Effect of Differential Item Functioning on Test Equating

ERIC Educational Resources Information Center

Kabasakal, Kübra Atalay; Kelecioglu, Hülya

2015-01-01

This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

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

NASA Technical Reports Server (NTRS)

Tseng, K.

1984-01-01

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

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

ERIC Educational Resources Information Center

Goldston, J. W.

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

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

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

Modular forms, Schwarzian conditions, and symmetries of differential equations in physics

NASA Astrophysics Data System (ADS)

Abdelaziz, Y.; Maillard, J.-M.

2017-05-01

We give examples of infinite order rational transformations that leave linear differential equations covariant. These examples are non-trivial yet simple enough illustrations of exact representations of the renormalization group. We first illustrate covariance properties on order-two linear differential operators associated with identities relating the same {}_2F1 hypergeometric function with different rational pullbacks. These rational transformations are solutions of a differentially algebraic equation that already emerged in a paper by Casale on the Galoisian envelopes. We provide two new and more general results of the previous covariance by rational functions: a new Heun function example and a higher genus {}_2F1 hypergeometric function example. We then focus on identities relating the same {}_2F1 hypergeometric function with two different algebraic pullback transformations: such remarkable identities correspond to modular forms, the algebraic transformations being solution of another differentially algebraic Schwarzian equation that also emerged in Casale’s paper. Further, we show that the first differentially algebraic equation can be seen as a subcase of the last Schwarzian differential condition, the restriction corresponding to a factorization condition of some associated order-two linear differential operator. Finally, we also explore generalizations of these results, for instance, to {}_3F2 , hypergeometric functions, and show that one just reduces to the previous {}_2F1 cases through a Clausen identity. The question of the reduction of these Schwarzian conditions to modular correspondences remains an open question. In a _2F1 hypergeometric framework the Schwarzian condition encapsulates all the modular forms and modular equations of the theory of elliptic curves, but these two conditions are actually richer than elliptic curves or {}_2F1 hypergeometric functions, as can be seen on the Heun and higher genus example. This work is a strong incentive to develop more differentially algebraic symmetry analysis in physics.

Dimensional analysis yields the general second-order differential equation underlying many natural phenomena: the mathematical properties of a phenomenon's data plot then specify a unique differential equation for it.

PubMed

Kepner, Gordon R

2014-08-27

This study uses dimensional analysis to derive the general second-order differential equation that underlies numerous physical and natural phenomena described by common mathematical functions. It eschews assumptions about empirical constants and mechanisms. It relies only on the data plot's mathematical properties to provide the conditions and constraints needed to specify a second-order differential equation that is free of empirical constants for each phenomenon. A practical example of each function is analyzed using the general form of the underlying differential equation and the observable unique mathematical properties of each data plot, including boundary conditions. This yields a differential equation that describes the relationship among the physical variables governing the phenomenon's behavior. Complex phenomena such as the Standard Normal Distribution, the Logistic Growth Function, and Hill Ligand binding, which are characterized by data plots of distinctly different sigmoidal character, are readily analyzed by this approach. It provides an alternative, simple, unifying basis for analyzing each of these varied phenomena from a common perspective that ties them together and offers new insights into the appropriate empirical constants for describing each phenomenon.

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

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

Coincidence degree and periodic solutions of neutral equations

NASA Technical Reports Server (NTRS)

Hale, J. K.; Mawhin, J.

1973-01-01

The problem of existence of periodic solutions for some nonautonomous neutral functional differential equations is examined. It is an application of a basic theorem on the Fredholm alternative for periodic solutions of some linear neutral equations and of a generalized Leray-Schauder theory. Although proofs are simple, the results are nontrivial extensions to the neutral case of existence theorems for periodic solutions of functional differential equations.

A new approach to Catalan numbers using differential equations

NASA Astrophysics Data System (ADS)

Kim, D. S.; Kim, T.

2017-10-01

In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Murase, Kenya

2016-01-01

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

Using Differentials to Differentiate Trigonometric and Exponential Functions

ERIC Educational Resources Information Center

Dray, Tevian

2013-01-01

Starting from geometric definitions, we show how differentials can be used to differentiate trigonometric and exponential functions without limits, numerical estimates, solutions of differential equations, or integration.

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

NASA Astrophysics Data System (ADS)

Asai, Kazuto

2009-02-01

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

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

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1980-01-01

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

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

PubMed

Shiraishi, Emi; Maeda, Kazuhiro; Kurata, Hiroyuki

2009-02-01

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

Control of functional differential equations to target sets in function space

NASA Technical Reports Server (NTRS)

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

1971-01-01

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

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

PubMed Central

Song, Junqiang; Leng, Hongze; Lu, Fengshun

2014-01-01

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

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

DTIC Science & Technology

1988-07-01

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

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in time and one can define a strong solution of the Riccati differential equation. A detailed discussion on the linear quadratic optimal control problem for hereditary differential systems is also included.

Remarks on the Non-Linear Differential Equation the Second Derivative of Theta Plus A Sine Theta Equals 0.

ERIC Educational Resources Information Center

Fay, Temple H.; O'Neal, Elizabeth A.

1985-01-01

The authors draw together a variety of facts concerning a nonlinear differential equation and compare the exact solution with approximate solutions. Then they provide an expository introduction to the elliptic sine function suitable for presentation in undergraduate courses on differential equations. (MNS)

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

PubMed

Li, Wei Nian; Sheng, Weihong

2016-01-01

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

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.

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.

A remark on fractional differential equation involving I-function

NASA Astrophysics Data System (ADS)

Mishra, Jyoti

2018-02-01

The present paper deals with the solution of the fractional differential equation using the Laplace transform operator and its corresponding properties in the fractional calculus; we derive an exact solution of a complex fractional differential equation involving a special function known as I-function. The analysis of the some fractional integral with two parameters is presented using the suggested Theorem 1. In addition, some very useful corollaries are established and their proofs presented in detail. Some obtained exact solutions are depicted to see the effect of each fractional order. Owing to the wider applicability of the I-function, we can conclude that, the obtained results in our work generalize numerous well-known results obtained by specializing the parameters.

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.

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

Solving Nonlinear Fractional Differential Equation by Generalized Mittag-Leffler Function Method

NASA Astrophysics Data System (ADS)

Arafa, A. A. M.; Rida, S. Z.; Mohammadein, A. A.; Ali, H. M.

2013-06-01

In this paper, we use Mittag—Leffler function method for solving some nonlinear fractional differential equations. A new solution is constructed in power series. The fractional derivatives are described by Caputo's sense. To illustrate the reliability of the method, some examples are provided.

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

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia S.

2012-11-01

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

Fedosov differentials and Catalan numbers

NASA Astrophysics Data System (ADS)

Löffler, Johannes

2010-06-01

The aim of the paper is to establish a non-recursive formula for the general solution of Fedosov's 'quadratic' fixed-point equation (Fedosov 1994 J. Diff. Geom. 40 213-38). Fedosov's geometrical fixed-point equation for a differential is rewritten in a form similar to the functional equation for the generating function of Catalan numbers. This allows us to guess the solution. An adapted example for Kaehler manifolds of constant sectional curvature is considered in detail. Also for every connection on a manifold a familiar classical differential will be introduced. Dedicated to the memory of Nikolai Neumaier.

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

PubMed

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

2018-01-01

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

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

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

2014-01-01

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

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

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.

Finite-difference models of ordinary differential equations - Influence of denominator functions

NASA Technical Reports Server (NTRS)

Mickens, Ronald E.; Smith, Arthur

1990-01-01

This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Lattice Boltzmann model for high-order nonlinear partial differential equations.

PubMed

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

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

Oxidation Behavior of Carbon Fiber-Reinforced Composites

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2008-01-01

OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A 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…

Navier-Stokes dynamics on a differential one-form

NASA Astrophysics Data System (ADS)

Story, Troy L.

2006-11-01

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

Fusion of Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2006-09-01

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

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.

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

PubMed

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

2007-04-01

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

Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks

NASA Astrophysics Data System (ADS)

Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam

2008-12-01

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

Introduction to Generalized Functions with Applications in Aerodynamics and Aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

Generalized functions have many applications in science and engineering. One useful aspect is that discontinuous functions can be handled as easily as continuous or differentiable functions and provide a powerful tool in formulating and solving many problems of aerodynamics and acoustics. Furthermore, generalized function theory elucidates and unifies many ad hoc mathematical approaches used by engineers and scientists. We define generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support, then introduce the concept of generalized differentiation. Generalized differentiation is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some results of classical analysis, are derived with the generalized function theory. Other applications of the generalized function theory in aerodynamics discussed here are the derivations of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of the finite part of divergent integrals, the derivation of the Oswatitsch integral equation of transonic flow, and the analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics include the derivation of the Kirchhoff formula for moving surfaces, the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

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

NASA Technical Reports Server (NTRS)

Geddes, K. O.

1977-01-01

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

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

PubMed

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

2013-09-01

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

Period of vibration of axially vibrating truly nonlinear rod

NASA Astrophysics Data System (ADS)

Cveticanin, L.

2016-07-01

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

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

NASA Astrophysics Data System (ADS)

Amengonu, Yawo H.; Kakad, Yogendra P.

2014-07-01

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

Numerical solutions of a control problem governed by functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Thrift, P. R.; Burns, J. A.; Cliff, E. M.

1978-01-01

A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.

The Boundary Function Method. Fundamentals

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-03-01

The boundary function method is proposed for solving applied problems of mathematical physics in the region defined by a partial differential equation of the general form involving constant or variable coefficients with a Dirichlet, Neumann, or Robin boundary condition. In this method, the desired function is defined by a power polynomial, and a boundary function represented in the form of the desired function or its derivative at one of the boundary points is introduced. Different sequences of boundary equations have been set up with the use of differential operators. Systems of linear algebraic equations constructed on the basis of these sequences allow one to determine the coefficients of a power polynomial. Constitutive equations have been derived for initial boundary-value problems of all the main types. With these equations, an initial boundary-value problem is transformed into the Cauchy problem for the boundary function. The determination of the boundary function by its derivative with respect to the time coordinate completes the solution of the problem.

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

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

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

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

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

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

Constructing general partial differential equations using polynomial and neural networks.

PubMed

Zjavka, Ladislav; Pedrycz, Witold

2016-01-01

Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.

Variation of Parameters in Differential Equations (A Variation in Making Sense of Variation of Parameters)

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…

Some efficient methods for obtaining infinite series solutions of n-th order linear ordinary differential equations

NASA Technical Reports Server (NTRS)

Allen, G.

1972-01-01

The use of the theta-operator method and generalized hypergeometric functions in obtaining solutions to nth-order linear ordinary differential equations is explained. For completeness, the analysis of the differential equation to determine whether the point of expansion is an ordinary point or a regular singular point is included. The superiority of the two methods shown over the standard method is demonstrated by using all three of the methods to work out several examples. Also included is a compendium of formulae and properties of the theta operator and generalized hypergeometric functions which is complete enough to make the report self-contained.

Ultimate boundedness stability and controllability of hereditary systems

NASA Technical Reports Server (NTRS)

Chukwu, E. N.

1979-01-01

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

A spectral mimetic least-squares method

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

Bochev, Pavel; Gerritsma, Marc

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

A spectral mimetic least-squares method

DOE PAGES

Bochev, Pavel; Gerritsma, Marc

2014-09-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Lin-Jie; Ma, Chang-Feng

2010-01-01

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

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

PubMed

Zhukovsky, K

2014-01-01

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

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

ERIC Educational Resources Information Center

Dobbs, David E.

2006-01-01

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

The study of nonlinear almost periodic differential equations without recourse to the H-classes of these equations

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

Slyusarchuk, V. E., E-mail: V.E.Slyusarchuk@gmail.com, 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: 24more » titles. (paper)« less

Mathematical Methods for Optical Physics and Engineering

NASA Astrophysics Data System (ADS)

Gbur, Gregory J.

2011-01-01

1. Vector algebra; 2. Vector calculus; 3. Vector calculus in curvilinear coordinate systems; 4. Matrices and linear algebra; 5. Advanced matrix techniques and tensors; 6. Distributions; 7. Infinite series; 8. Fourier series; 9. Complex analysis; 10. Advanced complex analysis; 11. Fourier transforms; 12. Other integral transforms; 13. Discrete transforms; 14. Ordinary differential equations; 15. Partial differential equations; 16. Bessel functions; 17. Legendre functions and spherical harmonics; 18. Orthogonal functions; 19. Green's functions; 20. The calculus of variations; 21. Asymptotic techniques; Appendices; References; Index.

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

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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

NASA Technical Reports Server (NTRS)

Jamison, J. W.

1994-01-01

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

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2015-01-01

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

NASA Astrophysics Data System (ADS)

Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.

2018-04-01

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.

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

NASA Technical Reports Server (NTRS)

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

1984-01-01

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

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

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

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

General solution of the Bagley-Torvik equation with fractional-order derivative

NASA Astrophysics Data System (ADS)

Wang, Z. H.; Wang, X.

2010-05-01

This paper investigates the general solution of the Bagley-Torvik equation with 1/2-order derivative or 3/2-order derivative. This fractional-order differential equation is changed into a sequential fractional-order differential equation (SFDE) with constant coefficients. Then the general solution of the SFDE is expressed as the linear combination of fundamental solutions that are in terms of α-exponential functions, a kind of functions that play the same role of the classical exponential function. Because the number of fundamental solutions of the SFDE is greater than 2, the general solution of the SFDE depends on more than two free (independent) constants. This paper shows that the general solution of the Bagley-Torvik equation involves actually two free constants only, and it can be determined fully by the initial displacement and initial velocity.

Recursive-operator method in vibration problems for rod systems

NASA Astrophysics Data System (ADS)

Rozhkova, E. V.

2009-12-01

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

A Model for the Oxidation of C/SiC Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2003-01-01

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

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

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

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

Approximating a retarded-advanced differential equation that models human phonation

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

Pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations

NASA Astrophysics Data System (ADS)

Al-Islam, Najja Shakir

In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.

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.

Solving differential equations with unknown constitutive relations as recurrent neural networks

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

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

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

A necessary and sufficient condition for well-posedness of initial value problems of retarded functional differential equations

NASA Astrophysics Data System (ADS)

Nishiguchi, Junya

2017-09-01

We introduce the retarded functional differential equations (RFDEs) with general delay structure to treat various delay differential equations (DDEs) in a unified way and to clarify the delay structure in those dynamics. We are interested in the question as to which space of histories is suitable for the dynamics of each DDE, and investigate the well-posedness of the initial value problems (IVPs) of the RFDEs. A main theorem is that the IVP is well-posed for any ;admissible; history functional if and only if the semigroup determined by the trivial RFDE x ˙ = 0 is continuous. We clarify the meaning of the Hale-Kato axiom (Hale & Kato [12]) by applying this result to RFDEs with infinite delay. We also apply the result to DDEs with unbounded time- and state-dependent delays.

Scattering on two Aharonov-Bohm vortices

NASA Astrophysics Data System (ADS)

Bogomolny, E.

2016-12-01

The problem of two Aharonov-Bohm (AB) vortices for the Helmholtz equation is examined in detail. It is demonstrated that the method proposed by Myers (1963 J. Math. Phys. 6 1839) for slit diffraction can be generalised to obtain an explicit solution for AB vortices. Due to the singular nature of AB interaction the Green function and scattering amplitude for two AB vortices obey a series of partial differential equations. Coefficients entering these equations, fulfil ordinary non-linear differential equations whose solutions can be obtained by solving the Painlevé III equation. The asymptotics of necessary functions for very large and very small vortex separations are calculated explicitly. Taken together, this means that the problem of two AB vortices is exactly solvable.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

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.

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

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

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

Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

PubMed

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.

Numerical Solution to Generalized Burgers'-Fisher Equation Using Exp-Function Method Hybridized with Heuristic Computation

PubMed Central

Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

2015-01-01

In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems. PMID:25811858

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

PubMed

Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng

2008-06-01

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

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

PubMed

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

2014-01-01

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

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

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

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

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

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

2011-01-01

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

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

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

Using Computer Symbolic Algebra to Solve Differential Equations.

ERIC Educational Resources Information Center

Mathews, John H.

1989-01-01

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

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 .

Some More Solutions of Burgers' Equation

NASA Astrophysics Data System (ADS)

Kumar, Mukesh; Kumar, Raj

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

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

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

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

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

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

PubMed

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

2010-10-01

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

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.

Evaluating Feynman integrals by the hypergeometry

NASA Astrophysics Data System (ADS)

Feng, Tai-Fu; Chang, Chao-Hsi; Chen, Jian-Bin; Gu, Zhi-Hua; Zhang, Hai-Bin

2018-02-01

The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear partial differential equations satisfied by the corresponding scalar integrals. Taking examples of the one-loop B0 and massless C0 functions, as well as the scalar integrals of two-loop vacuum and sunset diagrams, we verify our expressions coinciding with the well-known results of literatures. Based on the multiple hypergeometric functions of independent kinematic variables, the systems of homogeneous linear partial differential equations satisfied by the mentioned scalar integrals are established. Using the calculus of variations, one recognizes the system of linear partial differential equations as stationary conditions of a functional under some given restrictions, which is the cornerstone to perform the continuation of the scalar integrals to whole kinematic domains numerically with the finite element methods. In principle this method can be used to evaluate the scalar integrals of any Feynman diagrams.

Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics, production version (SOUSSA-P 1.1). Volume 1: Theoretical manual. [Green function

NASA Technical Reports Server (NTRS)

Morino, L.

1980-01-01

Recent developments of the Green's function method and the computer program SOUSSA (Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics) are reviewed and summarized. Applying the Green's function method to the fully unsteady (transient) potential equation yields an integro-differential-delay equation. With spatial discretization by the finite-element method, this equation is approximated by a set of differential-delay equations in time. Time solution by Laplace transform yields a matrix relating the velocity potential to the normal wash. Premultiplying and postmultiplying by the matrices relating generalized forces to the potential and the normal wash to the generalized coordinates one obtains the matrix of the generalized aerodynamic forces. The frequency and mode-shape dependence of this matrix makes the program SOUSSA useful for multiple frequency and repeated mode-shape evaluations.

A double expansion method for the frequency response of finite-length beams with periodic parameters

NASA Astrophysics Data System (ADS)

Ying, Z. G.; Ni, Y. Q.

2017-03-01

A double expansion method for the frequency response of finite-length beams with periodic distribution parameters is proposed. The vibration response of the beam with spatial periodic parameters under harmonic excitations is studied. The frequency response of the periodic beam is the function of parametric period and then can be expressed by the series with the product of periodic and non-periodic functions. The procedure of the double expansion method includes the following two main steps: first, the frequency response function and periodic parameters are expanded by using identical periodic functions based on the extension of the Floquet-Bloch theorem, and the period-parametric differential equation for the frequency response is converted into a series of linear differential equations with constant coefficients; second, the solutions to the linear differential equations are expanded by using modal functions which satisfy the boundary conditions, and the linear differential equations are converted into algebraic equations according to the Galerkin method. The expansion coefficients are obtained by solving the algebraic equations and then the frequency response function is finally determined. The proposed double expansion method can uncouple the effects of the periodic expansion and modal expansion so that the expansion terms are determined respectively. The modal number considered in the second expansion can be reduced remarkably in comparison with the direct expansion method. The proposed double expansion method can be extended and applied to the other structures with periodic distribution parameters for dynamics analysis. Numerical results on the frequency response of the finite-length periodic beam with various parametric wave numbers and wave amplitude ratios are given to illustrate the effective application of the proposed method and the new frequency response characteristics, including the parameter-excited modal resonance, doubling-peak frequency response and remarkable reduction of the maximum frequency response for certain parametric wave number and wave amplitude. The results have the potential application to structural vibration control.

Using the Human Activity Profile to Assess Functional Performance in Heart Failure.

PubMed

Ribeiro-Samora, Giane Amorim; Pereira, Danielle Aparecida Gomes; Vieira, Otávia Alves; de Alencar, Maria Clara Noman; Rodrigues, Roseane Santo; Carvalho, Maria Luiza Vieira; Montemezzo, Dayane; Britto, Raquel Rodrigues

2016-01-01

To investigate (1) the validity of using the Human Activity Profile (HAP) in patients with heart failure (HF) to estimate functional capacity; (2) the association between the HAP and 6-Minute Walk Test (6MWT) distance; and (3) the ability of the HAP to differentiate between New York Heart Association (NYHA) functional classes. In a cross-sectional study, we evaluated 62 clinically stable patients with HF (mean age, 47.98 years; NYHA class I-III). Variables included maximal functional capacity as measured by peak oxygen uptake ((Equation is included in full-text article.)O2) using a cardiopulmonary exercise test (CPET), peak (Equation is included in full-text article.)O2 as estimated by the HAP, and exercise capacity as measured by the 6MWT. The difference between the measured (CPET) and estimated (HAP) peak (Equation is included in full-text article.)O2 against the average values showed a bias of 2.18 mL/kg/min (P = .007). No agreement was seen between these measures when applying the Bland-Altman method. Peak (Equation is included in full-text article.)O2 in the HAP showed a moderate association with the 6MWT distance (r = 0.62; P < .0001). Peak (Equation is included in full-text article.)O2 in the HAP was able to statistically differentiate NYHA functional classes I, II, and III (P < .05). The estimated peak (Equation is included in full-text article.)O2 using the HAP was not concordant with the gold standard CPET measure. On the contrary, the HAP was able to differentiate NYHA functional class associated with the 6MWT distance; therefore, the HAP is a useful tool for assessing functional performance in patients with HF.

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

NASA Astrophysics Data System (ADS)

Jamaludin, N. A.; Ahmedov, A.

2017-09-01

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

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

PubMed

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

2002-02-01

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

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

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

Introduction of the Notion of Differential Equations by Modelling Based Teaching

ERIC Educational Resources Information Center

Budinski, Natalija; Takaci, Djurdjica

2011-01-01

This paper proposes modelling based learning as a tool for learning and teaching mathematics. The example of modelling real world problems leading to the exponential function as the solution of differential equations is described, as well as the observations about students' activities during the process. The students were acquainted with the…

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

NASA Technical Reports Server (NTRS)

Ito, K.

1984-01-01

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

Exact solutions to the time-fractional differential equations via local fractional derivatives

NASA Astrophysics Data System (ADS)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

This article utilizes the local fractional derivative and the exp-function method to construct the exact solutions of nonlinear time-fractional differential equations (FDEs). For illustrating the validity of the method, it is applied to the time-fractional Camassa-Holm equation and the time-fractional-generalized fifth-order KdV equation. Moreover, the exact solutions are obtained for the equations which are formed by different parameter values related to the time-fractional-generalized fifth-order KdV equation. This method is an reliable and efficient mathematical tool for solving FDEs and it can be applied to other non-linear FDEs.

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

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

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

A Potential Function Derivation of a Constitutive Equation for Inelastic Material Response

NASA Technical Reports Server (NTRS)

Stouffer, D. C.; Elfoutouh, N. A.

1983-01-01

Physical and thermodynamic concepts are used to develop a potential function for application to high temperature polycrystalline material response. Inherent in the formulation is a differential relationship between the potential function and constitutive equation in terms of the state variables. Integration of the differential relationship produces a state variable evolution equation that requires specification of the initial value of the state variable and its time derivative. It is shown that the initial loading rate, which is directly related to the initial hardening rate, can significantly influence subsequent material response. This effect is consistent with observed material behavior on the macroscopic and microscopic levels, and may explain the wide scatter in response often found in creep testing.

Poincaré chaos and unpredictable functions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2017-07-01

The results of this study are continuation of the research of Poincaré chaos initiated in the papers (M. Akhmet and M.O. Fen, Commun Nonlinear Sci Numer Simulat 40 (2016) 1-5; M. Akhmet and M.O. Fen, Turk J Math, doi:10.3906/mat-1603-51, in press). We focus on the construction of an unpredictable function, continuous on the real axis. As auxiliary results, unpredictable orbits for the symbolic dynamics and the logistic map are obtained. By shaping the unpredictable function as well as Poisson function we have performed the first step in the development of the theory of unpredictable solutions for differential and discrete equations. The results are preliminary ones for deep analysis of chaos existence in differential and hybrid systems. Illustrative examples concerning unpredictable solutions of differential equations are provided.

Symmetry investigations on the incompressible stationary axisymmetric Euler equations with swirl

NASA Astrophysics Data System (ADS)

Frewer, M.; Oberlack, M.; Guenther, S.

