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.
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
2016-08-01
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.
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.
NASA Astrophysics Data System (ADS)
Feng, Qing-Hua
2014-08-01
In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained.
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.
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.
On the Singular Perturbations for Fractional Differential Equation
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
Periodicity and positivity of a class of fractional differential equations.
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. PMID:27390664
NASA Astrophysics Data System (ADS)
Lu, Bin
2012-06-01
In this Letter, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations.
Existence of a coupled system of fractional differential equations
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.
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
A parareal method for time-fractional differential equations
NASA Astrophysics Data System (ADS)
Xu, Qinwu; Hesthaven, Jan S.; Chen, Feng
2015-07-01
In this paper, a parareal method is proposed for the parallel-in-time integration of time-fractional differential equations (TFDEs). It is a generalization of the original parareal method, proposed for classic differential equations. To match the global feature of fractional derivatives, the new method has in the correction step embraced the history part of the solution. We provide a convergence analysis under the assumption of Lipschitz stability conditions. We use a multi-domain spectral integrator to build the serial solvers and numerical results demonstrate the feasibility of the new approach and confirm the convergence analysis. Studies also show that both the coarse resolution and the nature of the differential operators can affect the performance.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
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
A procedure to construct exact solutions of nonlinear fractional differential equations.
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.
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.
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.
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.
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
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.
An efficient technique for higher order fractional differential equation.
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. PMID:27047707
NASA Astrophysics Data System (ADS)
Feng, Qing-Hua
2013-05-01
In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established.
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.
NASA Astrophysics Data System (ADS)
Huang, Qing; Wang, Li-Zhen; Zuo, Su-Li
2016-02-01
In this paper, a consistent Riccati expansion method is developed to solve nonlinear fractional partial differential equations involving Jumarie's modified Riemann-Liouville derivative. The efficiency and power of this approach are demonstrated by applying it successfully to some important fractional differential equations, namely, the time fractional Burgers, fractional Sawada-Kotera, and fractional coupled mKdV equation. A variety of new exact solutions to these equations under study are constructed. Supported by the National Natural Science Foundation of China under Grant Nos. 11101332, 11201371, 11371293 and the Natural Science Foundation of Shaanxi Province under Grant No. 2015JM1037
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.
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.
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.
On construction of solutions of linear fractional differential equations with constant coefficients
NASA Astrophysics Data System (ADS)
Borikhanov, Meiirkhan B.; Turmetov, Batirkhan Kh.
2016-08-01
One of the effective methods for finding exact solutions of differential equations is the method based on the operator representation of solutions. The essence of this method is to construct a series, whose members are the relevant iteration operators acting to some classes of sufficiently smooth functions. This method is widely used in the papers of Bondarenko for construction of solutions of differential equations of the integer order. In this paper, the operator method is applied to construct solutions of linear differential equations with constant coefficients and generalized Riemann-Liouville fractional derivative of order α and type γ. Then fundamental solutions are used to obtain the unique solution of the Cauchy problem.
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.
Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.
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. PMID:27478733
New Operational Matrices for Solving Fractional Differential Equations on the Half-Line
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
NASA Astrophysics Data System (ADS)
Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher
2015-07-01
Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.
A New Mixed Element Method for a Class of Time-Fractional Partial Differential Equations
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
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.
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. PMID:24693255
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
NASA Astrophysics Data System (ADS)
Bologna, Mauro; Svenkeson, Adam; West, Bruce J.; Grigolini, Paolo
2015-07-01
Diffusion processes in heterogeneous media, and biological systems in particular, are riddled with the difficult theoretical issue of whether the true origin of anomalous behavior is renewal or memory, or a special combination of the two. Accounting for the possible mixture of renewal and memory sources of subdiffusion is challenging from a computational point of view as well. This problem is exacerbated by the limited number of techniques available for solving fractional diffusion equations with time-dependent coefficients. We propose an iterative scheme for solving fractional differential equations with time-dependent coefficients that is based on a parametric expansion in the fractional index. We demonstrate how this method can be used to predict the long-time behavior of nonautonomous fractional differential equations by studying the anomalous diffusion process arising from a mixture of renewal and memory sources.
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.
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.
Calvo, Ivan; Carreras, Benjamin A; Sanchez, Raul; van Milligen, B. Ph.
2007-01-01
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.
NASA Astrophysics Data System (ADS)
Watkins, N. W.; Rosenberg, S.; Sanchez, R.; Chapman, S. C.; Credgington, D.
2008-12-01
Since the 1960s Mandelbrot has advocated the use of fractals for the description of the non-Euclidean geometry of many aspects of nature. In particular he proposed two kinds of model to capture persistence in time (his Joseph effect, common in hydrology and with fractional Brownian motion as the prototype) and/or prone to heavy tailed jumps (the Noah effect, typical of economic indices, for which he proposed Lévy flights as an exemplar). Both effects are now well demonstrated in space plasmas, notably in the turbulent solar wind. Models have, however, typically emphasised one of the Noah and Joseph parameters (the Lévy exponent μ and the temporal exponent β) at the other's expense. I will describe recent work in which we studied a simple self-affine stable model-linear fractional stable motion, LFSM, which unifies both effects and present a recently-derived diffusion equation for LFSM. This replaces the second order spatial derivative in the equation of fBm with a fractional derivative of order μ, but retains a diffusion coefficient with a power law time dependence rather than a fractional derivative in time. I will also show work in progress using an LFSM model and simple analytic scaling arguments to study the problem of the area between an LFSM curve and a threshold. This problem relates to the burst size measure introduced by Takalo and Consolini into solar-terrestrial physics and further studied by Freeman et al [PRE, 2000] on solar wind Poynting flux near L1. We test how expressions derived by other authors generalise to the non-Gaussian, constant threshold problem. Ongoing work on extension of these LFSM results to multifractals will also be discussed.
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
NASA Astrophysics Data System (ADS)
Mao, Zhiping; Shen, Jie
2016-02-01
Efficient spectral-Galerkin algorithms are developed to solve multi-dimensional fractional elliptic equations with variable coefficients in conserved form as well as non-conserved form. These algorithms are extensions of the spectral-Galerkin algorithms for usual elliptic PDEs developed in [24]. More precisely, for separable FPDEs, we construct a direct method by using a matrix diagonalization approach, while for non-separable FPDEs, we employ a preconditioned BICGSTAB method with a suitable separable FPDE with constant-coefficients as preconditioner. The cost of these algorithms is of O (N d + 1) flops where d is the space dimension. We derive rigorous weighted error estimates which provide more precise convergence rate for problems with singularities at boundaries. We also present ample numerical results to validate the algorithms and error estimates.
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.
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.
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.
Nonlinear differential equations
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.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
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.
Stochastic differential equations
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.
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…
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…
Fractional-calculus diffusion equation
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
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.
Power-law spatial dispersion from fractional Liouville equation
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.
Fractional telegrapher's equation from fractional persistent random walks
NASA Astrophysics Data System (ADS)
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Fractional telegrapher's equation from fractional persistent random walks.
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses. PMID:27300830
STOCHASTIC SOLUTIONS FOR FRACTIONAL WAVE EQUATIONS
MEERSCHAERT, MARK M.; SCHILLING, RENÉ L.; SIKORSKII, ALLA
2014-01-01
A fractional wave equation replaces the second time derivative by a Caputo derivative of order between one and two. In this paper, we show that the fractional wave equation governs a stochastic model for wave propagation, with deterministic time replaced by the inverse of a stable subordinator whose index is one half the order of the fractional time derivative. PMID:26146456
The Riesz-Bessel Fractional Diffusion Equation
Anh, V.V. McVinish, R.
2004-05-15
This paper examines the properties of a fractional diffusion equation defined by the composition of the inverses of the Riesz potential and the Bessel potential. The first part determines the conditions under which the Green function of this equation is the transition probability density function of a Levy motion. This Levy motion is obtained by the subordination of Brownian motion, and the Levy representation of the subordinator is determined. The second part studies the semigroup formed by the Green function of the fractional diffusion equation. Applications of these results to certain evolution equations is considered. Some results on the numerical solution of the fractional diffusion equation are also provided.
Similarity solutions to nonlinear heat conduction and Burgers/Korteweg-deVries fractional equations
NASA Astrophysics Data System (ADS)
Djordjevic, Vladan D.; Atanackovic, Teodor M.
2008-12-01
We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg-deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.
Solving Differential Equations in R
NASA Astrophysics Data System (ADS)
Soetaert, Karline; Meysman, Filip; Petzoldt, Thomas
2010-09-01
The open-source software R has become one of the most widely used systems for statistical data analysis and for making graphs, but it is also well suited for other disciplines in scientific computing. One of the fields where considerable progress has been made is the solution of differential equations. Here we first give an overview of the types of differential equations that R can solve, and then demonstrate how to use R for solving a 2-Dimensional partial differential equation.
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.
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.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Space–time fractional Zener wave equation
Atanackovic, T.M.; Janev, M.; Oparnica, Lj.; Pilipovic, S.; Zorica, D.
2015-01-01
The space–time fractional Zener wave equation, describing viscoelastic materials obeying the time-fractional Zener model and the space-fractional strain measure, is derived and analysed. This model includes waves with finite speed, as well as non-propagating disturbances. The existence and the uniqueness of the solution to the generalized Cauchy problem are proved. Special cases are investigated and numerical examples are presented. PMID:25663807
Fractional diffusion equations coupled by reaction terms
NASA Astrophysics Data System (ADS)
Lenzi, E. K.; Menechini Neto, R.; Tateishi, A. A.; Lenzi, M. K.; Ribeiro, H. V.
2016-09-01
We investigate the behavior for a set of fractional reaction-diffusion equations that extend the usual ones by the presence of spatial fractional derivatives of distributed order in the diffusive term. These equations are coupled via the reaction terms which may represent reversible or irreversible processes. For these equations, we find exact solutions and show that the spreading of the distributions is asymptotically governed by the same the long-tailed distribution. Furthermore, we observe that the coupling introduced by reaction terms creates an interplay between different diffusive regimes leading us to a rich class of behaviors related to anomalous diffusion.
A two-sided fractional conservation of mass equation
NASA Astrophysics Data System (ADS)
Olsen, Jeffrey S.; Mortensen, Jeff; Telyakovskiy, Aleksey S.
2016-05-01
A two-sided fractional conservation of mass equation is derived by using left and right fractional Mean Value Theorems. This equation extends the one-sided fractional conservation of mass equation of Wheatcraft and Meerschaert. Also, a two-sided fractional advection-dispersion equation is derived. The derivations are based on Caputo fractional derivatives.
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.
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…
Ordinary Differential Equation System Solver
1992-03-05
LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.
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.
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
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.
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.
2016-07-01
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.
New iterative method for fractional gas dynamics and coupled Burger's equations.
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.
New Iterative Method for Fractional Gas Dynamics and Coupled Burger's Equations
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
Derivation of kinetic equations from non-Wiener stochastic differential equations
NASA Astrophysics Data System (ADS)
Basharov, A. M.
2013-12-01
Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.
Wavelet operational matrix method for solving the Riccati differential equation
NASA Astrophysics Data System (ADS)
Li, Yuanlu; Sun, Ning; Zheng, Bochao; Wang, Qi; Zhang, Yingchao
2014-03-01
A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.
Integro-differential diffusion equation and neutron scattering experiment
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2015-02-01
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.
Allidina, A.Y.; Malinowski, K.; Singh, M.G.
1982-12-01
The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.
Fractional-order difference equations for physical lattices and some applications
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.
On exact traveling-wave solutions for local fractional Korteweg-de Vries equation.
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. PMID:27586629
NASA Astrophysics Data System (ADS)
Wang, Dongling; Xiao, Aiguo
2013-04-01
In this paper, the fractional variational integrators developed by Wang and Xiao (2012) [28] are extended to the fractional Euler-Lagrange (E-L) equations with holonomic constraints. The corresponding fractional discrete E-L equations are derived, and their local convergence is discussed. Some fractional variational integrators are presented. The suggested methods are shown to be efficient by some numerical examples.
Nonlinear acoustic wave equations with fractional loss operators.
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.
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.
Topologies for neutral functional differential equations.
NASA Technical Reports Server (NTRS)
Melvin, W. R.
1973-01-01
Bounded topologies are considered for functional differential equations of the neutral type in which present dynamics of the system are influenced by its past behavior. A special bounded topology is generated on a collection of absolutely continuous functions with essentially bounded derivatives, and an application to a class of nonlinear neutral functional differential equations due to Driver (1965) is presented.
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…
Stochastic differential equation model to Prendiville processes
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.
Lagrange equations of nonholonomic systems with fractional derivatives
NASA Astrophysics Data System (ADS)
Zhou, Sha; Fu, Jing-Li; Liu, Yong-Song
2010-12-01
This paper obtains Lagrange equations of nonholonomic systems with fractional derivatives. First, the exchanging relationships between the isochronous variation and the fractional derivatives are derived. Secondly, based on these exchanging relationships, the Hamilton's principle is presented for non-conservative systems with fractional derivatives. Thirdly, Lagrange equations of the systems are obtained. Furthermore, the d'Alembert-Lagrange principle with fractional derivatives is presented, and the Lagrange equations of nonholonomic systems with fractional derivatives are studied. An example is designed to illustrate these results.
Sparse dynamics for partial differential equations
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
NASA Astrophysics Data System (ADS)
Saha, Ray S.; Sahoo, S.
2015-01-01
In the present paper, we construct the analytical exact solutions of some nonlinear evolution equations in mathematical physics; namely the space-time fractional Zakharov—Kuznetsov (ZK) and modified Zakharov—Kuznetsov (mZK) equations by using fractional sub-equation method. As a result, new types of exact analytical solutions are obtained. The obtained results are shown graphically. Here the fractional derivative is described in the Jumarie' modified Riemann—Liouville sense.
Generalized diffusion equation with fractional derivatives within Renyi statistics
NASA Astrophysics Data System (ADS)
Kostrobij, P.; Markovych, B.; Viznovych, O.; Tokarchuk, M.
2016-09-01
By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in generalized diffusion coefficient is performed with a power distribution with the Renyi parameter q.
Differential equations of time dependent order
NASA Astrophysics Data System (ADS)
Ludu, A.
2016-10-01
We introduce a special type of ordinary differential equations dx x/dtx = f (t, x) whose order of differentiation is a continuous variable depending on the dependent x or independent t variables. We show that such variable order of differentiation equations (VODE) can be solved as Volterra integral equations of second kind with singular integrable kernel. We find the conditions for existence and uniqueness of solutions of such VODE, and present some numeric solutions for particular cases exhibiting bifurcations and blow-up.
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.
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.
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.
Differential equations in airplane mechanics
NASA Technical Reports Server (NTRS)
Carleman, M T
1922-01-01
In the following report, we will first draw some conclusions of purely theoretical interest, from the general equations of motion. At the end, we will consider the motion of an airplane, with the engine dead and with the assumption that the angle of attack remains constant. Thus we arrive at a simple result, which can be rendered practically utilizable for determining the trajectory of an airplane descending at a constant steering angle.
Weak self-adjoint differential equations
NASA Astrophysics Data System (ADS)
Gandarias, M. L.
2011-07-01
The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
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.
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.)
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.
Some problems in fractal differential equations
NASA Astrophysics Data System (ADS)
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
Fractional Schrödinger equation in optics.
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. PMID:25768196
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.
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.
Interpolated Differential Operator (IDO) scheme for solving partial differential equations
NASA Astrophysics Data System (ADS)
Aoki, Takayuki
1997-05-01
We present a numerical scheme applicable to a wide variety of partial differential equations (PDEs) in space and time. The scheme is based on a high accurate interpolation of the profile for the independent variables over a local area and repetitive differential operations regarding PDEs as differential operators. We demonstrate that the scheme is uniformly applicable to hyperbolic, ellipsoidal and parabolic equations. The equations are solved in terms of the primitive independent variables, so that the scheme has flexibility for various types of equations including source terms. We find out that the conservation holds accurate when a Hermite interpolation is used. For compressible fluid problems, the shock interface is found to be sharply described by adding an artificial viscosity term.
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.
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. PMID:27504247
Weighted average finite difference methods for fractional diffusion equations
NASA Astrophysics Data System (ADS)
Yuste, S. B.
2006-07-01
A class of finite difference methods for solving fractional diffusion equations is considered. These methods are an extension of the weighted average methods for ordinary (non-fractional) diffusion equations. Their accuracy is of order (Δ x) 2 and Δ t, except for the fractional version of the Crank-Nicholson method, where the accuracy with respect to the timestep is of order (Δ t) 2 if a second-order approximation to the fractional time-derivative is used. Their stability is analyzed by means of a recently proposed procedure akin to the standard von Neumann stability analysis. A simple and accurate stability criterion valid for different discretization schemes of the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, is found and checked numerically. Some examples are provided in which the new methods' numerical solutions are obtained and compared against exact solutions.
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.
Differential equation models for sharp threshold dynamics.
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. PMID:24184349
Differential equation models for sharp threshold dynamics.
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.
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.
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.
On some differential transformations of hypergeometric equations
NASA Astrophysics Data System (ADS)
Hounkonnou, M. N.; Ronveaux, A.
2015-04-01
Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.
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.
Approximate Solution to the Fractional Second-Type Lane-Emden Equation
NASA Astrophysics Data System (ADS)
Abdel-Salam, E. A.-B.; Nouh, M. I.
2016-09-01
The spherical isothermal Lane-Emden equation is a second-order nonlinear differential equation that models many configurations in astrophysics. Using the fractal index technique and the power series expansion, we solve the fractional Lane-Emden equation involving the modified Riemann-Liouville derivative. The results indicate that the series converges over the range of radii 0≤ x< 2200 for a wide spread of values for the fractional parameter α. Comparison with the numerical solution reveals good agreement with a maximum relative error of 0.05.
Improved generalized F-expansion method for the time fractional modified KdV(fmKdV) equation
NASA Astrophysics Data System (ADS)
Sonmezoglu, Abdullah
2016-06-01
In this article, an improved generalized F-expansion method is used for solving the time fractional modified KdV(fmKdV) equation. Using this approach new Jacobi elliptic function solutions are obtained. This method can be suitable for solving other nonlinear fractional differential equations.
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.
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…
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".
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.
Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".
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. PMID:27415398
Reply to "Comment on `Fractional quantum mechanics' and `Fractional Schrödinger equation' "
NASA Astrophysics Data System (ADS)
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.
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.
NASA Astrophysics Data System (ADS)
Zacher, Rico
2008-12-01
We investigate linear and quasilinear evolutionary partial integro-differential equations of second order which include time fractional evolution equations of time order less than one. By means of suitable energy estimates and De Giorgi's iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle holds for such equations.
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
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.
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.
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.
Fractional Feynman-Kac equation for non-brownian functionals.
Turgeman, Lior; Carmi, Shai; Barkai, Eli
2009-11-01
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.
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.
