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Sample records for local differential equation

  1. 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.

  2. Integro-differential equation of non-local wave interaction

    SciTech Connect

    Engibaryan, N B; Khachatryan, Aghavard Kh

    2007-06-30

    The integro-differential equation d{sup 2}f/dx{sup 2} + Af = {integral}{sub 0}{sup {infinity}}K(x-t)f(t)dt + g(x) with kernel K(x)={lambda}{integral}{sub a}{sup {infinity}}e{sup -|x|p}G(p)dp, a{>=}0, is considered, in which A>0, {lambda} element of 9-{infinity},{infinity}), G(p){>=}0, 2{integral}{sub a}{sup {infinity}}1/p g(p)dp=1. These equations arise, in particular, in the theory of non-local wave interaction. A factorization method of their analysis and solution is developed. Bibliography: 9 titles.

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

    NASA Technical Reports Server (NTRS)

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

    1972-01-01

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

  4. Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

    PubMed

    Ding, A Adam; Wu, Hulin

    2014-10-01

    We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

  5. Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

    NASA Technical Reports Server (NTRS)

    Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)

    2002-01-01

    In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

  6. Partial differential equation-based localization of a monopole source from a circular array.

    PubMed

    Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

    2013-10-01

    Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.

  7. Muscle activation described with a differential equation model for large ensembles of locally coupled molecular motors.

    PubMed

    Walcott, Sam

    2014-10-01

    Molecular motors, by turning chemical energy into mechanical work, are responsible for active cellular processes. Often groups of these motors work together to perform their biological role. Motors in an ensemble are coupled and exhibit complex emergent behavior. Although large motor ensembles can be modeled with partial differential equations (PDEs) by assuming that molecules function independently of their neighbors, this assumption is violated when motors are coupled locally. It is therefore unclear how to describe the ensemble behavior of the locally coupled motors responsible for biological processes such as calcium-dependent skeletal muscle activation. Here we develop a theory to describe locally coupled motor ensembles and apply the theory to skeletal muscle activation. The central idea is that a muscle filament can be divided into two phases: an active and an inactive phase. Dynamic changes in the relative size of these phases are described by a set of linear ordinary differential equations (ODEs). As the dynamics of the active phase are described by PDEs, muscle activation is governed by a set of coupled ODEs and PDEs, building on previous PDE models. With comparison to Monte Carlo simulations, we demonstrate that the theory captures the behavior of locally coupled ensembles. The theory also plausibly describes and predicts muscle experiments from molecular to whole muscle scales, suggesting that a micro- to macroscale muscle model is within reach.

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

    ERIC Educational Resources Information Center

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

    2016-01-01

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

  9. Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

    SciTech Connect

    Chen, Yi; Jakeman, John; Gittelson, Claude; Xiu, Dongbin

    2015-01-08

    In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained from the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.

  10. Parametrically defined differential equations

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  11. Performance and scaling of locally-structured grid methods forpartial differential equations

    SciTech Connect

    Colella, Phillip; Bell, John; Keen, Noel; Ligocki, Terry; Lijewski, Michael; Van Straalen, Brian

    2007-07-19

    In this paper, we discuss some of the issues in obtaining high performance for block-structured adaptive mesh refinement software for partial differential equations. We show examples in which AMR scales to thousands of processors. We also discuss a number of metrics for performance and scalability that can provide a basis for understanding the advantages and disadvantages of this approach.

  12. Symmetry algebras of linear differential equations

    NASA Astrophysics Data System (ADS)

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

    1992-07-01

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

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

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-10-01

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

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

    NASA Astrophysics Data System (ADS)

    Gou, Haide; Li, Baolin

    2017-01-01

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

  15. Local invertible analytic solutions for an iterative differential equation related to a discrete derivatives sequence

    NASA Astrophysics Data System (ADS)

    Si, Jianguo; Zhao, Houyu

    2007-11-01

    In this paper, we are concerned with the existence of analytic solutions of a class of iterative differential equation in the complex field , where , , fi(z) denotes ith iterate of f(z), i=1,2,...,n. The above equation is closely related to a discrete derivatives sequence F'(m) (see [Y.-F.S. Pétermann, Jean-Luc Rémy, Ilan Vardi, Discrete derivative of sequences, Adv. in Appl. Math. 27 (2001) 562-584]). We first give the existence of analytic solutions of the form of power functions for such an equation. Then by constructing a convergent power series solution y(z) of an auxiliary equation of the formx'(z)=K[alpha]x'([alpha]z)(x([alpha]z))a1(x([alpha]2z))a2...(x([alpha]nz))an, invertible analytic solutions of the form f(z)=x([alpha]x-1(z)) for the original equation are obtained. We discuss not only the constant [alpha] at resonance, i.e. at a root of the unity, but also those [alpha] near resonance (near a root of the unity) under the Brjuno condition.

  16. Solving Ordinary Differential Equations

    NASA Technical Reports Server (NTRS)

    Krogh, F. T.

    1987-01-01

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

  17. Nonlinear differential equations

    SciTech Connect

    Dresner, L.

    1988-01-01

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

  18. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

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

    1960-05-10

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

  19. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

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

  20. New 3D parallel GILD electromagnetic modeling and nonlinear inversion using global magnetic integral and local differential equation

    SciTech Connect

    Xie, G.; Li, J.; Majer, E.; Zuo, D.

    1998-07-01

    This paper describes a new 3D parallel GILD electromagnetic (EM) modeling and nonlinear inversion algorithm. The algorithm consists of: (a) a new magnetic integral equation instead of the electric integral equation to solve the electromagnetic forward modeling and inverse problem; (b) a collocation finite element method for solving the magnetic integral and a Galerkin finite element method for the magnetic differential equations; (c) a nonlinear regularizing optimization method to make the inversion stable and of high resolution; and (d) a new parallel 3D modeling and inversion using a global integral and local differential domain decomposition technique (GILD). The new 3D nonlinear electromagnetic inversion has been tested with synthetic data and field data. The authors obtained very good imaging for the synthetic data and reasonable subsurface EM imaging for the field data. The parallel algorithm has high parallel efficiency over 90% and can be a parallel solver for elliptic, parabolic, and hyperbolic modeling and inversion. The parallel GILD algorithm can be extended to develop a high resolution and large scale seismic and hydrology modeling and inversion in the massively parallel computer.

  1. Do Differential Equations Swing?

    ERIC Educational Resources Information Center

    Maruszewski, Richard F., Jr.

    2006-01-01

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

  2. Modelling by Differential Equations

    ERIC Educational Resources Information Center

    Chaachoua, Hamid; Saglam, Ayse

    2006-01-01

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

  3. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1974-01-01

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

  4. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1972-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1981-01-01

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

  6. Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 2: Two-step method

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

    A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.

  7. 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.

  8. Addendum to "Travelling waves for a non-local Korteweg-de Vries-Burgers equation" [J. Differential Equations 257 (3) (2014) 720-758

    NASA Astrophysics Data System (ADS)

    Cuesta, C. M.; Achleitner, F.

    2017-01-01

    We add a theorem to F. Achleitner, C.M. Cuesta and S. Hittmeir (2014) [1]. In that paper we studied travelling wave solutions of a Korteweg-de Vries-Burgers type equation with a non-local diffusion term. In particular, the proof of existence and uniqueness of these waves relies on the assumption that the exponentially decaying functions are the only bounded solutions of the linearised equation. In this addendum we prove this assumption and thus close the existence and uniqueness proof of travelling wave solutions.

  9. Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 1: One-step method

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

    An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.

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

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  11. Linear determining equations for differential constraints

    SciTech Connect

    Kaptsov, O V

    1998-12-31

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

  12. Pendulum Motion and Differential Equations

    ERIC Educational Resources Information Center

    Reid, Thomas F.; King, Stephen C.

    2009-01-01

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

  13. Generalized Ordinary Differential Equation Models.

    PubMed

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

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

  14. A local equation for differential diagnosis of β-thalassemia trait and iron deficiency anemia by logistic regression analysis in Southeast Iran.

    PubMed

    Sargolzaie, Narjes; Miri-Moghaddam, Ebrahim

    2014-01-01

    The most common differential diagnosis of β-thalassemia (β-thal) trait is iron deficiency anemia. Several red blood cell equations were introduced during different studies for differential diagnosis between β-thal trait and iron deficiency anemia. Due to genetic variations in different regions, these equations cannot be useful in all population. The aim of this study was to determine a native equation with high accuracy for differential diagnosis of β-thal trait and iron deficiency anemia for the Sistan and Baluchestan population by logistic regression analysis. We selected 77 iron deficiency anemia and 100 β-thal trait cases. We used binary logistic regression analysis and determined best equations for probability prediction of β-thal trait against iron deficiency anemia in our population. We compared diagnostic values and receiver operative characteristic (ROC) curve related to this equation and another 10 published equations in discriminating β-thal trait and iron deficiency anemia. The binary logistic regression analysis determined the best equation for best probability prediction of β-thal trait against iron deficiency anemia with area under curve (AUC) 0.998. Based on ROC curves and AUC, Green & King, England & Frazer, and then Sirdah indices, respectively, had the most accuracy after our equation. We suggest that to get the best equation and cut-off in each region, one needs to evaluate specific information of each region, specifically in areas where populations are homogeneous, to provide a specific formula for differentiating between β-thal trait and iron deficiency anemia.

  15. Local Petrovskii lacunas close to parabolic singular points of the wavefronts of strictly hyperbolic partial differential equations

    NASA Astrophysics Data System (ADS)

    Vassiliev, V. A.

    2016-10-01

    We enumerate the local Petrovskii lacunas (that is, the domains of local regularity of the principal fundamental solutions of strictly hyperbolic PDEs with constant coefficients in {R}^N) close to parabolic singular points of their wavefronts (that is, at the points of types P_8^1, P_8^2, +/- X_9, X_9^1, X_9^2, J10^1 and J10^3). These points form the next most difficult family of classes in the natural classification of singular points after the so-called simple singularities A_k, D_k, E_6, E_7 and E_8, which have been investigated previously. Also we present a computer program which counts the topologically distinct morsifications of critical points of smooth functions, and hence also the local components of the complement of a generic wavefront at its singular points. Bibliography: 22 titles.

  16. Systems of Nonlinear Hyperbolic Partial Differential Equations

    DTIC Science & Technology

    1997-12-01

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

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

    SciTech Connect

    Fuhrman, Marco Tessitore, Gianmario

    2005-05-15

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

  18. Differential operator multiplication method for fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  19. A Geometric Treatment of Implicit Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

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

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

  20. Local Observed-Score Kernel Equating

    ERIC Educational Resources Information Center

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

    2014-01-01

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

  1. Local discontinuous Galerkin approximations to Richards’ equation

    NASA Astrophysics Data System (ADS)

    Li, H.; Farthing, M. W.; Dawson, C. N.; Miller, C. T.

    2007-03-01

    We consider the numerical approximation to Richards' equation because of its hydrological significance and intrinsic merit as a nonlinear parabolic model that admits sharp fronts in space and time that pose a special challenge to conventional numerical methods. We combine a robust and established variable order, variable step-size backward difference method for time integration with an evolving spatial discretization approach based upon the local discontinuous Galerkin (LDG) method. We formulate the approximation using a method of lines approach to uncouple the time integration from the spatial discretization. The spatial discretization is formulated as a set of four differential algebraic equations, which includes a mass conservation constraint. We demonstrate how this system of equations can be reduced to the solution of a single coupled unknown in space and time and a series of local constraint equations. We examine a variety of approximations at discontinuous element boundaries, permeability approximations, and numerical quadrature schemes. We demonstrate an optimal rate of convergence for smooth problems, and compare accuracy and efficiency for a wide variety of approaches applied to a set of common test problems. We obtain robust and efficient results that improve upon existing methods, and we recommend a future path that should yield significant additional improvements.

  2. Lie algebras and linear differential equations.

    NASA Technical Reports Server (NTRS)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

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

  3. MACSYMA's symbolic ordinary differential equation solver

    NASA Technical Reports Server (NTRS)

    Golden, J. P.

    1977-01-01

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

  4. Solving Differential Equations Using Modified Picard Iteration

    ERIC Educational Resources Information Center

    Robin, W. A.

    2010-01-01

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

  5. Symbolic Solution of Linear Differential Equations

    NASA Technical Reports Server (NTRS)

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

    1981-01-01

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

  6. Stochastic differential equation model to Prendiville processes

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, Arifah

    2015-10-01

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

  7. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    Granita; Bahar, Arifah

    2015-10-22

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

  8. Sparse dynamics for partial differential equations

    PubMed Central

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

    2013-01-01

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

  9. Discrete Surface Modelling Using Partial Differential Equations.

    PubMed

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

    2006-02-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  11. Connecting Related Rates and Differential Equations

    ERIC Educational Resources Information Center

    Brandt, Keith

    2012-01-01

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

  12. Normal Forms for Nonautonomous Differential Equations

    NASA Astrophysics Data System (ADS)

    Siegmund, Stefan

    2002-01-01

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

  13. Program for solution of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Sloate, H.

    1973-01-01

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

  14. A class of neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1972-01-01

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

  15. A Unified Introduction to Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Lutzer, Carl V.

    2006-01-01

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

  16. Excitability in a stochastic differential equation model for calcium puffs.

    PubMed

    Rüdiger, S

    2014-06-01

    Calcium dynamics are essential to a multitude of cellular processes. For many cell types, localized discharges of calcium through small clusters of intracellular channels are building blocks for all spatially extended calcium signals. Because of the large noise amplitude, the validity of noise-approximating model equations for this system has been questioned. Here we revisit the master equations for local calcium release, examine the multiple scales of calcium concentrations in the cluster domain, and derive adapted stochastic differential equations. We show by comparison of discrete and continuous trajectories that the Langevin equations can be made consistent with the master equations even for very small channel numbers. In its deterministic limit, the model reveals that excitability, a dynamical phenomenon observed in many natural systems, is at the core of calcium puffs. The model also predicts a bifurcation from transient to sustained release which may link local and global calcium signals in cells.

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

    NASA Technical Reports Server (NTRS)

    Estabrook, Frank B.

    1990-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

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

  19. Local energy decay for linear wave equations with variable coefficients

    NASA Astrophysics Data System (ADS)

    Ikehata, Ryo

    2005-06-01

    A uniform local energy decay result is derived to the linear wave equation with spatial variable coefficients. We deal with this equation in an exterior domain with a star-shaped complement. Our advantage is that we do not assume any compactness of the support on the initial data, and its proof is quite simple. This generalizes a previous famous result due to Morawetz [The decay of solutions of the exterior initial-boundary value problem for the wave equation, Comm. Pure Appl. Math. 14 (1961) 561-568]. In order to prove local energy decay, we mainly apply two types of ideas due to Ikehata-Matsuyama [L2-behaviour of solutions to the linear heat and wave equations in exterior domains, Sci. Math. Japon. 55 (2002) 33-42] and Todorova-Yordanov [Critical exponent for a nonlinear wave equation with damping, J. Differential Equations 174 (2001) 464-489].

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

    PubMed

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

    2017-04-01

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

  1. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

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

  2. Stochastic Differential Equation of Earthquakes Series

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

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

    SciTech Connect

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

    2005-08-09

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

  4. A differential equation for approximate wall distance

    NASA Astrophysics Data System (ADS)

    Fares, E.; Schröder, W.

    2002-07-01

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

  5. Algorithms For Integrating Nonlinear Differential Equations

    NASA Technical Reports Server (NTRS)

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

    1994-01-01

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

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

    PubMed

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

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

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

    PubMed Central

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

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

  8. Revealing Numerical Solutions of a Differential Equation

    ERIC Educational Resources Information Center

    Glaister, P.

    2006-01-01

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

  9. Rough differential equations with unbounded drift term

    NASA Astrophysics Data System (ADS)

    Riedel, S.; Scheutzow, M.

    2017-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-07-01

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

  11. A differential equation for the Generalized Born radii.

    PubMed

    Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

    2013-06-28

    The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values.

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

    PubMed

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

    2006-07-01

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

  13. A partial differential equation for pseudocontact shift.

    PubMed

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

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

  14. Asymptotic stability of singularly perturbed differential equations

    NASA Astrophysics Data System (ADS)

    Artstein, Zvi

    2017-02-01

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

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  16. 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…

  17. Observability of discretized partial differential equations

    NASA Technical Reports Server (NTRS)

    Cohn, Stephen E.; Dee, Dick P.

    1988-01-01

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

  18. LORENE: Spectral methods differential equations solver

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  19. Partial differential equation models in macroeconomics.

    PubMed

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

    2014-11-13

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

  20. Stationary conditions for stochastic differential equations

    NASA Technical Reports Server (NTRS)

    Adomian, G.; Walker, W. W.

    1972-01-01

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

  1. A few remarks on ordinary differential equations

    SciTech Connect

    Desjardins, B.

    1996-12-31

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

  2. 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.

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

    NASA Astrophysics Data System (ADS)

    Schröer, H.

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

  4. Strong solutions for differential equations in abstract spaces

    NASA Astrophysics Data System (ADS)

    Teixeira, Eduardo V.

    Let (E,F) be a locally convex space. We denote the bounded elements of E by Eb:={x∈E:∥x∥F=supρ∈F ρ(x)<∞}. In this paper, we prove that if B is relatively compact with respect to the F topology and f:I×Eb→Eb is a measurable family of F-continuous maps then for each x0∈Eb there exists a norm-differentiable, (i.e. differentiable with respect to the ∥·∥F norm) local solution to the initial valued problem ut(t)=f(t,u(t)), u(t0)=x0. All of this machinery is developed to study the Lipschitz stability of a nonlinear differential equation involving the Hardy-Littlewood maximal operator.

  5. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    Henshaw, W D

    2008-09-22

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

  6. Lectures on differential equations for Feynman integrals

    NASA Astrophysics Data System (ADS)

    Henn, Johannes M.

    2015-04-01

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

  7. A novel coupled system of non-local integro-differential equations modelling Young's modulus evolution, nutrients' supply and consumption during bone fracture healing

    NASA Astrophysics Data System (ADS)

    Lu, Yanfei; Lekszycki, Tomasz

    2016-10-01

    During fracture healing, a series of complex coupled biological and mechanical phenomena occurs. They include: (i) growth and remodelling of bone, whose Young's modulus varies in space and time; (ii) nutrients' diffusion and consumption by living cells. In this paper, we newly propose to model these evolution phenomena. The considered features include: (i) a new constitutive equation for growth simulation involving the number of sensor cells; (ii) an improved equation for nutrient concentration accounting for the switch between Michaelis-Menten kinetics and linear consumption regime; (iii) a new constitutive equation for Young's modulus evolution accounting for its dependence on nutrient concentration and variable number of active cells. The effectiveness of the model and its predictive capability are qualitatively verified by numerical simulations (using COMSOL) describing the healing of bone in the presence of damaged tissue between fractured parts.

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

    ERIC Educational Resources Information Center

    Banks, Bernard W.

    1990-01-01

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

  9. 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...

  10. Behavior near constant solutions of functional differential equations

    NASA Technical Reports Server (NTRS)

    Hale, J. K.

    1974-01-01

    Techniques have been developed to determine in a systematic way the local behavior near constant solutions. Local integral manifolds play a very important role in this development, as they have also for ordinary differential equations. An attempt is made to indicate a few more applications of these methods to some problems in bifurcation in the spirit of Sotomayor (to appear) and to a growth model of Cooke and Yorke (to appear). It is also shown how to prove a theorem on stability under constantly acting disturbances using these methods.

  11. 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.

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

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Chen, An; Ye, Junjie

    2011-05-01

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

  14. Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Junaid, Ali Khan; Muhammad, Asif Zahoor Raja; Ijaz Mansoor, Qureshi

    2011-02-01

    We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.

  15. Efficient modified Chebyshev differentiation matrices for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Dabiri, Arman; Butcher, Eric A.

    2017-09-01

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

  16. Modeling tree crown dynamics with 3D partial differential equations

    PubMed Central

    Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry

    2014-01-01

    We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095

  17. Nonlocal diffusion second order partial differential equations

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  18. Stability and control of functional differential equations

    NASA Astrophysics Data System (ADS)

    Peet, Matthew Monnig

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

  19. Fault Detection in Differential Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Scott, Jason Roderick

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

  20. Legendre-Tau approximations for functional differential equations

    NASA Technical Reports Server (NTRS)

    Ito, K.; Teglas, R.

    1983-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Qian, Dingbian; Li, Xinyu

    2005-03-01

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

  2. Differential Equations Compatible with Boundary Rational qKZ Equation

    NASA Astrophysics Data System (ADS)

    Takeyama, Yoshihiro

    2011-10-01

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

  3. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    Arnold, Douglas, N, ed.

    2004-11-25

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

  4. From differential to difference equations for first order ODEs

    NASA Technical Reports Server (NTRS)

    Freed, Alan D.; Walker, Kevin P.

    1991-01-01

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

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

    DTIC Science & Technology

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

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

    DTIC Science & Technology

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

  7. 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.

  8. Modeling some real phenomena by fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

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

    NASA Astrophysics Data System (ADS)

    Vyazmin, Andrei V.; Sorokin, Vsevolod G.

    2017-01-01

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

  10. Stochastic symmetries of Wick type stochastic ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Ünal, Gazanfer

    2015-04-01

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

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

    NASA Technical Reports Server (NTRS)

    Chafee, N.

    1973-01-01

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

  12. A complex Noether approach for variational partial differential equations

    NASA Astrophysics Data System (ADS)

    Naz, R.; Mahomed, F. M.