2007-08-01

We discuss the incompressible stationary axisymmetric Euler equations with swirl, for which we derive via a scalar stream function an equivalent representation, the Bragg-Hawthorne equation [Bragg, S.L., Hawthorne, W.R., 1950. Some exact solutions of the flow through annular cascade actuator discs. J. Aero. Sci. 17, 243]. Despite this obvious equivalence, we will show that under a local Lie point symmetry analysis the Bragg-Hawthorne equation exposes itself as not being fully equivalent to the original Euler equations. This is reflected in the way that it possesses additional symmetries not being admitted by its counterpart. In other words, a symmetry of the Bragg-Hawthorne equation is in general not a symmetry of the Euler equations. Not the differential Euler equations but rather a set of integro-differential equations attains full equivalence to the Bragg-Hawthorne equation. For these intermediate Euler equations, it is interesting to note that local symmetries of the Bragg-Hawthorne equation transform to local as well as to nonlocal symmetries. This behaviour, on the one hand, is in accordance with Zawistowski's result [Zawistowski, Z.J., 2001. Symmetries of integro-differential equations. Rep. Math. Phys. 48, 269; Zawistowski, Z.J., 2004. General criterion of invariance for integro-differential equations. Rep. Math. Phys. 54, 341] that it is possible for integro-differential equations to admit local Lie point symmetries. On the other hand, with this transformation process we collect symmetries which cannot be obtained when carrying out a usual local Lie point symmetry analysis. Finally, the symmetry classification of the Bragg-Hawthorne equation is used to find analytical solutions for the phenomenon of vortex breakdown.

Differentiable McCormick relaxations

DOE PAGES

Khan, Kamil A.; Watson, Harry A. J.; Barton, Paul I.

2016-05-27

McCormick's classical relaxation technique constructs closed-form convex and concave relaxations of compositions of simple intrinsic functions. These relaxations have several properties which make them useful for lower bounding problems in global optimization: they can be evaluated automatically, accurately, and computationally inexpensively, and they converge rapidly to the relaxed function as the underlying domain is reduced in size. They may also be adapted to yield relaxations of certain implicit functions and differential equation solutions. However, McCormick's relaxations may be nonsmooth, and this nonsmoothness can create theoretical and computational obstacles when relaxations are to be deployed. This article presents a continuously differentiablemore » variant of McCormick's original relaxations in the multivariate McCormick framework of Tsoukalas and Mitsos. Gradients of the new differentiable relaxations may be computed efficiently using the standard forward or reverse modes of automatic differentiation. Furthermore, extensions to differentiable relaxations of implicit functions and solutions of parametric ordinary differential equations are discussed. A C++ implementation based on the library MC++ is described and applied to a case study in nonsmooth nonconvex optimization.« less

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

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

Rupšys, P.

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

Estimation of periodic solutions number of first-order differential equations

NASA Astrophysics Data System (ADS)

Ivanov, Gennady; Alferov, Gennady; Gorovenko, Polina; Sharlay, Artem

2018-05-01

The paper deals with first-order differential equations under the assumption that the right-hand side is a periodic function of time and continuous in the set of arguments. Pliss V.A. obtained the first results for a particular class of equations and showed that a number of theorems can not be continued. In this paper, it was possible to reduce the restrictions on the degree of smoothness of the right-hand side of the equation and obtain upper and lower bounds on the number of possible periodic solutions.

Existence of a coupled system of fractional differential equations

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

Ibrahim, Rabha W.; Siri, Zailan

2015-10-22

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

R-Function Relationships for Application in the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

2000-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, e(t), and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, el, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

R-function relationships for application in the fractional calculus.

PubMed

Lorenzo, Carl F; Hartley, Tom T

2008-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, et, and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, et, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

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

PubMed Central

Zhao, Xiaofeng; McGough, Robert J.

2016-01-01

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

The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Gao, Shan; Liu, Zaiming

2010-03-01

In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the nth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case that the claim size distribution is exponential is considered in some detail.

A hierarchy of generalized Jaulent-Miodek equations and their explicit solutions

NASA Astrophysics Data System (ADS)

Geng, Xianguo; Guan, Liang; Xue, Bo

A hierarchy of generalized Jaulent-Miodek (JM) equations related to a new spectral problem with energy-dependent potentials is proposed. Depending on the Lax matrix and elliptic variables, the generalized JM hierarchy is decomposed into two systems of solvable ordinary differential equations. Explicit theta function representations of the meromorphic function and the Baker-Akhiezer function are constructed, the solutions of the hierarchy are obtained based on the theory of algebraic curves.

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

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

PubMed

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

2016-08-01

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

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

NASA Astrophysics Data System (ADS)

Cosso, Andrea; Russo, Francesco

2016-11-01

Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A Hamilton-Jacobi theory for implicit differential systems

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Existence and discrete approximation for optimization problems governed by fractional differential equations

NASA Astrophysics Data System (ADS)

Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

2018-06-01

We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

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

NASA Astrophysics Data System (ADS)

Konopelchenko, B. G.; Ortenzi, G.

2013-12-01

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

Modeling of aircraft unsteady aerodynamic characteristics. Part 1: Postulated models

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Noderer, Keith D.

1994-01-01

A short theoretical study of aircraft aerodynamic model equations with unsteady effects is presented. The aerodynamic forces and moments are expressed in terms of indicial functions or internal state variables. The first representation leads to aircraft integro-differential equations of motion; the second preserves the state-space form of the model equations. The formulations of unsteady aerodynamics is applied in two examples. The first example deals with a one-degree-of-freedom harmonic motion about one of the aircraft body axes. In the second example, the equations for longitudinal short-period motion are developed. In these examples, only linear aerodynamic terms are considered. The indicial functions are postulated as simple exponentials and the internal state variables are governed by linear, time-invariant, first-order differential equations. It is shown that both approaches to the modeling of unsteady aerodynamics lead to identical models.

The renormalization group and the implicit function theorem for amplitude equations

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

Kirkinis, Eleftherios

2008-07-15

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

On the multiple zeros of a real analytic function with applications to the averaging theory of differential equations

NASA Astrophysics Data System (ADS)

García, Isaac A.; Llibre, Jaume; Maza, Susanna

2018-06-01

In this work we consider real analytic functions , where , Ω is a bounded open subset of , is an interval containing the origin, are parameters, and ε is a small parameter. We study the branching of the zero-set of at multiple points when the parameter ε varies. We apply the obtained results to improve the classical averaging theory for computing T-periodic solutions of λ-families of analytic T-periodic ordinary differential equations defined on , using the displacement functions defined by these equations. We call the coefficients in the Taylor expansion of in powers of ε the averaged functions. The main contribution consists in analyzing the role that have the multiple zeros of the first non-zero averaged function. The outcome is that these multiple zeros can be of two different classes depending on whether the zeros belong or not to the analytic set defined by the real variety associated to the ideal generated by the averaged functions in the Noetheriang ring of all the real analytic functions at . We bound the maximum number of branches of isolated zeros that can bifurcate from each multiple zero z 0. Sometimes these bounds depend on the cardinalities of minimal bases of the former ideal. Several examples illustrate our results and they are compared with the classical theory, branching theory and also under the light of singularity theory of smooth maps. The examples range from polynomial vector fields to Abel differential equations and perturbed linear centers.

Ordinary differential equations with applications in molecular biology.

PubMed

Ilea, M; Turnea, M; Rotariu, M

2012-01-01

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

On the coefficients of integrated expansions and integrals of ultraspherical polynomials and their applications for solving differential equations

NASA Astrophysics Data System (ADS)

Doha, E. H.

2002-02-01

An analytical formula expressing the ultraspherical coefficients of an expansion for an infinitely differentiable function that has been integrated an arbitrary number of times in terms of the coefficients of the original expansion of the function is stated in a more compact form and proved in a simpler way than the formula suggested by Phillips and Karageorghis (27 (1990) 823). A new formula expressing explicitly the integrals of ultraspherical polynomials of any degree that has been integrated an arbitrary number of times of ultraspherical polynomials is given. The tensor product of ultraspherical polynomials is used to approximate a function of more than one variable. Formulae expressing the coefficients of differentiated expansions of double and triple ultraspherical polynomials in terms of the original expansion are stated and proved. Some applications of how to use ultraspherical polynomials for solving ordinary and partial differential equations are described.

Comparison of some optimal control methods for the design of turbine blades

NASA Technical Reports Server (NTRS)

Desilva, B. M. E.; Grant, G. N. C.

1977-01-01

This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations Joseph W. Rudmin (Physics Dept, James Madison University) A new system of solving systems of differential equations will be presented, which has been developed by J. Edgar Parker and James Sochacki, of the James Madison University Mathematics Department. The method produces MacClaurin Series solutions to systems of differential equations, with the coefficients in either algebraic or numerical form. The method yields high-degree solutions: 20th degree is easily obtainable. It is conceptually simple, fast, and extremely general. It has been applied to over a hundred systems of differential equations, some of which were previously unsolved, and has yet to fail to solve any system for which the MacClaurin series converges. The method is non-recursive: each coefficient in the series is calculated just once, in closed form, and its accuracy is limited only by the digital accuracy of the computer. Although the original differential equations may include any mathematical functions, the computational method includes ONLY the operations of addition, subtraction, and multiplication. Furthermore, it is perfectly suited to parallel -processing computer languages. Those who learn this system will never use Runge-Kutta or predictor-corrector methods again. Examples will be presented, including the classical many-body problem.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

A new solution-adaptive grid generation method for transonic airfoil flow calculations

NASA Technical Reports Server (NTRS)

Nakamura, S.; Holst, T. L.

1981-01-01

The clustering algorithm is controlled by a second-order, ordinary differential equation which uses the airfoil surface density gradient as a forcing function. The solution to this differential equation produces a surface grid distribution which is automatically clustered in regions with large gradients. The interior grid points are established from this surface distribution by using an interpolation scheme which is fast and retains the desirable properties of the original grid generated from the standard elliptic equation approach.

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

PubMed

Bacaër, Nicolas

2017-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Quasi-linear theory via the cumulant expansion approach

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1974-01-01

The cumulant expansion technique of Kubo was used to derive an intergro-differential equation for f , the average one particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the f equation degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory for this limited class of fluctuations. For more physically realistic fluctuations, however, quasi-linear theory is at best approximate.

Properties of Solutions to the Irving-Mullineux Oscillator Equation

NASA Astrophysics Data System (ADS)

Mickens, Ronald E.

2002-10-01

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

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

NASA Technical Reports Server (NTRS)

Kawalko, Stephen F.

1990-01-01

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

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

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

Addona, Davide, E-mail: d.addona@campus.unimib.it

2015-08-15

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

Solution of Dirac equation for Eckart potential and trigonometric Manning Rosen potential using asymptotic iteration method

NASA Astrophysics Data System (ADS)

Resita Arum, Sari; A, Suparmi; C, Cari

2016-01-01

The Dirac equation for Eckart potential and trigonometric Manning Rosen potential with exact spin symmetry is obtained using an asymptotic iteration method. The combination of the two potentials is substituted into the Dirac equation, then the variables are separated into radial and angular parts. The Dirac equation is solved by using an asymptotic iteration method that can reduce the second order differential equation into a differential equation with substitution variables of hypergeometry type. The relativistic energy is calculated using Matlab 2011. This study is limited to the case of spin symmetry. With the asymptotic iteration method, the energy spectra of the relativistic equations and equations of orbital quantum number l can be obtained, where both are interrelated between quantum numbers. The energy spectrum is also numerically solved using the Matlab software, where the increase in the radial quantum number nr causes the energy to decrease. The radial part and the angular part of the wave function are defined as hypergeometry functions and visualized with Matlab 2011. The results show that the disturbance of a combination of the Eckart potential and trigonometric Manning Rosen potential can change the radial part and the angular part of the wave function. Project supported by the Higher Education Project (Grant No. 698/UN27.11/PN/2015).

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2004-01-01

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

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

PubMed

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

2009-06-03

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

Electron dynamics inside a vacuum tube diode through linear differential equations

NASA Astrophysics Data System (ADS)

González, Gabriel; Orozco, Fco. Javier González; Orozco

2014-04-01

In this paper we analyze the motion of charged particles in a vacuum tube diode by solving linear differential equations. Our analysis is based on expressing the volume charge density as a function of the current density and coordinates only, i.e. ρ=ρ(J,z), while in the usual scheme the volume charge density is expressed as a function of the current density and electrostatic potential, i.e. ρ=ρ(J,V). We show that, in the case of slow varying charge density, the space-charge-limited current is reduced up to 50%. Our approach gives the well-known behavior of the classical current density proportional to the three-halves power of the bias potential and inversely proportional to the square of the gap distance between electrodes, and does not require the solution of the nonlinear differential equation normally associated with the Child-Langmuir formulation.

Nonlinear differential equations for the wavefront surface at arbitrary Hartmann-plane distances.

PubMed

Téllez-Quiñones, Alejandro; Malacara-Doblado, Daniel; Flores-Hernández, Ricardo; Gutiérrez-Hernández, David A; León-Rodríguez, Miguel

2016-03-20

In the Hartmann test, a wave aberration function W is estimated from the information of the spot diagram drawn in an observation plane. The distance from a reference plane to the observation plane, the Hartmann-plane distance, is typically chosen as z=f, where f is the radius of a reference sphere. The function W and the transversal aberrations {X,Y} calculated at the plane z=f are related by two well-known linear differential equations. Here, we propose two nonlinear differential equations to denote a more general relation between W and the transversal aberrations {U,V} calculated at any arbitrary Hartmann-plane distance z=r. We also show how to directly estimate the wavefront surface w from the information of {U,V}. The use of arbitrary r values could improve the reliability of the measurements of W, or w, when finding difficulties in adequate ray identification at z=f.

The probability density function (PDF) of Lagrangian Turbulence

NASA Astrophysics Data System (ADS)

Birnir, B.

2012-12-01

The statistical theory of Lagrangian turbulence is derived from the stochastic Navier-Stokes equation. Assuming that the noise in fully-developed turbulence is a generic noise determined by the general theorems in probability, the central limit theorem and the large deviation principle, we are able to formulate and solve the Kolmogorov-Hopf equation for the invariant measure of the stochastic Navier-Stokes equations. The intermittency corrections to the scaling exponents of the structure functions require a multiplicative (multipling the fluid velocity) noise in the stochastic Navier-Stokes equation. We let this multiplicative noise, in the equation, consists of a simple (Poisson) jump process and then show how the Feynmann-Kac formula produces the log-Poissonian processes, found by She and Leveque, Waymire and Dubrulle. These log-Poissonian processes give the intermittency corrections that agree with modern direct Navier-Stokes simulations (DNS) and experiments. The probability density function (PDF) plays a key role when direct Navier-Stokes simulations or experimental results are compared to theory. The statistical theory of turbulence is determined, including the scaling of the structure functions of turbulence, by the invariant measure of the Navier-Stokes equation and the PDFs for the various statistics (one-point, two-point, N-point) can be obtained by taking the trace of the corresponding invariant measures. Hopf derived in 1952 a functional equation for the characteristic function (Fourier transform) of the invariant measure. In distinction to the nonlinear Navier-Stokes equation, this is a linear functional differential equation. The PDFs obtained from the invariant measures for the velocity differences (two-point statistics) are shown to be the four parameter generalized hyperbolic distributions, found by Barndorff-Nilsen. These PDF have heavy tails and a convex peak at the origin. A suitable projection of the Kolmogorov-Hopf equations is the differential equation determining the generalized hyperbolic distributions. Then we compare these PDFs with DNS results and experimental data.

Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type

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

Yang, Xuetao; Zhu, Quanxin, E-mail: zqx22@126.com

2015-12-15

In this paper, we are mainly concerned with a class of stochastic neutral functional differential equations of Sobolev-type with Poisson jumps. Under two different sets of conditions, we establish the existence of the mild solution by applying the Leray-Schauder alternative theory and the Sadakovskii’s fixed point theorem, respectively. Furthermore, we use the Bihari’s inequality to prove the Osgood type uniqueness. Also, the mean square exponential stability is investigated by applying the Gronwall inequality. Finally, two examples are given to illustrate the theory results.

The perturbed Sparre Andersen model with a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Gao, Heli; Yin, Chuancun

2008-10-01

In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case where the inter-claim times are Erlang(2) distributed and the claim size distribution is exponential is considered in some details.

Statistical distribution sampling

NASA Technical Reports Server (NTRS)

Johnson, E. S.

1975-01-01

Determining the distribution of statistics by sampling was investigated. Characteristic functions, the quadratic regression problem, and the differential equations for the characteristic functions are analyzed.

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

PubMed

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

2011-06-01

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

Higher-order automatic differentiation of mathematical functions

NASA Astrophysics Data System (ADS)

Charpentier, Isabelle; Dal Cappello, Claude

2015-04-01

Functions of mathematical physics such as the Bessel functions, the Chebyshev polynomials, the Gauss hypergeometric function and so forth, have practical applications in many scientific domains. On the one hand, differentiation formulas provided in reference books apply to real or complex variables. These do not account for the chain rule. On the other hand, based on the chain rule, the automatic differentiation has become a natural tool in numerical modeling. Nevertheless automatic differentiation tools do not deal with the numerous mathematical functions. This paper describes formulas and provides codes for the higher-order automatic differentiation of mathematical functions. The first method is based on Faà di Bruno's formula that generalizes the chain rule. The second one makes use of the second order differential equation they satisfy. Both methods are exemplified with the aforementioned functions.

The mechanical and chemical equations of motion of muscle contraction

NASA Astrophysics Data System (ADS)

Shiner, J. S.; Sieniutycz, Stanislaw

1997-11-01

Up to now no formulation of muscle contraction has provided both the chemical kinetic equations for the reactions responsible for the contraction and the mechanical equation of motion for the muscle. This has most likely been due to the lack of general formalisms for nonlinear systems with chemical-nonchemical coupling valid under the far from equilibrium conditions under which muscle operates physiologically. We have recently developed such formalisms and apply them here to the formulation of muscle contraction to obtain both the chemical and the mechanical equations. The standard formulation up to now has yielded only the dynamic equations for the chemical variables and has considered these to be functions of both time and an appropriate mechanical variable. The macroscopically observable quantities were then obtained by averaging over the mechanical variable. When attempting to derive the dynamics equations for both the chemistry and mechanics this choice of variables leads to conflicting results for the mechanical equation of motion when two different general formalisms are applied. The conflict can be resolved by choosing the variables such that both the chemical variables and the mechanical variables are considered to be functions of time alone. This adds one equation to the set of differential equations to be solved but is actually a simplification of the problem, since these equations are ordinary differential equations, not the partial differential equations of the now standard formulation, and since in this choice of variables the variables themselves are the macroscopic observables the procedure of averaging over the mechanical variable is eliminated. Furthermore, the parameters occurring in the equations at this level of description should be accessible to direct experimental determination.

Finite Temperature Densities via the S-Function Method with Application to Electron Screening in Plasmas

NASA Astrophysics Data System (ADS)

Watrous, Mitchell James

1997-12-01

A new approach to the Green's-function method for the calculation of equilibrium densities within the finite temperature, Kohn-Sham formulation of density functional theory is presented, which extends the method to all temperatures. The contour of integration in the complex energy plane is chosen such that the density is given by a sum of Green's function differences evaluated at the Matsubara frequencies, rather than by the calculation and summation of Kohn-Sham single-particle wave functions. The Green's functions are written in terms of their spectral representation and are calculated as the solutions of their defining differential equations. These differential equations are boundary value problems as opposed to the standard eigenvalue problems. For large values of the complex energy, the differential equations are further simplified from second to first-order by writing the Green's functions in terms of logarithmic derivatives. An asymptotic expression for the Green's functions is derived, which allows the sum over Matsubara poles to be approximated. The method is applied to the screening of nuclei by electrons in finite temperature plasmas. To demonstrate the method's utility, and to illustrate its advantages, the results of previous wave function type calculations for protons and neon nuclei are reproduced. The method is also used to formulate a new screening model for fusion reactions in the solar core, and the predicted reaction rate enhancements factors are compared with existing models.

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

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

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

PubMed

Edelman, Mark

2015-07-01

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

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

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

Propagation of mechanical waves through a stochastic medium with spherical symmetry

NASA Astrophysics Data System (ADS)

Avendaño, Carlos G.; Reyes, J. Adrián

2018-01-01

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

Monotone viable trajectories for functional differential inclusions

NASA Astrophysics Data System (ADS)

Haddad, Georges

This paper is a study on functional differential inclusions with memory which represent the multivalued version of retarded functional differential equations. The main result gives a necessary and sufficient equations. The main result gives a necessary and sufficient condition ensuring the existence of viable trajectories; that means trajectories remaining in a given nonempty closed convex set defined by given constraints the system must satisfy to be viable. Some motivations for this paper can be found in control theory where F( t, φ) = { f( t, φ, u)} uɛU is the set of possible velocities of the system at time t, depending on the past history represented by the function φ and on a control u ranging over a set U of controls. Other motivations can be found in planning procedures in microeconomics and in biological evolutions where problems with memory do effectively appear in a multivalued version. All these models require viability constraints represented by a closed convex set.

Dynamic equations for an isotropic spherical shell using the power series method and surface differential operators

NASA Astrophysics Data System (ADS)

Okhovat, Reza; Boström, Anders

2017-04-01

Dynamic equations for an isotropic spherical shell are derived by using a series expansion technique. The displacement field is split into a scalar (radial) part and a vector (tangential) part. Surface differential operators are introduced to decrease the length of all equations. The starting point is a power series expansion of the displacement components in the thickness coordinate relative to the mid-surface of the shell. By using the expansions of the displacement components, the three-dimensional elastodynamic equations yield a set of recursion relations among the expansion functions that can be used to eliminate all but the four of lowest order and to express higher order expansion functions in terms of those of lowest orders. Applying the boundary conditions on the surfaces of the spherical shell and eliminating all but the four lowest order expansion functions give the shell equations as a power series in the shell thickness. After lengthy manipulations, the final four shell equations are obtained in a relatively compact form which are given to second order in shell thickness explicitly. The eigenfrequencies are compared to exact three-dimensional theory with excellent agreement and to membrane theory.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

The Use of Graphs in Specific Situations of the Initial Conditions of Linear Differential Equations

ERIC Educational Resources Information Center

Buendía, Gabriela; Cordero, Francisco

2013-01-01

In this article, we present a discussion on the role of graphs and its significance in the relation between the number of initial conditions and the order of a linear differential equation, which is known as the initial value problem. We propose to make a functional framework for the use of graphs that intends to broaden the explanations of the…

Multiscale Multiphysics and Multidomain Models I: Basic Theory

PubMed Central

Wei, Guo-Wei

2013-01-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field. PMID:25382892

Multiscale Multiphysics and Multidomain Models I: Basic Theory.

PubMed

Wei, Guo-Wei

2013-12-01

This work extends our earlier two-domain formulation of a differential geometry based multiscale paradigm into a multidomain theory, which endows us the ability to simultaneously accommodate multiphysical descriptions of aqueous chemical, physical and biological systems, such as fuel cells, solar cells, nanofluidics, ion channels, viruses, RNA polymerases, molecular motors and large macromolecular complexes. The essential idea is to make use of the differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain of solvent from the microscopic domain of solute, and dynamically couple continuum and discrete descriptions. Our main strategy is to construct energy functionals to put on an equal footing of multiphysics, including polar (i.e., electrostatic) solvation, nonpolar solvation, chemical potential, quantum mechanics, fluid mechanics, molecular mechanics, coarse grained dynamics and elastic dynamics. The variational principle is applied to the energy functionals to derive desirable governing equations, such as multidomain Laplace-Beltrami (LB) equations for macromolecular morphologies, multidomain Poisson-Boltzmann (PB) equation or Poisson equation for electrostatic potential, generalized Nernst-Planck (NP) equations for the dynamics of charged solvent species, generalized Navier-Stokes (NS) equation for fluid dynamics, generalized Newton's equations for molecular dynamics (MD) or coarse-grained dynamics and equation of motion for elastic dynamics. Unlike the classical PB equation, our PB equation is an integral-differential equation due to solvent-solute interactions. To illustrate the proposed formalism, we have explicitly constructed three models, a multidomain solvation model, a multidomain charge transport model and a multidomain chemo-electro-fluid-MD-elastic model. Each solute domain is equipped with distinct surface tension, pressure, dielectric function, and charge density distribution. In addition to long-range Coulombic interactions, various non-electrostatic solvent-solute interactions are considered in the present modeling. We demonstrate the consistency between the non-equilibrium charge transport model and the equilibrium solvation model by showing the systematical reduction of the former to the latter at equilibrium. This paper also offers a brief review of the field.

