetric Riemann-Liouville fractional derivatives. The spatial semi-discretization of this kind of fractional derivatives often results in a coefficient matrix A with spectrum σ (A)

  15. Solving Nonlinear Coupled Differential Equations

    NASA Technical Reports Server (NTRS)

    Mitchell, L.; David, J.

    1986-01-01

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

  16. Approximate solutions to fractional subdiffusion equations

    NASA Astrophysics Data System (ADS)

    Hristov, J.

    2011-03-01

    The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile with unknown coefficients and the concept of penetration (boundary layer). The prescribed profile satisfies the boundary conditions imposed by the boundary layer that allows its coefficients to be expressed through its depth as unique parameter. The integral approach to the fractional subdiffusion equation suggests a replacement of the real distribution function by the approximate profile. The solution was performed with Riemann-Liouville time-fractional derivative since the integral approach avoids the definition of the initial value of the time-derivative required by the Laplace transformed equations and leading to a transition to Caputo derivatives. The method is demonstrated by solutions to two simple fractional subdiffusion equations (Dirichlet problems): 1) Time-Fractional Diffusion Equation, and 2) Time-Fractional Drift Equation, both of them having fundamental solutions expressed through the M-Wright function. The solutions demonstrate some basic issues of the suggested integral approach, among them: a) Choice of the profile, b) Integration problem emerging when the distribution (profile) is replaced by a prescribed one with unknown coefficients; c) Optimization of the profile in view to minimize the average error of approximations; d) Numerical results allowing comparisons to the known solutions expressed to the M-Wright function and error estimations.

  17. A high-speed algorithm for computation of fractional differentiation and fractional integration.

    PubMed

    Fukunaga, Masataka; Shimizu, Nobuyuki

    2013-05-13

    A high-speed algorithm for computing fractional differentiations and fractional integrations in fractional differential equations is proposed. In this algorithm, the stored data are not the function to be differentiated or integrated but the weighted integrals of the function. The intervals of integration for the memory can be increased without loss of accuracy as the computing time-step n increases. The computing cost varies as n log n, as opposed to n(2) of standard algorithms.

  18. An implicit RBF meshless approach for time fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Liu, Q.; Gu, Y. T.; Zhuang, P.; Liu, F.; Nie, Y. F.

    2011-07-01

    This paper aims to develop an implicit meshless approach based on the radial basis function (RBF) for numerical simulation of time fractional diffusion equations. The meshless RBF interpolation is firstly briefed. The discrete equations for two-dimensional time fractional diffusion equation (FDE) are obtained by using the meshless RBF shape functions and the strong-forms of the time FDE. The stability and convergence of this meshless approach are discussed and theoretically proven. Numerical examples with different problem domains and different nodal distributions are studied to validate and investigate accuracy and efficiency of the newly developed meshless approach. It has proven that the present meshless formulation is very effective for modeling and simulation of fractional differential equations.

  19. Fractional thermal diffusion and the heat equation

    NASA Astrophysics Data System (ADS)

    Gómez, Francisco; Morales, Luis; González, Mario; Alvarado, Victor; López, Guadalupe

    2015-02-01

    Fractional calculus is the branch of mathematical analysis that deals with operators interpreted as derivatives and integrals of non-integer order. This mathematical representation is used in the description of non-local behaviors and anomalous complex processes. Fourier's lawfor the conduction of heat exhibit anomalous behaviors when the order of the derivative is considered as 0 < β,ϒ ≤ 1 for the space-time domain respectively. In this paper we proposed an alternative representation of the fractional Fourier's law equation, three cases are presented; with fractional spatial derivative, fractional temporal derivative and fractional space-time derivative (both derivatives in simultaneous form). In this analysis we introduce fractional dimensional parameters σx and σt with dimensions of meters and seconds respectively. The fractional derivative of Caputo type is considered and the analytical solutions are given in terms of the Mittag-Leffler function. The generalization of the equations in spacetime exhibit different cases of anomalous behavior and Non-Fourier heat conduction processes. An illustrative example is presented.

  20. A study of fractional Schrödinger equation composed of Jumarie fractional derivative

    NASA Astrophysics Data System (ADS)

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

    2017-04-01

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

  1. Exact solution of the space-time fractional coupled EW and coupled MEW equations

    NASA Astrophysics Data System (ADS)

    Raslan, K. R.; S. EL-Danaf, Talaat; K. Ali, Khalid

    2017-07-01

    In this paper, we obtained a traveling wave solution by using the Kudryashov method for the space-time fractional nonlinear partial differential equations. The method is used to obtain the exact solutions for different types of the space-time fractional nonlinear partial differential equations, such as the space-time fractional coupled equal width wave equation (CEWE) and the space-time fractional coupled modified equal width wave equation (CMEWE), which are the important soliton equations. Both equations are reduced to ordinary differential equations by use of the fractional complex transform and of the properties of the modified Riemann-Liouville derivative. We plot the exact solutions for these equations at different time levels.

  2. Linear determining equations for differential constraints

    SciTech Connect

    Kaptsov, O V

    1998-12-31

    A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed.

  3. On abstract degenerate neutral differential equations

    NASA Astrophysics Data System (ADS)

    Hernández, Eduardo; O'Regan, Donal

    2016-10-01

    We introduce a new abstract model of functional differential equations, which we call abstract degenerate neutral differential equations, and we study the existence of strict solutions. The class of problems and the technical approach introduced in this paper allow us to generalize and extend recent results on abstract neutral differential equations. Some examples on nonlinear partial neutral differential equations are presented.

  4. Pendulum Motion and Differential Equations

    ERIC Educational Resources Information Center

    Reid, Thomas F.; King, Stephen C.

    2009-01-01

    A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…

  5. Pendulum Motion and Differential Equations

    ERIC Educational Resources Information Center

    Reid, Thomas F.; King, Stephen C.

    2009-01-01

    A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…

  6. Differential Equations via Population Dynamics.

    ERIC Educational Resources Information Center

    Sofo, Anthony

    1981-01-01

    Some single species and two species interactions in population models are presented to show how credible examples can be used to teach an underlying, common mathematical structure within apparently different concepts. The models examined consist of differential equations, and focus on real-world issues. (MP)

  7. Laplace homotopy perturbation method for Burgers equation with space- and time-fractional order

    NASA Astrophysics Data System (ADS)

    Johnston, S. J.; Jafari, H.; Moshokoa, S. P.; Ariyan, V. M.; Baleanu, D.

    2016-01-01

    The fractional Burgers equation describes the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Laplace homotopy perturbation method is discussed to obtain the approximate analytical solution of space-fractional and time-fractional Burgers equations. The method used combines the Laplace transform and the homotopy perturbation method. Numerical results show that the approach is easy to implement and accurate when applied to partial differential equations of fractional orders.

  8. Differential Equations for Morphological Amoebas

    NASA Astrophysics Data System (ADS)

    Welk, Martin; Breuß, Michael; Vogel, Oliver

    This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.

  9. Preconditioned iterative methods for fractional diffusion equation

    NASA Astrophysics Data System (ADS)

    Lin, Fu-Rong; Yang, Shi-Wei; Jin, Xiao-Qing

    2014-01-01

    In this paper, we are concerned with numerical methods for the solution of initial-boundary value problems of anomalous diffusion equations of order α∈(1,2). The classical Crank-Nicholson method is used to discretize the fractional diffusion equation and then the spatial extrapolation is used to obtain temporally and spatially second-order accurate numerical estimates. Two preconditioned iterative methods, namely, the preconditioned generalized minimal residual (preconditioned GMRES) method and the preconditioned conjugate gradient for normal residual (preconditioned CGNR) method, are proposed to solve relevant linear systems. Numerical experiments are given to illustrate the efficiency of the methods.

  10. Fractional field equations for highly improbable events

    NASA Astrophysics Data System (ADS)

    Kleinert, H.

    2013-06-01

    Free and weakly interacting particles perform approximately Gaussian random walks with collisions. They follow a second-quantized nonlinear Schrödinger equation, or relativistic versions of it. By contrast, the fields of strongly interacting particles extremize more involved effective actions obeying fractional wave equations with anomalous dimensions. Their particle orbits perform universal Lévy walks with heavy tails, in which rare events are much more frequent than in Gaussian random walks. Such rare events are observed in exceptionally strong windgusts, monster or rogue waves, earthquakes, and financial crashes. While earthquakes may destroy entire cities, the latter have the potential of devastating entire economies.

  11. On the solution of the fractional nonlinear Schrödinger equation

    NASA Astrophysics Data System (ADS)

    Rida, S. Z.; El-Sherbiny, H. M.; Arafa, A. A. M.

    2008-01-01

    We present the nonlinear Schrödinger (NLS) equation of fractional order. The fractional derivatives are described in the Caputo sense. The Adomian decomposition method (ADM) in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution constructed in power series with easily computable components.

  12. PREFACE: Fractional Differentiation and its Applications (FDA08) Fractional Differentiation and its Applications (FDA08)

    NASA Astrophysics Data System (ADS)

    Baleanu, Dumitru; Tenreiro Machado, J. A.

    2009-10-01

    The international workshop, Fractional Differentiation and its Applications (FDA08), held at Cankaya University, Ankara, Turkey on 5-7 November 2008, was the third in an ongoing series of conferences dedicated to exploring applications of fractional calculus in science, engineering, economics and finance. Fractional calculus, which deals with derivatives and integrals of any order, is now recognized as playing an important role in modeling multi-scale problems that span a wide range of time or length scales. Fractional calculus provides a natural link to the intermediate-order dynamics that often reflects the complexity of micro- and nanostructures through fractional-order differential equations. Unlike the more established techniques of mathematical physics, the methods of fractional differentiation are still under development; while it is true that the ideas of fractional calculus are as old as the classical integer-order differential operators, modern work is proceeding by both expanding the capabilities of this mathematical tool and by widening its range of applications. Hence, the interested reader will find papers here that focus on the underlying mathematics of fractional calculus, that extend fractional-order operators into new domains, and that apply well established methods to experimental and theoretical problems. The organizing committee invited presentations from experts representing the international community of scholars in fractional calculus and welcomed contributions from the growing number of researchers who are applying fractional differentiation to complex technical problems. The selection of papers in this topical issue of Physica Scripta reflects the success of the FDA08 workshop, with the emergence of a variety of novel areas of application. With these ideas in mind, the guest editors would like to honor the many distinguished scientists that have promoted the development of fractional calculus and, in particular, Professor George M

  13. New Iterative Method for Fractional Gas Dynamics and Coupled Burger's Equations

    PubMed Central

    2015-01-01

    This paper presents the approximate analytical solutions to solve the nonlinear gas dynamics and coupled Burger's equations with fractional time derivative. By using initial values, the explicit solutions of the equations are solved by using a reliable algorithm. Numerical results show that the new iterative method is easy to implement and accurate when applied to time-fractional partial differential equations. PMID:25884018

  14. New iterative method for fractional gas dynamics and coupled Burger's equations.

    PubMed

    Al-Luhaibi, Mohamed S

    2015-01-01

    This paper presents the approximate analytical solutions to solve the nonlinear gas dynamics and coupled Burger's equations with fractional time derivative. By using initial values, the explicit solutions of the equations are solved by using a reliable algorithm. Numerical results show that the new iterative method is easy to implement and accurate when applied to time-fractional partial differential equations.

  15. Fractional Solutions of Bessel Equation with N-Method

    PubMed Central

    Bas, Erdal; Yilmazer, Resat; Panakhov, Etibar

    2013-01-01

    This paper deals with the design fractional solution of Bessel equation. We obtain explicit solutions of the equation with the help of fractional calculus techniques. Using the N-fractional calculus operator Nν method, we derive the fractional solutions of the equation. PMID:24023534

  16. Multiwave solutions of time-fractional (2 + 1)-dimensional Nizhnik-Novikov-Veselov equations

    NASA Astrophysics Data System (ADS)

    Osman, M. S.

    2017-04-01

    In this paper, we present a generalized unified method for finding multiwave solutions of the time-fractional (2+1)-dimensional Nizhnik-Novikov-Veselov equations. The fractional derivatives are described in the modified Riemann-Liouville sense. The fractional complex transform has been suggested to convert fractional-order differential equations with modified Riemann-Liouville derivatives into integer-order differential equations, and the reduced equations can be solved by symbolic computation. Multiauxiliary equations have been introduced in this method to obtain not only multisoliton solutions but also multiperiodic or multielliptic solutions. It is shown that the considered method is very effective and convenient for solving wide classes of nonlinear partial differential equations of fractional order.

  17. Analytical approximate solution for nonlinear space—time fractional Klein—Gordon equation

    NASA Astrophysics Data System (ADS)

    Khaled, A. Gepreel; Mohamed, S. Mohamed

    2013-01-01

    The fractional derivatives in the sense of Caputo and the homotopy analysis method are used to construct an approximate solution for the nonlinear space—time fractional derivatives Klein—Gordon equation. The numerical results show that the approaches are easy to implement and accurate when applied to the nonlinear space—time fractional derivatives Klein—Gordon equation. This method introduces a promising tool for solving many space—time fractional partial differential equations. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equations.

  18. Fast permutation preconditioning for fractional diffusion equations.

    PubMed

    Wang, Sheng-Feng; Huang, Ting-Zhu; Gu, Xian-Ming; Luo, Wei-Hua

    2016-01-01

    In this paper, an implicit finite difference scheme with the shifted Grünwald formula, which is unconditionally stable, is used to discretize the fractional diffusion equations with constant diffusion coefficients. The coefficient matrix possesses the Toeplitz structure and the fast Toeplitz matrix-vector product can be utilized to reduce the computational complexity from [Formula: see text] to [Formula: see text], where N is the number of grid points. Two preconditioned iterative methods, named bi-conjugate gradient method for Toeplitz matrix and bi-conjugate residual method for Toeplitz matrix, are proposed to solve the relevant discretized systems. Finally, numerical experiments are reported to show the effectiveness of our preconditioners.

  19. A unifying fractional wave equation for compressional and shear waves.

    PubMed

    Holm, Sverre; Sinkus, Ralph

    2010-01-01

    This study has been motivated by the observed difference in the range of the power-law attenuation exponent for compressional and shear waves. Usually compressional attenuation increases with frequency to a power between 1 and 2, while shear wave attenuation often is described with powers less than 1. Another motivation is the apparent lack of partial differential equations with desirable properties such as causality that describe such wave propagation. Starting with a constitutive equation which is a generalized Hooke's law with a loss term containing a fractional derivative, one can derive a causal fractional wave equation previously given by Caputo [Geophys J. R. Astron. Soc. 13, 529-539 (1967)] and Wismer [J. Acoust. Soc. Am. 120, 3493-3502 (2006)]. In the low omegatau (low-frequency) case, this equation has an attenuation with a power-law in the range from 1 to 2. This is consistent with, e.g., attenuation in tissue. In the often neglected high omegatau (high-frequency) case, it describes attenuation with a power-law between 0 and 1, consistent with what is observed in, e.g., dynamic elastography. Thus a unifying wave equation derived properly from constitutive equations can describe both cases.

  20. Generalized Ordinary Differential Equation Models.

    PubMed

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

    Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

  1. Group analysis of the time fractional generalized diffusion equation

    NASA Astrophysics Data System (ADS)

    Lashkarian, Elham; Reza Hejazi, S.

    2017-08-01

    This paper is concerned with the time fractional derivatives (Riemann-Liouville) of non-linear anomalous diffusion equation. Using Lie symmetry method, we show this equation can be reduced to Erdelyi-Kober fractional derivatives type. Then all of the symmetry vector fields and some exact solutions of our time fractional non-linear equation are obtained.

  2. A fractional diffusion equation model for cancer tumor

    NASA Astrophysics Data System (ADS)

    Iyiola, Olaniyi Samuel; Zaman, F. D.

    2014-10-01

    In this article, we consider cancer tumor models and investigate the need for fractional order derivative as compared to the classical first order derivative in time. Three different cases of the net killing rate are taken into account including the case where net killing rate of the cancer cells is dependent on the concentration of the cells. At first, we use a relatively new analytical technique called q-Homotopy Analysis Method on the resulting time-fractional partial differential equations to obtain analytical solution in form of convergent series with easily computable components. Our numerical analysis enables us to give some recommendations on the appropriate order (fractional) of derivative in time to be used in modeling cancer tumor.

  3. New approach for exact solutions of time fractional Cahn-Allen equation and time fractional Phi-4 equation

    NASA Astrophysics Data System (ADS)

    Tariq, Hira; Akram, Ghazala

    2017-05-01

    In this article, new exact analytical solutions of some nonlinear evolution equations (NLEEs) arising in science, engineering and mathematical physics, namely time fractional Cahn-Allen equation and time fractional Phi-4 equation are developed using tanh method by means of fractional complex transform. The obtained results are demonstrated by graphs for the new solutions.

  4. Two generalized Lyapunov-type inequalities for a fractional p-Laplacian equation with fractional boundary conditions.

    PubMed

    Liu, Yang; Xie, Dapeng; Yang, Dandan; Bai, Chuanzhi

    2017-01-01

    In this paper, we investigate the existence of positive solutions for the boundary value problem of nonlinear fractional differential equation with mixed fractional derivatives and p-Laplacian operator. Then we establish two smart generalizations of Lyapunov-type inequalities. Some applications are given to demonstrate the effectiveness of the new results.

  5. Systems of Nonlinear Hyperbolic Partial Differential Equations

    DTIC Science & Technology

    1997-12-01

    McKinney) Travelling wave solutions of the modified Korteweg - deVries -Burgers Equation . J. Differential Equations , 116 (1995), 448-467. 4. (with D.G...SUBTITLE Systems of Nonlinear Hyperbolic Partial Differential Equations 6. AUTHOR’S) Michael Shearer PERFORMING ORGANIZATION NAMES(S) AND...DISTRIBUTION CODE 13. ABSTRACT (Maximum 200 words) This project concerns properties of wave propagation in partial differential equations that are nonlinear

  6. Symmetry algebras of linear differential equations

    NASA Astrophysics Data System (ADS)

    Shapovalov, A. V.; Shirokov, I. V.

    1992-07-01

    The local symmetries of linear differential equations are investigated by means of proven theorems on the structure of the algebra of local symmetries of translationally and dilatationally invariant differential equations. For a nonparabolic second-order equation, the absence of nontrivial nonlinear local symmetries is proved. This means that the local symmetries reduce to the Lie algebra of linear differential symmetry operators. For the Laplace—Beltrami equation, all local symmetries reduce to the enveloping algebra of the algebra of the conformal group.

  7. Interpolation and partial differential equations

    NASA Astrophysics Data System (ADS)

    Maligranda, Lech; Persson, Lars Erik; Wyller, John

    1994-09-01

    One of the main motivations for developing the theory of interpolation was to apply it to the theory of partial differential equations (PDEs). Nowadays interpolation theory has been developed in an almost unbelievable way {see the bibliography of Maligranda [Interpolation of Operators and Applications (1926-1990), 2nd ed. (Luleå University, Luleå, 1993), p. 154]}. In this article some model examples are presented which display how powerful this theory is when dealing with PDEs. One main aim is to point out when it suffices to use classical interpolation theory and also to give concrete examples of situations when nonlinear interpolation theory has to be applied. Some historical remarks are also included and the relations to similar results are pointed out.

  8. Fractional-order difference equations for physical lattices and some applications

    SciTech Connect

    Tarasov, Vasily E.

    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. Continuum limits of these fractional-order difference equations are also suggested.

  9. On exact traveling-wave solutions for local fractional Korteweg-de Vries equation.

    PubMed

    Yang, Xiao-Jun; Tenreiro Machado, J A; Baleanu, Dumitru; Cattani, Carlo

    2016-08-01

    This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces.

  10. Space-Time Fractional DKP Equation and Its Solution

    NASA Astrophysics Data System (ADS)

    Bouzid, N.; Merad, M.

    2017-05-01

    In this paper, a fractional Hamiltonian formulation for Duffin-Kemmer-Petiau' (DKP) fields is presented and, as done in the framework of the Lagrangian formalism, the fractional DKP equation is deduced. The space-time fractional DKP equation is then solved for both scalar and vectorial cases. The wave functions obtained are expressed in terms of Mittag-Leffler function.

  11. Nonlinear acoustic wave equations with fractional loss operators.

    PubMed

    Prieur, Fabrice; Holm, Sverre

    2011-09-01

    Fractional derivatives are well suited to describe wave propagation in complex media. When introduced in classical wave equations, they allow a modeling of attenuation and dispersion that better describes sound propagation in biological tissues. Traditional constitutive equations from solid mechanics and heat conduction are modified using fractional derivatives. They are used to derive a nonlinear wave equation which describes attenuation and dispersion laws that match observations. This wave equation is a generalization of the Westervelt equation, and also leads to a fractional version of the Khokhlov-Zabolotskaya-Kuznetsov and Burgers' equations.