    2015-10-01

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

  13. 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.

  14. Parameter Estimation of Partial Differential Equation Models.

    PubMed

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

    2013-01-01

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

  15. Electrocardiogram classification using delay differential equations

    NASA Astrophysics Data System (ADS)

    Lainscsek, Claudia; Sejnowski, Terrence J.

    2013-06-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2012-08-01

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

  17. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    ERIC Educational Resources Information Center

    Winkel, Brian

    2011-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

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

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

    PubMed Central

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

    2013-01-01

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

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

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2012-01-01

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

  1. Nonstandard Topics for Student Presentations in Differential Equations

    ERIC Educational Resources Information Center

    LeMasurier, Michelle

    2006-01-01

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

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

    PubMed

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

    2013-01-01

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

  3. Monograph - The Numerical Integration of Ordinary Differential Equations.

    ERIC Educational Resources Information Center

    Hull, T. E.

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

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

    PubMed Central

    Homburg, Ale Jan; Young, Todd R.

    2011-01-01

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

  5. Local tomographic phase microscopy from differential projections

    NASA Astrophysics Data System (ADS)

    Vishnyakov, G. N.; Levin, G. G.; Minaev, V. L.; Nekrasov, N. A.

    2016-12-01

    It is proposed to use local tomography for optical studies of the internal structure of transparent phase microscopic objects, for example, living cells. From among the many local tomography methods that exist, the algorithms of back projection summation (in which partial derivatives of projections are used as projection data) are chosen. The application of local tomography to living cells is reasonable because, using optical phase microscopy, one can easily obtain projection data in the form of first-order derivatives of projections applying the methods of differential interference contrast and shear interferometry. The mathematical fundamentals of local tomography in differential projections are considered, and a computer simulation of different local tomography methods is performed. A tomographic phase microscope and the results of reconstructing a local tomogram of an erythrocyte from a set of experimental differential projections are described.

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

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1989-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Baty, Roy; Ramsey, Scott; Schmidt, Joseph

    2016-11-01

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

  8. 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…

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

    NASA Technical Reports Server (NTRS)

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

    1977-01-01

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

  10. Intuitive Understanding of Solutions of Partially Differential Equations

    ERIC Educational Resources Information Center

    Kobayashi, Y.

    2008-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Casasent, David; Jackson, James

    1988-01-01

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

  12. Algebraic and geometric structures of analytic partial differential equations

    NASA Astrophysics Data System (ADS)

    Kaptsov, O. V.

    2016-11-01

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

  13. 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…

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

    PubMed

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

    2001-06-01

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

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

    PubMed

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

    2016-01-01

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

  16. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

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

    2015-10-22

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

  17. A neuro approach to solve fuzzy Riccati differential equations

    NASA Astrophysics Data System (ADS)

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

    2015-10-01

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

  18. On the singular perturbations for fractional differential equation.

    PubMed

    Atangana, Abdon

    2014-01-01

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

  19. Spreading disease: integro-differential equations old and new.

    PubMed

    Medlock, Jan; Kot, Mark

    2003-08-01

    We investigate an integro-differential equation for a disease spread by the dispersal of infectious individuals and compare this to Mollison's [Adv. Appl. Probab. 4 (1972) 233; D. Mollison, The rate of spatial propagation of simple epidemics, in: Proc. 6th Berkeley Symp. on Math. Statist. and Prob., vol. 3, University of California Press, Berkeley, 1972, p. 579; J. R. Statist. Soc. B 39 (3) (1977) 283] model of a disease spread by non-local contacts. For symmetric kernels with moment generating functions, spreading infectives leads to faster traveling waves for low rates of transmission, but to slower traveling waves for high rates of transmission. We approximate the shape of the traveling waves for the two models using both piecewise linearization and a regular-perturbation scheme.

  20. Granular materials: constitutive equations and strain localization

    NASA Astrophysics Data System (ADS)

    Anand, L.; Gu, C.

    2000-08-01

    Strain localization into shear bands is commonly observed in natural soil masses, as well as in human-built embankments, footings, retaining walls and other geotechnical structures. Numerical predictions for the process of shear band formation are critically dependent on the constitutive equations employed. In this paper, the plane strain "double-shearing" constitutive model (e.g., Spencer, A.J.M., 1964. A theory of the kinematics of ideal soils under plane strain conditions. Journal of the Mechanics and Physics of Solids 12, 337-351; Spencer, A.J.M., 1982, Deformation of ideal granular materials. In: Hopkins, H.G., Sewell, M.J. (Eds.), Mechanics of Solids. Pergamon Press, Oxford and New York, pp. 607-652; Mehrabadi, M.M., Cowin, S.C., 1978. Initial planar deformation of dilatant granular materials. Journal of the Mechanics and Physics of Solids 26, 269-284; Nemat-Nasser, S., Mehrabadi, M.M., Iwakuma, T. 1981. On certain macroscopic and microscopic aspects of plastic flow of ductile materials. In: Nemat-Nasser, S. (Ed.), Three-dimensional Constitutive Relations and Ductile Fracture. North-Holland, Amsterdam, pp. 157-172; Anand, L., 1983. Plane deformations of ideal granular materials. Journal of the Mechanics and Physics of Solids 31, 105-122) is generalized to three dimensions including the effects of elastic deformation and pre-peak behavior. The constitutive model is implemented in a finite element program and is used to predict the formation of shear bands in plane strain compression, and plane strain cylindrical cavity expansion. The predictions from the model are shown to be in good quantitative agreement with the recent experiments of Han, C., Drescher, A., (1993. Shear bands in biaxial tests on dry coarse sand. Soils and Foundations 33, 118-132) and Alsiny, H., Vardoulakis, I., Drescher, A., (1992. Deformation localization in cavity inflation experiments on dry sand. Geotechnique 42, 395-410) on a dry sand. The constitutive model is also used to predict the

  1. Modified Kubelka-Munk equations for localized waves inside a layered medium.

    PubMed

    Haney, Matthew M; van Wijk, Kasper

    2007-03-01

    We present a pair of coupled partial differential equations to describe the evolution of the average total intensity and intensity flux of a wave field inside a randomly layered medium. These equations represent a modification of the Kubelka-Munk equations, or radiative transfer. Our modification accounts for wave interference (e.g., localization), which is neglected in radiative transfer. We numerically solve the modified Kubelka-Munk equations and compare the results to radiative transfer as well as to simulations of the wave equation with randomly located thin layers.

  2. Numerical integration of ordinary differential equations of various orders

    NASA Technical Reports Server (NTRS)

    Gear, C. W.

    1969-01-01

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

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

    ERIC Educational Resources Information Center

    Glaister, P.

    2008-01-01

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

  4. Comparison theorems for neutral stochastic functional differential equations

    NASA Astrophysics Data System (ADS)

    Bai, Xiaoming; Jiang, Jifa

    2016-05-01

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

  5. Uniqueness and existence results for ordinary differential equations

    NASA Astrophysics Data System (ADS)

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

    2006-04-01

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

  6. Variational integrators for nonvariational partial differential equations

    NASA Astrophysics Data System (ADS)

    Kraus, Michael; Maj, Omar

    2015-08-01

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

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

    NASA Technical Reports Server (NTRS)

    Sartain, R. L.

    1983-01-01

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

  8. Classification of five-point differential-difference equations

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

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

    SciTech Connect

    Thomas Hou

    2006-12-12

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

  10. 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.

  11. 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…

  12. Student Difficulties with Units in Differential Equations in Modelling Contexts

    ERIC Educational Resources Information Center

    Rowland, David R.

    2006-01-01

    First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…

  13. The Use of Kruskal-Newton Diagrams for Differential Equations

    SciTech Connect

    T. Fishaleck and R.B. White

    2008-02-19

    The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.

  14. Solution of partial differential equations by agent-based simulation

    NASA Astrophysics Data System (ADS)

    Szilagyi, Miklos N.

    2014-01-01

    The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism.

  15. Canonical coordinates for partial differential equations

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

    Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.

  16. 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.

  17. BOOK REVIEW: Partial Differential Equations in General Relativity

    NASA Astrophysics Data System (ADS)

    Choquet-Bruhat, Yvonne

    2008-09-01

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory.

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

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1992-01-01

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

  19. Similarity analysis of differential equations by Lie group.

    NASA Technical Reports Server (NTRS)

    Na, T. Y.; Hansen, A. G.

    1971-01-01

    Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.

  20. On solutions of polynomial growth of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    van den Berg, I. P.

    We present a theorem on the existence of solutions of polynomial growth of ordinary differential equations of type E: {dY}/{dX} = F(X, Y) , where F is of class C1. We show that the asymptotic behaviour of these solutions and the variation of neighbouring solutions are obtained by solving an asymptotic functional equation related to E, and that this method has practical value. The theorem is standard; its nonstandard proof uses macroscope and microscope techniques. The result is an extension of results by F. and M. Diener and G. Reeb on solutions of polynomial growth of rational differential equations.

  1. In silico ordinary differential equation/partial differential equation hemodialysis model estimates methadone removal during dialysis

    PubMed Central

    Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L

    2015-01-01

    Background There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). Methodology We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δkm=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value of the prediction errors for methadone’s extraction and throughput were less than 2%. Conclusion ODE/PDE modeling of methadone’s hemodialysis is a new approach to study methadone’s removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone’s mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model

  2. Translationally invariant conservation laws of local Lindblad equations

    SciTech Connect

    Žnidarič, Marko; Benenti, Giuliano; Casati, Giulio

    2014-02-15

    We study the conditions under which one can conserve local translationally invariant operators by local translationally invariant Lindblad equations in one-dimensional rings of spin-1/2 particles. We prove that for any 1-local operator (e.g., particle density) there exist Lindblad dissipators that conserve that operator, while on the other hand we prove that among 2-local operators (e.g., energy density) only trivial ones of the Ising type can be conserved, while all the other cannot be conserved, neither locally nor globally, by any 2- or 3-local translationally invariant Lindblad equation. Our statements hold for rings of any finite length larger than some minimal length determined by the locality of Lindblad equation. These results show in particular that conservation of energy density in interacting systems is fundamentally more difficult than conservation of 1-local quantities.

  3. Solving constant-coefficient differential equations with dielectric metamaterials

    NASA Astrophysics Data System (ADS)

    Zhang, Weixuan; Qu, Che; Zhang, Xiangdong

    2016-07-01

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

  4. Generating functionals and Lagrangian partial differential equations

    SciTech Connect

    Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin

    2013-08-15

    The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.

  5. Spatial dynamics for lattice differential equations with a shifting habitat

    NASA Astrophysics Data System (ADS)

    Hu, Changbing; Li, Bingtuan

    2015-09-01

    We study a lattice differential equation model that describes the growth and spread of a species in a shifting habitat. We show that the long term behavior of solutions depends on the speed of the shifting habitat edge c and a number c* (∞) that is determined by the maximum linearized growth rate and the diffusion coefficient. We demonstrate that if c >c* (∞) then the species will become extinct in the habitat, and that if c equations involving modified Bessel functions, for which new asymptotic estimates are provided. To the best of our knowledge, this is the first time that the classical Bessel functions are used to describe the solutions of lattice differential equations, and this approach possesses its own interest in further studying lattice differential equations.

  6. A Difference Differential Equation of Euler-Cauchy Type

    NASA Astrophysics Data System (ADS)

    Bradley, David M.; Diamond, Harold G.

    1997-08-01

    We study a class of advanced argument linear difference differential equations analogous to Euler-Cauchy ordinary differential equations. Solutions of two equations of this type have arisen as adjoint functions in sieve theory, and they are also of use in control theory. Here we study the problem in a general setting. Subject to mild assumptions, each of our equations is shown to have a unique solution which is analytic in the right half-plane. In some cases the solution is a polynomial, and in others it has an asymptotic expansion. Finally, the solution is shown to have a representation as an exponential of a Hellinger type integro-differential operator acting on a monomial.

  7. Statistical Models and Inference for the True Equating Transformation in the Context of Local Equating

    ERIC Educational Resources Information Center

    González, B. Jorge; von Davier, Matthias

    2013-01-01

    Based on Lord's criterion of equity of equating, van der Linden (this issue) revisits the so-called local equating method and offers alternative as well as new thoughts on several topics including the types of transformations, symmetry, reliability, and population invariance appropriate for equating. A remarkable aspect is to define equating…

  8. 1/f noise from nonlinear stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Ruseckas, J.; Kaulakys, B.

    2010-03-01

    We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fβ noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fβ noise, and provides further insights into the origin of 1/fβ noise.

  9. The two modes extension to the Berk-Breizman equation: Delayed differential equations and asymptotic solutions

    SciTech Connect

    Marczynski, Slawomir

    2011-09-15

    The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form {nu}{partial_derivative}a({tau})/{partial_derivative}{tau}=a({tau}) -a{sup 2}({tau}- 1) a({tau}- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.

  10. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

    Burns, Keaton J.; Vasil, Geoffrey M.; Oishi, Jeffrey S.; Lecoanet, Daniel; Brown, Benjamin

    2016-03-01

    Dedalus solves differential equations using spectral methods. It implements flexible algorithms to solve initial-value, boundary-value, and eigenvalue problems with broad ranges of custom equations and spectral domains. Its primary features include symbolic equation entry, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface. The numerical algorithm produces highly sparse systems for many equations which are efficiently solved using compiled libraries and MPI.

  11. Singular Perturbation for Discontinuous Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Teixeira, M. A.; da Silva, P. R.

    In this article some qualitative aspects of non-smooth systems on ℝn are studied through methods of Geometric Singular Perturbation Theory (GSP-Theory). We present some results that generalize some settings in low dimension, that bridge the space between such systems and singularly perturbed smooth systems. We analyze the local behavior around typical singularities and prove that the dynamics of the so called Sliding Vector Field is determined by the reduced problem on the center manifold.

  12. Final Report: Symposium on Adaptive Methods for Partial Differential Equations

    SciTech Connect

    Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.

    1998-12-10

    OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.

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

    PubMed

    Grima, Ramon

    2011-11-01

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

  14. A unified inverse scattering transformation for the local and nonlocal nonautonomous Gross-Pitaevskii equations

    NASA Astrophysics Data System (ADS)

    Zhang, Yu-Juan; Zhao, Dun; Ma, Wen-Xiu

    2017-01-01

    We present the inverse scattering transformation for a nonisospectral AKNS hierarchy in which the spectral parameter is determined by an ordinary differential equation with polynomial nonlinearity, and thus, we give a unified treatment for the local and nonlocal nonautonomous Gross-Pitaevskii equations which possess the parity-time ( PT ) symmetric invariance. We find that unlike the local case, the PT -symmetry of the nonlocal Gross-Pitaevskii equation allows two different choices of the symmetry relations of the eigenfunctions which guarantee two different kinds of inverse scattering solutions.

  15. 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.

  16. A perturbative solution to metadynamics ordinary differential equation.

    PubMed

    Tiwary, Pratyush; Dama, James F; Parrinello, Michele

    2015-12-21

    Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.

  17. 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

  18. Numerical diagnostics of solution blowup in differential equations

    NASA Astrophysics Data System (ADS)

    Belov, A. A.

    2017-01-01

    New simple and robust methods have been proposed for detecting poles, logarithmic poles, and mixed-type singularities in systems of ordinary differential equations. The methods produce characteristics of these singularities with a posteriori asymptotically precise error estimates. This approach is applicable to an arbitrary parametrization of integral curves, including the arc length parametrization, which is optimal for stiff and ill-conditioned problems. The method can be used to detect solution blowup for a broad class of important nonlinear partial differential equations, since they can be reduced to huge-order systems of ordinary differential equations by applying the method of lines. The method is superior in robustness and simplicity to previously known methods.

  19. 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.

  20. 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.

  1. Partial differential equation transform - Variational formulation and Fourier analysis.

    PubMed

    Wang, Yang; Wei, Guo-Wei; Yang, Siyang

    2011-12-01

    Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform's controllable frequency localization obtained by adjusting the order of PDEs. The

  2. Partial differential equation transform — Variational formulation and Fourier analysis

    PubMed Central

    Wang, Yang; Wei, Guo-Wei; Yang, Siyang

    2011-01-01

    Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The

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

    PubMed

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

    2015-04-08

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

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

    PubMed Central

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

    2015-01-01

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

  5. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

    The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.

  6. Numerical integration of asymptotic solutions of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Thurston, Gaylen A.

    1989-01-01

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

  7. Advanced methods for the solution of differential equations

    NASA Technical Reports Server (NTRS)

    Goldstein, M. E.; Braun, W. H.

    1973-01-01

    This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.

  8. Difference equations versus differential equations, a possible equivalence for the Rössler system?

    NASA Astrophysics Data System (ADS)

    Letellier, Christophe; Elaydi, Saber; Aguirre, Luis A.; Alaoui, Aziz

    2004-08-01

    When a set of nonlinear differential equations is investigated, most of time there is no analytical solution and only numerical integration techniques can provide accurate numerical solutions. In a general way the process of numerical integration is the replacement of a set of differential equations with a continuous dependence on the time by a model for which the time variable is discrete. In numerical investigations a fourth-order Runge-Kutta integration scheme is usually sufficient. Nevertheless, sometimes a set of difference equations may be required and, in this case, standard schemes like the forward Euler, backward Euler or central difference schemes are used. The major problem encountered with these schemes is that they offer numerical solutions equivalent to those of the set of differential equations only for sufficiently small integration time steps. In some cases, it may be of interest to obtain difference equations with the same type of solutions as for the differential equations but with significantly large time steps. Nonstandard schemes as introduced by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, 1994] allow to obtain more robust difference equations. In this paper, using such nonstandard scheme, we propose some difference equations as discrete analogues of the Rössler system for which it is shown that the dynamics is less dependent on the time step size than when a nonstandard scheme is used. In particular, it has been observed that the solutions to the discrete models are topologically equivalent to the solutions to the Rössler system as long as the time step is less than the threshold value associated with the Nyquist criterion.

  9. Master integrals for splitting functions from differential equations in QCD

    NASA Astrophysics Data System (ADS)

    Gituliar, Oleksandr

    2016-02-01

    A method for calculating phase-space master integrals for the decay process 1 → n masslesspartonsinQCDusingintegration-by-partsanddifferentialequationstechniques is discussed. The method is based on the appropriate choice of the basis for master integrals which leads to significant simplification of differential equations. We describe an algorithm how to construct the desirable basis, so that the resulting system of differential equations can be recursively solved in terms of (G) HPLs as a series in the dimensional regulator ɛ to any order. We demonstrate its power by calculating master integrals for the NLO time-like splitting functions and discuss future applications of the proposed method at the NNLO precision.

  10. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    PubMed

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

    In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

  11. Samples of noncommutative products in certain differential equations

    NASA Astrophysics Data System (ADS)

    Légaré, M.

    2010-11-01

    A set of associative noncommutative products is considered in different differential equations of the ordinary and partial types. A method of separation of variables is considered for a large set of those systems. The products involved include for example some * products and some products based on Nijenhuis tensors, which are embedded in the differential equations of the Laplace/Poisson, Lax and Schrödinger styles. A comment on the *-products of Reshetikhin-Jambor-Sykora type is also given in relation to *-products of Vey type.

  12. Analytic solution for Telegraph equation by differential transform method

    NASA Astrophysics Data System (ADS)

    Biazar, J.; Eslami, M.

    2010-06-01

    In this article differential transform method (DTM) is considered to solve Telegraph equation. This method is a powerful tool for solving large amount of problems (Zhou (1986) [1], Chen and Ho (1999) [2], Jang et al. (2001) [3], Kangalgil and Ayaz (2009) [4], Ravi Kanth and Aruna (2009) [5], Arikoglu and Ozkol (2007) [6]). Using differential transform method, it is possible to find the exact solution or a closed approximate solution of an equation. To illustrate the ability and reliability of the method some examples are provided. The results reveal that the method is very effective and simple.

  13. Strongly differentiable solutions of the discrete coagulation-fragmentation equation

    NASA Astrophysics Data System (ADS)

    McBride, A. C.; Smith, A. L.; Lamb, W.

    2010-08-01

    We examine an infinite system of ordinary differential equations that models the binary coagulation and multiple fragmentation of clusters. In contrast to previous investigations, our analysis does not involve finite-dimensional truncations of the system. Instead, we treat the problem as an infinite-dimensional differential equation, posed in an appropriate Banach space, and apply perturbation results from the theory of strongly continuous semigroups of operators. The existence and uniqueness of physically meaningful solutions are established for uniformly bounded coagulation rates but with no growth restrictions imposed on the fragmentation rates.

  14. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

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

  15. On Existence and Uniqueness Results for Nonsmooth Implicit Differential Equations

    NASA Astrophysics Data System (ADS)

    You, Xiong; Wu, Xinyuan; Chen, Zhaoxia; Yang, Hongli; Fang, Yonglei

    2008-09-01

    The classical implicit function theorem gives conditions that the function is Fréchet differentiable and the derivative is surjective. In this short article they are generalized to conditions of Lipschitz and monotone type. The newly obtained implicit function theorems are used to derive two sets of sufficient conditions for the existence and uniqueness of solutions to the initial value problems of nonsmooth implicit differential equations.

  16. Power series solutions of ordinary differential equations in MACSYMA

    NASA Technical Reports Server (NTRS)

    Lafferty, E. L.