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.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
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.
Underdetermined systems of partial differential equations
Bender, Carl M.; Dunne, Gerald V.; Mead, Lawrence R.
2000-09-01
This paper examines underdetermined systems of partial differential equations in which the independent variables may be classical c-numbers or even quantum operators. One can view an underdetermined system as expressing the kinematic constraints on a set of dynamical variables that generate a Lie algebra. The arbitrariness in the general solution reflects the freedom to specify the dynamics of such a system. (c) 2000 American Institute of Physics.
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…
A few remarks on ordinary differential equations
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.
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.
Fractional Feynman-Kac equation for weak ergodicity breaking.
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.
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…
Constructing general partial differential equations using polynomial and neural networks.
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.
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.
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.
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.
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
Algorithm refinement for stochastic partial differential equations.
Alexander, F. J.; Garcia, Alejandro L.,; Tartakovsky, D. M.
2001-01-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. A variety of numerical experiments were performed for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except within the particle region, far from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
Solving Partial Differential Equations on Overlapping Grids
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.
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.
Differential equations, associators, and recurrences for amplitudes
NASA Astrophysics Data System (ADS)
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
Tempered fractional Feynman-Kac equation: Theory and examples.
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.
Tempered fractional Feynman-Kac equation: Theory and examples.
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. PMID:27078336
Generalized Ordinary Differential Equation Models 1
Miao, Hongyu; Wu, Hulin; Xue, Hongqi
2014-01-01
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. PMID:25544787
The existence of solutions of q-difference-differential equations.
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). PMID:27218006
Solving Differential Equations in R: Package deSolve
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...
Paradox of enrichment: A fractional differential approach with memory
NASA Astrophysics Data System (ADS)
Rana, Sourav; Bhattacharya, Sabyasachi; Pal, Joydeep; N'Guérékata, Gaston M.; Chattopadhyay, Joydev
2013-09-01
The paradox of enrichment (PoE) proposed by Rosenzweig [M. Rosenzweig, The paradox of enrichment, Science 171 (1971) 385-387] is still a fundamental problem in ecology. Most of the solutions have been proposed at an individual species level of organization and solutions at community level are lacking. Knowledge of how learning and memory modify behavioral responses to species is a key factor in making a crucial link between species and community levels. PoE resolution via these two organizational levels can be interpreted as a microscopic- and macroscopic-level solution. Fractional derivatives provide an excellent tool for describing this memory and the hereditary properties of various materials and processes. The derivatives can be physically interpreted via two time scales that are considered simultaneously: the ideal, equably flowing homogeneous local time, and the cosmic (inhomogeneous) non-local time. Several mechanisms and theories have been proposed to resolve the PoE problem, but a universally accepted theory is still lacking because most studies have focused on local effects and ignored non-local effects, which capture memory. Here we formulate the fractional counterpart of the Rosenzweig model and analyze the stability behavior of a system. We conclude that there is a threshold for the memory effect parameter beyond which the Rosenzweig model is stable and may be used as a potential agent to resolve PoE from a new perspective via fractional differential equations.
Numerical study of fractional nonlinear Schrödinger equations
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
Fundamental solution of the tempered fractional diffusion equation
NASA Astrophysics Data System (ADS)
Liemert, André; Kienle, Alwin
2015-11-01
In this paper, we consider the space-time fractional diffusion equation Dt β u ( x , t ) + K ( - ∞ Dx α , λ ) u ( x , t ) = 0 , x ∈ R , t > 0 , with the tempered Riemann-Liouville derivative of order 0 < α ≤ 1 in space and the Caputo derivative of order 0 < β ≤ 1 in time. The fundamental solution, which turns out to be a spatial probability density function, is given in computable series form as well as in integral representation. The spatial moments of the probability density function are determined explicitly for an arbitrary order n ∈ ℕ0. Moreover, Green's function of the untempered neutral-fractional diffusion equation is analyzed in view of absolute and relative extreme points. At the end of this article, we point out a remarkably and important integral representation for accurate evaluation of the M-Wright/Mainardi function Mα(x) of order 0 < α < 1 and arguments x ∈ R0 + .
A mathematical model on fractional Lotka-Volterra equations.
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.
Lattice Boltzmann method for the fractional advection-diffusion equation.
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.
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.
Lattice Boltzmann method for the fractional advection-diffusion equation.
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. PMID:27176431
Time fractional dual-phase-lag heat conduction equation
NASA Astrophysics Data System (ADS)
Xu, Huan-Ying; Jiang, Xiao-Yun
2015-03-01
We build a fractional dual-phase-lag model and the corresponding bioheat transfer equation, which we use to interpret the experiment results for processed meat that have been explained by applying the hyperbolic conduction. Analytical solutions expressed by H-functions are obtained by using the Laplace and Fourier transforms method. The inverse fractional dual-phase-lag heat conduction problem for the simultaneous estimation of two relaxation times and orders of fractionality is solved by applying the nonlinear least-square method. The estimated model parameters are given. Finally, the measured and the calculated temperatures versus time are compared and discussed. Some numerical examples are also given and discussed. Project supported by the National Natural Science Foundation of China (Grant Nos. 11102102, 11472161, and 91130017), the Natural Science Foundation of Shandong Province, China (Grant No. ZR2014AQ015), and the Independent Innovation Foundation of Shandong University, China (Grant No. 2013ZRYQ002).
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.
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.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
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.
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.
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.
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.
Bifurcation dynamics of the tempered fractional Langevin equation.
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
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. PMID:27586627
Bifurcation dynamics of the tempered fractional Langevin equation
NASA Astrophysics Data System (ADS)
Zeng, Caibin; Yang, Qigui; Chen, YangQuan
2016-08-01
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.
Compatible Spatial Discretizations for Partial Differential Equations
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
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
The Painlevé property for partial differential equations
NASA Astrophysics Data System (ADS)
Weiss, John; Tabor, M.; Carnevale, George
1983-03-01
In this paper we define the Painlevé property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Bäcklund transforms, the linearizing transforms, and the Lax pairs of three well-known partial differential equations (Burgers' equation, KdV equation, and the modified KdV equation). This indicates that the Painlevé property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.
Vortex equations governing the fractional quantum Hall effect
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.
Ground state solutions for non-autonomous fractional Choquard equations
NASA Astrophysics Data System (ADS)
Chen, Yan-Hong; Liu, Chungen
2016-06-01
We consider the following nonlinear fractional Choquard equation, {(‑Δ)su+u=(1+a(x))(Iα ∗ (|u| p))|u| p‑2uin RN,u(x)→0as |x|→∞, here s\\in (0,1) , α \\in (0,N) , p\\in ≤ft[2,∞ \\right) and \\frac{N-2s}{N+α}<\\frac{1}{p}<\\frac{N}{N+α} . Assume {{\\lim}|x|\\to ∞}a(x)=0 and satisfying suitable assumptions but not requiring any symmetry property on a(x), we prove the existence of ground state solutions for (0.1).
Ground state solutions for non-autonomous fractional Choquard equations
NASA Astrophysics Data System (ADS)
Chen, Yan-Hong; Liu, Chungen
2016-06-01
We consider the following nonlinear fractional Choquard equation, {(-Δ)su+u=(1+a(x))(Iα ∗ (|u| p))|u| p-2uin RN,u(x)→0as |x|→∞, here s\\in (0,1) , α \\in (0,N) , p\\in ≤ft[2,∞ \\right) and \\frac{N-2s}{N+α}<\\frac{1}{p}<\\frac{N}{N+α} . Assume {{\\lim}|x|\\to ∞}a(x)=0 and satisfying suitable assumptions but not requiring any symmetry property on a(x), we prove the existence of ground state solutions for (0.1).
Comparison of fractional wave equations for power law attenuation in ultrasound and elastography.
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.
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.
A short proof of Weyl's law for fractional differential operators
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.
Local behavior of autonomous neutral functional differential equations.
NASA Technical Reports Server (NTRS)
Hale, J. K.
1972-01-01
Basic problems for a special class of neutral functional differential equations (NFDE) are formulated, and some contributions to a general qualitative theory in the neighborhood of an equilibrium point are indicated. The properties of a NFDE (G,f) are examined to determine in what sense these properties are insensitive to small changes in (G,f) in the topology G x F. The special class of equations that is introduced includes retarded functional differential equations and difference equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Space fractional Wigner equation and its semiclassical limit
Stickler, B. A.; Schachinger, E.
2011-12-15
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 Levy flight statistics on a quantum mechanical level. We start with the SFQM Schroedinger equation characterized by a Levy flight index {alpha} is an element of (1,2), perform a Wigner transform, and draw the limit (({h_bar}/2{pi})/E{tau}){yields}0 (i.e., let the observed energy scale E go to infinity in comparison to the quantization given by ({h_bar}/2{pi})/{tau}). In order to obtain classical transport equations two possible substitutions for the terms |p|{sup {alpha}} and |p{sup '}|{sup {alpha}} 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 {alpha}=2.
Parameter Estimation of Partial Differential Equation Models.
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. PMID:24363476
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.
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
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
In-fiber all-optical fractional differentiator.
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.
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.
On reflection symmetry and its application to the Euler-Lagrange equations in fractional mechanics.
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.
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.
Variable-mesh method of solving differential equations
NASA Technical Reports Server (NTRS)
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.
What It Means to Understand a Differential Equation.
ERIC Educational Resources Information Center
Hubbard, John H.
1994-01-01
Presents ideas, techniques, and examples to illustrate how to focus on the behavior of solutions of differential equations, including: assigning meaning to a differential equation, performing computer experiments, playing roulette with a pendulum, analyzing the pictures, and addressing the theory. (MKR)
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…
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…
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…
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
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. PMID:22211081
Unique continuation of solutions of differential equations with weighted derivatives
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.
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
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.
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…
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
The 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.
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.
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.
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.
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…
In-out intermittency in partial differential equation and ordinary differential equation models.
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.
Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation".
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.
Comment on "Fractional quantum mechanics" and "Fractional Schrödinger equation".
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. PMID:27415397
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.
New exact solutions to some difference differential equations
NASA Astrophysics Data System (ADS)
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
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.
Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise
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.
NASA Astrophysics Data System (ADS)
Tasbozan, Orkun; Çenesiz, Yücel; Kurt, Ali
2016-07-01
In this paper, the Jacobi elliptic function expansion method is proposed for the first time to construct the exact solutions of the time conformable fractional two-dimensional Boussinesq equation and the combined KdV-mKdV equation. New exact solutions are found. This method is based on Jacobi elliptic functions. The results obtained confirm that the proposed method is an efficient technique for analytic treatment of a wide variety of nonlinear conformable time-fractional partial differential equations.
A neuro approach to solve fuzzy Riccati differential equations
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.
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.
Almost automorphic solutions for some partial functional differential equations
NASA Astrophysics Data System (ADS)
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
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.
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.
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.
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.
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933
International Conference on Multiscale Methods and Partial Differential Equations.
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.
Finite Element Analysis for Pseudo Hyperbolic Integral-Differential Equations
NASA Astrophysics Data System (ADS)
Cui, Xia
The finite element method and its analysis for pseudo-hyperbolic integral-differential equations with nonlinear boundary conditions is considered. A new projection is introduced to obtain optimal L2 convergence estimates. The present techniques can be applied to treat elastic wave problems with absorbing boundary conditions in porous media. Keywords: pseudo-hyperbolic integral-differential equation, finite element, Sobolev-Volterra projection, convergence analysis
Symmetries of stochastic differential equations: A geometric approach
NASA Astrophysics Data System (ADS)
De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2016-06-01
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.
Rough differential equations driven by signals in Besov spaces
NASA Astrophysics Data System (ADS)
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Liouvillian propagators, Riccati equation and differential Galois theory
NASA Astrophysics Data System (ADS)
Acosta-Humánez, Primitivo; Suazo, Erwin
2013-11-01
In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented.
A numerical method for solving partial differential algebraic equations
NASA Astrophysics Data System (ADS)
Diep, Nguyen Khac; Chistyakov, V. F.
2013-06-01
Linear systems of partial differential equations with constant coefficient matrices are considered. The matrices multiplying the derivatives of the sought vector function are assumed to be singular. The structure of solutions to such systems is examined. The numerical solution of initialboundary value problems for such equations by applying implicit difference schemes is discussed.
The Use of Kruskal-Newton Diagrams for Differential Equations
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.
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.
A simple way of introducing stochastic differential equations
NASA Astrophysics Data System (ADS)
Basharov, A. M.
2016-05-01
The notion of the Ito increment and the stochastic differential equation of the non-Wiener type were introduced using the simple “natural” property of counting process. The properties of the stochastic differential and integral were demonstrated and clarified in a simple and original way.
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.
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.
Generating functionals and Lagrangian partial differential equations
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.
Fractional Schroedinger equation for a particle moving in a potential well
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)].
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.
Cosmic ray anisotropy in fractional differential models of anomalous diffusion
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.
Spaces of initial data for differential equations in a Hilbert space
Shamin, R V
2003-10-31
Spaces of initial data for differential equations in a Hilbert space are considered. Necessary and sufficient conditions for the strong solubility of parabolic differential-difference equations and parabolic functional differential equations with dilated and contracted variables are obtained.
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.
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. PMID:27250193
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.
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.
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.
Matrix Continued Fraction Solution to the Relativistic Spin-0 Feshbach-Villars Equations
NASA Astrophysics Data System (ADS)
Brown, N. C.; Papp, Z.; Woodhouse, R.
2016-03-01
The Feshbach-Villars equations, like the Klein-Gordon equation, are relativistic quantum mechanical equations for spin-0 particles.We write the Feshbach-Villars equations into an integral equation form and solve them by applying the Coulomb-Sturmian potential separable expansion method. We consider boundstate problems in a Coulomb plus short range potential. The corresponding Feshbach-Villars CoulombGreen's operator is represented by a matrix continued fraction.
Dedalus: Flexible framework for spectrally solving differential equations
NASA Astrophysics Data System (ADS)
Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff
2016-03-01
Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.
Entropy and convexity for nonlinear partial differential equations.
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.
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.
Entropy and convexity for nonlinear partial differential equations
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
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
Transport equations with second-order differential collision operators
Cosner, C.; Lenhart, S.M.; Protopopescu, V.
1988-07-01
This paper discusses existence, uniqueness, and a priori estimates for time-dependent and time-independent transport equations with unbounded collision operators. These collision operators are described by second-order differential operators resulting from diffusion in the velocity space. The transport equations are degenerate parabolic-elliptic partial differential equations, that are treated by modifications of the Fichera-Oleinik-Radkevic Theory of second-order equations with nonnegative characteristic form. They consider weak solutions in spaces that are extensions of L/sup rho/ to include traces on certain parts of the boundary. This extension is necessary due to the nonclassical boundary conditions imposed by the transport problem, which requires a specific analysis of the behavior of our weak solutions.
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.
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.
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.
Asymptotic stability of second-order neutral stochastic differential equations
NASA Astrophysics Data System (ADS)
Sakthivel, R.; Ren, Yong; Kim, Hyunsoo
2010-05-01
In this paper, we study the existence and asymptotic stability in pth moment of mild solutions to second-order nonlinear neutral stochastic differential equations. Further, this result is extended to establish stability criterion for stochastic equations with impulsive effects. With the help of fixed point strategy, stochastic analysis technique, and semigroup theory, a set of novel sufficient conditions are derived for achieving the required result. Finally, an example is provided to illustrate the obtained result.
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.
Exact solutions of fractional Schroedinger-like equation with a nonlocal term
Jiang Xiaoyun; Xu Mingyu; Qi Haitao
2011-04-15
We study the time-space fractional Schroedinger equation with a nonlocal potential. By the method of Fourier transform and Laplace transform, the Green function, and hence the wave function, is expressed in terms of H-functions. Graphical analysis demonstrates that the influence of both the space-fractal parameter {alpha} and the nonlocal parameter {nu} on the fractional quantum system is strong. Indeed, the nonlocal potential may act similar to a fractional spatial derivative as well as fractional time derivative.
Lie symmetry and integrability of ordinary differential equations
NASA Astrophysics Data System (ADS)
Zhdanov, R. Z.
1998-12-01
Combining a Lie algebraic approach that is due to Wei and Norman [J. Math. Phys. 4, 475 (1963)] and the ideas suggested by Drach [Compt. Rend. 168, 337 (1919)], we have constructed several classes of systems of linear ordinary differential equations that are integrable by quadratures. Their integrability is ensured by integrability of the corresponding stationary cubic Schrödinger, KdV, and Harry-Dym equations. Next, we obtain a hierarchy of integrable reductions of the Dirac equation of an electron moving in the external field. Their integrability is shown to be in correspondence with integrability of the stationary mKdV hierarchy.
Boundary conditions for hyperbolic systems of partial differentials equations
Guaily, Amr G.; Epstein, Marcelo
2012-01-01
An easy-to-apply algorithm is proposed to determine the correct set(s) of boundary conditions for hyperbolic systems of partial differential equations. The proposed approach is based on the idea of the incoming/outgoing characteristics and is validated by considering two problems. The first one is the well-known Euler system of equations in gas dynamics and it proved to yield set(s) of boundary conditions consistent with the literature. The second test case corresponds to the system of equations governing the flow of viscoelastic liquids. PMID:25685437
Excitability in a stochastic differential equation model for calcium puffs
NASA Astrophysics Data System (ADS)
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.
Power-spectral-density relationship for retarded differential equations
NASA Technical Reports Server (NTRS)
Barker, L. K.
1974-01-01
The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.
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.
Approximate analytical time-domain Green's functions for the Caputo fractional wave equation.
Kelly, James F; McGough, Robert J
2016-08-01
The Caputo fractional wave equation [Geophys. J. R. Astron. Soc. 13, 529-539 (1967)] models power-law attenuation and dispersion for both viscoelastic and ultrasound wave propagation. The Caputo model can be derived from an underlying fractional constitutive equation and is causal. In this study, an approximate analytical time-domain Green's function is derived for the Caputo equation in three dimensions (3D) for power law exponents greater than one. The Green's function consists of a shifted and scaled maximally skewed stable distribution multiplied by a spherical spreading factor 1/(4πR). The approximate one dimensional (1D) and two dimensional (2D) Green's functions are also computed in terms of stable distributions. Finally, this Green's function is decomposed into a loss component and a diffraction component, revealing that the Caputo wave equation may be approximated by a coupled lossless wave equation and a fractional diffusion equation. PMID:27586735
NASA Astrophysics Data System (ADS)
Yu, Tao; Zhang, Lu; Luo, Mao-Kang
2013-10-01
First we study the time and frequency characteristics of fractional calculus, which reflect the memory and gain properties of fractional-order systems. Then, the fractional Langevin equation driven by multiplicative colored noise and periodically modulated noise is investigated in the over-damped case. Using the moment equation method, the exact analytical expression of the output amplitude is derived. Numerical results indicate that the output amplitude presents stochastic resonance driven by periodically modulated noise. For low frequency signal, the higher the system order is, the bigger the resonance intensity will be; while the result of high frequency signal is quite the contrary. This is consistent with the frequency characteristics of fractional calculus.