  12. Solution of time fractional Black-Scholes European option pricing equation arising in financial market

    NASA Astrophysics Data System (ADS)

    Ravi Kanth, A. S. V.; Aruna, K.

    2016-12-01

    In this paper, we present fractional differential transform method (FDTM) and modified fractional differential transform method (MFDTM) for the solution of time fractional Black-Scholes European option pricing equation. The method finds the solution without any discretization, transformation, or restrictive assumptions with the use of appropriate initial or boundary conditions. The efficiency and exactitude of the proposed methods are tested by means of three examples.

  13. Particular solutions of the radial Schrödinger equation via Nabla discrete fractional calculus operator

    NASA Astrophysics Data System (ADS)

    Ozturk, Okkes; Yilmazer, Resat

    2017-07-01

    One of the most popular research interests of science and engineering is the fractional calculus theory in recent times. Discrete fractional calculus (DFC) has also an important position in the fractional calculus. The nabla operator in DFC is practical for the singular differential equations. The purpose of this study is to obtain particular solutions of the radial Schrödinger equation (that is, the most important equation of quantum physics) via nabla DFC operator. These solutions were obtained in the forms of discrete fractional.

  14. Fractional differentiation by neocortical pyramidal neurons

    PubMed Central

    Lundstrom, Brian Nils; Higgs, Matthew H; Spain, William J; Fairhall, Adrienne L

    2008-01-01

    Neural systems adapt to changes in stimulus statistics. However, it is not known how stimuli with complex temporal dynamics drive the dynamics of adaptation and the resulting firing rate. For single neurons, it has often been assumed that adaptation has a single time scale. Here, we show that single rat neocortical pyramidal neurons adapt with a time scale that depends on the time scale of changes in stimulus statistics. This multiple time scale adaptation is consistent with fractional order differentiation, such that the neuron’s firing rate is a fractional derivative of slowly varying stimulus parameters. Biophysically, even though neuronal fractional differentiation effectively yields adaptation with many time scales, we find that its implementation requires only a few, properly balanced known adaptive mechanisms. Fractional differentiation provides single neurons with a fundamental and general computation that can contribute to efficient information processing, stimulus anticipation, and frequency independent phase shifts of oscillatory neuronal firing. PMID:18931665

  15. Least-Squares Spectral Method for the solution of a fractional advection-dispersion equation

    NASA Astrophysics Data System (ADS)

    Carella, Alfredo Raúl; Dorao, Carlos Alberto

    2013-01-01

    Fractional derivatives provide a general approach for modeling transport phenomena occurring in diverse fields. This article describes a Least Squares Spectral Method for solving advection-dispersion equations using Caputo or Riemann-Liouville fractional derivatives. A Gauss-Lobatto-Jacobi quadrature is implemented to approximate the singularities in the integrands arising from the fractional derivative definition. Exponential convergence rate of the operator is verified when increasing the order of the approximation. Solutions are calculated for fractional-time and fractional-space differential equations. Comparisons with finite difference schemes are included. A significant reduction in storage space is achieved by lowering the resolution requirements in the time coordinate.

  16. Exact Solution of Space-Time Fractional Coupled EW and Coupled MEW Equations Using Modified Kudryashov Method

    NASA Astrophysics Data System (ADS)

    Raslan, K. R.; EL-Danaf, Talaat S.; Ali, Khalid K.

    2017-07-01

    In the present paper, we established a traveling wave solution by using modified Kudryashov method for the space-time fractional nonlinear partial differential equations. The method is used to obtain the exact solutions for different types of the space-time fractional nonlinear partial differential equations such as, the space-time fractional coupled equal width wave equation (CEWE) and the space-time fractional coupled modified equal width wave equation (CMEW), which are the important soliton equations. Both equations are reduced to ordinary differential equations by the use of fractional complex transform and properties of modified Riemann-Liouville derivative. We plot the exact solutions for these equations at different time levels.

  17. Fractional Klein-Gordon Equations and Related Stochastic Processes

    NASA Astrophysics Data System (ADS)

    Garra, Roberto; Orsingher, Enzo; Polito, Federico

    2014-03-01

    This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order α in (0,1] . A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into Erdélyi-Kober integral operators. Special attention is payed to the fractional telegraph process whose space-dependent distribution solves a non-homogeneous fractional Klein-Gordon equation. The distribution of the fractional telegraph process for α = 1 coincides with that of the classical telegraph process and its driving equation converts into the homogeneous Klein-Gordon equation. Fractional planar random motions at finite velocity are also investigated, the corresponding distributions obtained as well as the explicit form of the governing equations. Fractionality is reflected into the underlying random motion because in each time interval a binomial number of deviations B(n,α ) (with uniformly-distributed orientation) are considered. The parameter n of B(n,α ) is itself a random variable with fractional Poisson distribution, so that fractionality acts as a subsampling of the changes of direction. Finally the behaviour of each coordinate of the planar motion is examined and the corresponding densities obtained. Extensions to N -dimensional fractional random flights are envisaged as well as the fractional counterpart of the Euler-Poisson-Darboux equation to which our theory applies.

  18. Generalized space-time fractional diffusion equation with composite fractional time derivative

    NASA Astrophysics Data System (ADS)

    Tomovski, Živorad; Sandev, Trifce; Metzler, Ralf; Dubbeldam, Johan

    2012-04-01

    We investigate the solution of space-time fractional diffusion equations with a generalized Riemann-Liouville time fractional derivative and Riesz-Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation. The results are represented by using the Mittag-Leffler functions and the Fox H-function. Special cases of the initial and boundary conditions are considered. Numerical scheme and Grünwald-Letnikov approximation are also used to solve the space-time fractional diffusion equation. The fractional moments of the fundamental solution of the considered space-time fractional diffusion equation are obtained. Many known results are special cases of those obtained in this paper. We investigate also the solution of a space-time fractional diffusion equations with a singular term of the form δ(x)ṡ tΓ/(1-β) (β>0).

  19. MACSYMA's symbolic ordinary differential equation solver

    NASA Technical Reports Server (NTRS)

    Golden, J. P.

    1977-01-01

    The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.

  20. Lie algebras and linear differential equations.

    NASA Technical Reports Server (NTRS)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

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

  1. Symbolic Solution of Linear Differential Equations

    NASA Technical Reports Server (NTRS)

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

    1981-01-01

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

  2. 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…

  3. Lie algebras and linear differential equations.

    NASA Technical Reports Server (NTRS)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

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

  4. 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…

  5. On implicit abstract neutral nonlinear differential equations

    SciTech Connect

    Hernández, Eduardo; O’Regan, Donal

    2016-04-15

    In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

  6. Stochastic differential equation model to Prendiville processes

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, Arifah

    2015-10-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  7. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    Granita; Bahar, Arifah

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  8. Sparse dynamics for partial differential equations

    PubMed Central

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

    2013-01-01

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

  9. Discrete Surface Modelling Using Partial Differential Equations.

    PubMed

    Xu, Guoliang; Pan, Qing; Bajaj, Chandrajit L

    2006-02-01

    We use various nonlinear partial differential equations to efficiently solve several surface modelling problems, including surface blending, N-sided hole filling and free-form surface fitting. The nonlinear equations used include two second order flows, two fourth order flows and two sixth order flows. These nonlinear equations are discretized based on discrete differential geometry operators. The proposed approach is simple, efficient and gives very desirable results, for a range of surface models, possibly having sharp creases and corners.

  10. Ordinary differential equation for local accumulation time.

    PubMed

    Berezhkovskii, Alexander M

    2011-08-21

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

  11. Numerical solution of fractional sub-diffusion and time-fractional diffusion-wave equations via fractional-order Legendre functions

    NASA Astrophysics Data System (ADS)

    Hooshmandasl, M. R.; Heydari, M. H.; Cattani, C.

    2016-08-01

    Fractional calculus has been used to model physical and engineering processes that are best described by fractional differential equations. Therefore designing efficient and reliable techniques for the solution of such equations is an important task. In this paper, we propose an efficient and accurate Galerkin method based on the fractional-order Legendre functions (FLFs) for solving the fractional sub-diffusion equation (FSDE) and the time-fractional diffusion-wave equation (FDWE). The time-fractional derivatives for FSDE are described in the Riemann-Liouville sense, while for FDWE are described in the Caputo sense. To this end, we first derive a new operational matrix of fractional integration (OMFI) in the Riemann-Liouville sense for FLFs. Next, we transform the original FSDE into an equivalent problem with fractional derivatives in the Caputo sense. Then the FLFs and their OMFI together with the Galerkin method are used to transform the problems under consideration into the corresponding linear systems of algebraic equations, which can be simply solved to achieve the numerical solutions of the problems. The proposed method is very convenient for solving such kind of problems, since the initial and boundary conditions are taken into account automatically. Furthermore, the efficiency of the proposed method is shown for some concrete examples. The results reveal that the proposed method is very accurate and efficient.

  12. Fourier spectral method for higher order space fractional reaction-diffusion equations

    NASA Astrophysics Data System (ADS)

    Pindza, Edson; Owolabi, Kolade M.

    2016-11-01

    Evolution equations containing fractional derivatives can provide suitable mathematical models for describing important physical phenomena. In this paper, we propose a fast and accurate method for numerical solutions of space fractional reaction-diffusion equations. The proposed method is based on an exponential integrator scheme in time and the Fourier spectral method in space. The main advantages of this method are that it yields a fully diagonal representation of the fractional operator, with increased accuracy and efficiency, and a completely straightforward extension to high spatial dimensions. Although, in general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives, we introduce them to describe fractional hyper-diffusions in reaction diffusion. The scheme justified by a number of computational experiments, this includes two and three dimensional partial differential equations. Numerical experiments are provided to validate the effectiveness of the proposed approach.

  13. Sobolev type equations of time-fractional order with periodical boundary conditions

    NASA Astrophysics Data System (ADS)

    Plekhanova, Marina

    2016-08-01

    The existence of a unique local solution for a class of time-fractional Sobolev type partial differential equations endowed by the Cauchy initial conditions and periodical with respect to every spatial variable boundary conditions on a parallelepiped is proved. General results are applied to study of the unique solvability for the initial boundary value problem to Benjamin-Bona-Mahony-Burgers and Allair partial differential equations.

  14. Fractional Schrödinger equation in optics.

    PubMed

    Longhi, Stefano

    2015-03-15

    In quantum mechanics, the space-fractional Schrödinger equation provides a natural extension of the standard Schrödinger equation when the Brownian trajectories in Feynman path integrals are replaced by Levy flights. Here an optical realization of the fractional Schrödinger equation, based on transverse light dynamics in aspherical optical cavities, is proposed. As an example, a laser implementation of the fractional quantum harmonic oscillator is presented in which dual Airy beams can be selectively generated under off-axis longitudinal pumping.

  15. An explicit high order method for fractional advection diffusion equations

    NASA Astrophysics Data System (ADS)

    Sousa, Ercília

    2014-12-01

    We propose a high order explicit finite difference method for fractional advection diffusion equations. These equations can be obtained from the standard advection diffusion equations by replacing the second order spatial derivative by a fractional operator of order α with 1<α≤2. This operator is defined by a combination of the left and right Riemann-Liouville fractional derivatives. We study the convergence of the numerical method through consistency and stability. The order of convergence varies between two and three and for advection dominated flows is close to three. Although the method is conditionally stable, the restrictions allow wide stability regions. The analysis is confirmed by numerical examples.

  16. Connecting Related Rates and Differential Equations

    ERIC Educational Resources Information Center

    Brandt, Keith

    2012-01-01

    This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.

  17. Connecting Related Rates and Differential Equations

    ERIC Educational Resources Information Center

    Brandt, Keith

    2012-01-01

    This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.

  18. Leapfrog/Finite Element Method for Fractional Diffusion Equation

    PubMed Central

    Zhao, Zhengang; Zheng, Yunying

    2014-01-01

    We analyze a fully discrete leapfrog/Galerkin finite element method for the numerical solution of the space fractional order (fractional for simplicity) diffusion equation. The generalized fractional derivative spaces are defined in a bounded interval. And some related properties are further discussed for the following finite element analysis. Then the fractional diffusion equation is discretized in space by the finite element method and in time by the explicit leapfrog scheme. For the resulting fully discrete, conditionally stable scheme, we prove an L 2-error bound of finite element accuracy and of second order in time. Numerical examples are included to confirm our theoretical analysis. PMID:24955431

  19. Program for solution of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Sloate, H.

    1973-01-01

    A program for the solution of linear and nonlinear first order ordinary differential equations is described and user instructions are included. The program contains a new integration algorithm for the solution of initial value problems which is particularly efficient for the solution of differential equations with a wide range of eigenvalues. The program in its present form handles up to ten state variables, but expansion to handle up to fifty state variables is being investigated.

  20. Normal Forms for Nonautonomous Differential Equations

    NASA Astrophysics Data System (ADS)

    Siegmund, Stefan

    2002-01-01

    We extend Henry Poincarés normal form theory for autonomous differential equations x=f(x) to nonautonomous differential equations x=f(t, x). Poincarés nonresonance condition λj-∑ni=1 ℓiλi≠0 for eigenvalues is generalized to the new nonresonance condition λj∩∑ni=1 ℓiλi=∅ for spectral intervals.

  1. A class of neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1972-01-01

    Formulation and study of the initial value problem for neutral functional differential equations. The existence, uniqueness, and continuation of solutions to this problem are investigated, and an analysis is made of the dependence of the solutions on the initial conditions and parameters, resulting in the derivation of a continuous dependence theorem in which the fundamental mathematical principles underlying the continuous dependence problem for a very general system of nonlinear neutral functional differential equations are separated out.

  2. Control Problems for Semilinear Neutral Differential Equations in Hilbert Spaces

    PubMed Central

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

    We construct some results on the regularity of solutions and the approximate controllability for neutral functional differential equations with unbounded principal operators in Hilbert spaces. In order to establish the controllability of the neutral equations, we first consider the existence and regularity of solutions of the neutral control system by using fractional power of operators and the local Lipschitz continuity of nonlinear term. Our purpose is to obtain the existence of solutions and the approximate controllability for neutral functional differential control systems without using many of the strong restrictions considered in the previous literature. Finally we give a simple example to which our main result can be applied. PMID:24772022

  3. Control problems for semilinear neutral differential equations in Hilbert spaces.

    PubMed

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

    We construct some results on the regularity of solutions and the approximate controllability for neutral functional differential equations with unbounded principal operators in Hilbert spaces. In order to establish the controllability of the neutral equations, we first consider the existence and regularity of solutions of the neutral control system by using fractional power of operators and the local Lipschitz continuity of nonlinear term. Our purpose is to obtain the existence of solutions and the approximate controllability for neutral functional differential control systems without using many of the strong restrictions considered in the previous literature. Finally we give a simple example to which our main result can be applied.

  4. Modeling animal movements using stochastic differential equations

    Treesearch

    Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

    2004-01-01

    We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

  5. Nonlinear scalar field equations involving the fractional Laplacian

    NASA Astrophysics Data System (ADS)

    Byeon, Jaeyoung; Kwon, Ohsang; Seok, Jinmyoung

    2017-04-01

    In this paper we study the existence, regularity, radial symmetry and decay property of a mountain pass solution for nonlinear scalar field equations involving the fractional Laplacian under an almost optimal class of continuous nonlinearities.

  6. A Unified Introduction to Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Lutzer, Carl V.

    2006-01-01

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

  7. Exp-Function Method and Fractional Complex Transform for Space-Time Fractional KP-BBM Equation

    NASA Astrophysics Data System (ADS)

    Guner, Ozkan

    2017-08-01

    In the present article, He’s fractional derivative, the ansatz method, the (G‧/G)-expansion method, and the exp-function method are used to construct the exact solutions of nonlinear space-time fractional Kadomtsev-Petviashvili-Benjamin-Bona-Mahony (KP-BBM). As a result, different types of exact solutions are obtained. Also we have examined the relation between the solutions obtained from the different methods. These methods are an efficient mathematical tool for solving fractional differential equations (FDEs) and it can be applied to other nonlinear FDEs.

  8. A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications

    NASA Astrophysics Data System (ADS)

    Gao, Guang-hua; Sun, Zhi-zhong; Zhang, Hong-wei

    2014-02-01

    In the present work, first, a new fractional numerical differentiation formula (called the L1-2 formula) to approximate the Caputo fractional derivative of order α (0<α<1) is developed. It is established by means of the quadratic interpolation approximation using three points (tj-2,f(tj-2)),(tj-1,f(tj-1)) and (tj,f(tj)) for the integrand f(t) on each small interval [tj-1,tj] (j⩾2), while the linear interpolation approximation is applied on the first small interval [t0,t1]. As a result, the new formula can be formally viewed as a modification of the classical L1 formula, which is obtained by the piecewise linear approximation for f(t). Both the computational efficiency and numerical accuracy of the new formula are superior to that of the L1 formula. The coefficients and truncation errors of this formula are discussed in detail. Two test examples show the numerical accuracy of L1-2 formula. Second, by the new formula, two improved finite difference schemes with high order accuracy in time for solving the time-fractional sub-diffusion equations on a bounded spatial domain and on an unbounded spatial domain are constructed, respectively. In addition, the application of the new formula into solving fractional ordinary differential equations is also presented. Several numerical examples are computed. The comparison with the corresponding results of finite difference methods by the L1 formula demonstrates that the new L1-2 formula is much more effective and more accurate than the L1 formula when solving time-fractional differential equations numerically.

  9. Laplace and the era of differential equations

    NASA Astrophysics Data System (ADS)

    Weinberger, Peter

    2012-11-01

    Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.

  10. Numerical solution of the one-dimensional fractional convection diffusion equations based on Chebyshev operational matrix.

    PubMed

    Xie, Jiaquan; Huang, Qingxue; Yang, Xia

    2016-01-01

    In this paper, we are concerned with nonlinear one-dimensional fractional convection diffusion equations. An effective approach based on Chebyshev operational matrix is constructed to obtain the numerical solution of fractional convection diffusion equations with variable coefficients. The principal characteristic of the approach is the new orthogonal functions based on Chebyshev polynomials to the fractional calculus. The corresponding fractional differential operational matrix is derived. Then the matrix with the Tau method is utilized to transform the solution of this problem into the solution of a system of linear algebraic equations. By solving the linear algebraic equations, the numerical solution is obtained. The approach is tested via examples. It is shown that the proposed algorithm yields better results. Finally, error analysis shows that the algorithm is convergent.

  11. Spectral analysis and structure preserving preconditioners for fractional diffusion equations

    NASA Astrophysics Data System (ADS)

    Donatelli, Marco; Mazza, Mariarosa; Serra-Capizzano, Stefano

    2016-02-01

    Fractional partial order diffusion equations are a generalization of classical partial differential equations, used to model anomalous diffusion phenomena. When using the implicit Euler formula and the shifted Grünwald formula, it has been shown that the related discretizations lead to a linear system whose coefficient matrix has a Toeplitz-like structure. In this paper we focus our attention on the case of variable diffusion coefficients. Under appropriate conditions, we show that the sequence of the coefficient matrices belongs to the Generalized Locally Toeplitz class and we compute the symbol describing its asymptotic eigenvalue/singular value distribution, as the matrix size diverges. We employ the spectral information for analyzing known methods of preconditioned Krylov and multigrid type, with both positive and negative results and with a look forward to the multidimensional setting. We also propose two new tridiagonal structure preserving preconditioners to solve the resulting linear system, with Krylov methods such as CGNR and GMRES. A number of numerical examples show that our proposal is more effective than recently used circulant preconditioners.

  12. Operator solutions for fractional Fokker-Planck equations.

    PubMed

    Górska, K; Penson, K A; Babusci, D; Dattoli, G; Duchamp, G H E

    2012-03-01

    We obtain exact results for fractional equations of Fokker-Planck type using the evolution operator method. We employ exact forms of one-sided Lévy stable distributions to generate a set of self-reproducing solutions. Explicit cases are reported and studied for various fractional order of derivatives, different initial conditions, and for different versions of Fokker-Planck operators.

  13. Lipschitz regularity of solutions for mixed integro-differential equations

    NASA Astrophysics Data System (ADS)

    Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril

    We establish new Hölder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hölder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.

  14. Analytical and numerical validation for solving the fractional Klein-Gordon equation using the fractional complex transform and variational iteration methods

    NASA Astrophysics Data System (ADS)

    Khader, M. M.; Adel, M.

    2016-09-01

    In this paper, we implement the fractional complex transform method to convert the nonlinear fractional Klein-Gordon equation (FKGE) to an ordinary differential equation. We use the variational iteration method (VIM) to solve the resulting ODE. The fractional derivatives are presented in terms of the Caputo sense. Some numerical examples are presented to validate the proposed techniques. Finally, a comparison with the numerical solution using Runge-Kutta of order four is given.