    1977-01-01

    A program is described which extends the differential equation solving capability of MACSYMA to power series solutions and is available via the SHARE library. The program is directed toward those classes of equations with variable coefficients (in particular, those with singularities) and uses the method of Frobenius. Probably the most important distinction between this package and others currently available or being developed is that, wherever possible, this program will attempt to provide a complete solution to the equation rather than an approximation, i.e., a finite number of terms. This solution will take the form of a sum of infinite series.

  17. Differential cohomology and locally covariant quantum field theory

    NASA Astrophysics Data System (ADS)

    Becker, Christian; Schenkel, Alexander; Szabo, Richard J.

    We study differential cohomology on categories of globally hyperbolic Lorentzian manifolds. The Lorentzian metric allows us to define a natural transformation whose kernel generalizes Maxwell's equations and fits into a restriction of the fundamental exact sequences of differential cohomology. We consider smooth Pontryagin duals of differential cohomology groups, which are subgroups of the character groups. We prove that these groups fit into smooth duals of the fundamental exact sequences of differential cohomology and equip them with a natural presymplectic structure derived from a generalized Maxwell Lagrangian. The resulting presymplectic Abelian groups are quantized using the CCR-functor, which yields a covariant functor from our categories of globally hyperbolic Lorentzian manifolds to the category of C∗-algebras. We prove that this functor satisfies the causality and time-slice axioms of locally covariant quantum field theory, but that it violates the locality axiom. We show that this violation is precisely due to the fact that our functor has topological subfunctors describing the Pontryagin duals of certain singular cohomology groups. As a byproduct, we develop a Fréchet-Lie group structure on differential cohomology groups.

  18. Hölder estimates for non-local parabolic equations with critical drift

    NASA Astrophysics Data System (ADS)

    Chang-Lara, Héctor A.; Dávila, Gonzalo

    2016-03-01

    In this paper we extend previous results on the regularity of solutions of integro-differential parabolic equations. The kernels are non-necessarily symmetric which could be interpreted as a non-local drift with the same order as the diffusion. We provide a growth lemma and a Harnack inequality which can be used to prove higher regularity estimates.

  19. Spectral Deferred Corrections for Parabolic Partial Differential Equations

    DTIC Science & Technology

    2015-06-08

    linear differential equation ϕ′(t) = λϕ(t), t ≥ 0 ϕ(0) = 1, (3.31) where λ ∈ C, has exact solution ϕ(t) = eλt. (3.32) Traditionally, for a fixed time step...the second-order differentiation matrix with 16 subintervals and 16 points per subinterval. From Figure 5.2, this matrix approximates the exact ...We describe a new class of algorithms for the solution of parabolic partial differential equa- tions (PDEs). This class of schemes is based on three

  20. Solving Second-Order Differential Equations with Variable Coefficients

    ERIC Educational Resources Information Center

    Wilmer, A., III; Costa, G. B.

    2008-01-01

    A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…

  1. Building Context with Tumor Growth Modeling Projects in Differential Equations

    ERIC Educational Resources Information Center

    Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.

    2015-01-01

    The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…

  2. Integration of CAS in the Didactics of Differential Equations.

    ERIC Educational Resources Information Center

    Balderas Puga, Angel

    In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…

  3. On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients

    ERIC Educational Resources Information Center

    Si, Do Tan

    1977-01-01

    Demonstrates a method for solving linear differential equations with polynomial coefficients based on the fact that the operators z and D + d/dz are known to be Hermitian conjugates with respect to the Bargman and Louck-Galbraith scalar products. (MLH)

  4. Phaser-Based Courseware for Ordinary Differential Equations.

    ERIC Educational Resources Information Center

    Zia, Lee l.

    1991-01-01

    Presented are classroom-tested examples of instructional materials (courseware) for ordinary differential equations using the software package PHASER. All of the examples include in-class demonstration techniques and commentaries for instructor use, student homework and laboratory exercises, and suggestions for in-class examination questions. (JJK)

  5. Numerical Aspects of Solving Differential Equations: Laboratory Approach for Students.

    ERIC Educational Resources Information Center

    Witt, Ana

    1997-01-01

    Describes three labs designed to help students in a first course on ordinary differential equations with three of the most common numerical difficulties they might encounter when solving initial value problems with a numerical software package. The goal of these labs is to help students advance to independent work on common numerical anomalies.…

  6. Do Students Really Understand What an Ordinary Differential Equation Is?

    ERIC Educational Resources Information Center

    Arslan, Selahattin

    2010-01-01

    Differential equations (DEs) are important in mathematics as well as in science and the social sciences. Thus, the study of DEs has been included in various courses in different departments in higher education. The importance of DEs has attracted the attention of many researchers who have generally focussed on the content and instruction of DEs.…

  7. Parameter Estimates in Differential Equation Models for Population Growth

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2011-01-01

    We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

  8. A Simple Derivation of Kepler's Laws without Solving Differential Equations

    ERIC Educational Resources Information Center

    Provost, J.-P.; Bracco, C.

    2009-01-01

    Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…

  9. Climate Modeling in the Calculus and Differential Equations Classroom

    ERIC Educational Resources Information Center

    Kose, Emek; Kunze, Jennifer

    2013-01-01

    Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…

  10. A Second-Year Undergraduate Course in Applied Differential Equations.

    ERIC Educational Resources Information Center

    Fahidy, Thomas Z.

    1991-01-01

    Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…

  11. Neumann problems for second order ordinary differential equations across resonance

    NASA Astrophysics Data System (ADS)

    Yong, Li; Huaizhong, Wang

    1995-05-01

    This paper deals with the existence-uniqueness problem to Neumann problems for second order ordinary differential equations probably across resonance. By the optimal control theory method, some global optimality results about the unique solvability for such boundary value problems are established.

  12. Solving Differential Matrix Riccati Equations by a piecewise-linearized method based on the conmutant equation

    NASA Astrophysics Data System (ADS)

    Ibáñez, Javier; Hernández, Vicente

    2009-11-01

    Differential Matrix Riccati Equations play a fundamental role in control theory, for example, in optimal control, filtering and estimation, decoupling and order reduction, etc. In this paper a piecewise-linearized method based on the conmutant equation to solve Differential Matrix Riccati Equations (DMREs) is described. This method is applied to develop two algorithms which solve these equations: one for time-varying DMREs and another for time-invariant DMREs, also MATLAB implementations of the above algorithms are developed. Since MATLAB does not have functions which solve DMREs, two algorithms based on a BDF method are also developed. All implemented algorithms have been compared, under equal conditions, at both precision and computational costs. Experimental results show the advantages of solving non-stiff DMREs and in particular stiff DMREs by the proposed algorithms.

  13. Improved stochastic approximation methods for discretized parabolic partial differential equations

    NASA Astrophysics Data System (ADS)

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

  14. Differential equation based method for accurate approximations in optimization

    NASA Technical Reports Server (NTRS)

    Pritchard, Jocelyn I.; Adelman, Howard M.

    1990-01-01

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

  15. [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.

  16. Learning partial differential equations via data discovery and sparse optimization

    NASA Astrophysics Data System (ADS)

    Schaeffer, Hayden

    2017-01-01

    We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

  17. Learning partial differential equations via data discovery and sparse optimization.

    PubMed

    Schaeffer, Hayden

    2017-01-01

    We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

  18. Boundary-value problems for elliptic functional-differential equations and their applications

    NASA Astrophysics Data System (ADS)

    Skubachevskii, A. L.

    2016-10-01

    Boundary-value problems are considered for strongly elliptic functional-differential equations in bounded domains. In contrast to the case of elliptic differential equations, smoothness of generalized solutions of such problems can be violated in the interior of the domain and may be preserved only on some subdomains, and the symbol of a self-adjoint semibounded functional-differential operator can change sign. Both necessary and sufficient conditions are obtained for the validity of a Gårding-type inequality in algebraic form. Spectral properties of strongly elliptic functional-differential operators are studied, and theorems are proved on smoothness of generalized solutions in certain subdomains and on preservation of smoothness on the boundaries of neighbouring subdomains. Applications of these results are found to the theory of non-local elliptic problems, to the Kato square-root problem for an operator, to elasticity theory, and to problems in non-linear optics. Bibliography: 137 titles.

  19. Differential invariants of feedback transformations for quasi-harmonic oscillation equations

    NASA Astrophysics Data System (ADS)

    Gritsenko, Dmitry S.; Kiriukhin, Oleg M.

    2017-03-01

    The goal and the main result of the paper is to provide a complete description of the field of rational differential invariants of one class of second order ordinary differential equations with scalar control parameter with respect to Lie pseudo-group of local feedback transformations. In particular, considered class describes behavior of conservative mechanical systems. We construct the class of rational differential invariants that separate regular orbits. It is well known that differential invariants form algebra with respect to the operation of addition and multiplication (Alekseevskij et al. 1991) [20]. In our case, constructed rational differential operators form a field (in algebraic sense). Rational differential invariants were studied by Rosenlicht (1956, 1963) [25,26], Kruglikov and Lychagin (2011) [24].

  20. Solution of Some Types of Differential Equations: Operational Calculus and Inverse Differential Operators

    PubMed Central

    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. PMID:24892051

  1. On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

    NASA Astrophysics Data System (ADS)

    Michta, Mariusz

    2017-02-01

    In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations with respect to semimartingale integrators. We present new connections between their solutions. In particular, we show that attainable sets of solutions to stochastic inclusions are subsets of values of multivalued solutions of certain set-valued stochastic equations. We also show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. The results obtained in the paper generalize results dealing with this topic known both in deterministic and stochastic cases.

  2. The reservoir model: a differential equation model of psychological regulation.

    PubMed

    Deboeck, Pascal R; Bergeman, C S

    2013-06-01

    Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might "add up" over time (e.g., life stressors, inputs), but individuals simultaneously take action to "blow off steam" (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the "height" (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging.

  3. Numerical solution of plasma fluid equations using locally refined grids

    SciTech Connect

    Colella, P., LLNL

    1997-01-26

    This paper describes a numerical method for the solution of plasma fluid equations on block-structured, locally refined grids. The plasma under consideration is typical of those used for the processing of semiconductors. The governing equations consist of a drift-diffusion model of the electrons and an isothermal model of the ions coupled by Poisson's equation. A discretization of the equations is given for a uniform spatial grid, and a time-split integration scheme is developed. The algorithm is then extended to accommodate locally refined grids. This extension involves the advancement of the discrete system on a hierarchy of levels, each of which represents a degree of refinement, together with synchronization steps to ensure consistency across levels. A brief discussion of a software implementation is followed by a presentation of numerical results.

  4. 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.

  5. Numerical Solution of a Nonlinear Integro-Differential Equation

    NASA Astrophysics Data System (ADS)

    Buša, Ján; Hnatič, Michal; Honkonen, Juha; Lučivjanský, Tomáš

    2016-02-01

    A discretization algorithm for the numerical solution of a nonlinear integrodifferential equation modeling the temporal variation of the mean number density a(t) in the single-species annihilation reaction A + A → 0 is discussed. The proposed solution for the two-dimensional case (where the integral entering the equation is divergent) uses regularization and then finite differences for the approximation of the differential operator together with a piecewise linear approximation of a(t) under the integral. The presented numerical results point to basic features of the behavior of the number density function a(t) and suggest further improvement of the proposed algorithm.

  6. Connecting orbits for nonlinear differential equations at resonance

    NASA Astrophysics Data System (ADS)

    Kokocki, Piotr

    We study the existence of orbits connecting stationary points for the first order differential equations being at resonance at infinity, where the right hand side is the perturbations of a sectorial operator. Our aim is to prove an index formula expressing the Conley index of associated semiflow with respect to appropriately large ball, in terms of special geometrical assumptions imposed on the nonlinearity. We also prove that the geometrical assumptions are generalization of the well-known in literature Landesman-Lazer and strong resonance conditions. Obtained index formula will be used to derive the criteria determining the existence of orbits connecting stationary points for the heat equation being at resonance at infinity.

  7. Computer transformation of partial differential equations into any coordinate system

    NASA Technical Reports Server (NTRS)

    Sullivan, R. D.

    1977-01-01

    The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.

  8. Solution of partial differential equations on vector and parallel computers

    NASA Technical Reports Server (NTRS)

    Ortega, J. M.; Voigt, R. G.

    1985-01-01

    The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

  9. Constructive Development of the Solutions of Linear Equations in Introductory Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Mallet, D. G.; McCue, S. W.

    2009-01-01

    The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…

  10. Richards' Equation and its Constitutive Relations as a System of Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Murray, S. K.; Mead, J. L.

    2007-12-01

    Richards' Equation is commonly used to understand how water flows in unsaturated soils. We present a new formulation of Richards' Equation which will allow us to incorporate model and observation errors. In addition, we can address spatial and temporal inconsistencies existing between the model and observations. There are two basic formulations for Richards' Equation: the pressure head form and the mixed form, the latter of which explicitly incorporates soil moisture content. The mixed form is typically solved using HYDRUS, a freely available program that uses finite elements with Picard iteration to handle the nonlinearities. However, recent results suggest considering Richards' Equation as a differential-algebraic equation (DAE), where the algebraic models for soil moisture content (van Genuchten's equation) is solved simultaneously with Richards' Equation (Kees, et. al., 2002). This formulation can give more accurate forward model solutions, however, we note that it also allows us to consider the uncertainties in the pressure head ψ and the soil moister content θ during the inversion process. We extend the DAE formulation to include the algebraic constraint for hydraulic conductivity K, so that its uncertainty can also be considered in an inversion. This poster focuses on the efficiency and accuracy of the forward numerical solution of this particular DAE formulation of Richards' Equation and how it compares to other forward solutions, such as HYDRUS.

  11. Data-driven discovery of partial differential equations

    NASA Astrophysics Data System (ADS)

    Rudy, Samuel; Brunton, Steven; Proctor, Joshua; Kutz, J. Nathan

    2016-11-01

    Fluid dynamics is inherently governed by spatial-temporal interactions which can be characterized by partial differential equations (PDEs). Emerging sensor and measurement technologies allowing for rich, time-series data collection motivate new data-driven methods for discovering governing equations. We present a novel computational technique for discovering governing PDEs from time series measurements. A library of candidate terms for the PDE including nonlinearities and partial derivatives is computed and sparse regression is then used to identify a subset which accurately reflects the measured dynamics. Measurements may be taken either in a Eulerian framework to discover field equations or in a Lagrangian framework to study a single stochastic trajectory. The method is shown to be robust, efficient, and to work on a variety of canonical equations. Data collected from a simulation of a flow field around a cylinder is used to accurately identify the Navier-Stokes vorticity equation and the Reynolds number to within 1%. A single trace of Brownian motion is also used to identify the diffusion equation. Our method provides a novel approach towards data enabled science where spatial-temporal information bolsters classical machine learning techniques to identify physical laws.

  12. Analytic solution of differential equation for gyroscope's motions

    NASA Astrophysics Data System (ADS)

    Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.

    2016-08-01

    Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.

  13. An ordinary differential equation based solution path algorithm.

    PubMed

    Wu, Yichao

    2011-01-01

    Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solution path. However it is largely unknown how to extend this solution path algorithm to models beyond the least squares regression. In this work, we propose an extension of the LAR for generalized linear models and the quasi-likelihood model by showing that the corresponding solution path is piecewise given by solutions of ordinary differential equation systems. Our contribution is twofold. First, we provide a theoretical understanding on how the corresponding solution path propagates. Second, we propose an ordinary differential equation based algorithm to obtain the whole solution path.

  14. Numerical solution of three-dimensional magnetic differential equations

    SciTech Connect

    Reiman, A.H.; Greenside, H.S.

    1987-02-01

    A computer code is described that solves differential equations of the form B . del f = h for a single-valued solution f, given a toroidal three-dimensional divergence-free field B and a single-valued function h. The code uses a new algorithm that Fourier decomposes a given function in a set of flux coordinates in which the field lines are straight. The algorithm automatically adjusts the required integration lengths to compensate for proximity to low order rational surfaces. Applying this algorithm to the Cartesian coordinates defines a transformation to magnetic coordinates, in which the magnetic differential equation can be accurately solved. Our method is illustrated by calculating the Pfirsch-Schlueter currents for a stellarator.

  15. Model Predictive Control for Nonlinear Parabolic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Hashimoto, Tomoaki; Yoshioka, Yusuke; Ohtsuka, Toshiyuki

    In this study, the optimal control problem of nonlinear parabolic partial differential equations (PDEs) is investigated. Optimal control of nonlinear PDEs is an open problem with applications that include fluid, thermal, biological, and chemically-reacting systems. Model predictive control with a fast numerical solution method has been well established to solve the optimal control problem of nonlinear systems described by ordinary differential equations. In this study, we develop a design method of the model predictive control for nonlinear systems described by parabolic PDEs. Our approach is a direct infinite dimensional extension of the model predictive control method for finite-dimensional systems. The objective of this paper is to develop an efficient algorithm for numerically solving the model predictive control problem of nonlinear parabolic PDEs. The effectiveness of the proposed method is verified by numerical simulations.

  16. Multigrid methods for differential equations with highly oscillatory coefficients

    NASA Technical Reports Server (NTRS)

    Engquist, Bjorn; Luo, Erding

    1993-01-01

    New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.

  17. Flow equation approach to one-body and many-body localization

    NASA Astrophysics Data System (ADS)

    Quito, Victor; Bhattacharjee, Paraj; Pekker, David; Refael, Gil

    2014-03-01

    We study one-body and many-body localization using the flow equation technique applied to spin-1/2 Hamiltonians. This technique, first introduced by Wegner, allows us to exact diagonalize interacting systems by solving a set of first-order differential equations for coupling constants. Besides, by the flow of individual operators we also compute physical properties, such as correlation and localization lengths, by looking at the flow of probability distributions of couplings in the Hilbert space. As a first example, we analyze the one-body localization problem written in terms of spins, the disordered XY model with a random transverse field. We compare the results obtained in the flow equation approach with the diagonalization in the fermionic language. For the many-body problem, we investigate the physical properties of the disordered XXZ Hamiltonian with a random transverse field in the z-direction.

  18. A shifted Jacobi collocation algorithm for wave type equations with non-local conservation conditions

    NASA Astrophysics Data System (ADS)

    Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohammed A.

    2014-09-01

    In this paper, we propose an efficient spectral collocation algorithm to solve numerically wave type equations subject to initial, boundary and non-local conservation conditions. The shifted Jacobi pseudospectral approximation is investigated for the discretization of the spatial variable of such equations. It possesses spectral accuracy in the spatial variable. The shifted Jacobi-Gauss-Lobatto (SJ-GL) quadrature rule is established for treating the non-local conservation conditions, and then the problem with its initial and non-local boundary conditions are reduced to a system of second-order ordinary differential equations in temporal variable. This system is solved by two-stage forth-order A-stable implicit RK scheme. Five numerical examples with comparisons are given. The computational results demonstrate that the proposed algorithm is more accurate than finite difference method, method of lines and spline collocation approach

  19. Local equations of state in nonequilibrium heterogeneous physicochemical systems

    NASA Astrophysics Data System (ADS)

    Tovbin, Yu. K.

    2017-03-01

    Equations describing local thermal and caloric equations of state in heterogeneous systems at any degree of their states' deviation from equilibrium are derived. The state of a system is described by equations of the transfer of mixture components; these generalize the equations of classical non-equilibrium thermodynamics for strongly nonequilibrium processes. The contributions from reactions and external fields are taken into account. The equations are derived using the lattice gas model with discrete molecular distributions in space (on a scale comparable to molecular dimensions) and continuous molecular distributions (at short distances inside cells) during their translational and vibrational motions. For simplicity, it is assumed that distinctions between the sizes of mixture components are small. Contributions from potential functions of intermolecular interaction (of the Lennard-Jones type) to some coordination spheres are considered. The theory provides a unified description of the dynamics of distributions of concentrations and pair functions of mixture components in three aggregate states, and at their interfaces. Universal expressions for the local components of the pressure tensor and internal energy inside multicomponent bulk phases and at their interfaces are obtained. Local components of the pressure tensor and the internal energy are universally expressed through local unary and pair distribution functions (DFs) in any nonequilibrium state. The time evolution of the unary and pair DFs themselves is determined from the derived system of equations of mass, momentum, and energy transfer that ensure the transition of the system from a strongly nonequilibrium state to both the local equilibrium state described within traditional nonequilibrium thermodynamics and the complete thermodynamic equilibrium state postulated by classical thermodynamics.

  20. A convex penalty for switching control of partial differential equations

    DOE PAGES

    Clason, Christian; Rund, Armin; Kunisch, Karl; ...

    2016-01-19

    A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

  1. Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations

    DTIC Science & Technology

    2014-07-01

    non- linear hybrid systems by linear algebraic methods. In Radhia Cousot and Matthieu Martel, editors, SAS, volume 6337 of LNCS, pages 373–389. Springer...Tarski. A decision method for elementary algebra and geometry. Bulletin of the American Mathematical Society, 59, 1951. [36] Wolfgang Walter. Ordinary...Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations Khalil Ghorbal1 Andrew Sogokon2 André Platzer1 July 2014

  2. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  3. Higher order matrix differential equations with singular coefficient matrices

    SciTech Connect

    Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.

    2015-03-10

    In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.

  4. Neural network differential equation and plasma equilibrium solver

    NASA Astrophysics Data System (ADS)

    van Milligen, B. Ph.; Tribaldos, V.; Jiménez, J. A.