Reproducibility of Differential Proteomic Technologies in CPTAC Fractionated Xenografts
2015-01-01
The NCI Clinical Proteomic Tumor Analysis Consortium (CPTAC) employed a pair of reference xenograft proteomes for initial platform validation and ongoing quality control of its data collection for The Cancer Genome Atlas (TCGA) tumors. These two xenografts, representing basal and luminal-B human breast cancer, were fractionated and analyzed on six mass spectrometers in a total of 46 replicates divided between iTRAQ and label-free technologies, spanning a total of 1095 LC–MS/MS experiments. These data represent a unique opportunity to evaluate the stability of proteomic differentiation by mass spectrometry over many months of time for individual instruments or across instruments running dissimilar workflows. We evaluated iTRAQ reporter ions, label-free spectral counts, and label-free extracted ion chromatograms as strategies for data interpretation (source code is available from http://homepages.uc.edu/~wang2x7/Research.htm). From these assessments, we found that differential genes from a single replicate were confirmed by other replicates on the same instrument from 61 to 93% of the time. When comparing across different instruments and quantitative technologies, using multiple replicates, differential genes were reproduced by other data sets from 67 to 99% of the time. Projecting gene differences to biological pathways and networks increased the degree of similarity. These overlaps send an encouraging message about the maturity of technologies for proteomic differentiation. PMID:26653538
Climate Modeling in the Calculus and Differential Equations Classroom
ERIC Educational Resources Information Center
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
Building Context with Tumor Growth Modeling Projects in Differential Equations
ERIC Educational Resources Information Center
Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.
2015-01-01
The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…
Do Students Really Understand What an Ordinary Differential Equation Is?
ERIC Educational Resources Information Center
Arslan, Selahattin
2010-01-01
Differential equations (DEs) are important in mathematics as well as in science and the social sciences. Thus, the study of DEs has been included in various courses in different departments in higher education. The importance of DEs has attracted the attention of many researchers who have generally focussed on the content and instruction of DEs.…
Control of functional differential equations with function space boundary conditions.
NASA Technical Reports Server (NTRS)
Banks, H. T.
1972-01-01
The results of various authors dealing with problems involving functional differential equations with terminal conditions in function space are reviewed. The review includes not only very recent results, but also some little known results of Soviet mathematicians prior to 1970. Particular attention is given to results concerning controllability, existence of optimal controls, and necessary and sufficient conditions for optimality.
Parameter Estimates in Differential Equation Models for Population Growth
ERIC Educational Resources Information Center
Winkel, Brian J.
2011-01-01
We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…
Integration of CAS in the Didactics of Differential Equations.
ERIC Educational Resources Information Center
Balderas Puga, Angel
In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…
Solving Second-Order Differential Equations with Variable Coefficients
ERIC Educational Resources Information Center
Wilmer, A., III; Costa, G. B.
2008-01-01
A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…
A Simple Derivation of Kepler's Laws without Solving Differential Equations
ERIC Educational Resources Information Center
Provost, J.-P.; Bracco, C.
2009-01-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…
On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients
ERIC Educational Resources Information Center
Si, Do Tan
1977-01-01
Demonstrates a method for solving linear differential equations with polynomial coefficients based on the fact that the operators z and D + d/dz are known to be Hermitian conjugates with respect to the Bargman and Louck-Galbraith scalar products. (MLH)
Application of The Full-Sweep AOR Iteration Concept for Space-Fractional Diffusion Equation
NASA Astrophysics Data System (ADS)
Sunarto, A.; Sulaiman, J.; Saudi, A.
2016-04-01
The aim of this paper is to investigate the effectiveness of the Full-Sweep AOR Iterative method by using Full-Sweep Caputo’s approximation equation to solve space-fractional diffusion equations. The governing space-fractional diffusion equations were discretized by using Full-Sweep Caputo’s implicit finite difference scheme to generate a system of linear equations. Then, the Full-Sweep AOR iterative method is applied to solve the generated linear system To examine the application of FSAOR method two numerical tests are conducted to show that the FSAOR method is superior to the FSSOR and FSGS methods.
Differential equation based method for accurate approximations in optimization
NASA Technical Reports Server (NTRS)
Pritchard, Jocelyn I.; Adelman, Howard M.
1990-01-01
A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.
Spatial complexity of solutions of higher order partial differential equations
NASA Astrophysics Data System (ADS)
Kukavica, Igor
2004-03-01
We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .
Numerical and asymptotic studies of delay differential equations
NASA Astrophysics Data System (ADS)
Adhikari, Mohit Hemchandra
Two classes of differential delay equations exhibiting diverse phenomena are studied. The first one is a singularly perturbed delay differential equation which is used to model selected physical systems involving feedback where relaxation effects are combined with nonlinear driving from the past. In the limit of fast relaxation, the differential equation reduces to a difference equation or a map, due to the presence of the delay. A basic question in this field is how the behavior of the map is reflected in the behavior of the solutions of the delay differential equation. In this work, a generic logistic form is used for the underlying map and the above question is studied in the first period-doubling regime of the map. Using an efficient numerical algorithm, the shape and the period of the corresponding asymptotically stable periodic solution is studied first, for various values of the delay. In the limit of large delay, these solutions resemble square-waves of period close to twice the value of the delay, with sharp transition layers joining flat plateau-like regions. A Poincare-Lindstedt method involving a two-parameter perturbation expansion is applied to solve equations representing these layers and accurate expressions for the shape and the period of these solutions, in terms of Jacobi elliptic functions, are obtained. A similar approach is used to obtain leading order expressions for sub-harmonic solutions of shorter periods, but it is shown that while they are extremely long-lived for large values of delay, they eventually decay to the fundamental solutions mentioned above. The spectral algorithm used for the numerical integration is tested by comparing its accuracy and efficiency in obtaining stiff solutions of linear delay equations, with that of a current state-of-the-art time-stepping algorithm for integrating delay equations. Effect of delay on the synchronization of two nerve impulses traveling along two parallel nerve fibers, is the second question
BOOK REVIEW: Partial Differential Equations in General Relativity
NASA Astrophysics Data System (ADS)
Halburd, Rodney G.
2008-11-01
Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed
A Stochastic Differential Equation Approach To Multiphase Flow In Porous Media
NASA Astrophysics Data System (ADS)
Dean, D.; Russell, T.
2003-12-01
The motivation for using stochastic differential equations in multiphase flow systems stems from our work in developing an upscaling methodology for single phase flow. The long term goals of this project include: I. Extending this work to a nonlinear upscaling methodology II. Developing a macro-scale stochastic theory of multiphase flow and transport that accounts for micro-scale heterogeneities and interfaces. In this talk, we present a stochastic differential equation approach to multiphase flow, a typical example of which is flow in the unsaturated domain. Specifically, a two phase problem is studied which consists of a wetting phase and a non-wetting phase. The approach given results in a nonlinear stochastic differential equation describing the position of the non-wetting phase fluid particle. Our fundamental assumption is that the flow of fluid particles is described by a stochastic process and that the positions of the fluid particles over time are governed by the law of the process. It is this law which we seek to determine. The nonlinearity in the stochastic differential equation arises because both the drift and diffusion coefficients depend on the volumetric fraction of the phase which in turn depends on the position of the fluid particles in the experimental domain. The concept of a fluid particle is central to the development of the model described in this talk. Expressions for both saturation and volumetric fraction are developed using the fluid particle concept. Darcy's law and the continuity equation are then used to derive a Fokker-Planck equation using these expressions. The Ito calculus is then applied to derive a stochastic differential equation for the non-wetting phase. This equation has both drift and diffusion terms which depend on the volumetric fraction of the non-wetting phase. Standard stochastic theories based on the Ito calculus and the Wiener process and the equivalent Fokker-Planck PDE's are typically used to model dispersion
Fractional Cahn-Hilliard, Allen-Cahn and porous medium equations
NASA Astrophysics Data System (ADS)
Akagi, Goro; Schimperna, Giulio; Segatti, Antonio
2016-09-01
We introduce a fractional variant of the Cahn-Hilliard equation settled in a bounded domain Ω ⊂RN and complemented with homogeneous Dirichlet boundary conditions of solid type (i.e., imposed in the whole of RN ∖ Ω). After setting a proper functional framework, we prove existence and uniqueness of weak solutions to the related initial-boundary value problem. Then, we investigate some significant singular limits obtained as the order of either of the fractional Laplacians appearing in the equation is let tend to 0. In particular, we can rigorously prove that the fractional Allen-Cahn, fractional porous medium, and fractional fast-diffusion equations can be obtained in the limit. Finally, in the last part of the paper, we discuss existence and qualitative properties of stationary solutions of our problem and of its singular limits.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].
Murase, Kenya
2014-01-01
Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.
An anomalous non-self-similar infiltration and fractional diffusion equation
NASA Astrophysics Data System (ADS)
Gerasimov, D. N.; Kondratieva, V. A.; Sinkevich, O. A.
2010-08-01
Problems of anomalous infiltration in porous media are considered. As follows from the analysis of experimental data, modification of the infiltration equation is necessary. A fractional diffusion equation with variable order of the time-derivative operator for describing the liquid infiltration in porous media is proposed. The physical meaning of this fractional equation is explained. This equation provides good agreement with existing experimental data for both the subdiffusion and the superdiffusion. The treatment of experimental data for the absorption of water in a fired-clay brick and for water infiltration in cement mortar using this fractional equation of diffusion is presented. Various formulae, which can be useful for applications, have been developed.
Sun, Leping
2016-01-01
This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true. PMID:27441132
Various methods for solving time fractional KdV-Zakharov-Kuznetsov equation
NASA Astrophysics Data System (ADS)
Guner, Ozkan; Aksoy, Esin; Bekir, Ahmet; Cevikel, Adem C.
2016-06-01
This paper presents the exact analytical solution of the (3+1)-dimensional time fractional KdV-Zakharov-Kuznetsov (KdV-ZK) equation with the help of the Kudryashov method, the exp-function method and the functional variable method. The fractional derivatives are described in Jumarie's sense.
Numerical integration of systems of delay differential-algebraic equations
NASA Astrophysics Data System (ADS)
Kuznetsov, E. B.; Mikryukov, V. N.
2007-01-01
The numerical solution of the initial value problem for a system of delay differential-algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which ensures the best condition for the corresponding system of continuation equations. The best argument is the arc length along the integral curve of the problem. Algorithms and programs based on the continuous and discrete continuation methods are developed for the numerical integration of this problem. The efficiency of the suggested transformation is demonstrated using test examples.
Solution of partial differential equations on vector and parallel computers
NASA Technical Reports Server (NTRS)
Ortega, J. M.; Voigt, R. G.
1985-01-01
The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.
Computer transformation of partial differential equations into any coordinate system
NASA Technical Reports Server (NTRS)
Sullivan, R. D.
1977-01-01
The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.
Dynamical systems and probabilistic methods in partial differential equations
Deift, P.; Levermore, C.D.; Wayne, C.E.
1996-12-31
This publication covers material presented at the American Mathematical Society summer seminar in June, 1994. This seminar sought to provide participants exposure to a wide range of interesting and ongoing work on dynamic systems and the application of probabilistic methods in applied mathematics. Topics discussed include: the application of dynamical systems theory to the solution of partial differential equations; specific work with the complex Ginzburg-Landau, nonlinear Schroedinger, and Korteweg-deVries equations; applications in the area of fluid mechanics; turbulence studies from the perspective of probabilistic methods. Separate abstracts have been indexed into the database from articles in this proceedings.
ERIC Educational Resources Information Center
Mallet, D. G.; McCue, S. W.
2009-01-01
The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…
A semi-discrete finite element method for a class of time-fractional diffusion equations.
Sun, HongGuang; Chen, Wen; Sze, K Y
2013-05-13
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly used in the related mathematical descriptions. These models usually involve long-time-range computation, which is a critical obstacle for their application; improvement of computational efficiency is of great significance. In this paper, a semi-discrete method is presented for solving a class of time-fractional diffusion equations that overcome the critical long-time-range computation problem. In the procedure, the spatial domain is discretized by the finite element method, which reduces the fractional diffusion equations to approximate fractional relaxation equations. As analytical solutions exist for the latter equations, the burden arising from long-time-range computation can effectively be minimized. To illustrate its efficiency and simplicity, four examples are presented. In addition, the method is used to solve the time-fractional advection-diffusion equation characterizing the bromide transport process in a fractured granite aquifer. The prediction closely agrees with the experimental data, and the heavy-tail decay of the anomalous transport process is well represented. PMID:23547234
A semi-discrete finite element method for a class of time-fractional diffusion equations.
Sun, HongGuang; Chen, Wen; Sze, K Y
2013-05-13
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly used in the related mathematical descriptions. These models usually involve long-time-range computation, which is a critical obstacle for their application; improvement of computational efficiency is of great significance. In this paper, a semi-discrete method is presented for solving a class of time-fractional diffusion equations that overcome the critical long-time-range computation problem. In the procedure, the spatial domain is discretized by the finite element method, which reduces the fractional diffusion equations to approximate fractional relaxation equations. As analytical solutions exist for the latter equations, the burden arising from long-time-range computation can effectively be minimized. To illustrate its efficiency and simplicity, four examples are presented. In addition, the method is used to solve the time-fractional advection-diffusion equation characterizing the bromide transport process in a fractured granite aquifer. The prediction closely agrees with the experimental data, and the heavy-tail decay of the anomalous transport process is well represented.
Analytic solution of differential equation for gyroscope's motions
NASA Astrophysics Data System (ADS)
Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.
2016-08-01
Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.
Multigrid methods for differential equations with highly oscillatory coefficients
NASA Technical Reports Server (NTRS)
Engquist, Bjorn; Luo, Erding
1993-01-01
New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.
Some recent advances in the numerical solution of differential equations
NASA Astrophysics Data System (ADS)
D'Ambrosio, Raffaele
2016-06-01
The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.
Numerical solution of three-dimensional magnetic differential equations
Reiman, A.H.; Greenside, H.S.
1987-02-01
A computer code is described that solves differential equations of the form B . del f = h for a single-valued solution f, given a toroidal three-dimensional divergence-free field B and a single-valued function h. The code uses a new algorithm that Fourier decomposes a given function in a set of flux coordinates in which the field lines are straight. The algorithm automatically adjusts the required integration lengths to compensate for proximity to low order rational surfaces. Applying this algorithm to the Cartesian coordinates defines a transformation to magnetic coordinates, in which the magnetic differential equation can be accurately solved. Our method is illustrated by calculating the Pfirsch-Schlueter currents for a stellarator.
Linking multiple relaxation, power-law attenuation, and fractional wave equations.
Näsholm, Sven Peter; Holm, Sverre
2011-11-01
The acoustic wave attenuation is described by an experimentally established frequency power law in a variety of complex media, e.g., biological tissue, polymers, rocks, and rubber. Recent papers present a variety of acoustical fractional derivative wave equations that have the ability to model power-law attenuation. On the other hand, a multiple relaxation model is widely recognized as a physically based description of the acoustic loss mechanisms as developed by Nachman et al. [J. Acoust. Soc. Am. 88, 1584-1595 (1990)]. Through assumption of a continuum of relaxation mechanisms, each with an effective compressibility described by a distribution related to the Mittag-Leffler function, this paper shows that the wave equation corresponding to the multiple relaxation approach is identical to a given fractional derivative wave equation. This work therefore provides a physically based motivation for use of fractional wave equations in acoustic modeling.
Higher order matrix differential equations with singular coefficient matrices
Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.
2015-03-10
In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.
Stochastic partial differential equations with unbounded and degenerate coefficients
NASA Astrophysics Data System (ADS)
Zhang, Xicheng
In this article, using DiPerna-Lions theory (DiPerna and Lions, 1989) [1], we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and uniqueness. Moreover, we also prove the L-integrability and a general maximal principle for generalized solutions of SPDEs. As applications, we study nonlinear filtering problem and also obtain the existence and uniqueness of generalized solutions for a degenerate nonlinear SPDE.
A convex penalty for switching control of partial differential equations
Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.
2016-01-19
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.
A stability analysis for a semilinear parabolic partial differential equation
NASA Technical Reports Server (NTRS)
Chafee, N.
1973-01-01
The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.
Delay differential equations for mode-locked semiconductor lasers.
Vladimirov, Andrei G; Turaev, Dmitry; Kozyreff, Gregory
2004-06-01
We propose a new model for passive mode locking that is a set of ordinary delay differential equations. We assume a ring-cavity geometry and Lorentzian spectral filtering of the pulses but do not use small gain and loss and weak saturation approximations. By means of a continuation method, we study mode-locking solutions and their stability. We find that stable mode locking can exist even when the nonlasing state between pulses becomes unstable.
A differential delay equation arising from the sieve of Eratosthenes
NASA Technical Reports Server (NTRS)
Cheer, A. Y.; Goldston, D. A.
1990-01-01
Consideration is given to the differential delay equation introduced by Buchstab (1937) in connection with an asymptotic formula for the uncanceled terms in the sieve of Eratosthenes. Maier (1985) used this result to show there is unexpected irreqularity in the distribution of primes in short intervals. The function omega(u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.
Pathwise random periodic solutions of stochastic differential equations
NASA Astrophysics Data System (ADS)
Feng, Chunrong; Zhao, Huaizhong; Zhou, Bo
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases. We then use the argument of the relative compactness of Wiener-Sobolev spaces in C([0,T],L(Ω)) and generalized Schauder's fixed point theorem to prove the existence of a solution of the coupled stochastic forward-backward infinite horizon integral equations. The condition on F is then further weakened by applying the coupling method of forward and backward Gronwall inequalities. The results are also valid for stationary solutions as a special case when the period τ can be an arbitrary number.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
NASA Astrophysics Data System (ADS)
Toutounji, Mohamad
2015-02-01
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron-phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Modelling biochemical reaction systems by stochastic differential equations with reflection.
Niu, Yuanling; Burrage, Kevin; Chen, Luonan
2016-05-01
In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach.
NASA Astrophysics Data System (ADS)
Li, Can; Deng, Wei-Hua
2014-07-01
Following the fractional cable equation established in the letter [B.I. Henry, T.A.M. Langlands, and S.L. Wearne, Phys. Rev. Lett. 100 (2008) 128103], we present the time-space fractional cable equation which describes the anomalous transport of electrodiffusion in nerve cells. The derivation is based on the generalized fractional Ohm's law; and the temporal memory effects and spatial-nonlocality are involved in the time-space fractional model. With the help of integral transform method we derive the analytical solutions expressed by the Green's function; the corresponding fractional moments are calculated; and their asymptotic behaviors are discussed. In addition, the explicit solutions of the considered model with two different external current injections are also presented.