  15. Differential geometry techniques for sets of nonlinear partial differential equations

    NASA Technical Reports Server (NTRS)

    Estabrook, Frank B.

    1990-01-01

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

  16. Differential geometry techniques for sets of nonlinear partial differential equations

    NASA Technical Reports Server (NTRS)

    Estabrook, Frank B.

    1990-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Cresson, Jacky; Pierret, Frédéric

    2016-05-01

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

  18. An enriched finite element method to fractional advection-diffusion equation

    NASA Astrophysics Data System (ADS)

    Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

    2017-03-01

    In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

  19. An enriched finite element method to fractional advection-diffusion equation

    NASA Astrophysics Data System (ADS)

    Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

    2017-08-01

    In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

  20. On the solutions of fractional order of evolution equations

    NASA Astrophysics Data System (ADS)

    Morales-Delgado, V. F.; Taneco-Hernández, M. A.; Gómez-Aguilar, J. F.

    2017-01-01

    In this paper we present a discussion of generalized Cauchy problems in a diffusion wave process, we consider bi-fractional-order evolution equations in the Riemann-Liouville, Liouville-Caputo, and Caputo-Fabrizio sense. Through Fourier transforms and Laplace transform we derive closed-form solutions to the Cauchy problems mentioned above. Similarly, we establish fundamental solutions. Finally, we give an application of the above results to the determination of decompositions of Dirac type for bi-fractional-order equations and write a formula for the moments for the fractional vibration of a beam equation. This type of decomposition allows us to speak of internal degrees of freedom in the vibration of a beam equation.

  1. New analytical exact solutions of time fractional KdV-KZK equation by Kudryashov methods

    NASA Astrophysics Data System (ADS)

    S Saha, Ray

    2016-04-01

    In this paper, new exact solutions of the time fractional KdV-Khokhlov-Zabolotskaya-Kuznetsov (KdV-KZK) equation are obtained by the classical Kudryashov method and modified Kudryashov method respectively. For this purpose, the modified Riemann-Liouville derivative is used to convert the nonlinear time fractional KdV-KZK equation into the nonlinear ordinary differential equation. In the present analysis, the classical Kudryashov method and modified Kudryashov method are both used successively to compute the analytical solutions of the time fractional KdV-KZK equation. As a result, new exact solutions involving the symmetrical Fibonacci function, hyperbolic function and exponential function are obtained for the first time. The methods under consideration are reliable and efficient, and can be used as an alternative to establish new exact solutions of different types of fractional differential equations arising from mathematical physics. The obtained results are exhibited graphically in order to demonstrate the efficiencies and applicabilities of these proposed methods of solving the nonlinear time fractional KdV-KZK equation.

  2. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

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

  3. Stochastic Differential Equation of Earthquakes Series

    NASA Astrophysics Data System (ADS)

    Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura

    2016-07-01

    This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.

  4. Asymptotically dichotomic almost periodic differential equations

    NASA Astrophysics Data System (ADS)

    Campos, Juan; Tarallo, Massimo

    2017-07-01

    Consider a non-linear differential equation in RN which asymptotically behaves as a linear equation admitting an exponential dichotomy. We wonder if almost periodic solutions exist when we add to the equation an almost periodic forcing term, large enough and not vanishing too much. A positive answer has been given in [3] for the scalar case N = 1 and our aim is to extend that result to higher dimensions. We discover that the extension seems to be driven by a new ingredient, namely the type of the exponential dichotomy: besides the pure stable types, the mixed hyperbolic type is now possible and leads to a weaker than expected extension. An example shows that a stronger extension cannot be obtained by the same method. The approach is blended and mixes methods of differential equations and functional analysis, especially when estimating norm and spectral radius of some crucial positive but non-compact linear integral operators.

  5. Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations

    SciTech Connect

    Petzold, L; Cao, Y; Li, S; Serban, R

    2005-08-09

    Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.

  6. A differential equation for approximate wall distance

    NASA Astrophysics Data System (ADS)

    Fares, E.; Schröder, W.

    2002-07-01

    A partial differential equation to compute the distance from a surface is derived and solved numerically. The benefit of such a formulation especially in combination with turbulence models is shown. The details of the formulation as well as several examples demonstrating the influence of its parameters are presented. The proposed formulation has computational advantages and can be favourably incorporated into one- and two-equation turbulence models like e.g. the Spalart-Allmaras, the Secundov or Menter's SST model. Copyright

  7. Transient responses of an axially accelerating viscoelastic string constituted by a fractional differentiation law

    NASA Astrophysics Data System (ADS)

    Chen, Li-Qun; Zhao, Wei-Jia; Zu, Jean W.

    2004-12-01

    This paper deals with the transverse vibration of an initially stressed moving viscoelastic string obeying a fractional differentiation constitutive law. The governing equation is derived from Newtonian second law of motion, and reduced to a set of non-linear differential-integral equations based on Galerkin's truncation. A numerical approach is proposed to solve numerically the differential-integral equation through developing an approximate expression of the fractional derivatives involved. Some numerical examples are presented to highlight the effects of viscoelastic parameters and frequencies of parametric excitations on the transient responses of the axially moving string.

  8. Limit Cycles of Planar Quadratic Differential Equations,

    DTIC Science & Technology

    1982-05-01

    A120 71g LIMIT CYCLES OF PLANAR QUADRATIC DIFFERENTIAL EQUATIONS i/i (U) VALE UNIV NEW~ HAVEN CT CENTER FOR SYSTEMS SCIENCE D E KODITSCHE( ET AL...MICROCOPY RESOLUTION TEST CHART ""OftAI IIMEA OF WSTMAIhSIItg0s3a NATIONA BUREAU OF -TANDtMAROga / - -w w w ~ S S S S S S S S LIMIT CYCLES OF PLANAR...pubta rolb=% DW*5UMato UnlIhd ... a.. . . . . . . . . .......- .lu uo . ,aK Limit Cycles of Planar Quadratic Differential Equations D. E. Koditschek

  9. 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.

  10. Differential equations on unitarity cut surfaces

    NASA Astrophysics Data System (ADS)

    Zeng, Mao

    2017-06-01

    We reformulate differential equations (DEs) for Feynman integrals to avoid doubled propagators in intermediate steps. External momentum derivatives are dressed with loop momentum derivatives to form tangent vectors to unitarity cut surfaces, in a way inspired by unitarity-compatible IBP reduction. For the one-loop box, our method directly produces the final DEs without any integration-by-parts reduction. We further illustrate the method by deriving maximal-cut level differential equations for two-loop nonplanar five-point integrals, whose exact expressions are yet unknown. We speed up the computation using finite field techniques and rational function reconstruction.

  11. Symmetric solutions of evolutionary partial differential equations

    NASA Astrophysics Data System (ADS)

    Bruell, Gabriele; Ehrnström, Mats; Geyer, Anna; Pei, Long

    2017-10-01

    We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms of three principles, based on the structure of the equations. The first principle covers equations that allow for steady solutions and shows that any spatially symmetric solution is in fact steady with a speed determined by the motion of the axis of symmetry at the initial time. The second principle includes equations that admit breathers and steady waves, and therefore is less strong: it holds that the axes of symmetry are constant in time. The last principle is a mixed case, when the equation contains terms of the kind from both earlier principles, and there may be different outcomes; for a class of such equations one obtains that a spatially symmetric solution must be constant in both time and space. We list and give examples of more than 30 well-known equations and systems in one and several dimensions satisfying these principles; corresponding results for weak formulations of these equations may be attained using the same techniques. Our investigation is a generalisation of a local and one-dimensional version of the first principle from Ehrnström et al (2009 Int. Math. Res. Not. 2009 4578–96) to nonlocal equations, systems and higher dimensions, as well as a study of the standing and mixed cases.

  12. An efficient method for systems of variable coefficient coupled Burgers' equation with time-fractional derivative.

    PubMed

    Aminikhah, Hossein; Malekzadeh, Nasrin

    2013-01-01

    A new homotopy perturbation method (NHPM) is applied to system of variable coefficient coupled Burgers' equation with time-fractional derivative. The fractional derivatives are described in the Caputo fractional derivative sense. The concept of new algorithm is introduced briefly, and NHPM is examined for two systems of nonlinear Burgers' equation. In this approach, the solution is considered as a power series expansion that converges rapidly to the nonlinear problem. The new approximate analytical procedure depends on two iteratives. The modified algorithm provides approximate solutions in the form of convergent series with easily computable components. Results indicate that the introduced method is promising for solving other types of systems of nonlinear fractional-order partial differential equations.

  13. Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

    NASA Astrophysics Data System (ADS)

    Liang, Jin-Rong; Wang, Jun; Lǔ, Long-Jin; Gu, Hui; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-01-01

    In statistical physics, anomalous diffusion plays an important role, whose applications have been found in many areas. In this paper, we introduce a composite-diffusive fractional Brownian motion X α, H ( t)= X H ( S α ( t)), 0< α, H<1, driven by anomalous diffusions as a model of asset prices and discuss the corresponding fractional Fokker-Planck equation and Black-Scholes formula. We obtain the fractional Fokker-Planck equation governing the dynamics of the probability density function of the composite-diffusive fractional Brownian motion and find the Black-Scholes differential equation driven by the stock asset X α, H ( t) and the corresponding Black-Scholes formula for the fair prices of European option.

  14. Counting Coloured Planar Maps: Differential Equations

    NASA Astrophysics Data System (ADS)

    Bernardi, Olivier; Bousquet-Mélou, Mireille

    2017-08-01

    We address the enumeration of q-coloured planar maps counted by the number of edges and the number of monochromatic edges. We prove that the associated generating function is differentially algebraic, that is, satisfies a non-trivial polynomial differential equation with respect to the edge variable. We give explicitly a differential system that characterizes this series. We then prove a similar result for planar triangulations, thus generalizing a result of Tutte dealing with their proper q-colourings. In statistical physics terms, we solve the q-state Potts model on random planar lattices. This work follows a first paper by the same authors, where the generating function was proved to be algebraic for certain values of q, including {q=1, 2} and 3. It is known to be transcendental in general. In contrast, our differential system holds for an indeterminate q. For certain special cases of combinatorial interest (four colours; proper q-colourings; maps equipped with a spanning forest), we derive from this system, in the case of triangulations, an explicit differential equation of order 2 defining the generating function. For general planar maps, we also obtain a differential equation of order 3 for the four-colour case and for the self-dual Potts model.

  15. Lithium-ion batteries modeling involving fractional differentiation

    NASA Astrophysics Data System (ADS)

    Sabatier, Jocelyn; Merveillaut, Mathieu; Francisco, Junior Mbala; Guillemard, Franck; Porcelatto, Denis

    2014-09-01

    With hybrid and electric vehicles development, automobile battery monitoring systems (BMS) have to meet the new requirements. These systems have to give information on state of health, state of charge, available power. To get this information, BMS often implement battery models. Accuracy of the information manipulated by the BMS thus depends on the model accuracy. This paper is within this framework and addresses lithium-ion battery modeling. The proposed fractional model is based on simplifications of an electrochemical model and on resolution of some partial differential equations used in its description. Such an approach permits to get a simple model in which electrochemical variables and parameters still appear.

  16. Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".

    PubMed

    Laskin, Nick

    2016-06-01

    The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics.

  17. Revealing Numerical Solutions of a Differential Equation

    ERIC Educational Resources Information Center

    Glaister, P.

    2006-01-01

    In this article, the author considers a student exercise that involves determining the exact and numerical solutions of a particular differential equation. He shows how a typical student solution is at variance with a numerical solution, suggesting that the numerical solution is incorrect. However, further investigation shows that this numerical…

  18. Computational Differential Equations: A Pilot Project

    ERIC Educational Resources Information Center

    Roubides, Pascal

    2004-01-01

    The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…

  19. Explicit and implicit finite difference schemes for fractional Cattaneo equation

    NASA Astrophysics Data System (ADS)

    Ghazizadeh, H. R.; Maerefat, M.; Azimi, A.

    2010-09-01

    In this paper, the numerical solution of fractional (non-integer)-order Cattaneo equation for describing anomalous diffusion has been investigated. Two finite difference schemes namely an explicit predictor-corrector and totally implicit schemes have been developed. In developing each scheme, a separate formulation approach for the governing equations has been considered. The explicit predictor-corrector scheme is the fractional generalization of well-known MacCormack scheme and has been called Generalized MacCormack scheme. This scheme solves two coupled low-order equations and simultaneously computes the flux term with the main variable. Fully implicit scheme however solves a single high-order undecomposed equation. For Generalized MacCormack scheme, stability analysis has been studied through Fourier method. Through a numerical test, the experimental order of convergency of both schemes has been found. Then, the domain of applicability and some numerical properties of each scheme have been discussed.

  20. Numerical study of fractional nonlinear Schrödinger equations.

    PubMed

    Klein, Christian; Sparber, Christof; Markowich, Peter

    2014-12-08

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.

  1. Numerical Study of Fractional Ensemble Average Transport Equations

    NASA Astrophysics Data System (ADS)

    Kim, S.; Park, Y.; Gyeong, C. B.; Lee, O.

    2014-12-01

    In this presentation, a newly developed theory is applied to the case of stationary and non-stationary stochastic advective flow field, and a numerical solution method is presented for the resulting fractional Fokker-Planck equation (fFPE), which describes the evolution of the probability density function (PDF) of contaminant concentration. The derived fFPE is evaluated for three different form: 1) purely advective form, 2) second-order moment form and 3) second-order cumulant form. The Monte Carlo analysis of the fractional governing equation is then performed in a stochastic flow field, generated by a fractional Brownian motion for the stationary and non-stationary stochastic advection, in order to provide a benchmark for the results obtained from the fFPEs. When compared to the Monte Carlo simulation based PDFs and their ensemble average, the second-order cumulant form gives a good fit in terms of the shape and mode of the PDF of the contaminant concentration. Therefore, it is quite promising that the non-Fickian transport behavior can be modeled by the derived fractional ensemble average transport equations either by means of the long memory in the underlying stochastic flow, or by means of the time-space non-stationarity of the underlying stochastic flow, or by means of the time and space fractional derivatives of the transport equations. This subject is supported by Korea Ministry of Environment as "The Eco Innovation Project : Non-point source pollution control research group"

  2. Rough differential equations with unbounded drift term

    NASA Astrophysics Data System (ADS)

    Riedel, S.; Scheutzow, M.

    2017-01-01

    We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly. Furthermore, we show that the semiflow exists assuming only appropriate one-sided growth conditions. We provide bounds for both the flow and the semiflow. Applied to stochastic analysis, our results imply strong completeness and the existence of a stochastic (semi)flow for a large class of stochastic differential equations. If the driving process is Gaussian, we can further deduce (essentially) sharp tail estimates for the (semi)flow and a Freidlin-Wentzell-type large deviation result.

  3. Solving Parker's transport equation with stochastic differential equations on GPUs

    NASA Astrophysics Data System (ADS)

    Dunzlaff, P.; Strauss, R. D.; Potgieter, M. S.

    2015-07-01

    The numerical solution of transport equations for energetic charged particles in space is generally very costly in terms of time. Besides the use of multi-core CPUs and computer clusters in order to decrease the computation times, high performance calculations on graphics processing units (GPUs) have become available during the last years. In this work we introduce and describe a GPU-accelerated implementation of Parker's equation using Stochastic Differential Equations (SDEs) for the simulation of the transport of energetic charged particles with the CUDA toolkit, which is the focus of this work. We briefly discuss the set of SDEs arising from Parker's transport equation and their application to boundary value problems such as that of the Jovian magnetosphere. We compare the runtimes of the GPU code with a CPU version of the same algorithm. Compared to the CPU implementation (using OpenMP and eight threads) we find a performance increase of about a factor of 10-60, depending on the assumed set of parameters. Furthermore, we benchmark our simulation using the results of an existing SDE implementation of Parker's transport equation.

  4. Transient aging in fractional Brownian and Langevin-equation motion

    NASA Astrophysics Data System (ADS)

    Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf

    2013-12-01

    Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic—time and ensemble averages behave differently—from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time ta. In particular, it turns out that for fractional Langevin-equation motion the aging dependence on ta is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

  5. Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

    PubMed Central

    Singh, Brajesh K.; Srivastava, Vineet K.

    2015-01-01

    The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

  6. Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM.

    PubMed

    Singh, Brajesh K; Srivastava, Vineet K

    2015-04-01

    The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations.

  7. Symmetries and exact solutions of the time fractional Harry-Dym equation with Riemann-Liouville derivative

    NASA Astrophysics Data System (ADS)

    Huang, Qing; Zhdanov, Renat

    2014-09-01

    In this paper, group analysis of the time fractional Harry-Dym equation with Riemann-Liouville derivative is performed. Its maximal symmetry group in Lie’s sense and the corresponding optimal system of subgroups are determined. Similarity reductions of the equation under study are performed. As a result, the reduced fractional ordinary differential equations are deduced, and some group invariant solutions in explicit form are obtained as well.

  8. The example of modeling of logistics processes using differential equations

    NASA Astrophysics Data System (ADS)

    Ryczyński, Jacek

    2017-07-01

    The article describes the use of differential calculus to determine the form of differential equations family of curves. Form of differential equations obtained by eliminating the parameters of the equations describing the different family of curves. Elimination of the parameters has been performed several times by differentiation starting equations. Received appropriate form of differential equations for the case of family circles, family of curves of the second degree and the families of the logistic function.

  9. Fractional Feynman-Kac equation for non-brownian functionals.

    PubMed

    Turgeman, Lior; Carmi, Shai; Barkai, Eli

    2009-11-06

    We derive backward and forward fractional Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers [Phys. Rev. Lett. 96, 230601 (2006)10.1103/PhysRevLett.96.230601] provide the correct fractional framework for the problem. For applications, we calculate the distribution of occupation times in half space and show how the statistics of anomalous functionals is related to weak ergodicity breaking.

  10. The fractional Boussinesq equation of groundwater flow and its applications

    NASA Astrophysics Data System (ADS)

    Su, Ninghu

    2017-04-01

    This paper presents a set of fractional Boussinesq equations (fBEs) for groundwater flow in confined and unconfined aquifers and demonstrates the application of one of the fBEs for groundwater discharges known as recession curves. The fBEs are formulated with two-term distributed fractional orders in time and symmetrical fractional derivatives (SFD) in space applicable to both confined and unconfined aquifers. The SFD in theory consists of the forward fractional derivative (FFD) and the backward fractional derivative (BFD). The FFD represents the forward movement of water along the direction of mainstream flow while the BFD accounts for the backward motion of water in the direction opposite to the mainstream flow. The backward flow at the pore level can be referred to as the micro-scale backwater effect. The analogue of the backwater effect on a micro-scale using the BFD coincides with the wandering processes based on the continuous-time random walk (CTRW) theory which results in the fractional governing equation. With the analytical solutions of the fBE for given initial and boundary conditions of the first type for a finite depth, a set of formulae for groundwater recession has been derived using approximate solutions of the fBE. The examples of the applications of the recession curves are graphically illustrated and the effects of the orders of fractional derivatives on the geometry of the flow curves examined.

  11. Five-dimensional monopole equation with hedgehog ansatz and Abel's differential equation

    SciTech Connect

    Kihara, Hironobu

    2008-06-15

    We consider the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the hedgehog ansatz is studied. The Bogomol'nyi equation becomes a second-order autonomous nonlinear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.

  12. Fractional Feynman-Kac equation for weak ergodicity breaking.

    PubMed

    Carmi, Shai; Barkai, Eli

    2011-12-01

    The continuous-time random walk (CTRW) is a model of anomalous subdiffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, ψ(τ) ~ τ(-(1+α)), leads to subdiffusion (x(2) ~ t(α)) for 0 < α < 1. In closed systems, the long stagnation periods cause time averages to divert from the corresponding ensemble averages, which is a manifestation of weak ergodicity breaking. The time average of a general observable U(t) = 1/t ∫(0)(t) U[x(τ)]dτ is a functional of the path and is described by the well-known Feynman-Kac equation if the motion is Brownian. Here, we derive forward and backward fractional Feynman-Kac equations for functionals of CTRW in a binding potential. We use our equations to study two specific time averages: the fraction of time spent by a particle in half-box, and the time average of the particle's position in a harmonic field. In both cases, we obtain the probability density function of the time averages for t → ∞ and the first two moments. Our results show that both the occupation fraction and the time-averaged position are random variables even for long times, except for α = 1, when they are identical to their ensemble averages. Using our fractional Feynman-Kac equation, we also study the dynamics leading to weak ergodicity breaking, namely the convergence of the fluctuations to their asymptotic values.

  13. A new look at the fractionalization of the logistic equation

    NASA Astrophysics Data System (ADS)

    Ortigueira, Manuel; Bengochea, Gabriel

    2017-02-01

    The fractional version of the logistic equation will be studied in this paper. Motivated by unsuccessful previous papers, we showed how to obtain the correct solution. The algorithm is very simple. Its numerical implementation will be studied and exemplified using a Padé approximation.