A new method for constructing analytic elements for groundwater flow.

NASA Astrophysics Data System (ADS)

Strack, O. D.

2007-12-01

The analytic element method is based upon the superposition of analytic functions that are defined throughout the infinite domain, and can be used to meet a variety of boundary conditions. Analytic elements have been use successfully for a number of problems, mainly dealing with the Poisson equation (see, e.g., Theory and Applications of the Analytic Element Method, Reviews of Geophysics, 41,2/1005 2003 by O.D.L. Strack). The majority of these analytic elements consists of functions that exhibit jumps along lines or curves. Such linear analytic elements have been developed also for other partial differential equations, e.g., the modified Helmholz equation and the heat equation, and were constructed by integrating elementary solutions, the point sink and the point doublet, along a line. This approach is limiting for two reasons. First, the existence is required of the elementary solutions, and, second, the integration tends to limit the range of solutions that can be obtained. We present a procedure for generating analytic elements that requires merely the existence of a harmonic function with the desired properties; such functions exist in abundance. The procedure to be presented is used to generalize this harmonic function in such a way that the resulting expression satisfies the applicable differential equation. The approach will be applied, along with numerical examples, for the modified Helmholz equation and for the heat equation, while it is noted that the method is in no way restricted to these equations. The procedure is carried out entirely in terms of complex variables, using Wirtinger calculus.

Working With the Wave Equation in Aeroacoustics: The Pleasures of Generalized Functions

NASA Technical Reports Server (NTRS)

Farassat, F.; Brentner, Kenneth S.; Dunn, mark H.

2007-01-01

The theme of this paper is the applications of generalized function (GF) theory to the wave equation in aeroacoustics. We start with a tutorial on GFs with particular emphasis on viewing functions as continuous linear functionals. We next define operations on GFs. The operation of interest to us in this paper is generalized differentiation. We give many applications of generalized differentiation, particularly for the wave equation. We discuss the use of GFs in finding Green s function and some subtleties that only GF theory can clarify without ambiguities. We show how the knowledge of the Green s function of an operator L in a given domain D can allow us to solve a whole range of problems with operator L for domains situated within D by the imbedding method. We will show how we can use the imbedding method to find the Kirchhoff formulas for stationary and moving surfaces with ease and elegance without the use of the four-dimensional Green s theorem, which is commonly done. Other subjects covered are why the derivatives in conservation laws should be viewed as generalized derivatives and what are the consequences of doing this. In particular we show how we can imbed a problem in a larger domain for the identical differential equation for which the Green s function is known. The primary purpose of this paper is to convince the readers that GF theory is absolutely essential in aeroacoustics because of its powerful operational properties. Furthermore, learning the subject and using it can be fun.

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

PubMed

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

2016-07-01

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

Hipergeometric solutions to some nonhomogeneous equations of fractional order

NASA Astrophysics Data System (ADS)

Olivares, Jorge; Martin, Pablo; Maass, Fernando

2017-12-01

In this paper a study is performed to the solution of the linear non homogeneous fractional order alpha differential equation equal to I 0(x), where I 0(x) is the modified Bessel function of order zero, the initial condition is f(0)=0 and 0 < alpha < 1. Caputo definition for the fractional derivatives is considered. Fractional derivatives have become important in physical and chemical phenomena as visco-elasticity and visco-plasticity, anomalous diffusion and electric circuits. In particular in this work the values of alpha=1/2, 1/4 and 3/4. are explicitly considered . In these cases Laplace transform is applied, and later the inverse Laplace transform leads to the solutions of the differential equation, which become hypergeometric functions.

Wave equations in conformal gravity

NASA Astrophysics Data System (ADS)

Du, Juan-Juan; Wang, Xue-Jing; He, You-Biao; Yang, Si-Jiang; Li, Zhong-Heng

2018-05-01

We study the wave equation governing massless fields of all spins (s = 0, 1 2, 1, 3 2 and 2) in the most general spherical symmetric metric of conformal gravity. The equation is separable, the solution of the angular part is a spin-weighted spherical harmonic, and the radial wave function may be expressed in terms of solutions of the Heun equation which has four regular singular points. We also consider various special cases of the metric and find that the angular wave functions are the same for all cases, the actual shape of the metric functions affects only the radial wave function. It is interesting to note that each radial equation can be transformed into a known ordinary differential equation (i.e. Heun equation, or confluent Heun equation, or hypergeometric equation). The results show that there are analytic solutions for all the wave equations of massless spin fields in the spacetimes of conformal gravity. This is amazing because exact solutions are few and far between for other spacetimes.

Operational method of solution of linear non-integer ordinary and partial differential equations.

PubMed

Zhukovsky, K V

2016-01-01

We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique.

When is quasi-linear theory exact. [particle acceleration

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1975-01-01

We use the cumulant expansion technique of Kubo (1962, 1963) to derive an integrodifferential equation for the average one-particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the equation for this function degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory only for this limited class of fluctuations.

The Design-To-Cost Manifold

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Frankel, J. I.

1989-01-01

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

Theory of a general class of dissipative processes.

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Simplified combustion noise theory yielding a prediction of fluctuating pressure level

NASA Technical Reports Server (NTRS)

Huff, R. G.

1984-01-01

The first order equations for the conservation of mass and momentum in differential form are combined for an ideal gas to yield a single second order partial differential equation in one dimension and time. Small perturbation analysis is applied. A Fourier transformation is performed that results in a second order, constant coefficient, nonhomogeneous equation. The driving function is taken to be the source of combustion noise. A simplified model describing the energy addition via the combustion process gives the required source information for substitution in the driving function. This enables the particular integral solution of the nonhomogeneous equation to be found. This solution multiplied by the acoustic pressure efficiency predicts the acoustic pressure spectrum measured in turbine engine combustors. The prediction was compared with the overall sound pressure levels measured in a CF6-50 turbofan engine combustor and found to be in excellent agreement.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

PubMed

Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem

2018-01-01

In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.

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

NASA Technical Reports Server (NTRS)

Ito, K.

1983-01-01

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

Exact Solutions for Stokes' Flow of a Non-Newtonian Nanofluid Model: A Lie Similarity Approach

NASA Astrophysics Data System (ADS)

Aziz, Taha; Aziz, A.; Khalique, C. M.

2016-07-01

The fully developed time-dependent flow of an incompressible, thermodynamically compatible non-Newtonian third-grade nanofluid is investigated. The classical Stokes model is considered in which the flow is generated due to the motion of the plate in its own plane with an impulsive velocity. The Lie symmetry approach is utilised to convert the governing nonlinear partial differential equation into different linear and nonlinear ordinary differential equations. The reduced ordinary differential equations are then solved by using the compatibility and generalised group method. Exact solutions for the model equation are deduced in the form of closed-form exponential functions which are not available in the literature before. In addition, we also derived the conservation laws associated with the governing model. Finally, the physical features of the pertinent parameters are discussed in detail through several graphs.

Wavelets and distributed approximating functionals

NASA Astrophysics Data System (ADS)

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

1998-07-01

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

An Anharmonic Solution to the Equation of Motion for the Simple Pendulum

ERIC Educational Resources Information Center

Johannessen, Kim

2011-01-01

An anharmonic solution to the differential equation describing the oscillations of a simple pendulum at large angles is discussed. The solution is expressed in terms of functions not involving the Jacobi elliptic functions. In the derivation, a sinusoidal expression, including a linear and a Fourier sine series in the argument, has been applied.…

Differentiated Learning Environment--A Classroom for Quadratic Equation, Function and Graphs

ERIC Educational Resources Information Center

Dinç, Emre

2017-01-01

This paper will cover the design of a learning environment as a classroom regarding the Quadratic Equations, Functions and Graphs. The goal of the learning environment offered in the paper is to design a classroom where students will enjoy the process, use their skills they already have during the learning process, control and plan their learning…

The Matching Criterion Purification for Differential Item Functioning Analyses in a Large-Scale Assessment

ERIC Educational Resources Information Center

Lee, HyeSun; Geisinger, Kurt F.

2016-01-01

The current study investigated the impact of matching criterion purification on the accuracy of differential item functioning (DIF) detection in large-scale assessments. The three matching approaches for DIF analyses (block-level matching, pooled booklet matching, and equated pooled booklet matching) were employed with the Mantel-Haenszel…

A Decision Analysis Perspective on Multiple Response Robust Optimization

DTIC Science & Technology

2012-03-01

the utility function in question is monotonically increasing and is twice differentiable . If γ(y) = 0, the utility function is describing risk neutral...twice differentiable , the risk aversion function with respect to a single attribute, yi, i = 1, . . . , n, is given in Equation 2.9, γUyi = − U ′′yi U...UV (V (y1, y2)) and fol- lowing the chain rule of differentiation , Matheson and Abbas [31] show that the risk aversion with respect to a single

Periodic solutions of Lienard differential equations via averaging theory of order two.

PubMed

Llibre, Jaume; Novaes, Douglas D; Teixeira, Marco A

2015-01-01

For ε ≠ 0 sufficiently small we provide sufficient conditions for the existence of periodic solutions for the Lienard differential equations of the form x'' + f ⁢(x)⁢ x' + n2⁢x + g (x) = ε2p1 ⁢(t) + ε3 ⁢p2(t), where n is a positive integer, f : ℝ → ℝ is a C 3 function, g : ℝ → ℝ is a C 4 function, and p i : ℝ → ℝ for i = 1, 2 are continuous 2π-periodic function. The main tool used in this paper is the averaging theory of second order. We also provide one application of the main result obtained.

Reformulating the Schrödinger equation as a Shabat-Zakharov system

NASA Astrophysics Data System (ADS)

Boonserm, Petarpa; Visser, Matt

2010-02-01

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

Sensitivity of Satellite Altimetry Data Assimilation on a Naval Anti-Submarine Warfare Weapon System

DTIC Science & Technology

2004-09-01

representing the actual ocean structure than static climatology databases (Fox et. al., 2002; Chu et. al., 2004). It is expected that this 2...pressure amplitude function and ( , )P P r z= is the phase function, or eikonal . Doing this and collecting real and imaginary terms yields an equation... eikonal equation, [ ]2 2P k∇ = , (13) from which differential equations for rays can be derived (Etter, 1991). The rays are the normals to surfaces

Entropy and convexity for nonlinear partial differential equations

PubMed Central

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

2013-01-01

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

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

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

Critical spaces for quasilinear parabolic evolution equations and applications

NASA Astrophysics Data System (ADS)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

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

Differential Geometry Based Multiscale Models

PubMed Central

Wei, Guo-Wei

2010-01-01

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

Elementary Introduction to the Green's Function

ERIC Educational Resources Information Center

Whitten, R. C.; McCormick, P. T.

1975-01-01

Presents a technique, using the method of variation of parameters for solving differential equations, for introducing Green's function early in an undergraduate curriculum. Presents various examples. (Author/MLH)

Comparison principle for impulsive functional differential equations with infinite delays and applications

NASA Astrophysics Data System (ADS)

Li, Xiaodi; Shen, Jianhua; Akca, Haydar; Rakkiyappan, R.

2018-04-01

We introduce the Razumikhin technique to comparison principle and establish some comparison results for impulsive functional differential equations (IFDEs) with infinite delays, where the infinite delays may be infinite time-varying delays or infinite distributed delays. The idea is, under the help of Razumikhin technique, to reduce the study of IFDEs with infinite delays to the study of scalar impulsive differential equations (IDEs) in which the solutions are easy to deal with. Based on the comparison principle, we study the qualitative properties of IFDEs with infinite delays , which include stability, asymptotic stability, exponential stability, practical stability, boundedness, etc. It should be mentioned that the developed results in this paper can be applied to IFDEs with not only infinite delays but also persistent impulsive perturbations. Moreover, even for the special cases of non-impulsive effects or/and finite delays, the criteria prove to be simpler and less conservative than some existing results. Finally, two examples are given to illustrate the effectiveness and advantages of the proposed results.

Numerical solution of mixed convection flow of an MHD Jeffery fluid over an exponentially stretching sheet in the presence of thermal radiation and chemical reaction

NASA Astrophysics Data System (ADS)

Shateyi, Stanford; Marewo, Gerald T.

2018-05-01

We numerically investigate a mixed convection model for a magnetohydrodynamic (MHD) Jeffery fluid flowing over an exponentially stretching sheet. The influence of thermal radiation and chemical reaction is also considered in this study. The governing non-linear coupled partial differential equations are reduced to a set of coupled non-linear ordinary differential equations by using similarity functions. This new set of ordinary differential equations are solved numerically using the Spectral Quasi-Linearization Method. A parametric study of physical parameters involved in this study is carried out and displayed in tabular and graphical forms. It is observed that the velocity is enhanced with increasing values of the Deborah number, buoyancy and thermal radiation parameters. Furthermore, the temperature and species concentration are decreasing functions of the Deborah number. The skin friction coefficient increases with increasing values of the magnetic parameter and relaxation time. Heat and mass transfer rates increase with increasing values of the Deborah number and buoyancy parameters.

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

Approximating a nonlinear advanced-delayed equation from acoustics

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2016-10-01

We approximate the solution of a particular non-linear mixed type functional differential equation from physiology, the mucosal wave model of the vocal oscillation during phonation. The mathematical equation models a superficial wave propagating through the tissues. The numerical scheme is adapted from the work presented in [1, 2, 3], using homotopy analysis method (HAM) to solve the non linear mixed type equation under study.

Differential Equations and Computational Simulations

DTIC Science & Technology

1999-06-18

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

Optimal Harvesting in an Age-Structured Predator-Prey Model

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

Fister, K. Renee; Lenhart, Suzanne

2006-06-15

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

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.

Generalized Functions for the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

Previous papers have used two important functions for the solution of fractional order differential equations, the Mittag-Leffler functionE(sub q)[at(exp q)](1903a, 1903b, 1905), and the F-function F(sub q)[a,t] of Hartley & Lorenzo (1998). These functions provided direct solution and important understanding for the fundamental linear fractional order differential equation and for the related initial value problem (Hartley and Lorenzo, 1999). This paper examines related functions and their Laplace transforms. Presented for consideration are two generalized functions, the R-function and the G-function, useful in analysis and as a basis for computation in the fractional calculus. The R-function is unique in that it contains all of the derivatives and integrals of the F-function. The R-function also returns itself on qth order differ-integration. An example application of the R-function is provided. A further generalization of the R-function, called the G-function brings in the effects of repeated and partially repeated fractional poles.

On the Singularity Structure of WKB Solution of the Boosted Whittaker Equation: its Relevance to Resurgent Functions with Essential Singularities

NASA Astrophysics Data System (ADS)

Kamimoto, Shingo; Kawai, Takahiro; Koike, Tatsuya

2016-12-01

Inspired by the symbol calculus of linear differential operators of infinite order applied to the Borel transformed WKB solutions of simple-pole type equation [Kamimoto et al. (RIMS Kôkyûroku Bessatsu B 52:127-146, 2014)], which is summarized in Section 1, we introduce in Section 2 the space of simple resurgent functions depending on a parameter with an infra-exponential type growth order, and then we define the assigning operator A which acts on the space and produces resurgent functions with essential singularities. In Section 3, we apply the operator A to the Borel transforms of the Voros coefficient and its exponentiation for the Whittaker equation with a large parameter so that we may find the Borel transforms of the Voros coefficient and its exponentiation for the boosted Whittaker equation with a large parameter. In Section 4, we use these results to find the explicit form of the alien derivatives of the Borel transformed WKB solutions of the boosted Whittaker equation with a large parameter. The results in this paper manifest the importance of resurgent functions with essential singularities in developing the exact WKB analysis, the WKB analysis based on the resurgent function theory. It is also worth emphasizing that the concrete form of essential singularities we encounter is expressed by the linear differential operators of infinite order.

Weierstrass traveling wave solutions for dissipative Benjamin, Bona, and Mahony (BBM) equation

NASA Astrophysics Data System (ADS)

Mancas, Stefan C.; Spradlin, Greg; Khanal, Harihar

2013-08-01

In this paper the effect of a small dissipation on waves is included to find exact solutions to the modified Benjamin, Bona, and Mahony (BBM) equation by viscosity. Using Lyapunov functions and dynamical systems theory, we prove that when viscosity is added to the BBM equation, in certain regions there still exist bounded traveling wave solutions in the form of solitary waves, periodic, and elliptic functions. By using the canonical form of Abel equation, the polynomial Appell invariant makes the equation integrable in terms of Weierstrass ℘ functions. We will use a general formalism based on Ince's transformation to write the general solution of dissipative BBM in terms of ℘ functions, from which all the other known solutions can be obtained via simplifying assumptions. Using ODE (ordinary differential equations) analysis we show that the traveling wave speed is a bifurcation parameter that makes transition between different classes of waves.

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

NASA Astrophysics Data System (ADS)

Clelland, Jeanne Nielsen

1996-08-01

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

Conformational statistics of stiff macromolecules as solutions to partial differential equations on the rotation and motion groups

PubMed

Chirikjian; Wang

2000-07-01

Partial differential equations (PDE's) for the probability density function (PDF) of the position and orientation of the distal end of a stiff macromolecule relative to its proximal end are derived and solved. The Kratky-Porod wormlike chain, the Yamakawa helical wormlike chain, and the original and revised Marko-Siggia models are examples of stiffness models to which the present formulation is applied. The solution technique uses harmonic analysis on the rotation and motion groups to convert PDE's governing the PDF's of interest into linear algebraic equations which have mathematically elegant solutions.

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

PubMed

Heinmets, F

1989-06-01

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

Linear stability analysis of the Vlasov-Poisson equations in high density plasmas in the presence of crossed fields and density gradients

NASA Technical Reports Server (NTRS)

Kaup, D. J.; Hansen, P. J.; Choudhury, S. Roy; Thomas, Gary E.

1986-01-01

The equations for the single-particle orbits in a nonneutral high density plasma in the presence of inhomogeneous crossed fields are obtained. Using these orbits, the linearized Vlasov equation is solved as an expansion in the orbital radii in the presence of inhomogeneities and density gradients. A model distribution function is introduced whose cold-fluid limit is exactly the same as that used in many previous studies of the cold-fluid equations. This model function is used to reduce the linearized Vlasov-Poisson equations to a second-order ordinary differential equation for the linearized electrostatic potential whose eigenvalue is the perturbation frequency.

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

NASA Astrophysics Data System (ADS)

Ghanbari, Behzad; Inc, Mustafa

2018-04-01

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

All-optical 1st- and 2nd-order differential equation solvers with large tuning ranges using Fabry-Pérot semiconductor optical amplifiers.

PubMed

Chen, Kaisheng; Hou, Jie; Huang, Zhuyang; Cao, Tong; Zhang, Jihua; Yu, Yuan; Zhang, Xinliang

2015-02-09

We experimentally demonstrate an all-optical temporal computation scheme for solving 1st- and 2nd-order linear ordinary differential equations (ODEs) with tunable constant coefficients by using Fabry-Pérot semiconductor optical amplifiers (FP-SOAs). By changing the injection currents of FP-SOAs, the constant coefficients of the differential equations are practically tuned. A quite large constant coefficient tunable range from 0.0026/ps to 0.085/ps is achieved for the 1st-order differential equation. Moreover, the constant coefficient p of the 2nd-order ODE solver can be continuously tuned from 0.0216/ps to 0.158/ps, correspondingly with the constant coefficient q varying from 0.0000494/ps(2) to 0.006205/ps(2). Additionally, a theoretical model that combining the carrier density rate equation of the semiconductor optical amplifier (SOA) with the transfer function of the Fabry-Pérot (FP) cavity is exploited to analyze the solving processes. For both 1st- and 2nd-order solvers, excellent agreements between the numerical simulations and the experimental results are obtained. The FP-SOAs based all-optical differential-equation solvers can be easily integrated with other optical components based on InP/InGaAsP materials, such as laser, modulator, photodetector and waveguide, which can motivate the realization of the complicated optical computing on a single integrated chip.

On a modified streamline curvature method for the Euler equations

NASA Technical Reports Server (NTRS)

Cordova, Jeffrey Q.; Pearson, Carl E.

1988-01-01

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

Parsimonious evaluation of concentric-tube continuum robot equilibrium conformation.

PubMed

Rucker, Daniel Caleb; Webster Iii, Robert J

2009-09-01

Dexterous at small diameters, continuum robots consisting of precurved concentric tubes are well-suited for minimally invasive surgery. These active cannulas are actuated by relative translations and rotations applied at the tube bases, which create bending via elastic tube interaction. An accurate kinematic model of cannula shape is required for applications in surgical and other settings. Previous models are limited to circular tube precurvatures, and neglect torsional deformation in curved sections. Recent generalizations account for arbitrary tube preshaping and bending and torsion throughout the cannula, providing differential equations that define cannula shape. In this paper, we show how to simplify these equations using Frenet-Serret frames. An advantage of this approach is the interpretation of torsional components of the preset tube shapes as "forcing functions" on the cannula's differential equations. We also elucidate a process for numerically solving the differential equations, and use it to produce simulations illustrating the implications of torsional deformation and helical tube shapes.

Structure and Stability of Finite Dimensional Approximations for Functional Differential Equations.

DTIC Science & Technology

1983-10-01

approximating the solution of the algebraic Riccati equation associated with a retarded system. However, there remained one open problem in the...theory much more elegant and efficient (see e.g. BERNIER- MANITIUS ( 3 ], MANITIUS (14], DELFOUR-MANITIUS (71). They have led to a number of new results...characteristic function of the interval I. It is well known that equation (2.1) admits a unique solution2 n 12 x() e L 2o-h,-;iUn I W [0,_: 3 n ] for every

Direct Shear Failure in Reinforced Concrete Beams under Impulsive Loading

DTIC Science & Technology

1983-09-01

115 References ............... ............................. 119 Tables . ............................. 124 Figures ............ 1..............30...8217. : = differentiable functions of time 1 = elastic modulus enhancement function 4) 41’ = constants for a given mode W’, = frequency w tfirst thickness-shear...are defined by linear partial differential equations. The analytic results are compared to data gathered on one-way slabs loaded with impulsive blast

Design of Flight Vehicle Management Systems

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Nonlinear Control and Discrete Event Systems

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Eisenstein type series for Calabi-Yau varieties

NASA Astrophysics Data System (ADS)

Movasati, Hossein

2011-06-01

In this article we introduce an ordinary differential equation associated to the one parameter family of Calabi-Yau varieties which is mirror dual to the universal family of smooth quintic three folds. It is satisfied by seven functions written in the q-expansion form and the Yukawa coupling turns out to be rational in these functions. We prove that these functions are algebraically independent over the field of complex numbers, and hence, the algebra generated by such functions can be interpreted as the theory of (quasi) modular forms attached to the one parameter family of Calabi-Yau varieties. Our result is a reformulation and realization of a problem of Griffiths around seventies on the existence of automorphic functions for the moduli of polarized Hodge structures. It is a generalization of the Ramanujan differential equation satisfied by three Eisenstein series.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Piecewise linear emulator of the nonlinear Schrödinger equation and the resulting analytic solutions for Bose-Einstein condensates.

PubMed

Theodorakis, Stavros

2003-06-01

We emulate the cubic term Psi(3) in the nonlinear Schrödinger equation by a piecewise linear term, thus reducing the problem to a set of uncoupled linear inhomogeneous differential equations. The resulting analytic expressions constitute an excellent approximation to the exact solutions, as is explicitly shown in the case of the kink, the vortex, and a delta function trap. Such a piecewise linear emulation can be used for any differential equation where the only nonlinearity is a Psi(3) one. In particular, it can be used for the nonlinear Schrödinger equation in the presence of harmonic traps, giving analytic Bose-Einstein condensate solutions that reproduce very accurately the numerically calculated ones in one, two, and three dimensions.