    1995-11-01

    A new generally applicable method to solve differential equations, based on neural networks, is proposed. Straightforward to implement, finite differences and coordinate transformations are not used. The neural network provides a flexible and compact base for representing the solution, found through the global minimization of an error functional. As a proof of principle, a two-dimensional ideal magnetohydrodynamic plasma equilibrium is solved. Since no particular topology is assumed, the technique is especially promising for the three-dimensional plasma equilibrium problem.

  5. On approximating hereditary dynamics by systems of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Cliff, E. M.; Burns, J. A.

    1978-01-01

    The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.

  6. Spectral methods for time dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Gottlieb, D.; Turkel, E.

    1983-01-01

    The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

  7. 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.

  8. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    PubMed Central

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

    2017-01-01

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

  9. Fast Numerical Methods for Stochastic Partial Differential Equations

    DTIC Science & Technology

    2016-04-15

    uncertainty quantification. In the last decade much progress has been made in the construction of numerical algorithms to efficiently solve SPDES with...applicable SPDES with efficient numerical methods. This project is intended to address the numerical analysis as well as algorithm aspects of SPDES. Three...differential equations. Our work contains algorithm constructions, rigorous error analysis, and extensive numerical experiments to demonstrate our algorithm

  10. On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Glatt-Holtz, Nathan; Mattingly, Jonathan C.; Richards, Geordie

    2017-02-01

    We illustrate how the notion of asymptotic coupling provides a flexible and intuitive framework for proving the uniqueness of invariant measures for a variety of stochastic partial differential equations whose deterministic counterpart possesses a finite number of determining modes. Examples exhibiting parabolic and hyperbolic structure are studied in detail. In the later situation we also present a simple framework for establishing the existence of invariant measures when the usual approach relying on the Krylov-Bogolyubov procedure and compactness fails.

  11. On qualitative properties in Volterra integro-differential equations

    NASA Astrophysics Data System (ADS)

    Tunç, Cemil

    2017-01-01

    In this research, we utilize a Lyapunov function and obtain sufficient conditions for the asymptotically stability and boundedness of solutions to the Volterra integro-differential equations of the form d/dt [ x (t)-∫0tD(t,s)x (s)ds ] =-A (t )x (t )+ ∫0tC(t,s) x (s )ds +e (t ,x ). The obtained results revise, correct and improve the results obtained in literature.

  12. A Global Optimization Algorithm Using Stochastic Differential Equations.

    DTIC Science & Technology

    1985-02-01

    Bari (Italy).2Istituto di Fisica , 2 UniversitA di Roma "Tor Vergata", Via Orazio Raimondo, 00173 (La Romanina) Roma (Italy). 3Istituto di Matematica ...accompanying Algorithm. lDipartininto di Matematica , Universita di Bari, 70125 Bar (Italy). Istituto di Fisica , 2a UniversitA di Roim ’"Tor Vergata", Via...Optimization, Stochastic Differential Equations Work Unit Number 5 (Optimization and Large Scale Systems) 6Dipartimento di Matematica , Universita di Bari, 70125

  13. A Partial Differential Equation for the Rank One Convex Envelope

    NASA Astrophysics Data System (ADS)

    Oberman, Adam M.; Ruan, Yuanlong

    2017-02-01

    A partial differential equation (PDE) for the rank one convex envelope is introduced. The existence and uniqueness of viscosity solutions to the PDE is established. Elliptic finite difference schemes are constructed and convergence of finite difference solutions to the viscosity solution of the PDE is proven. Computational results are presented and laminates are computed from the envelopes. Results include the Kohn-Strang example, the classical four gradient example, and an example with eight gradients which produces nontrivial laminates.

  14. 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.

  15. Computing spacetime curvature via differential-algebraic equations

    SciTech Connect

    Ashby, S.F.; Lee, S.L.; Petzold, L.R.; Saylor, P.E.; Seidel, E.

    1996-01-01

    The equations that govern the behavior of physical systems can often solved numerically using a method of lines approach and differential-algebraic equation (DAE) solvers. For example, such an approach can be used to solve the Einstein field equations of general relativity, and thereby simulate significant astrophysical events. In this paper, we describe some preliminary work in which two model problems in general relativity are formulated, spatially discretized, and then numerically solved as a DAE. In particular, we seek to reproduce the solution to the spherically symmetric Schwarzschild spacetime. This is an important testbed calculation in numerical relativity since the solution is the steady-state for the collision of two (or more) non-rotating black holes. Moreover, analytic late-time properties of the Schwarzschild spacetime are well known and can be used the accuracy of the simulation.

  16. Oscillation properties of some functional fourth order hyperbolic differential equations

    NASA Astrophysics Data System (ADS)

    Petrova, Z.

    2012-11-01

    In this paper, we apply our recent results for fourth order functional ordinary differential equations and inequalities and obtain sufficient conditions for oscillation of all sufficiently smooth solutions of the following equation ∑ i+j = 2;4ai,j∂i+ju(x,y)/∂xi∂yj+ ∑ i = 1nbi(x,y)u(x-σi,y-τi)+c(x,y,u) = f(x,y), where x>0,y>0,ai,j∈R,σi≥0 and τi ≥ 0 are constants for all the indices. Also, we suppose that n∈N,bi(x,y)∈C(R+2;R+), ∀i = 1-n;c(x,y,u)∈C(R+2,R;R) and f(x,y)∈C(R+2;R). In particular, we establish sufficient conditions for the distribution of zeros this equation.

  17. Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach

    SciTech Connect

    Toutounji, Mohamad

    2015-02-15

    This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.

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

    PubMed

    Güner, Özkan; Cevikel, Adem C

    2014-01-01

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

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

    PubMed Central

    Güner, Özkan; Cevikel, Adem C.

    2014-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Singla, Komal; Gupta, R. K.

    2016-10-01

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

  1. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    PubMed

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

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

  2. [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.

  3. 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.

  4. Integro-differential equation for Bose-Einstein condensates

    SciTech Connect

    Adam, R. M.; Sofianos, S. A.

    2010-11-15

    We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials P{sub K}{sup {alpha},{beta}}(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A{yields}{infinity} we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A(set-membership sign)(10-100) {sup 87}Rb atoms interacting via interatomic interactions and confined by an externally applied trapping potential V{sub trap}(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.

  5. Computations of Wall Distances Based on Differential Equations

    NASA Technical Reports Server (NTRS)

    Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.

    2004-01-01

    The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.

  6. Integro-differential equation for Bose-Einstein condensates

    NASA Astrophysics Data System (ADS)

    Adam, R. M.; Sofianos, S. A.

    2010-11-01

    We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials PKα,β(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A→∞ we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A∈(10-100) Rb87 atoms interacting via interatomic interactions and confined by an externally applied trapping potential Vtrap(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.

  7. Applying integrals of motion to the numerical solution of differential equations

    NASA Technical Reports Server (NTRS)

    Vezewski, D. J.

    1980-01-01

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

  8. Applying integrals of motion to the numerical solution of differential equations

    NASA Technical Reports Server (NTRS)

    Jezewski, D. J.

    1979-01-01

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

  9. Bounded global Hopf branches for stage-structured differential equations with unimodal feedback

    NASA Astrophysics Data System (ADS)

    Shu, Hongying; Wang, Lin; Wu, Jianhong

    2017-03-01

    We consider a class of stage-structured differential equations with unimodal feedback. By using the time delay as a bifurcation parameter, we show that the number of local Hopf bifurcation values is finite. Furthermore, we analytically prove that these local Hopf bifurcation values are neatly paired, and each pair is jointed by a bounded global Hopf branch. We use the well-known Mackey-Glass equation with a stage structure as an illustrative example to demonstrate that bounded global Hopf branches can induce interesting and rich dynamics. As the delay increases over a finite interval, the stage-structured Mackey-Glass equation exhibits certain symmetric dynamic patterns: the solutions evolve from a stable equilibrium to sustained stable periodic oscillations, to chaotic-like aperiodic oscillations and back to sustained stable periodic oscillations, to a stable equilibrium.

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

    NASA Astrophysics Data System (ADS)

    Hoa, Ngo Van

    2015-05-01

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

  11. The projective geometric theory of systems of second-order differential equations: straightening and symmetry theorems

    SciTech Connect

    Aminova, Asya V; Aminov, Nail' A-M

    2010-06-29

    In the framework of the projective geometric theory of systems of differential equations, which is being developed by the authors, conditions which ensure that a family of graphs of solutions of a system of m second-order ordinary differential equations y-vector-ddot=f-vector(t,y-vector,y-vector-dot) with m unknown functions y{sup 1}(t),...,y{sup m}(t) can be straightened (that is, transformed into a family of straight lines) by means of a local diffeomorphism of the variables of the system which takes it to the form z-vector''=0 (straightens the system) are investigated. It is shown that the system to be straightened must be cubic with respect to the derivatives of the unknown functions. Necessary and sufficient conditions for straightening the system are found, which have the form of differential equations for the coefficients of the system or are stated in terms of symmetries of the system. For m=1 the system consists of a single equation y-ddot=f-vector(t,y,y-dot), and the tests obtained reduce to the conditions for straightening this equations which were derived by Lie in 1883. Bibliography: 34 titles.

  12. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

    Bar-Itzhack, Itzhack Y.; Markley, F. Landis

    1990-01-01

    As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed emplying the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

  13. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

    Bar-Itzhack, Itzhack Y.; Markley, F. Landis

    1988-01-01

    As demonstrated in this work, all orthogonal matrices solve a first order differential equation. The straightforward solution of this equation requires n sup 2 integrations to obtain the element of the nth order matrix. There are, however, only n(n-1)/2 independent parameters which determine an orthogonal matrix. The questions of choosing them, finding their differential equation and expressing the orthogonal matrix in terms of these parameters are considered. Several possibilities which are based on attitude determination in three dimensions are examined. It is shown that not all 3-D methods have useful extensions to higher dimensions. It is also shown why the rate of change of the matrix elements, which are the elements of the angular rate vector in 3-D, are the elements of a tensor of the second rank (dyadic) in spaces other than three dimensional. It is proven that the 3-D Gibbs vector (or Cayley Parameters) are extendable to other dimensions. An algorithm is developed employing the resulting parameters, which are termed Extended Rodrigues Parameters, and numerical results are presented of the application of the algorithm to a fourth order matrix.

  14. Differential equation based method for accurate approximations in optimization

    NASA Technical Reports Server (NTRS)

    Pritchard, Jocelyn I.; Adelman, Howard M.

    1990-01-01

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

  15. Axially symmetric equations for differential pulsar rotation with superfluid entrainment

    NASA Astrophysics Data System (ADS)

    Antonelli, M.; Pizzochero, P. M.

    2017-01-01

    In this article we present an analytical two-component model for pulsar rotational dynamics. Under the assumption of axial symmetry, implemented by a paraxial array of straight vortices that thread the entire neutron superfluid, we are able to project exactly the 3D hydrodynamical problem to a 1D cylindrical one. In the presence of density-dependent entrainment the superfluid rotation is non-columnar: we circumvent this by using an auxiliary dynamical variable directly related to the areal density of vortices. The main result is a system of differential equations that take consistently into account the stratified spherical structure of the star, the dynamical effects of non-uniform entrainment, the differential rotation of the superfluid component and its coupling to the normal crust. These equations represent a mathematical framework in which to test quantitatively the macroscopic consequences of the presence of a stable vortex array, a working hypothesis widely used in glitch models. Even without solving the equations explicitly, we are able to draw some general quantitative conclusions; in particular, we show that the reservoir of angular momentum (corresponding to recent values of the pinning forces) is enough to reproduce the largest glitch observed in the Vela pulsar, provided its mass is not too large.

  16. Paraconformal structures, ordinary differential equations and totally geodesic manifolds

    NASA Astrophysics Data System (ADS)

    Kryński, Wojciech

    2016-05-01

    We construct point invariants of ordinary differential equations of arbitrary order that generalise the Tresse and Cartan invariants of equations of order two and three, respectively. The vanishing of the invariants is equivalent to the existence of a totally geodesic paraconformal structure which consists of a paraconformal structure, an adapted GL(2 , R) -connection and a two-parameter family of totally geodesic hypersurfaces on the solution space. The structures coincide with the projective structures in dimension 2 and with the Einstein-Weyl structures of Lorentzian signature in dimension 3. We show that the totally geodesic paraconformal structures in higher dimensions can be described by a natural analogue of the Hitchin twistor construction. We present a general example of Veronese webs that generalise the hyper-CR Einstein-Weyl structures in dimension 3. The Veronese webs are described by a hierarchy of integrable systems.

  17. Bringing partial differential equations to life for students

    NASA Astrophysics Data System (ADS)

    José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco

    2015-05-01

    Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.

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

    NASA Astrophysics Data System (ADS)

    Agrawal, O. P.

    2007-05-01

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

  19. Algorithm Refinement for Stochastic Partial Differential Equations. I. Linear Diffusion

    NASA Astrophysics Data System (ADS)

    Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

    2002-10-01

    A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.

  20. Einstein-Weyl spaces and third-order differential equations

    NASA Astrophysics Data System (ADS)

    Tod, K. P.

    2000-08-01

    The three-dimensional null-surface formalism of Tanimoto [M. Tanimoto, "On the null surface formalism," Report No. gr-qc/9703003 (1997)] and Forni et al. [Forni et al., "Null surfaces formation in 3D," J. Math Phys. (submitted)] are extended to describe Einstein-Weyl spaces, following Cartan [E. Cartan, "Les espaces généralisées et l'integration de certaines classes d'equations différentielles," C. R. Acad. Sci. 206, 1425-1429 (1938); "La geometria de las ecuaciones diferenciales de tercer order," Rev. Mat. Hispano-Am. 4, 1-31 (1941)]. In the resulting formalism, Einstein-Weyl spaces are obtained from a particular class of third-order differential equations. Some examples of the construction which include some new Einstein-Weyl spaces are given.

  1. A unique transformation from ordinary differential equations to reaction networks.

    PubMed

    Soliman, Sylvain; Heiner, Monika

    2010-12-22

    Many models in Systems Biology are described as a system of Ordinary Differential Equations, which allows for transient, steady-state or bifurcation analysis when kinetic information is available. Complementary structure-related qualitative analysis techniques have become increasingly popular in recent years, like qualitative model checking or pathway analysis (elementary modes, invariants, flux balance analysis, graph-based analyses, chemical organization theory, etc.). They do not rely on kinetic information but require a well-defined structure as stochastic analysis techniques equally do. In this article, we look into the structure inference problem for a model described by a system of Ordinary Differential Equations and provide conditions for the uniqueness of its solution. We describe a method to extract a structured reaction network model, represented as a bipartite multigraph, for example, a continuous Petri net (CPN), from a system of Ordinary Differential Equations (ODEs). A CPN uniquely defines an ODE, and each ODE can be transformed into a CPN. However, it is not obvious under which conditions the transformation of an ODE into a CPN is unique, that is, when a given ODE defines exactly one CPN. We provide biochemically relevant sufficient conditions under which the derived structure is unique and counterexamples showing the necessity of each condition. Our method is implemented and available; we illustrate it on some signal transduction models from the BioModels database. A prototype implementation of the method is made available to modellers at http://contraintes.inria.fr/~soliman/ode2pn.html, and the data mentioned in the "Results" section at http://contraintes.inria.fr/~soliman/ode2pn_data/. Our results yield a new recommendation for the import/export feature of tools supporting the SBML exchange format.

  2. Deformed cohomologies of symmetry pseudo-groups and coverings of differential equations

    NASA Astrophysics Data System (ADS)

    Morozov, Oleg I.

    2017-03-01

    The work establishes a relation between deformed cohomologies of symmetry pseudo-groups and coverings of differential equations. Examples include the potential Khokhlov-Zabolotskaya equation and the Boyer-Finley equation.

  3. Method for Solving Physical Problems Described by Linear Differential Equations

    NASA Astrophysics Data System (ADS)

    Belyaev, B. A.; Tyurnev, V. V.

    2017-01-01

    A method for solving physical problems is suggested in which the general solution of a differential equation in partial derivatives is written in the form of decomposition in spherical harmonics with indefinite coefficients. Values of these coefficients are determined from a comparison of the decomposition with a solution obtained for any simplest particular case of the examined problem. The efficiency of the method is demonstrated on an example of calculation of electromagnetic fields generated by a current-carrying circular wire. The formulas obtained can be used to analyze paths in the near-field magnetic (magnetically inductive) communication systems working in moderately conductive media, for example, in sea water.

  4. Partial differential equation models in the socio-economic sciences

    PubMed Central

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A.

    2014-01-01

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814

  5. Partial differential equation models in the socio-economic sciences.

    PubMed

    Burger, Martin; Caffarelli, Luis; Markowich, Peter A

    2014-11-13

    Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective.

  6. 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.

  7. Some existence results on nonlinear fractional differential equations.

    PubMed

    Baleanu, Dumitru; Rezapour, Shahram; Mohammadi, Hakimeh

    2013-05-13

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

  8. An Exponential Finite Difference Technique for Solving Partial Differential Equations.

    DTIC Science & Technology

    1987-06-01

    density , kg/N 3 (lbm/ft 3) 91.*,e separation variables (At dimensionless timelAX) 2 vi -W sNiv W- NiW.4%1 1. INTRODUCTION Partial differential equations...competing numerical analysis were run in double precision on either the IBM-3033 or the Cray X-MP mainframes. The computer codes developed for the...is increased. - R P~p~ 15 Effect of Initial and Boundary Conditions on the Exponential Finite Difference Method In this section the effect of

  9. Neural network error correction for solving coupled ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.

    1992-01-01

    A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

  10. 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.

  11. Differential Equations, Related Problems of Pade Approximations and Computer Applications

    DTIC Science & Technology

    1988-01-01

    geometric sense, like the Picard-Fuchs equations satisfied by the variation of periods, possess strong arithmetic properties (global nilpotence ...result, and the (G, C)-function conditions, one needs the definition of the p-curvature. We consider a system of matrix first order linear differential...the system (1.1) in the matrix form df f /dx = Aff ; A E M (Q(x)), one can introduce the p-curvature operators Ip, associated with the system (1.1). The

  12. Analytical solutions for systems of partial differential-algebraic equations.

    PubMed

    Benhammouda, Brahim; Vazquez-Leal, Hector

    2014-01-01

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

  13. Renormalization group and perfect operators for stochastic differential equations.

    PubMed

    Hou, Q; Goldenfeld, N; McKane, A

    2001-03-01

    We develop renormalization group (RG) methods for solving partial and stochastic differential equations on coarse meshes. RG transformations are used to calculate the precise effect of small-scale dynamics on the dynamics at the mesh size. The fixed point of these transformations yields a perfect operator: an exact representation of physical observables on the mesh scale with minimal lattice artifacts. We apply the formalism to simple nonlinear models of critical dynamics, and show how the method leads to an improvement in the computational performance of Monte Carlo methods.

  14. Estimating varying coefficients for partial differential equation models.

    PubMed

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2017-01-11

    Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data.

  15. Approximate Solvability of Forward-Backward Stochastic Differential Equations

    SciTech Connect

    Ma, J. Yong, J.

    2002-07-01

    The solvability of forward-backward stochastic differential equations (FBSDEs for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some quite restrictive, have been imposed. In this paper we propose a new notion: the approximate solvability of FBSDEs, based on the method of optimal control introduced in our primary work [15]. The approximate solvability of a class of FBSDEs is shown under mild conditions; and a general scheme for constructing approximate adapted solutions is proposed.

  16. State-Constrained Optimal Control Problems of Impulsive Differential Equations

    SciTech Connect

    Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa

    2013-08-01

    The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.

  17. Some studies of the numerical solution of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Mehdiyeva, G.; Ibrahimov, V.; Imanova, M.

    2012-08-01

    With the numerical solution of ordinary differential equations(ODE), scientists engaged in the Middle Ages, beginning with the work of Clairaut. The domain of the numerical methods involved in many famous mathematicians - Euler, Runge, Kutta, Adams, Laplace, and others. They have constructed methods with different properties. In this paper we consider the construction of numerical methods with high accuracy and to this end is proposed to use multi-step multi-derivative and hybrid methods. As well as specific methods are constructed with a certain accuracy.

  18. Application of a partial differential equation in image processing

    NASA Astrophysics Data System (ADS)

    Wang, Huijuan; Yin, Zengqian; Wan, Jingyu; Pang, Juan

    2008-03-01

    Edge detection is realized by using a FitzHugh Nagumo model which is one type of partial differential equations. This model has three types of dynamic, excitable, Turing/Hopf bifurcation, and bistable. In the excitable region the model can realize the edge detection. In the simulation only one image is processed in order to confirm the effect of control parameters on the edge detection. A satisfying effect of edge detection can be obtained by choosing appropriate control parameters. By comparing with other operators it is found that the FitzHugh Nagumo model is superior to Canny operator, Prewitt operator, Roberts operator, and Sobel operator on edge detection.

  19. Infinite time interval backward stochastic differential equations with continuous coefficients.

    PubMed

    Zong, Zhaojun; Hu, Feng

    2016-01-01

    In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).

  20. Local density approximation for a perturbative equation of state

    SciTech Connect

    Astrakharchik, G. E.

    2005-12-15

    Knowledge of a series expansion of the equation of state provides a deep insight into the physical nature of a quantum system. Starting from a generic 'perturbative' equation of state of a homogeneous ultracold gas we make predictions for the properties of the gas in the presence of harmonic confinement. The local density approximation is used to obtain the chemical potential, total and release energies, Thomas-Fermi size, and density profile of a trapped system in three-, two-, and one-dimensional geometries. The frequencies of the lowest breathing modes are calculated using scaling and sum-rule approaches and could be used in an experiment as a high-precision tool for obtaining the expansion terms of the equation of state. The derived formalism is applied to dilute Bose and Fermi gases in different dimensions and to integrable one-dimensional models. The physical meaning of the expansion terms in a number of systems is discussed.