  14. Relationships between Students' Fractional Knowledge and Equation Writing

    ERIC Educational Resources Information Center

    Hackenberg, Amy J.; Lee, Mi Yeon

    2015-01-01

    To understand relationships between students' fractional knowledge and algebraic reasoning in the domain of equation writing, an interview study was conducted with 12 secondary school students, 6 students operating with each of 2 different multiplicative concepts. These concepts are based on how students coordinate composite units. Students…

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  17. A partial differential equation for pseudocontact shift.

    PubMed

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

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

  18. Asymptotic stability of singularly perturbed differential equations

    NASA Astrophysics Data System (ADS)

    Artstein, Zvi

    2017-02-01

    Asymptotic stability is examined for singularly perturbed ordinary differential equations that may not possess a natural split into fast and slow motions. Rather, the right hand side of the equation is comprised of a singularly perturbed component and a regular one. The limit dynamics consists then of Young measures, with values being invariant measures of the fast contribution, drifted by the slow one. Relations between the asymptotic stability of the perturbed system and the limit dynamics are examined, and a Lyapunov functions criterion, based on averaging, is established.

  19. Approximate self-similar solutions to a nonlinear diffusion equation with time-fractional derivative

    NASA Astrophysics Data System (ADS)

    Płociniczak, Łukasz; Okrasińska, Hanna

    2013-10-01

    In this paper, we consider a fractional nonlinear problem for anomalous diffusion. The diffusion coefficient we use is of power type, and hence the investigated problem generalizes the porous-medium equation. A generalization is made by introducing a fractional time derivative. We look for self-similar solutions for which the fractional setting introduces other than classical space-time scaling. The resulting similarity equations are of nonlinear integro-differential type. We approximate these equations by an expansion of the integral operator and by looking for solutions in a power function form. Our method can be easily adapted to solve various problems in self-similar diffusion. The approximations obtained give very good results in numerical analysis. Their simplicity allows for easy use in applications, as our fitting with experimental data shows. Moreover, our derivation justifies theoretically some previously used empirical models for anomalous diffusion.

  20. Teaching Modeling with Partial Differential Equations: Several Successful Approaches

    ERIC Educational Resources Information Center

    Myers, Joseph; Trubatch, David; Winkel, Brian

    2008-01-01

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

  1. Teaching Modeling with Partial Differential Equations: Several Successful Approaches

    ERIC Educational Resources Information Center

    Myers, Joseph; Trubatch, David; Winkel, Brian

    2008-01-01

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

  2. Approximating chaotic saddles for delay differential equations

    NASA Astrophysics Data System (ADS)

    Taylor, S. Richard; Campbell, Sue Ann

    2007-04-01

    Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.

  3. Anomalous diffusion governed by a fractional diffusion equation and the electrical response of an electrolytic cell.

    PubMed

    Santoro, P A; de Paula, J L; Lenzi, E K; Evangelista, L R

    2011-09-21

    The electrical response of an electrolytic cell in which the diffusion of mobile ions in the bulk is governed by a fractional diffusion equation of distributed order is analyzed. The boundary conditions at the electrodes limiting the sample are described by an integro-differential equation governing the kinetic at the interface. The analysis is carried out by supposing that the positive and negative ions have the same mobility and that the electric potential profile across the sample satisfies the Poisson's equation. The results cover a rich variety of scenarios, including the ones connected to anomalous diffusion.

  4. Partial differential equation models in macroeconomics.

    PubMed

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

    2014-11-13

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

  5. Observability of discretized partial differential equations

    NASA Technical Reports Server (NTRS)

    Cohn, Stephen E.; Dee, Dick P.

    1988-01-01

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

  6. LORENE: Spectral methods differential equations solver

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  7. Stationary conditions for stochastic differential equations

    NASA Technical Reports Server (NTRS)

    Adomian, G.; Walker, W. W.

    1972-01-01

    This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

  8. A few remarks on ordinary differential equations

    SciTech Connect

    Desjardins, B.

    1996-12-31

    We present in this note existence and uniqueness results for solutions of ordinary differential equations and linear transport equations with discontinuous coefficients in a bounded open subset {Omega} of R{sup N} or in the whole space R{sup N} (N {ge} 1). R.J. Di Perna and P.L. Lions studied the case of vector fields b with coefficients in Sobolev spaces and bounded divergence. We want to show that similar results hold for more general b: we assume in the bounded autonomous case that b belongs to W{sup 1,1}({Omega}), b.n = 0 on {partial_derivative}{Omega}, and that there exists T{sub o} > O such that exp(T{sub o}{vert_bar}div b{vert_bar}) {element_of} L{sup 1}({Omega}). Furthermore, we establish results on transport equations with initial values in L{sup p} spaces (p > 1). 9 refs.

  9. Numerical approximation of Lévy-Feller fractional diffusion equation via Chebyshev-Legendre collocation method

    NASA Astrophysics Data System (ADS)

    Sweilam, N. H.; Abou Hasan, M. M.

    2016-08-01

    This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.

  10. Group iterative methods for the solution of two-dimensional time-fractional diffusion equation

    NASA Astrophysics Data System (ADS)

    Balasim, Alla Tareq; Ali, Norhashidah Hj. Mohd.

    2016-06-01

    Variety of problems in science and engineering may be described by fractional partial differential equations (FPDE) in relation to space and/or time fractional derivatives. The difference between time fractional diffusion equations and standard diffusion equations lies primarily in the time derivative. Over the last few years, iterative schemes derived from the rotated finite difference approximation have been proven to work well in solving standard diffusion equations. However, its application on time fractional diffusion counterpart is still yet to be investigated. In this paper, we will present a preliminary study on the formulation and analysis of new explicit group iterative methods in solving a two-dimensional time fractional diffusion equation. These methods were derived from the standard and rotated Crank-Nicolson difference approximation formula. Several numerical experiments were conducted to show the efficiency of the developed schemes in terms of CPU time and iteration number. At the request of all authors of the paper an updated version of this article was published on 7 July 2016. The original version supplied to AIP Publishing contained an error in Table 1 and References 15 and 16 were incomplete. These errors have been corrected in the updated and republished article.

  11. Synchronization with propagation - The functional differential equations

    NASA Astrophysics Data System (ADS)

    Rǎsvan, Vladimir

    2016-06-01

    The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.

  12. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries

    NASA Astrophysics Data System (ADS)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

    Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

  13. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

    PubMed

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

    Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

  14. Approximate Solution of Time-Fractional Advection-Dispersion Equation via Fractional Variational Iteration Method

    PubMed Central

    İbiş, Birol

    2014-01-01

    This paper aims to obtain the approximate solution of time-fractional advection-dispersion equation (FADE) involving Jumarie's modification of Riemann-Liouville derivative by the fractional variational iteration method (FVIM). FVIM provides an analytical approximate solution in the form of a convergent series. Some examples are given and the results indicate that the FVIM is of high accuracy, more efficient, and more convenient for solving time FADEs. PMID:24578662

  15. Tempered fractional Feynman-Kac equation: Theory and examples.

    PubMed

    Wu, Xiaochao; Deng, Weihua; Barkai, Eli

    2016-03-01

    Functionals of Brownian and non-Brownian motions have diverse applications and attracted a lot of interest among scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of the functionals of the space and time-tempered anomalous diffusion, belonging to the continuous time random walk class. Several examples of the functionals are explicitly treated, including the occupation time in half-space, the first passage time, the maximal displacement, the fluctuations of the occupation fraction, and the fluctuations of the time-averaged position.

  16. Modulational instability in fractional nonlinear Schrödinger equation

    NASA Astrophysics Data System (ADS)

    Zhang, Lifu; He, Zenghui; Conti, Claudio; Wang, Zhiteng; Hu, Yonghua; Lei, Dajun; Li, Ying; Fan, Dianyuan

    2017-07-01

    Fractional calculus is entering the field of nonlinear optics to describe unconventional regimes, as disorder biological media and soft-matter. Here we investigate spatiotemporal modulational instability (MI) in a fractional nonlinear Schrödinger equation. We derive the MI gain spectrum in terms of the Lévy indexes and a varying number of spatial dimensions. We show theoretically and numerically that the Lévy indexes affect fastest growth frequencies and MI bandwidth and gain. Our results unveil a very rich scenario that may occur in the propagation of ultrashort pulses in random media and metamaterials, and may sustain novel kinds of propagation invariant optical bullets.

  17. The Influence of Fractional Diffusion in Fisher-KPP Equations

    NASA Astrophysics Data System (ADS)

    Cabré, Xavier; Roquejoffre, Jean-Michel

    2013-06-01

    We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the standard Laplacian where the stable state invades the unstable one at constant speed, we prove that with fractional diffusion, generated for instance by a stable Lévy process, the front position is exponential in time. Our results provide a mathematically rigorous justification of numerous heuristics about this model.

  18. Computational solutions of unified fractional reaction-diffusion equations with composite fractional time derivative

    NASA Astrophysics Data System (ADS)

    Saxena, R. K.; Mathai, A. M.; Haubold, H. J.

    2015-10-01

    This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the generalized fractional time-derivative defined by Hilfer (2000), the space derivative of second order by the Riesz-Feller fractional derivative and adding the function ϕ (x, t) which is a nonlinear function governing reaction. The solution is derived by the application of the Laplace and Fourier transforms in a compact and closed form in terms of the H-function. The main result obtained in this paper provides an elegant extension of the fundamental solution for the space-time fractional diffusion equation obtained earlier by Mainardi et al. (2001, 2005) and a result very recently given by Tomovski et al. (2011). Computational representation of the fundamental solution is also obtained explicitly. Fractional order moments of the distribution are deduced. At the end, mild extensions of the derived results associated with a finite number of Riesz-Feller space fractional derivatives are also discussed.

  19. Constructing general partial differential equations using polynomial and neural networks.

    PubMed

    Zjavka, Ladislav; Pedrycz, Witold

    2016-01-01

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

  20. Numerical study of fractional nonlinear Schrödinger equations

    PubMed Central

    Klein, Christian; Sparber, Christof; Markowich, Peter

    2014-01-01

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604

  1. Correlations in a generalized elastic model: Fractional Langevin equation approach

    NASA Astrophysics Data System (ADS)

    Taloni, Alessandro; Chechkin, Aleksei; Klafter, Joseph

    2010-12-01

    The generalized elastic model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, and growing interfaces. On the other hand a probe (tracer) particle in these systems performs a fractional Brownian motion due to the spatial interactions with the other system’s components. The tracer’s anomalous dynamics can be described by a fractional Langevin equation (FLE) with a space-time correlated noise. We demonstrate that the description given in terms of GEM coincides with that furnished by the relative FLE, by showing that the correlation functions of the stochastic field obtained within the FLE framework agree with the corresponding quantities calculated from the GEM. Furthermore we show that the Fox H -function formalism appears to be very convenient to describe the correlation properties within the FLE approach.

  2. Chaos in the fractional order nonlinear Bloch equation with delay

    NASA Astrophysics Data System (ADS)

    Baleanu, Dumitru; Magin, Richard L.; Bhalekar, Sachin; Daftardar-Gejji, Varsha

    2015-08-01

    The Bloch equation describes the dynamics of nuclear magnetization in the presence of static and time-varying magnetic fields. In this paper we extend a nonlinear model of the Bloch equation to include both fractional derivatives and time delays. The Caputo fractional time derivative (α) in the range from 0.85 to 1.00 is introduced on the left side of the Bloch equation in a commensurate manner in increments of 0.01 to provide an adjustable degree of system memory. Time delays for the z component of magnetization are inserted on the right side of the Bloch equation with values of 0, 10 and 100 ms to balance the fractional derivative with delay terms that also express the history of an earlier state. In the absence of delay, τ = 0 , we obtained results consistent with the previously published bifurcation diagram, with two cycles appearing at α = 0.8548 with subsequent period doubling that leads to chaos at α = 0.9436 . A periodic window is observed for the range 0.962 < α < 0.9858 , with chaos arising again as α nears 1.00. The bifurcation diagram for the case with a 10 ms delay is similar: two cycles appear at the value α = 0.8532 , and the transition from two to four cycles at α = 0.9259 . With further increases in the fractional order, period doubling continues until at α = 0.9449 chaos ensues. In the case of a 100 millisecond delay the transitions from one cycle to two cycles and two cycles to four cycles are observed at α = 0.8441 , and α = 0.8635 , respectively. However, the system exhibits chaos at much lower values of α (α = 0.8635). A periodic window is observed in the interval 0.897 < α < 0.9341 , with chaos again appearing for larger values of α . In general, as the value of α decreased the system showed transitions from chaos to transient chaos, and then to stability. Delays naturally appear in many NMR systems, and pulse programming allows the user control over the process. By including both the fractional derivative and time delays in

  3. An approximation solution of a nonlinear equation with Riemann-Liouville's fractional derivatives by He's variational iteration method

    NASA Astrophysics Data System (ADS)

    Abbasbandy, S.

    2007-10-01

    In this article, an application of He's variational iteration method is proposed to approximate the solution of a nonlinear fractional differential equation with Riemann-Liouville's fractional derivatives. Also, the results are compared with those obtained by Adomian's decomposition method and truncated series method. The results reveal that the method is very effective and simple.

  4. Boundedness of solutions of measure differential equations and dynamic equations on time scales

    NASA Astrophysics Data System (ADS)

    Federson, M.; Grau, R.; Mesquita, J. G.; Toon, E.

    2017-07-01

    In this paper, we investigate the boundedness results for measure differential equations. In order to obtain our results, we use the correspondence between these equations and generalized ODEs. Furthermore, we prove our results concerning boundedness of solutions for dynamic equations on time scales, using the fact that these equations represent a particular case of measure differential equations.

  5. Lattice Boltzmann method for the fractional advection-diffusion equation

    NASA Astrophysics Data System (ADS)

    Zhou, J. G.; Haygarth, P. M.; Withers, P. J. A.; Macleod, C. J. A.; Falloon, P. D.; Beven, K. J.; Ockenden, M. C.; Forber, K. J.; Hollaway, M. J.; Evans, R.; Collins, A. L.; Hiscock, K. M.; Wearing, C.; Kahana, R.; Villamizar Velez, M. L.

    2016-04-01

    Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β , the fractional order α , and the single relaxation time τ , the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.

  6. Lattice Boltzmann method for the fractional advection-diffusion equation.

    PubMed

    Zhou, J G; Haygarth, P M; Withers, P J A; Macleod, C J A; Falloon, P D; Beven, K J; Ockenden, M C; Forber, K J; Hollaway, M J; Evans, R; Collins, A L; Hiscock, K M; Wearing, C; Kahana, R; Villamizar Velez, M L

    2016-04-01

    Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.

  7. Stability at systems of usual differential equations in virus dynamics

    NASA Astrophysics Data System (ADS)

    Schröer, H.

    In this paper we discuss different models of differential equations systems, that describe virus dynamics in different situations (HIV-virus and Hepatitis B-virus). We inquire the stability of differential equations. We use theorems of the stability theory.

  8. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    Henshaw, W D

    2008-09-22

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

  9. Lectures on differential equations for Feynman integrals

    NASA Astrophysics Data System (ADS)

    Henn, Johannes M.

    2015-04-01

    Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space-time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE.

  10. Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-07-01

    Numerical methods for space-fractional diffusion equations often generate dense or even full stiffness matrices. Traditionally, these methods were solved via Gaussian type direct solvers, which requires O (N3) of computational work per time step and O (N2) of memory to store where N is the number of spatial grid points in the discretization. In this paper we develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite difference methods (both steady-state and time-dependent) space-fractional diffusion equations with fractional derivative boundary conditions in one space dimension. The method requires O (N) of memory and O (Nlog ⁡ N) of operations per iteration. Due to the application of effective preconditioners, significantly reduced numbers of iterations were achieved that further reduces the computational cost of the fast method. Numerical results are presented to show the utility of the method.

  11. Computer Corner. A Rich Differential Equation for Computer Demonstrations.

    ERIC Educational Resources Information Center

    Banks, Bernard W.

    1990-01-01

    Presents an example using a computer to illustrate concepts graphically in an introductory course on differential equations. Discusses the algorithms of the computer program displaying the solutions to an equation and the inclination field of the equation. (YP)

  12. Ordinary Differential Equation Models for Adoptive Immunotherapy.

    PubMed

    Talkington, Anne; Dantoin, Claudia; Durrett, Rick

    2017-04-05

    Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.

  13. Spectral Deferred Corrections for Parabolic Partial Differential Equations

    DTIC Science & Technology

    2015-06-08

    stability properties necessary for the solution of stiff differential equations . Furthermore, for large-scale systems, SDC methods are more...the behavior of these schemes with several numerical examples. Spectral Deferred Corrections for Parabolic Partial Differential Equations Daniel...Approved for public release: distribution is unlimited. Keywords: spectral deferred corrections, parabolic partial differential equations , alternating

  14. The existence of solutions of q-difference-differential equations.

    PubMed

    Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan

    2016-01-01

    By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

  15. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

  16. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

  17. The Klein-Gordon-Zakharov equations with the positive fractional power terms and their exact solutions

    NASA Astrophysics Data System (ADS)

    Zhang, Jinliang; Hu, Wuqiang; Ma, Yu

    2016-12-01

    In this paper, the famous Klein-Gordon-Zakharov equations are firstly generalized, the new special types of Klein-Gordon-Zakharov equations with the positive fractional power terms (gKGZE) are presented. In order to derive the exact solutions of new special gKGZE, the subsidiary higher order ordinary differential equations (sub-ODEs) with the positive fractional power terms are introduced, and with the aids of the Sub-ODE, the exact solutions of three special types of the gKGZE are derived, which are the bell-type solitary wave solution, the algebraic solitary wave solution, the kink-type solitary wave solution and the sinusoidal traveling wave solution, provided that the coefficients of gKGZE satisfy certain constraint conditions.

  18. Effective fractional acoustic wave equations in one-dimensional random multiscale media.

    PubMed

    Garnier, Josselin; Solna, Knut

    2010-01-01

    This paper considers multiple scattering of waves propagating in a non-lossy one-dimensional random medium with short- or long-range correlations. Using stochastic homogenization theory it is possible to show that pulse propagation is described by an effective deterministic fractional wave equation, which corresponds to an effective medium with a frequency-dependent attenuation that obeys a power law with an exponent between 0 and 2. The exponent is related to the Hurst parameter of the medium, which is a characteristic parameter of the correlation properties of the fluctuations of the random medium. Moreover the frequency-dependent attenuation is associated with a special frequency-dependent phase, which ensures that causality and Kramers-Kronig relations are satisfied. In the time domain the effective wave equation has the form of a linear integro-differential equation with a fractional derivative.

  19. A modification of WKB method for fractional differential operators of Schrödinger's type

    NASA Astrophysics Data System (ADS)

    Sayevand, K.; Pichaghchi, K.

    2016-08-01

    In this paper, we were concerned with the description of the singularly perturbed differential equations within the scope of fractional calculus. However, we shall note that one of the main methods used to solve these problems is the so-called WKB method. We should mention that this was not achievable via the existing fractional derivative definitions, because they do not obey the chain rule. In order to accommodate the WKB to the scope of fractional derivative, we proposed a relatively new derivative called the local fractional derivative. By use of properties of local fractional derivative, we extend the WKB method in the scope of the fractional differential equation. By means of this extension, the WKB analysis based on the Borel resummation, for fractional differential operators of WKB type are investigated. The convergence and the Mittag-Leffler stability of the proposed approach is proven. The obtained results are in excellent agreement with the existing ones in open literature and it is shown that the present approach is very effective and accurate. Furthermore, we are mainly interested to construct the solution of fractional Schrödinger equation in the Mittag-Leffler form and how it leads naturally to this semi-classical approximation namely modified WKB.

  20. A modification of \\mathsf {WKB} method for fractional differential operators of Schrödinger's type

    NASA Astrophysics Data System (ADS)

    Sayevand, K.; Pichaghchi, K.

    2017-09-01

    In this paper, we were concerned with the description of the singularly perturbed differential equations within the scope of fractional calculus. However, we shall note that one of the main methods used to solve these problems is the so-called \\mathsf {WKB} method. We should mention that this was not achievable via the existing fractional derivative definitions, because they do not obey the chain rule. In order to accommodate the \\mathsf {WKB} to the scope of fractional derivative, we proposed a relatively new derivative called the local fractional derivative. By use of properties of local fractional derivative, we extend the \\mathsf {WKB} method in the scope of the fractional differential equation. By means of this extension, the \\mathsf {WKB} analysis based on the Borel resummation, for fractional differential operators of \\mathsf {WKB} type are investigated. The convergence and the Mittag-Leffler stability of the proposed approach is proven. The obtained results are in excellent agreement with the existing ones in open literature and it is shown that the present approach is very effective and accurate. Furthermore, we are mainly interested to construct the solution of fractional Schrödinger equation in the Mittag-Leffler form and how it leads naturally to this semi-classical approximation namely modified \\mathsf {WKB}.