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

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

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

On the optimal systems of subalgebras for the equations of hydrodynamic stability analysis of smooth shear flows and their group-invariant solutions

NASA Astrophysics Data System (ADS)

Hau, Jan-Niklas; Oberlack, Martin; Chagelishvili, George

2017-04-01

We present a unifying solution framework for the linearized compressible equations for two-dimensional linearly sheared unbounded flows using the Lie symmetry analysis. The full set of symmetries that are admitted by the underlying system of equations is employed to systematically derive the one- and two-dimensional optimal systems of subalgebras, whose connected group reductions lead to three distinct invariant ansatz functions for the governing sets of partial differential equations (PDEs). The purpose of this analysis is threefold and explicitly we show that (i) there are three invariant solutions that stem from the optimal system. These include a general ansatz function with two free parameters, as well as the ansatz functions of the Kelvin mode and the modal approach. Specifically, the first approach unifies these well-known ansatz functions. By considering two limiting cases of the free parameters and related algebraic transformations, the general ansatz function is reduced to either of them. This fact also proves the existence of a link between the Kelvin mode and modal ansatz functions, as these appear to be the limiting cases of the general one. (ii) The Lie algebra associated with the Lie group admitted by the PDEs governing the compressible dynamics is a subalgebra associated with the group admitted by the equations governing the incompressible dynamics, which allows an additional (scaling) symmetry. Hence, any consequences drawn from the compressible case equally hold for the incompressible counterpart. (iii) In any of the systems of ordinary differential equations, derived by the three ansatz functions in the compressible case, the linearized potential vorticity is a conserved quantity that allows us to analyze vortex and wave mode perturbations separately.

Self-consistent-field perturbation theory for the Schröautdinger equation

NASA Astrophysics Data System (ADS)

Goodson, David Z.

1997-06-01

A method is developed for using large-order perturbation theory to solve the systems of coupled differential equations that result from the variational solution of the Schröautdinger equation with wave functions of product form. This is a noniterative, computationally efficient way to solve self-consistent-field (SCF) equations. Possible applications include electronic structure calculations using products of functions of collective coordinates that include electron correlation, vibrational SCF calculations for coupled anharmonic oscillators with selective coupling of normal modes, and ab initio calculations of molecular vibration spectra without the Born-Oppenheimer approximation.

Applications of Ergodic Theory to Coverage Analysis

NASA Technical Reports Server (NTRS)

Lo, Martin W.

2003-01-01

The study of differential equations, or dynamical systems in general, has two fundamentally different approaches. We are most familiar with the construction of solutions to differential equations. Another approach is to study the statistical behavior of the solutions. Ergodic Theory is one of the most developed methods to study the statistical behavior of the solutions of differential equations. In the theory of satellite orbits, the statistical behavior of the orbits is used to produce 'Coverage Analysis' or how often a spacecraft is in view of a site on the ground. In this paper, we consider the use of Ergodic Theory for Coverage Analysis. This allows us to greatly simplify the computation of quantities such as the total time for which a ground station can see a satellite without ever integrating the trajectory, see Lo 1,2. More over, for any quantity which is an integrable function of the ground track, its average may be computed similarly without the integration of the trajectory. For example, the data rate for a simple telecom system is a function of the distance between the satellite and the ground station. We show that such a function may be averaged using the Ergodic Theorem.

Discontinuous gradient differential equations and trajectories in the calculus of variations

NASA Astrophysics Data System (ADS)

Bogaevskii, I. A.

2006-12-01

The concept of gradient of smooth functions is generalized for their sums with concave functions. An existence, uniqueness, and continuous dependence theorem for increasing time is formulated and proved for solutions of an ordinary differential equation the right-hand side of which is the gradient of the sum of a concave and a smooth function. With the use of this result a physically natural motion of particles, well defined even at discontinuities of the velocity field, is constructed in the variational problem of the minimal mechanical action in a space of arbitrary dimension. For such a motion of particles in the plane all typical cases of the birth and the interaction of point clusters of positive mass are described.

The Vertical Linear Fractional Initialization Problem

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

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

Frequency analysis via the method of moment functionals

NASA Technical Reports Server (NTRS)

Pearson, A. E.; Pan, J. Q.

1990-01-01

Several variants are presented of a linear-in-parameters least squares formulation for determining the transfer function of a stable linear system at specified frequencies given a finite set of Fourier series coefficients calculated from transient nonstationary input-output data. The basis of the technique is Shinbrot's classical method of moment functionals using complex Fourier based modulating functions to convert a differential equation model on a finite time interval into an algebraic equation which depends linearly on frequency-related parameters.

Theoretical foundations for traditional and generalized sensitivity functions for nonlinear delay differential equations.

PubMed

Banks, H Thomas; Robbins, Danielle; Sutton, Karyn L

2013-01-01

In this paper we present new results for differentiability of delay systems with respect to initial conditions and delays. After motivating our results with a wide range of delay examples arising in biology applications, we further note the need for sensitivity functions (both traditional and generalized sensitivity functions), especially in control and estimation problems. We summarize general existence and uniqueness results before turning to our main results on differentiation with respect to delays, etc. Finally we discuss use of our results in the context of estimation problems.

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

Nonlinear equations of dynamics for spinning paraboloidal antennas

NASA Technical Reports Server (NTRS)

Utku, S.; Shoemaker, W. L.; Salama, M.

1983-01-01

The nonlinear strain-displacement and velocity-displacement relations of spinning imperfect rotational paraboloidal thin shell antennas are derived for nonaxisymmetrical deformations. Using these relations with the admissible trial functions in the principle functional of dynamics, the nonlinear equations of stress inducing motion are expressed in the form of a set of quasi-linear ordinary differential equations of the undetermined functions by means of the Rayleigh-Ritz procedure. These equations include all nonlinear terms up to and including the third degree. Explicit expressions are given for the coefficient matrices appearing in these equations. Both translational and rotational off-sets of the axis of revolution (and also the apex point of the paraboloid) with respect to the spin axis are considered. Although the material of the antenna is assumed linearly elastic, it can be anisotropic.

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Blinkov, Yuri A.; Mozzhilkin, Vladimir V.

2006-05-01

In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

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

NASA Technical Reports Server (NTRS)

Bond, Victor R.; Fraietta, Michael F.

1991-01-01

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

Green's Functions in Space and Time.

ERIC Educational Resources Information Center

Rowe, E. G. Peter

1979-01-01

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

Global dynamics of a delay differential equation with spatial non-locality in an unbounded domain

NASA Astrophysics Data System (ADS)

Yi, Taishan; Zou, Xingfu

In this paper, we study the global dynamics of a class of differential equations with temporal delay and spatial non-locality in an unbounded domain. Adopting the compact open topology, we describe the delicate asymptotic properties of the nonlocal delayed effect and establish some a priori estimate for nontrivial solutions which enables us to show the permanence of the equation. Combining these results with a dynamical systems approach, we determine the global dynamics of the equation under appropriate conditions. Applying the main results to the model with Ricker's birth function and Mackey-Glass's hematopoiesis function, we obtain threshold results for the global dynamics of these two models. We explain why our results on the global attractivity of the positive equilibrium in C∖{0} under the compact open topology becomes invalid in C∖{0} with respect to the usual supremum norm, and we identify a subset of C∖{0} in which the positive equilibrium remains attractive with respect to the supremum norm.

A new modification in the exponential rational function method for nonlinear fractional differential equations

NASA Astrophysics Data System (ADS)

Ahmed, Naveed; Bibi, Sadaf; Khan, Umar; Mohyud-Din, Syed Tauseef

2018-02-01

We have modified the traditional exponential rational function method (ERFM) and have used it to find the exact solutions of two different fractional partial differential equations, one is the time fractional Boussinesq equation and the other is the (2+1)-dimensional time fractional Zoomeron equation. In both the cases it is observed that the modified scheme provides more types of solutions than the traditional one. Moreover, a comparison of the recent solutions is made with some already existing solutions. We can confidently conclude that the modified scheme works better and provides more types of solutions with almost similar computational cost. Our generalized solutions include periodic, soliton-like, singular soliton and kink solutions. A graphical simulation of all types of solutions is provided and the correctness of the solution is verified by direct substitution. The extended version of the solutions is expected to provide more flexibility to scientists working in the relevant field to test their simulation data.

Existence and stability of periodic solutions of an impulsive differential equation and application to CD8 T-cell differentiation.

PubMed

Girel, Simon; Crauste, Fabien

2018-06-01

Unequal partitioning of the molecular content at cell division has been shown to be a source of heterogeneity in a cell population. We propose to model this phenomenon with the help of a scalar, nonlinear impulsive differential equation (IDE). To study the effect of molecular partitioning at cell division on the effector/memory cell-fate decision in a CD8 T-cell lineage, we study an IDE describing the concentration of the protein Tbet in a CD8 T-cell, where impulses are associated to cell division. We discuss how the degree of asymmetry of molecular partitioning can affect the process of cell differentiation and the phenotypical heterogeneity of a cell population. We show that a moderate degree of asymmetry is necessary and sufficient to observe irreversible differentiation. We consider, in a second part, a general autonomous IDE with fixed times of impulse and a specific form of impulse function. We establish properties of the solutions of that equation, most of them obtained under the hypothesis that impulses occur periodically. In particular, we show how to investigate the existence of periodic solutions and their stability by studying the flow of an autonomous differential equation. Then we apply those properties to prove the results presented in the first part.

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

NASA Astrophysics Data System (ADS)

Gupta, Yogesh

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Dasilva, C.

1982-01-01

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

Perturbed Coulomb Potentials in the Klein-Gordon Equation: Quasi-Exact Solution

NASA Astrophysics Data System (ADS)

Baradaran, M.; Panahi, H.

2018-05-01

Using the Lie algebraic approach, we present the quasi-exact solutions of the relativistic Klein-Gordon equation for perturbed Coulomb potentials namely the Cornell potential, the Kratzer potential and the Killingbeck potential. We calculate the general exact expressions for the energies, corresponding wave functions and the allowed values of the parameters of the potential within the representation space of sl(2) Lie algebra. In addition, we show that the considered equations can be transformed into the Heun's differential equations and then we reproduce the results using the associated special functions. Also, we study the special case of the Coulomb potential and show that in the non-relativistic limit, the solution of the Klein-Gordon equation converges to that of Schrödinger equation.

On numerical solutions to the QCD ’t Hooft equation in the limit of large quark mass

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

Zubov, Roman; Prokhvatilov, Evgeni

2016-01-22

First we give a short informal introduction to the theory behind the ’t Hooft equation. Then we consider numerical solutions to this equation in the limit of large fermion masses. It turns out that the spectrum of eigenvalues coincides with that of the Airy differential equation. Moreover when we take the Fourier transform of eigenfunctions, they look like the corresponding Airy functions with appropriate symmetry. It is known that these functions correspond to solutions of a one dimensional Schrodinger equation for a particle in a triangular potential well. So we find the analogy between this problem and the ’t Hooftmore » equation. We also present a simple intuition behind these results.« less

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

PubMed

Deboeck, Pascal R

2010-08-06

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

Differential geometry based solvation model I: Eulerian formulation

NASA Astrophysics Data System (ADS)

Chen, Zhan; Baker, Nathan A.; Wei, G. W.

2010-11-01

This paper presents a differential geometry based model for the analysis and computation of the equilibrium property of solvation. Differential geometry theory of surfaces is utilized to define and construct smooth interfaces with good stability and differentiability for use in characterizing the solvent-solute boundaries and in generating continuous dielectric functions across the computational domain. A total free energy functional is constructed to couple polar and nonpolar contributions to the solvation process. Geometric measure theory is employed to rigorously convert a Lagrangian formulation of the surface energy into an Eulerian formulation so as to bring all energy terms into an equal footing. By optimizing the total free energy functional, we derive coupled generalized Poisson-Boltzmann equation (GPBE) and generalized geometric flow equation (GGFE) for the electrostatic potential and the construction of realistic solvent-solute boundaries, respectively. By solving the coupled GPBE and GGFE, we obtain the electrostatic potential, the solvent-solute boundary profile, and the smooth dielectric function, and thereby improve the accuracy and stability of implicit solvation calculations. We also design efficient second-order numerical schemes for the solution of the GPBE and GGFE. Matrix resulted from the discretization of the GPBE is accelerated with appropriate preconditioners. An alternative direct implicit (ADI) scheme is designed to improve the stability of solving the GGFE. Two iterative approaches are designed to solve the coupled system of nonlinear partial differential equations. Extensive numerical experiments are designed to validate the present theoretical model, test computational methods, and optimize numerical algorithms. Example solvation analysis of both small compounds and proteins are carried out to further demonstrate the accuracy, stability, efficiency and robustness of the present new model and numerical approaches. Comparison is given to both experimental and theoretical results in the literature.

Differential geometry based solvation model I: Eulerian formulation

PubMed Central

Chen, Zhan; Baker, Nathan A.; Wei, G. W.

2010-01-01

This paper presents a differential geometry based model for the analysis and computation of the equilibrium property of solvation. Differential geometry theory of surfaces is utilized to define and construct smooth interfaces with good stability and differentiability for use in characterizing the solvent-solute boundaries and in generating continuous dielectric functions across the computational domain. A total free energy functional is constructed to couple polar and nonpolar contributions to the salvation process. Geometric measure theory is employed to rigorously convert a Lagrangian formulation of the surface energy into an Eulerian formulation so as to bring all energy terms into an equal footing. By minimizing the total free energy functional, we derive coupled generalized Poisson-Boltzmann equation (GPBE) and generalized geometric flow equation (GGFE) for the electrostatic potential and the construction of realistic solvent-solute boundaries, respectively. By solving the coupled GPBE and GGFE, we obtain the electrostatic potential, the solvent-solute boundary profile, and the smooth dielectric function, and thereby improve the accuracy and stability of implicit solvation calculations. We also design efficient second order numerical schemes for the solution of the GPBE and GGFE. Matrix resulted from the discretization of the GPBE is accelerated with appropriate preconditioners. An alternative direct implicit (ADI) scheme is designed to improve the stability of solving the GGFE. Two iterative approaches are designed to solve the coupled system of nonlinear partial differential equations. Extensive numerical experiments are designed to validate the present theoretical model, test computational methods, and optimize numerical algorithms. Example solvation analysis of both small compounds and proteins are carried out to further demonstrate the accuracy, stability, efficiency and robustness of the present new model and numerical approaches. Comparison is given to both experimental and theoretical results in the literature. PMID:20938489

Functional differentiability in time-dependent quantum mechanics.

PubMed

Penz, Markus; Ruggenthaler, Michael

2015-03-28

In this work, we investigate the functional differentiability of the time-dependent many-body wave function and of derived quantities with respect to time-dependent potentials. For properly chosen Banach spaces of potentials and wave functions, Fréchet differentiability is proven. From this follows an estimate for the difference of two solutions to the time-dependent Schrödinger equation that evolve under the influence of different potentials. Such results can be applied directly to the one-particle density and to bounded operators, and present a rigorous formulation of non-equilibrium linear-response theory where the usual Lehmann representation of the linear-response kernel is not valid. Further, the Fréchet differentiability of the wave function provides a new route towards proving basic properties of time-dependent density-functional theory.

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

NASA Astrophysics Data System (ADS)

Wang, Huimin

2017-01-01

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

Free Vibration Study of Anti-Symmetric Angle-Ply Laminated Plates under Clamped Boundary Conditions

NASA Astrophysics Data System (ADS)

Viswanathan, K. K.; Karthik, K.; Sanyasiraju, Y. V. S. S.; Aziz, Z. A.

2016-11-01

Two type of numerical approach namely, Radial Basis Function and Spline approximation, used to analyse the free vibration of anti-symmetric angle-ply laminated plates under clamped boundary conditions. The equations of motion are derived using YNS theory under first order shear deformation. By assuming the solution in separable form, coupled differential equations obtained in term of mid-plane displacement and rotational functions. The coupled differential is then approximated using Spline function and radial basis function to obtain the generalize eigenvalue problem and parametric studies are made to investigate the effect of aspect ratio, length-to-thickness ratio, number of layers, fibre orientation and material properties with respect to the frequency parameter. Some results are compared with the existing literature and other new results are given in tables and graphs.

Meshless Solution of the Problem on the Static Behavior of Thin and Thick Laminated Composite Beams

NASA Astrophysics Data System (ADS)

Xiang, S.; Kang, G. W.

2018-03-01

For the first time, the static behavior of laminated composite beams is analyzed using the meshless collocation method based on a thin-plate-spline radial basis function. In the approximation of a partial differential equation by using a radial basis function, the shape parameter has an important role in ensuring the numerical accuracy. The choice of a shape parameter in the thin plate spline radial basis function is easier than in other radial basis functions. The governing differential equations are derived based on Reddy's third-order shear deformation theory. Numerical results are obtained for symmetric cross-ply laminated composite beams with simple-simple and cantilever boundary conditions under a uniform load. The results found are compared with available published ones and demonstrate the accuracy of the present method.

Statistical Mechanics of Node-perturbation Learning with Noisy Baseline

NASA Astrophysics Data System (ADS)

Hara, Kazuyuki; Katahira, Kentaro; Okada, Masato

2017-02-01

Node-perturbation learning is a type of statistical gradient descent algorithm that can be applied to problems where the objective function is not explicitly formulated, including reinforcement learning. It estimates the gradient of an objective function by using the change in the object function in response to the perturbation. The value of the objective function for an unperturbed output is called a baseline. Cho et al. proposed node-perturbation learning with a noisy baseline. In this paper, we report on building the statistical mechanics of Cho's model and on deriving coupled differential equations of order parameters that depict learning dynamics. We also show how to derive the generalization error by solving the differential equations of order parameters. On the basis of the results, we show that Cho's results are also apply in general cases and show some general performances of Cho's model.

Dual solutions of three-dimensional flow and heat transfer over a non-linearly stretching/shrinking sheet

NASA Astrophysics Data System (ADS)

Naganthran, Kohilavani; Nazar, Roslinda; Pop, Ioan

2018-05-01

This study investigated the influence of the non-linearly stretching/shrinking sheet on the boundary layer flow and heat transfer. A proper similarity transformation simplified the system of partial differential equations into a system of ordinary differential equations. This system of similarity equations is then solved numerically by using the bvp4c function in the MATLAB software. The generated numerical results presented graphically and discussed in the relevance of the governing parameters. Dual solutions found as the sheet stretched and shrunk in the horizontal direction. Stability analysis showed that the first solution is physically realizable whereas the second solution is not practicable.

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

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1993-01-01

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

An exploration of viscosity models in the realm of kinetic theory of liquids originated fluids

NASA Astrophysics Data System (ADS)

Hussain, Azad; Ghafoor, Saadia; Malik, M. Y.; Jamal, Sarmad

The preeminent perspective of this article is to study flow of an Eyring Powell fluid model past a penetrable plate. To find the effects of variable viscosity on fluid model, continuity, momentum and energy equations are elaborated. Here, viscosity is taken as function of temperature. To understand the phenomenon, Reynold and Vogel models of variable viscosity are incorporated. The highly non-linear partial differential equations are transfigured into ordinary differential equations with the help of suitable similarity transformations. The numerical solution of the problem is presented. Graphs are plotted to visualize the behavior of pertinent parameters on the velocity and temperature profiles.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Parameter identification for nonlinear aerodynamic systems

NASA Technical Reports Server (NTRS)

Pearson, Allan E.

1990-01-01

Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.

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

NASA Technical Reports Server (NTRS)

Dey, C.; Dey, S. K.

1983-01-01

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

Second level semi-degenerate fields in W_3 Toda theory: matrix element and differential equation

NASA Astrophysics Data System (ADS)

Belavin, Vladimir; Cao, Xiangyu; Estienne, Benoit; Santachiara, Raoul

2017-03-01

In a recent study we considered W_3 Toda 4-point functions that involve matrix elements of a primary field with the highest-weight in the adjoint representation of sl_3 . We generalize this result by considering a semi-degenerate primary field, which has one null vector at level two. We obtain a sixth-order Fuchsian differential equation for the conformal blocks. We discuss the presence of multiplicities, the matrix elements and the fusion rules.

An introduction to generalized functions with some applications in aerodynamics and aeroacoustics

NASA Technical Reports Server (NTRS)

Farassat, F.

1994-01-01

In this paper, we start with the definition of generalized functions as continuous linear functionals on the space of infinitely differentiable functions with compact support. The concept of generalization differentiation is introduced next. This is the most important concept in generalized function theory and the applications we present utilize mainly this concept. First, some of the results of classical analysis, such as Leibniz rule of differentiation under the integral sign and the divergence theorem, are derived using the generalized function theory. It is shown that the divergence theorem remains valid for discontinuous vector fields provided that the derivatives are all viewed as generalized derivatives. This implies that all conservation laws of fluid mechanics are valid as they stand for discontinuous fields with all derivatives treated as generalized deriatives. Once these derivatives are written as ordinary derivatives and jumps in the field parameters across discontinuities, the jump conditions can be easily found. For example, the unsteady shock jump conditions can be derived from mass and momentum conservation laws. By using a generalized function theory, this derivative becomes trivial. Other applications of the generalized function theory in aerodynamics discussed in this paper are derivation of general transport theorems for deriving governing equations of fluid mechanics, the interpretation of finite part of divergent integrals, derivation of Oswatiitsch integral equation of transonic flow, and analysis of velocity field discontinuities as sources of vorticity. Applications in aeroacoustics presented here include the derivation of the Kirchoff formula for moving surfaces,the noise from moving surfaces, and shock noise source strength based on the Ffowcs Williams-Hawkings equation.

A high-order time-parallel scheme for solving wave propagation problems via the direct construction of an approximate time-evolution operator

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

Haut, T. S.; Babb, T.; Martinsson, P. G.

2015-06-16

Our manuscript demonstrates a technique for efficiently solving the classical wave equation, the shallow water equations, and, more generally, equations of the form ∂u/∂t=Lu∂u/∂t=Lu, where LL is a skew-Hermitian differential operator. The idea is to explicitly construct an approximation to the time-evolution operator exp(τL)exp(τL) for a relatively large time-step ττ. Recently developed techniques for approximating oscillatory scalar functions by rational functions, and accelerated algorithms for computing functions of discretized differential operators are exploited. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many characteristic wavelengths and large speed-ups over existingmore » methods in situations where simulation over long times are required. Numerical examples involving the 2D rotating shallow water equations and the 2D wave equation in an inhomogenous medium are presented, and the method is compared to the 4th order Runge–Kutta (RK4) method and to the use of Chebyshev polynomials. The new method achieved high accuracy over long-time intervals, and with speeds that are orders of magnitude faster than both RK4 and the use of Chebyshev polynomials.« less

Dynamic stiffness of chemically and physically ageing rubber vibration isolators in the audible frequency range. Part 1: constitutive equations

NASA Astrophysics Data System (ADS)

Kari, Leif

2017-09-01

The constitutive equations of chemically and physically ageing rubber in the audible frequency range are modelled as a function of ageing temperature, ageing time, actual temperature, time and frequency. The constitutive equations are derived by assuming nearly incompressible material with elastic spherical response and viscoelastic deviatoric response, using Mittag-Leffler relaxation function of fractional derivative type, the main advantage being the minimum material parameters needed to successfully fit experimental data over a broad frequency range. The material is furthermore assumed essentially entropic and thermo-mechanically simple while using a modified William-Landel-Ferry shift function to take into account temperature dependence and physical ageing, with fractional free volume evolution modelled by a nonlinear, fractional differential equation with relaxation time identical to that of the stress response and related to the fractional free volume by Doolittle equation. Physical ageing is a reversible ageing process, including trapping and freeing of polymer chain ends, polymer chain reorganizations and free volume changes. In contrast, chemical ageing is an irreversible process, mainly attributed to oxygen reaction with polymer network either damaging the network by scission or reformation of new polymer links. The chemical ageing is modelled by inner variables that are determined by inner fractional evolution equations. Finally, the model parameters are fitted to measurements results of natural rubber over a broad audible frequency range, and various parameter studies are performed including comparison with results obtained by ordinary, non-fractional ageing evolution differential equations.

Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

Student Solution Manual for Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

Construct Validity of the Multidimensional Structure of Bullying and Victimization: An Application of Exploratory Structural Equation Modeling

ERIC Educational Resources Information Center

Marsh, Herbert W.; Nagengast, Benjamin; Morin, Alexandre J. S.; Parada, Roberto H.; Craven, Rhonda G.; Hamilton, Linda R.

2011-01-01

Existing research posits multiple dimensions of bullying and victimization but has not identified well-differentiated facets of these constructs that meet standards of good measurement: goodness of fit, measurement invariance, lack of differential item functioning, and well-differentiated factors that are not so highly correlated as to detract…

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Solving nonlinear evolution equation system using two different methods

NASA Astrophysics Data System (ADS)

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

Traveling wave and exact solutions for the perturbed nonlinear Schrödinger equation with Kerr law nonlinearity

NASA Astrophysics Data System (ADS)

Akram, Ghazala; Mahak, Nadia

2018-06-01

The nonlinear Schrödinger equation (NLSE) with the aid of three order dispersion terms is investigated to find the exact solutions via the extended (G'/G2)-expansion method and the first integral method. Many exact traveling wave solutions, such as trigonometric, hyperbolic, rational, soliton and complex function solutions, are characterized with some free parameters of the problem studied. It is corroborated that the proposed techniques are manageable, straightforward and powerful tools to find the exact solutions of nonlinear partial differential equations (PDEs). Some figures are plotted to describe the propagation of traveling wave solutions expressed by the hyperbolic functions, trigonometric functions and rational functions.