  1. 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…

  2. Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes

    ERIC Educational Resources Information Center

    Seaman, Brian; Osler, Thomas J.

    2004-01-01

    A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…

  3. Helical localized wave solutions of the scalar wave equation.

    PubMed

    Overfelt, P L

    2001-08-01

    A right-handed helical nonorthogonal coordinate system is used to determine helical localized wave solutions of the homogeneous scalar wave equation. Introducing the characteristic variables in the helical system, i.e., u = zeta - ct and v = zeta + ct, where zeta is the coordinate along the helical axis, we can use the bidirectional traveling plane wave representation and obtain sets of elementary bidirectional helical solutions to the wave equation. Not only are these sets bidirectional, i.e., based on a product of plane waves, but they may also be broken up into right-handed and left-handed solutions. The elementary helical solutions may in turn be used to create general superpositions, both Fourier and bidirectional, from which new solutions to the wave equation may be synthesized. These new solutions, based on the helical bidirectional superposition, are members of the class of localized waves. Examples of these new solutions are a helical fundamental Gaussian focus wave mode, a helical Bessel-Gauss pulse, and a helical acoustic directed energy pulse train. Some of these solutions have the interesting feature that their shape and localization properties depend not only on the wave number governing propagation along the longitudinal axis but also on the normalized helical pitch.

  4. Coupled latent differential equation with moderators: simulation and application.

    PubMed

    Hu, Yueqin; Boker, Steve; Neale, Michael; Klump, Kelly L

    2014-03-01

    Latent differential equations (LDE) use differential equations to analyze time series data. Because of the recent development of this technique, some issues critical to running an LDE model remain. In this article, the authors provide solutions to some of these issues and recommend a step-by-step procedure demonstrated on a set of empirical data, which models the interaction between ovarian hormone cycles and emotional eating. Results indicated that emotional eating is self-regulated. For instance, when people do more emotional eating than normal, they will subsequently tend to decrease their emotional eating behavior. In addition, a sudden increase will produce a stronger tendency to decrease than will a slow increase. We also found that emotional eating is coupled with the cycle of the ovarian hormone estradiol, and the peak of emotional eating occurs after the peak of estradiol. The self-reported average level of negative affect moderates the frequency of eating regulation and the coupling strength between eating and estradiol. Thus, people with a higher average level of negative affect tend to fluctuate faster in emotional eating, and their eating behavior is more strongly coupled with the hormone estradiol. Permutation tests on these empirical data supported the reliability of using LDE models to detect self-regulation and a coupling effect between two regulatory behaviors.

  5. 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.

  6. Runge-Kutta Methods for Linear Ordinary Differential Equations

    NASA Technical Reports Server (NTRS)

    Zingg, David W.; Chisholm, Todd T.

    1997-01-01

    Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

  7. A variational approach to parameter estimation in ordinary differential equations

    PubMed Central

    2012-01-01

    Background Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. Results The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. Conclusions The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields. PMID:22892133

  8. Pseudospectral collocation methods for fourth order differential equations

    NASA Technical Reports Server (NTRS)

    Malek, Alaeddin; Phillips, Timothy N.

    1994-01-01

    Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

  9. Accelerating numerical solution of stochastic differential equations with CUDA

    NASA Astrophysics Data System (ADS)

    Januszewski, M.; Kostur, M.

    2010-01-01

    Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute

  10. Solving cochlear mechanics problems with higher-order differential equations.

    PubMed

    de Boer, E; van Bienema, E

    1982-11-01

    Since most "exact" solution methods for cochlear models are rather unwieldy, they do not lend themselves to easy and multi-purpose application. In this paper a new solution method is described that is more flexible in this respect. A three-dimensional cochlear model is considered. It can be described by an integral equation in terms of the wavenumber k. The kernel Q (k) of that equation is approximated by a rational function of k and this makes it possible to reformulate the problem as a differential equation. The latter can be solved by a straightforward and well-known method. Results of computations with this technique are presented in two forms: an overview of the entire cochlear wave pattern and a detailed representation of the response peak. The method is also used to determine whether a discernible reflected wave is produced in the cochlea or not. For this purpose the wavenumber spectrum of the cochlear wave is studied: it is found to be a one-sided function of k. With surprisingly simple means it is thus shown that no appreciable reflection occurs from the inhomogeneity that is characteristic in cochlear wave propagation. This holds true for values of damping constant delta as low as 0.01, a factor of 5 smaller than is commonly used in cochlear modeling.

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

    NASA Technical Reports Server (NTRS)

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

    1975-01-01

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

  12. Dependence of solutions of nonsmooth differential-algebraic equations on parameters

    NASA Astrophysics Data System (ADS)

    Stechlinski, Peter G.; Barton, Paul I.

    2017-02-01

    The well-posedness of nonsmooth differential-algebraic equations (DAEs) is investigated. More specifically, semi-explicit DAEs with Carathéodory-style assumptions on the differential right-hand side functions and local Lipschitz continuity assumptions on the algebraic equations. The DAEs are classified as having differential index one in a generalized sense; solution regularity is formulated in terms of projections of generalized (Clarke) Jacobians. Existence of solutions is derived under consistency and regularity of the initial data. Uniqueness of a solution is guaranteed under analogous Carathéodory ordinary-differential equation uniqueness assumptions. The continuation of solutions is established and sufficient conditions for continuous and Lipschitzian parametric dependence of solutions are also provided. To accomplish these results, a theoretical tool for analyzing nonsmooth DAEs is provided in the form of an extended nonsmooth implicit function theorem. The findings here are a natural extension of classical results and lay the foundation for further theoretical and computational analyses of nonsmooth DAEs.

  13. Optimal control of systems with discontinuous differential equations.

    SciTech Connect

    Stewart, D. E.; Anitescu, M.; Mathematics and Computer Science; Univ. of Iowa

    2010-02-01

    In this paper we discuss the problem of verifying and computing optimal controls of systems whose dynamics is governed by differential systems with a discontinuous right-hand side. In our work, we are motivated by optimal control of mechanical systems with Coulomb friction, which exhibit such a right-hand side. Notwithstanding the impressive development of nonsmooth and set-valued analysis, these systems have not been closely studied either computationally or analytically. We show that even when the solution crosses and does not stay on the discontinuity, differentiating the results of a simulation gives gradients that have errors of a size independent of the stepsize. This means that the strategy of 'optimize the discretization' will usually fail for problems of this kind. We approximate the discontinuous right-hand side for the differential equations or inclusions by a smooth right-hand side. For these smoothed approximations, we show that the resulting gradients approach the true gradients provided that the start and end points of the trajectory do not lie on the discontinuity and that Euler's method is used where the step size is 'sufficiently small' in comparison with the smoothing parameter. Numerical results are presented for a crude model of car racing that involves Coulomb friction and slip showing that this approach is practical and can handle problems of moderate complexity.

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

    NASA Astrophysics Data System (ADS)

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

    2014-11-01

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

  15. A differential operator for integrating one-loop scattering equations

    NASA Astrophysics Data System (ADS)

    Wang, Tianheng; Chen, Gang; Cheung, Yeuk-Kwan E.; Xu, Feng

    2017-01-01

    We propose a differential operator for computing the residues associated with a class of meromorphic n-forms that frequently appear in the Cachazo-He-Yuan form of the scattering amplitudes. This differential operator is conjectured to be uniquely determined by the local duality theorem and the intersection number of the divisors in the n-form. We use the operator to evaluate the one-loop integrand of Yang-Mills theory from their generalized CHY formulae. The method can reduce the complexity of the calculation. In addition, the expression for the 1-loop four-point Yang-Mills integrand obtained in our approach has a clear correspondence with the Q-cut results.

  16. The exotic conformal Galilei algebra and nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Cherniha, Roman; Henkel, Malte

    2010-09-01

    The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.

  17. Finitely approximable random sets and their evolution via differential equations

    NASA Astrophysics Data System (ADS)

    Ananyev, B. I.

    2016-12-01

    In this paper, random closed sets (RCS) in Euclidean space are considered along with their distributions and approximation. Distributions of RCS may be used for the calculation of expectation and other characteristics. Reachable sets on initial data and some ways of their approximate evolutionary description are investigated for stochastic differential equations (SDE) with initial state in some RCS. Markov property of random reachable sets is proved in the space of closed sets. For approximate calculus, the initial RCS is replaced by a finite set on the integer multidimensional grid and the multistage Markov chain is substituted for SDE. The Markov chain is constructed by methods of SDE numerical integration. Some examples are also given.

  18. Workload Characterization of CFD Applications Using Partial Differential Equation Solvers

    NASA Technical Reports Server (NTRS)

    Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)

    1998-01-01

    Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.

  19. Cause and cure of sloppiness in ordinary differential equation models.

    PubMed

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  20. Linear Multistep Methods for Integrating Reversible Differential Equations

    NASA Astrophysics Data System (ADS)

    Evans, N. Wyn; Tremaine, Scott

    1999-10-01

    This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for first-order differential equations are generally unstable. Here we report on a subset of these methods-the zero-growth methods-that evade these instabilities. We provide an algorithm for identifying these rare methods. We find and study all zero-growth, reversible multisteps with six or fewer steps. This select group includes two well-known second-order multisteps (the trapezoidal and explicit midpoint methods), as well as three new fourth-order multisteps-one of which is explicit. Variable time steps can be readily implemented without spoiling the reversibility. Tests on Keplerian orbits show that these new reversible multisteps work well on orbits with low or moderate eccentricity, although at least 100 steps per radian are required for stability.

  1. Numerical solution of differential equations by artificial neural networks

    NASA Technical Reports Server (NTRS)

    Meade, Andrew J., Jr.

    1995-01-01

    Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.

  2. Cause and cure of sloppiness in ordinary differential equation models

    NASA Astrophysics Data System (ADS)

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  3. Computationally efficient statistical differential equation modeling using homogenization

    USGS Publications Warehouse

    Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.

    2013-01-01

    Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.

  4. A partial differential equation model of metastasized prostatic cancer.

    PubMed

    Friedman, Avner; Jain, Harsh Vardhan

    2013-06-01

    Biochemically failing metastatic prostate cancer is typically treated with androgen ablation. However, due to the emergence of castration-resistant cells that can survive in low androgen concentrations, such therapy eventually fails. Here, we develop a partial differential equation model of the growth and response to treatment of prostate cancer that has metastasized to the bone. Existence and uniqueness results are derived for the resulting free boundary problem. In particular, existence and uniqueness of solutions for all time are proven for the radially symmetric case. Finally, numerical simulations of a tumor growing in 2-dimensions with radial symmetry are carried in order to evaluate the therapeutic potential of different treatment strategies. These simulations are able to reproduce a variety of clinically observed responses to treatment, and suggest treatment strategies that may result in tumor remission, underscoring our model's potential to make a significant contribution in the field of prostate cancer therapeutics.

  5. Super-linear spreading in local bistable cane toads equations

    NASA Astrophysics Data System (ADS)

    Bouin, Emeric; Henderson, Christopher

    2017-04-01

    In this paper, we study the influence of an Allee effect on the spreading rate in a local reaction–diffusion–mutation equation modeling the invasion of cane toads in Australia. We are, in particular, concerned with the case when the diffusivity can take unbounded values. We show that the acceleration feature that arises in this model with a Fisher-KPP, or monostable, nonlinearity still occurs when this nonlinearity is instead bistable, despite the fact that this kills the small populations. This is in stark contrast to the work of Alfaro, Gui-Huan, and Mellet–Roquejoffre–Sire in related models, where the change to a bistable nonlinearity prevents acceleration.

  6. A delay differential equation model of follicle waves in women.

    PubMed

    Panza, Nicole M; Wright, Andrew A; Selgrade, James F

    2016-01-01

    This article presents a mathematical model for hormonal regulation of the menstrual cycle which predicts the occurrence of follicle waves in normally cycling women. Several follicles of ovulatory size that develop sequentially during one menstrual cycle are referred to as follicle waves. The model consists of 13 nonlinear, delay differential equations with 51 parameters. Model simulations exhibit a unique stable periodic cycle and this menstrual cycle accurately approximates blood levels of ovarian and pituitary hormones found in the biological literature. Numerical experiments illustrate that the number of follicle waves corresponds to the number of rises in pituitary follicle stimulating hormone. Modifications of the model equations result in simulations which predict the possibility of two ovulations at different times during the same menstrual cycle and, hence, the occurrence of dizygotic twins via a phenomenon referred to as superfecundation. Sensitive parameters are identified and bifurcations in model behaviour with respect to parameter changes are discussed. Studying follicle waves may be helpful for improving female fertility and for understanding some aspects of female reproductive ageing.

  7. 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.

  8. OPTIMAL CONTROL THEORY APPLIED TO SYSTEMS DESCRIBED BY PARTIAL DIFFERENTIAL EQUATIONS. VOL. 1 OF FINAL REPORT.

    DTIC Science & Technology

    control theory to systems described by partial differential equations. The intent is not to advance the theory of partial differential equations per se. Thus all considerations will be restricted to the more familiar equations of the type which often occur in mathematical physics. Specifically, the distributed parameter systems under consideration are represented by a set of field

  9. Differential equation dynamical system based assessment model in GNSS interoperability

    NASA Astrophysics Data System (ADS)

    Han, Tao; Lu, XiaoChun; Wang, Xue; Rao, YongNan; Zou, DeCai; Yang, JianFei; Wu, YangYang

    2011-06-01

    With the development of Global Navigation Satellite System (GNSS), the idea of GNSS interoperability is born and has become the focus of study in the field of satellite navigation. The popularity for GNSS to augment the interoperability with the existing ones necessitates the study of the assessment algorithm of this idea. In this paper, an assessment algorithm for interoperability comprehensive benefits based on the differential equation dynamical system is discussed. There are two important aspects in GNSS that interoperability will affect: one is the performance advancement; the other one is the cost of adopting interoperability. While researching the complex relationship between the performance and cost, we found this relationship is similar as what between prey and predator in biomathematics, so the Lotka-Volterra model used to depict the prey-predator relationship is a felicitous tool. After building a differential dynamical model, we analyze the existence and stability of the positive equilibrium in the model. Then a Cost-Effective Function of GNSS is constructed based on the positive equilibrium, which is employed to assess the interoperability, qualitatively and quantitatively. Finally, the paper demonstrates the significance of the model and its application by citing a numerical example.

  10. 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.

  11. Local approximations for effective scalar field equations of motion

    NASA Astrophysics Data System (ADS)

    Berera, Arjun; Moss, Ian G.; Ramos, Rudnei O.

    2007-10-01

    Fluctuation and dissipation dynamics is examined at all temperature ranges for the general case of a background time evolving scalar field coupled to heavy intermediate quantum fields which in turn are coupled to light quantum fields. The evolution of the background field induces particle production from the light fields through the action of the intermediate catalyzing heavy fields. Such field configurations are generically present in most particle physics models, including grand unified and supersymmetry theories, with application of this mechanism possible in inflation, heavy ion collision, and phase transition dynamics. The effective evolution equation for the background field is obtained and a fluctuation-dissipation theorem is derived for this system. The effective evolution, in general, is nonlocal in time. Appropriate conditions are found for when these time nonlocal effects can be approximated by local terms. Here careful distinction is made between a local expansion and the special case of a derivative expansion to all orders, which requires analytic behavior of the evolution equation in Fourier space.

  12. Mathematical and numerical studies of nonstandard difference equation models of differential equations. Final technical report, September 1995--September 1997

    SciTech Connect

    Mickens, R.E.

    1997-12-12

    The major thrust of this proposal was to continue our investigations of so-called non-standard finite-difference schemes as formulated by other authors. These schemes do not follow the standard rules used to model continuous differential equations by discrete difference equations. The two major aspects of this procedure consist of generalizing the definition of the discrete derivative and using a nonlocal model (on the computational grid or lattice) for nonlinear terms that may occur in the differential equations. Our aim was to investigate the construction of nonstandard finite-difference schemes for several classes of ordinary and partial differential equations. These equations are simple enough to be tractable, yet, have enough complexity to be both mathematically and scientifically interesting. It should be noted that all of these equations differential equations model some physical phenomena under an appropriate set of experimental conditions. The major goal of the project was to better understand the process of constructing finite-difference models for differential equations. In particular, it demonstrates the value of using nonstandard finite-difference procedures. A secondary goal was to construct and study a variety of analytical techniques that can be used to investigate the mathematical properties of the obtained difference equations. These mathematical procedures are of interest in their own right and should be a valuable contribution to the mathematics research literature in difference equations. All of the results obtained from the research done under this project have been published in the relevant research/technical journals or submitted for publication. Our expectation is that these results will lead to improved finite difference schemes for the numerical integration of both ordinary and partial differential equations. Section G of the Appendix gives a concise summary of the major results obtained under funding by the grant.

  13. Generation and removal of apparent singularities in linear ordinary differential equations with polynomial coefficients

    NASA Astrophysics Data System (ADS)

    Slavyanov, S. Yu.; Satco, D. A.; Ishkhanyan, A. M.; Rotinyan, T. A.

    2016-12-01

    We discuss several examples of generating apparent singular points as a result of differentiating particular homogeneous linear ordinary differential equations with polynomial coefficients and formulate two general conjectures on the generation and removal of apparent singularities in arbitrary Fuchsian differential equations with polynomial coefficients. We consider a model problem in polymer physics.

  14. A method for solving stochastic equations by reduced order models and local approximations

    SciTech Connect

    Grigoriu, M.

    2012-08-01

    A method is proposed for solving equations with random entries, referred to as stochastic equations (SEs). The method is based on two recent developments. The first approximates the response surface giving the solution of a stochastic equation as a function of its random parameters by a finite set of hyperplanes tangent to it at expansion points selected by geometrical arguments. The second approximates the vector of random parameters in the definition of a stochastic equation by a simple random vector, referred to as stochastic reduced order model (SROM), and uses it to construct a SROM for the solution of this equation. The proposed method is a direct extension of these two methods. It uses SROMs to select expansion points, rather than selecting these points by geometrical considerations, and represents the solution by linear and/or higher order local approximations. The implementation and the performance of the method are illustrated by numerical examples involving random eigenvalue problems and stochastic algebraic/differential equations. The method is conceptually simple, non-intrusive, efficient relative to classical Monte Carlo simulation, accurate, and guaranteed to converge to the exact solution.

  15. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    SciTech Connect

    Rosli, Norhayati; Jusoh Awang, Rahimah; Bahar, Arifah; Yeak, S. H.

    2015-05-15

    This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

  16. Construction of finite difference schemes having special properties for ordinary and partial differential equations

    NASA Technical Reports Server (NTRS)

    Mickens, R. E.

    1984-01-01

    Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.

  17. Laplace and Z Transform Solutions of Differential and Difference Equations With the HP-41C.

    ERIC Educational Resources Information Center

    Harden, Richard C.; Simons, Fred O., Jr.

    1983-01-01

    A previously developed program for the HP-41C programmable calculator is extended to handle models of differential and difference equations with multiple eigenvalues. How to obtain difference equation solutions via the Z transform is described. (MNS)

  18. The Riccati equation with variable coefficients expansion algorithm to find more exact solutions of nonlinear differential equations

    NASA Astrophysics Data System (ADS)

    Yan, Zhenya

    2003-04-01

    In this paper based on a system of Riccati equations with variable coefficients, we present a new Riccati equation with variable coefficients expansion method and its algorithm, which are direct and more powerful than the tanh-function method, sine-cosine method, the generalized hyperbolic-function method and the generalized Riccati equation with constant coefficient expansion method to construct more new exact solutions of nonlinear differential equations in mathematical physics. A pair of generalized Hamiltonian equations is chosen to illustrate our algorithm such that more families of new exact solutions are obtained which contain soliton-like solution and periodic solutions. This algorithm can also be applied to other nonlinear differential equations.

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

    PubMed

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

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

  20. Finite Difference Methods for Time-Dependent, Linear Differential Algebraic Equations

    DTIC Science & Technology

    1993-10-27

    Time-Dependent, Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 T r e n - sa le; its tot puba"- c. 2 ed...1993 Finite Difference Methods for Time-Dependent, I Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT2...LINEAR DIFFERENTIAL ALGEBRAIC EQUATIONS 1 BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 ABSTRACT. Recently the authors developed a global reduction

  1. Estimation of Delays and Other Parameters in Nonlinear Functional Differential Equations.

    DTIC Science & Technology

    1981-12-01

    FSTIMATION OF DELAYS AND OTHER PARAMETERS IN NONLINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS by K. T. Banks and P. L. Daniel December 1981 LCDS Report #82...ESTIMATION OF DELAYS AND OTHER PARAMETERS IN NONLINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS H. T. Banks and P. L. Daniel ABSTRACT We discuss a spline...based approximation scheme for nonlinear nonautonomous delay differential equations . Convergence results (using dissipative type estimates on the

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

    PubMed Central

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

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

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

    PubMed

    Kleinert, H; Zatloukal, V

    2013-11-01

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

  4. A discrete model of a modified Burgers' partial differential equation

    NASA Technical Reports Server (NTRS)

    Mickens, R. E.; Shoosmith, J. N.

    1990-01-01

    A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.

