Ordinary differential equation for local accumulation time.
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.
Integro-differential equation of non-local wave interaction
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.
Numerical algorithm for the third-order partial differential equation with local boundary conditions
NASA Astrophysics Data System (ADS)
Ashyralyev, Allaberen; Belakroum, Kheireddine; Guezane-Lakoud, Assia
2017-09-01
Three-step difference schemes generated by Taylor's decomposition on four points for the approximate solution of the local boundary-value problems for a third order partial differential equation are presented. Results of numerical experiments are provided.
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.
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.
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.
Partial differential equation-based localization of a monopole source from a circular array.
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.
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.
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…
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…
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.
NASA Astrophysics Data System (ADS)
Du, Yanwei; Liu, Yang; Li, Hong; Fang, Zhichao; He, Siriguleng
2017-09-01
In this article, a fully discrete local discontinuous Galerkin (LDG) method with high-order temporal convergence rate is presented and developed to look for the numerical solution of nonlinear time-fractional fourth-order partial differential equation (PDE). In the temporal direction, for approximating the fractional derivative with order α ∈ (0 , 1), the weighted and shifted Grünwald difference (WSGD) scheme with second-order convergence rate is introduced and for approximating the integer time derivative, two step backward Euler method with second-order convergence rate is used. For the spatial direction, the LDG method is used. For the numerical theories, the stability is derived and a priori error results are proved. Further, some error results and convergence rates are calculated by numerical procedure to illustrate the effectiveness of proposed method.
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.
Performance and scaling of locally-structured grid methods forpartial differential equations
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.
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.
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.
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.
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.
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Rubel's universal differential equation
Duffin, R. J.
1981-01-01
Fourth-order differential equations such as 16y′my′2 - 32ymyny′ + 17y03 = 0 are developed. It is shown that the equation is “universal” in the sense that any continuous function can be approximated with arbitrary accuracy over the whole x axis by a solution y(x) of the equation. This solution is a piecewise polynomial of degree 9 and of class C4. PMID:16593068
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Stochastic differential equations
Sobczyk, K. )
1990-01-01
This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshore structures.
Ordinary Differential Equations
NASA Astrophysics Data System (ADS)
Britz, Dieter
In this chapter, the numerical solution of ordinary differential equations (odes) will be described. There is a direct connection between this area and that of partial differential equations (pdes), as noted in, for example [558]. The ode field is large; but here we restrict ourselves to those techniques that appear again in the pde field. Readers wishing greater depth than is presented here can find it in the great number of texts on the subject, such as the classics by Lapidus & Seinfeld [351], Gear [264] or Jain [314];there is a very clear chapter in Gerald [266].
Do Differential Equations Swing?
ERIC Educational Resources Information Center
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
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…
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.
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.
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.
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.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Afonso, S. M.; Bonotto, E. M.; Federson, M.; Schwabik, Š.
2011-04-01
In this paper, we consider an initial value problem for a class of generalized ODEs, also known as Kurzweil equations, and we prove the existence of a local semidynamical system there. Under certain perturbation conditions, we also show that this class of generalized ODEs admits a discontinuous semiflow which we shall refer to as an impulsive semidynamical system. As a consequence, we obtain LaSalle's invariance principle for such a class of generalized ODEs. Due to the importance of LaSalle's invariance principle in studying stability of differential systems, we include an application to autonomous ordinary differential systems with impulse action at variable times.
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.
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.
Linear determining equations for differential constraints
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.
On abstract degenerate neutral differential equations
NASA Astrophysics Data System (ADS)
Hernández, Eduardo; O'Regan, Donal
2016-10-01
We introduce a new abstract model of functional differential equations, which we call abstract degenerate neutral differential equations, and we study the existence of strict solutions. The class of problems and the technical approach introduced in this paper allow us to generalize and extend recent results on abstract neutral differential equations. Some examples on nonlinear partial neutral differential equations are presented.
Pendulum Motion and Differential Equations
ERIC Educational Resources Information Center
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
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…
Differential Equations via Population Dynamics.