  1. On the stability and convergence of the time-fractional variable order telegraph equation

    NASA Astrophysics Data System (ADS)

    Atangana, Abdon

    2015-07-01

    In this work, we have generalized the time-fractional telegraph equation using the concept of derivative of fractional variable order. The generalized equation is called time-fractional variable order telegraph equation. This new equation was solved numerically via the Crank-Nicholson scheme. Stability and convergence of the numerical solution were presented in details. Numerical simulations of the approximate solution of the time-fractional variable order telegraph equation were presented for different values of the grid point.

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

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

  3. Fast numerical solution for fractional diffusion equations by exponential quadrature rule

    NASA Astrophysics Data System (ADS)

    Zhang, Lu; Sun, Hai-Wei; Pang, Hong-Kui

    2015-10-01

    After spatial discretization to the fractional diffusion equation by the shifted Grünwald formula, it leads to a system of ordinary differential equations, where the resulting coefficient matrix possesses the Toeplitz-like structure. An exponential quadrature rule is employed to solve such a system of ordinary differential equations. The convergence by the proposed method is theoretically studied. In practical computation, the product of a Toeplitz-like matrix exponential and a vector is calculated by the shift-invert Arnoldi method. Meanwhile, the coefficient matrix satisfies a condition that guarantees the fast approximation by the shift-invert Arnoldi method. Numerical results are given to demonstrate the efficiency of the proposed method.

  4. Key words: Nonlinear Differential-Difference Equations; Exp-Function Method; N-Soliton Solutions

    NASA Astrophysics Data System (ADS)

    Dehghan, Mehdi; Manafian, Jalil; Saadatmandi, Abbas

    2010-11-01

    In this paper, the homotopy analysis method is applied to solve linear fractional problems. Based on this method, a scheme is developed to obtain approximation solution of fractional wave, Burgers, Korteweg-de Vries (KdV), KdV-Burgers, and Klein-Gordon equations with initial conditions, which are introduced by replacing some integer-order time derivatives by fractional derivatives. The fractional derivatives are described in the Caputo sense. So the homotopy analysis method for partial differential equations of integer order is directly extended to derive explicit and numerical solutions of the fractional partial differential equations. The solutions are calculated in the form of convergent series with easily computable components. The results of applying this procedure to the studied cases show the high accuracy and efficiency of the new technique.

  5. Lump-type solutions to nonlinear differential equations derived from generalized bilinear equations

    NASA Astrophysics Data System (ADS)

    Ma, Wen-Xiu; Zhou, Yuan; Dougherty, Rachael

    2016-08-01

    Lump-type solutions, rationally localized in many directions in the space, are analyzed for nonlinear differential equations derived from generalized bilinear differential equations. By symbolic computations with Maple, positive quadratic and quartic polynomial solutions to two classes of generalized bilinear differential equations on f are computed, and thus, lump-type solutions are presented to the corresponding nonlinear differential equations on u, generated from taking a transformation of dependent variables u = 2(ln f)x.

  6. Optimal q-homotopy analysis method for time-space fractional gas dynamics equation

    NASA Astrophysics Data System (ADS)

    Saad, K. M.; AL-Shareef, E. H.; Mohamed, Mohamed S.; Yang, Xiao-Jun

    2017-01-01

    It is well known that the homotopy analysis method is one of the most efficient methods for obtaining analytical or approximate semi-analytical solutions of both linear and non-linear partial differential equations. A more general form of HAM is introduced in this paper, which is called Optimal q-Homotopy Analysis Method (Oq-HAM). It has better convergence properties as compared with the usual HAM, due to the presence of fraction factor associated with the solution. The convergence of q-HAM is studied in details elsewhere (M.A. El-Tawil, Int. J. Contemp. Math. Sci. 8, 481 (2013)). Oq-HAM is applied to the non-linear homogeneous and non-homogeneous time and space fractional gas dynamics equations with initial condition. An optimal convergence region is determined through the residual error. By minimizing the square residual error, the optimal convergence control parameters can be obtained. The accuracy and efficiency of the proposed method are verified by comparison with the exact solution of the fractional gas dynamics equation. Also, it is shown that the Oq-HAM for the fractional gas dynamics equation is equivalent to the exact solution. We obtain graphical representations of the solutions using MATHEMATICA.

  7. Critical dynamics in systems controlled by fractional kinetic equations

    NASA Astrophysics Data System (ADS)

    Batalov, Lev; Batalova, Anastasia

    2013-02-01

    The field theory renormalization group is used for analyzing the fractional Langevin equation with the order of the temporal derivative 0<α<1, fractional Laplacian of the order σ, and Gaussian noise correlator. The case of non-linearity φm with odd m≥3 is considered. It is proved that the model is multiplicatively renormalizable. Propagators were found in the momentum and coordinate representation, expressed in terms of Fox’s H functions. Existence of the dissipative scaling regime in the framework of the ε expansion for σ=2, α=1/l, l=1,2,… is proved. Requirement of the continuous dependence of the critical exponents on α imposes the condition m=3. The main quantitative result is the calculation of the dynamical critical exponent z for α=1/2 up to ε2. We have obtained for it the expression z=4+0.1555ε2+O(ε3).

  8. Bifurcation dynamics of the tempered fractional Langevin equation

    SciTech Connect

    Zeng, Caibin Yang, Qigui; Chen, YangQuan

    2016-08-15

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  9. Vortex equations governing the fractional quantum Hall effect

    SciTech Connect

    Medina, Luciano

    2015-09-15

    An existence theory is established for a coupled non-linear elliptic system, known as “vortex equations,” describing the fractional quantum Hall effect in 2-dimensional double-layered electron systems. Via variational methods, we prove the existence and uniqueness of multiple vortices over a doubly periodic domain and the full plane. In the doubly periodic situation, explicit sufficient and necessary conditions are obtained that relate the size of the domain and the vortex numbers. For the full plane case, existence is established for all finite-energy solutions and exponential decay estimates are proved. Quantization phenomena of the magnetic flux are found in both cases.

  10. A mathematical model on fractional Lotka-Volterra equations.

    PubMed

    Das, S; Gupta, P K

    2011-05-21

    The article presents the solutions of Lotka-Volterra equations of fractional-order time derivatives with the help of analytical method of nonlinear problem called the homotopy perturbation method (HPM). By using initial values, the explicit solutions of predator and prey populations for different particular cases have been derived. The numerical solutions show that only a few iterations are needed to obtain accurate approximate solutions. The method performs extremely well in terms of efficiency and simplicity to solve this historical biological model. Copyright © 2011 Elsevier Ltd. All rights reserved.

  11. An undetermined coefficient problem for a fractional diffusion equation

    NASA Astrophysics Data System (ADS)

    Zhang, Zhidong

    2016-01-01

    We consider a fractional diffusion equation (FDE) {}C{D}tα u=a(t){u}{xx} with an undetermined time-dependent diffusion coefficient a(t). Firstly, for the direct problem part, we establish the existence, uniqueness and some regularity properties of the weak solution for this FDE with a fixed a(t). Secondly, for the inverse problem part, in order to recover a(t), we introduce an operator and show its monotonicity. With this property, we establish the uniqueness of a(t) and create an efficient reconstruction algorithm to recover this coefficient.

  12. Comparison of fractional wave equations for power law attenuation in ultrasound and elastography.

    PubMed

    Holm, Sverre; Näsholm, Sven Peter

    2014-04-01

    A set of wave equations with fractional loss operators in time and space are analyzed. The fractional Szabo equation, the power law wave equation and the causal fractional Laplacian wave equation are all found to be low-frequency approximations of the fractional Kelvin-Voigt wave equation and the more general fractional Zener wave equation. The latter two equations are based on fractional constitutive equations, whereas the former wave equations have been derived from the desire to model power law attenuation in applications like medical ultrasound. This has consequences for use in modeling and simulation, especially for applications that do not satisfy the low-frequency approximation, such as shear wave elastography. In such applications, the wave equations based on constitutive equations are the viable ones. Copyright © 2014 World Federation for Ultrasound in Medicine & Biology. Published by Elsevier Inc. All rights reserved.

  13. Transport in the spatially tempered, fractional Fokker-Planck equation

    SciTech Connect

    Kullberg, A.; Del-Castillo-Negrete, Diego B

    2012-01-01

    A study of truncated Levy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, lambda, and on the order of the fractional derivative in space, alpha. An expansion of the TFD operator for large lambda is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit lambda -> infinity, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (lambda > 0) truncations, and alpha not equal 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit lambda -> infinity, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for alpha not equal 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any lambda > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with lambda, as J similar to lambda(-zeta), for alpha >= 1.75. However, for alpha <= 1.5, the steady-state current decays exponentially with lambda, as J similar to e(-xi lambda). In the presence of an asymmetry in the TFD operator, the tempering can lead

  14. Nonlocal diffusion second order partial differential equations

    NASA Astrophysics Data System (ADS)

    Benedetti, I.; Loi, N. V.; Malaguti, L.; Taddei, V.

    2017-02-01

    The paper deals with a second order integro-partial differential equation in Rn with a nonlocal, degenerate diffusion term. Nonlocal conditions, such as the Cauchy multipoint and the weighted mean value problem, are investigated. The existence of periodic solutions is also studied. The dynamic is transformed into an abstract setting and the results come from an approximation solvability method. It combines a Schauder degree argument with an Hartman-type inequality and it involves a Scorza-Dragoni type result. The compact embedding of a suitable Sobolev space in the corresponding Lebesgue space is the unique amount of compactness which is needed in this discussion. The solutions are located in bounded sets and they are limits of functions with values in finitely dimensional spaces.

  15. Stability and control of functional differential equations

    NASA Astrophysics Data System (ADS)

    Peet, Matthew Monnig

    This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. The proof is constructed within a generalized passivity framework. The dynamics of the system are separated into a linear, delayed component and a system defined by a nonlinear differential equation with discontinuity in the dynamics. Frequency-domain analysis is performed on the linear component and time-domain analysis is performed on the nonlinear discontinuous system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov inequality via semidefinite programming. The result is stated in terms of a nested sequence of sufficient conditions which are of increasing accuracy. This approach is generalized to the case of parametric uncertainty by considering parameter-dependent Lyapunov functionals. Numerical examples are given to demonstrate convergence of the algorithm. In Chapter 8, this approach is generalized to nonlinear time-delay systems through the use of non-quadratic Lyapunov functionals.

  16. Fault Detection in Differential Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Scott, Jason Roderick

    Fault detection and identification (FDI) is important in almost all real systems. Fault detection is the supervision of technical processes aimed at detecting undesired or unpermitted states (faults) and taking appropriate actions to avoid dangerous situations, or to ensure efficiency in a system. This dissertation develops and extends fault detection techniques for systems modeled by differential algebraic equations (DAEs). First, a passive, observer-based approach is developed and linear filters are constructed to identify faults by filtering residual information. The method presented here uses the least squares completion to compute an ordinary differential equation (ODE) that contains the solution of the DAE and applies the observer directly to this ODE. While observers have been applied to ODE models for the purpose of fault detection in the past, the use of observers on completions of DAEs is a new idea. Moreover, the resulting residuals are modified requiring additional analysis. Robustness with respect to disturbances is also addressed by a novel frequency filtering technique. Active detection, as opposed to passive detection where outputs are passively monitored, allows the injection of an auxiliary control signal to test the system. These algorithms compute an auxiliary input signal guaranteeing fault detection, assuming bounded noise. In the second part of this dissertation, a novel active detection approach for DAE models is developed by taking linear transformations of the DAEs and solving a bi-layer optimization problem. An efficient real-time detection algorithm is also provided, as is the extension to model uncertainty. The existence of a class of problems where the algorithm breaks down is revealed and an alternative algorithm that finds a nearly minimal auxiliary signal is presented. Finally, asynchronous signal design, that is, applying the test signal on a different interval than the observation window, is explored and discussed.

  17. Differential Equations Compatible with Boundary Rational qKZ Equation

    NASA Astrophysics Data System (ADS)

    Takeyama, Yoshihiro

    2011-10-01

    We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.

  18. First-order partial differential equations in classical dynamics

    NASA Astrophysics Data System (ADS)

    Smith, B. R.

    2009-12-01

    Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.

  19. Fractional order of rational Jacobi functions for solving the non-linear singular Thomas-Fermi equation

    NASA Astrophysics Data System (ADS)

    Parand, Kourosh; Mazaheri, Pooria; Yousefi, Hossein; Delkhosh, Mehdi

    2017-02-01

    In this paper, a new method based on Fractional order of Rational Jacobi (FRJ) functions is proposed that utilizes quasilinearization method to solve non-linear singular Thomas-Fermi equation on unbounded interval [0,∞). The equation is solved without domain truncation and variable changing. First, the quasilinearization method is used to convert the equation to the sequence of linear ordinary differential equations. Then, by using the FRJs collocation method the equations are solved. For the evaluation, comparison with some numerical solutions shows that the proposed solution is highly accurate.

  20. Fem Formulation of Coupled Partial Differential Equations for Heat Transfer

    NASA Astrophysics Data System (ADS)

    Ameer Ahamad, N.; Soudagar, Manzoor Elahi M.; Kamangar, Sarfaraz; Anjum Badruddin, Irfan

    2017-08-01

    Heat Transfer in any field plays an important role for transfer of energy from one region to another region. The heat transfer in porous medium can be simulated with the help of two partial differential equations. These equations need an alternate and relatively easy method due to complexity of the phenomenon involved. This article is dedicated to discuss the finite element formulation of heat transfer in porous medium in Cartesian coordinates. A triangular element is considered to discretize the governing partial differential equations and matrix equations are developed for 3 nodes of element. Iterative approach is used for the two sets of matrix equations involved representing two partial differential equations.

  1. Random Lie-point symmetries of stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Gaeta, Giuseppe; Spadaro, Francesco

    2017-05-01

    We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.

  2. Periodic solutions for ordinary differential equations with sublinear impulsive effects

    NASA Astrophysics Data System (ADS)

    Qian, Dingbian; Li, Xinyu

    2005-03-01

    The continuation method of topological degree is used to investigate the existence of periodic solutions for ordinary differential equations with sublinear impulsive effects. The applications of the abstract approach include the generalizations of some classical nonresonance theorem for impulsive equations, for instance, the existence theorem for asymptotically positively homogeneous differential systems and the existence theorem for second order equations with Landesman-Lazer conditions.

  3. Legendre-Tau approximations for functional differential equations

    NASA Technical Reports Server (NTRS)

    Ito, K.; Teglas, R.

    1983-01-01

    The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.

  4. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    Arnold, Douglas, N, ed.

    2004-11-25

    From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical

  5. Space fractional Wigner equation and its semiclassical limit.

    PubMed

    Stickler, B A; Schachinger, E

    2011-12-01

    Manifestations of space fractional quantum mechanics (SFQM), as it was formulated by Laskin [Phys. Rev. E 62, 3135 (2000)], are deemed to offer a better physical interpretation of Lévy flight statistics on a quantum mechanical level. We start with the SFQM Schrödinger equation characterized by a Lévy flight index α∈ (1,2), perform a Wigner transform, and draw the limit h/Eτ → 0 (i.e., let the observed energy scale E go to infinity in comparison to the quantization given by h/τ). In order to obtain classical transport equations two possible substitutions for the terms |p|(α) and |p'|α which appear in von Neumann's equation are presented. It is demonstrated that they conform to the criteria for a successful Wigner transform. Their benefits and caveats are discussed in detail. We find, that, indeed, SFQM manifests itself in an anomalous kinetic term of the free particle's motion and, assuming an external potential diagonal in momentum space for the sake of simplicity, in corresponding anomalous terms in the resulting drift current. All our results reduce to the classical forms in the limit α = 2.

  6. 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.

  7. Numerical approximation of Newell-Whitehead-Segel equation of fractional order

    NASA Astrophysics Data System (ADS)

    Kumar, Devendra; Sharma, Ram Prakash

    2016-06-01

    The aim of the present work is to propose a user friendly approach based on homotopy analysis method combined with Sumudu transform method to drive analytical and numerical solutions of the fractional Newell-Whitehead-Segel amplitude equation which describes the appearance of the stripe patterns in 2-dimensional systems. The coupling of homotopy analysis method with Sumudu transform algorithm makes the calculation very easy. The proposed technique gives an analytic solution in the form of series which converge very fastly. The analytical and numerical results reveal that the coupling of homotopy analysis technique with Sumudu transform algorithm is very easy to apply and highly accuratewhen apply to non-linear differential equation of fractional order.

  8. Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

    NASA Astrophysics Data System (ADS)

    Moroney, Timothy; Yang, Qianqian

    2013-08-01

    We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space-fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Grünwald finite difference formulas to approximate the two-sided (i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobian-free Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space-fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

  9. Space-fractional advection-dispersion equations by the Kansa method

    NASA Astrophysics Data System (ADS)

    Pang, Guofei; Chen, Wen; Fu, Zhuojia

    2015-07-01

    The paper makes the first attempt at applying the Kansa method, a radial basis function meshless collocation method, to the space-fractional advection-dispersion equations, which have recently been observed to accurately describe solute transport in a variety of field and lab experiments characterized by occasional large jumps with fewer parameters than the classical models of integer-order derivative. However, because of non-local property of integro-differential operator of space-fractional derivative, numerical solution of these novel models is very challenging and little has been reported in literature. It is stressed that local approximation techniques such as the finite element and finite difference methods lose their sparse discretization matrix due to this non-local property. Thus, the global methods appear to have certain advantages in numerical simulation of these non-local models because of their high accuracy and smaller size resultant matrix equation. Compared with the finite difference method, popular in the solution of fractional equations, the Kansa method is a recent meshless global technique and is promising for high-dimensional irregular domain problems. In this study, the resultant matrix of the Kansa method is accurately calculated by the Gauss-Jacobi quadrature rule. Numerical results show that the Kansa method is highly accurate and computationally efficient for space-fractional advection-dispersion problems.

  10. On fractional differential inclusions with the Jumarie derivative

    SciTech Connect

    Kamocki, Rafał; Obczyński, Cezary

    2014-02-15

    In the paper, fractional differential inclusions with the Jumarie derivative are studied. We discuss the existence and uniqueness of a solution to such problems. Our study relies on standard variational methods.

  11. HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS. PART I,

    DTIC Science & Technology

    A general class of differential equations with hereditary dependence is introduced which includes most equations of hereditary type encountered in...of solutions and dependence on initial data and parameters will be considered herein.

  12. HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS, PART II,

    DTIC Science & Technology

    A general class of differential equations with hereditary dependence is introduced which includes most equations of hereditary type encountered in...uniqueness of solutions and dependence on initial data and parameters are considered.

  13. On the bound of the Lyapunov exponents for the fractional differential systems.

    PubMed

    Li, Changpin; Gong, Ziqing; Qian, Deliang; Chen, YangQuan

    2010-03-01

    In recent years, fractional(-order) differential equations have attracted increasing interests due to their applications in modeling anomalous diffusion, time dependent materials and processes with long range dependence, allometric scaling laws, and complex networks. Although an autonomous system cannot define a dynamical system in the sense of semigroup because of the memory property determined by the fractional derivative, we can still use the Lyapunov exponents to discuss its dynamical evolution. In this paper, we first define the Lyapunov exponents for fractional differential systems then estimate the bound of the corresponding Lyapunov exponents. For linear fractional differential system, the bounds of its Lyapunov exponents are conveniently derived which can be regarded as an example for the theoretical results established in this paper. Numerical example is also included which supports the theoretical analysis.

  14. On the bound of the Lyapunov exponents for the fractional differential systems

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Gong, Ziqing; Qian, Deliang; Chen, YangQuan

    2010-03-01

    In recent years, fractional(-order) differential equations have attracted increasing interests due to their applications in modeling anomalous diffusion, time dependent materials and processes with long range dependence, allometric scaling laws, and complex networks. Although an autonomous system cannot define a dynamical system in the sense of semigroup because of the memory property determined by the fractional derivative, we can still use the Lyapunov exponents to discuss its dynamical evolution. In this paper, we first define the Lyapunov exponents for fractional differential systems then estimate the bound of the corresponding Lyapunov exponents. For linear fractional differential system, the bounds of its Lyapunov exponents are conveniently derived which can be regarded as an example for the theoretical results established in this paper. Numerical example is also included which supports the theoretical analysis.

  15. A short proof of Weyl's law for fractional differential operators

    SciTech Connect

    Geisinger, Leander

    2014-01-15

    We study spectral asymptotics for a large class of differential operators on an open subset of R{sup d} with finite volume. This class includes the Dirichlet Laplacian, the fractional Laplacian, and also fractional differential operators with non-homogeneous symbols. Based on a sharp estimate for the sum of the eigenvalues we establish the first term of the semiclassical asymptotics. This generalizes Weyl's law for the Laplace operator.