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

    NASA Astrophysics Data System (ADS)

    Sahadevan, R.; Prakash, P.

    2017-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  7. A stochastic differential equation model of diurnal cortisol patterns

    NASA Technical Reports Server (NTRS)

    Brown, E. N.; Meehan, P. M.; Dempster, A. P.

    2001-01-01

    Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

  8. Grid generation for the solution of partial differential equations

    NASA Technical Reports Server (NTRS)

    Eiseman, Peter R.; Erlebacher, Gordon

    1989-01-01

    A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.

  9. A Differential Equation Model for the Dynamics of Youth Gambling

    PubMed Central

    Do, Tae Sug; Lee, Young S.

    2014-01-01

    Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374

  10. Grid generation for the solution of partial differential equations

    NASA Technical Reports Server (NTRS)

    Eiseman, Peter R.; Erlebacher, Gordon

    1987-01-01

    A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.

  11. Modeling ion channel dynamics through reflected stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Dangerfield, Ciara E.; Kay, David; Burrage, Kevin

    2012-05-01

    Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the “gold standard,” but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks.

  12. A multilevel local discrete convolution method for the numerical solution for Maxwell's Equations

    NASA Astrophysics Data System (ADS)

    Lo, Boris; Colella, Phillip

    2016-10-01

    We present a new discrete multilevel local discrete convolution method for solving Maxwell's equations in three dimensions. We obtain an explicit real-space representation for the propagator of an auxiliary system of differential equations with initial value constraints that is equivalent to Maxwell's equations. The propagator preserves finite speed of propagation and source locality. Because the propagator involves convolution against a singular distribution, we regularize via convolution with smoothing kernels (B-splines) prior to sampling. We have shown that the ultimate discrete convolutional propagator can be constructed to attain an arbitrarily high order of accuracy by using higher-order regularizing kernels and finite difference stencils. The discretized propagator is compactly supported and can be applied using Hockney's method (1970) and parallelized using domain decomposition, leading to a method that is computationally efficient. The algorithm is extended to work for locally refined fixed hierarchy of rectangular grids. This research is supported by the Office of Advanced Scientific Computing Research of the US Department of Energy under Contract Number DE-AC02-05CH11231.

  13. Locally differentiated cryptic pigmentation in the freshwater isopod Asellus aquaticus.

    PubMed

    Hargeby, A; Stoltz, J; Johansson, J

    2005-05-01

    A repeated pattern of background colour matching in animals is an indication that pigmentation may be cryptic. Here, we examine the relationship between pigmentation of the freshwater isopod Asellus aquaticus and background darkness in 29 lakes, wetlands and ponds in Southern Sweden. The results show that Asellus pigmentation was correlated with substrate darkness across all localities. In seven localities, in which two contrasting substrate types were noted, Asellus populations were differentiated with respect to pigmentation. These findings thus provide phenomenological support for cryptic pigmentation in Asellus. Pigmentation generally increased with body size, but the relationship between pigmentation and size differed among localities, possibly as a result of differences in correlational selection on pigmentation and size. Selection thus appears to have resulted in local differentiation over a small spatial scale, even within lakes and wetlands. This differentiation is a likely cause behind elevated phenotype variation noted in localities with two substrate types, suggesting that habitat heterogeneity promotes genetic diversity.

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

    PubMed

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

    2013-12-01

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

  15. 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.

  16. Nondegeneracy and uniqueness of positive solutions for Robin problem of second order ordinary differential equations and its applications

    NASA Astrophysics Data System (ADS)

    Dai, Qiuyi; Fu, Yuxia

    This article studies positive solutions of Robin problem for semi-linear second order ordinary differential equations. Nondegeneracy and uniqueness results are proven for homogeneous differential equations. Necessary and sufficient conditions for the existence of one or two positive solutions for inhomogeneous differential equations or differential equations with concave-convex nonlinearities are obtained by making use of the nondegeneracy and uniqueness results for positive solutions of homogeneous differential equations.

  17. Local dynamics for high-order semilinear hyperbolic equations

    NASA Astrophysics Data System (ADS)

    Volevich, L. R.; Shirikyan, A. R.

    2000-06-01

    This paper is devoted to studying high-order semilinear hyperbolic equations. It is assumed that the equation is a small perturbation of an equation with real constant coefficients and that the roots of the full symbol of the unperturbed equation with respect to the variable \\tau dual to time are either separated from the imaginary axis or lie outside the domain \

  18. Efficient Numerical Methods for Evolution Partial Differential Equations

    DTIC Science & Technology

    1989-09-30

    public lease; distribution mlim ed.-.... 13. ABSTRACT (Maxmum 200 woard Generalized Korteweg - de Vries equation (GKdV). This equation is written as...McKinney. On Optimal high-order in time approxiniations.for the Korteweg -de Vries equation ..To appear in Math. Comp.. 3. J.L. Bona, V.A. Dougalis...O.Karakashian and W. Mckinney, Conservative high-order schemes for the Generalized Korteweg -de Vries equation . In preparation. 4. G. D. Akrivis, V.A

  19. Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Ohmori, Shousuke; Yamazaki, Yoshihiro

    2016-01-01

    Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

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

    SciTech Connect

    Slyusarchuk, V. E. E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua

    2014-06-01

    The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24 titles. (paper)

  1. Probabilistic delay differential equation modeling of event-related potentials.

    PubMed

    Ostwald, Dirk; Starke, Ludger

    2016-08-01

    "Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach.

  2. Differential Invariants of the (2+1)-Dimensional Breaking Soliton Equation

    NASA Astrophysics Data System (ADS)

    Han, Zhong; Chen, Yong

    2016-09-01

    We construct the differential invariants of Lie symmetry pseudogroups of the (2+1)-dimensional breaking soliton equation and analyze the structure of the induced differential invariant algebra. Their syzygies and recurrence relations are classified. In addition, a moving frame and the invariantization of the breaking soliton equation are also presented. The algorithms are based on the method of equivariant moving frames.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  4. A Laboratory Experience for Students of Differential Equations using RLC Circuits.

    ERIC Educational Resources Information Center

    Graham, Jeff; Barnes, Julia

    1997-01-01

    Argues that although differential equations are billed as applied mathematics, there is rarely any hands-on experience incorporated into the course. Presents a laboratory project that requires students to obtain data from a physics lab and use that data to compute the coefficients of the second order differential equation, which mathematically…

  5. On the stability of numerical integration routines for ordinary differential equations.

    NASA Technical Reports Server (NTRS)

    Glover, K.; Willems, J. C.

    1973-01-01

    Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

  6. A Simple Method to Find out when an Ordinary Differential Equation Is Separable

    ERIC Educational Resources Information Center

    Cid, Jose Angel

    2009-01-01

    We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…

  7. A note on the Dirichlet problem for model complex partial differential equations

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Karaca, Bahriye

    2016-08-01

    Complex model partial differential equations of arbitrary order are considered. The uniqueness of the Dirichlet problem is studied. It is proved that the Dirichlet problem for higher order of complex partial differential equations with one complex variable has infinitely many solutions.

  8. Operator Factorization and the Solution of Second-Order Linear Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Robin, W.

    2007-01-01

    The theory and application of second-order linear ordinary differential equations is reviewed from the standpoint of the operator factorization approach to the solution of ordinary differential equations (ODE). Using the operator factorization approach, the general second-order linear ODE is solved, exactly, in quadratures and the resulting…

  9. Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

    ERIC Educational Resources Information Center

    Deboeck, Pascal R.; Boker, Steven M.

    2010-01-01

    Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…

  10. An Engineering-Oriented Approach to the Introductory Differential Equations Course

    ERIC Educational Resources Information Center

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

    2009-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Lakin, W. D.

    1981-01-01

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

  12. Algorithmic framework for group analysis of differential equations and its application to generalized Zakharov-Kuznetsov equations

    NASA Astrophysics Data System (ADS)

    Huang, Ding-jiang; Ivanova, Nataliya M.

    2016-02-01

    In this paper, we explain in more details the modern treatment of the problem of group classification of (systems of) partial differential equations (PDEs) from the algorithmic point of view. More precisely, we revise the classical Lie algorithm of construction of symmetries of differential equations, describe the group classification algorithm and discuss the process of reduction of (systems of) PDEs to (systems of) equations with smaller number of independent variables in order to construct invariant solutions. The group classification algorithm and reduction process are illustrated by the example of the generalized Zakharov-Kuznetsov (GZK) equations of form ut +(F (u)) xxx +(G (u)) xyy +(H (u)) x = 0. As a result, a complete group classification of the GZK equations is performed and a number of new interesting nonlinear invariant models which have non-trivial invariance algebras are obtained. Lie symmetry reductions and exact solutions for two important invariant models, i.e., the classical and modified Zakharov-Kuznetsov equations, are constructed. The algorithmic framework for group analysis of differential equations presented in this paper can also be applied to other nonlinear PDEs.

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

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  14. Convergence of step-by-step methods for non-linear integro-differential equations.

    NASA Technical Reports Server (NTRS)

    Mocarsky, W. L.

    1971-01-01

    The theory of consistent step-by-step methods for solving Volterra integral equations is extended to nonsingular Volterra integro-differential equations. It is shown that standard step-by-step algorithms for these more general equations are convergent. Several numerical examples are included.

  15. W-transform for exponential stability of second order delay differential equations without damping terms.

    PubMed

    Domoshnitsky, Alexander; Maghakyan, Abraham; Berezansky, Leonid

    2017-01-01

    In this paper a method for studying stability of the equation [Formula: see text] not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation [Formula: see text] is not exponentially stable, the delay equation can be exponentially stable.

  16. 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…

  17. Numerical Solution of Ill Posed Problems in Partial Differential Equations

    DTIC Science & Technology

    1988-06-30

    periodic solutions of semilinear wave equations in exterior domains (breathers). Necessary and sufficient conditions for the existence of such solutions...numerically, that radial, global , positive solutions of the equation div grad u + uq u = 0 (X > 0, q > 1). ((1+1grad ul ) / exist for all X sufficiently... equation with a semilinear boundary condition , to appear in SIAM J. Math. Anal. 17] Levine, H.A. and Protter, M.H., The breakdown of solutions of

  18. Numerical Solution of Ill Posed Problems in Partial Differential Equations.

    DTIC Science & Technology

    1987-09-01

    periodic solutions of semilinear wave equations in exterior domains (breathers). Necessary and sufficient conditions for the existence of such...Crandall, M.G., and Sacks, P.E., Some L1 existence and depandence results for semilinear elliptic equations under nonlinear boundary conditions , to...the former case, a convective diffusion equation with a semilinear source in the boundary condition was analyzed. A fairly complete picture of the

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

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, A.

    2015-03-01

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

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

    SciTech Connect

    Granita; Bahar, A.

    2015-03-09

    This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

  1. Adaptive local discontinuous Galerkin approximation to Richards’ equation

    NASA Astrophysics Data System (ADS)

    Li, H.; Farthing, M. W.; Miller, C. T.

    2007-09-01

    We propose a spatially and temporally adaptive solution to Richards' equation based upon a local discontinuous Galerkin approximation in space and a high-order, backward difference method in time. We cast our approach in terms of a general, decoupled adaption algorithm based upon operators. We define non-unique instances of all operators to result in an adaption method from within the general class of methods that is defined. We formally decouple the spatial adaption from the temporal adaption using a method of lines approach and limit the temporal truncation error so that the total error is dominated by the spatial component. We use a multiple grid approach to guide adaption and support the data structures. Spatial adaption decisions are based upon error and regularity indicators, which are economical to compute. The resultant methods are compared for two test problems. The results show that the proposed adaption methods are superior to methods that adapt only in time and that in cases in which the problem has sufficient smoothness, adapting the order of the elements in addition to the grid spacing can further improve the efficiency of this robust solution approach.

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

    NASA Astrophysics Data System (ADS)

    Birk, Carolin; Song, Chongmin

    2010-10-01

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

  3. Solution of Poisson's Equation with Global, Local and Nonlocal Boundary Conditions

    ERIC Educational Resources Information Center

    Aliev, Nihan; Jahanshahi, Mohammad

    2002-01-01

    Boundary value problems (BVPs) for partial differential equations are common in mathematical physics. The differential equation is often considered in simple and symmetric regions, such as a circle, cube, cylinder, etc., with global and separable boundary conditions. In this paper and other works of the authors, a general method is used for the…

  4. Advanced Methods for the Solution of Differential Equations.

    ERIC Educational Resources Information Center

    Goldstein, Marvin E.; Braun, Willis H.

    This is a textbook, originally developed for scientists and engineers, which stresses the actual solutions of practical problems. Theorems are precisely stated, but the proofs are generally omitted. Sample contents include first-order equations, equations in the complex plane, irregular singular points, and numerical methods. A more recent idea,…

  5. Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models.

    PubMed

    Liang, Hua; Wu, Hulin

    2008-12-01

    Differential equation (DE) models are widely used in many scientific fields that include engineering, physics and biomedical sciences. The so-called "forward problem", the problem of simulations and predictions of state variables for given parameter values in the DE models, has been extensively studied by mathematicians, physicists, engineers and other scientists. However, the "inverse problem", the problem of parameter estimation based on the measurements of output variables, has not been well explored using modern statistical methods, although some least squares-based approaches have been proposed and studied. In this paper, we propose parameter estimation methods for ordinary differential equation models (ODE) based on the local smoothing approach and a pseudo-least squares (PsLS) principle under a framework of measurement error in regression models. The asymptotic properties of the proposed PsLS estimator are established. We also compare the PsLS method to the corresponding SIMEX method and evaluate their finite sample performances via simulation studies. We illustrate the proposed approach using an application example from an HIV dynamic study.

  6. APL and the numerical solution of high-order linear differential equations

    NASA Astrophysics Data System (ADS)

    Gershenfeld, Neil A.; Schadler, Edward H.; Bilaniuk, O. M.

    1983-08-01

    An Nth-order linear ordinary differential equation is rewritten as a first-order equation in an N×N matrix. Taking advantage of the matrix manipulation strength of the APL language this equation is then solved directly, yielding a great simplification over the standard procedure of solving N coupled first-order scalar equations. This eases programming and results in a more intuitive algorithm. Example applications of a program using the technique are given from quantum mechanics and control theory.

  7. Differential Games of inf-sup Type and Isaacs Equations

    SciTech Connect

    Kaise, Hidehiro Sheu, S.-J.

    2005-06-15

    Motivated by the work of Fleming, we provide a general framework to associate inf-sup type values with the Isaacs equations.We show that upper and lower bounds for the generators of inf-sup type are upper and lower Hamiltonians, respectively. In particular, the lower (resp. upper) bound corresponds to the progressive (resp. strictly progressive) strategy. By the Dynamic Programming Principle and identification of the generator, we can prove that the inf-sup type game is characterized as the unique viscosity solution of the Isaacs equation. We also discuss the Isaacs equation with a Hamiltonian of a convex combination between the lower and upper Hamiltonians.

  8. Unsplit complex frequency shifted perfectly matched layer for second-order wave equation using auxiliary differential equations.

    PubMed

    Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

    2015-12-01

    The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.

  9. Analysis of Lagrange's original derivation of the Euler-Lagrange Differential Equation

    NASA Astrophysics Data System (ADS)

    Laughlin, Ryan; Close, Hunter

    2012-03-01

    The Euler-Lagrange differential equation provides the Lagrangian equations of motion, and thus allows the exact trajectory of an object in a potential to be found. We analyze the original derivation of the Euler-Lagrange differential equation via a translation of the third edition of Lagrange's Mecanique Analytique (1811). We compare and contrast this derivation with the derivation commonly done in a junior-level classical mechanics course. Lagrange uses several founding concepts to produce a generalized equation of motion for all dynamics. These concepts are, in the order addressed by Lagrange, the Principle of Virtual Velocities, the Conservation des Forces Vives, and the Principle of Least Action. Lagrange then employs what he calls the Method of Variations to the general equation of motion for dynamics to ultimately resolve something similar to the Euler-Lagrange Differential equation we use today. We also compare modern notation with Lagrange's notation.

  10. Numerical solution of control problems governed by nonlinear differential equations

    SciTech Connect

    Heinkenschloss, M.

    1994-12-31

    In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.

  11. Lie algebras of conservation laws of variational ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Fiorani, Emanuele; Spiro, Andrea

    2015-02-01

    We establish a new version of the first Noether Theorem, according to which the (equivalence classes of) first integrals of given Euler-Lagrange equations in one independent variable are in exact one-to-one correspondence with the (equivalence classes of) vector fields satisfying two simple geometric conditions, namely they simultaneously preserve the holonomy distribution of the jets space and the action from which the Euler-Lagrange equations are derived.

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

    NASA Astrophysics Data System (ADS)

    Camporesi, Roberto

    2011-06-01

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

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

    NASA Astrophysics Data System (ADS)

    Rong, Loh Jian; Chang, Phang

    2016-02-01

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

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

    NASA Astrophysics Data System (ADS)

    Vatsala, Aghalaya S.; Sowmya, M.

    2017-01-01

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

  15. Borel summability of divergent solutions for singular first-order partial differential equations with variable coefficients. Part I

    NASA Astrophysics Data System (ADS)

    Hibino, Masaki

    This article part I and the forthcoming part II are concerned with the study of the Borel summability of divergent power series solutions for singular first-order linear partial differential equations of nilpotent type. Under one restriction on equations, we can divide them into two classes. In this part I, we deal with the one class and obtain the conditions under which divergent solutions are Borel summable. (The other class will be studied in part II.) In order to assure the Borel summability of divergent solutions, global analytic continuation properties for coefficients are required despite of the fact that the domain of the Borel sum is local.

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

    NASA Astrophysics Data System (ADS)

    Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet

    2016-04-01

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

  17. A differential equation model of collagen accumulation in a healing wound.

    PubMed

    Segal, Rebecca A; Diegelmann, Robert F; Ward, Kevin R; Reynolds, Angela

    2012-09-01

    Wound healing is a complex biological process which involves many cell types and biochemical signals and which progresses through multiple, overlapping phases. In this manuscript, we develop a model of collagen accumulation as a marker of wound healing. The mathematical model is a system of ordinary differential equations which tracks fibroblasts, collagen, inflammation and pathogens. The model was validated by comparison to the normal time course of wound healing where appropriate activity for the inflammatory, proliferative and remodeling phases was recorded. Further validation was made by comparison to collagen accumulation experiments by Madden and Peacock (Ann. Surg. 174(3):511-520, 1971). The model was then used to investigate the impact of local oxygen levels on wound healing. Finally, we present a comparison of two wound healing therapies, antibiotics and increased fibroblast proliferation. This model is a step in developing a comprehensive model of wound healing which can be used to develop and test new therapeutic treatments.

  18. Disease elimination and re-emergence in differential-equation models.

    PubMed

    Greenhalgh, Scott; Galvani, Alison P; Medlock, Jan

    2015-12-21

    Traditional differential equation models of disease transmission are often used to predict disease trajectories and evaluate the effectiveness of alternative intervention strategies. However, such models cannot account explicitly for probabilistic events, such as those that dominate dynamics when disease prevalence is low during the elimination and re-emergence phases of an outbreak. To account for the dynamics at low prevalence, i.e. the elimination and risk of disease re-emergence, without the added analytical and computational complexity of a stochastic model, we develop a novel application of control theory. We apply our approach to analyze historical data of measles elimination and re-emergence in Iceland from 1923 to 1938, predicting the temporal trajectory of local measles elimination and re-emerge as a result of disease migration from Copenhagen, Denmark.

  19. A note on the generation of phase plane plots on a digital computer. [for solution of nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Simon, M. K.

    1980-01-01

    A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.

  20. Quasi-local gravitational angular momentum and centre of mass from generalised Witten equations

    NASA Astrophysics Data System (ADS)

    Wieland, Wolfgang

    2017-03-01

    Witten's proof for the positivity of the ADM mass gives a definition of energy in terms of three-surface spinors. In this paper, we give a generalisation for the remaining six Poincaré charges at spacelike infinity, which are the angular momentum and centre of mass. The construction improves on certain three-surface spinor equations introduced by Shaw. We solve these equations asymptotically obtaining the ten Poincaré charges as integrals over the Nester-Witten two-form. We point out that the defining differential equations can be extended to three-surfaces of arbitrary signature and we study them on the entire boundary of a compact four-dimensional region of spacetime. The resulting quasi-local expressions for energy and angular momentum are integrals over a two-dimensional cross-section of the boundary. For any two consecutive such cross-sections, conservation laws are derived that determine the influx (outflow) of matter and gravitational radiation.

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

    NASA Astrophysics Data System (ADS)

    Lukashchuk, S. Yu.

    2015-08-01

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

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

    PubMed

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

    2016-01-01

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

  3. A non-local evolution equation model of cell–cell adhesion in higher dimensional space

    PubMed Central

    Dyson, Janet; Gourley, Stephen A.; Webb, Glenn F.

    2013-01-01

    A model for cell–cell adhesion, based on an equation originally proposed by Armstrong et al. [A continuum approach to modelling cell–cell adhesion, J. Theor. Biol. 243 (2006), pp. 98–113], is considered. The model consists of a nonlinear partial differential equation for the cell density in an N-dimensional infinite domain. It has a non-local flux term which models the component of cell motion attributable to cells having formed bonds with other nearby cells. Using the theory of fractional powers of analytic semigroup generators and working in spaces with bounded uniformly continuous derivatives, the local existence of classical solutions is proved. Positivity and boundedness of solutions is then established, leading to global existence of solutions. Finally, the asymptotic behaviour of solutions about the spatially uniform state is considered. The model is illustrated by simulations that can be applied to in vitro wound closure experiments. AMS Classifications: 35A01; 35B09; 35B40; 35K57; 92C17 PMID:23289870

  4. Time Parallel Solution of Linear Partial Differential Equations on the Intel Touchstone Delta Supercomputer

    NASA Technical Reports Server (NTRS)

    Toomarian, N.; Fijany, A.; Barhen, J.