Coarse-grained forms for equations describing the microscopic motion of particles in a fluid.

PubMed

Das, Shankar P; Yoshimori, Akira

2013-10-01

Exact equations of motion for the microscopically defined collective density ρ(x,t) and the momentum density ĝ(x,t) of a fluid have been obtained in the past starting from the corresponding Langevin equations representing the dynamics of the fluid particles. In the present work we average these exact equations of microscopic dynamics over the local equilibrium distribution to obtain stochastic partial differential equations for the coarse-grained densities with smooth spatial and temporal dependence. In particular, we consider Dean's exact balance equation for the microscopic density of a system of interacting Brownian particles to obtain the basic equation of the dynamic density functional theory with noise. Our analysis demonstrates that on thermal averaging the dependence of the exact equations on the bare interaction potential is converted to dependence on the corresponding thermodynamic direct correlation functions in the coarse-grained equations.

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

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.; Manafian, Jalil

2018-03-01

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

On families of differential equations on two-torus with all phase-lock areas

NASA Astrophysics Data System (ADS)

Glutsyuk, Alexey; Rybnikov, Leonid

2017-01-01

We consider two-parametric families of non-autonomous ordinary differential equations on the two-torus with coordinates (x, t) of the type \\overset{\\centerdot}{{x}} =v(x)+A+Bf(t) . We study its rotation number as a function of the parameters (A, B). The phase-lock areas are those level sets of the rotation number function ρ =ρ (A,B) that have non-empty interiors. Buchstaber, Karpov and Tertychnyi studied the case when v(x)=\\sin x in their joint paper. They observed the quantization effect: for every smooth periodic function f(t) the family of equations may have phase-lock areas only for integer rotation numbers. Another proof of this quantization statement was later obtained in a joint paper by Ilyashenko, Filimonov and Ryzhov. This implies a similar quantization effect for every v(x)=a\\sin (mx)+b\\cos (mx)+c and rotation numbers that are multiples of \\frac{1}{m} . We show that for every other analytic vector field v(x) (i.e. having at least two Fourier harmonics with non-zero non-opposite degrees and nonzero coefficients) there exists an analytic periodic function f(t) such that the corresponding family of equations has phase-lock areas for all the rational values of the rotation number.

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

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang; Wong, Peter S.

1994-01-01

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

Optimal control problems with mixed control-phase variable equality and inequality constraints

NASA Technical Reports Server (NTRS)

Makowski, K.; Neustad, L. W.

1974-01-01

In this paper, necessary conditions are obtained for optimal control problems containing equality constraints defined in terms of functions of the control and phase variables. The control system is assumed to be characterized by an ordinary differential equation, and more conventional constraints, including phase inequality constraints, are also assumed to be present. Because the first-mentioned equality constraint must be satisfied for all t (the independent variable of the differential equation) belonging to an arbitrary (prescribed) measurable set, this problem gives rise to infinite-dimensional equality constraints. To obtain the necessary conditions, which are in the form of a maximum principle, an implicit-function-type theorem in Banach spaces is derived.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

Continuous Optimization on Constraint Manifolds

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1988-01-01

This paper demonstrates continuous optimization on the differentiable manifold formed by continuous constraint functions. The first order tensor geodesic differential equation is solved on the manifold in both numerical and closed analytic form for simple nonlinear programs. Advantages and disadvantages with respect to conventional optimization techniques are discussed.

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

Closed-form expressions of some stochastic adapting equations for nonlinear adaptive activation function neurons.

PubMed

Fiori, Simone

2003-12-01

In recent work, we introduced nonlinear adaptive activation function (FAN) artificial neuron models, which learn their activation functions in an unsupervised way by information-theoretic adapting rules. We also applied networks of these neurons to some blind signal processing problems, such as independent component analysis and blind deconvolution. The aim of this letter is to study some fundamental aspects of FAN units' learning by investigating the properties of the associated learning differential equation systems.

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

NASA Astrophysics Data System (ADS)

Iqbal, Z.; Ahmad, Bilal

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Drabik, Timothy J.; Lee, Sing H.

1986-11-01

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

Analytical approach for the fractional differential equations by using the extended tanh method

NASA Astrophysics Data System (ADS)

Pandir, Yusuf; Yildirim, Ayse

2018-07-01

In this study, we consider analytical solutions of space-time fractional derivative foam drainage equation, the nonlinear Korteweg-de Vries equation with time and space-fractional derivatives and time-fractional reaction-diffusion equation by using the extended tanh method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, various exact analytical solutions consisting of trigonometric function solutions, kink-shaped soliton solutions and new exact solitary wave solutions are obtained.

The construction of a two-dimensional reproducing kernel function and its application in a biomedical model.

PubMed

Guo, Qi; Shen, Shu-Ting

2016-04-29

There are two major classes of cardiac tissue models: the ionic model and the FitzHugh-Nagumo model. During computer simulation, each model entails solving a system of complex ordinary differential equations and a partial differential equation with non-flux boundary conditions. The reproducing kernel method possesses significant applications in solving partial differential equations. The derivative of the reproducing kernel function is a wavelet function, which has local properties and sensitivities to singularity. Therefore, study on the application of reproducing kernel would be advantageous. Applying new mathematical theory to the numerical solution of the ventricular muscle model so as to improve its precision in comparison with other methods at present. A two-dimensional reproducing kernel function inspace is constructed and applied in computing the solution of two-dimensional cardiac tissue model by means of the difference method through time and the reproducing kernel method through space. Compared with other methods, this method holds several advantages such as high accuracy in computing solutions, insensitivity to different time steps and a slow propagation speed of error. It is suitable for disorderly scattered node systems without meshing, and can arbitrarily change the location and density of the solution on different time layers. The reproducing kernel method has higher solution accuracy and stability in the solutions of the two-dimensional cardiac tissue model.

Quantization of wave equations and hermitian structures in partial differential varieties

PubMed Central

Paneitz, S. M.; Segal, I. E.

1980-01-01

Sufficiently close to 0, the solution variety of a nonlinear relativistic wave equation—e.g., of the form □ϕ + m2ϕ + gϕp = 0—admits a canonical Lorentz-invariant hermitian structure, uniquely determined by the consideration that the action of the differential scattering transformation in each tangent space be unitary. Similar results apply to linear time-dependent equations or to equations in a curved asymptotically flat space-time. A close relation of the Riemannian structure to the determination of vacuum expectation values is developed and illustrated by an explicit determination of a perturbative 2-point function for the case of interaction arising from curvature. The theory underlying these developments is in part a generalization of that of M. G. Krein and collaborators concerning stability of differential equations in Hilbert space and in part a precise relation between the unitarization of given symplectic linear actions and their full probabilistic quantization. The unique causal structure in the infinite symplectic group is instrumental in these developments. PMID:16592923

A study of fractional Schrödinger equation composed of Jumarie fractional derivative

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

The solitary wave solution of coupled Klein-Gordon-Zakharov equations via two different numerical methods

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Nikpour, Ahmad

2013-09-01

In this research, we propose two different methods to solve the coupled Klein-Gordon-Zakharov (KGZ) equations: the Differential Quadrature (DQ) and Globally Radial Basis Functions (GRBFs) methods. In the DQ method, the derivative value of a function with respect to a point is directly approximated by a linear combination of all functional values in the global domain. The principal work in this method is the determination of weight coefficients. We use two ways for obtaining these coefficients: cosine expansion (CDQ) and radial basis functions (RBFs-DQ), the former is a mesh-based method and the latter categorizes in the set of meshless methods. Unlike the DQ method, the GRBF method directly substitutes the expression of the function approximation by RBFs into the partial differential equation. The main problem in the GRBFs method is ill-conditioning of the interpolation matrix. Avoiding this problem, we study the bases introduced in Pazouki and Schaback (2011) [44]. Some examples are presented to compare the accuracy and easy implementation of the proposed methods. In numerical examples, we concentrate on Inverse Multiquadric (IMQ) and second-order Thin Plate Spline (TPS) radial basis functions. The variable shape parameter (exponentially and random) strategies are applied in the IMQ function and the results are compared with the constant shape parameter.

Why not energy conservation?

NASA Astrophysics Data System (ADS)

Carlson, Shawn

2016-01-01

Energy conservation is a deep principle that is obeyed by all of the fundamental forces of nature. It puts stringent constraints on all systems, particularly systems that are ‘isolated,’ meaning that no energy can enter or escape. Notwithstanding the success of the principle of stationary action, it is fair to wonder to what extent physics can be formulated from the principle of stationary energy. We show that if one interprets mechanical energy as a state function, then its stationarity leads to a novel formulation of classical mechanics. However, unlike Lagrangian and Hamiltonian mechanics, which deliver their state functions via algebraic proscriptions (i.e., the Lagrangian is always the difference between a system’s kinetic and potential energies), this new formalism identifies its state functions as the solutions to a differential equation. This is an important difference because differential equations can generate more general solutions than algebraic recipes. When applied to Newtonian systems for which the energy function is separable, these state functions are always the mechanical energy. However, while the stationary state function for a charged particle moving in an electromagnetic field proves not to be energy, the function nevertheless correctly encodes the dynamics of the system. Moreover, the stationary state function for a free relativistic particle proves not to be the energy either. Rather, our differential equation yields the relativistic free-particle Lagrangian (plus a non-dynamical constant) in its correct dynamical context. To explain how this new formalism can consistently deliver stationary state functions that give the correct dynamics but that are not always the mechanical energy, we propose that energy conservation is a specific realization of a deeper principle of stationarity that governs both relativistic and non-relativistic mechanics.

Telegraph noise in Markovian master equation for electron transport through molecular junctions

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2018-05-01

We present a theoretical approach to solve the Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process, we use Novikov's functional method to convert the stochastic master equation to a set of deterministic differential equations. The equations are then solved in the Laplace space, and the expression for the probability vector averaged over the ensemble of realisations of the stochastic process is obtained. We apply the theory to study the manifestations of telegraph noise in the transport properties of molecular junctions. We consider the quantum electron transport in a resonant-level molecule as well as polaronic regime transport in a molecular junction with electron-vibration interaction.

Dirac delta representation by exact parametric equations.. Application to impulsive vibration systems

NASA Astrophysics Data System (ADS)

Chicurel-Uziel, Enrique

2007-08-01

A pair of closed parametric equations are proposed to represent the Heaviside unit step function. Differentiating the step equations results in two additional parametric equations, that are also hereby proposed, to represent the Dirac delta function. These equations are expressed in algebraic terms and are handled by means of elementary algebra and elementary calculus. The proposed delta representation complies exactly with the values of the definition. It complies also with the sifting property and the requisite unit area and its Laplace transform coincides with the most general form given in the tables. Furthermore, it leads to a very simple method of solution of impulsive vibrating systems either linear or belonging to a large class of nonlinear problems. Two example solutions are presented.

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

NASA Astrophysics Data System (ADS)

Manafian, Jalil; Foroutan, Mohammadreza; Guzali, Aref

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

René, Alexandre; Longtin, André

2017-11-01

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

Exact self-similarity solution of the Navier-Stokes equations for a porous channel with orthogonally moving walls

NASA Astrophysics Data System (ADS)

Dauenhauer, Eric C.; Majdalani, Joseph

2003-06-01

This article describes a self-similarity solution of the Navier-Stokes equations for a laminar, incompressible, and time-dependent flow that develops within a channel possessing permeable, moving walls. The case considered here pertains to a channel that exhibits either injection or suction across two opposing porous walls while undergoing uniform expansion or contraction. Instances of direct application include the modeling of pulsating diaphragms, sweat cooling or heating, isotope separation, filtration, paper manufacturing, irrigation, and the grain regression during solid propellant combustion. To start, the stream function and the vorticity equation are used in concert to yield a partial differential equation that lends itself to a similarity transformation. Following this similarity transformation, the original problem is reduced to solving a fourth-order differential equation in one similarity variable η that combines both space and time dimensions. Since two of the four auxiliary conditions are of the boundary value type, a numerical solution becomes dependent upon two initial guesses. In order to achieve convergence, the governing equation is first transformed into a function of three variables: The two guesses and η. At the outset, a suitable numerical algorithm is applied by solving the resulting set of twelve first-order ordinary differential equations with two unspecified start-up conditions. In seeking the two unknown initial guesses, the rapidly converging inverse Jacobian method is applied in an iterative fashion. Numerical results are later used to ascertain a deeper understanding of the flow character. The numerical scheme enables us to extend the solution range to physical settings not considered in previous studies. Moreover, the numerical approach broadens the scope to cover both suction and injection cases occurring with simultaneous wall motion.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

NASA Technical Reports Server (NTRS)

Pratt, D. T.

1984-01-01

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

An approach to rogue waves through the cnoidal equation

NASA Astrophysics Data System (ADS)

Lechuga, Antonio

2014-05-01

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

A Walsh Function Module Users' Manual

NASA Technical Reports Server (NTRS)

Gnoffo, Peter A.

2014-01-01

The solution of partial differential equations (PDEs) with Walsh functions offers new opportunities to simulate many challenging problems in mathematical physics. The approach was developed to better simulate hypersonic flows with shocks on unstructured grids. It is unique in that integrals and derivatives are computed using simple matrix multiplication of series representations of functions without the need for divided differences. The product of any two Walsh functions is another Walsh function - a feature that radically changes an algorithm for solving PDEs. A FORTRAN module for supporting Walsh function simulations is documented. A FORTRAN code is also documented with options for solving time-dependent problems: an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the usage of the Walsh function module including such features as operator overloading, Fast Walsh Transforms in multi-dimensions, and a Fast Walsh reciprocal.

Differential geometry-based solvation and electrolyte transport models for biomolecular modeling: a review

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

Wei, Guowei; Baker, Nathan A.

2016-11-11

This chapter reviews the differential geometry-based solvation and electrolyte transport for biomolecular solvation that have been developed over the past decade. A key component of these methods is the differential geometry of surfaces theory, as applied to the solvent-solute boundary. In these approaches, the solvent-solute boundary is determined by a variational principle that determines the major physical observables of interest, for example, biomolecular surface area, enclosed volume, electrostatic potential, ion density, electron density, etc. Recently, differential geometry theory has been used to define the surfaces that separate the microscopic (solute) domains for biomolecules from the macroscopic (solvent) domains. In thesemore » approaches, the microscopic domains are modeled with atomistic or quantum mechanical descriptions, while continuum mechanics models (including fluid mechanics, elastic mechanics, and continuum electrostatics) are applied to the macroscopic domains. This multiphysics description is integrated through an energy functional formalism and the resulting Euler-Lagrange equation is employed to derive a variety of governing partial differential equations for different solvation and transport processes; e.g., the Laplace-Beltrami equation for the solvent-solute interface, Poisson or Poisson-Boltzmann equations for electrostatic potentials, the Nernst-Planck equation for ion densities, and the Kohn-Sham equation for solute electron density. Extensive validation of these models has been carried out over hundreds of molecules, including proteins and ion channels, and the experimental data have been compared in terms of solvation energies, voltage-current curves, and density distributions. We also propose a new quantum model for electrolyte transport.« less

Unitary-matrix models as exactly solvable string theories

NASA Technical Reports Server (NTRS)

Periwal, Vipul; Shevitz, Danny

1990-01-01

Exact differential equations are presently found for the scaling functions of models of unitary matrices which are solved in a double-scaling limit, using orthogonal polynomials on a circle. For the case of the simplest, k = 1 model, the Painleve II equation with constant 0 is obtained; possible nonperturbative phase transitions exist for these models. Equations are presented for k = 2 and 3, and discussed with a view to asymptotic behavior.

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

PubMed

Barajas-Solano, David A; Tartakovsky, Alexandre M

2016-05-01

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

A new technique for solving the Parker-type wind equations

NASA Technical Reports Server (NTRS)

Melia, Fulvio

1988-01-01

Substitution of the novel function Phi for velocity, as one of the dependent variables in Parker-type solar wind equations, removes the critical point, and therefore the numerical difficulties encountered, from the set of coupled differential wind equations. The method has already been successfully used in a study of radiatively-driven mass loss from the surface of X-ray bursting neutron stars. The present technique for solving the equations of time-independent mass loss can be useful in similar applications.

True amplitude wave equation migration arising from true amplitude one-way wave equations

NASA Astrophysics Data System (ADS)

Zhang, Yu; Zhang, Guanquan; Bleistein, Norman

2003-10-01

One-way wave operators are powerful tools for use in forward modelling and inversion. Their implementation, however, involves introduction of the square root of an operator as a pseudo-differential operator. Furthermore, a simple factoring of the wave operator produces one-way wave equations that yield the same travel times as the full wave equation, but do not yield accurate amplitudes except for homogeneous media and for almost all points in heterogeneous media. Here, we present augmented one-way wave equations. We show that these equations yield solutions for which the leading order asymptotic amplitude as well as the travel time satisfy the same differential equations as the corresponding functions for the full wave equation. Exact representations of the square-root operator appearing in these differential equations are elusive, except in cases in which the heterogeneity of the medium is independent of the transverse spatial variables. Here, we address the fully heterogeneous case. Singling out depth as the preferred direction of propagation, we introduce a representation of the square-root operator as an integral in which a rational function of the transverse Laplacian appears in the integrand. This allows us to carry out explicit asymptotic analysis of the resulting one-way wave equations. To do this, we introduce an auxiliary function that satisfies a lower dimensional wave equation in transverse spatial variables only. We prove that ray theory for these one-way wave equations leads to one-way eikonal equations and the correct leading order transport equation for the full wave equation. We then introduce appropriate boundary conditions at z = 0 to generate waves at depth whose quotient leads to a reflector map and an estimate of the ray theoretical reflection coefficient on the reflector. Thus, these true amplitude one-way wave equations lead to a 'true amplitude wave equation migration' (WEM) method. In fact, we prove that applying the WEM imaging condition to these newly defined wavefields in heterogeneous media leads to the Kirchhoff inversion formula for common-shot data when the one-way wavefields are replaced by their ray theoretic approximations. This extension enhances the original WEM method. The objective of that technique was a reflector map, only. The underlying theory did not address amplitude issues. Computer output obtained using numerically generated data confirms the accuracy of this inversion method. However, there are practical limitations. The observed data must be a solution of the wave equation. Therefore, the data over the entire survey area must be collected from a single common-shot experiment. Multi-experiment data, such as common-offset data, cannot be used with this method as currently formulated. Research on extending the method is ongoing at this time.

Dirac-Kähler particle in Riemann spherical space: boson interpretation

NASA Astrophysics Data System (ADS)

Ishkhanyan, A. M.; Florea, O.; Ovsiyuk, E. M.; Red'kov, V. M.

2015-11-01

In the context of the composite boson interpretation, we construct the exact general solution of the Dirac--K\\"ahler equation for the case of the spherical Riemann space of constant positive curvature, for which due to the geometry itself one may expect to have a discrete energy spectrum. In the case of the minimal value of the total angular momentum, $j=0$, the radial equations are reduced to second-order ordinary differential equations, which are straightforwardly solved in terms of the hypergeometric functions. For non-zero values of the total angular momentum, however, the radial equations are reduced to a pair of complicated fourth-order differential equations. Employing the factorization approach, we derive the general solution of these equations involving four independent fundamental solutions written in terms of combinations of the hypergeometric functions. The corresponding discrete energy spectrum is then determined via termination of the involved hypergeometric series, resulting in quasi-polynomial wave-functions. The constructed solutions lead to notable observations when compared with those for the ordinary Dirac particle. The energy spectrum for the Dirac-K\\"ahler particle in spherical space is much more complicated. Its structure substantially differs from that for the Dirac particle since it consists of two paralleled energy level series each of which is twofold degenerate. Besides, none of the two separate series coincides with the series for the Dirac particle. Thus, the Dirac--K\\"ahler field cannot be interpreted as a system of four Dirac fermions. Additional arguments supporting this conclusion are discussed.

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

NASA Technical Reports Server (NTRS)

Brown, R. L.

1979-01-01

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

Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing empirical return and trading activity time series from the Forex. From the empirical time series we obtain probability density functions of burst and inter-burst duration. Our analysis reveals that the power-law exponents of the obtained probability density functions are close to 3 / 2, which is a characteristic feature of the one-dimensional stochastic processes. This is in a good agreement with earlier proposed model of absolute return based on the non-linear stochastic differential equations derived from the agent-based herding model.

Stability and global Hopf bifurcation in a delayed food web consisting of a prey and two predators

NASA Astrophysics Data System (ADS)

Meng, Xin-You; Huo, Hai-Feng; Zhang, Xiao-Bing

2011-11-01

This paper is concerned with a predator-prey system with Holling II functional response and hunting delay and gestation. By regarding the sum of delays as the bifurcation parameter, the local stability of the positive equilibrium and the existence of Hopf bifurcation are investigated. We obtained explicit formulas to determine the properties of Hopf bifurcation by using the normal form method and center manifold theorem. Special attention is paid to the global continuation of local Hopf bifurcation. Using a global Hopf bifurcation result of Wu [Wu JH. Symmetric functional differential equations and neural networks with memory, Trans Amer Math Soc 1998;350:4799-4838] for functional differential equations, we may show the global existence of the periodic solutions. Finally, several numerical simulations illustrating the theoretical analysis are also given.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Research in Celestial Mechanics and Differential Equations.

DTIC Science & Technology

Contents: A geopotential representation with sampling functions; Sampling functions as an alternative to spherical harmonics; The Levi - Civita ...restricted problem of three bodies ; Secular perturbations of periodic comets; Resonance in the restricted problem of three bodies ; Two centers of

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

PubMed

Murase, Kenya

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

Cheviakov, Alexei F.

2017-11-01

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

Radiative transfer in a sphere illuminated by a parallel beam - An integral equation approach. [in planetary atmosphere

NASA Technical Reports Server (NTRS)

Shia, R.-L.; Yung, Y. L.

1986-01-01

The problem of multiple scattering of nonpolarized light in a planetary body of arbitrary shape illuminated by a parallel beam is formulated using the integral equation approach. There exists a simple functional whose stationarity condition is equivalent to solving the equation of radiative transfer and whose value at the stationary point is proportional to the differential cross section. The analysis reveals a direct relation between the microscopic symmetry of the phase function for each scattering event and the macroscopic symmetry of the differential cross section for the entire planetary body, and the interconnection of these symmetry relations and the variational principle. The case of a homogeneous sphere containing isotropic scatterers is investigated in detail. It is shown that the solution can be expanded in a multipole series such that the general spherical problem is reduced to solving a set of decoupled integral equations in one dimension. Computations have been performed for a range of parameters of interest, and illustrative examples of applications to planetary problems as provided.

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Causal structure of oscillations in gene regulatory networks: Boolean analysis of ordinary differential equation attractors.

PubMed

Sun, Mengyang; Cheng, Xianrui; Socolar, Joshua E S

2013-06-01

A common approach to the modeling of gene regulatory networks is to represent activating or repressing interactions using ordinary differential equations for target gene concentrations that include Hill function dependences on regulator gene concentrations. An alternative formulation represents the same interactions using Boolean logic with time delays associated with each network link. We consider the attractors that emerge from the two types of models in the case of a simple but nontrivial network: a figure-8 network with one positive and one negative feedback loop. We show that the different modeling approaches give rise to the same qualitative set of attractors with the exception of a possible fixed point in the ordinary differential equation model in which concentrations sit at intermediate values. The properties of the attractors are most easily understood from the Boolean perspective, suggesting that time-delay Boolean modeling is a useful tool for understanding the logic of regulatory networks.

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

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

2016-05-25

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

Fourier Series and Elliptic Functions

ERIC Educational Resources Information Center

Fay, Temple H.

2003-01-01

Non-linear second-order differential equations whose solutions are the elliptic functions "sn"("t, k"), "cn"("t, k") and "dn"("t, k") are investigated. Using "Mathematica", high precision numerical solutions are generated. From these data, Fourier coefficients are determined yielding approximate formulas for these non-elementary functions that are…

Strong imploding shock - The representative curve

NASA Astrophysics Data System (ADS)

Mishkin, E. A.; Alejaldre, C.