Series solutions of coupled differential equations with one regular singular point
NASA Astrophysics Data System (ADS)
Tomantschger, K. W.
2002-03-01
We consider two linear second-order ordinary differential equations. r=0 is a regular singular point of these equations. Applying the classical Method of Frobenius, we do not obtain any indicial equation and therefore no solution, because the differential equations are coupled. In this paper, we present an extended Method of Frobenius on a coupled system of two ordinary differential equations. These equations come from the micropolar theory, which is one of the three kinds of the new 3M physics.
NASA Astrophysics Data System (ADS)
Vlad, Marcel Ovidiu; Ross, John
2002-12-01
We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].
Murase, Kenya
2015-01-01
In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.
NASA Technical Reports Server (NTRS)
Cooke, K. L.; Meyer, K. R.
1966-01-01
Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution
Computations of Wall Distances Based on Differential Equations
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.
2004-01-01
The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.
A new perturbative approach to nonlinear partial differential equations
Bender, C.M.; Boettcher, S. ); Milton, K.A. )
1991-11-01
This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accurate and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.
Integro-differential equation for Bose-Einstein condensates
NASA Astrophysics Data System (ADS)
Adam, R. M.; Sofianos, S. A.
2010-11-01
We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials PKα,β(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A→∞ we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A∈(10-100) Rb87 atoms interacting via interatomic interactions and confined by an externally applied trapping potential Vtrap(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.
Integro-differential equation for Bose-Einstein condensates
Adam, R. M.; Sofianos, S. A.
2010-11-15
We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials P{sub K}{sup {alpha},{beta}}(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A{yields}{infinity} we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A(set-membership sign)(10-100) {sup 87}Rb atoms interacting via interatomic interactions and confined by an externally applied trapping potential V{sub trap}(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.
Stochastic Calculus and Differential Equations for Physics and Finance
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
NASA Astrophysics Data System (ADS)
Saha Ray, S.
2016-09-01
In this article, the Jacobi elliptic function method viz. the mixed dn-sn method has been presented for finding the travelling wave solutions of the Davey-Stewartson equations. As a result, some solitary wave solutions and doubly periodic solutions are obtained in terms of Jacobi elliptic functions. Moreover, solitary wave solutions are obtained as simple limits of doubly periodic functions. These solutions can be useful to explain some physical phenomena, viz. evolution of a three-dimensional wave packet on water of finite depth. The proposed Jacobi elliptic function method is efficient, powerful and can be used in order to establish newer exact solutions for other kinds of nonlinear fractional partial differential equations arising in mathematical physics.
New Improved Fractional Order Differentiator Models Based on Optimized Digital Differentiators
Gupta, Maneesha
2014-01-01
Different evolutionary algorithms (EAs), namely, particle swarm optimization (PSO), genetic algorithm (GA), and PSO-GA hybrid optimization, have been used to optimize digital differential operators so that these can be better fitted to exemplify their new improved fractional order differentiator counterparts. First, the paper aims to provide efficient 2nd and 3rd order operators in connection with process of minimization of error fitness function by registering mean, median, and standard deviation values in different random iterations to ascertain the best results among them, using all the abovementioned EAs. Later, these optimized operators are discretized for half differentiator models for utilizing their restored qualities inhibited from their optimization. Simulation results present the comparisons of the proposed half differentiators with the existing and amongst different models based on 2nd and 3rd order optimized operators. Proposed half differentiators have been observed to approximate the ideal half differentiator and also outperform the existing ones reasonably well in complete range of Nyquist frequency. PMID:24688426
Computation and visualization of geometric partial differential equations
NASA Astrophysics Data System (ADS)
Tiee, Christopher L.
The chief goal of this work is to explore a modern framework for the study and approximation of partial differential equations, recast common partial differential equations into this framework, and prove theorems about such equations and their approximations. A central motivation is to recognize and respect the essential geometric nature of such problems, and take it into consideration when approximating. The hope is that this process will lead to the discovery of more refined algorithms and processes and apply them to new problems. In the first part, we introduce our quantities of interest and reformulate traditional boundary value problems in the modern framework. We see how Hilbert complexes capture and abstract the most important properties of such boundary value problems, leading to generalizations of important classical results such as the Hodge decomposition theorem. They also provide the proper setting for numerical approximations. We also provide an abstract framework for evolution problems in these spaces: Bochner spaces. We next turn to approximation. We build layers of abstraction, progressing from functions, to differential forms, and finally, to Hilbert complexes. We explore finite element exterior calculus (FEEC), which allows us to approximate solutions involving differential forms, and analyze the approximation error. In the second part, we prove our central results. We first prove an extension of current error estimates for the elliptic problem in Hilbert complexes. This extension handles solutions with nonzero harmonic part. Next, we consider evolution problems in Hilbert complexes and prove abstract error estimates. We apply these estimates to the problem for Riemannian hypersurfaces in R. {n+1},generalizing current results for open subsets of R. {n}. Finally, we applysome of the concepts to a nonlinear problem, the Ricci flow on surfaces, and use tools from nonlinear analysis to help develop and analyze the equations. In the appendices, we
Axially symmetric equations for differential pulsar rotation with superfluid entrainment
NASA Astrophysics Data System (ADS)
Antonelli, M.; Pizzochero, P. M.
2016-09-01
In this article we present an analytical two-component model for pulsar rotational dynamics. Under the assumption of axial symmetry, implemented by a paraxial array of straight vortices that thread the entire neutron superfluid, we are able to project exactly the 3D hydrodynamical problem to a 1D cylindrical one. In the presence of density-dependent entrainment the superfluid rotation is non-columnar: we circumvent this by using an auxiliary dynamical variable directly related to the areal density of vortices. The main result is a system of differential equations that take consistently into account the stratified spherical structure of the star, the dynamical effects of non-uniform entrainment, the differential rotation of the superfluid component and its coupling to the normal crust. These equations represent a mathematical framework in which to test quantitatively the macroscopic consequences of the presence of a stable vortex array, a working hypothesis widely used in glitch models. Even without solving the equations explicitly, we are able to draw some general quantitative conclusions; in particular, we show that the reservoir of angular momentum (corresponding to recent values of the pinning forces), is enough to reproduce the largest glitch observed in the Vela pulsar, provided its mass is not too large.
Minimal parameter solution of the orthogonal matrix differential equation
NASA Technical Reports Server (NTRS)
Baritzhack, Itzhack Y.; Markley, F. Landis
1988-01-01
As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed employing the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.
Differential equation based method for accurate approximations in optimization
NASA Technical Reports Server (NTRS)
Pritchard, Jocelyn I.; Adelman, Howard M.
1990-01-01
This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.
Minimal parameter solution of the orthogonal matrix differential equation
NASA Technical Reports Server (NTRS)
Bar-Itzhack, Itzhack Y.; Markley, F. Landis
1990-01-01
As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation.
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system. PMID:27586626
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation
NASA Astrophysics Data System (ADS)
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system.
A kinetic equation for linear stable fractional motion with applications to space plasma physics
Watkins, Nicholas W; Credgington, Daniel; Sanchez, Raul; Rosenberg, SJ; Chapman, Sandra C
2009-01-01
Levy flights and fractional Brownian motion have become exemplars of the heavy-tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm) is a model process of this type, combining {alpha}-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete have for many years been modeled using the fully fractional kinetic equation for the continuous-time random walk (CTRW), with power laws in the probability density functions of both jump size and waiting time. We derive the analogous kinetic equation for lfsm and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We discuss some preliminary results on the scaling of burst 'sizes' and 'durations' in lfsm time series, with applications to modeling existing observations in space physics and elsewhere.
NASA Astrophysics Data System (ADS)
Pucéat, E.; Joachimski, M. M.; Bouilloux, A.; Monna, F.; Bonin, A.; Motreuil, S.; Morinière, P.; Hénard, S.; Mourin, J.; Dera, G.; Quesne, D.
2010-09-01
Oxygen isotopes of biogenic apatite have been widely used to reassess anomalous temperatures inferred from oxygen isotope ratios of ancient biogenic calcite, more prone to diagenetic alteration. However, recent studies have highlighted that oxygen isotope ratios of biogenic apatite differ dependent on used analytical techniques. This questions the applicability of the phosphate-water fractionation equations established over 25 years ago using earlier analytical techniques to more recently acquired data. In this work we present a new phosphate-water oxygen isotope fractionation equation based on oxygen isotopes determined on fish raised in aquariums at controlled temperature and with monitored water oxygen isotope composition. The new equation reveals a similar slope, but an offset of about + 2‰ to the earlier published equations. This work has major implications for paleoclimatic reconstructions using oxygen isotopes of biogenic apatite since calculated temperatures have been underestimated by about 4 to 8 °C depending on applied techniques and standardization of the analyses.
A forced fractional Schrödinger equation with a Neumann boundary condition
NASA Astrophysics Data System (ADS)
Esquivel, L.; Kaikina, Elena I.
2016-07-01
We study the initial-boundary value problem for the nonlinear fractional Schrödinger equation {ut+i(uxx+12π∫0∞sign(x-y)|x-y|12uy( y)dy)+i|u|2u=0, t>0, x>0u(x,0)=u0(x), x>0,ux(0,t)=h(t), t>0. We prove the global-in-time existence of solutions for a nonlinear fractional Schrödinger equation with inhomogeneous Neumann boundary conditions. We are also interested in the study of the asymptotic behaviour of the solutions.
Space-time spectral collocation algorithm for solving time-fractional Tricomi-type equations
NASA Astrophysics Data System (ADS)
Abdelkawy, M. A.; Ahmed, Engy A.; Alqahtani, Rubayyi T.
2016-08-01
We introduce a new numerical algorithm for solving one-dimensional time-fractional Tricomi-type equations (T-FTTEs). We used the shifted Jacobi polynomials as basis functions and the derivatives of fractional is evaluated by the Caputo definition. The shifted Jacobi Gauss-Lobatt algorithm is used for the spatial discretization, while the shifted Jacobi Gauss-Radau algorithmis applied for temporal approximation. Substituting these approximations in the problem leads to a system of algebraic equations that greatly simplifies the problem. The proposed algorithm is successfully extended to solve the two-dimensional T-FTTEs. Extensive numerical tests illustrate the capability and high accuracy of the proposed methodologies.
A forced fractional Schrödinger equation with a Neumann boundary condition
NASA Astrophysics Data System (ADS)
Esquivel, L.; Kaikina, Elena I.
2016-07-01
We study the initial-boundary value problem for the nonlinear fractional Schrödinger equation {ut+i(uxx+12π∫0∞sign(x‑y)|x‑y|12uy( y)dy)+i|u|2u=0, t>0, x>0u(x,0)=u0(x), x>0,ux(0,t)=h(t), t>0. We prove the global-in-time existence of solutions for a nonlinear fractional Schrödinger equation with inhomogeneous Neumann boundary conditions. We are also interested in the study of the asymptotic behaviour of the solutions.
On three explicit difference schemes for fractional diffusion and diffusion-wave equations
NASA Astrophysics Data System (ADS)
Quintana Murillo, Joaquín; Bravo Yuste, Santos
2009-10-01
Three explicit difference schemes for solving fractional diffusion and fractional diffusion-wave equations are studied. We consider these equations in both the Riemann-Liouville and the Caputo forms. We find that the Gorenflo et al (2000 J. Comput. Appl. Math. 118 175) and the Yuste-Acedo (2005 SIAM J. Numer. Anal. 42 1862) methods when applied to fractional diffusion equations are equivalent when BDF1 coefficients are used to discretize the fractional derivative operators, but that this is not the case for fractional diffusion-wave equations. The accuracy and stability of the three methods are studied. Surprisingly, the third method, that of Ciesielski-Leszczynski (2003 Proc. 15th Conf. on Computer Methods in Mechanics), although closely related to the Gorenflo et al method, is the least accurate, especially for short times. The stability analysis is carried out by means of a procedure close to the standard von Neumann method. We find that the stability bounds of the three methods are the same.
A simple derivation of Kepler's laws without solving differential equations
NASA Astrophysics Data System (ADS)
Provost, J.-P.; Bracco, C.
2009-05-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple reconsideration of Newton's figure naturally leads to an explicit expression of the velocity and to the equation of the trajectory. This derivation, which can be fully apprehended by undergraduates or by secondary school teachers (who might use it with their pupils), can be considered as a first application of mechanical concepts to a physical problem of great historical and pedagogical interest.
Differential equation for the spherical dipole matrix elements of hydrogen
Price, P.N.; Harmin, D.A. )
1990-09-01
A differential equation in {ital l} for hydrogenic radial dipole matrix elements is generated from the recursion relations of Infeld and Hull (Rev. Mod. Phys. 23, 31 (1951)). The equation is valid for all ({ital n},{ital n}{prime}){much gt}1, for all {vert bar}{Delta}{ital n}{vert bar}{ital ieq}{vert bar}{ital n}{prime}{minus}{ital n}{vert bar}, and for bound-free transitions from excited states. Approximate solutions are obtained for the case {ital l}{much lt}{ital n} and are found to be equivalent to those of other workers when {vert bar}{Delta}{ital n}{vert bar}{much gt}1. We also present a power-series solution in {ital l} good for all {vert bar}{Delta}{ital n}{vert bar}. General features of the dependence of the matrix elements on {ital l} are explained.
Paraconformal structures, ordinary differential equations and totally geodesic manifolds
NASA Astrophysics Data System (ADS)
Kryński, Wojciech
2016-05-01
We construct point invariants of ordinary differential equations of arbitrary order that generalise the Tresse and Cartan invariants of equations of order two and three, respectively. The vanishing of the invariants is equivalent to the existence of a totally geodesic paraconformal structure which consists of a paraconformal structure, an adapted GL(2 , R) -connection and a two-parameter family of totally geodesic hypersurfaces on the solution space. The structures coincide with the projective structures in dimension 2 and with the Einstein-Weyl structures of Lorentzian signature in dimension 3. We show that the totally geodesic paraconformal structures in higher dimensions can be described by a natural analogue of the Hitchin twistor construction. We present a general example of Veronese webs that generalise the hyper-CR Einstein-Weyl structures in dimension 3. The Veronese webs are described by a hierarchy of integrable systems.
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.
Einstein-Weyl spaces and third-order differential equations
NASA Astrophysics Data System (ADS)
Tod, K. P.
2000-08-01
The three-dimensional null-surface formalism of Tanimoto [M. Tanimoto, "On the null surface formalism," Report No. gr-qc/9703003 (1997)] and Forni et al. [Forni et al., "Null surfaces formation in 3D," J. Math Phys. (submitted)] are extended to describe Einstein-Weyl spaces, following Cartan [E. Cartan, "Les espaces généralisées et l'integration de certaines classes d'equations différentielles," C. R. Acad. Sci. 206, 1425-1429 (1938); "La geometria de las ecuaciones diferenciales de tercer order," Rev. Mat. Hispano-Am. 4, 1-31 (1941)]. In the resulting formalism, Einstein-Weyl spaces are obtained from a particular class of third-order differential equations. Some examples of the construction which include some new Einstein-Weyl spaces are given.
Bringing partial differential equations to life for students
NASA Astrophysics Data System (ADS)
José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco
2015-05-01
Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.
Lie Symmetry Analysis and Explicit Solutions of the Time Fractional Fifth-Order KdV Equation
Wang, Gang wei; Xu, Tian zhou; Feng, Tao
2014-01-01
In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last, by virtue of the sub-equation method, some exact solutions to the fractional fifth-order KdV equation are provided. PMID:24523885
Lie symmetry analysis and explicit solutions of the time fractional fifth-order KdV equation.
Wang, Gang Wei; Xu, Tian Zhou; Feng, Tao
2014-01-01
In this paper, using the Lie group analysis method, we study the invariance properties of the time fractional fifth-order KdV equation. A systematic research to derive Lie point symmetries to time fractional fifth-order KdV equation is performed. In the sense of point symmetry, all of the vector fields and the symmetry reductions of the fractional fifth-order KdV equation are obtained. At last, by virtue of the sub-equation method, some exact solutions to the fractional fifth-order KdV equation are provided. PMID:24523885
NASA Astrophysics Data System (ADS)
Narita, K.
1998-03-01
We present two types of mixed 1-rational N-soliton solutions and two types of special solutions for four types of Volterra-related difference-differential equations arising in Mikhailov, Shabat and Yamilov's lists. We also find new expressions of mixed 1-rational N-soliton solutions for the Volterra and the Toda lattice equations based on the invariance of Gibbon and Tabor's equation (J. Math. Phys. 26 (1985), 1956) under the fractional linear transformation. By taking appropriate limits of wave numbers, we find some new rational solutions for the Volterra and the Toda lattice equations. We also present elliptic function solutions for the Volterra and the Toda lattice equations different from known ones based on the same formulation.
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814
Population Uncertainty in Model Ecosystem: Analysis by Stochastic Differential Equation
NASA Astrophysics Data System (ADS)
Morita, Satoru; Tainaka, Kei-ichi; Nagata, Hiroyasu; Yoshimura, Jin
2008-09-01
Perturbation experiments are carried out by the numerical simulations of a contact process and its mean-field version. Here, the mortality rate increases or decreases suddenly. It is known that fluctuation enhancement (FE) occurs after perturbation, where FE indicates population uncertainty. In the present paper, we develop a new theory of stochastic differential equation. The agreement between the theory and the mean-field simulation is almost perfect. This theory enables us to find a much stronger FE than that reported previously. We discuss the population uncertainty in the recovering process of endangered species.
Neural network error correction for solving coupled ordinary differential equations
NASA Technical Reports Server (NTRS)
Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.
1992-01-01
A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
Informed Conjecturing of Solutions for Differential Equations in a Modeling Context
ERIC Educational Resources Information Center
Winkel, Brian
2015-01-01
We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…
Runge-Kutta Methods for Linear Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Zingg, David W.; Chisholm, Todd T.
1997-01-01
Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.
Pseudospectral collocation methods for fourth order differential equations
NASA Technical Reports Server (NTRS)
Malek, Alaeddin; Phillips, Timothy N.
1994-01-01
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
A hybrid Pade-Galerkin technique for differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Andersen, Carl M.
1993-01-01
A three-step hybrid analysis technique, which successively uses the regular perturbation expansion method, the Pade expansion method, and then a Galerkin approximation, is presented and applied to some model boundary value problems. In the first step of the method, the regular perturbation method is used to construct an approximation to the solution in the form of a finite power series in a small parameter epsilon associated with the problem. In the second step of the method, the series approximation obtained in step one is used to construct a Pade approximation in the form of a rational function in the parameter epsilon. In the third step, the various powers of epsilon which appear in the Pade approximation are replaced by new (unknown) parameters (delta(sub j)). These new parameters are determined by requiring that the residual formed by substituting the new approximation into the governing differential equation is orthogonal to each of the perturbation coordinate functions used in step one. The technique is applied to model problems involving ordinary or partial differential equations. In general, the technique appears to provide good approximations to the solution even when the perturbation and Pade approximations fail to do so. The method is discussed and topics for future investigations are indicated.