    1993-01-01

    Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.

  5. Error estimation in the neural network solution of ordinary differential equations.

    PubMed

    Filici, Cristian

    2010-06-01

    In this article a method of error estimation for the neural approximation of the solution of an Ordinary Differential Equation is presented. Some examples of the application of the method support the theory presented.

  6. Asymptotic bounds for the time-periodic solutions to the singularly perturbed ordinary differential equations.

    PubMed

    Amiraliyev, Gabil M; Ucar, Aysenur

    2013-01-01

    The periodical in time problem for singularly perturbed second order linear ordinary differential equation is considered. The boundary layer behavior of the solution and its first and second derivatives have been established. An example supporting the theoretical analysis is presented.

  7. On testing a subroutine for the numerical integration of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Krogh, F. T.

    1973-01-01

    This paper discusses how to numerically test a subroutine for the solution of ordinary differential equations. Results obtained with a variable order Adams method are given for eleven simple test cases.-

  8. On the maximal cut of Feynman integrals and the solution of their differential equations

    NASA Astrophysics Data System (ADS)

    Primo, Amedeo; Tancredi, Lorenzo

    2017-03-01

    The standard procedure for computing scalar multi-loop Feynman integrals consists in reducing them to a basis of so-called master integrals, derive differential equations in the external invariants satisfied by the latter and, finally, try to solve them as a Laurent series in ɛ = (4 - d) / 2, where d are the space-time dimensions. The differential equations are, in general, coupled and can be solved using Euler's variation of constants, provided that a set of homogeneous solutions is known. Given an arbitrary differential equation of order higher than one, there exists no general method for finding its homogeneous solutions. In this paper we show that the maximal cut of the integrals under consideration provides one set of homogeneous solutions, simplifying substantially the solution of the differential equations.

  9. On the reduction principle for differential equations with piecewise constant argument of generalized type

    NASA Astrophysics Data System (ADS)

    Akhmet, M. U.

    2007-12-01

    In this paper we introduce a new type of differential equations with piecewise constant argument (EPCAG), more general than EPCA [K.L. Cooke, J. Wiener, Retarded differential equations with piecewise constant delays, J. Math. Anal. Appl. 99 (1984) 265-297; J. Wiener, Generalized Solutions of Functional Differential Equations, World Scientific, Singapore, 1993]. The Reduction Principle [V.A. Pliss, The reduction principle in the theory of the stability of motion, Izv. Akad. Nauk SSSR Ser. Mat. 27 (1964) 1297-1324 (in Russian); V.A. Pliss, Integral Sets of Periodic Systems of Differential Equations, Nauka, Moskow, 1977 (in Russian)] is proved for EPCAG. The structure of the set of solutions is specified. We establish also the existence of global integral manifolds of quasilinear EPCAG in the so-called critical case and investigate the stability of the zero solution.

  10. Variational differential equations for engineering type trajectories close to a planet with an atmosphere

    NASA Technical Reports Server (NTRS)

    Dickmanns, E. D.

    1972-01-01

    The differential equations for the adjoint variables are derived and coded in FORTRAN. The program is written in a form to either take into account or neglect thrust, aerodynamic forces, planet rotation and oblateness, and altitude dependent winds.

  11. Methods of Power Geometry in Asymptotic Analysis of Solutions to Algebraic or Differential Equations

    NASA Astrophysics Data System (ADS)

    Goryuchkina, Irina

    2010-06-01

    Here we present some basic ideas of the plane Power Geometry to study asymptotic behavior of solutions to differential equations. We consider two examples for demonstration of these methods and two applications the methods.

  12. Some results on the integral transforms and applications to differential equations

    SciTech Connect

    Eltayeb, Hassan; Kilicman, Adem

    2010-11-11

    In this paper we give some remark about the relationship between Sumudu and Laplace transforms, further; for the comparison purpose, we apply both transforms to solve partial differential equations to see the differences and similarities.

  13. Solving evolutionary-type differential equations and physical problems using the operator method

    NASA Astrophysics Data System (ADS)

    Zhukovsky, K. V.

    2017-01-01

    We present a general operator method based on the advanced technique of the inverse derivative operator for solving a wide range of problems described by some classes of differential equations. We construct and use inverse differential operators to solve several differential equations. We obtain operator identities involving an inverse derivative operator, integral transformations, and generalized forms of orthogonal polynomials and special functions. We present examples of using the operator method to construct solutions of equations containing linear and quadratic forms of a pair of operators satisfying Heisenberg-type relations and solutions of various modifications of partial differential equations of the Fourier heat conduction type, Fokker-Planck type, Black-Scholes type, etc. We demonstrate using the operator technique to solve several physical problems related to the charge motion in quantum mechanics, heat propagation, and the dynamics of the beams in accelerators.

  14. Multilayer neural networks for solving a class of partial differential equations.

    PubMed

    He, S; Reif, K; Unbehauen, R

    2000-04-01

    In this paper, training the derivative of a feedforward neural network with the extended backpropagation algorithm is presented. The method is used to solve a class of first-order partial differential equations for input-to-state linearizable or approximate linearizable systems. The solution of the differential equation, together with the Lie derivatives, yields a change of coordinates. A feedback control law is then designed to keep the system in a desired behavior. The examination of the proposed method, through simulations, exhibits the advantages of it. They include easily and quickly finding approximate solutions for complicated first-order partial differential equations. Therefore, the work presented here can benefit the design of the class of nonlinear control systems, where the nontrivial solutions of the partial differential equations are difficult to find.

  15. Backward Stochastic Differential Equations in Infinite Dimensions with Continuous Driver and Applications

    SciTech Connect

    Fuhrman, Marco Hu, Ying

    2007-09-15

    In this paper we prove the existence of a solution to backward stochastic differential equations in infinite dimensions with continuous driver under various assumptions. We apply our results to a stochastic game problem with infinitely many players.

  16. Parametric stability in terms of two measures for differential equations with ``maxima''

    NASA Astrophysics Data System (ADS)

    Gluhcheva, S. T.; Hristova, S. G.

    2010-10-01

    This paper investigates parametric stability. A Lyapunov function and Razumkhin method as well as two different measures for the initial function and the solution have been applied. A comparison scalar ordinary differential equation has been employed.

  17. Modeling neck linker of kinesin motor movement with MRSR stochastic differential equation

    NASA Astrophysics Data System (ADS)

    Razali, Wan Qashishah Akmal Wan; Ramli, Siti Norafidah Mohd; Radiman, Shahidan

    2016-11-01

    Stochastic differential equation has a significant role in a range of biological areas including molecular motor like kinesin motor. Mean-reverting square root (MRSR) stochastic differential equation is commonly used in economics and finance areas. In this study, we use the MRSR stochastic differential equation to model neck linker motion of kinesin motor by considering the possibilities of rightward direction and occasionally in the leftward direction of kinesin movements. This neck linker docking model of kinesin motor incorporates the conformational change in the chemical kinetics and the tethered diffusion of the free head of kinesin motor. Here, we demonstrate this model by using Hookean spring method which referred to the stiffness model of neck linker. The motion of kinesin motor seems to be well described to move in unidirectional way with volatile behavior based on MRSR rather than common stochastic differential equation [DOI 10.1007/s11538-011-9697-6].

  18. An approximation method for fractional integro-differential equations

    NASA Astrophysics Data System (ADS)

    Emiroglu, Ibrahim

    2015-12-01

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

  19. Stability Criteria for Differential Equations with Variable Time Delays

    ERIC Educational Resources Information Center

    Schley, D.; Shail, R.; Gourley, S. A.

    2002-01-01

    Time delays are an important aspect of mathematical modelling, but often result in highly complicated equations which are difficult to treat analytically. In this paper it is shown how careful application of certain undergraduate tools such as the Method of Steps and the Principle of the Argument can yield significant results. Certain delay…

  20. Sensitivity Analysis and Computation for Partial Differential Equations

    DTIC Science & Technology

    2008-03-14

    Example, Journal of Mathematical Analysis and Applications , to appear. 11 [22] John R. Singler, Transition to Turbulence, Small Disturbances, and...Sensitivity Analysis II: The Navier-Stokes Equations, Journal of Mathematical Analysis and Applications , to appear. [23] A. M. Stuart and A. R. Humphries

  1. Rational Legendre pseudospectral approach for solving nonlinear differential equations of Lane-Emden type

    NASA Astrophysics Data System (ADS)

    Parand, K.; Shahini, M.; Dehghan, Mehdi

    2009-12-01

    Lane-Emden equation is a nonlinear singular equation in the astrophysics that corresponds to the polytropic models. In this paper, a pseudospectral technique is proposed to solve the Lane-Emden type equations on a semi-infinite domain. The method is based on rational Legendre functions and Gauss-Radau integration. The method reduces solving the nonlinear ordinary differential equation to solve a system of nonlinear algebraic equations. The comparison of the results with the other numerical methods shows the efficiency and accuracy of this method.

  2. Numerical solution of nonlinear partial differential equations of mixed type. [finite difference approximation

    NASA Technical Reports Server (NTRS)

    Jameson, A.

    1976-01-01

    A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

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

    NASA Astrophysics Data System (ADS)

    Alam Khan, Najeeb; Razzaq, Oyoon Abdul

    2016-03-01

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

  4. A new efficient method for solving delay differential equations and a comparison with other methods

    NASA Astrophysics Data System (ADS)

    Bildik, Necdet; Deniz, Sinan

    2017-01-01

    In this paper, a new analytical technique, namely the optimal perturbation iteration method, is presented and applied to delay differential equations to find an efficient algorithm for their approximate solutions. Effectiveness of this method is tested by various examples of linear and nonlinear problems of delay differential equations. Obtained results reveal that optimal perturbation iteration algorithm is very effective, easy to use and simple to perform.

  5. Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

    DTIC Science & Technology

    2016-02-25

    Papers published in non peer-reviewed journals: " Algorithms and software for quantum engineering," H. Mabuchi and R. Balu, Review Management Board...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

  6. On the accuracy and convergence of implicit numerical integration of finite element generated ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Baker, A. J.; Soliman, M. O.

    1978-01-01

    A study of accuracy and convergence of linear functional finite element solution to linear parabolic and hyperbolic partial differential equations is presented. A variable-implicit integration procedure is employed for the resultant system of ordinary differential equations. Accuracy and convergence is compared for the consistent and two lumped assembly procedures for the identified initial-value matrix structure. Truncation error estimation is accomplished using Richardson extrapolation.

  7. Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method

    SciTech Connect

    Jerome L.V. Lewandowski

    2005-01-25

    A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details.

  8. Solving nonlinear or stiff differential equations by Laplace homotopy analysis method(LHAM)

    NASA Astrophysics Data System (ADS)

    Chong, Fook Seng; Lem, Kong Hoong; Wong, Hui Lin

    2015-10-01

    The initial value problems of nonlinear or stiff ordinary differential equation appear in many fields of engineering science, particularly in the studies of electrical circuits, chemical reactions, wave vibration and so on. In this research, the standard homotopy analysis method hybrids with Laplace transform method to solve nonlinear and stiff differential equations. Using this modification, the problems solved by LHAM successfully yield good solutions. Some examples are examined to highlight the convenience and effectiveness of LHAM.

  9. Formulation and Application of Optimal Homotopty Asymptotic Method to Coupled Differential - Difference Equations

    PubMed Central

    Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen

    2015-01-01

    In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457

  10. On integration of the first order differential equations in a finite terms

    NASA Astrophysics Data System (ADS)

    Malykh, M. D.

    2017-01-01

    There are several approaches to the description of the concept called briefly as integration of the first order differential equations in a finite terms or symbolical integration. In the report three of them are considered: 1.) finding of a rational integral (Beaune or Poincaré problem), 2.) integration by quadratures and 3.) integration when the general solution of given differential equation is an algebraical function of a constant (Painlevé problem). Their realizations in Sage are presented.

  11. Modeling biological gradient formation: combining partial differential equations and Petri nets.

    PubMed

    Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J

    2016-01-01

    Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.

  12. The coquaternion algebra and complex partial differential equations

    NASA Astrophysics Data System (ADS)

    Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir

    2009-11-01

    In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.

  13. Development and Application of Differential Equation Numerical Techniques to Electromagnetic Scattering and Radiation Problems.

    NASA Astrophysics Data System (ADS)

    Simons, Neil Richard Samuel

    In this thesis the development and application of general purpose computer simulation techniques for macroscopic electromagnetic phenomena are investigated. These techniques are applicable to a wide variety of practical problems pertaining to: Electromagnetic Compatibility and Interference, Radar-Cross-Section, and the analysis and design of antennas. The goal of this research is to examine methods that are applicable to a wide variety of problems rather than specialized approaches that are only useful for specific problems. A brief review of the computational electromagnetics literature indicates two general types of methods are applicable. These are numerical approximation of integral-equation formulations and numerical approximation of differential-equation formulations. Because of their relative efficiency for inhomogeneous geometries, the direction of the thesis proceeds with numerical approximations to differential-equation based formulations. The differential-equation based numerical methods include various finite-difference, finite-element, finite -volume, and transmission line matrix methods. A literature review and overview of these numerical methods is provided. The goal of the overview is to provide the capability for the classification for existing and future differential equation based numerical methods to identify relative advantages and disadvantages. Extensions to the two-dimensional transmission line matrix method are presented. The extensions are intended to provide some of the flexibility traditionally associated with finite-difference and finite-element methods. Three new two-dimensional models are presented. Two of the new models utilize triangular rather than the usual rectangular spatial discretization. The third model introduces the capability of higher-order spatial accuracy. The efficiency and application of the new models are discussed. The development of two general-purpose electromagnetic simulation programs is presented. Both are

  14. About one special boundary value problem for multidimensional parabolic integro-differential equation

    NASA Astrophysics Data System (ADS)

    Khairullin, Ermek

    2016-08-01

    In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.

  15. Runge-Kutta collocation methods for differential-algebraic equations of indices 2 and 3

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2012-10-01

    Stiffly accurate Runge-Kutta collocation methods with explicit first stage are examined. The parameters of these methods are chosen so as to minimize the errors in the solutions to differential-algebraic equations of indices 2 and 3. This construction results in methods for solving such equations that are superior to the available Runge-Kutta methods.

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

    NASA Astrophysics Data System (ADS)

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

    2016-10-01

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

  17. Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes

    SciTech Connect

    Mikulevicius, R.; Pragarauskas, H.

    2011-08-15

    The existence and uniqueness in Hoelder spaces of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation of the order {alpha}{<=}2 is investigated. The equation considered arises in a filtering problem with a jump signal process and a jump observation process.

  18. An electric-analog simulation of elliptic partial differential equations using finite element theory

    USGS Publications Warehouse

    Franke, O.L.; Pinder, G.F.; Patten, E.P.

    1982-01-01

    Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.

  19. The Analytic Structure of Ordinary and Partial Differential Equation.

    DTIC Science & Technology

    1984-05-01

    2 (.)(1 -P 4421...1Z.)= 0Theinvariance of (1.4) under the Moebius group and u =u(z ......z.) is asolution of the p.d.e., then we require a...34 property and invariance under the jecture to be stated directly for the partial differential equa- Moebius group allow effective Backdund transforms to be

  20. The numerical dynamic for highly nonlinear partial differential equations

    NASA Technical Reports Server (NTRS)

    Lafon, A.; Yee, H. C.

    1992-01-01

    Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

  1. Evolutionary partial differential equations for biomedical image processing.

    PubMed

    Sarti, Alessandro; Mikula, Karol; Sgallari, Fiorella; Lamberti, Claudio

    2002-04-01

    We are presenting here a model for processing space-time image sequences and applying them to 3D echo-cardiography. The non-linear evolutionary equations filter the sequence with keeping space-time coherent structures. They have been developed using ideas of regularized Perona-Malik an-isotropic diffusion and geometrical diffusion of mean curvature flow type (Malladi-Sethian), combined with Galilean invariant movie multi-scale analysis of Alvarez et al. A discretization of space-time filtering equations by means of finite volume method is discussed in detail. Computational results in processing of 3D echo-cardiographic sequences obtained by rotational acquisition technique and by real-time 3D echo volumetrics acquisition technique are presented. Quantitative error estimation is also provided.

  2. Automatic multirate methods for ordinary differential equations. [Adaptive time steps

    SciTech Connect

    Gear, C.W.

    1980-01-01

    A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.

  3. A note on a corrector formula for the numerical solution of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Chien, Y.-C.; Agrawal, K. M.

    1979-01-01

    A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.

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

    PubMed

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

    2015-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

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

    PubMed Central

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

    2015-01-01

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

  7. Asymptotic (h tending to infinity) absolute stability for BDFs applied to stiff differential equations. [Backward Differentiation Formulas

    NASA Technical Reports Server (NTRS)

    Krogh, F. T.; Stewart, K.

    1984-01-01

    Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.

  8. Unconventional schemes for a class of ordinary differential equations - with applications to the Korteweg-de Vries equation

    SciTech Connect

    Kahan, W.; Li, Ren-Chang

    1997-07-01

    An unconventional numerical method for solving a restrictive and yet often-encountered class of ordinary differential equations is proposed. The method has a crucial, what we call reflexive, property and requires solving one linear system per time-step, but is second-order accurate. A systematical and easily implementable scheme is proposed to enhance the computational efficiency of such methods whenever needed. Applications are reported on how the idea can be applied to solve the Korteweg-de Vries Equation discretized in space.

  9. Developing Itô stochastic differential equation models for neuronal signal transduction pathways.

    PubMed

    Manninen, Tiina; Linne, Marja-Leena; Ruohonen, Keijo

    2006-08-01

    Mathematical modeling and simulation of dynamic biochemical systems are receiving considerable attention due to the increasing availability of experimental knowledge of complex intracellular functions. In addition to deterministic approaches, several stochastic approaches have been developed for simulating the time-series behavior of biochemical systems. The problem with stochastic approaches, however, is the larger computational time compared to deterministic approaches. It is therefore necessary to study alternative ways to incorporate stochasticity and to seek approaches that reduce the computational time needed for simulations, yet preserve the characteristic behavior of the system in question. In this work, we develop a computational framework based on the Itô stochastic differential equations for neuronal signal transduction networks. There are several different ways to incorporate stochasticity into deterministic differential equation models and to obtain Itô stochastic differential equations. Two of the developed models are found most suitable for stochastic modeling of neuronal signal transduction. The best models give stable responses which means that the variances of the responses with time are not increasing and negative concentrations are avoided. We also make a comparative analysis of different kinds of stochastic approaches, that is the Itô stochastic differential equations, the chemical Langevin equation, and the Gillespie stochastic simulation algorithm. Different kinds of stochastic approaches can be used to produce similar responses for the neuronal protein kinase C signal transduction pathway. The fine details of the responses vary slightly, depending on the approach and the parameter values. However, when simulating great numbers of chemical species, the Gillespie algorithm is computationally several orders of magnitude slower than the Itô stochastic differential equations and the chemical Langevin equation. Furthermore, the chemical

  10. [SADE] a Maple package for the symmetry analysis of differential equations

    NASA Astrophysics Data System (ADS)

    Rocha Filho, Tarcísio M.; Figueiredo, Annibal

    2011-02-01

    We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-Bäcklund and potential symmetries, invariant solutions, first-integrals, Nöther theorem for both discrete and continuous systems, solution of ordinary differential equations, order and dimension reductions using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented by the authors in the package QPSI) for the determination of quasi-polynomial first-integrals, Lie symmetries and invariant surfaces. Examples of use of the package are given. Program summaryProgram title: SADE Catalogue identifier: AEHL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 27 704 No. of bytes in distributed program, including test data, etc.: 346 954 Distribution format: tar.gz Programming language: MAPLE 13 and MAPLE 14 Computer: PCs and workstations Operating system: UNIX/LINUX systems and WINDOWS Classification: 4.3 Nature of problem: Determination of analytical properties of systems of differential equations, including symmetry transformations, analytical solutions and conservation laws. Solution method: The package implements in MAPLE some algorithms (discussed in the text) for the study of systems of differential equations. Restrictions: Depends strongly on the system and on the algorithm required. Typical restrictions are related to the solution of a large over-determined system of linear or non-linear differential equations. Running time: Depends strongly on the order, the complexity of the differential

  11. Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

    ERIC Educational Resources Information Center

    Camporesi, Roberto

    2011-01-01

    We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

  12. Spline Approximation for Autonomous Nonlinear Functional Differential Equations.

    DTIC Science & Technology

    1980-06-18

    Af(e / a e(-T)/ P(T)dT) + q. An easy calculation using (H2) shows that h has the Lipschitz constant XL(m+l+r1 /2) on In. This proves b) with X0 = i/L...84A(1979), 71-91. [13] R.D. Nussbaum, Uniqueness and nonuniqueness for periodic solutions of x’(t) - -g(x(t-1)), J. Differential Eqs. 34(1979), 25-54

  13. Differentiated Response of Snowpack to Climate Change at Local Scale

    NASA Astrophysics Data System (ADS)

    Pons, M.; López Moreno, J. I.; Rosas-Casals, M.; Jover, E.