1981-02-01

The representative curve of the ideal gas behind the front of a spherically or cylindrically asymmetric strong imploding shock is derived. The partial differential equations of mass, momentum and energy conservation are reduced to a set of ordinary differential equations by the method of quasi-separation of variables, following which the reduced pressure and density as functions of the radius with respect to the shock front are explicit functions of coordinates defining the phase plane of the self-similar solution. The curve in phase space representing the state of the imploded gas behind the shock front is shown to pass through the point where the reduced pressure is maximum, which is located somewhat behind the shock front and ahead of the tail of the shock.

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

PubMed

Murase, Kenya

2015-01-01

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

Stable boundary conditions and difference schemes for Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Dutt, P.

1985-01-01

The Navier-Stokes equations can be viewed as an incompletely elliptic perturbation of the Euler equations. By using the entropy function for the Euler equations as a measure of energy for the Navier-Stokes equations, it was possible to obtain nonlinear energy estimates for the mixed initial boundary value problem. These estimates are used to derive boundary conditions which guarantee L2 boundedness even when the Reynolds number tends to infinity. Finally, a new difference scheme for modelling the Navier-Stokes equations in multidimensions for which it is possible to obtain discrete energy estimates exactly analogous to those we obtained for the differential equation was proposed.

Bidirectional plant canopy reflection models derived from the radiation transfer equation

NASA Technical Reports Server (NTRS)

Beeth, D. R.

1975-01-01

A collection of bidirectional canopy reflection models was obtained from the solution of the radiation transfer equation for a horizontally homogeneous canopy. A phase function is derived for a collection of bidirectionally reflecting and transmitting planar elements characterized geometrically by slope and azimuth density functions. Two approaches to solving the radiation transfer equation for the canopy are presented. One approach factors the radiation transfer equation into a solvable set of three first-order linear differential equations by assuming that the radiation field within the canopy can be initially approximated by three components: uniformly diffuse downwelling, uniformly diffuse upwelling, and attenuated specular. The solution to these equations, which can be iterated to any degree of accuracy, was used to obtain overall canopy reflection from the formal solution to the radiation transfer equation. A programable solution to canopy overall bidirectional reflection is given for this approach. The special example of Lambertian leaves with constant leaf bidirectional reflection and scattering functions is considered, and a programmable solution for this example is given. The other approach to solving the radiation transfer equation, a generalized Chandrasekhar technique, is presented in the appendix.

Differential geometry based solvation model. III. Quantum formulation

PubMed Central

Chen, Zhan; Wei, Guo-Wei

2011-01-01

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

Exponential growth and Gaussian—like fluctuations of solutions of stochastic differential equations with maximum functionals

NASA Astrophysics Data System (ADS)

Appleby, J. A. D.; Wu, H.

2008-11-01

In this paper we consider functional differential equations subjected to either instantaneous state-dependent noise, or to a white noise perturbation. The drift of the equations depend linearly on the current value and on the maximum of the solution. The functional term always provides positive feedback, while the instantaneous term can be mean-reverting or can exhibit positive feedback. We show in the white noise case that if the instantaneous term is mean reverting and dominates the history term, then solutions are recurrent, and upper bounds on the a.s. growth rate of the partial maxima of the solution can be found. When the instantaneous term is weaker, or is of positive feedback type, we determine necessary and sufficient conditions on the diffusion coefficient which ensure the exact exponential growth of solutions. An application of these results to an inefficient financial market populated by reference traders and speculators is given, in which the difference between the current instantaneous returns and maximum of the returns over the last few time units is used to determine trading strategies.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

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 radial basis function Galerkin method for inhomogeneous nonlocal diffusion

DOE PAGES

Lehoucq, Richard B.; Rowe, Stephen T.

2016-02-01

We introduce a discretization for a nonlocal diffusion problem using a localized basis of radial basis functions. The stiffness matrix entries are assembled by a special quadrature routine unique to the localized basis. Combining the quadrature method with the localized basis produces a well-conditioned, sparse, symmetric positive definite stiffness matrix. We demonstrate that both the continuum and discrete problems are well-posed and present numerical results for the convergence behavior of the radial basis function method. As a result, we explore approximating the solution to anisotropic differential equations by solving anisotropic nonlocal integral equations using the radial basis function method.

Symmetry analysis of a model for the exercise of a barrier option

NASA Astrophysics Data System (ADS)

O'Hara, J. G.; Sophocleous, C.; Leach, P. G. L.

2013-09-01

A barrier option takes into account the possibility of an unacceptable change in the price of the underlying stock. Such a change could carry considerable financial loss. We examine one model based upon the Black-Scholes-Merton Equation and determine the functional forms of the barrier function and rebate function which are consistent with a solution of the underlying evolution partial differential equation using the Lie Theory of Extended Groups. The solution is consistent with the possibility of no rebate and the barrier function is very similar to one adopted on an heuristic basis.

Mesh refinement and numerical sensitivity analysis for parameter calibration of partial differential equations

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.

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.

On differential transformations between Cartesian and curvilinear (geodetic) coordinates

NASA Technical Reports Server (NTRS)

Soler, T.

1976-01-01

Differential transformations are developed between Cartesian and curvilinear orthogonal coordinates. Only matrix algebra is used for the presentation of the basic concepts. After defining the reference systems used the rotation (R), metric (H), and Jacobian (J) matrices of the transformations between cartesian and curvilinear coordinate systems are introduced. A value of R as a function of H and J is presented. Likewise an analytical expression for J(-1) as a function of H(-2) and R is obtained. Emphasis is placed on showing that differential equations are equivalent to conventional similarity transformations. Scaling methods are discussed along with ellipsoidal coordinates. Differential transformations between elipsoidal and geodetic coordinates are established.

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

NASA Technical Reports Server (NTRS)

Prokhorenko, V. I.

1980-01-01

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

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

NASA Astrophysics Data System (ADS)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

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

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

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

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

Fractional spectral and pseudo-spectral methods in unbounded domains: Theory and applications

NASA Astrophysics Data System (ADS)

Khosravian-Arab, Hassan; Dehghan, Mehdi; Eslahchi, M. R.

2017-06-01

This paper is intended to provide exponentially accurate Galerkin, Petrov-Galerkin and pseudo-spectral methods for fractional differential equations on a semi-infinite interval. We start our discussion by introducing two new non-classical Lagrange basis functions: NLBFs-1 and NLBFs-2 which are based on the two new families of the associated Laguerre polynomials: GALFs-1 and GALFs-2 obtained recently by the authors in [28]. With respect to the NLBFs-1 and NLBFs-2, two new non-classical interpolants based on the associated- Laguerre-Gauss and Laguerre-Gauss-Radau points are introduced and then fractional (pseudo-spectral) differentiation (and integration) matrices are derived. Convergence and stability of the new interpolants are proved in detail. Several numerical examples are considered to demonstrate the validity and applicability of the basis functions to approximate fractional derivatives (and integrals) of some functions. Moreover, the pseudo-spectral, Galerkin and Petrov-Galerkin methods are successfully applied to solve some physical ordinary differential equations of either fractional orders or integer ones. Some useful comments from the numerical point of view on Galerkin and Petrov-Galerkin methods are listed at the end.

Convergence analysis of evolutionary algorithms that are based on the paradigm of information geometry.

PubMed

Beyer, Hans-Georg

2014-01-01

The convergence behaviors of so-called natural evolution strategies (NES) and of the information-geometric optimization (IGO) approach are considered. After a review of the NES/IGO ideas, which are based on information geometry, the implications of this philosophy w.r.t. optimization dynamics are investigated considering the optimization performance on the class of positive quadratic objective functions (the ellipsoid model). Exact differential equations describing the approach to the optimizer are derived and solved. It is rigorously shown that the original NES philosophy optimizing the expected value of the objective functions leads to very slow (i.e., sublinear) convergence toward the optimizer. This is the real reason why state of the art implementations of IGO algorithms optimize the expected value of transformed objective functions, for example, by utility functions based on ranking. It is shown that these utility functions are localized fitness functions that change during the IGO flow. The governing differential equations describing this flow are derived. In the case of convergence, the solutions to these equations exhibit an exponentially fast approach to the optimizer (i.e., linear convergence order). Furthermore, it is proven that the IGO philosophy leads to an adaptation of the covariance matrix that equals in the asymptotic limit-up to a scalar factor-the inverse of the Hessian of the objective function considered.

Gaussian closure technique applied to the hysteretic Bouc model with non-zero mean white noise excitation

NASA Astrophysics Data System (ADS)

Waubke, Holger; Kasess, Christian H.

2016-11-01

Devices that emit structure-borne sound are commonly decoupled by elastic components to shield the environment from acoustical noise and vibrations. The elastic elements often have a hysteretic behavior that is typically neglected. In order to take hysteretic behavior into account, Bouc developed a differential equation for such materials, especially joints made of rubber or equipped with dampers. In this work, the Bouc model is solved by means of the Gaussian closure technique based on the Kolmogorov equation. Kolmogorov developed a method to derive probability density functions for arbitrary explicit first-order vector differential equations under white noise excitation using a partial differential equation of a multivariate conditional probability distribution. Up to now no analytical solution of the Kolmogorov equation in conjunction with the Bouc model exists. Therefore a wide range of approximate solutions, especially the statistical linearization, were developed. Using the Gaussian closure technique that is an approximation to the Kolmogorov equation assuming a multivariate Gaussian distribution an analytic solution is derived in this paper for the Bouc model. For the stationary case the two methods yield equivalent results, however, in contrast to statistical linearization the presented solution allows to calculate the transient behavior explicitly. Further, stationary case leads to an implicit set of equations that can be solved iteratively with a small number of iterations and without instabilities for specific parameter sets.

Application of functional analysis to perturbation theory of differential equations. [nonlinear perturbation of the harmonic oscillator

NASA Technical Reports Server (NTRS)

Bogdan, V. M.; Bond, V. B.

1980-01-01

The deviation of the solution of the differential equation y' = f(t, y), y(O) = y sub O from the solution of the perturbed system z' = f(t, z) + g(t, z), z(O) = z sub O was investigated for the case where f and g are continuous functions on I x R sup n into R sup n, where I = (o, a) or I = (o, infinity). These functions are assumed to satisfy the Lipschitz condition in the variable z. The space Lip(I) of all such functions with suitable norms forms a Banach space. By introducing a suitable norm in the space of continuous functions C(I), introducing the problem can be reduced to an equivalent problem in terminology of operators in such spaces. A theorem on existence and uniqueness of the solution is presented by means of Banach space technique. Norm estimates on the rate of growth of such solutions are found. As a consequence, estimates of deviation of a solution due to perturbation are obtained. Continuity of the solution on the initial data and on the perturbation is established. A nonlinear perturbation of the harmonic oscillator is considered a perturbation of equations of the restricted three body problem linearized at libration point.

Solutions to an advanced functional partial differential equation of the pantograph type

PubMed Central

Zaidi, Ali A.; Van Brunt, B.; Wake, G. C.

2015-01-01

A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained. PMID:26345391

Solutions to an advanced functional partial differential equation of the pantograph type.

PubMed

Zaidi, Ali A; Van Brunt, B; Wake, G C

2015-07-08

A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained.

Applications of Random Differential Equations to Engineering Science. Wave Propagation in Turbulent Media and Random Linear Hyperbolic Systems.

DTIC Science & Technology

1981-11-10

1976), 745-754. 4. (with W. C. Tam) Periodic and traveling wave solutions to Volterra - Lotka equation with diffusion. Bull. Math. Biol. 38 (1976), 643...with applications [17,19,20). (5) A general method for reconstructing the mutual coherent function of a static or moving source from the random

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

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

NASA Technical Reports Server (NTRS)

Solomonoff, A.; Turkel, E.

1986-01-01

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

Corridor of existence of thermodynamically consistent solution of the Ornstein-Zernike equation.

PubMed

Vorob'ev, V S; Martynov, G A

2007-07-14

We obtain the exact equation for a correction to the Ornstein-Zernike (OZ) equation based on the assumption of the uniqueness of thermodynamical functions. We show that this equation is reduced to a differential equation with one arbitrary parameter for the hard sphere model. The compressibility factor within narrow limits of this parameter variation can either coincide with one of the formulas obtained on the basis of analytical solutions of the OZ equation or assume all intermediate values lying in a corridor between these solutions. In particular, we find the value of this parameter when the thermodynamically consistent compressibility factor corresponds to the Carnahan-Stirling formula.

Quadrature imposition of compatibility conditions in Chebyshev methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Streett, C. L.

1990-01-01

Often, in solving an elliptic equation with Neumann boundary conditions, a compatibility condition has to be imposed for well-posedness. This condition involves integrals of the forcing function. When pseudospectral Chebyshev methods are used to discretize the partial differential equation, these integrals have to be approximated by an appropriate quadrature formula. The Gauss-Chebyshev (or any variant of it, like the Gauss-Lobatto) formula can not be used here since the integrals under consideration do not include the weight function. A natural candidate to be used in approximating the integrals is the Clenshaw-Curtis formula, however it is shown that this is the wrong choice and it may lead to divergence if time dependent methods are used to march the solution to steady state. The correct quadrature formula is developed for these problems. This formula takes into account the degree of the polynomials involved. It is shown that this formula leads to a well conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.

Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

PubMed

Shotorban, Babak

2010-04-01

The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

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

PubMed

Qin, Huizeng; Zheng, Bin

2013-01-01

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

Optimized effective potential in real time: Problems and prospects in time-dependent density-functional theory

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

Mundt, Michael; Kuemmel, Stephan

2006-08-15

The integral equation for the time-dependent optimized effective potential (TDOEP) in time-dependent density-functional theory is transformed into a set of partial-differential equations. These equations only involve occupied Kohn-Sham orbitals and orbital shifts resulting from the difference between the exchange-correlation potential and the orbital-dependent potential. Due to the success of an analog scheme in the static case, a scheme that propagates orbitals and orbital shifts in real time is a natural candidate for an exact solution of the TDOEP equation. We investigate the numerical stability of such a scheme. An approximation beyond the Krieger-Li-Iafrate approximation for the time-dependent exchange-correlation potential ismore » analyzed.« less

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1976-01-01

The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.

Wave-packet continuum-discretization approach to ion-atom collisions including rearrangement: Application to differential ionization in proton-hydrogen scattering

NASA Astrophysics Data System (ADS)

Abdurakhmanov, I. B.; Bailey, J. J.; Kadyrov, A. S.; Bray, I.

2018-03-01

In this work, we develop a wave-packet continuum-discretization approach to ion-atom collisions that includes rearrangement processes. The total scattering wave function is expanded using a two-center basis built from wave-packet pseudostates. The exact three-body Schrödinger equation is converted into coupled-channel differential equations for time-dependent expansion coefficients. In the asymptotic region these time-dependent coefficients represent transition amplitudes for all processes including elastic scattering, excitation, ionization, and electron capture. The wave-packet continuum-discretization approach is ideal for differential ionization studies as it allows one to generate pseudostates with arbitrary energies and distribution. The approach is used to calculate the double differential cross section for ionization in proton collisions with atomic hydrogen. Overall good agreement with experiment is obtained for all considered cases.

Macroscopic dielectric function within time-dependent density functional theory—Real time evolution versus the Casida approach

NASA Astrophysics Data System (ADS)

Sander, Tobias; Kresse, Georg

2017-02-01

Linear optical properties can be calculated by solving the time-dependent density functional theory equations. Linearization of the equation of motion around the ground state orbitals results in the so-called Casida equation, which is formally very similar to the Bethe-Salpeter equation. Alternatively one can determine the spectral functions by applying an infinitely short electric field in time and then following the evolution of the electron orbitals and the evolution of the dipole moments. The long wavelength response function is then given by the Fourier transformation of the evolution of the dipole moments in time. In this work, we compare the results and performance of these two approaches for the projector augmented wave method. To allow for large time steps and still rely on a simple difference scheme to solve the differential equation, we correct for the errors in the frequency domain, using a simple analytic equation. In general, we find that both approaches yield virtually indistinguishable results. For standard density functionals, the time evolution approach is, with respect to the computational performance, clearly superior compared to the solution of the Casida equation. However, for functionals including nonlocal exchange, the direct solution of the Casida equation is usually much more efficient, even though it scales less beneficial with the system size. We relate this to the large computational prefactors in evaluating the nonlocal exchange, which renders the time evolution algorithm fairly inefficient.

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

Krasnobaeva, L. A., E-mail: kla1983@mail.ru; Siberian State Medical University Moscowski Trakt 2, Tomsk, 634050; Shapovalov, A. V.

Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on dynamics local conformational perturbations (kink) propagating along the DNA molecule is investigated. Such waves have an important role in the regulation of important biological processes in living systems at the molecular level. As a dynamic model of DNA was used a modified sine-Gordon equation, simulating the rotational oscillations of bases in one of the chains DNA. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the frameworkmore » of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker– Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum. Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on the kink dynamics is investigated in the sine–Gordon model. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the framework of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker–Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum.« less

Exact solution for a non-Markovian dissipative quantum dynamics.

PubMed

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Integrability of the one dimensional Schrödinger equation

NASA Astrophysics Data System (ADS)

Combot, Thierry

2018-02-01

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

Differential invariants and exact solutions of the Einstein equations

NASA Astrophysics Data System (ADS)

Lychagin, Valentin; Yumaguzhin, Valeriy

2017-06-01

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.

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

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

1968-01-01

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

Investigation of ODE integrators using interactive graphics. [Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Brown, R. L.

1978-01-01

Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.

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

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

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

1988-03-01

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

A differential delay equation arising from the sieve of Eratosthenes

NASA Astrophysics Data System (ADS)

Cheer, A. Y.; Goldston, D. A.

1990-07-01

The differential delay equation defined by ω (u) = 1/u for 1 ≤ u ≤ 2 and (uω (u))' = ω (u - 1) for u ≥ 2 was introduced by Buchstab in connection with an asymptotic formula for the number of uncanceled terms in the sieve of Eratosthenes. Maier has recently used this result to show there is unexpected irregularity in the distribution of primes in short intervals. The function ω (u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.

Classes of exact Einstein Maxwell solutions

NASA Astrophysics Data System (ADS)

Komathiraj, K.; Maharaj, S. D.

2007-12-01

We find new classes of exact solutions to the Einstein Maxwell system of equations for a charged sphere with a particular choice of the electric field intensity and one of the gravitational potentials. The condition of pressure isotropy is reduced to a linear, second order differential equation which can be solved in general. Consequently we can find exact solutions to the Einstein Maxwell field equations corresponding to a static spherically symmetric gravitational potential in terms of hypergeometric functions. It is possible to find exact solutions which can be written explicitly in terms of elementary functions, namely polynomials and product of polynomials and algebraic functions. Uncharged solutions are regainable with our choice of electric field intensity; in particular we generate the Einstein universe for particular parameter values.

Refractive laser beam shaping by means of a functional differential equation based design approach.

PubMed

Duerr, Fabian; Thienpont, Hugo

2014-04-07

Many laser applications require specific irradiance distributions to ensure optimal performance. Geometric optical design methods based on numerical calculation of two plano-aspheric lenses have been thoroughly studied in the past. In this work, we present an alternative new design approach based on functional differential equations that allows direct calculation of the rotational symmetric lens profiles described by two-point Taylor polynomials. The formalism is used to design a Gaussian to flat-top irradiance beam shaping system but also to generate a more complex dark-hollow Gaussian (donut-like) irradiance distribution with zero intensity in the on-axis region. The presented ray tracing results confirm the high accuracy of both calculated solutions and emphasize the potential of this design approach for refractive beam shaping applications.

Semiparametric mixed-effects analysis of PK/PD models using differential equations.

PubMed

Wang, Yi; Eskridge, Kent M; Zhang, Shunpu

2008-08-01

Motivated by the use of semiparametric nonlinear mixed-effects modeling on longitudinal data, we develop a new semiparametric modeling approach to address potential structural model misspecification for population pharmacokinetic/pharmacodynamic (PK/PD) analysis. Specifically, we use a set of ordinary differential equations (ODEs) with form dx/dt = A(t)x + B(t) where B(t) is a nonparametric function that is estimated using penalized splines. The inclusion of a nonparametric function in the ODEs makes identification of structural model misspecification feasible by quantifying the model uncertainty and provides flexibility for accommodating possible structural model deficiencies. The resulting model will be implemented in a nonlinear mixed-effects modeling setup for population analysis. We illustrate the method with an application to cefamandole data and evaluate its performance through simulations.

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

PubMed

Han, Seungsuk; Yarkony, David R

2011-05-07

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Heat transfer in a one-dimensional harmonic crystal in a viscous environment subjected to an external heat supply

NASA Astrophysics Data System (ADS)

Gavrilov, S. N.; Krivtsov, A. M.; Tsvetkov, D. V.

2018-05-01

We consider unsteady heat transfer in a one-dimensional harmonic crystal surrounded by a viscous environment and subjected to an external heat supply. The basic equations for the crystal particles are stated in the form of a system of stochastic differential equations. We perform a continualization procedure and derive an infinite set of linear partial differential equations for covariance variables. An exact analytic solution describing unsteady ballistic heat transfer in the crystal is obtained. It is shown that the stationary spatial profile of the kinetic temperature caused by a point source of heat supply of constant intensity is described by the Macdonald function of zero order. A comparison with the results obtained in the framework of the classical heat equation is presented. We expect that the results obtained in the paper can be verified by experiments with laser excitation of low-dimensional nanostructures.

A Viscoelastic Hybrid Shell Finite Element

NASA Technical Reports Server (NTRS)

Johnson, Arthur

1999-01-01

An elastic large displacement thick-shell hybrid finite element is modified to allow for the calculation of viscoelastic stresses. Internal strain variables are introduced at he element's stress nodes and are employed to construct a viscous material model. First order ordinary differential equations relate the internal strain variables to the corresponding elastic strains at the stress nodes. The viscous stresses are computed from the internal strain variables using viscous moduli which are a fraction of the elastic moduli. The energy dissipated by the action of the viscous stresses in included in the mixed variational functional. Nonlinear quasi-static viscous equilibrium equations are then obtained. Previously developed Taylor expansions of the equilibrium equations are modified to include the viscous terms. A predictor-corrector time marching solution algorithm is employed to solve the algebraic-differential equations. The viscous shell element is employed to numerically simulate a stair-step loading and unloading of an aircraft tire in contact with a frictionless surface.

Differential Calculus on h-Deformed Spaces

NASA Astrophysics Data System (ADS)

Herlemont, Basile; Ogievetsky, Oleg

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-03-01

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

Accurate solution of the Poisson equation with discontinuities

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

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

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

1984-11-01

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

Improved pedagogy for linear differential equations by reconsidering how we measure the size of solutions

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-11-01

For over 50 years, the learning of teaching of a priori bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to a priori bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving second-order, linear problems with constant co-efficients, we believe it is not pedagogically optimal. Moreover, the Euclidean method becomes pedagogically unwieldy in the proofs involving higher-order cases. The purpose of this work is to propose a simpler pedagogical approach to establish a priori bounds on solutions by considering a different way of measuring the size of a solution to linear problems, which we refer to as the Uber size. The Uber form enables a simplification of pedagogy from the literature and the ideas are accessible to learners who have an understanding of the Fundamental Theorem of Calculus and the exponential function, both usually seen in a first course in calculus. We believe that this work will be of mathematical and pedagogical interest to those who are learning and teaching in the area of differential equations or in any of the numerous disciplines where linear differential equations are used.

Fractional dynamics pharmacokinetics–pharmacodynamic models

PubMed Central

2010-01-01

While an increasing number of fractional order integrals and differential equations applications have been reported in the physics, signal processing, engineering and bioengineering literatures, little attention has been paid to this class of models in the pharmacokinetics–pharmacodynamic (PKPD) literature. One of the reasons is computational: while the analytical solution of fractional differential equations is available in special cases, it this turns out that even the simplest PKPD models that can be constructed using fractional calculus do not allow an analytical solution. In this paper, we first introduce new families of PKPD models incorporating fractional order integrals and differential equations, and, second, exemplify and investigate their qualitative behavior. The families represent extensions of frequently used PK link and PD direct and indirect action models, using the tools of fractional calculus. In addition the PD models can be a function of a variable, the active drug, which can smoothly transition from concentration to exposure, to hyper-exposure, according to a fractional integral transformation. To investigate the behavior of the models we propose, we implement numerical algorithms for fractional integration and for the numerical solution of a system of fractional differential equations. For simplicity, in our investigation we concentrate on the pharmacodynamic side of the models, assuming standard (integer order) pharmacokinetics. PMID:20455076

Solving Differential Equations in R: Package deSolve

EPA Science Inventory

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

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

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Masood Khalique, Chaudry

2018-05-01

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

Self-Consistent Sources Extensions of Modified Differential-Difference KP Equation

NASA Astrophysics Data System (ADS)

Gegenhasi; Li, Ya-Qian; Zhang, Duo-Duo

2018-04-01

In this paper, we investigate a modified differential-difference KP equation which is shown to have a continuum limit into the mKP equation. It is also shown that the solution of the modified differential-difference KP equation is related to the solution of the differential-difference KP equation through a Miura transformation. We first present the Grammian solution to the modified differential-difference KP equation, and then produce a coupled modified differential-difference KP system by applying the source generation procedure. The explicit N-soliton solution of the resulting coupled modified differential-difference system is expressed in compact forms by using the Grammian determinant and Casorati determinant. We also construct and solve another form of the self-consistent sources extension of the modified differential-difference KP equation, which constitutes a Bäcklund transformation for the differential-difference KP equation with self-consistent sources. Supported by the National Natural Science Foundation of China under Grant Nos. 11601247 and 11605096, the Natural Science Foundation of Inner Mongolia Autonomous Region under Grant Nos. 2016MS0115 and 2015MS0116 and the Innovation Fund Programme of Inner Mongolia University No. 20161115

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

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

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

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

Dynamics of curved fronts in systems with power-law memory

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

A Green's function formulation for a nonlinear potential flow solution applicable to transonic flow

NASA Technical Reports Server (NTRS)

Baker, A. J.; Fox, C. H., Jr.