Coupled latent differential equation with moderators: simulation and application.
Hu, Yueqin; Boker, Steve; Neale, Michael; Klump, Kelly L
2014-03-01
Latent differential equations (LDE) use differential equations to analyze time series data. Because of the recent development of this technique, some issues critical to running an LDE model remain. In this article, the authors provide solutions to some of these issues and recommend a step-by-step procedure demonstrated on a set of empirical data, which models the interaction between ovarian hormone cycles and emotional eating. Results indicated that emotional eating is self-regulated. For instance, when people do more emotional eating than normal, they will subsequently tend to decrease their emotional eating behavior. In addition, a sudden increase will produce a stronger tendency to decrease than will a slow increase. We also found that emotional eating is coupled with the cycle of the ovarian hormone estradiol, and the peak of emotional eating occurs after the peak of estradiol. The self-reported average level of negative affect moderates the frequency of eating regulation and the coupling strength between eating and estradiol. Thus, people with a higher average level of negative affect tend to fluctuate faster in emotional eating, and their eating behavior is more strongly coupled with the hormone estradiol. Permutation tests on these empirical data supported the reliability of using LDE models to detect self-regulation and a coupling effect between two regulatory behaviors. PMID:23646992
A new Sumudu transform iterative method for time-fractional Cauchy reaction-diffusion equation.
Wang, Kangle; Liu, Sanyang
2016-01-01
In this paper, a new Sumudu transform iterative method is established and successfully applied to find the approximate analytical solutions for time-fractional Cauchy reaction-diffusion equations. The approach is easy to implement and understand. The numerical results show that the proposed method is very simple and efficient. PMID:27386314
Analytical method for space-fractional telegraph equation by homotopy perturbation transform method
NASA Astrophysics Data System (ADS)
Prakash, Amit
2016-06-01
The object of the present article is to study spacefractional telegraph equation by fractional Homotopy perturbation transform method (FHPTM). The homotopy perturbation transform method is an innovative adjustment in Laplace transform algorithm. Three test examples are presented to show the efficiency of the proposed technique.
NASA Technical Reports Server (NTRS)
Shepperd, Stanley W.
1988-01-01
A family of functions involving integrals of universal functions is introduced. These functions have some interesting mathematical properties including the fact that they may be expressed as Gaussian continued fractions. A unique method of performing the integration is demonstrated which indicates why these functions may be important in the variation of Kepler's equation.
Differential Forms Basis Functions for Better Conditioned Integral Equations
Fasenfest, B; White, D; Stowell, M; Rieben, R; Sharpe, R; Madsen, N; Rockway, J D; Champagne, N J; Jandhyala, V; Pingenot, J
2005-01-13
Differential forms offer a convenient way to classify physical quantities and set up computational problems. By observing the dimensionality and type of derivatives (divergence,curl,gradient) applied to a quantity, an appropriate differential form can be chosen for that quantity. To use these differential forms in a simulation, the forms must be discretized using basis functions. The 0-form through 2-form basis functions are formed for surfaces. Twisted 1-form and 2-form bases will be presented in this paper. Twisted 1-form (1-forms) basis functions ({Lambda}) are divergence-conforming edge basis functions with units m{sup -1}. They are appropriate for representing vector quantities with continuous normal components, and they belong to the same function space as the commonly used RWG bases [1]. They are used here to formulate the frequency-domain EFIE with Galerkin testing. The 2-form basis functions (f) are scalar basis functions with units m{sup -2} and with no enforced continuity between elements. At lowest order, the 2-form basis functions are similar to pulse basis functions. They are used here to formulate an electrostatic integral equation. It should be noted that the derivative of an n-form differential form basis function is an (n+1)-form, i.e. the derivative of a 1-form basis function is a 2-form. Because the basis functions are constructed such that they have spatial units, the spatial units are removed from the degrees of freedom, leading to a better-conditioned system matrix. In this conference paper, we look at the performance of these differential forms and bases by examining the conditioning of matrix systems for electrostatics and the EFIE. The meshes used were refined across the object to consider the behavior of these basis transforms for elements of different sizes.
NASA Astrophysics Data System (ADS)
Stokes, Peter W.; Philippa, Bronson; Read, Wayne; White, Ronald D.
2015-02-01
The solution of a Caputo time fractional diffusion equation of order 0 < α < 1 is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that allows for accelerated computation of the solution of the fractional order problem. In the context of an N-point finite difference time discretisation, the mapping allows for an improvement in time computational complexity from O (N2) to O (Nα), given a precomputation of O (N 1 + α ln N). The mapping is applied successfully to the least squares fitting of a fractional advection-diffusion model for the current in a time-of-flight experiment, resulting in a computational speed up in the range of one to three orders of magnitude for realistic problem sizes.
NASA Astrophysics Data System (ADS)
Owolabi, Kolade M.; Atangana, Abdon
2016-09-01
In this paper, dynamics of time-dependent fractional-in-space nonlinear Schrödinger equation with harmonic potential V(x),x in R in one, two and three dimensions have been considered. We approximate the Riesz fractional derivative with the Fourier pseudo-spectral method and advance the resulting equation in time with both Strang splitting and exponential time-differencing methods. The Riesz derivative introduced in this paper is found to be so convenient to be applied in models that are connected with applied science, physics, and engineering. We must also report that the Riesz derivative introduced in this work will serve as a complementary operator to the commonly used Caputo or Riemann-Liouville derivatives in the higher-dimensional case. In the numerical experiments, one expects the travelling wave to evolve from such an initial function on an infinite computational domain (-∞, &infty); , which we truncate at some large, but finite values L. It is important that the value of L is chosen large enough to give enough room for the wave function to propagate. We observe a different distribution of complex wave functions for the focusing and defocusing cases.
A space-time spectral collocation algorithm for the variable order fractional wave equation.
Bhrawy, A H; Doha, E H; Alzaidy, J F; Abdelkawy, M A
2016-01-01
The variable order wave equation plays a major role in acoustics, electromagnetics, and fluid dynamics. In this paper, we consider the space-time variable order fractional wave equation with variable coefficients. We propose an effective numerical method for solving the aforementioned problem in a bounded domain. The shifted Jacobi polynomials are used as basis functions, and the variable-order fractional derivative is described in the Caputo sense. The proposed method is a combination of shifted Jacobi-Gauss-Lobatto collocation scheme for the spatial discretization and the shifted Jacobi-Gauss-Radau collocation scheme for temporal discretization. The aforementioned problem is then reduced to a problem consists of a system of easily solvable algebraic equations. Finally, numerical examples are presented to show the effectiveness of the proposed numerical method. PMID:27536504
NASA Astrophysics Data System (ADS)
Brown, Natalie
In this thesis we solve the Feshbach-Villars equations for spin-zero particles through use of matrix continued fractions. The Feshbach-Villars equations are derived from the Klein-Gordon equation and admit, for the Coulomb potential on an appropriate basis, a Hamiltonian form that has infinite symmetric band-matrix structure. The corresponding representation of the Green's operator of such a matrix can be given as a matrix continued fraction. Furthermore, we propose a finite dimensional representation for the potential operator such that it retains some information about the whole Hilbert space. Combining these two techniques, we are able to solve relativistic quantum mechanical problems of a spin-zero particle in a Coulomb-like potential with a high level of accuracy.
Fractional diffusion equation for an n -dimensional correlated Lévy walk
NASA Astrophysics Data System (ADS)
Taylor-King, Jake P.; Klages, Rainer; Fedotov, Sergei; Van Gorder, Robert A.
2016-07-01
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n -dimensional correlated Lévy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short-range auto-correlated Lévy walks in the large time limit, and we solve it. Our derivation discloses different dynamical mechanisms leading to correlated Lévy walk diffusion in terms of quantities that can be measured experimentally.
Fractional diffusion equation for an n-dimensional correlated Lévy walk.
Taylor-King, Jake P; Klages, Rainer; Fedotov, Sergei; Van Gorder, Robert A
2016-07-01
Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Lévy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short-range auto-correlated Lévy walks in the large time limit, and we solve it. Our derivation discloses different dynamical mechanisms leading to correlated Lévy walk diffusion in terms of quantities that can be measured experimentally. PMID:27575074
Zirconium and hafnium fractionation in differentiation of alkali carbonatite magmatic systems
NASA Astrophysics Data System (ADS)
Kogarko, L. N.
2016-05-01
Zirconium and hafnium are valuable strategic metals which are in high demand in industry. The Zr and Hf contents are elevated in the final products of magmatic differentiation of alkali carbonatite rocks in the Polar Siberia region (Guli Complex) and Ukraine (Chernigov Massif). Early pyroxene fractionation led to an increase in the Zr/Hf ratio in the evolution of the ultramafic-alkali magmatic system due to a higher distribution coefficient of Hf in pyroxene with respect to Zr. The Rayleigh equation was used to calculate a quantitative model of variation in the Zr/Hf ratio in the development of the Guli magmatic system. Alkali carbonatite rocks originated from rare element-rich mantle reservoirs, in particular, the metasomatized mantle. Carbonated mantle xenoliths are characterized by a high Zr/Hf ratio due to clinopyroxene development during metasomatic replacement of orthopyroxene by carbonate fluid melt.
a Non-Overlapping Discretization Method for Partial Differential Equations
NASA Astrophysics Data System (ADS)
Rosas-Medina, A.; Herrera, I.
2013-05-01
Mathematical models of many systems of interest, including very important continuous systems of Engineering and Science, lead to a great variety of partial differential equations whose solution methods are based on the computational processing of large-scale algebraic systems. Furthermore, the incredible expansion experienced by the existing computational hardware and software has made amenable to effective treatment problems of an ever increasing diversity and complexity, posed by engineering and scientific applications. The emergence of parallel computing prompted on the part of the computational-modeling community a continued and systematic effort with the purpose of harnessing it for the endeavor of solving boundary-value problems (BVPs) of partial differential equations. Very early after such an effort began, it was recognized that domain decomposition methods (DDM) were the most effective technique for applying parallel computing to the solution of partial differential equations, since such an approach drastically simplifies the coordination of the many processors that carry out the different tasks and also reduces very much the requirements of information-transmission between them. Ideally, DDMs intend producing algorithms that fulfill the DDM-paradigm; i.e., such that "the global solution is obtained by solving local problems defined separately in each subdomain of the coarse-mesh -or domain-decomposition-". Stated in a simplistic manner, the basic idea is that, when the DDM-paradigm is satisfied, full parallelization can be achieved by assigning each subdomain to a different processor. When intensive DDM research began much attention was given to overlapping DDMs, but soon after attention shifted to non-overlapping DDMs. This evolution seems natural when the DDM-paradigm is taken into account: it is easier to uncouple the local problems when the subdomains are separated. However, an important limitation of non-overlapping domain decompositions, as that
Quasi-Newton methods for parameter estimation in functional differential equations
NASA Technical Reports Server (NTRS)
Brewer, Dennis W.
1988-01-01
A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.
Some properties for integro-differential operator defined by a fractional formal.
Abdulnaby, Zainab E; Ibrahim, Rabha W; Kılıçman, Adem
2016-01-01
Recently, the study of the fractional formal (operators, polynomials and classes of special functions) has been increased. This study not only in mathematics but extended to another topics. In this effort, we investigate a generalized integro-differential operator [Formula: see text] defined by a fractional formal (fractional differential operator) and study some its geometric properties by employing it in new subclasses of analytic univalent functions. PMID:27386341
Computationally efficient statistical differential equation modeling using homogenization
Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.
2013-01-01
Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.
Parameter identification in periodic delay differential equations with distributed delay
NASA Astrophysics Data System (ADS)
Torkamani, Shahab; Butcher, Eric A.; Khasawneh, Firas A.
2013-04-01
In this study, a parameter identification approach for identifying the parameters of a periodic delayed system with distributed delay is introduced based on time series analysis and spectral element analysis. Using this approach the parameters of the distributed delayed system can be identified from the time series of the response of the system. The experimental or numerical data of the response is examined with Floquet theory and time series analysis techniques to estimate a reduced order dynamics, or truncated state space to identify the Floquet multipliers. Parameter identification is then completed using a dynamic map developed for the assumed model of the system which can relate the Floquet multipliers to the unknown parameters in the model. The parameter identification technique is validated numerically for first and second order delay differential equations with distributed delay.
The exotic conformal Galilei algebra and nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Cherniha, Roman; Henkel, Malte
2010-09-01
The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.
Numerical solution of differential equations by artificial neural networks
NASA Technical Reports Server (NTRS)
Meade, Andrew J., Jr.
1995-01-01
Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.
Cause and cure of sloppiness in ordinary differential equation models.
Tönsing, Christian; Timmer, Jens; Kreutz, Clemens
2014-08-01
Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.
Workload Characterization of CFD Applications Using Partial Differential Equation Solvers
NASA Technical Reports Server (NTRS)
Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)
1998-01-01
Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.
Cause and cure of sloppiness in ordinary differential equation models
NASA Astrophysics Data System (ADS)
Tönsing, Christian; Timmer, Jens; Kreutz, Clemens
2014-08-01
Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.
A data storage model for novel partial differential equation descretizations.
Doyle, Wendy S.K.; Thompson, David C.; Pebay, Philippe Pierre
2007-04-01
The purpose of this report is to define a standard interface for storing and retrieving novel, non-traditional partial differential equation (PDE) discretizations. Although it focuses specifically on finite elements where state is associated with edges and faces of volumetric elements rather than nodes and the elements themselves (as implemented in ALEGRA), the proposed interface should be general enough to accommodate most discretizations, including hp-adaptive finite elements and even mimetic techniques that define fields over arbitrary polyhedra. This report reviews the representation of edge and face elements as implemented by ALEGRA. It then specifies a convention for storing these elements in EXODUS files by extending the EXODUS API to include edge and face blocks in addition to element blocks. Finally, it presents several techniques for rendering edge and face elements using VTK and ParaView, including the use of VTK's generic dataset interface for interpolating values interior to edges and faces.
A fingerprint inpainting technique using improved partial differential equation methods
NASA Astrophysics Data System (ADS)
Yang, Xiukun; Wang, Dan; Yang, Zhigang
2011-10-01
In an automatic fingerprint identification system (AFIS), fingerprint inpainting is a critical step in the preprocessing procedures. Because partially fouled, breaking or scratched latent fingerprint is difficult to be correctly matched to a known fingerprint. However, fingerprint restoration proved to be a particularly challenging problem because conventional image restoration schemes can not be directly applied to fingerprint due to the unique ridge and valley structures in typical fingerprint images. Based on partial differential equations algorithm, this paper presents a fingerprint restoration algorithm composing gradient and orientation field. According to gradient and orientation field of the known pixel points, different weights are used in different orientation field in the restoration process. Experimental results demonstrate that the proposed restoration algorithm can effectively reduce the false feature points.
Bayesian Estimation and Uncertainty Quantification in Differential Equation Models
NASA Astrophysics Data System (ADS)
Bhaumik, Prithwish
In engineering, physics, biomedical sciences, pharmacokinetics and pharmacodynamics (PKPD) and many other fields the regression function is often specified as solution of a system of ordinary differential equations (ODEs) given by. dƒtheta(t) / dt = F(t), ƒtheta(, t),theta), t ∈ [0, 1]; here F is a known appropriately smooth vector valued function. Our interest lies in estimating theta from the noisy data. A two-step approach to solve this problem consists of the first step fitting the data nonparametrically, and the second step estimating the parameter by minimizing the distance between the nonparametrically estimated derivative and the derivative suggested by the system of ODEs. In Chapter 2 we consider a Bayesian analog of the two step approach by putting a finite random series prior on the regression function using B-spline basis. We establish a Bernstein-von Mises theorem for the posterior distribution of the parameter of interest induced from that on the regression function with the n --1/2 contraction rate. Although this approach is computationally fast, the Bayes estimator is not asymptotically efficient. This can be remedied by directly considering the distance between the function in the nonparametric model and a Runge-Kutta (RK4) approximate solution of the ODE while inducing the posterior distribution on the parameter as done in Chapter 3. We also study the asymptotic properties of a direct Bayesian method obtained from the approximate likelihood obtained by the RK4 method in Chapter 3. Chapters 4 and 5 contain the extensions of the methods discussed so far for higher order ODE's and partial differential equations (PDE's) respectively. We have mentioned the scopes of some future works in Chapter 6.
Periodic differential equations with self-adjoint monodromy operator
NASA Astrophysics Data System (ADS)
Yudovich, V. I.
2001-04-01
A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.
BOOK REVIEW: Partial Differential Equations in General Relativity
NASA Astrophysics Data System (ADS)
Choquet-Bruhat, Yvonne
2008-09-01
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory.
Robust algorithms for solving stochastic partial differential equations
Werner, M.J.; Drummond, P.D.
1997-04-01
A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in X{sup 2} parametric waveguides. This example uses non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used will be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. 27 refs., 4 figs.
The concentration of solutions to a fractional Schrödinger equation
NASA Astrophysics Data System (ADS)
He, Qihan; Long, Wei
2016-03-01
In this paper, we study the following fractional Schrödinger equation left\\{begin{array}{ll}({-} {Δ} )^su +V(x)u=a|u|^{4s/N} u,& quad xin {R}^N, \\ u > 0,& quad uin H^s({R}^N),right. where {N ≥ 1, s in (0,1)}, {a in {R}} and V(x) is a measurable function. We prove the existence or nonexistence of ground states for the above equation under {L2}-constraint and some assumptions on {V(x)} and a. Besides, we also analyze the behavior of ground states as a tends to some fixed constant.
A comprehensive theoretical model for on-chip microring-based photonic fractional differentiators
Jin, Boyuan; Yuan, Jinhui; Wang, Kuiru; Sang, Xinzhu; Yan, Binbin; Wu, Qiang; Li, Feng; Zhou, Xian; Zhou, Guiyao; Yu, Chongxiu; Lu, Chao; Yaw Tam, Hwa; Wai, P. K. A.