  16. Hamilton Jacobi method for solving ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Mei, Feng-Xiang; Wu, Hui-Bin; Zhang, Yong-Fa

    2006-08-01

    The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.

  17. On reflection symmetry and its application to the Euler-Lagrange equations in fractional mechanics.

    PubMed

    Klimek, Małgorzata

    2013-05-13

    We study the properties of fractional differentiation with respect to the reflection symmetry in a finite interval. The representation and integration formulae are derived for symmetric and anti-symmetric fractional derivatives, both of the Riemann-Liouville and Caputo type. The action dependent on the left-sided Caputo derivatives of orders in the range (1,2) is considered and we derive the Euler-Lagrange equations for the symmetric and anti-symmetric part of the trajectory. The procedure is illustrated with an example of the action dependent linearly on fractional velocities. For the obtained Euler-Lagrange system, we discuss its localization resulting from the subsequent symmetrization of the action.

  18. Stochastic symmetries of Wick type stochastic ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Ünal, Gazanfer

    2015-04-01

    We consider Wick type stochastic ordinary differential equations with Gaussian white noise. We define the stochastic symmetry transformations and Lie equations in Kondratiev space (S)-1N. We derive the determining system of Wick type stochastic partial differential equations with Gaussian white noise. Stochastic symmetries for stochastic Bernoulli, Riccati and general stochastic linear equation in (S)-1N are obtained. A stochastic version of canonical variables is also introduced.

  19. Exact solutions to nonlinear delay differential equations of hyperbolic type

    NASA Astrophysics Data System (ADS)

    Vyazmin, Andrei V.; Sorokin, Vsevolod G.

    2017-01-01

    We consider nonlinear delay differential equations of hyperbolic type, including equations with varying transfer coefficients and varying delays. The equations contain one or two arbitrary functions of a single argument. We present new classes of exact generalized and functional separable solutions. All the solutions involve free parameters and can be suitable for solving certain model problems as well as testing numerical and approximate analytical methods for similar and more complex nonlinear differential-difference equations.

  20. Time Fractional Diffusion Equations and Analytical Solvable Models

    NASA Astrophysics Data System (ADS)

    Bakalis, Evangelos; Zerbetto, Francesco

    2016-08-01

    The anomalous diffusion of a particle that moves in complex environments is analytically studied by means of the time fractional diffusion equation. The influence on the dynamics of a random moving particle caused by a uniform external field is taken into account. We extract analytical solutions in terms either of the Mittag-Leffler functions or of the M- Wright function for the probability distribution, for the velocity autocorrelation function as well as for the mean and the mean square displacement. Discussion of the applicability of the model to real systems is made in order to provide new insight of the medium from the analysis of the motion of a particle embedded in it.

  1. Fractional Langevin equation: Overdamped, underdamped, and critical behaviors

    NASA Astrophysics Data System (ADS)

    Burov, S.; Barkai, E.

    2008-09-01

    The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) αc=0.402±0.002 marks a transition to a nonmonotonic underdamped phase, (ii) αR=0.441… marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) αχ1=0.527… and (iv) αχ2=0.707… mark transitions to a double-peak phase of the “loss” when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal.

  2. Dielectric metasurfaces solve differential and integro-differential equations.

    PubMed

    Abdollahramezani, Sajjad; Chizari, Ata; Dorche, Ali Eshaghian; Jamali, Mohammad Vahid; Salehi, Jawad A

    2017-04-01

    Leveraging subwavelength resonant nanostructures, plasmonic metasurfaces have recently attracted much attention as a breakthrough concept for engineering optical waves both spatially and spectrally. However, inherent ohmic losses concomitant with low coupling efficiencies pose fundamental impediments over their practical applications. Not only can all-dielectric metasurfaces tackle such substantial drawbacks, but also their CMOS-compatible configurations support both Mie resonances that are invariant to the incident angle. Here, we report on a transmittive metasurface comprising arrayed silicon nanodisks embedded in a homogeneous dielectric medium to manipulate phase and amplitude of incident light locally and almost independently. By taking advantage of the interplay between the electric/magnetic resonances and employing general concepts of spatial Fourier transformation, a highly efficient metadevice is proposed to perform mathematical operations including solution of ordinary differential and integro-differential equations with constant coefficients. Our findings further substantiate dielectric metasurfaces as promising candidates for miniaturized, two-dimensional, and planar optical analog computing systems that are much thinner than their conventional lens-based counterparts.

  3. Bifurcation and stability for a nonlinear parabolic partial differential equation

    NASA Technical Reports Server (NTRS)

    Chafee, N.

    1973-01-01

    Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.

  4. Electrocardiogram classification using delay differential equations

    PubMed Central

    Lainscsek, Claudia; Sejnowski, Terrence J.

    2013-01-01

    Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods. PMID:23822497

  5. Parameter Estimation of Partial Differential Equation Models.

    PubMed

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

  6. Robust estimation for ordinary differential equation models.

    PubMed

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data.

  7. Electrocardiogram classification using delay differential equations

    NASA Astrophysics Data System (ADS)

    Lainscsek, Claudia; Sejnowski, Terrence J.

    2013-06-01

    Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.

  8. A complex Noether approach for variational partial differential equations

    NASA Astrophysics Data System (ADS)

    Naz, R.; Mahomed, F. M.

    2015-10-01

    Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the

  9. Stochastic partial differential equations in turbulence related problems

    NASA Technical Reports Server (NTRS)

    Chow, P.-L.

    1978-01-01

    The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

  10. Analytical study of fractional equations describing anomalous diffusion of energetic particles

    NASA Astrophysics Data System (ADS)

    Tawfik, A. M.; Fichtner, H.; Schlickeiser, R.; Elhanbaly, A.

    2017-06-01

    To present the main influence of anomalous diffusion on the energetic particle propagation, the fractional derivative model of transport is developed by deriving the fractional modified Telegraph and Rayleigh equations. Analytical solutions of the fractional modified Telegraph and the fractional Rayleigh equations, which are defined in terms of Caputo fractional derivatives, are obtained by using the Laplace transform and the Mittag-Leffler function method. The solutions of these fractional equations are given in terms of special functions like Fox’s H, Mittag-Leffler, Hermite and Hyper-geometric functions. The predicted travelling pulse solutions are discussed in each case for different values of fractional order.

  11. In-fiber all-optical fractional differentiator.

    PubMed

    Cuadrado-Laborde, C; Andrés, M V

    2009-03-15

    We demonstrate that an asymmetrical pi phase-shifted fiber Bragg grating operated in reflection can provide the required spectral response for implementing an all-optical fractional differentiator. There are different (but equivalent) ways to design it, e.g., by using different gratings lengths and keeping the same index modulation depth at both sides of the pi phase shift, or vice versa. Analytical expressions were found relating the fractional differentiator order with the grating parameters. The device shows a good accuracy calculating the fractional time derivatives of the complex field of an arbitrary input optical waveform. The introduced concept is supported by numerical simulations.

  12. A Geometric Treatment of Implicit Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Rabier, P. J.; Rheinboldt, W. C.

    A differential-geometric approach for proving the existence and uniqueness of implicit differential-algebraic equations is presented. It provides for a significant improvement of an earlier theory developed by the authors as well as for a completely intrinsic definition of the index of such problems. The differential-algebraic equation is transformed into an explicit ordinary differential equation by a reduction process that can be abstractly defined for specific submanifolds of tangent bundles here called reducible π-submanifolds. Local existence and uniqueness results for differential-algebraic equations then follow directly from the final stage of this reduction by means of an application of the standard theory of ordinary differential equations.

  13. A Parallel Algorithm for the Two-Dimensional Time Fractional Diffusion Equation with Implicit Difference Method

    PubMed Central

    Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

    2014-01-01

    It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M x M y N 2). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16–4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future. PMID:24744680

  14. A parallel algorithm for the two-dimensional time fractional diffusion equation with implicit difference method.

    PubMed

    Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

    2014-01-01

    It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future.

  15. A Spectral Legendre-Gauss-Lobatto Collocation Method for a Space-Fractional Advection Diffusion Equations with Variable Coefficients

    NASA Astrophysics Data System (ADS)

    Bhrawy, A. H.; Baleanu, D.

    2013-10-01

    An efficient Legendre-Gauss-Lobatto collocation (L-GL-C) method is applied to solve the space-fractional advection diffusion equation with nonhomogeneous initial-boundary conditions. The Legendre-Gauss-Lobatto points are used as collocation nodes for spatial fractional derivatives as well as the Caputo fractional derivative. This approach is reducing the problem to the solution of a system of ordinary differential equations in time which can be solved by using any standard numerical techniques. The proposed numerical solutions when compared with the exact solutions reveal that the obtained solution produces highly accurate results. The results show that the proposed method has high accuracy and is efficient for solving the space-fractional advection diffusion equation.

  16. Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation"

    NASA Astrophysics Data System (ADS)

    Wei, Yuchuan

    2016-06-01

    In this Comment we point out some shortcomings in two papers [N. Laskin, Phys. Rev. E 62, 3135 (2000), 10.1103/PhysRevE.62.3135; N. Laskin, Phys. Rev. E 66, 056108 (2002), 10.1103/PhysRevE.66.056108]. We prove that the fractional uncertainty relation does not hold generally. The probability continuity equation in fractional quantum mechanics has a missing source term, which leads to particle teleportation, i.e., a particle can teleport from a place to another. Since the relativistic kinetic energy can be viewed as an approximate realization of the fractional kinetic energy, the particle teleportation should be an observable relativistic effect in quantum mechanics. With the help of this concept, superconductivity could be viewed as the teleportation of electrons from one side of a superconductor to another and superfluidity could be viewed as the teleportation of helium atoms from one end of a capillary tube to the other. We also point out how to teleport a particle to an arbitrary destination.

  17. Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation".

    PubMed

    Wei, Yuchuan

    2016-06-01

    In this Comment we point out some shortcomings in two papers [N. Laskin, Phys. Rev. E 62, 3135 (2000)10.1103/PhysRevE.62.3135; N. Laskin, Phys. Rev. E 66, 056108 (2002)10.1103/PhysRevE.66.056108]. We prove that the fractional uncertainty relation does not hold generally. The probability continuity equation in fractional quantum mechanics has a missing source term, which leads to particle teleportation, i.e., a particle can teleport from a place to another. Since the relativistic kinetic energy can be viewed as an approximate realization of the fractional kinetic energy, the particle teleportation should be an observable relativistic effect in quantum mechanics. With the help of this concept, superconductivity could be viewed as the teleportation of electrons from one side of a superconductor to another and superfluidity could be viewed as the teleportation of helium atoms from one end of a capillary tube to the other. We also point out how to teleport a particle to an arbitrary destination.

  18. Sourcing for Parameter Estimation and Study of Logistic Differential Equation

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2012-01-01

    This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…

  19. 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…

  20. Unique continuation of solutions of differential equations with weighted derivatives

    SciTech Connect

    Shananin, N A

    2000-04-30

    The paper contains a generalization of Calderon's theorem on the local uniqueness of the solutions of the Cauchy problem for differential equations with weighted derivatives. Anisotropic estimates of Carleman type are obtained. A class of differential equations with weighted derivatives is distinguished in which germs of solutions have unique continuation with respect to part of the variables.

  1. BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES

    PubMed Central

    Homburg, Ale Jan; Young, Todd R.

    2011-01-01

    In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081

  2. Nonstandard Topics for Student Presentations in Differential Equations

    ERIC Educational Resources Information Center

    LeMasurier, Michelle

    2006-01-01

    An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…

  3. Using StarLogo To Introduce Differential Equations.

    ERIC Educational Resources Information Center

    Anderson, Philip; Seaquist, Carl R.

    Massively parallel programming languages, like StarLogo, provide a rich environment for introducing differential equations to students with an unsophisticated mathematical background. This paper describes the basic software for stimulating and monitoring various population dynamics. Simple differential equations that describe the observed dynamics…

  4. Nonlinear partial differential equations: Integrability, geometry and related topics

    NASA Astrophysics Data System (ADS)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

    Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.

  5. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    ERIC Educational Resources Information Center

    Winkel, Brian

    2011-01-01

    We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

  6. BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.

    PubMed

    Homburg, Ale Jan; Young, Todd R

    2010-03-01

    In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations.

  7. Stochastic differential equations and numerical simulation for pedestrians

    SciTech Connect

    Garrison, J.C.

    1993-07-27

    The mathematical foundation of the Ito interpretation of stochastic ordinary and partial differential equations is briefly explained. This provides the basis for a review of simple difference approximations to stochastic differential equations. An example arising in the theory of optical switching is discussed.

  8. Sourcing for Parameter Estimation and Study of Logistic Differential Equation

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2012-01-01

    This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…

  9. Symmetry of stochastic non-variational differential equations

    NASA Astrophysics Data System (ADS)

    Gaeta, Giuseppe

    2017-05-01

    I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more and less recent attempts to extend this theory to the study of stochastic differential equations, and briefly mention some perspective in this direction.

  10. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    ERIC Educational Resources Information Center

    Winkel, Brian

    2011-01-01

    We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

  11. Inadequacies of the Rayleigh equations as a model for the fractional crystallization of felsic magma chambers

    SciTech Connect

    Holmes, R.D.

    1985-01-01

    Although it is mostly employed to estimate the amount of crystallization needed to form the observed members of a magmatic suite from a given parental magma, the Rayleigh distillation equation can also be used to quantitatively model igneous variation trends. On a simple x-y variation diagram there are four geometrically possible combinations of slope (+ or -) and curvature (up and down), but differentiation of the Rayleigh equation using the method of parametric equations shows that one of these four patterns is mathematically forbidden. However, this forbidden curvature is, in fact, observed in a number of simple comagmatic suites. This inadequacy in the simple Rayleigh equation was overcome by developing a physical model that takes into account the role of preexisting solid crystals in the magmatic fractionation process. These phenocrysts act as relatively inert particles that are concentrated into the cumulates that accrete at the crystallization interface along the chamber's walls. Moreover, the abundance of phenocrysts in the residual magma is progressively diluted by the remixing of fractionated melts that escape from this zone of dynamic crystallization. Using existing distribution coefficients, this model is able to elegantly explain the occurrence of forbidden curvature. Additionally, the model offers powerful insights into the origin of granitic textures and provides the key to interpreting the bulk line of descent (as distinct from the liquid line of descent).

  12. Soliton solutions to a few fractional nonlinear evolution equations in shallow water wave dynamics

    NASA Astrophysics Data System (ADS)

    Mirzazadeh, Mohammad; Ekici, Mehmet; Sonmezoglu, Abdullah; Ortakaya, Sami; Eslami, Mostafa; Biswas, Anjan

    2016-05-01

    This paper studies a few nonlinear evolution equations that appear with fractional temporal evolution and fractional spatial derivatives. These are Benjamin-Bona-Mahoney equation, dispersive long wave equation and Nizhnik-Novikov-Veselov equation. The extended Jacobi's elliptic function expansion method is implemented to obtain soliton and other periodic singular solutions to these equations. In the limiting case, when the modulus of ellipticity approaches zero or unity, these doubly periodic functions approach solitary waves or shock waves or periodic singular solutions emerge.

  13. Optimal moving grids for time-dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1989-01-01

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

  14. The Radially Symmetric Euler Equations as an Exterior Differential System

    NASA Astrophysics Data System (ADS)

    Baty, Roy; Ramsey, Scott; Schmidt, Joseph

    2016-11-01

    This work develops the Euler equations as an exterior differential system in radially symmetric coordinates. The Euler equations are studied for unsteady, compressible, inviscid fluids in one-dimensional, converging flow fields with a general equation of state. The basic geometrical constructions (for example, the differential forms, tangent planes, jet space, and differential ideal) used to define and analyze differential equations as systems of exterior forms are reviewed and discussed for converging flows. Application of the Frobenius theorem to the question of the existence of solutions to radially symmetric converging flows is also reviewed and discussed. The exterior differential system is further applied to derive and analyze the general family of characteristic vector fields associated with the one-dimensional inviscid flow equations.

  15. 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…

  16. Intuitive Understanding of Solutions of Partially Differential Equations

    ERIC Educational Resources Information Center

    Kobayashi, Y.

    2008-01-01

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

  17. The method of averages applied to the KS differential equations

    NASA Technical Reports Server (NTRS)

    Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.

    1977-01-01

    A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.

  18. Intuitive Understanding of Solutions of Partially Differential Equations

    ERIC Educational Resources Information Center

    Kobayashi, Y.

    2008-01-01

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

  19. Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

    SciTech Connect

    Fuhrman, Marco Tessitore, Gianmario

    2005-05-15

    We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type.

  20. Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise

    SciTech Connect

    Shu, Ji E-mail: 530282863@qq.com; Li, Ping E-mail: 530282863@qq.com; Zhang, Jia; Liao, Ou

    2015-10-15

    This paper is concerned with the stochastic coupled fractional Ginzburg-Landau equation with additive noise. We first transform the stochastic coupled fractional Ginzburg-Landau equation into random equations whose solutions generate a random dynamical system. Then we prove the existence of random attractor for random dynamical system.

  1. Real-time optical laboratory solution of parabolic differential equations

    NASA Technical Reports Server (NTRS)

    Casasent, David; Jackson, James

    1988-01-01

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

  2. 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.

  3. Algebraic and geometric structures of analytic partial differential equations

    NASA Astrophysics Data System (ADS)

    Kaptsov, O. V.

    2016-11-01

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

  4. Solving Differential Equations Analytically. Elementary Differential Equations. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 335.

    ERIC Educational Resources Information Center

    Goldston, J. W.

    This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…

  5. Comments on “Application of generalized differential transform method to multi-order fractional differential equations”, Vedat Suat Erturk, Shaher Momani, Zaid Odibat [Commun Nonlinear Sci Numer Simul 2008;13:1642 54

    NASA Astrophysics Data System (ADS)

    Arikoglu, Aytac; Ozkol, Ibrahim

    2008-10-01

    In this note, we would like to point some similarities between the study [Erturk VS, Momani S, Odibat Z. Application of generalized differential transform method to multi-order fractional differential equations. Commun Nonlinear Sci Numer Simul. doi:10.1016/j.cnsns.2007.02.006] with the already existing one [Arikoglu A, Ozkol I. Solution of fractional differential equations by using differential transform method. Chaos Soliton Fract. 10.1016/j.chaos.2006.09.004].

  6. Face recognition with histograms of fractional differential gradients

    NASA Astrophysics Data System (ADS)

    Yu, Lei; Ma, Yan; Cao, Qi

    2014-05-01

    It has proved that fractional differentiation can enhance the edge information and nonlinearly preserve textural detailed information in an image. This paper investigates its ability for face recognition and presents a local descriptor called histograms of fractional differential gradients (HFDG) to extract facial visual features. HFDG encodes a face image into gradient patterns using multiorientation fractional differential masks, from which histograms of gradient directions are computed as the face representation. Experimental results on Yale, face recognition technology (FERET), Carnegie Mellon University pose, illumination, and expression (CMU PIE), and A. Martinez and R. Benavente (AR) databases validate the feasibility of the proposed method and show that HFDG outperforms local binary patterns (LBP), histograms of oriented gradients (HOG), enhanced local directional patterns (ELDP), and Gabor feature-based methods.

  7. In-out intermittency in partial differential equation and ordinary differential equation models.

    PubMed

    Covas, Eurico; Tavakol, Reza; Ashwin, Peter; Tworkowski, Andrew; Brooke, John M.

    2001-06-01

    We find concrete evidence for a recently discovered form of intermittency, referred to as in-out intermittency, in both partial differential equation (PDE) and ordinary differential equation (ODE) models of mean field dynamos. This type of intermittency [introduced in P. Ashwin, E. Covas, and R. Tavakol, Nonlinearity 9, 563 (1999)] occurs in systems with invariant submanifolds and, as opposed to on-off intermittency which can also occur in skew product systems, it requires an absence of skew product structure. By this we mean that the dynamics on the attractor intermittent to the invariant manifold cannot be expressed simply as the dynamics on the invariant subspace forcing the transverse dynamics; the transverse dynamics will alter that tangential to the invariant subspace when one is far enough away from the invariant manifold. Since general systems with invariant submanifolds are not likely to have skew product structure, this type of behavior may be of physical relevance in a variety of dynamical settings. The models employed here to demonstrate in-out intermittency are axisymmetric mean-field dynamo models which are often used to study the observed large-scale magnetic variability in the Sun and solar-type stars. The occurrence of this type of intermittency in such models may be of interest in understanding some aspects of such variabilities. (c) 2001 American Institute of Physics.