1977-01-01

Routine determination of inviscid subsonic flow fields about wing-body-tail configurations employing a Green's function approach for numerical solution of the perturbation velocity potential equation is successfully extended into the high subsonic subcritical flow regime and into the shock-free supersonic flow regime. A modified Green's function formulation, valid throughout a range of Mach numbers including transonic, that takes an explicit accounting of the intrinsic nonlinearity in the parent governing partial differential equations is developed. Some considerations pertinent to flow field predictions in the transonic flow regime are discussed.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

High precision computing with charge domain devices and a pseudo-spectral method therefor

NASA Technical Reports Server (NTRS)

Barhen, Jacob (Inventor); Toomarian, Nikzad (Inventor); Fijany, Amir (Inventor); Zak, Michail (Inventor)

1997-01-01

The present invention enhances the bit resolution of a CCD/CID MVM processor by storing each bit of each matrix element as a separate CCD charge packet. The bits of each input vector are separately multiplied by each bit of each matrix element in massive parallelism and the resulting products are combined appropriately to synthesize the correct product. In another aspect of the invention, such arrays are employed in a pseudo-spectral method of the invention, in which partial differential equations are solved by expressing each derivative analytically as matrices, and the state function is updated at each computation cycle by multiplying it by the matrices. The matrices are treated as synaptic arrays of a neural network and the state function vector elements are treated as neurons. In a further aspect of the invention, moving target detection is performed by driving the soliton equation with a vector of detector outputs. The neural architecture consists of two synaptic arrays corresponding to the two differential terms of the soliton-equation and an adder connected to the output thereof and to the output of the detector array to drive the soliton equation.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

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

2015-10-01

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

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

NASA Astrophysics Data System (ADS)

Frank, T. D.

2008-02-01

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.

Computing anticipatory systems with incursion and hyperincursion

NASA Astrophysics Data System (ADS)

Dubois, Daniel M.

1998-07-01

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

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Multidimensional fractional Schrödinger equation

NASA Astrophysics Data System (ADS)

Rodrigues, M. M.; Vieira, N.

2012-11-01

This work is intended to investigate the multi-dimensional space-time fractional Schrödinger equation of the form (CDt0+αu)(t,x) = iħ/2m(C∇βu)(t,x), with ħ the Planck's constant divided by 2π, m is the mass and u(t,x) is a wave function of the particle. Here (CDt0+α,C∇β are operators of the Caputo fractional derivatives, where α ∈]0,1] and β ∈]1,2]. The wave function is obtained using Laplace and Fourier transforms methods and a symbolic operational form of solutions in terms of the Mittag-Leffler functions is exhibited. It is presented an expression for the wave function and for the quantum mechanical probability density. Using Banach fixed point theorem, the existence and uniqueness of solutions is studied for this kind of fractional differential equations.

Modeling electro-magneto-hydrodynamic thermo-fluidic transport of biofluids with new trend of fractional derivative without singular kernel

NASA Astrophysics Data System (ADS)

Abdulhameed, M.; Vieru, D.; Roslan, R.

2017-10-01

This paper investigates the electro-magneto-hydrodynamic flow of the non-Newtonian behavior of biofluids, with heat transfer, through a cylindrical microchannel. The fluid is acted by an arbitrary time-dependent pressure gradient, an external electric field and an external magnetic field. The governing equations are considered as fractional partial differential equations based on the Caputo-Fabrizio time-fractional derivatives without singular kernel. The usefulness of fractional calculus to study fluid flows or heat and mass transfer phenomena was proven. Several experimental measurements led to conclusion that, in such problems, the models described by fractional differential equations are more suitable. The most common time-fractional derivative used in Continuum Mechanics is Caputo derivative. However, two disadvantages appear when this derivative is used. First, the definition kernel is a singular function and, secondly, the analytical expressions of the problem solutions are expressed by generalized functions (Mittag-Leffler, Lorenzo-Hartley, Robotnov, etc.) which, generally, are not adequate to numerical calculations. The new time-fractional derivative Caputo-Fabrizio, without singular kernel, is more suitable to solve various theoretical and practical problems which involve fractional differential equations. Using the Caputo-Fabrizio derivative, calculations are simpler and, the obtained solutions are expressed by elementary functions. Analytical solutions of the biofluid velocity and thermal transport are obtained by means of the Laplace and finite Hankel transforms. The influence of the fractional parameter, Eckert number and Joule heating parameter on the biofluid velocity and thermal transport are numerically analyzed and graphic presented. This fact can be an important in Biochip technology, thus making it possible to use this analysis technique extremely effective to control bioliquid samples of nanovolumes in microfluidic devices used for biological analysis and medical diagnosis.

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

PubMed

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

2016-01-01

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

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

PubMed

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

2009-03-01

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

A damage mechanics based approach to structural deterioration and reliability

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

Bhattcharya, B.; Ellingwood, B.

1998-02-01

Structural deterioration often occurs without perceptible manifestation. Continuum damage mechanics defines structural damage in terms of the material microstructure, and relates the damage variable to the macroscopic strength or stiffness of the structure. This enables one to predict the state of damage prior to the initiation of a macroscopic flaw, and allows one to estimate residual strength/service life of an existing structure. The accumulation of damage is a dissipative process that is governed by the laws of thermodynamics. Partial differential equations for damage growth in terms of the Helmholtz free energy are derived from fundamental thermodynamical conditions. Closed-form solutions tomore » the equations are obtained under uniaxial loading for ductile deformation damage as a function of plastic strain, for creep damage as a function of time, and for fatigue damage as function of number of cycles. The proposed damage growth model is extended into the stochastic domain by considering fluctuations in the free energy, and closed-form solutions of the resulting stochastic differential equation are obtained in each of the three cases mentioned above. A reliability analysis of a ring-stiffened cylindrical steel shell subjected to corrosion, accidental pressure, and temperature is performed.« less

Reprint of Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-04-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

Solution of Ambrosio-Tortorelli model for image segmentation by generalized relaxation method

NASA Astrophysics Data System (ADS)

D'Ambra, Pasqua; Tartaglione, Gaetano

2015-03-01

Image segmentation addresses the problem to partition a given image into its constituent objects and then to identify the boundaries of the objects. This problem can be formulated in terms of a variational model aimed to find optimal approximations of a bounded function by piecewise-smooth functions, minimizing a given functional. The corresponding Euler-Lagrange equations are a set of two coupled elliptic partial differential equations with varying coefficients. Numerical solution of the above system often relies on alternating minimization techniques involving descent methods coupled with explicit or semi-implicit finite-difference discretization schemes, which are slowly convergent and poorly scalable with respect to image size. In this work we focus on generalized relaxation methods also coupled with multigrid linear solvers, when a finite-difference discretization is applied to the Euler-Lagrange equations of Ambrosio-Tortorelli model. We show that non-linear Gauss-Seidel, accelerated by inner linear iterations, is an effective method for large-scale image analysis as those arising from high-throughput screening platforms for stem cells targeted differentiation, where one of the main goal is segmentation of thousand of images to analyze cell colonies morphology.

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1985-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1986-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

On the coefficients of integrated expansions of Bessel polynomials

NASA Astrophysics Data System (ADS)

Doha, E. H.; Ahmed, H. M.

2006-03-01

A new formula expressing explicitly the integrals of Bessel polynomials of any degree and for any order in terms of the Bessel polynomials themselves is proved. Another new explicit formula relating the Bessel coefficients of an expansion for infinitely differentiable function that has been integrated an arbitrary number of times in terms of the coefficients of the original expansion of the function is also established. An application of these formulae for solving ordinary differential equations with varying coefficients is discussed.

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation (ODE) Models with Mixed Effects

PubMed Central

Chow, Sy-Miin; Bendezú, Jason J.; Cole, Pamela M.; Ram, Nilam

2016-01-01

Several approaches currently exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA), generalized local linear approximation (GLLA), and generalized orthogonal local derivative approximation (GOLD). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children’s self-regulation. PMID:27391255

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects.

PubMed

Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam

2016-01-01

Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation.

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

PubMed

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

2008-08-14

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

Ince's limits for confluent and double-confluent Heun equations

NASA Astrophysics Data System (ADS)

Bonorino Figueiredo, B. D.

2005-11-01

We find pairs of solutions to a differential equation which is obtained as a special limit of a generalized spheroidal wave equation (this is also known as confluent Heun equation). One solution in each pair is given by a series of hypergeometric functions and converges for any finite value of the independent variable z, while the other is given by a series of modified Bessel functions and converges for ∣z∣>∣z0∣, where z0 denotes a regular singularity. For short, the preceding limit is called Ince's limit after Ince who have used the same procedure to get the Mathieu equations from the Whittaker-Hill ones. We find as well that, when z0 tends to zero, the Ince limit of the generalized spheroidal wave equation turns out to be the Ince limit of a double-confluent Heun equation, for which solutions are provided. Finally, we show that the Schrödinger equation for inverse fourth- and sixth-power potentials reduces to peculiar cases of the double-confluent Heun equation and its Ince's limit, respectively.

Application of the method of lines for solutions of the Navier-Stokes equations using a nonuniform grid distribution

NASA Technical Reports Server (NTRS)

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

1983-01-01

The feasibility of the method of lines for solutions of physical problems requiring nonuniform grid distributions is investigated. To attain this, it is also necessary to investigate the stiffness characteristics of the pertinent equations. For specific applications, the governing equations considered are those for viscous, incompressible, two dimensional and axisymmetric flows. These equations are transformed from the physical domain having a variable mesh to a computational domain with a uniform mesh. The two governing partial differential equations are the vorticity and stream function equations. The method of lines is used to solve the vorticity equation and the successive over relaxation technique is used to solve the stream function equation. The method is applied to three laminar flow problems: the flow in ducts, curved-wall diffusers, and a driven cavity. Results obtained for different flow conditions are in good agreement with available analytical and numerical solutions. The viability and validity of the method of lines are demonstrated by its application to Navier-Stokes equations in the physical domain having a variable mesh.

Localized states in an unbounded neural field equation with smooth firing rate function: a multi-parameter analysis.

PubMed

Faye, Grégory; Rankin, James; Chossat, Pascal

2013-05-01

The existence of spatially localized solutions in neural networks is an important topic in neuroscience as these solutions are considered to characterize working (short-term) memory. We work with an unbounded neural network represented by the neural field equation with smooth firing rate function and a wizard hat spatial connectivity. Noting that stationary solutions of our neural field equation are equivalent to homoclinic orbits in a related fourth order ordinary differential equation, we apply normal form theory for a reversible Hopf bifurcation to prove the existence of localized solutions; further, we present results concerning their stability. Numerical continuation is used to compute branches of localized solution that exhibit snaking-type behaviour. We describe in terms of three parameters the exact regions for which localized solutions persist.

Linear and nonlinear stability criteria for compressible MHD flows in a gravitational field

NASA Astrophysics Data System (ADS)

Moawad, S. M.; Moawad

2013-10-01

The equilibrium and stability properties of ideal magnetohydrodynamics (MHD) of compressible flow in a gravitational field with a translational symmetry are investigated. Variational principles for the steady-state equations are formulated. The MHD equilibrium equations are obtained as critical points of a conserved Lyapunov functional. This functional consists of the sum of the total energy, the mass, the circulation along field lines (cross helicity), the momentum, and the magnetic helicity. In the unperturbed case, the equilibrium states satisfy a nonlinear second-order partial differential equation (PDE) associated with hydrodynamic Bernoulli law. The PDE can be an elliptic or a parabolic equation depending on increasing the poloidal flow speed. Linear and nonlinear Lyapunov stability conditions under translational symmetric perturbations are established for the equilibrium states.

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1978-01-01

The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.

An algorithm for the numerical evaluation of the associated Legendre functions that runs in time independent of degree and order

NASA Astrophysics Data System (ADS)

Bremer, James

2018-05-01

We describe a method for the numerical evaluation of normalized versions of the associated Legendre functions Pν- μ and Qν- μ of degrees 0 ≤ ν ≤ 1, 000, 000 and orders - ν ≤ μ ≤ ν for arguments in the interval (- 1 , 1). Our algorithm, which runs in time independent of ν and μ, is based on the fact that while the associated Legendre functions themselves are extremely expensive to represent via polynomial expansions, the logarithms of certain solutions of the differential equation defining them are not. We exploit this by numerically precomputing the logarithms of carefully chosen solutions of the associated Legendre differential equation and representing them via piecewise trivariate Chebyshev expansions. These precomputed expansions, which allow for the rapid evaluation of the associated Legendre functions over a large swath of parameter domain mentioned above, are supplemented with asymptotic and series expansions in order to cover it entirely. The results of numerical experiments demonstrating the efficacy of our approach are presented, and our code for evaluating the associated Legendre functions is publicly available.

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…

A numerical solution for a variable-order reaction-diffusion model by using fractional derivatives with non-local and non-singular kernel

NASA Astrophysics Data System (ADS)

Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Torres, L.; Escobar-Jiménez, R. F.

2018-02-01

A reaction-diffusion system can be represented by the Gray-Scott model. The reaction-diffusion dynamic is described by a pair of time and space dependent Partial Differential Equations (PDEs). In this paper, a generalization of the Gray-Scott model by using variable-order fractional differential equations is proposed. The variable-orders were set as smooth functions bounded in (0 , 1 ] and, specifically, the Liouville-Caputo and the Atangana-Baleanu-Caputo fractional derivatives were used to express the time differentiation. In order to find a numerical solution of the proposed model, the finite difference method together with the Adams method were applied. The simulations results showed the chaotic behavior of the proposed model when different variable-orders are applied.

Calculus of Elementary Functions, Part IV. Teacher's Commentary. Preliminary Edition.

ERIC Educational Resources Information Center

Herriot, Sarah T.; And Others

This teacher's guide is designed for use with the SMSG textbook "Calculus of Elementary Functions." It contains solutions to exercises found in Chapter 9, Integration Theory and Technique; Chapter 10, Simple Differential Equations; Appendix 5, Area and Integral; Appendix 6; Appendix 7, Continuity Theory; and Appendix 8, More About…

Space-Pseudo-Time Method: Application to the One-Dimensional Coulomb Potential and Density Funtional Theory

NASA Astrophysics Data System (ADS)

Weatherford, Charles; Gebremedhin, Daniel

2016-03-01

A new and efficient way of evolving a solution to an ordinary differential equation is presented. A finite element method is used where we expand in a convenient local basis set of functions that enforce both function and first derivative continuity across the boundaries of each element. We also implement an adaptive step size choice for each element that is based on a Taylor series expansion. The method is applied to solve for the eigenpairs of the one-dimensional soft-coulomb potential and the hard-coulomb limit is studied. The method is then used to calculate a numerical solution of the Kohn-Sham differential equation within the local density approximation is presented and is applied to the helium atom. Supported by the National Nuclear Security Agency, the Nuclear Regulatory Commission, and the Defense Threat Reduction Agency.

Universal RCFT correlators from the holomorphic bootstrap

NASA Astrophysics Data System (ADS)

Mukhi, Sunil; Muralidhara, Girish

2018-02-01

We elaborate and extend the method of Wronskian differential equations for conformal blocks to compute four-point correlation functions on the plane for classes of primary fields in rational (and possibly more general) conformal field theories. This approach leads to universal differential equations for families of CFT's and provides a very simple re-derivation of the BPZ results for the degenerate fields ϕ 1,2 and ϕ 2,1 in the c < 1 minimal models. We apply this technique to compute correlators for the WZW models corresponding to the Deligne-Cvitanović exceptional series of Lie algebras. The application turns out to be subtle in certain cases where there are multiple decoupled primaries. The power of this approach is demonstrated by applying it to compute four-point functions for the Baby Monster CFT, which does not belong to any minimal series.

Schwarz maps of algebraic linear ordinary differential equations

NASA Astrophysics Data System (ADS)

Sanabria Malagón, Camilo

2017-12-01

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

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

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

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

On an integro-differential equation model for the study of the response of an acoustically coupled panel

NASA Technical Reports Server (NTRS)

Yen, D. H. Y.; Maestrello, L.; Padula, S.

1975-01-01

The response of a clamped panel to supersonically convected turbulence is considered. A theoretical model in the form of an integro-differential equation is employed that takes into account the coupling between the panel motion and the surrounding acoustic medium. The kernels of the integrals, which represent induced pressures due to the panel motion, are Green's functions for sound radiations under various moving and stationary sources. An approximate analysis is made by following a finite-element Ritz-Galerkin procedure. Preliminary numerical results, in agreement with experimental findings, indicate that the acoustic damping is the controlling mechanism of the response.

On twisting type [N] ⊗ [N] Ricci flat complex spacetimes with two homothetic symmetries

NASA Astrophysics Data System (ADS)

Chudecki, Adam; Przanowski, Maciej

2018-04-01

In this article, H H spaces of type [N] ⊗ [N] with twisting congruence of null geodesics defined by the 4-fold undotted and dotted Penrose spinors are investigated. It is assumed that these spaces admit two homothetic symmetries. The general form of the homothetic vector fields is found. New coordinates are introduced, which enable us to reduce the H H system of partial differential equations to one ordinary differential equation (ODE) on one holomorphic function. In a special case, this is a second-order ODE and its general solution is explicitly given. In the generic case, one gets rather involved fifth-order ODE.

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

Student Solution Manual for Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Existence and uniqueness of solutions to a class of nonlinear-operator-differential equations arising in automated spaceship navigation

NASA Technical Reports Server (NTRS)

Bogdan, V. M.

1981-01-01

A proof is given of the existence and uniqueness of the solution to the automatic control problem with a nonlinear state equation of the form y' = f(t,y,u) and nonlinear operator controls u = U(y) acting onto the state function y which satisfies the initial condition y(t) = x(t) for t or = 0.

Features of neutrino mixing

NASA Astrophysics Data System (ADS)

Chiu, S. H.; Kuo, T. K.

2018-03-01

The elements (squared) of the neutrino mixing matrix are found to satisfy, as functions of the induced mass, a set of differential equations. They show clearly the dominance of pole terms when the neutrino masses "cross." Using the known vacuum mixing parameters as initial conditions, it is found that these equations have very good approximate solutions, for all values of the induced mass. The results are applicable to long baseline experiments.

Magnetohydrodynamic Flow by a Stretching Cylinder with Newtonian Heating and Homogeneous-Heterogeneous Reactions

PubMed Central

Hayat, T.; Hussain, Zakir; Alsaedi, A.; Farooq, M.

2016-01-01

This article examines the effects of homogeneous-heterogeneous reactions and Newtonian heating in magnetohydrodynamic (MHD) flow of Powell-Eyring fluid by a stretching cylinder. The nonlinear partial differential equations of momentum, energy and concentration are reduced to the nonlinear ordinary differential equations. Convergent solutions of momentum, energy and reaction equations are developed by using homotopy analysis method (HAM). This method is very efficient for development of series solutions of highly nonlinear differential equations. It does not depend on any small or large parameter like the other methods i. e., perturbation method, δ—perturbation expansion method etc. We get more accurate result as we increase the order of approximations. Effects of different parameters on the velocity, temperature and concentration distributions are sketched and discussed. Comparison of present study with the previous published work is also made in the limiting sense. Numerical values of skin friction coefficient and Nusselt number are also computed and analyzed. It is noticed that the flow accelerates for large values of Powell-Eyring fluid parameter. Further temperature profile decreases and concentration profile increases when Powell-Eyring fluid parameter enhances. Concentration distribution is decreasing function of homogeneous reaction parameter while opposite influence of heterogeneous reaction parameter appears. PMID:27280883

Magnetohydrodynamic Flow by a Stretching Cylinder with Newtonian Heating and Homogeneous-Heterogeneous Reactions.

PubMed

Hayat, T; Hussain, Zakir; Alsaedi, A; Farooq, M

2016-01-01

This article examines the effects of homogeneous-heterogeneous reactions and Newtonian heating in magnetohydrodynamic (MHD) flow of Powell-Eyring fluid by a stretching cylinder. The nonlinear partial differential equations of momentum, energy and concentration are reduced to the nonlinear ordinary differential equations. Convergent solutions of momentum, energy and reaction equations are developed by using homotopy analysis method (HAM). This method is very efficient for development of series solutions of highly nonlinear differential equations. It does not depend on any small or large parameter like the other methods i. e., perturbation method, δ-perturbation expansion method etc. We get more accurate result as we increase the order of approximations. Effects of different parameters on the velocity, temperature and concentration distributions are sketched and discussed. Comparison of present study with the previous published work is also made in the limiting sense. Numerical values of skin friction coefficient and Nusselt number are also computed and analyzed. It is noticed that the flow accelerates for large values of Powell-Eyring fluid parameter. Further temperature profile decreases and concentration profile increases when Powell-Eyring fluid parameter enhances. Concentration distribution is decreasing function of homogeneous reaction parameter while opposite influence of heterogeneous reaction parameter appears.

Methodological Measurement Fruitfulness of Exploratory Structural Equation Modeling (ESEM): New Approaches to Key Substantive Issues in Motivation and Engagement

ERIC Educational Resources Information Center

Marsh, Herbert W.; Liem, Gregory Arief D.; Martin, Andrew J.; Morin, Alexandre J. S.; Nagengast, Benjamin

2011-01-01

The most popular measures of multidimensional constructs typically fail to meet standards of good measurement: goodness of fit, measurement invariance, lack of differential item functioning, and well-differentiated factors that are not so highly correlated as to detract from their discriminant validity. Part of the problem, the authors argue, is…

Portent of Heine's Reciprocal Square Root Identity

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

Cohl, H W

Precise efforts in theoretical astrophysics are needed to fully understand the mechanisms that govern the structure, stability, dynamics, formation, and evolution of differentially rotating stars. Direct computation of the physical attributes of a star can be facilitated by the use of highly compact azimuthal and separation angle Fourier formulations of the Green's functions for the linear partial differential equations of mathematical physics.

Minimizing Secular J2 Perturbation Effects on Satellite Formations

DTIC Science & Technology

2008-03-01

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

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

DTIC Science & Technology

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

ASP: Automated symbolic computation of approximate symmetries of differential equations

NASA Astrophysics Data System (ADS)

Jefferson, G. F.; Carminati, J.

2013-03-01

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

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

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

Differential formulation of the gyrokinetic Landau operator

DOE PAGES

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

2017-01-05

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

Distribution theory for Schrödinger’s integral equation

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

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

2015-12-15

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

Use of Green's functions in the numerical solution of two-point boundary value problems

NASA Technical Reports Server (NTRS)

Gallaher, L. J.; Perlin, I. E.

1974-01-01

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Connecting source aggregating areas with distributive regions via Optimal Transportation theory.

NASA Astrophysics Data System (ADS)

Lanzoni, S.; Putti, M.

2016-12-01

We study the application of Optimal Transport (OT) theory to the transfer of water and sediments from a distributed aggregating source to a distributing area connected by a erodible hillslope. Starting from the Monge-Kantorovich equations, We derive a global energy functional that nonlinearly combines the cost of constructing the drainage network over the entire domain and the cost of water and sediment transportation through the network. It can be shown that the minimization of this functional is equivalent to the infinite time solution of a system of diffusion partial differential equations coupled with transient ordinary differential equations, that closely resemble the classical conservation laws of water and sediments mass and momentum. We present several numerical simulations applied to realstic test cases. For example, the solution of the proposed model forms network configurations that share strong similiratities with rill channels formed on an hillslope. At a larger scale, we obtain promising results in simulating the network patterns that ensure a progressive and continuous transition from a drainage drainage area to a distributive receiving region.