2015-01-01
Microring-based photonic fractional differentiators play an important role in the on-chip all-optical signal processing. Unfortunately, the previous works do not consider the time-reversal and the time delay characteristics of the microring-based fractional differentiator. They also do not include the effect of input pulse width on the output. In particular, it cannot explain why the microring-based differentiator with the differentiation order n > 1 has larger output deviation than that with n < 1, and why the microring-based differentiator cannot reproduce the three-peak output waveform of an ideal differentiator with n > 1. In this paper, a comprehensive theoretical model is proposed. The critically-coupled microring resonator is modeled as an ideal first-order differentiator, while the under-coupled and over-coupled resonators are modeled as the time-reversed ideal fractional differentiators. Traditionally, the over-coupled microring resonators are used to form the differentiators with 1 < n < 2. However, we demonstrate that smaller fitting error can be obtained if the over-coupled microring resonator is fitted by an ideal differentiator with n < 1. The time delay of the differentiator is also considered. Finally, the influences of some key factors on the output waveform and deviation are discussed. The proposed theoretical model is beneficial for the design and application of the microring-based fractional differentiators. PMID:26381934
An asymptotic-preserving scheme for linear kinetic equation with fractional diffusion limit
NASA Astrophysics Data System (ADS)
Wang, Li; Yan, Bokai
2016-05-01
We present a new asymptotic-preserving scheme for the linear Boltzmann equation which, under appropriate scaling, leads to a fractional diffusion limit. Our scheme rests on novel micro-macro decomposition to the distribution function, which splits the original kinetic equation following a reshuffled Hilbert expansion. As opposed to classical diffusion limit, a major difficulty comes from the fat tail in the equilibrium which makes the truncation in velocity space depending on the small parameter. Our idea is, while solving the macro-micro part in a truncated velocity domain (truncation only depends on numerical accuracy), to incorporate an integrated tail over the velocity space that is beyond the truncation, and its major component can be precomputed once with any accuracy. Such an addition is essential to drive the solution to the correct asymptotic limit. Numerical experiments validate its efficiency in both kinetic and fractional diffusive regimes.
A Legendre tau-Spectral Method for Solving Time-Fractional Heat Equation with Nonlocal Conditions
Bhrawy, A. H.; Alghamdi, M. A.
2014-01-01
We develop the tau-spectral method to solve the time-fractional heat equation (T-FHE) with nonlocal condition. In order to achieve highly accurate solution of this problem, the operational matrix of fractional integration (described in the Riemann-Liouville sense) for shifted Legendre polynomials is investigated in conjunction with tau-spectral scheme and the Legendre operational polynomials are used as the base function. The main advantage in using the presented scheme is that it converts the T-FHE with nonlocal condition to a system of algebraic equations that simplifies the problem. For demonstrating the validity and applicability of the developed spectral scheme, two numerical examples are presented. The logarithmic graphs of the maximum absolute errors is presented to achieve the exponential convergence of the proposed method. Comparing between our spectral method and other methods ensures that our method is more accurate than those solved similar problem. PMID:25057507
Mickens, R.E.
1997-12-12
The major thrust of this proposal was to continue our investigations of so-called non-standard finite-difference schemes as formulated by other authors. These schemes do not follow the standard rules used to model continuous differential equations by discrete difference equations. The two major aspects of this procedure consist of generalizing the definition of the discrete derivative and using a nonlocal model (on the computational grid or lattice) for nonlinear terms that may occur in the differential equations. Our aim was to investigate the construction of nonstandard finite-difference schemes for several classes of ordinary and partial differential equations. These equations are simple enough to be tractable, yet, have enough complexity to be both mathematically and scientifically interesting. It should be noted that all of these equations differential equations model some physical phenomena under an appropriate set of experimental conditions. The major goal of the project was to better understand the process of constructing finite-difference models for differential equations. In particular, it demonstrates the value of using nonstandard finite-difference procedures. A secondary goal was to construct and study a variety of analytical techniques that can be used to investigate the mathematical properties of the obtained difference equations. These mathematical procedures are of interest in their own right and should be a valuable contribution to the mathematics research literature in difference equations. All of the results obtained from the research done under this project have been published in the relevant research/technical journals or submitted for publication. Our expectation is that these results will lead to improved finite difference schemes for the numerical integration of both ordinary and partial differential equations. Section G of the Appendix gives a concise summary of the major results obtained under funding by the grant.
Exact solutions of the (3+1)-dimensional space-time fractional Jimbo-Miwa equation
NASA Astrophysics Data System (ADS)
Aksoy, Esin; Guner, Ozkan; Bekir, Ahmet; Cevikel, Adem C.
2016-06-01
Exact solutions of the (3+1)-dimensional space-time fractional Jimbo-Miwa equation are studied by the generalized Kudryashov method, the exp-function method and the (G'/G)-expansion method. The solutions obtained include the form of hyperbolic functions, trigonometric and rational functions. These methods are effective, simple, and many types of solutions can be obtained at the same time.
An implicit midpoint difference scheme for the fractional Ginzburg-Landau equation
NASA Astrophysics Data System (ADS)
Wang, Pengde; Huang, Chengming
2016-05-01
This paper proposes and analyzes an efficient difference scheme for the nonlinear complex Ginzburg-Landau equation involving fractional Laplacian. The scheme is based on the implicit midpoint rule for the temporal discretization and a weighted and shifted Grünwald difference operator for the spatial fractional Laplacian. By virtue of a careful analysis of the difference operator, some useful inequalities with respect to suitable fractional Sobolev norms are established. Then the numerical solution is shown to be bounded, and convergent in the lh2 norm with the optimal order O (τ2 +h2) with time step τ and mesh size h. The a priori bound as well as the convergence order holds unconditionally, in the sense that no restriction on the time step τ in terms of the mesh size h needs to be assumed. Numerical tests are performed to validate the theoretical results and effectiveness of the scheme.
Prieur, Fabrice; Vilenskiy, Gregory; Holm, Sverre
2012-10-01
A corrected derivation of nonlinear wave propagation equations with fractional loss operators is presented. The fundamental approach is based on fractional formulations of the stress-strain and heat flux definitions but uses the energy equation and thermodynamic identities to link density and pressure instead of an erroneous fractional form of the entropy equation as done in Prieur and Holm ["Nonlinear acoustic wave equations with fractional loss operators," J. Acoust. Soc. Am. 130(3), 1125-1132 (2011)]. The loss operator of the obtained nonlinear wave equations differs from the previous derivations as well as the dispersion equation, but when approximating for low frequencies the expressions for the frequency dependent attenuation and velocity dispersion remain unchanged.
NASA Astrophysics Data System (ADS)
Campoamor-Stursberg, R.; Rodríguez, M. A.; Winternitz, P.
2016-01-01
Ordinary differential equations (ODEs) and ordinary difference systems (OΔSs) invariant under the actions of the Lie groups {{SL}}x(2),{{SL}}y(2) and {{SL}}x(2)× {{SL}}y(2) of projective transformations of the independent variables x and dependent variables y are constructed. The ODEs are continuous limits of the OΔSs, or conversely, the OΔSs are invariant discretizations of the ODEs. The invariant OΔSs are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions.
Lie Symmetry Analysis and Conservation Laws of a Generalized Time Fractional Foam Drainage Equation
NASA Astrophysics Data System (ADS)
Wang, Li; Tian, Shou-Fu; Zhao, Zhen-Tao; Song, Xiao-Qiu
2016-07-01
In this paper, a generalized time fractional nonlinear foam drainage equation is investigated by means of the Lie group analysis method. Based on the Riemann—Liouville derivative, the Lie point symmetries and symmetry reductions of the equation are derived, respectively. Furthermore, conservation laws with two kinds of independent variables of the equation are performed by making use of the nonlinear self-adjointness method. Supported by the National Training Programs of Innovation and Entrepreneurship for Undergraduates under Grant No. 201410290039, the Fundamental Research Funds for the Central Universities under Grant Nos. 2015QNA53 and 2015XKQY14, the Fundamental Research Funds for Postdoctoral at the Key Laboratory of Gas and Fire Control for Coal Mines, the General Financial Grant from the China Postdoctoral Science Foundation under Grant No. 2015M570498, and Natural Sciences Foundation of China under Grant No. 11301527
A discrete model of a modified Burgers' partial differential equation
NASA Technical Reports Server (NTRS)
Mickens, R. E.; Shoosmith, J. N.
1990-01-01
A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.
Laplace and Z Transform Solutions of Differential and Difference Equations With the HP-41C.
ERIC Educational Resources Information Center
Harden, Richard C.; Simons, Fred O., Jr.
1983-01-01
A previously developed program for the HP-41C programmable calculator is extended to handle models of differential and difference equations with multiple eigenvalues. How to obtain difference equation solutions via the Z transform is described. (MNS)
Partial differential equation transform — Variational formulation and Fourier analysis
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2011-01-01
Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The
Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations
NASA Astrophysics Data System (ADS)
Wagenmaker, Timothy Roger
This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of
Yu, Qiang; Vegh, Viktor
2015-01-01
Texture enhancement is one of the most important techniques in digital image processing and plays an essential role in medical imaging since textures discriminate information. Most image texture enhancement techniques use classical integral order differential mask operators or fractional differential mask operators using fixed fractional order. These masks can produce excessive enhancement of low spatial frequency content, insufficient enhancement of large spatial frequency content, and retention of high spatial frequency noise. To improve upon existing approaches of texture enhancement, we derive an improved Variable Order Fractional Centered Difference (VOFCD) scheme which dynamically adjusts the fractional differential order instead of fixing it. The new VOFCD technique is based on the second order Riesz fractional differential operator using a Lagrange 3-point interpolation formula, for both grey scale and colour image enhancement. We then use this method to enhance photographs and a set of medical images related to patients with stroke and Parkinson’s disease. The experiments show that our improved fractional differential mask has a higher signal to noise ratio value than the other fractional differential mask operators. Based on the corresponding quantitative analysis we conclude that the new method offers a superior texture enhancement over existing methods. PMID:26186221
Yu, Qiang; Vegh, Viktor; Liu, Fawang; Turner, Ian
2015-01-01
Texture enhancement is one of the most important techniques in digital image processing and plays an essential role in medical imaging since textures discriminate information. Most image texture enhancement techniques use classical integral order differential mask operators or fractional differential mask operators using fixed fractional order. These masks can produce excessive enhancement of low spatial frequency content, insufficient enhancement of large spatial frequency content, and retention of high spatial frequency noise. To improve upon existing approaches of texture enhancement, we derive an improved Variable Order Fractional Centered Difference (VOFCD) scheme which dynamically adjusts the fractional differential order instead of fixing it. The new VOFCD technique is based on the second order Riesz fractional differential operator using a Lagrange 3-point interpolation formula, for both grey scale and colour image enhancement. We then use this method to enhance photographs and a set of medical images related to patients with stroke and Parkinson's disease. The experiments show that our improved fractional differential mask has a higher signal to noise ratio value than the other fractional differential mask operators. Based on the corresponding quantitative analysis we conclude that the new method offers a superior texture enhancement over existing methods. PMID:26186221
Numerical solution of hybrid fuzzy differential equations using improved predictor-corrector method
NASA Astrophysics Data System (ADS)
Kim, Hyunsoo; Sakthivel, Rathinasamy
2012-10-01
The hybrid fuzzy differential equations have a wide range of applications in science and engineering. This paper considers numerical solution for hybrid fuzzy differential equations. The improved predictor-corrector method is adapted and modified for solving the hybrid fuzzy differential equations. The proposed algorithm is illustrated by numerical examples and the results obtained using the scheme presented here agree well with the analytical solutions. The computer symbolic systems such as Maple and Mathematica allow us to perform complicated calculations of algorithm.
A Differential Equation Model for the Dynamics of Youth Gambling
Do, Tae Sug; Lee, Young S.
2014-01-01
Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374
Multiple scattering of proton via stochastic differential equations
NASA Astrophysics Data System (ADS)
Kia, M. R.; Noshad, Houshyar
2015-08-01
Multiple scattering of protons through a target is explained by a set of coupled stochastic differential equations. The motion of protons in matter is calculated by analytical random sampling from Moliere and Landau probability density functions (PDF). To satisfy the Vavilov theory, the moments for energy distribution of a 49.1 MeV proton beam in aluminum target are obtained. The skewness for the PDF of energy demonstrates that the energy distribution of protons in thin thickness becomes a Landau function, whereas, by increasing the thickness of the target it does not follow a Gaussian function completely. Afterwards, the depth-dose distributions are calculated for a 60 MeV proton beam traversing soft tissue and for a 160 MeV proton beam travelling through water. The results prove that when elastic scattering is taken into account, the Bragg-peak position is decreased, while the dose deposited in the Bragg region is increased. The results obtained in this article are benchmarked by comparison of our results with the experimental data reported in the literature.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1989-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
A hybrid perturbation-Galerkin technique for partial differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Anderson, Carl M.
1990-01-01
A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.
Modeling ion channel dynamics through reflected stochastic differential equations.
Dangerfield, Ciara E; Kay, David; Burrage, Kevin
2012-05-01
Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks.
A stochastic differential equation model of diurnal cortisol patterns
NASA Technical Reports Server (NTRS)
Brown, E. N.; Meehan, P. M.; Dempster, A. P.
2001-01-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.
A stochastic differential equation model of diurnal cortisol patterns.
Brown, E N; Meehan, P M; Dempster, A P
2001-03-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems. PMID:11171600
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1987-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
Instantaneous frequency measurement by in-fiber 0.5th order fractional differentiation
NASA Astrophysics Data System (ADS)
Poveda-Wong, L.; Carrascosa, A.; Cuadrado-Laborde, C.; Cruz, J. L.; Díez, A.; Andrés, M. V.
2016-07-01
We experimentally demonstrate the possibility to retrieve the instantaneous frequency profile of a given temporal light pulse by in-fiber fractional order differentiation of 0.5th-order. The signal's temporal instantaneous frequency profile is obtained by simple dividing two temporal intensity profiles, namely the intensities of the input and output pulses of a spectrally-shifted fractional order differentiation. The results are supported by the experimental measurement of the instantaneous frequency profile of a mode-locked laser.
Numerical Solution of Incompressible Navier-Stokes Equations Using a Fractional-Step Approach
NASA Technical Reports Server (NTRS)
Kiris, Cetin; Kwak, Dochan
1999-01-01
A fractional step method for the solution of steady and unsteady incompressible Navier-Stokes equations is outlined. The method is based on a finite volume formulation and uses the pressure in the cell center and the mass fluxes across the faces of each cell as dependent variables. Implicit treatment of convective and viscous terms in the momentum equations enables the numerical stability restrictions to be relaxed. The linearization error in the implicit solution of momentum equations is reduced by using three subiterations in order to achieve second order temporal accuracy for time-accurate calculations. In spatial discretizations of the momentum equations, a high-order (3rd and 5th) flux-difference splitting for the convective terms and a second-order central difference for the viscous terms are used. The resulting algebraic equations are solved with a line-relaxation scheme which allows the use of large time step. A four color ZEBRA scheme is employed after the line-relaxation procedure in the solution of the Poisson equation for pressure. This procedure is applied to a Couette flow problem using a distorted computational grid to show that the method minimizes grid effects. Additional benchmark cases include the unsteady laminar flow over a circular cylinder for Reynolds Numbers of 200, and a 3-D, steady, turbulent wingtip vortex wake propagation study. The solution algorithm does a very good job in resolving the vortex core when 5th-order upwind differencing and a modified production term in the Baldwin-Barth one-equation turbulence model are used with adequate grid resolution.
Wang, Jinfeng; Zhao, Meng; Zhang, Min; Liu, Yang; Li, Hong
2014-01-01
We discuss and analyze an H(1)-Galerkin mixed finite element (H(1)-GMFE) method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H(1)-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H(1)-GMFE method. Based on the discussion on the theoretical error analysis in L(2)-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H(1)-norm. Moreover, we derive and analyze the stability of H(1)-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure.
Wang, Jinfeng; Zhao, Meng; Zhang, Min; Liu, Yang; Li, Hong
2014-01-01
We discuss and analyze an H(1)-Galerkin mixed finite element (H(1)-GMFE) method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H(1)-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H(1)-GMFE method. Based on the discussion on the theoretical error analysis in L(2)-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H(1)-norm. Moreover, we derive and analyze the stability of H(1)-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure. PMID:25184148
Fractionation of gold in a differentiated tholeiitic dolerite
Rowe, J.J.
1969-01-01
Gold content was determined, by neutron-activation analysis, in samples from a drill core through the Great Lake sheet, Tasmania, a differentiated tholeiitic dolerite. The gold content of parts of the core seems to be related to the mafic index. The variation of gold content with depth and mafic index is similar to that of copper, indicating that gold and copper may have been concomitantly crystallized from the magma. ?? 1969.
NASA Astrophysics Data System (ADS)
Lin, Guoxing
2015-10-01
Pulsed field gradient (PFG) diffusion measurement has a lot of applications in NMR and MRI. Its analysis relies on the ability to obtain the signal attenuation expressions, which can be obtained by averaging over the accumulating phase shift distribution (APSD). However, current theoretical models are not robust or require approximations to get the APSD. Here, a new formalism, an effective phase shift diffusion (EPSD) equation method is presented to calculate the APSD directly. This is based on the idea that the gradient pulse effect on the change of the APSD can be viewed as a diffusion process in the virtual phase space (VPS). The EPSD has a diffusion coefficient, Kβ(t)D radβ/sα, where α is time derivative order and β is a space derivative order, respectively. The EPSD equations of VPS are built based on the diffusion equations of real space by replacing the diffusion coefficients and the coordinate system (from real space coordinate to virtual phase coordinate). Two different models, the fractal derivative model and the fractional derivative model from the literature were used to build the EPSD fractional diffusion equations. The APSD obtained from solving these EPSD equations were used to calculate the PFG signal attenuation. From the fractal derivative model the attenuation is exp(-γβgβδβDf1 tα), a stretched exponential function (SEF) attenuation, while from the fractional derivative model the attenuation is Eα,1(-γβgβδβDf2 tα), a Mittag-Leffler function (MLF) attenuation. The MLF attenuation can be reduced to SEF attenuation when α = 1, and can be approximated as a SEF attenuation when the attenuation is small. Additionally, the effect of finite gradient pulse widths (FGPW) is calculated. From the fractal derivative model, the signal attenuation including FGPW effect is exp[ -Df1 ∫0τ Kβ (t)dtα ] . The results obtained in this study are in good agreement with the results in literature. Several expressions that describe signal
NASA Astrophysics Data System (ADS)
Ohmori, Shousuke; Yamazaki, Yoshihiro
2016-01-01
Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.
Slyusarchuk, V. E. E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua
2014-06-01
The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24 titles. (paper)
Probabilistic delay differential equation modeling of event-related potentials.
Ostwald, Dirk; Starke, Ludger
2016-08-01
"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach.
A critical nonlinear fractional elliptic equation with saddle-like potential in ℝN
NASA Astrophysics Data System (ADS)
O. Alves, Claudianor; Miyagaki, Olimpio H.
2016-08-01
In this paper, we study the existence of positive solution for the following class of fractional elliptic equation ɛ 2 s ( - Δ ) s u + V ( z ) u = λ |" separators=" u | q - 2 u + |" separators=" u | 2s ∗ - 2 u in R N , where ɛ, λ > 0 are positive parameters, q ∈ ( 2 , 2s ∗ ) , 2s ∗ = /2 N N - 2 s , N > 2 s , s ∈ ( 0 , 1 ) , ( - Δ ) s u is the fractional Laplacian, and V is a saddle-like potential. The result is proved by using minimizing method constrained to the Nehari manifold. A special minimax level is obtained by using an argument made by Benci and Cerami.