ERIC Educational Resources Information Center
Sofo, Anthony
1981-01-01
Some single species and two species interactions in population models are presented to show how credible examples can be used to teach an underlying, common mathematical structure within apparently different concepts. The models examined consist of differential equations, and focus on real-world issues. (MP)
Differential Equations for Morphological Amoebas
NASA Astrophysics Data System (ADS)
Welk, Martin; Breuß, Michael; Vogel, Oliver
This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.
Symmetric solutions of evolutionary partial differential equations
NASA Astrophysics Data System (ADS)
Bruell, Gabriele; Ehrnström, Mats; Geyer, Anna; Pei, Long
2017-10-01
We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms of three principles, based on the structure of the equations. The first principle covers equations that allow for steady solutions and shows that any spatially symmetric solution is in fact steady with a speed determined by the motion of the axis of symmetry at the initial time. The second principle includes equations that admit breathers and steady waves, and therefore is less strong: it holds that the axes of symmetry are constant in time. The last principle is a mixed case, when the equation contains terms of the kind from both earlier principles, and there may be different outcomes; for a class of such equations one obtains that a spatially symmetric solution must be constant in both time and space. We list and give examples of more than 30 well-known equations and systems in one and several dimensions satisfying these principles; corresponding results for weak formulations of these equations may be attained using the same techniques. Our investigation is a generalisation of a local and one-dimensional version of the first principle from Ehrnström et al (2009 Int. Math. Res. Not. 2009 4578–96) to nonlocal equations, systems and higher dimensions, as well as a study of the standing and mixed cases.
Generalized Ordinary Differential Equation Models.
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.
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.
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.
Unique continuation of solutions of differential equations with weighted derivatives
Shananin, N A
2000-04-30
The paper contains a generalization of Calderon's theorem on the local uniqueness of the solutions of the Cauchy problem for differential equations with weighted derivatives. Anisotropic estimates of Carleman type are obtained. A class of differential equations with weighted derivatives is distinguished in which germs of solutions have unique continuation with respect to part of the variables.
Systems of Nonlinear Hyperbolic Partial Differential Equations
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
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.
Interpolation and partial differential equations
NASA Astrophysics Data System (ADS)
Maligranda, Lech; Persson, Lars Erik; Wyller, John
1994-09-01
One of the main motivations for developing the theory of interpolation was to apply it to the theory of partial differential equations (PDEs). Nowadays interpolation theory has been developed in an almost unbelievable way {see the bibliography of Maligranda [Interpolation of Operators and Applications (1926-1990), 2nd ed. (Luleå University, Luleå, 1993), p. 154]}. In this article some model examples are presented which display how powerful this theory is when dealing with PDEs. One main aim is to point out when it suffices to use classical interpolation theory and also to give concrete examples of situations when nonlinear interpolation theory has to be applied. Some historical remarks are also included and the relations to similar results are pointed out.
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.
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.
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…
Solving systems of fractional differential equations using differential transform method
NASA Astrophysics Data System (ADS)
Erturk, Vedat Suat; Momani, Shaher
2008-05-01
This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.
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.
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.
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.
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.
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…
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.
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…
On implicit abstract neutral nonlinear differential equations
Hernández, Eduardo; O’Regan, Donal
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
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.
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273
Discrete Surface Modelling Using Partial Differential Equations.
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.
Fractional Differential Equations and Multifractality
NASA Astrophysics Data System (ADS)
Larcheveque, M.; Schertzer, D. J.; Schertzer, D. J.; Duan, J.; Lovejoy, S.
2001-12-01
There has been a mushrooming interest in the linear Fokker-Planck Equation (FPPE) which corresponds to the generating equation of Lévy's anomalous diffusion. We already pointed out some theoretical and empirical limitations of the linear FPPE for various geophysical problems: the medium is in fact considered as homogeneous and the exponent of the power law of the pdf tails should be smaller than 2. We showed that a nonlinear extension based on a nonlinear Langevin equation forced by a Lévy stable motion overcomes these limitations. We show that in order to generate multifractal diffusion, and more generally multifractal fields, we need to furthermore consider fractional time derivatives in the Langevin equation and in FPPE. We compare our approach with the Continuous-Time Random Walk (CTWR) approach.