  8. Global Regularity Results of the 2D Boussinesq Equations with Fractional Laplacian Dissipation

    NASA Astrophysics Data System (ADS)

    Ye, Zhuan; Xu, Xiaojing

    2016-06-01

    In this paper, we study the 2D Boussinesq equations with fractional Laplacian dissipation. In particular, we prove the global regularity of the smooth solutions of the 2D Boussinesq equations with a new range of fractional powers of the Laplacian. The main ingredient of the proof is the utilization of the Hölder estimates for advection fractional-diffusion equations as well as Littlewood-Paley technique.

  9. Space-time fractional diffusion equation using a derivative with nonsingular and regular kernel

    NASA Astrophysics Data System (ADS)

    Gómez-Aguilar, J. F.

    2017-01-01

    In this paper, using the fractional operators with Mittag-Leffler kernel in Caputo and Riemann-Liouville sense the space-time fractional diffusion equation is modified, the fractional equation will be examined separately; with fractional spatial derivative and fractional temporal derivative. For the study cases, the order considered is 0 < β , γ ≤ 1 respectively. In this alternative representation we introduce the appropriate fractional dimensional parameters which characterize consistently the existence of the fractional space-time derivatives into the fractional diffusion equation, these parameters related to equation results in a fractal space-time geometry provide a new family of solutions for the diffusive processes. The proposed mathematical representation can be useful to understand electrochemical phenomena, propagation of energy in dissipative systems, viscoelastic materials, material heterogeneities and media with different scales.

  10. Fractional corresponding operator in quantum mechanics and applications: A uniform fractional Schrödinger equation in form and fractional quantization methods

    SciTech Connect

    Zhang, Xiao; Wei, Chaozhen; Liu, Yingming; Luo, Maokang

    2014-11-15

    In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same.

  11. A fully spectral collocation approximation for multi-dimensional fractional Schrödinger equations

    NASA Astrophysics Data System (ADS)

    Bhrawy, A. H.; Abdelkawy, M. A.

    2015-08-01

    A shifted Legendre collocation method in two consecutive steps is developed and analyzed to numerically solve one- and two-dimensional time fractional Schrödinger equations (TFSEs) subject to initial-boundary and non-local conditions. The first step depends mainly on shifted Legendre Gauss-Lobatto collocation (SL-GL-C) method for spatial discretization; an expansion in a series of shifted Legendre polynomials for the approximate solution and its spatial derivatives occurring in the TFSE is investigated. In addition, the Legendre-Gauss-Lobatto quadrature rule is established to treat the nonlocal conservation conditions. Thereby, the expansion coefficients are then determined by reducing the TFSE with its nonlocal conditions to a system of fractional differential equations (SFDEs) for these coefficients. The second step is to propose a shifted Legendre Gauss-Radau collocation (SL-GR-C) scheme, for temporal discretization, to reduce such system into a system of algebraic equations which is far easier to be solved. The proposed collocation scheme, both in temporal and spatial discretizations, is successfully extended to solve the two-dimensional TFSE. Numerical results are carried out to confirm the spectral accuracy and efficiency of the proposed algorithms. By selecting relatively limited Legendre Gauss-Lobatto and Gauss-Radau collocation nodes, we are able to get very accurate approximations, demonstrating the utility and high accuracy of the new approach over other numerical methods.

  12. Traveling wave solution of fractional KdV-Burger-Kuramoto equation describing nonlinear physical phenomena

    NASA Astrophysics Data System (ADS)

    Gupta, A. K.; Ray, S. Saha

    2014-09-01

    In this paper, KdV-Burger-Kuramoto equation involving instability, dissipation, and dispersion parameters is solved numerically. The numerical solution for the fractional order KdV-Burger-Kuramoto (KBK) equation has been presented using two-dimensional Legendre wavelet method. The approximate solutions of nonlinear fractional KBK equation thus obtained by Legendre wavelet method are compared with the exact solutions. The present scheme is very simple, effective and convenient for obtaining numerical solution of the KBK equation.

  13. A neuro approach to solve fuzzy Riccati differential equations

    NASA Astrophysics Data System (ADS)

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

    2015-10-01

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

  14. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

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

    2015-10-22

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

  15. Ordinary differential equations with applications in molecular biology.

    PubMed

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

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

  16. Fractional Schroedinger equation for a particle moving in a potential well

    SciTech Connect

    Luchko, Yuri

    2013-01-15

    In this paper, the fractional Schroedinger equation that contains the quantum Riesz fractional derivative instead of the Laplace operator is revisited for the case of a particle moving in the infinite potential well. In the recent papers [M. Jeng, S.-L.-Y. Xu, E. Hawkins, and J. M. Schwarz, 'On the nonlocality of the fractional Schroedinger equation,' J. Math. Phys. 51, 062102 (2010)] and [S. S. Bayin, 'On the consistency of the solutions of the space fractional Schroedinger equation,' J. Math. Phys. 53, 042105 (2012)] published in this journal, controversial opinions regarding solutions to the fractional Schroedinger equation for a particle moving in the infinite potential well that were derived by Laskin ['Fractals and quantum mechanics,' Chaos 10, 780-790 (2000)] have been given. In this paper, a thorough mathematical treatment of these matters is provided. The problem under consideration is reformulated in terms of three integral equations with the power kernels. Even if the equations look not very complicated, no solution to these equations in explicit form is known. Still, the obtained equations are used to show that the eigenvalues and eigenfunctions of the fractional Schroedinger equation for a particle moving in the infinite potential well given by Laskin ['Fractals and quantum mechanics,' Chaos 10, 780-790 (2000)] and many other papers by different authors cannot be valid as has been first stated by Jeng et al. ['On the nonlocality of the fractional Schroedinger equation,' J. Math. Phys. 51, 062102 (2010)].

  17. Variational integrators for nonvariational partial differential equations

    NASA Astrophysics Data System (ADS)

    Kraus, Michael; Maj, Omar

    2015-08-01

    Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian via Noether's theorem. An inevitable prerequisite for the derivation of variational integrators is the existence of a variational formulation for the considered problem. Even though for a large class of systems this requirement is fulfilled, there are many interesting examples which do not belong to this class, e.g., equations of advection-diffusion type frequently encountered in fluid dynamics or plasma physics. On the other hand, it is always possible to embed an arbitrary dynamical system into a larger Lagrangian system using the method of formal (or adjoint) Lagrangians. We investigate the application of the variational integrator method to formal Lagrangians, and thereby extend the application domain of variational integrators to include potentially all dynamical systems. The theory is supported by physically relevant examples, such as the advection equation and the vorticity equation, and numerically verified. Remarkably, the integrator for the vorticity equation combines Arakawa's discretisation of the Poisson brackets with a symplectic time stepping scheme in a fully covariant way such that the discrete energy is exactly preserved. In the presentation of the results, we try to make the geometric framework of variational integrators accessible to non specialists.

  18. Transformation matrices between non-linear and linear differential equations

    NASA Technical Reports Server (NTRS)

    Sartain, R. L.

    1983-01-01

    In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

  19. Convergence to equilibria in scalar nonquasimonotone functional differential equations

    NASA Astrophysics Data System (ADS)

    Pituk, Mihály

    We consider a class of scalar functional differential equations generating a strongly order preserving semiflow with respect to the exponential ordering introduced by Smith and Thieme. It is shown that the boundedness of all solutions and the stability properties of an equilibrium are exactly the same as for the ordinary differential equation which is obtained by "ignoring the delays". The result on the boundedness of the solutions, combined with a convergence theorem due to Smith and Thieme, leads to explicit necessary and sufficient conditions for the convergence of all solutions starting from a dense subset of initial data. Under stronger conditions, guaranteeing that the functional differential equation is asymptotically equivalent to a scalar ordinary differential equation, a similar result is proved for the convergence of all solutions.

  20. 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.

  1. Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

    ERIC Educational Resources Information Center

    Glaister, P.

    2008-01-01

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

  2. Comparison theorems for neutral stochastic functional differential equations

    NASA Astrophysics Data System (ADS)

    Bai, Xiaoming; Jiang, Jifa

    2016-05-01

    The comparison theorems under Wu and Freedman's order are proved for neutral stochastic functional differential equations with finite or infinite delay whose drift terms satisfy the quasimonotone condition and diffusion term is the same.

  3. Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

    ERIC Educational Resources Information Center

    Glaister, P.

    2008-01-01

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

  4. Uniqueness and existence results for ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Cid, J. Angel; Heikkila, Seppo; Pouso, Rodrigo Lopez

    2006-04-01

    We establish some uniqueness and existence results for first-order ordinary differential equations with constant-signed discontinuous nonlinear parts. Several examples are given to illustrate the applicability of our work.

  5. 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.

  6. Classification of five-point differential-difference equations

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

    Using the generalized symmetry method, we carry out, up to autonomous point transformations, the classification of integrable equations of a subclass of the autonomous five-point differential-difference equations. This subclass includes such well-known examples as the Itoh–Narita–Bogoyavlensky and the discrete Sawada–Kotera equations. The resulting list contains 17 equations, some of which seem to be new. We have found non-point transformations relating most of the resulting equations among themselves and their generalized symmetries.

  7. Symmetries of stochastic differential equations: A geometric approach

    SciTech Connect

    De Vecchi, Francesco C. Ugolini, Stefania; Morando, Paola

    2016-06-15

    A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.

  8. International Conference on Multiscale Methods and Partial Differential Equations.

    SciTech Connect

    Thomas Hou

    2006-12-12

    The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.

  9. Varieties of operator manipulation. [for solving differential equations and calculating finite differences

    NASA Technical Reports Server (NTRS)

    Doohovskoy, A.

    1977-01-01

    A change in MACSYMA syntax is proposed to accommodate the operator manipulators necessary to implement direct and indirect methods for the solution of differential equations, calculus of finite differences, and the fractional calculus, as well as their modern counterparts. To illustrate the benefits and convenience of this syntax extension, an example is given to show how MACSYMA's pattern-matching capability can be used to implement a particular set of operator identities which can then be used to obtain exact solutions to nonlinear differential equations.

  10. Gear Method for Solving Differential Equations of Gear Systems

    NASA Astrophysics Data System (ADS)

    Wang, Y. X.; Wen, J. M.

    2006-10-01

    It is very difficult to obtain perfect analytical solutions of differential equations of gear system dynamics. The dynamic model which describes the torsional vibration behaviors of gear system has been introduced accurately in this paper. The differential equation of gear system nonlinear dynamics exhibiting combined nonlinearity influence such as time-varying stiffness, tooth backlash and dynamic transmission error (DTE) has been proposed by using a polynomial of degree 7 to fit the nonlinear backlash function and using time-varying stiffness Fourier transform to obtain its harmonic forms with 5 orders for the first time. The theory of GEAR method has been presented. Contrasting with other numerical methods, GEAR method has higher precision and calculation efficiency, especially in solving stiff differential equations. Based on GEAR method, the numerical calculation method for solving differential equations of gear system dynamics has been presented in this paper. Numerical calculation results proved that the numerical solutions by using Gear method is validated by comparison with experimental measurements and can be used to solve all kinds of differential equations, especially for large differential equations.

  11. Student Difficulties with Units in Differential Equations in Modelling Contexts

    ERIC Educational Resources Information Center

    Rowland, David R.

    2006-01-01

    First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…

  12. Effect of Differential Item Functioning on Test Equating

    ERIC Educational Resources Information Center

    Kabasakal, Kübra Atalay; Kelecioglu, Hülya

    2015-01-01

    This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…

  13. The Use of Kruskal-Newton Diagrams for Differential Equations

    SciTech Connect

    T. Fishaleck and R.B. White

    2008-02-19

    The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.

  14. Solution of partial differential equations by agent-based simulation

    NASA Astrophysics Data System (ADS)

    Szilagyi, Miklos N.

    2014-01-01

    The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism.

  15. Canonical coordinates for partial differential equations

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

  16. Residual power series method for fractional Burger types equations

    NASA Astrophysics Data System (ADS)

    Kumar, Amit; Kumar, Sunil

    2016-12-01

    We present an analytic algorithm to solve the generalized Berger-Fisher (B-F) equation, B-F equation, generalized Fisher equation and Fisher equation by using residual power series method (RPSM), which is based on the generalized Taylor's series formula together with the residual error function. In all the cases obtained results are verified through the different graphical representation. Comparison of the results obtained by the present method with exact solution reveals that the accuracy and fast convergence of the proposed method.

  17. The fractional coupled KdV equations: Exact solutions and white noise functional approach

    NASA Astrophysics Data System (ADS)

    Hossam, A. Ghany; S. Okb El Bab, A.; M. Zabel, A.; Abd-Allah, Hyder

    2013-08-01

    Variable coefficients and Wick-type stochastic fractional coupled KdV equations are investigated. By using the modified fractional sub-equation method, Hermite transform, and white noise theory the exact travelling wave solutions and white noise functional solutions are obtained, including the generalized exponential, hyperbolic, and trigonometric types.

  18. Trace formulae for the heat-volume potential of the time-fractional heat equation

    NASA Astrophysics Data System (ADS)

    Oralsyn, Gulaiym

    2017-09-01

    In this note we discuss shortly a method for constructing trace formulae for the heat-volume potential of the time-fractional heat equation to lateral surfaces of cylindrical domains and related nonlocal initial boundary value problems for the time-fractional heat equation.

  19. Solution of a fractional transport equation by using the generalized quadratic form

    NASA Astrophysics Data System (ADS)

    Kadem, Abdelouahab; Baleanu, Dumitru

    2011-08-01

    In this manuscript the one dimensional fractional transport equation in which the prescribed source and angular flux are spatially quadratic is investigated within the generalized quadratic form method. It is reported that the angular flux satisfies Fick's law and the corresponding scalar flux satisfies the fractional generalization of the classic diffusion equation.

  20. Similarity solution to fractional nonlinear space-time diffusion-wave equation

    NASA Astrophysics Data System (ADS)

    Costa, F. Silva; Marão, J. A. P. F.; Soares, J. C. Alves; de Oliveira, E. Capelas

    2015-03-01

    In this article, the so-called fractional nonlinear space-time wave-diffusion equation is presented and discussed. This equation is solved by the similarity method using fractional derivatives in the Caputo, Riesz-Feller, and Riesz senses. Some particular cases are presented and the corresponding solutions are shown by means of 2-D and 3-D plots.

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

    PubMed Central

    Zhao, Xiaofeng; McGough, Robert J.

    2016-01-01

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

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

    PubMed

    Zhao, Xiaofeng; McGough, Robert J

    2016-05-01

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

  3. A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

    NASA Astrophysics Data System (ADS)

    Simmons, Alex; Yang, Qianqian; Moroney, Timothy

    2015-04-01

    The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction-diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton-Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

  4. Similarity analysis of differential equations by Lie group.

    NASA Technical Reports Server (NTRS)

    Na, T. Y.; Hansen, A. G.

    1971-01-01

    Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.

  5. Optimal moving grids for time-dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1992-01-01

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

  6. On solutions of polynomial growth of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    van den Berg, I. P.

    We present a theorem on the existence of solutions of polynomial growth of ordinary differential equations of type E: {dY}/{dX} = F(X, Y) , where F is of class C1. We show that the asymptotic behaviour of these solutions and the variation of neighbouring solutions are obtained by solving an asymptotic functional equation related to E, and that this method has practical value. The theorem is standard; its nonstandard proof uses macroscope and microscope techniques. The result is an extension of results by F. and M. Diener and G. Reeb on solutions of polynomial growth of rational differential equations.

  7. Optimal moving grids for time-dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1992-01-01

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

  8. Similarity analysis of differential equations by Lie group.

    NASA Technical Reports Server (NTRS)

    Na, T. Y.; Hansen, A. G.

    1971-01-01

    Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.

  9. Asymptotic Green's functions for time-fractional diffusion equation and their application for anomalous diffusion problem

    NASA Astrophysics Data System (ADS)

    Zhokh, Alexey A.; Trypolskyi, Andrey I.; Strizhak, Peter E.

    2017-06-01

    Asymptotic Green's functions for short and long times for time-fractional diffusion equation, derived by simple and heuristic method, are provided in case if fractional derivative is presented in Caputo sense. The applicability of the asymptotic Green's functions for solving the anomalous diffusion problem on a semi-infinite rod is demonstrated. The initial value problem for longtime solution of the time-fractional diffusion equation by Green's function approach is resolved.

  10. Lie symmetry analysis and soliton solutions of time-fractional K ( m, n) equation

    NASA Astrophysics Data System (ADS)

    Wang, G. W.; Hashemi, M. S.

    2017-01-01

    In this note, method of Lie symmetries is applied to investigate symmetry properties of time-fractional K( m, n) equation with the Riemann-Liouville derivatives. Reduction of time-fractional K( m, n) equation is done by virtue of the Erdélyi-Kober fractional derivative which depends on a parameter α. Then soliton solutions are extracted by means of a transformation.

  11. In silico ordinary differential equation/partial differential equation hemodialysis model estimates methadone removal during dialysis

    PubMed Central

    Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L

    2015-01-01

    Background There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). Methodology We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δkm=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value of the prediction errors for methadone’s extraction and throughput were less than 2%. Conclusion ODE/PDE modeling of methadone’s hemodialysis is a new approach to study methadone’s removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone’s mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model

  12. Generating functionals and Lagrangian partial differential equations

    SciTech Connect

    Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin

    2013-08-15

    The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.

  13. NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

    PubMed Central

    Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

    2013-01-01

    In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179

  14. Spatial dynamics for lattice differential equations with a shifting habitat

    NASA Astrophysics Data System (ADS)

    Hu, Changbing; Li, Bingtuan

    2015-09-01

    We study a lattice differential equation model that describes the growth and spread of a species in a shifting habitat. We show that the long term behavior of solutions depends on the speed of the shifting habitat edge c and a number c* (∞) that is determined by the maximum linearized growth rate and the diffusion coefficient. We demonstrate that if c >c* (∞) then the species will become extinct in the habitat, and that if c equations involving modified Bessel functions, for which new asymptotic estimates are provided. To the best of our knowledge, this is the first time that the classical Bessel functions are used to describe the solutions of lattice differential equations, and this approach possesses its own interest in further studying lattice differential equations.

  15. A Difference Differential Equation of Euler-Cauchy Type

    NASA Astrophysics Data System (ADS)

    Bradley, David M.; Diamond, Harold G.

    1997-08-01

    We study a class of advanced argument linear difference differential equations analogous to Euler-Cauchy ordinary differential equations. Solutions of two equations of this type have arisen as adjoint functions in sieve theory, and they are also of use in control theory. Here we study the problem in a general setting. Subject to mild assumptions, each of our equations is shown to have a unique solution which is analytic in the right half-plane. In some cases the solution is a polynomial, and in others it has an asymptotic expansion. Finally, the solution is shown to have a representation as an exponential of a Hellinger type integro-differential operator acting on a monomial.

  16. Solving constant-coefficient differential equations with dielectric metamaterials

    NASA Astrophysics Data System (ADS)

    Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

    2016-07-01

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

  17. The two modes extension to the Berk-Breizman equation: Delayed differential equations and asymptotic solutions

    SciTech Connect

    Marczynski, Slawomir

    2011-09-15

    The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form {nu}{partial_derivative}a({tau})/{partial_derivative}{tau}=a({tau}) -a{sup 2}({tau}- 1) a({tau}- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.

  18. Differential equations and integrable models: the /SU(3) case

    NASA Astrophysics Data System (ADS)

    Dorey, Patrick; Tateo, Roberto

    2000-04-01

    We exhibit a relationship between the massless a2(2) integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schrödinger equation. This forms part of a more general correspondence involving A2-related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the non-linear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators φ12, φ21 and φ15. This is checked against previous results obtained using the thermodynamic Bethe ansatz.

  19. 1/f noise from nonlinear stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Ruseckas, J.; Kaulakys, B.

    2010-03-01

    We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fβ noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fβ noise, and provides further insights into the origin of 1/fβ noise.

  20. Hodograph Transformations on Linearizable Partial Differential Equations,

    DTIC Science & Technology

    1986-01-01

    V2x 4x 3x+ v V2 3x x xx Applying a pure hodograph transformation to the above equation we obtain -1 2 . -2 t 5 - 2 " 4 ’ 5 2c...t K e , - s, 1. e:,. v i , ( 3r, ’ fp . I v2-526. [23] M.D. Kruskal, private communication . [2< J. Weiss, The Painlev6 property for partial...178. [43] V.V. Sokolov, private communication . .# %- ,r.’e P f. " 7r C ..... -* .~..* JOO&A" % %! % ’."--V-eW ,?\\. -- ’-% " " % %’>% % ’ "N. ’ - . ’ .. " ." ,* -. .• ’, ’ -- * *

  1. Cosmic ray anisotropy in fractional differential models of anomalous diffusion

    SciTech Connect

    Uchaikin, V. V.