Magnetic polarity fractions in magnetotactic bacterial populations near the geomagnetic equator.
de Araujo, F F; Germano, F A; Gonçalves, L L; Pires, M A; Frankel, R B
1990-08-01
The relative numbers of North-seeking and South-seeking polarity types in natural populations of magnetotactic bacteria were determined at sites on the coast of Brazil. These sites were South of the geomagnetic equator and had upward geomagnetic inclinations of 1-12 degrees . For upward inclinations >6 degrees , South-seeking cells predominated over North-seeking cells by more than a factor of 10. For upward inclinations <6 degrees , the fraction of North-seeking cells in the population increased with decreasing geomagnetic inclination, approaching 0.5 at the geomagnetic equator. We present a simple statistical model of a stochastic process that qualitatively accounts for the dynamics of the two polarity types in a magnetotactic bacterial population as a function of the geomagnetic field inclination.
The Dirichlet problem for the fractional p-Laplacian evolution equation
NASA Astrophysics Data System (ADS)
Vázquez, Juan Luis
2016-04-01
We consider a model of fractional diffusion involving a natural nonlocal version of the p-Laplacian operator. We study the Dirichlet problem posed in a bounded domain Ω of RN with zero data outside of Ω, for which the existence and uniqueness of strong nonnegative solutions is proved, and a number of quantitative properties are established. A main objective is proving the existence of a special separate variable solution U (x , t) =t - 1 / (p - 2) F (x), called the friendly giant, which produces a universal upper bound and explains the large-time behaviour of all nontrivial nonnegative solutions in a sharp way. Moreover, the spatial profile F of this solution solves an interesting nonlocal elliptic problem. We also prove everywhere positivity of nonnegative solutions with any nontrivial data, a property that separates this equation from the standard p-Laplacian equation.
On the blow-up solutions for the nonlinear fractional Schrödinger equation
NASA Astrophysics Data System (ADS)
Zhu, Shihui
2016-07-01
This paper is dedicated to the blow-up solutions for the nonlinear fractional Schrödinger equation arising from pseudorelativistic Boson stars. First, we compute the best constant of a gG-N inequality by the profile decomposition theory and variational arguments. Then, we find the sharp threshold mass of the existence of finite-time blow-up solutions. Finally, we study the dynamical properties of finite-time blow-up solutions around the sharp threshold mass by giving a refined compactness lemma.
Preconditioned iterative methods for space-time fractional advection-diffusion equations
NASA Astrophysics Data System (ADS)
Zhao, Zhi; Jin, Xiao-Qing; Lin, Matthew M.
2016-08-01
In this paper, we propose practical numerical methods for solving a class of initial-boundary value problems of space-time fractional advection-diffusion equations. First, we propose an implicit method based on two-sided Grünwald formulae and discuss its stability and consistency. Then, we develop the preconditioned generalized minimal residual (preconditioned GMRES) method and preconditioned conjugate gradient normal residual (preconditioned CGNR) method with easily constructed preconditioners. Importantly, because resulting systems are Toeplitz-like, fast Fourier transform can be applied to significantly reduce the computational cost. We perform numerical experiments to demonstrate the efficiency of our preconditioners, even in cases with variable coefficients.
NASA Astrophysics Data System (ADS)
Sun, Yuan Gong; Wong, James S. W.
2007-10-01
We present new oscillation criteria for the second order forced ordinary differential equation with mixed nonlinearities: where , p(t) is positive and differentiable, [alpha]1>...>[alpha]m>1>[alpha]m+1>...>[alpha]n. No restriction is imposed on the forcing term e(t) to be the second derivative of an oscillatory function. When n=1, our results reduce to those of El-Sayed [M.A. El-Sayed, An oscillation criterion for a forced second order linear differential equation, Proc. Amer. Math. Soc. 118 (1993) 813-817], Wong [J.S.W. Wong, Oscillation criteria for a forced second linear differential equations, J. Math. Anal. Appl. 231 (1999) 235-240], Sun, Ou and Wong [Y.G. Sun, C.H. Ou, J.S.W. Wong, Interval oscillation theorems for a linear second order differential equation, Comput. Math. Appl. 48 (2004) 1693-1699] for the linear equation, Nazr [A.H. Nazr, Sufficient conditions for the oscillation of forced super-linear second order differential equations with oscillatory potential, Proc. Amer. Math. Soc. 126 (1998) 123-125] for the superlinear equation, and Sun and Wong [Y.G. Sun, J.S.W. Wong, Note on forced oscillation of nth-order sublinear differential equations, JE Math. Anal. Appl. 298 (2004) 114-119] for the sublinear equation.
Differential Invariants of the (2+1)-Dimensional Breaking Soliton Equation
NASA Astrophysics Data System (ADS)
Han, Zhong; Chen, Yong
2016-09-01
We construct the differential invariants of Lie symmetry pseudogroups of the (2+1)-dimensional breaking soliton equation and analyze the structure of the induced differential invariant algebra. Their syzygies and recurrence relations are classified. In addition, a moving frame and the invariantization of the breaking soliton equation are also presented. The algorithms are based on the method of equivariant moving frames.
Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices
ERIC Educational Resources Information Center
Deboeck, Pascal R.; Boker, Steven M.
2010-01-01
Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…
An Engineering-Oriented Approach to the Introductory Differential Equations Course
ERIC Educational Resources Information Center
Pennell, S.; Avitabile, P.; White, J.
2009-01-01
The introductory differential equations course can be made more relevant to engineering students by including more of the engineering viewpoint, in which differential equations are regarded as systems with inputs and outputs. This can be done without sacrificing any of the usual topical coverage. This point of view is conducive to student…
A Laboratory Experience for Students of Differential Equations using RLC Circuits.
ERIC Educational Resources Information Center
Graham, Jeff; Barnes, Julia
1997-01-01
Argues that although differential equations are billed as applied mathematics, there is rarely any hands-on experience incorporated into the course. Presents a laboratory project that requires students to obtain data from a physics lab and use that data to compute the coefficients of the second order differential equation, which mathematically…
A Simple Method to Find out when an Ordinary Differential Equation Is Separable
ERIC Educational Resources Information Center
Cid, Jose Angel
2009-01-01
We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…
The Local Brewery: A Project for Use in Differential Equations Courses
ERIC Educational Resources Information Center
Starling, James K.; Povich, Timothy J.; Findlay, Michael
2016-01-01
We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…
New comparison results for impulsive integro-differential equations and applications
NASA Astrophysics Data System (ADS)
Nieto, Juan J.; Rodriguez-Lopez, Rosana
2007-04-01
We prove some new maximum principles for ordinary integro-differential equations. This allows us to introduce a new definition of lower and upper solutions which leads to the development of the monotone iterative technique for a periodic boundary value problem related to a nonlinear first-order impulsive integro-differential equation.
A note on the Dirichlet problem for model complex partial differential equations
NASA Astrophysics Data System (ADS)
Ashyralyev, Allaberen; Karaca, Bahriye
2016-08-01
Complex model partial differential equations of arbitrary order are considered. The uniqueness of the Dirichlet problem is studied. It is proved that the Dirichlet problem for higher order of complex partial differential equations with one complex variable has infinitely many solutions.
Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations
ERIC Educational Resources Information Center
Robin, W.
2007-01-01
The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…
NASA Astrophysics Data System (ADS)
Huang, Ding-jiang; Ivanova, Nataliya M.
2016-02-01
In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.
Fractional Order Digital Differentiator Design Based on Power Function and Least squares
NASA Astrophysics Data System (ADS)
Kumar, Manjeet; Rawat, Tarun Kumar
2016-10-01
In this article, we propose the use of power function and least squares method for designing of a fractional order digital differentiator. The input signal is transformed into a power function by using Taylor series expansion, and its fractional derivative is computed using the Grunwald-Letnikov (G-L) definition. Next, the fractional order digital differentiator is modelled as a finite impulse response (FIR) system that yields fractional order derivative of the G-L type for a power function. The FIR system coefficients are obtained by using the least squares method. Two examples are used to demonstrate that the fractional derivative of the digital signals is computed by using the proposed technique. The results of the third and fourth examples reveal that the proposed technique gives superior performance in comparison with the existing techniques.
Iron isotope fractionation during magmatic differentiation in Kilauea Iki lava lake
Teng, F.-Z.; Dauphas, N.; Helz, R.T.
2008-01-01
Magmatic differentiation helps produce the chemical and petrographic diversity of terrestrial rocks. The extent to which magmatic differentiation fractionates nonradiogenic isotopes is uncertain for some elements. We report analyses of iron isotopes in basalts from Kilauea Iki lava lake, Hawaii. The iron isotopic compositions (56Fe/54Fe) of late-stage melt veins are 0.2 per mil (???) greater than values for olivine cumulates. Olivine phenocrysts are up to 1.2??? lighter than those of whole rocks. These results demonstrate that iron isotopes fractionate during magmatic differentiation at both whole-rock and crystal scales. This characteristic of iron relative to the characteristics of magnesium and lithium, for which no fractionation has been found, may be related to its complex redox chemistry in magmatic systems and makes iron a potential tool for studying planetary differentiation.
NASA Astrophysics Data System (ADS)
Teodoro, M. F.
2012-09-01
We are particularly interested in the numerical solution of the functional differential equations with symmetric delay and advance. In this work, we consider a nonlinear forward-backward equation, the Fitz Hugh-Nagumo equation. It is presented a scheme which extends the algorithm introduced in [1]. A computational method using Newton's method, finite element method and method of steps is developped.
ERIC Educational Resources Information Center
Quinn, Terry; Rai, Sanjay
2012-01-01
The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…
Granita; Bahar, A.
2015-03-09
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
NASA Astrophysics Data System (ADS)
Granita, Bahar, A.
2015-03-01
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
NASA Astrophysics Data System (ADS)
Liang, Yingjie; Chen, Wen; Magin, Richard L.
2016-07-01
Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.
NASA Astrophysics Data System (ADS)
Sandev, Trifce; Metzler, Ralf; Tomovski, Živorad
2014-02-01
We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.
Sandev, Trifce; Metzler, Ralf; Tomovski, Živorad
2014-02-15
We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion.
Revisited Fisher's equation in a new outlook: A fractional derivative approach
NASA Astrophysics Data System (ADS)
Alquran, Marwan; Al-Khaled, Kamel; Sardar, Tridip; Chattopadhyay, Joydev
2015-11-01
The well-known Fisher equation with fractional derivative is considered to provide some characteristics of memory embedded into the system. The modified model is analyzed both analytically and numerically. A comparatively new technique residual power series method is used for finding approximate solutions of the modified Fisher model. A new technique combining Sinc-collocation and finite difference method is used for numerical study. The abundance of the bird species Phalacrocorax carbois considered as a test bed to validate the model outcome using estimated parameters. We conjecture non-diffusive and diffusive fractional Fisher equation represents the same dynamics in the interval (memory index, α ∈(0.8384 , 0.9986)). We also observe that when the value of memory index is close to zero, the solutions bifurcate and produce a wave-like pattern. We conclude that the survivability of the species increases for long range memory index. These findings are similar to Fisher observation and act in a similar fashion that advantageous genes do.
Fractional diffusion on bounded domains
Defterli, Ozlem; D'Elia, Marta; Du, Qiang; Gunzburger, Max Donald; Lehoucq, Richard B.; Meerschaert, Mark M.
2015-03-13
We found that the mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. In this paper we discuss the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.
New variational principles for locating periodic orbits of differential equations.
Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V
2011-06-13
We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation.
Advanced Methods for the Solution of Differential Equations.
ERIC Educational Resources Information Center
Goldstein, Marvin E.; Braun, Willis H.
This is a textbook, originally developed for scientists and engineers, which stresses the actual solutions of practical problems. Theorems are precisely stated, but the proofs are generally omitted. Sample contents include first-order equations, equations in the complex plane, irregular singular points, and numerical methods. A more recent idea,…
NASA Astrophysics Data System (ADS)
Benson, D. A.; Zhang, Y.
2006-12-01
Conservative solute transport through natural media is typically "anomalous" or non-Fickian. The anomalous transport may be characterized by faster than linear growth of the centered second moment, or non-Gaussian leading or trailing edges of a plume emanating from a point source. These characteristics develop because of non-local dependence on either past (time) or far upstream (space) concentrations. Non-local equations developed to describe anomalous dispersion usually focus on constant transport parameters and/or independence of the transport on space dimension. These simplifications have been useful for fitting simple transport processes, such as laboratory column tests or 1-D projections of field data. However, they may be insufficient for real field settings, where direction-dependent depositional processes and nonstationary heterogeneity can occur. We develop a generalized, multi-dimensional, spatiotemporal fractional advection- dispersion equation (fADE) with variable parameters to characterize regional-scale anomalous dispersion processes including trapping in immobile zones and/or super-Fickian rapid transport. A Lagrangian numerical model of the space-time fractional transport equation is developed in which solute particles can disperse in both space and time, depending on the medium heterogeneity properties, such as the connectivity and statistical distributions of high versus low-permeability deposits. In the generalized fADE, the range of the order of fractional time derivative is (0 2], representing a wide range of possible trapping behavior. The extension of the order to the range (1 2] is novel to transport theory. We apply the numerical model in 1-D and 2-D to the MADE site tritium plumes, and results indicate that this method can capture the main behaviors of realistic plumes, including local variations of spreading, direction-dependent scaling rates, and arbitrary rapid transport along preferential flow paths. Since the governing equation
NASA Astrophysics Data System (ADS)
Pandir, Yusuf; Duzgun, Hasan Huseyin
2016-06-01
In this study, we investigate some new analytical solutions to the fractional Sine-Gordon equation by using the new version of generalized F-expansion method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, new analytical solutions were obtained in terms Jacobi elliptic functions.
Lateral boundary differentiability of solutions of parabolic equations in nondivergence form
NASA Astrophysics Data System (ADS)
Huang, Yongpan; Li, Dongsheng; Wang, Lihe
The lateral boundary differentiability is shown for solutions of parabolic differential equations in nondivergence form under the assumptions that the parabolic boundary satisfies the exterior Dini condition and is punctually C1 differentiable one-sided in t-direction. The classical barrier technique, the maximum principle, the interior Harnack inequality and an iteration procedure are the main analytical tools.
Differential Games of inf-sup Type and Isaacs Equations
Kaise, Hidehiro Sheu, S.-J.
2005-06-15
Motivated by the work of Fleming, we provide a general framework to associate inf-sup type values with the Isaacs equations.We show that upper and lower bounds for the generators of inf-sup type are upper and lower Hamiltonians, respectively. In particular, the lower (resp. upper) bound corresponds to the progressive (resp. strictly progressive) strategy. By the Dynamic Programming Principle and identification of the generator, we can prove that the inf-sup type game is characterized as the unique viscosity solution of the Isaacs equation. We also discuss the Isaacs equation with a Hamiltonian of a convex combination between the lower and upper Hamiltonians.
Numerical solution of control problems governed by nonlinear differential equations
Heinkenschloss, M.
1994-12-31
In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.
NASA Astrophysics Data System (ADS)
Zhang, Xiang-Wu; Li, Yuan-Yuan; Zhao, Xiao-Xia; Luo, Wen-Feng
2014-10-01
In this paper we study the higher-order differential variational principle and differential equations of motion for mechanical systems in event space. Based on the higher-order d'Alembert principle of the system, the higher-order velocity energy and the higher-order acceleration energy of the system in event space are defined, the higher-order d'Alembert—Lagrange principle of the system in event space is established, and the parametric forms of Euler—Lagrange, Nielsen and Appell for this principle are given. Finally, the higher-order differential equations of motion for holonomic systems in event space are obtained.
Analysis of Lagrange's original derivation of the Euler-Lagrange Differential Equation
NASA Astrophysics Data System (ADS)
Laughlin, Ryan; Close, Hunter
2012-03-01
The Euler-Lagrange differential equation provides the Lagrangian equations of motion, and thus allows the exact trajectory of an object in a potential to be found. We analyze the original derivation of the Euler-Lagrange differential equation via a translation of the third edition of Lagrange's Mecanique Analytique (1811). We compare and contrast this derivation with the derivation commonly done in a junior-level classical mechanics course. Lagrange uses several founding concepts to produce a generalized equation of motion for all dynamics. These concepts are, in the order addressed by Lagrange, the Principle of Virtual Velocities, the Conservation des Forces Vives, and the Principle of Least Action. Lagrange then employs what he calls the Method of Variations to the general equation of motion for dynamics to ultimately resolve something similar to the Euler-Lagrange Differential equation we use today. We also compare modern notation with Lagrange's notation.
NASA Astrophysics Data System (ADS)
Rubbab, Qammar; Mirza, Itrat Abbas; Qureshi, M. Zubair Akbar
2016-07-01
The time-fractional advection-diffusion equation with Caputo-Fabrizio fractional derivatives (fractional derivatives without singular kernel) is considered under the time-dependent emissions on the boundary and the first order chemical reaction. The non-dimensional problem is formulated by using suitable dimensionless variables and the fundamental solutions to the Dirichlet problem for the fractional advection-diffusion equation are determined using the integral transforms technique. The fundamental solutions for the ordinary advection-diffusion equation, fractional and ordinary diffusion equation are obtained as limiting cases of the previous model. Using Duhamel's principle, the analytical solutions to the Dirichlet problem with time-dependent boundary pulses have been obtained. The influence of the fractional parameter and of the drift parameter on the solute concentration in various spatial positions was analyzed by numerical calculations. It is found that the variation of the fractional parameter has a significant effect on the solute concentration, namely, the memory effects lead to the retardation of the mass transport.
NASA Astrophysics Data System (ADS)
Camporesi, Roberto
2011-06-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.
Analytical Solutions of a Fractional Diffusion-advection Equation for Solar Cosmic-Ray Transport
NASA Astrophysics Data System (ADS)
Litvinenko, Yuri E.; Effenberger, Frederic
2014-12-01
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we analytically solve a one-dimensional fractional diffusion-advection equation for the particle density. We derive an exact Fourier transform solution, simplify it in a weak diffusion approximation, and compare the new solution with previously available analytical results and with a semi-numerical solution based on a Fourier series expansion. We apply the results to the problem of describing the transport of energetic particles, accelerated at a traveling heliospheric shock. Our analysis shows that significant errors may result from assuming an infinite initial distance between the shock and the observer. We argue that the shock travel time should be a parameter of a realistic superdiffusive transport model.
Analytical solutions of a fractional diffusion-advection equation for solar cosmic-ray transport
Litvinenko, Yuri E.; Effenberger, Frederic
2014-12-01
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we analytically solve a one-dimensional fractional diffusion-advection equation for the particle density. We derive an exact Fourier transform solution, simplify it in a weak diffusion approximation, and compare the new solution with previously available analytical results and with a semi-numerical solution based on a Fourier series expansion. We apply the results to the problem of describing the transport of energetic particles, accelerated at a traveling heliospheric shock. Our analysis shows that significant errors may result from assuming an infinite initial distance between the shock and the observer. We argue that the shock travel time should be a parameter of a realistic superdiffusive transport model.