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.
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.
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.
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.
Normal Forms for Nonautonomous Differential Equations
NASA Astrophysics Data System (ADS)
Siegmund, Stefan
2002-01-01
We extend Henry Poincarés normal form theory for autonomous differential equations x=f(x) to nonautonomous differential equations x=f(t, x). Poincarés nonresonance condition λj-∑ni=1 ℓiλi≠0 for eigenvalues is generalized to the new nonresonance condition λj∩∑ni=1 ℓiλi=∅ for spectral intervals.
A class of neutral functional differential equations.
NASA Technical Reports Server (NTRS)
Melvin, W. R.
1972-01-01
Formulation and study of the initial value problem for neutral functional differential equations. The existence, uniqueness, and continuation of solutions to this problem are investigated, and an analysis is made of the dependence of the solutions on the initial conditions and parameters, resulting in the derivation of a continuous dependence theorem in which the fundamental mathematical principles underlying the continuous dependence problem for a very general system of nonlinear neutral functional differential equations are separated out.
Modeling animal movements using stochastic differential equations
Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie
2004-01-01
We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...
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.)
Laplace and the era of differential equations
NASA Astrophysics Data System (ADS)
Weinberger, Peter
2012-11-01
Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.
Excitability in a stochastic differential equation model for calcium puffs.
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.
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.
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.
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].
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.
Dielectric metasurfaces solve differential and integro-differential equations.
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.
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations.
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Asymptotically dichotomic almost periodic differential equations
NASA Astrophysics Data System (ADS)
Campos, Juan; Tarallo, Massimo
2017-07-01
Consider a non-linear differential equation in RN which asymptotically behaves as a linear equation admitting an exponential dichotomy. We wonder if almost periodic solutions exist when we add to the equation an almost periodic forcing term, large enough and not vanishing too much. A positive answer has been given in [3] for the scalar case N = 1 and our aim is to extend that result to higher dimensions. We discover that the extension seems to be driven by a new ingredient, namely the type of the exponential dichotomy: besides the pure stable types, the mixed hyperbolic type is now possible and leads to a weaker than expected extension. An example shows that a stronger extension cannot be obtained by the same method. The approach is blended and mixes methods of differential equations and functional analysis, especially when estimating norm and spectral radius of some crucial positive but non-compact linear integral operators.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
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.
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
Limit Cycles of Planar Quadratic Differential Equations,
1982-05-01
A120 71g LIMIT CYCLES OF PLANAR QUADRATIC DIFFERENTIAL EQUATIONS i/i (U) VALE UNIV NEW~ HAVEN CT CENTER FOR SYSTEMS SCIENCE D E KODITSCHE( ET AL...MICROCOPY RESOLUTION TEST CHART ""OftAI IIMEA OF WSTMAIhSIItg0s3a NATIONA BUREAU OF -TANDtMAROga / - -w w w ~ S S S S S S S S LIMIT CYCLES OF PLANAR...pubta rolb=% DW*5UMato UnlIhd ... a.. . . . . . . . . .......- .lu uo . ,aK Limit Cycles of Planar Quadratic Differential Equations D. E. Koditschek
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.
Differential equations on unitarity cut surfaces
NASA Astrophysics Data System (ADS)
Zeng, Mao
2017-06-01
We reformulate differential equations (DEs) for Feynman integrals to avoid doubled propagators in intermediate steps. External momentum derivatives are dressed with loop momentum derivatives to form tangent vectors to unitarity cut surfaces, in a way inspired by unitarity-compatible IBP reduction. For the one-loop box, our method directly produces the final DEs without any integration-by-parts reduction. We further illustrate the method by deriving maximal-cut level differential equations for two-loop nonplanar five-point integrals, whose exact expressions are yet unknown. We speed up the computation using finite field techniques and rational function reconstruction.