    2013-06-15

    The problem of galactic cosmic ray anisotropy is considered in two versions of the fractional differential model for anomalous diffusion. The simplest problem of cosmic ray propagation from a point instantaneous source in an unbounded medium is used as an example to show that the transition from the standard diffusion model to the Lagutin-Uchaikin fractional differential model (with characteristic exponent {alpha} = 3/5 and a finite velocity of free particle motion), which gives rise to a knee in the energy spectrum at 10{sup 6} GeV, increases the anisotropy coefficient only by 20%, while the anisotropy coefficient in the Lagutin-Tyumentsev model (with exponents {alpha} = 0.3 and {beta} = 0.8, a long stay of particles in traps, and an infinite velocity of their jumps) is close to one. This is because the parameters of the Lagutin-Tyumentsev model have been chosen improperly.

  2. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-03-01

    Dedalus solves differential equations using spectral methods. It implements flexible algorithms to solve initial-value, boundary-value, and eigenvalue problems with broad ranges of custom equations and spectral domains. Its primary features include symbolic equation entry, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface. The numerical algorithm produces highly sparse systems for many equations which are efficiently solved using compiled libraries and MPI.

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

    PubMed

    Grima, Ramon

    2011-11-01

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

  4. 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…

  5. Stability analysis of linear fractional differential system with distributed delays

    NASA Astrophysics Data System (ADS)

    Veselinova, Magdalena; Kiskinov, Hristo; Zahariev, Andrey

    2015-11-01

    In the present work we study the Cauchy problem for linear incommensurate fractional differential system with distributed delays. For the autonomous case with distributed delays with derivatives in Riemann-Liouville or Caputo sense, we establish sufficient conditions under which the zero solution is globally asymptotic stable. The established conditions coincide with the conditions which guaranty the same result in the particular case of system with constant delays and for the case of system without delays in the commensurate case too.

  6. Modified fractional variational iteration method for solving the generalized time-space fractional Schrödinger equation.

    PubMed

    Hong, Baojian; Lu, Dianchen

    2014-01-01

    Based on He's variational iteration method idea, we modified the fractional variational iteration method and applied it to construct some approximate solutions of the generalized time-space fractional Schrödinger equation (GFNLS). The fractional derivatives are described in the sense of Caputo. With the help of symbolic computation, some approximate solutions and their iterative structure of the GFNLS are investigated. Furthermore, the approximate iterative series and numerical results show that the modified fractional variational iteration method is powerful, reliable, and effective when compared with some classic traditional methods such as homotopy analysis method, homotopy perturbation method, adomian decomposition method, and variational iteration method in searching for approximate solutions of the Schrödinger equations.

  7. Modified Fractional Variational Iteration Method for Solving the Generalized Time-Space Fractional Schrödinger Equation

    PubMed Central

    Lu, Dianchen

    2014-01-01

    Based on He's variational iteration method idea, we modified the fractional variational iteration method and applied it to construct some approximate solutions of the generalized time-space fractional Schrödinger equation (GFNLS). The fractional derivatives are described in the sense of Caputo. With the help of symbolic computation, some approximate solutions and their iterative structure of the GFNLS are investigated. Furthermore, the approximate iterative series and numerical results show that the modified fractional variational iteration method is powerful, reliable, and effective when compared with some classic traditional methods such as homotopy analysis method, homotopy perturbation method, adomian decomposition method, and variational iteration method in searching for approximate solutions of the Schrödinger equations. PMID:25276865

  8. Kramers' escape problem for fractional Klein-Kramers equation with tempered α-stable waiting times.

    PubMed

    Gajda, Janusz; Magdziarz, Marcin

    2011-08-01

    In this paper we extend the subdiffusive Klein-Kramers model, in which the waiting times are modeled by the α-stable laws, to the case of waiting times belonging to the class of tempered α-stable distributions. We introduce a generalized version of the Klein-Kramers equation, in which the fractional Riemman-Liouville derivative is replaced with a more general integro-differential operator. This allows a transition from the initial subdiffusive character of motion to the standard diffusion for long times to be modeled. Taking advantage of the corresponding Langevin equation, we study some properties of the tempered dynamics, in particular, we approximate solutions of the tempered Klein-Kramers equation via Monte Carlo methods. Also, we study the distribution of the escape time from the potential well and compare it to the classical results in the Kramers escape theory. Finally, we derive the analytical formula for the first-passage-time distribution for the case of free particles. We show that the well-known Sparre Andersen scaling holds also for the tempered subdiffusion.

  9. Comparison of differential transformation method with adomian decomposition method for functional differential equations with proportional delays

    NASA Astrophysics Data System (ADS)

    Rebenda, Josef; Šmarda, Zdeněk

    2013-10-01

    In this paper, we will introduce two methods to obtain the numerical solutions for functional differential equations with proportional delays. The first method is the differential transformation method (DTM) and the second method is Adomian decomposition method (ADM). Moreover, we will make comparison between the solutions obtained by the two methods. Consequently, the results of our system tell us the two methods can be alternative ways for solution of the linear and nonlinear functional differential and integro-differential equations. New formulas for DTM were proven for these types of equations.

  10. Governing equations of transient soil water flow and soil water flux in multi-dimensional fractional anisotropic media and fractional time

    NASA Astrophysics Data System (ADS)

    Kavvas, M. Levent; Ercan, Ali; Polsinelli, James

    2017-03-01

    In this study dimensionally consistent governing equations of continuity and motion for transient soil water flow and soil water flux in fractional time and in fractional multiple space dimensions in anisotropic media are developed. Due to the anisotropy in the hydraulic conductivities of natural soils, the soil medium within which the soil water flow occurs is essentially anisotropic. Accordingly, in this study the fractional dimensions in two horizontal and one vertical directions are considered to be different, resulting in multi-fractional multi-dimensional soil space within which the flow takes place. Toward the development of the fractional governing equations, first a dimensionally consistent continuity equation for soil water flow in multi-dimensional fractional soil space and fractional time is developed. It is shown that the fractional soil water flow continuity equation approaches the conventional integer form of the continuity equation as the fractional derivative powers approach integer values. For the motion equation of soil water flow, or the equation of water flux within the soil matrix in multi-dimensional fractional soil space and fractional time, a dimensionally consistent equation is also developed. Again, it is shown that this fractional water flux equation approaches the conventional Darcy equation as the fractional derivative powers approach integer values. From the combination of the fractional continuity and motion equations, the governing equation of transient soil water flow in multi-dimensional fractional soil space and fractional time is obtained. It is shown that this equation approaches the conventional Richards equation as the fractional derivative powers approach integer values. Then by the introduction of the Brooks-Corey constitutive relationships for soil water into the fractional transient soil water flow equation, an explicit form of the equation is obtained in multi-dimensional fractional soil space and fractional time. The

  11. Small delay approximation of stochastic delay differential equations

    NASA Astrophysics Data System (ADS)

    Guillouzic, Steve; L'heureux, Ivan; Longtin, André

    1999-04-01

    Delay differential equations evolve in an infinite-dimensional phase space. In this paper, we consider the effect of external fluctuations (noise) on delay differential equations involving one variable, thus leading to univariate stochastic delay differential equations (SDDE's). For small delays, a univariate nondelayed stochastic differential equation approximating such a SDDE is presented. Another approximation, complementary to the first, is also obtained using an average of the SDDE's drift term over the delayed dynamical variable, which defines a conditional average drift. This second approximation is characterized by the fact that the diffusion term is identical to that of the original SDDE. For small delays, our approach yields a steady-state probability density and a conditional average drift which are in close agreement with numerical simulations of the original SDDE. We illustrate this scheme with the delayed linear Langevin equation and a stochastic version of the delayed logistic equation. The technique can be used with any type of noise, and is easily generalized to multiple delays.

  12. Mackey-Glass equation driven by fractional Brownian motion

    NASA Astrophysics Data System (ADS)

    Nguyen, Dung Tien

    2012-11-01

    In this paper we introduce a fractional stochastic version of the Mackey-Glass model which is a potential candidate to model objects in biology and finance. By a semi-martingale approximate approach we find an semi-analytical expression for the solution.

  13. Scattering problems in the fractional quantum mechanics governed by the 2D space-fractional Schrödinger equation

    SciTech Connect

    Dong, Jianping

    2014-03-15

    The 2D space-fractional Schrödinger equation in the time-independent and time-dependent cases for the scattering problems in the fractional quantum mechanics is studied. We define the Green's functions for the two cases and give the mathematical expression of them in infinite series form and in terms of some special functions. The asymptotic formulas of the Green's functions are also given, and applied to get the approximate wave functions for the fractional quantum scattering problems. These results contain those in the standard (integer) quantum mechanics as special cases, and can be applied to study the complex quantum systems.

  14. Scattering problems in the fractional quantum mechanics governed by the 2D space-fractional Schrödinger equation

    SciTech Connect

    Dong, Jianping

    2014-03-15

    The 2D space-fractional Schrödinger equation in the time-independent and time-dependent cases for the scattering problems in the fractional quantum mechanics is studied. We define the Green's functions for the two cases and give the mathematical expression of them in infinite series form and in terms of some special functions. The asymptotic formulas of the Green's functions are also given, and applied to get the approximate wave functions for the fractional quantum scattering problems. These results contain those in the standard (integer) quantum mechanics as special cases, and can be applied to study the complex quantum systems.

  15. 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.

  16. 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

  17. Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion

    NASA Astrophysics Data System (ADS)

    Pinto, Luís; Sousa, Ercília

    2017-09-01

    We present a numerical method to solve a time-space fractional Fokker-Planck equation with a space-time dependent force field F(x, t), and diffusion d(x, t). When the problem being modelled includes time dependent coefficients, the time fractional operator, that typically appears on the right hand side of the fractional equation, should not act on those coefficients and consequently the differential equation can not be simplified using the standard technique of transferring the time fractional operator to the left hand side of the equation. We take this into account when deriving the numerical method. Discussions on the unconditional stability and accuracy of the method are presented, including results that show the order of convergence is affected by the regularity of solutions. The numerical experiments confirm that the convergence of the method is second order in time and space for sufficiently regular solutions and they also illustrate how the order of convergence can depend on the regularity of the solutions. In this case, the rate of convergence can be improved by considering a non-uniform mesh.

  18. Entropy and convexity for nonlinear partial differential equations.

    PubMed

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  19. Numerical diagnostics of solution blowup in differential equations

    NASA Astrophysics Data System (ADS)

    Belov, A. A.

    2017-01-01

    New simple and robust methods have been proposed for detecting poles, logarithmic poles, and mixed-type singularities in systems of ordinary differential equations. The methods produce characteristics of these singularities with a posteriori asymptotically precise error estimates. This approach is applicable to an arbitrary parametrization of integral curves, including the arc length parametrization, which is optimal for stiff and ill-conditioned problems. The method can be used to detect solution blowup for a broad class of important nonlinear partial differential equations, since they can be reduced to huge-order systems of ordinary differential equations by applying the method of lines. The method is superior in robustness and simplicity to previously known methods.

  20. A perturbative solution to metadynamics ordinary differential equation

    NASA Astrophysics Data System (ADS)

    Tiwary, Pratyush; Dama, James F.; Parrinello, Michele

    2015-12-01

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  1. Entropy and convexity for nonlinear partial differential equations

    PubMed Central

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

    2013-01-01

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

  2. A perturbative solution to metadynamics ordinary differential equation.

    PubMed

    Tiwary, Pratyush; Dama, James F; Parrinello, Michele

    2015-12-21

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  3. Difference equations versus differential equations, a possible equivalence for the Rössler system?

    NASA Astrophysics Data System (ADS)

    Letellier, Christophe; Elaydi, Saber; Aguirre, Luis A.; Alaoui, Aziz

    2004-08-01

    When a set of nonlinear differential equations is investigated, most of time there is no analytical solution and only numerical integration techniques can provide accurate numerical solutions. In a general way the process of numerical integration is the replacement of a set of differential equations with a continuous dependence on the time by a model for which the time variable is discrete. In numerical investigations a fourth-order Runge-Kutta integration scheme is usually sufficient. Nevertheless, sometimes a set of difference equations may be required and, in this case, standard schemes like the forward Euler, backward Euler or central difference schemes are used. The major problem encountered with these schemes is that they offer numerical solutions equivalent to those of the set of differential equations only for sufficiently small integration time steps. In some cases, it may be of interest to obtain difference equations with the same type of solutions as for the differential equations but with significantly large time steps. Nonstandard schemes as introduced by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, 1994] allow to obtain more robust difference equations. In this paper, using such nonstandard scheme, we propose some difference equations as discrete analogues of the Rössler system for which it is shown that the dynamics is less dependent on the time step size than when a nonstandard scheme is used. In particular, it has been observed that the solutions to the discrete models are topologically equivalent to the solutions to the Rössler system as long as the time step is less than the threshold value associated with the Nyquist criterion.

  4. NASTRAN solutions of problems described by simultaneous parabolic differential equations

    NASA Technical Reports Server (NTRS)

    Mason, J. B.; Walston, W. H., Jr.

    1975-01-01

    NASTRAN solution techniques are shown for a numerical analysis of a class of coupled vector flow processes described by simultaneous parabolic differential equations. To define one physical problem type where equations of this form arise, the differential equations describing the coupled transfers of heat and mass in mechanical equilibrium with negligible mass average velocity are presented and discussed. Also shown are the equations describing seepage when both electrokinetic and hydrodynamic forces occur. Based on a variational statement of the general problem type, the concepts of scalar transfer elements and parallel element systems are introduced. It is shown that adoptation of these concepts allows the direct use of NASTRAN's existing Laplace type elements for uncoupled flow (the heat transfer elements) for treating multicomponent coupled transfer. Sample problems are included which demonstrate the application of these techniques for both steady-state and transient problems.

  5. Lattice fractional diffusion equation in terms of a Riesz-Caputo difference

    NASA Astrophysics Data System (ADS)

    Wu, Guo-Cheng; Baleanu, Dumitru; Deng, Zhen-Guo; Zeng, Sheng-Da

    2015-11-01

    A fractional difference is defined by the use of the right and the left Caputo fractional differences. The definition is a two-sided operator of Riesz type and introduces back and forward memory effects in space difference. Then, a fractional difference equation method is suggested for anomalous diffusion in discrete finite domains. A lattice fractional diffusion equation is proposed and the numerical simulation of the diffusion process is discussed for various difference orders. The result shows that the Riesz difference model is particularly suitable for modeling complicated dynamical behaviors on discrete media.

  6. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

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

  7. 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.

  8. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

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

  9. Advanced methods for the solution of differential equations

    NASA Technical Reports Server (NTRS)

    Goldstein, M. E.; Braun, W. H.

    1973-01-01

    This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.

  10. Analytic solution for Telegraph equation by differential transform method

    NASA Astrophysics Data System (ADS)

    Biazar, J.; Eslami, M.

    2010-06-01

    In this article differential transform method (DTM) is considered to solve Telegraph equation. This method is a powerful tool for solving large amount of problems (Zhou (1986) [1], Chen and Ho (1999) [2], Jang et al. (2001) [3], Kangalgil and Ayaz (2009) [4], Ravi Kanth and Aruna (2009) [5], Arikoglu and Ozkol (2007) [6]). Using differential transform method, it is possible to find the exact solution or a closed approximate solution of an equation. To illustrate the ability and reliability of the method some examples are provided. The results reveal that the method is very effective and simple.

  11. Master integrals for splitting functions from differential equations in QCD

    NASA Astrophysics Data System (ADS)

    Gituliar, Oleksandr

    2016-02-01

    A method for calculating phase-space master integrals for the decay process 1 → n masslesspartonsinQCDusingintegration-by-partsanddifferentialequationstechniques is discussed. The method is based on the appropriate choice of the basis for master integrals which leads to significant simplification of differential equations. We describe an algorithm how to construct the desirable basis, so that the resulting system of differential equations can be recursively solved in terms of (G) HPLs as a series in the dimensional regulator ɛ to any order. We demonstrate its power by calculating master integrals for the NLO time-like splitting functions and discuss future applications of the proposed method at the NNLO precision.

  12. Samples of noncommutative products in certain differential equations

    NASA Astrophysics Data System (ADS)

    Légaré, M.

    2010-11-01

    A set of associative noncommutative products is considered in different differential equations of the ordinary and partial types. A method of separation of variables is considered for a large set of those systems. The products involved include for example some * products and some products based on Nijenhuis tensors, which are embedded in the differential equations of the Laplace/Poisson, Lax and Schrödinger styles. A comment on the *-products of Reshetikhin-Jambor-Sykora type is also given in relation to *-products of Vey type.

  13. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    PubMed

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

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

  14. Strongly differentiable solutions of the discrete coagulation-fragmentation equation

    NASA Astrophysics Data System (ADS)

    McBride, A. C.; Smith, A. L.; Lamb, W.

    2010-08-01

    We examine an infinite system of ordinary differential equations that models the binary coagulation and multiple fragmentation of clusters. In contrast to previous investigations, our analysis does not involve finite-dimensional truncations of the system. Instead, we treat the problem as an infinite-dimensional differential equation, posed in an appropriate Banach space, and apply perturbation results from the theory of strongly continuous semigroups of operators. The existence and uniqueness of physically meaningful solutions are established for uniformly bounded coagulation rates but with no growth restrictions imposed on the fragmentation rates.

  15. Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

    SciTech Connect

    Goreac, D.

    2009-08-15

    The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case.

  16. Power series solutions of ordinary differential equations in MACSYMA

    NASA Technical Reports Server (NTRS)

    Lafferty, E. L.

    1977-01-01

    A program is described which extends the differential equation solving capability of MACSYMA to power series solutions and is available via the SHARE library. The program is directed toward those classes of equations with variable coefficients (in particular, those with singularities) and uses the method of Frobenius. Probably the most important distinction between this package and others currently available or being developed is that, wherever possible, this program will attempt to provide a complete solution to the equation rather than an approximation, i.e., a finite number of terms. This solution will take the form of a sum of infinite series.

  17. Solutions of fractional reaction-diffusion equations in terms of the H-function

    NASA Astrophysics Data System (ADS)

    Haubold, H. J.; Mathai, A. M.; Saxena, R. K.

    2007-12-01

    This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The solution is derived by the application of the Laplace and Fourier transforms in closed form in terms of the H-function. The results derived are of general nature and include the results investigated earlier by many authors, notably by Mainardi et al. (2001, 2005) for the fundamental solution of the space-time fractional diffusion equation, and Saxena et al. (2006a, b) for fractional reaction-diffusion equations. The advantage of using Riesz-Feller derivative lies in the fact that the solution of the fractional reaction-diffusion equation containing this derivative includes the fundamental solution for space-time fractional diffusion, which itself is a generalization of neutral fractional diffusion, space-fractional diffusion, and time-fractional diffusion. These specialized types of diffusion can be interpreted as spatial probability density functions evolving in time and are expressible in terms of the H-functions in compact form.

  18. On Existence and Uniqueness Results for Nonsmooth Implicit Differential Equations

    NASA Astrophysics Data System (ADS)

    You, Xiong; Wu, Xinyuan; Chen, Zhaoxia; Yang, Hongli; Fang, Yonglei

    2008-09-01

    The classical implicit function theorem gives conditions that the function is Fréchet differentiable and the derivative is surjective. In this short article they are generalized to conditions of Lipschitz and monotone type. The newly obtained implicit function theorems are used to derive two sets of sufficient conditions for the existence and uniqueness of solutions to the initial value problems of nonsmooth implicit differential equations.

  19. Excitability in a stochastic differential equation model for calcium puffs.

    PubMed

    Rüdiger, S

    2014-06-01

    Calcium dynamics are essential to a multitude of cellular processes. For many cell types, localized discharges of calcium through small clusters of intracellular channels are building blocks for all spatially extended calcium signals. Because of the large noise amplitude, the validity of noise-approximating model equations for this system has been questioned. Here we revisit the master equations for local calcium release, examine the multiple scales of calcium concentrations in the cluster domain, and derive adapted stochastic differential equations. We show by comparison of discrete and continuous trajectories that the Langevin equations can be made consistent with the master equations even for very small channel numbers. In its deterministic limit, the model reveals that excitability, a dynamical phenomenon observed in many natural systems, is at the core of calcium puffs. The model also predicts a bifurcation from transient to sustained release which may link local and global calcium signals in cells.

  20. [Integration of the Ludwig v. Bertalanffy's growth differential equation. I].

    PubMed

    Scharf, J H

    1983-01-01

    The growth differential equation of v. BERTALANFFY, (formula; see text) has no closed (analytic) general solution for any given values of m and n. Only for n = 1 and any m, the v. BERTALANFFY's equation is a BERNOULLI's one which is soluble without difficulties. If m and n both are rational numbers, the equation is soluble in all cases but the integrals are members of very different classes. In this paper, some methods are demonstrated to integrate the equation for rational m and n if delta = m - n = 1 up to the exponents' denominator four. For any numerically given real m, n, the transformation of CONTE may render possible to find a reduced form of the primarily given equation which can be solved by a range of analytical terms.