An inverse time-dependent source problem for a time-fractional diffusion equation
NASA Astrophysics Data System (ADS)
Wei, T.; Li, X. L.; Li, Y. S.
2016-08-01
This paper is devoted to identifying a time-dependent source term in a multi-dimensional time-fractional diffusion equation from boundary Cauchy data. The existence and uniqueness of a strong solution for the corresponding direct problem with homogeneous Neumann boundary condition are firstly proved. We provide the uniqueness and a stability estimate for the inverse time-dependent source problem. Then we use the Tikhonov regularization method to solve the inverse source problem and propose a conjugate gradient algorithm to find a good approximation to the minimizer of the Tikhonov regularization functional. Numerical examples in one-dimensional and two-dimensional cases are provided to show the effectiveness of the proposed method. This paper was supported by the NSF of China (11371181) and the Fundamental Research Funds for the Central Universities (lzujbky-2013-k02).
NASA Astrophysics Data System (ADS)
Lee, Cin-Ty A.; Lee, Tien Chang; Wu, Chi-Tang
2014-10-01
are high and warm country rock decrease the cooling rates of magma chambers. By contrast, REFC should be less significant in shallow crustal magma chambers, which erupt and cool more efficiently due to lower confining pressures, colder country rock, and the cooling effects of hydrothermal systems. We thus speculate that the effects of REFC will be small in mid-ocean ridge settings and most pronounced in arc settings, particularly mature island arcs or continental arcs, where magma chambers >10 km depth are possible. This begs the question of whether high Fe3+, H2O and CO2 (all of which can be treated as incompatible “elements”) in arc basalts could be enhanced by REFC processes and thus not just reflect inheritance from the mantle source. We show that REFC can plausibly explain observed enrichments in Fe3+ and H2O in arc melts without significant depletion in MgO. Because the difference between calc-alkaline and tholeiitic differentiation series is mostly likely due to higher water and oxygen fugacity in the former, it may be worth considering the effects of REFC. Thus, if REFC is more pronounced in deep crustal magma chambers, mature island arcs and continental arcs would tend towards calc-alkaline differentiation, whereas juvenile island arcs would be more tholeiitic. To fully test the significance of REFC will require detailed analysis of other highly incompatible elements, but presently the relative differences in bulk D of such elements may not be constrained well enough. The equations presented here provide a framework for evaluating whether REFC should be considered when interpreting geochemical data in differentiated magmas. For completeness, we have also provided the more general equations for a magma chamber undergoing recharge (R), evacuation (E), crustal assimilation (A) and fractional crystallization (FC), e.g., REAFC, for constant mass, growing and dying magma chambers.
NASA Technical Reports Server (NTRS)
Simon, M. K.
1980-01-01
A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.
Lie symmetry theorem of fractional nonholonomic systems
NASA Astrophysics Data System (ADS)
Sun, Yi; Chen, Ben-Yong; Fu, Jing-Li
2014-11-01
The Lie symmetry theorem of fractional nonholonomic systems in terms of combined fractional derivatives is established, and the fractional Lagrange equations are obtained by virtue of the d'Alembert—Lagrange principle with fractional derivatives. As the Lie symmetry theorem is based on the invariance of differential equations under infinitesimal transformations, by introducing the differential operator of infinitesimal generators, the determining equations are obtained. Furthermore, the limit equations, the additional restriction equations, the structural equations, and the conserved quantity of Lie symmetry are acquired. An example is presented to illustrate the application of results.
Stability Criteria for Differential Equations with Variable Time Delays
ERIC Educational Resources Information Center
Schley, D.; Shail, R.; Gourley, S. A.
2002-01-01
Time delays are an important aspect of mathematical modelling, but often result in highly complicated equations which are difficult to treat analytically. In this paper it is shown how careful application of certain undergraduate tools such as the Method of Steps and the Principle of the Argument can yield significant results. Certain delay…
NASA Astrophysics Data System (ADS)
Akhmet, M. U.
2007-12-01
In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA [K.L. Cooke, J. Wiener, Retarded differential equations with piecewise constant delays, J. Math. Anal. Appl. 99 (1984) 265-297; J. Wiener, Generalized Solutions of Functional Differential Equations, World Scientific, Singapore, 1993]. The Reduction Principle [V.A. Pliss, The reduction principle in the theory of the stability of motion, Izv. Akad. Nauk SSSR Ser. Mat. 27 (1964) 1297-1324 (in Russian); V.A. Pliss, Integral Sets of Periodic Systems of Differential Equations, Nauka, Moskow, 1977 (in Russian)] is proved for EPCAG. The structure of the set of solutions is specified. We establish also the existence of global integral manifolds of quasilinear EPCAG in the so-called critical case and investigate the stability of the zero solution.
Fuhrman, Marco Hu, Ying
2007-09-15
In this paper we prove the existence of a solution to backward stochastic differential equations in infinite dimensions with continuous driver under various assumptions. We apply our results to a stochastic game problem with infinitely many players.
NASA Technical Reports Server (NTRS)
Dickmanns, E. D.
1972-01-01
The differential equations for the adjoint variables are derived and coded in FORTRAN. The program is written in a form to either take into account or neglect thrust, aerodynamic forces, planet rotation and oblateness, and altitude dependent winds.
NASA Technical Reports Server (NTRS)
Toomarian, N.; Fijany, A.; Barhen, J.
1993-01-01
Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.
The coquaternion algebra and complex partial differential equations
NASA Astrophysics Data System (ADS)
Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir
2009-11-01
In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method
Jerome L.V. Lewandowski
2005-01-25
A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details.
Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen
2015-01-01
In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457
The numerical dynamic for highly nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
NASA Astrophysics Data System (ADS)
Man, Yiu-Kwong
2010-10-01
In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.
Automatic multirate methods for ordinary differential equations. [Adaptive time steps
Gear, C.W.
1980-01-01
A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.
Differential invariants and exact solutions of the Einstein equations
NASA Astrophysics Data System (ADS)
Lychagin, Valentin; Yumaguzhin, Valeriy
2016-03-01
In this paper (cf. Lychagin and Yumaguzhin, in Anal Math Phys, 2016) a class of totally geodesics solutions for the vacuum Einstein equations is introduced. It consists of Einstein metrics of signature (1,3) such that 2-dimensional distributions, defined by the Weyl tensor, are completely integrable and totally geodesic. The complete and explicit description of metrics from these class is given. It is shown that these metrics depend on two functions in one variable and one harmonic function.
SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations
NASA Astrophysics Data System (ADS)
Gusev, Sergei V.; Shiriaev, Anton S.; Freidovich, Leonid B.
2016-07-01
Numerically finding stabilising feedback control laws for linear systems of periodic differential equations is a nontrivial task with no known reliable solutions. The most successful method requires solving matrix differential Riccati equations with periodic coefficients. All previously proposed techniques for solving such equations involve numerical integration of unstable differential equations and consequently fail whenever the period is too large or the coefficients vary too much. Here, a new method for numerical computation of stabilising solutions for matrix differential Riccati equations with periodic coefficients is proposed. Our approach does not involve numerical solution of any differential equations. The approximation for a stabilising solution is found in the form of a trigonometric polynomial, matrix coefficients of which are found solving a specially constructed finite-dimensional semidefinite programming (SDP) problem. This problem is obtained using maximality property of the stabilising solution of the Riccati equation for the associated Riccati inequality and sampling technique. Our previously published numerical comparisons with other methods shows that for a class of problems only this technique provides a working solution. Asymptotic convergence of the computed approximations to the stabilising solution is proved below under the assumption that certain combinations of the key parameters are sufficiently large. Although the rate of convergence is not analysed, it appeared to be exponential in our numerical studies.
NASA Astrophysics Data System (ADS)
Fokas, A. S.; De Lillo, S.
2014-03-01
So-called inverse scattering provides a powerful method for analyzing the initial value problem for a large class of nonlinear evolution partial differential equations which are called integrable. In the late 1990s, the first author, motivated by inverse scattering, introduced a new method for analyzing boundary value problems. This method provides a unified treatment for linear, linearizable and integrable nonlinear partial differential equations. Here, this method, which is often referred to as the unified transform, is illustrated for the following concrete cases: the heat equation on the half-line; the nonlinear Schrödinger equation on the half-line; Burger's equation on the half-line; and Burger's equation on a moving boundary.
NASA Astrophysics Data System (ADS)
Wang, JinRong; Ibrahim, A. G.; Fečkan, Michal
2015-10-01
In this paper we present two existence results of nonlocal Cauchy problems for semilinear differential inclusions with fractional order in Banach spaces. The first result relies on a growth condition on the whole time interval. Our second result relies on a revised growth condition which is divided into two parts, one for the subintervals containing the points associated with the nonlocal conditions, and the other for the rest of the interval. The used technique is based on fractional calculus, the properties of the measure of noncompactness and a powerful fixed point theorem for multifunctions due to O'Regan-Precup. Finally, we apply the theoretical results to fractional differential inclusions on lattices with global neighborhood interactions.
Numerical solutions of linear differential-algebraic equation systems via Hartley series
NASA Astrophysics Data System (ADS)
Ünal, Emrah; Yalçın, Numan; ćelik, Ercan
2014-08-01
In this paper, Hartley series are presented first. Then, the operational matrix of integration together with the product and coefficient matrices are presented. They are used to transform linear differential equation systems to a set of linear algebraic equations. Finally, numerical examples are given.
NASA Astrophysics Data System (ADS)
Khairullin, Ermek
2016-08-01
In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.
NASA Technical Reports Server (NTRS)
Pflaum, Christoph
1996-01-01
A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.
A Note on Euler Approximations for Stochastic Differential Equations with Delay
Gyöngy, Istvan; Sabanis, Sotirios
2013-12-15
An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure convergence is obtained under local Lipschitz and also under monotonicity conditions.
Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes
Mikulevicius, R.; Pragarauskas, H.
2011-08-15
The existence and uniqueness in Hoelder spaces of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation of the order {alpha}{<=}2 is investigated. The equation considered arises in a filtering problem with a jump signal process and a jump observation process.
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
A note on a corrector formula for the numerical solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Chien, Y.-C.; Agrawal, K. M.
1979-01-01
A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
IDSOLVER: A general purpose solver for nth-order integro-differential equations
NASA Astrophysics Data System (ADS)
Gelmi, Claudio A.; Jorquera, Héctor
2014-01-01
Many mathematical models of complex processes may be posed as integro-differential equations (IDE). Many numerical methods have been proposed for solving those equations, but most of them are ad hoc thus new equations have to be solved from scratch for translating the IDE into the framework of the specific method chosen. Furthermore, there is a paucity of general-purpose numerical solvers that free the user from additional tasks.
Variational estimation of the drift for stochastic differential equations from the empirical density
NASA Astrophysics Data System (ADS)
Batz, Philipp; Ruttor, Andreas; Opper, Manfred
2016-08-01
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker–Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.
NASA Astrophysics Data System (ADS)
Mvogo, Alain; Tambue, Antoine; Ben-Bolie, Germain H.; Kofané, Timoléon C.
2016-10-01
We investigate localized wave solutions in a network of Hindmarsh-Rose neural model taking into account the long-range diffusive couplings. We show by a specific analytical technique that the model equations in the infrared limit (wave number k → 0) can be governed by the complex fractional Ginzburg-Landau (CFGL) equation. According to the stiffness of the system, we propose both the semi and the linearly implicit Riesz fractional finite-difference schemes to solve efficiently the CFGL equation. The obtained fractional numerical solutions for the nerve impulse reveal localized short impulse properties. We also show the equivalence between the continuous CFGL and the discrete Hindmarsh-Rose models for relatively large network.
Time-fractional KdV equation for plasma of two different temperature electrons and stationary ion
El-Wakil, S. A.; Abulwafa, Essam M.; El-Shewy, E. K.; Mahmoud, Abeer A.
2011-09-15
Using the time-fractional KdV equation, the nonlinear properties of small but finite amplitude electron-acoustic solitary waves are studied in a homogeneous system of unmagnetized collisionless plasma. This plasma consists of cold electrons fluid, non-thermal hot electrons, and stationary ions. Employing the reductive perturbation technique and the Euler-Lagrange equation, the time-fractional KdV equation is derived and it is solved using variational method. It is found that the time-fractional parameter significantly changes the soliton amplitude of the electron-acoustic solitary waves. The results are compared with the structures of the broadband electrostatic noise observed in the dayside auroral zone.
Bahşı, Ayşe Kurt; Yalçınbaş, Salih
2016-01-01
In this study, the Fibonacci collocation method based on the Fibonacci polynomials are presented to solve for the fractional diffusion equations with variable coefficients. The fractional derivatives are described in the Caputo sense. This method is derived by expanding the approximate solution with Fibonacci polynomials. Using this method of the fractional derivative this equation can be reduced to a set of linear algebraic equations. Also, an error estimation algorithm which is based on the residual functions is presented for this method. The approximate solutions are improved by using this error estimation algorithm. If the exact solution of the problem is not known, the absolute error function of the problems can be approximately computed by using the Fibonacci polynomial solution. By using this error estimation function, we can find improved solutions which are more efficient than direct numerical solutions. Numerical examples, figures, tables are comparisons have been presented to show efficiency and usable of proposed method. PMID:27610294
Numerical Treatment of Differential-Algebraic Equations with Index 2
NASA Astrophysics Data System (ADS)
Attili, Basem S.
2007-09-01
We will consider index-2 differential algebraic systems. Since they are usually harder to solve, we will show how to reduce the index 2 problem to index 1 DAE which becomes easier to solve numerically. For the numerical treatment, we will treat the resulting index-1 DAE using power series solutions coupled with pade' approximation for better convergence results. Numerical examples will be presented also.
Rabei, Eqab M.; Al-Jamel, A.; Widyan, H.; Baleanu, D.
2014-03-15
In a recent paper, Jaradat et al. [J. Math. Phys. 53, 033505 (2012)] have presented the fractional form of the electromagnetic Lagrangian density within the Riemann-Liouville fractional derivative. They claimed that the Agrawal procedure [O. P. Agrawal, J. Math. Anal. Appl. 272, 368 (2002)] is used to obtain Maxwell's equations in the fractional form, and the Hamilton's equations of motion together with the conserved quantities obtained from fractional Noether's theorem are reported. In this comment, we draw the attention that there are some serious steps of the procedure used in their work are not applicable even though their final results are correct. Their work should have been done based on a formulation as reported by Baleanu and Muslih [Phys. Scr. 72, 119 (2005)].
ERIC Educational Resources Information Center
Camporesi, Roberto
2011-01-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…
Sepulveda, Nestor
2011-04-15
Modulated solutions of the nonlocal Gross-Pitaevskii equation are studied at T{ne}0. Stationary states are computed by constructing a stochastic process consisting of a noisy Ginzburg-Landau equation. An order parameter is introduced to quantify the superfluid fraction as a function of the temperature. When the temperature increases the superfluid fraction is shown to vanish. This is explained qualitatively by the thermal appearance of defects that disconnect the system wave function. We also deduce an explicit formula for the introduced order parameter in terms of an Arrhenius law. This allow us to estimate the ''energy of activation'' to create a disconnection in the wave function.
NASA Astrophysics Data System (ADS)
Tanaka, Hiroshi; Nakajima, Asumi; Nishiyama, Akinobu; Tokihiro, Tetsuji
2009-03-01
A differential equation exhibiting replicative time-evolution patterns is derived by inverse ultradiscretizatrion of Fredkin’s game, which is one of the simplest replicative cellular automaton (CA) in two dimensions. This is achieved by employing a certain filter and a clock function in the equation. These techniques are applicable to the inverse ultra-discretization (IUD) of other CA and stabilize the time-evolution of the obtained differential equation. Application to the game of life, another CA in two dimensions, is also presented.
Block method of Runge Kutta type for solving differential algebraic equation
NASA Astrophysics Data System (ADS)
Wen, Khoo Kai; Majid, Zanariah Abdul; Senu, Norazak
2015-10-01
In this paper, a self-starting block method of Runge Kutta type is proposed to solve semi-explicit index-1 differential algebraic equation (DAE). Semi-explicit DAE consists of a system of ordinary differential equations with algebraic constraints. This method will compute the solutions of DAE at two points simultaneously in a block by block steps using constant step size. The DAE is a stiff equation, therefore the Newton iteration is needed during the implementation. Numerical examples are given in order to illustrate the efficiency of the block method when solving the DAE.
A fifth order implicit method for the numerical solution of differential-algebraic equations
NASA Astrophysics Data System (ADS)
Skvortsov, L. M.
2015-06-01
An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.
Design of three-mirror telescopes via a differential equation method
NASA Astrophysics Data System (ADS)
Chao, Shao-Hua; Evans, Neal C.; Shealy, David L.; Johnson, R. Barry
1996-11-01
A differential equation method is applied to the design of a three-mirror telescope. The resulting system is mostly free of spherical aberration, coma and astigmatism. From caustic theory and a generalization of the Coddington Equations, the Abbe sine condition and the constant optical path length condition, three coupled differential equations, one for each reflecting surface, are generated. A system which satisfies these conditions will have a high resolution over a wide field of view. Analysis of this application is presented as a comparison to a similar three-mirror telescope system produced by conventional optimization techniques.
Solving the quantum brachistochrone equation through differential geometry
NASA Astrophysics Data System (ADS)
You, Chenglong; Wilde, Mark; Dowling, Jonathan; Wang, Xiaoting
2016-05-01
The ability of generating a particular quantum state, or model a physical quantum device by exploring quantum state transfer, is important in many applications such as quantum chemistry, quantum information processing, quantum metrology and cooling. Due to the environmental noise, a quantum device suffers from decoherence causing information loss. Hence, completing the state-generation task in a time-optimal way can be considered as a straightforward method to reduce decoherence. For a quantum system whose Hamiltonian has a fixed type and a finite energy bandwidth, it has been found that the time-optimal quantum evolution can be characterized by the quantum brachistochrone equation. In addition, the brachistochrone curve is found to have a geometric interpretation: it is the limit of a one-parameter family of geodesics on a sub-Riemannian model. Such geodesic-brachistochrone connection provides an efficient numerical method to solve the quantum brachistochrone equation. In this work, we will demonstrate this numerical method by studying the time-optimal state-generating problem on a given quantum spin system. We also find that the Pareto weighted-sum optimization turns out to be a simple but efficient method in solving the quantum time-optimal problems. We would like to acknowledge support from NSF under Award No. CCF-1350397.
Approximate controllability of impulsive differential equations with state-dependent delay
NASA Astrophysics Data System (ADS)
Sakthivel, R.; Anandhi, E. R.
2010-02-01
In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations have been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive differential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive differential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.