The exact solutions and approximate analytic solutions of the (2 + 1)-dimensional KP equation based on symmetry method.

PubMed

Gai, Litao; Bilige, Sudao; Jie, Yingmo

2016-01-01

In this paper, we successfully obtained the exact solutions and the approximate analytic solutions of the (2 + 1)-dimensional KP equation based on the Lie symmetry, the extended tanh method and the homotopy perturbation method. In first part, we obtained the symmetries of the (2 + 1)-dimensional KP equation based on the Wu-differential characteristic set algorithm and reduced it. In the second part, we constructed the abundant exact travelling wave solutions by using the extended tanh method. These solutions are expressed by the hyperbolic functions, the trigonometric functions and the rational functions respectively. It should be noted that when the parameters are taken as special values, some solitary wave solutions are derived from the hyperbolic function solutions. Finally, we apply the homotopy perturbation method to obtain the approximate analytic solutions based on four kinds of initial conditions.

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

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

PubMed

Benhammouda, Brahim

2016-01-01

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

Non-perturbative background field calculations

NASA Astrophysics Data System (ADS)

Stephens, C. R.

1988-01-01

New methods are developed for calculating one loop functional determinants in quantum field theory. Instead of relying on a calculation of all the eigenvalues of the small fluctuation equation, these techniques exploit the ability of the proper time formalism to reformulate an infinite dimensional field theoretic problem into a finite dimensional covariant quantum mechanical analog, thereby allowing powerful tools such as the method of Jacobi fields to be used advantageously in a field theory setting. More generally the methods developed herein should be extremely valuable when calculating quantum processes in non-constant background fields, offering a utilitarian alternative to the two standard methods of calculation—perturbation theory in the background field or taking the background field into account exactly. The formalism developed also allows for the approximate calculation of covariances of partial differential equations from a knowledge of the solutions of a homogeneous ordinary differential equation.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

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

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Simple iterative construction of the optimized effective potential for orbital functionals, including exact exchange.

PubMed

Kümmel, Stephan; Perdew, John P

2003-01-31

For exchange-correlation functionals that depend explicitly on the Kohn-Sham orbitals, the potential V(xcsigma)(r) must be obtained as the solution of the optimized effective potential (OEP) integral equation. This is very demanding and has limited the use of orbital functionals. We demonstrate that instead the OEP can be obtained iteratively by solving the partial differential equations for the orbital shifts that exactify the Krieger-Li-Iafrate approximation. Unoccupied orbitals do not need to be calculated. Accuracy and efficiency of the method are shown for atoms and clusters using the exact-exchange energy. Counterintuitive asymptotic limits of the exact OEP are presented.

BLUES function method in computational physics

NASA Astrophysics Data System (ADS)

Indekeu, Joseph O.; Müller-Nedebock, Kristian K.

2018-04-01

We introduce a computational method in physics that goes ‘beyond linear use of equation superposition’ (BLUES). A BLUES function is defined as a solution of a nonlinear differential equation (DE) with a delta source that is at the same time a Green’s function for a related linear DE. For an arbitrary source, the BLUES function can be used to construct an exact solution to the nonlinear DE with a different, but related source. Alternatively, the BLUES function can be used to construct an approximate piecewise analytical solution to the nonlinear DE with an arbitrary source. For this alternative use the related linear DE need not be known. The method is illustrated in a few examples using analytical calculations and numerical computations. Areas for further applications are suggested.

Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems

NASA Astrophysics Data System (ADS)

Tobasco, Ian; Goluskin, David; Doering, Charles R.

2018-02-01

For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper bounds on time averages can be proved a priori using auxiliary functions, the optimal choice of which is a convex optimization problem. We prove that the problems of finding maximal trajectories and minimal auxiliary functions are strongly dual. Thus, auxiliary functions provide arbitrarily sharp upper bounds on time averages. Moreover, any nearly minimal auxiliary function provides phase space volumes in which all nearly maximal trajectories are guaranteed to lie. For polynomial equations, auxiliary functions can be constructed by semidefinite programming, which we illustrate using the Lorenz system.

Computational Algorithms or Identification of Distributed Parameter Systems

DTIC Science & Technology

1993-04-24

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

Application of the Sumudu Transform to Discrete Dynamic Systems

ERIC Educational Resources Information Center

Asiru, Muniru Aderemi

2003-01-01

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

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

PubMed

Murase, Kenya

2016-01-01

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

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

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

Zhu, Hongyu; Petra, Noemi; Stadler, Georg

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

DOE PAGES

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; ...

2016-07-13

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

NASA Astrophysics Data System (ADS)

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; Isaac, Tobin; Hughes, Thomas J. R.; Ghattas, Omar

2016-07-01

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection-diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations and model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov-Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems - i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian - we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. We show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.

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

NASA Technical Reports Server (NTRS)

Camillo, P.; Schmugge, T. J.

1981-01-01

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

Quasi-Static Viscoelastic Finite Element Model of an Aircraft Tire

NASA Technical Reports Server (NTRS)

Johnson, Arthur R.; Tanner, John A.; Mason, Angela J.

1999-01-01

An elastic large displacement thick-shell mixed finite element is modified to allow for the calculation of viscoelastic stresses. Internal strain variables are introduced at the element's stress nodes and are employed to construct a viscous material model. First order ordinary differential equations relate the internal strain variables to the corresponding elastic strains at the stress nodes. The viscous stresses are computed from the internal strain variables using viscous moduli which are a fraction of the elastic moduli. The energy dissipated by the action of the viscous stresses is included in the mixed variational functional. The nonlinear quasi-static viscous equilibrium equations are then obtained. Previously developed Taylor expansions of the nonlinear elastic equilibrium equations are modified to include the viscous terms. A predictor-corrector time marching solution algorithm is employed to solve the algebraic-differential equations. The viscous shell element is employed to computationally simulate a stair-step loading and unloading of an aircraft tire in contact with a frictionless surface.

Sometimes "Newton's Method" Always "Cycles"

ERIC Educational Resources Information Center

Latulippe, Joe; Switkes, Jennifer

2012-01-01

Are there functions for which Newton's method cycles for all non-trivial initial guesses? We construct and solve a differential equation whose solution is a real-valued function that two-cycles under Newton iteration. Higher-order cycles of Newton's method iterates are explored in the complex plane using complex powers of "x." We find a class of…

On implicit abstract neutral nonlinear differential equations

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

Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie

2016-04-15

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

Optimization of complex slater-type functions with analytic derivative methods for describing photoionization differential cross sections.

PubMed

Matsuzaki, Rei; Yabushita, Satoshi

2017-05-05

The complex basis function (CBF) method applied to various atomic and molecular photoionization problems can be interpreted as an L2 method to solve the driven-type (inhomogeneous) Schrödinger equation, whose driven term being dipole operator times the initial state wave function. However, efficient basis functions for representing the solution have not fully been studied. Moreover, the relation between their solution and that of the ordinary Schrödinger equation has been unclear. For these reasons, most previous applications have been limited to total cross sections. To examine the applicability of the CBF method to differential cross sections and asymmetry parameters, we show that the complex valued solution to the driven-type Schrödinger equation can be variationally obtained by optimizing the complex trial functions for the frequency dependent polarizability. In the test calculations made for the hydrogen photoionization problem with five or six complex Slater-type orbitals (cSTOs), their complex valued expansion coefficients and the orbital exponents have been optimized with the analytic derivative method. Both the real and imaginary parts of the solution have been obtained accurately in a wide region covering typical molecular regions. Their phase shifts and asymmetry parameters are successfully obtained by extrapolating the CBF solution from the inner matching region to the asymptotic region using WKB method. The distribution of the optimized orbital exponents in the complex plane is explained based on the close connection between the CBF method and the driven-type equation method. The obtained information is essential to constructing the appropriate basis sets in future molecular applications. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

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

NASA Astrophysics Data System (ADS)

Man, Yiu-Kwong

2010-10-01

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

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Exact analytic solutions for a global equation of plant cell growth.

PubMed

Pietruszka, Mariusz

2010-05-21

A generalization of the Lockhart equation for plant cell expansion in isotropic case is presented. The goal is to account for the temporal variation in the wall mechanical properties--in this case by making the wall extensibility a time dependent parameter. We introduce a time-differential equation describing the plant growth process with some key biophysical aspects considered. The aim of this work was to improve prior modeling efforts by taking into account the dynamic character of the plant cell wall with characteristics reminiscent of damped (aperiodic) motion. The equations selected to encapsulate the time evolution of the wall extensibility offer a new insight into the control of cell wall expansion. We find that the solutions to the time dependent second order differential equation reproduce much of the known experimental data for long- and short-time scales. Additionally, in order to support the biomechanical approach, a new growth equation based on the action of expansin proteins is proposed. Remarkably, both methods independently converge to the same kind, sigmoid-shaped, growth description functional V(t) proportional, exp(-exp(-t)), properly describing the volumetric growth and, consequently, growth rate as its time derivative. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Action principle for Coulomb collisions in plasmas

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

Hirvijoki, Eero

In this study, an action principle for Coulomb collisions in plasmas is proposed. Although no natural Lagrangian exists for the Landau-Fokker-Planck equation, an Eulerian variational formulation is found considering the system of partial differential equations that couple the distribution function and the Rosenbluth-MacDonald-Judd potentials. Conservation laws are derived after generalizing the energy-momentum stress tensor for second order Lagrangians and, in the case of a test-particle population in a given plasma background, the action principle is shown to correspond to the Langevin equation for individual particles.

Hyperboloidal evolution of test fields in three spatial dimensions

NASA Astrophysics Data System (ADS)

Zenginoǧlu, Anıl; Kidder, Lawrence E.

2010-06-01

We present the numerical implementation of a clean solution to the outer boundary and radiation extraction problems within the 3+1 formalism for hyperbolic partial differential equations on a given background. Our approach is based on compactification at null infinity in hyperboloidal scri fixing coordinates. We report numerical tests for the particular example of a scalar wave equation on Minkowski and Schwarzschild backgrounds. We address issues related to the implementation of the hyperboloidal approach for the Einstein equations, such as nonlinear source functions, matching, and evaluation of formally singular terms at null infinity.

Action principle for Coulomb collisions in plasmas

DOE PAGES

Hirvijoki, Eero

2016-09-14

In this study, an action principle for Coulomb collisions in plasmas is proposed. Although no natural Lagrangian exists for the Landau-Fokker-Planck equation, an Eulerian variational formulation is found considering the system of partial differential equations that couple the distribution function and the Rosenbluth-MacDonald-Judd potentials. Conservation laws are derived after generalizing the energy-momentum stress tensor for second order Lagrangians and, in the case of a test-particle population in a given plasma background, the action principle is shown to correspond to the Langevin equation for individual particles.

Fractional Bateman—Feshbach Tikochinsky Oscillator

NASA Astrophysics Data System (ADS)

Dumitru, Baleanu; Jihad, H. Asad; Ivo, Petras

2014-02-01

In the last few years the numerical methods for solving the fractional differential equations started to be applied intensively to real world phenomena. Having these things in mind in this manuscript we focus on the fractional Lagrangian and Hamiltonian of the complex Bateman—Feshbach Tikochinsky oscillator. The numerical analysis of the corresponding fractional Euler-Lagrange equations is given within the Grünwald—Letnikov approach, which is power series expansion of the generating function.

Constants and pseudo-constants of the Kadomtsev-Petviashvili equation

PubMed Central

Case, K. M.

1985-01-01

Elucidating earlier work, it is shown that the Kadomtsev-Petviashvili equation has n + 2 constants for all n ≥ 0. It also has a pseudo-constant from which the constants can be obtained by differentiation with respect to time. The pseudo-constant can be obtained from a basis functional Jn(n+2) = -1/18 [unk] yn+2q by taking repeated Poisson brackets with the Hamiltonian. PMID:16593588

Constants and pseudo-constants of the Kadomtsev-Petviashvili equation.

PubMed

Case, K M

1985-08-01

Elucidating earlier work, it is shown that the Kadomtsev-Petviashvili equation has n + 2 constants for all n >/= 0. It also has a pseudo-constant from which the constants can be obtained by differentiation with respect to time. The pseudo-constant can be obtained from a basis functional J(n) ((n+2)) = -1/18 [unk] y(n+2)q by taking repeated Poisson brackets with the Hamiltonian.

Two-dimensional mesh embedding for Galerkin B-spline methods

NASA Technical Reports Server (NTRS)

Shariff, Karim; Moser, Robert D.

1995-01-01

A number of advantages result from using B-splines as basis functions in a Galerkin method for solving partial differential equations. Among them are arbitrary order of accuracy and high resolution similar to that of compact schemes but without the aliasing error. This work develops another property, namely, the ability to treat semi-structured embedded or zonal meshes for two-dimensional geometries. This can drastically reduce the number of grid points in many applications. Both integer and non-integer refinement ratios are allowed. The report begins by developing an algorithm for choosing basis functions that yield the desired mesh resolution. These functions are suitable products of one-dimensional B-splines. Finally, test cases for linear scalar equations such as the Poisson and advection equation are presented. The scheme is conservative and has uniformly high order of accuracy throughout the domain.

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

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

Computer Algebra Systems in Undergraduate Instruction.

ERIC Educational Resources Information Center

Small, Don; And Others

1986-01-01

Computer algebra systems (such as MACSYMA and muMath) can carry out many of the operations of calculus, linear algebra, and differential equations. Use of them with sketching graphs of rational functions and with other topics is discussed. (MNS)

Wavelet-based spectral finite element dynamic analysis for an axially moving Timoshenko beam

NASA Astrophysics Data System (ADS)

Mokhtari, Ali; Mirdamadi, Hamid Reza; Ghayour, Mostafa

2017-08-01

In this article, wavelet-based spectral finite element (WSFE) model is formulated for time domain and wave domain dynamic analysis of an axially moving Timoshenko beam subjected to axial pretension. The formulation is similar to conventional FFT-based spectral finite element (SFE) model except that Daubechies wavelet basis functions are used for temporal discretization of the governing partial differential equations into a set of ordinary differential equations. The localized nature of Daubechies wavelet basis functions helps to rule out problems of SFE model due to periodicity assumption, especially during inverse Fourier transformation and back to time domain. The high accuracy of WSFE model is then evaluated by comparing its results with those of conventional finite element and SFE results. The effects of moving beam speed and axial tensile force on vibration and wave characteristics, and static and dynamic stabilities of moving beam are investigated.

Impact buckling of thin bars in the elastic range for any end condition

NASA Technical Reports Server (NTRS)

Taub, Josef

1934-01-01

Following a qualitative discussion of the complicated process involved in a short-period, longitudinal force applied to an originally not quite straight bar, the actual process is substituted by an idealized process for the purpose of analytical treatment. The simplifications are: the assumption of an infinitely high rate of propagation of the elastic longitudinal waves in the bar, limitation to slender bars, disregard of material damping and of rotatory inertia, the assumption of consistently small elastic deformations, the assumption of cross-sectional dimensions constant along the bar axis, the assumption of a shock-load constant in time, and the assumption of eccentricities on one plane. Then follow the mathematical principles for resolving the differential equation of the simplified problem, particularly the developability of arbitrary functions with steady first and second and intermittently steady third and fourth derivatives into one convergent series, according to the natural functions of the homogeneous differential equation.

Faraday waves under time-reversed excitation.

PubMed

Pietschmann, Dirk; Stannarius, Ralf; Wagner, Christian; John, Thomas

2013-03-01

Do parametrically driven systems distinguish periodic excitations that are time mirrors of each other? Faraday waves in a Newtonian fluid are studied under excitation with superimposed harmonic wave forms. We demonstrate that the threshold parameters for the stability of the ground state are insensitive to a time inversion of the driving function. This is a peculiarity of some dynamic systems. The Faraday system shares this property with standard electroconvection in nematic liquid crystals [J. Heuer et al., Phys. Rev. E 78, 036218 (2008)]. In general, time inversion of the excitation affects the asymptotic stability of a parametrically driven system, even when it is described by linear ordinary differential equations. Obviously, the observed symmetry has to be attributed to the particular structure of the underlying differential equation system. The pattern selection of the Faraday waves above threshold, on the other hand, discriminates between time-mirrored excitation functions.

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

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

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

An accessible four-dimensional treatment of Maxwell's equations in terms of differential forms

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

Maxwell’s equations are derived in terms of differential forms in the four-dimensional Minkowski representation, starting from the three-dimensional vector calculus differential version of these equations. Introducing all the mathematical and physical concepts needed (including the tool of differential forms), using only knowledge of elementary vector calculus and the local vector version of Maxwell’s equations, the equations are reduced to a simple and elegant set of two equations for a unified quantity, the electromagnetic field. The treatment should be accessible for students taking a first course on electromagnetism.

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

PubMed

Weizenecker, Jürgen

2018-01-22

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

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

NASA Astrophysics Data System (ADS)

Weizenecker, Jürgen

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-12-01

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

SIVA/DIVA- INITIAL VALUE ORDINARY DIFFERENTIAL EQUATION SOLUTION VIA A VARIABLE ORDER ADAMS METHOD

NASA Technical Reports Server (NTRS)

Krogh, F. T.

1994-01-01

The SIVA/DIVA package is a collection of subroutines for the solution of ordinary differential equations. There are versions for single precision and double precision arithmetic. These solutions are applicable to stiff or nonstiff differential equations of first or second order. SIVA/DIVA requires fewer evaluations of derivatives than other variable order Adams predictor-corrector methods. There is an option for the direct integration of second order equations which can make integration of trajectory problems significantly more efficient. Other capabilities of SIVA/DIVA include: monitoring a user supplied function which can be separate from the derivative; dynamically controlling the step size; displaying or not displaying output at initial, final, and step size change points; saving the estimated local error; and reverse communication where subroutines return to the user for output or computation of derivatives instead of automatically performing calculations. The user must supply SIVA/DIVA with: 1) the number of equations; 2) initial values for the dependent and independent variables, integration stepsize, error tolerance, etc.; and 3) the driver program and operational parameters necessary for subroutine execution. SIVA/DIVA contains an extensive diagnostic message library should errors occur during execution. SIVA/DIVA is written in FORTRAN 77 for batch execution and is machine independent. It has a central memory requirement of approximately 120K of 8 bit bytes. This program was developed in 1983 and last updated in 1987.

Chaotic attractors in tumor growth and decay: a differential equation model.

PubMed

Harney, Michael; Yim, Wen-sau

2015-01-01

Tumorigenesis can be modeled as a system of chaotic nonlinear differential equations. A simulation of the system is realized by converting the differential equations to difference equations. The results of the simulation show that an increase in glucose in the presence of low oxygen levels decreases tumor growth.

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

Cheviakov, Alexei F., E-mail: chevaikov@math.usask.ca

Partial differential equations of the form divN=0, N{sub t}+curl M=0 involving two vector functions in R{sup 3} depending on t, x, y, z appear in different physical contexts, including the vorticity formulation of fluid dynamics, magnetohydrodynamics (MHD) equations, and Maxwell's equations. It is shown that these equations possess an infinite family of local divergence-type conservation laws involving arbitrary functions of space and time. Moreover, it is demonstrated that the equations of interest have a rather special structure of a lower-degree (degree two) conservation law in R{sup 4}(t,x,y,z). The corresponding potential system has a clear physical meaning. For the Maxwell's equations,more » it gives rise to the scalar electric and the vector magnetic potentials; for the vorticity equations of fluid dynamics, the potentialization inverts the curl operator to yield the fluid dynamics equations in primitive variables; for MHD equations, the potential equations yield a generalization of the Galas-Bogoyavlenskij potential that describes magnetic surfaces of ideal MHD equilibria. The lower-degree conservation law is further shown to yield curl-type conservation laws and determined potential equations in certain lower-dimensional settings. Examples of new nonlocal conservation laws, including an infinite family of nonlocal material conservation laws of ideal time-dependent MHD equations in 2+1 dimensions, are presented.« less

New perspectives on constant-roll inflation

NASA Astrophysics Data System (ADS)

Cicciarella, Francesco; Mabillard, Joel; Pieroni, Mauro

2018-01-01

We study constant-roll inflation using the β-function formalism. We show that the constant rate of the inflaton roll is translated into a first order differential equation for the β-function which can be solved easily. The solutions to this equation correspond to the usual constant-roll models. We then construct, by perturbing these exact solutions, more general classes of models that satisfy the constant-roll equation asymptotically. In the case of an asymptotic power law solution, these corrections naturally provide an end to the inflationary phase. Interestingly, while from a theoretical point of view (in particular in terms of the holographic interpretation) these models are intrinsically different from standard slow-roll inflation, they may have phenomenological predictions in good agreement with present cosmological data.

A complete analytical solution of the Fokker-Planck and balance equations for nucleation and growth of crystals

NASA Astrophysics Data System (ADS)

Makoveeva, Eugenya V.; Alexandrov, Dmitri V.

2018-01-01

This article is concerned with a new analytical description of nucleation and growth of crystals in a metastable mushy layer (supercooled liquid or supersaturated solution) at the intermediate stage of phase transition. The model under consideration consisting of the non-stationary integro-differential system of governing equations for the distribution function and metastability level is analytically solved by means of the saddle-point technique for the Laplace-type integral in the case of arbitrary nucleation kinetics and time-dependent heat or mass sources in the balance equation. We demonstrate that the time-dependent distribution function approaches the stationary profile in course of time. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

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

NASA Technical Reports Server (NTRS)

Shertzer, Janine; Temkin, Aaron

2004-01-01

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

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

NASA Technical Reports Server (NTRS)

Pawloski, Janice S.

2001-01-01

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

Enskog theory for polydisperse granular mixtures. I. Navier-Stokes order transport.

PubMed

Garzó, Vicente; Dufty, James W; Hrenya, Christine M

2007-09-01

A hydrodynamic description for an s -component mixture of inelastic, smooth hard disks (two dimensions) or spheres (three dimensions) is derived based on the revised Enskog theory for the single-particle velocity distribution functions. In this first part of the two-part series, the macroscopic balance equations for mass, momentum, and energy are derived. Constitutive equations are calculated from exact expressions for the fluxes by a Chapman-Enskog expansion carried out to first order in spatial gradients, thereby resulting in a Navier-Stokes order theory. Within this context of small gradients, the theory is applicable to a wide range of restitution coefficients and densities. The resulting integral-differential equations for the zeroth- and first-order approximations of the distribution functions are given in exact form. An approximate solution to these equations is required for practical purposes in order to cast the constitutive quantities as algebraic functions of the macroscopic variables; this task is described in the companion paper.

Efficient numerical method for solving Cauchy problem for the Gamma equation

NASA Astrophysics Data System (ADS)

Koleva, Miglena N.

2011-12-01

In this work we consider Cauchy problem for the so called Gamma equation, derived by transforming the fully nonlinear Black-Scholes equation for option price into a quasilinear parabolic equation for the second derivative (Greek) Γ = VSS of the option price V. We develop an efficient numerical method for solving the model problem concerning different volatility terms. Using suitable change of variables the problem is transformed on finite interval, keeping original behavior of the solution at the infinity. Then we construct Picard-Newton algorithm with adaptive mesh step in time, which can be applied also in the case of non-differentiable functions. Results of numerical simulations are given.

Optimization of Layer Densities for Spacecraft Multilayered Insulation Systems

NASA Technical Reports Server (NTRS)

Johnson, W. L.

2009-01-01

Numerous tests of various multilayer insulation systems have indicated that there are optimal densities for these systems. However, the only method of calculating this optimal density was by a complex physics based algorithm developed by McIntosh. In the 1970's much data were collected on the performance of these insulation systems with many different variables analyzed. All formulas generated included number of layers and layer density as geometric variables in solving for the heat flux, none of them was in a differentiable form for a single geometric variable. It was recently discovered that by converting the equations from heat flux to thermal conductivity using Fourier's Law, the equations became functions of layer density, temperatures, and material properties only. The thickness and number of layers of the blanket were merged into a layer density. These equations were then differentiated with respect to layer density. By setting the first derivative equal to zero, and solving for the layer density, the critical layer density was determined. Taking a second derivative showed that the critical layer density is a minimum in the function and thus the optimum density for minimal heat leak, this is confirmed by plotting the original function. This method was checked and validated using test data from the Multipurpose Hydrogen Testbed which was designed using McIntosh's algorithm.