    2014-12-01

    Local factors such as topography, aspect, elevation or local wind can significantly affect the spatial distribution of snow. This study intends to understand the effect of these factors and model a differentiated response of snowpack to climate change at small scale. In order to accomplish this objective, a network of wind, temperature and humidity sensors has been deployed in two different ski areas of the Pyrenees to monitor and analyze the effect of local factors on these variables. Moreover, snow depth and density, snowmaking working and time-lapse imagery of slopes will be analyzed during a winter season in order to better understand the snowpack changes and distribution due to local factors and the technical work on the ski resorts. The main aim of this study is to better understand the differentiated response of the snowpack at small scale considering local factors in order to improve and enhance the efficiency of the present daily management for example in ski resort areas and the planning of future adaptation strategies to climate change.

  14. Green's functional for a higher order ordinary integro-differential equation with nonlocal conditions

    NASA Astrophysics Data System (ADS)

    Özen, Kemal

    2016-12-01

    One of the little-known techniques for ordinary integro-differential equations in literature is Green's functional method, the origin of which dates back to Azerbaijani scientist Seyidali S. Akhiev. According to this method, Green's functional concepts for some simple forms of such equations have been introduced in the several studies. In this study, we extend Green's functional concept to a higher order ordinary integro-differential equation involving generally nonlocal conditions. A novel kind of adjoint problem and Green's functional are constructed for completely nonhomogeneous problem. By means of the obtained Green's functional, the solution to the problem is identified.

  15. Collage-based approaches for elliptic partial differential equations inverse problems

    NASA Astrophysics Data System (ADS)

    Yodzis, Michael; Kunze, Herb

    2017-01-01

    The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.

  16. A fifth order implicit method for the numerical solution of differential-algebraic equations

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2015-06-01

    An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.

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

    NASA Technical Reports Server (NTRS)

    Rosenbaum, J. S.

    1971-01-01

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

  18. Local random potentials of high differentiability to model the Landscape

    SciTech Connect

    Battefeld, T.; Modi, C.

    2015-03-09

    We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class C{sup k}, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble (other ensembles might be chosen if desired). Potentials in such higher differentiability classes (k≥2) are required/desirable to model string theoretical landscapes, for instance to compute cosmological perturbations (e.g., k=2 for the power-spectrum) or to search for minima (e.g., suitable de Sitter vacua for our universe). Since potentials are created locally, numerical studies become feasible even if the dimension of field space is large (D∼100). In addition to the theoretical prescription, we provide some numerical examples to highlight properties of such potentials; concrete cosmological applications will be discussed in companion publications.

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

    NASA Astrophysics Data System (ADS)

    Xu, Fei

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

  20. Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

    DTIC Science & Technology

    1983-12-01

    RETURN 65 Bibliography 1. Thompson , J . F ., "A Survey of Grid Generation Tecniques in Computational Fluid Dynamics," AIAA Paper No. 83-0447, 1-36...edited by K. N. Ghia and U. Ghia. ASME FED, 5: 35-47 (1983). 3. Thompson , J . F ., Thames, F. C., and Mastin, C. W., "Automated Numerical Generation...Equations," Numerical Grid Generation, Edited by J. F. Thompson. New York: North Holland, 1982. 10. Thompson , J . F ., and Mastin, C. W., "Grid Generation

  1. Stochastic Calculus and Differential Equations for Physics and Finance

    NASA Astrophysics Data System (ADS)

    McCauley, Joseph L.

    2013-02-01

    1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

  2. Lectures on the Numerical Solution of Partial Differential Equations.

    DTIC Science & Technology

    1981-12-01

    like those given in §4-5 have satisfactory analogs for variants of the linear, constant- coefficient wave equation (4.1). For the one- dimensional heat...Lame coefficients appearing in (2.8) are of the form c -3 1 (2.16) X = _ X c P where A1 and pl1 are constaUs inITpcudants of E, while the other...a3 - ( 33 ip 33 (3.16) q 0 (0,T) afo33 133 , and(C,,uE) is a polynomial with repcct to c, whose coefficients , which are integrals over fl, are

  3. Solving the quantum brachistochrone equation through differential geometry

    NASA Astrophysics Data System (ADS)

    You, Chenglong; Wilde, Mark; Dowling, Jonathan; Wang, Xiaoting

    2016-05-01

    The ability of generating a particular quantum state, or model a physical quantum device by exploring quantum state transfer, is important in many applications such as quantum chemistry, quantum information processing, quantum metrology and cooling. Due to the environmental noise, a quantum device suffers from decoherence causing information loss. Hence, completing the state-generation task in a time-optimal way can be considered as a straightforward method to reduce decoherence. For a quantum system whose Hamiltonian has a fixed type and a finite energy bandwidth, it has been found that the time-optimal quantum evolution can be characterized by the quantum brachistochrone equation. In addition, the brachistochrone curve is found to have a geometric interpretation: it is the limit of a one-parameter family of geodesics on a sub-Riemannian model. Such geodesic-brachistochrone connection provides an efficient numerical method to solve the quantum brachistochrone equation. In this work, we will demonstrate this numerical method by studying the time-optimal state-generating problem on a given quantum spin system. We also find that the Pareto weighted-sum optimization turns out to be a simple but efficient method in solving the quantum time-optimal problems. We would like to acknowledge support from NSF under Award No. CCF-1350397.

  4. Molecular drag model based on differential reduction of the Kruger-Shapiro equations

    NASA Astrophysics Data System (ADS)

    Helmer, J. C.; Levi, G.

    2002-07-01

    The history of the method of differential probability in molecular flow is reviewed, beginning with the little known derivation by D. Santeler (5th Annual Symposium on Space Environmental Simulation, Arnold Air Force Station, TN, May, 1964), based on the equation of C. W. Oatley [Br. J. Appl. Phys. 8, 15 (1957)]. This method contains the aperture correction within the theory, without phenomenological assumptions. A new equation of this type, for molecular pumping, is derived by differential reduction of the Kruger-Shapiro equations. A simple solution of the differential equations yields results of good accuracy for engineering use. The physical characteristics of molecular pumping are clarified by describing the pressure distribution within the pumping tube as if it were a conductance. By this method the calculated performance of a model pump is shown to be in satisfactory agreement with a Clausing-type solution from a previous publication. copyright 2002 American Vacuum Society.

  5. 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.

  6. Integro-differential Schrödinger equation in the presence of a uniform magnetic field

    NASA Astrophysics Data System (ADS)

    Khosropour, B.

    2016-11-01

    The integro-differential Schrödinger equation (IDSE) was introduced by physicists to investigate nuclear reactions. In this work, we investigate the integro-differential Schrödinger equation in the presence of a uniform magnetic field. We show how the three-dimensional IDSE will be changed to a velocity-dependent Schrödinger equation in the presence of a uniform magnetic field. We find that interaction Hamiltonian will become a three-dimensional Schrödinger equation with the position-dependent effective mass, m( r), and potential energy, U^'m(r), which is the function of magnitude r and quantum number mL. We obtain the exact solution of the radial Schrödinger equation for mass function M(r)= 1/(1+γ^{2r2)2}.

  7. Computing the numerical solution to functional differential equations: some recent progresses towards E. Hopf's 1952 dream

    NASA Astrophysics Data System (ADS)

    Venturi, Daniele

    2016-11-01

    The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics, quantum field theory and statistical physics. For example, in the context of fluid dynamics, the Hopf characteristic functional equation was deemed by Monin and Yaglom to be "the most compact formulation of the turbulence problem", which is the problem of determining the statistical properties of the velocity and pressure fields of Navier-Stokes equations given statistical information on the initial state. However, no effective numerical method has yet been developed to compute the solution to functional differential equations. In this talk I will provide a new perspective on this general problem, and discuss recent progresses in approximation theory for nonlinear functionals and functional equations. The proposed methods will be demonstrated through various examples.

  8. Wavelet transforms as solutions of partial differential equations

    SciTech Connect

    Zweig, G.

    1997-10-01

    This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.

  9. Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions.

    PubMed

    Latella, Ivan; Pérez-Madrid, Agustín

    2013-10-01

    The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

  10. Initial-value problem for a linear ordinary differential equation of noninteger order

    SciTech Connect

    Pskhu, Arsen V

    2011-04-30

    An initial-value problem for a linear ordinary differential equation of noninteger order with Riemann-Liouville derivatives is stated and solved. The initial conditions of the problem ensure that (by contrast with the Cauchy problem) it is uniquely solvable for an arbitrary set of parameters specifying the orders of the derivatives involved in the equation; these conditions are necessary for the equation under consideration. The problem is reduced to an integral equation; an explicit representation of the solution in terms of the Wright function is constructed. As a consequence of these results, necessary and sufficient conditions for the solvability of the Cauchy problem are obtained. Bibliography: 7 titles.

  11. Spectral methods for some singularly perturbed third order ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Temsah, R.

    2008-01-01

    Spectral methods with interface point are presented to deal with some singularly perturbed third order boundary value problems of reaction-diffusion and convection-diffusion types. First, linear equations are considered and then non-linear equations. To solve non-linear equations, Newton?s method of quasi-linearization is applied. The problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using spectral collocation methods. Our numerical experiments show that the proposed methods are produce highly accurate solutions in little computer time when compared with the other methods available in the literature.

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

    SciTech Connect

    Zheltukhin, A. A.; Trzetrzelewski, M.

    2010-06-15

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

  13. Nonlinear grid error effects on numerical solution of partial differential equations

    NASA Technical Reports Server (NTRS)

    Dey, S. K.

    1980-01-01

    Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

  14. The Construction of Implicit and Explicit Solitary Wave Solutions of Nonlinear Partial Differential Equations.

    DTIC Science & Technology

    1987-08-01

    solution of the Korteweg-de Vries equation ( KdV ), working our way up to the derivation of the multi-soliton solution of the sine-Gordon equation (sG...SOLITARY WAVE SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS j DiS~~Uj~l. _’UDistribution/Willy Hereman AvaiiLi -itY Codes Technical Summary Report...Key Words: soliton theory, solitary waves, coupled KdV , evolution equations , direct methods, Harry Dym, sine-Gordon Mathematics Department, University

  15. Numerical and Analytical Methods in Nonlinear Partial Differential Equations.

    DTIC Science & Technology

    1987-04-30

    Reservoir Simulation , R.E. Ewing, ed., Research Fron- tiers in Applied Mathematics, SIAM, Philadelphia, 1984, pp. 3-34. 4. Self-adaptive local grid refinement...of phase velocities in compositional reservoir simulation (with R.F. Heinemann), Computer Meth. Appl. Mech. Eng., R.E. Ewing, ed., 47 (1984), pp. 161...176. 8. Adaptive mesh refinements in reservoir simulation applications, Proc. Intl. Conference on Accuracy Est. and Adaptive Refinements in Finite

  16. A reliable iterative method for solving Volterra integro-differential equations and some applications for the Lane-Emden equations of the first kind

    NASA Astrophysics Data System (ADS)

    AL-Jawary, M. A.; AL-Qaissy, H. R.

    2015-04-01

    In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.

  17. On several aspects and applications of the multigrid method for solving partial differential equations

    NASA Technical Reports Server (NTRS)

    Dinar, N.

    1978-01-01

    Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

  18. A new multi-step technique with differential transform method for analytical solution of some nonlinear variable delay differential equations.

    PubMed

    Benhammouda, Brahim; Vazquez-Leal, Hector

    2016-01-01

    This work presents an analytical solution of some nonlinear delay differential equations (DDEs) with variable delays. Such DDEs are difficult to treat numerically and cannot be solved by existing general purpose codes. A new method of steps combined with the differential transform method (DTM) is proposed as a powerful tool to solve these DDEs. This method reduces the DDEs to ordinary differential equations that are then solved by the DTM. Furthermore, we show that the solutions can be improved by Laplace-Padé resummation method. Two examples are presented to show the efficiency of the proposed technique. The main advantage of this technique is that it possesses a simple procedure based on a few straight forward steps and can be combined with any analytical method, other than the DTM, like the homotopy perturbation method.

  19. Partial differential equations-based segmentation for radiotherapy treatment planning.

    PubMed

    Gibou, Frederic; Levy, Doron; Cardenas, Carlos; Liu, Pingyu; Boyer, Arthur

    2005-04-01

    The purpose of this study is to develop automatic algorithms for the segmentation phase of radiotherapy treatment planning. We develop new image processing techniques that are based on solving a partial diferential equation for the evolution of the curve that identifies the segmented organ. The velocity function is based on the piecewise Mumford-Shah functional. Our method incorporates information about the target organ into classical segmentation algorithms. This information, which is given in terms of a three- dimensional wireframe representation of the organ, serves as an initial guess for the segmentation algorithm. We check the performance of the new algorithm on eight data sets of three diferent organs: rectum, bladder, and kidney. The results of the automatic segmentation were compared with a manual seg- mentation of each data set by radiation oncology faculty and residents. The quality of the automatic segmentation was measured with the k-statistics", and with a count of over- and undersegmented frames, and was shown in most cases to be very close to the manual segmentation of the same data. A typical segmentation of an organ with sixty slices takes less than ten seconds on a Pentium IV laptop.

  20. Final Report: Symposium on Adaptive Methods for Partial Differential Equations

    SciTech Connect

    Pernice, Michael; Johnson, Christopher R.; Smith, Philip J.; Fogelson, Aaron

    1998-12-08

    Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.

  1. Local error estimates for discontinuous solutions of nonlinear hyperbolic equations

    NASA Technical Reports Server (NTRS)

    Tadmor, Eitan

    1989-01-01

    Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.

  2. Integrable nonlinear evolution partial differential equations in 4 + 2 and 3 + 1 dimensions.

    PubMed

    Fokas, A S

    2006-05-19

    The derivation and solution of integrable nonlinear evolution partial differential equations in three spatial dimensions has been the holy grail in the field of integrability since the late 1970s. The celebrated Korteweg-de Vries and nonlinear Schrödinger equations, as well as the Kadomtsev-Petviashvili (KP) and Davey-Stewartson (DS) equations, are prototypical examples of integrable evolution equations in one and two spatial dimensions, respectively. Do there exist integrable analogs of these equations in three spatial dimensions? In what follows, I present a positive answer to this question. In particular, I first present integrable generalizations of the KP and DS equations, which are formulated in four spatial dimensions and which have the novelty that they involve complex time. I then impose the requirement of real time, which implies a reduction to three spatial dimensions. I also present a method of solution.

  3. A diagnostic for localizing red giant differential rotation

    NASA Astrophysics Data System (ADS)

    Klion, Hannah; Quataert, Eliot

    2017-01-01

    We present a simple diagnostic that can be used to constrain the location of the differential rotation in red giants with measured mixed mode rotational splittings. Specifically, in red giants with radii ˜4 R⊙, the splittings of p-dominated modes (sound wave-dominated) relative to those of g-dominated modes (internal gravity wave-dominated) are sensitive to how much of the differential rotation resides in the outer convection zone versus the radiative interior of the red giant. An independently measured surface rotation rate significantly aids breaking degeneracies in interpreting the measured splittings. We apply our results to existing observations of red giants, particularly those of Kepler-56, and find that most of the differential rotation resides in the radiative region rather than in the convection zone. This conclusion is consistent with results in the literature from rotational inversions, but our results are insensitive to some of the uncertainties in the inversion process and can be readily applied to large samples of red giants with even a modest number of measured rotational splittings. We argue that differential rotation in the radiative interior strongly suggests that angular momentum transport in red giants is dominated by local fluid instabilities rather than large-scale magnetic stresses.

  4. Local multiplicative Schwarz algorithms for convection-diffusion equations

    NASA Technical Reports Server (NTRS)

    Cai, Xiao-Chuan; Sarkis, Marcus

    1995-01-01

    We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

  5. Nonlinear Localized Dissipative Structures for Long-Time Solution of Wave Equation

    DTIC Science & Technology

    2009-07-01

    Fatemi, E., Engquist, B., and Osher, S., " Numerical Solution of the High Frequency Asymptotic Expansion for the Scalar Wave Equation ", Journal of...FINAL REPORT Grant Title: Nonlinear Localized Dissipative Structures for Long-Time Solution of Wave Equation By Dr. John Steinhoff Grant number... numerical method, "Wave Confinement" (WC), is developed to efficiently solve the linear wave equation . This is similar to the originally developed

  6. 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.

  7. 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.

  8. Inferring solutions of differential equations using noisy multi-fidelity data

    NASA Astrophysics Data System (ADS)

    Raissi, Maziar; Perdikaris, Paris; Karniadakis, George Em

    2017-04-01

    For more than two centuries, solutions of differential equations have been obtained either analytically or numerically based on typically well-behaved forcing and boundary conditions for well-posed problems. We are changing this paradigm in a fundamental way by establishing an interface between probabilistic machine learning and differential equations. We develop data-driven algorithms for general linear equations using Gaussian process priors tailored to the corresponding integro-differential operators. The only observables are scarce noisy multi-fidelity data for the forcing and solution that are not required to reside on the domain boundary. The resulting predictive posterior distributions quantify uncertainty and naturally lead to adaptive solution refinement via active learning. This general framework circumvents the tyranny of numerical discretization as well as the consistency and stability issues of time-integration, and is scalable to high-dimensions.

  9. Modified variational iteration method for partial differential equations using Ma's transformation

    NASA Astrophysics Data System (ADS)

    Mohyud-Din, Syed Tauseef

    2010-03-01

    In this paper, we apply the modified variational iteration method (MVIM) for solving partial differential equations using Ma's transformation. The proposed modification is made by introducing He's polynomials in the correction functional of the variational iteration method (VIM). Moreover, we use a very efficient and reliable transformation which is mainly due to Ma and converts the given partial differential equations (PDES) into the corresponding ordinary differential equations (ODES). The proposed MVIM is applied on the re-formulated ODES, which in turn gives the solution in terms of the transformed variables and the application of the inverse transformation yields the required series solution. Several examples are given to re-confirm the efficiency and accuracy of the suggested algorithm. It is observed that Ma's transformation makes the solution procedure very convenient and simple.

  10. The differential equation for the Feynman-Kac formula with a Lebesgue-Stieltjes measure

    NASA Astrophysics Data System (ADS)

    Lapidus, Michel L.

    1986-01-01

    We investigate the ‘Feynman-Kac formula with a Lebesgue-Stieltjes measure’, in which the time integration is performed with respect to a Borel measure and not just an ordinary lebesgue measure as in the classical case. We derive the corresponding differential equation, which reduces to the heat or the Schrödinger equation in the standard cases. Actually, we observe two distinct phenomena: first, the differential equation is governed by the continuous part of the measure: secondly, the solution undergoes a discontinuity at every point in the support of the discrete part of the measure. Alternately, we obtain a Volterra-Stieltjes integral equation. We conclude by finding an explicit expression for the solution and a certain product integral representation. These results and the methods of proof suggest possible physical interpretations and various mathematical developments.

  11. Impact of Local Item Dependence on True-Score Equating. LSAC Research Report Series.

    ERIC Educational Resources Information Center

    Reese, Lynda M.; Pashley, Peter J.

    This study investigated the practical effects of local item dependence (LID) on item response theory (IRT) true-score equating. A scenario was defined that emulated the Law School Admission Test (LSAT) preequating model, and data were generated to assess the impact of different degrees of LID on final equating outcomes. An extreme amount of LID…

  12. 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.

  13. Automatic Qualitative Analysis of Ordinary Differential Equations Using Piecewise Linear Approximations

    DTIC Science & Technology

    1988-03-01

    Theories of causal ordering. Artificial Intelli- gence, 29:33-61, 1986. [18] Charles A. Desoer and Ernest S. Kuh. Basic Circuit Theory. McGraw-Hill, New...instance between a and b .................. 31 S 4.1 A circuit governed by van der Pol’s equation ...... .................. 32 4.2 Piecewise Linearization...physical systems with differential equations, including circuits , motors, buildings, chemical reactions, physiology, the motions of celestial bodies

  14. 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.

  15. A parallel performance study of the Cartesian method for partial differential equations on a sphere

    SciTech Connect

    Drake, J.B.; Coddington, M.P.

    1997-04-01

    A 3-D Cartesian method for integration of partial differential equations on a spherical surface is developed for parallel computation. The target computer architectures are distributed memory, message passing computers such as the Intel Paragon. The parallel algorithms are described along with mesh partitioning strategies. Performance of the algorithms is considered for a standard test case of the shallow water equations on the sphere. The authors find the computation time scale well with increasing numbers of processors.

  16. 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.

  17. Estimates of solutions of certain classes of second-order differential equations in a Hilbert space

    SciTech Connect

    Artamonov, N V

    2003-08-31

    Linear second-order differential equations of the form u''(t)+(B+iD)u'(t)+(T+iS)u(t)=0 in a Hilbert space are studied. Under certain conditions on the (generally speaking, unbounded) operators T, S, B and D the correct solubility of the equation in the 'energy' space is proved and best possible (in the general case) estimates of the solutions on the half-axis are obtained.

  18. On the solution of elliptic partial differential equations on regions with corners

    SciTech Connect

    Serkh, Kirill Rokhlin, Vladimir

    2016-01-15

    In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

  19. On the solution of elliptic partial differential equations on regions with corners

    NASA Astrophysics Data System (ADS)

    Serkh, Kirill; Rokhlin, Vladimir

    2016-01-01

    In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

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

    PubMed

    Cao, Junfei; Huang, Zaitang; Zeng, Caibin

    2013-01-01

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