Counting Coloured Planar Maps: Differential Equations
NASA Astrophysics Data System (ADS)
Bernardi, Olivier; Bousquet-Mélou, Mireille
2017-08-01
We address the enumeration of q-coloured planar maps counted by the number of edges and the number of monochromatic edges. We prove that the associated generating function is differentially algebraic, that is, satisfies a non-trivial polynomial differential equation with respect to the edge variable. We give explicitly a differential system that characterizes this series. We then prove a similar result for planar triangulations, thus generalizing a result of Tutte dealing with their proper q-colourings. In statistical physics terms, we solve the q-state Potts model on random planar lattices. This work follows a first paper by the same authors, where the generating function was proved to be algebraic for certain values of q, including {q=1, 2} and 3. It is known to be transcendental in general. In contrast, our differential system holds for an indeterminate q. For certain special cases of combinatorial interest (four colours; proper q-colourings; maps equipped with a spanning forest), we derive from this system, in the case of triangulations, an explicit differential equation of order 2 defining the generating function. For general planar maps, we also obtain a differential equation of order 3 for the four-colour case and for the self-dual Potts model.
Control Problems for Semilinear Neutral Differential Equations in Hilbert Spaces
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
Control problems for semilinear neutral differential equations in Hilbert spaces.
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.
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…
Computational Differential Equations: A Pilot Project
ERIC Educational Resources Information Center
Roubides, Pascal
2004-01-01
The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…
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.
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.
Quasi-Newton methods for parameter estimation in functional differential equations
NASA Technical Reports Server (NTRS)
Brewer, Dennis W.
1988-01-01
A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.
The example of modeling of logistics processes using differential equations
NASA Astrophysics Data System (ADS)
Ryczyński, Jacek
2017-07-01
The article describes the use of differential calculus to determine the form of differential equations family of curves. Form of differential equations obtained by eliminating the parameters of the equations describing the different family of curves. Elimination of the parameters has been performed several times by differentiation starting equations. Received appropriate form of differential equations for the case of family circles, family of curves of the second degree and the families of the logistic function.
A differential equation for the Generalized Born radii.
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.
Five-dimensional monopole equation with hedgehog ansatz and Abel's differential equation
Kihara, Hironobu
2008-06-15
We consider the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the hedgehog ansatz is studied. The Bogomol'nyi equation becomes a second-order autonomous nonlinear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.
Renormalization of tracer turbulence leading to fractional differential equations.
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.
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.
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.
A partial differential equation for pseudocontact shift.
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.
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.
Sequential fractional differential equations with Hadamard derivative
NASA Astrophysics Data System (ADS)
Klimek, M.
2011-12-01
A class of nonlinear sequential fractional differential equations dependent on the basic fractional operator involving a Hadamard derivative is studied for arbitrary real noninteger order α∈R+. The existence and uniqueness of the solution is proved using the contraction principle and a new, equivalent norm and metric, introduced in the paper. As an example, a linear nonhomogeneous FDE is solved explicitly in arbitrary interval [ a, b] and for a nonhomogeneous term given as an arbitrary Fox function. The general solution consists of the solution of a homogeneous counterpart equation and a particular solution corresponding to the nonhomogeneous term and is given as a linear combination of the respective Fox functions series.
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…
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…
Approximating chaotic saddles for delay differential equations
NASA Astrophysics Data System (ADS)
Taylor, S. Richard; Campbell, Sue Ann
2007-04-01
Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.
Partial differential equation models in macroeconomics.
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.
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.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Stationary conditions for stochastic differential equations
NASA Technical Reports Server (NTRS)
Adomian, G.; Walker, W. W.
1972-01-01
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.
A few remarks on ordinary differential equations
Desjardins, B.
1996-12-31
We present in this note existence and uniqueness results for solutions of ordinary differential equations and linear transport equations with discontinuous coefficients in a bounded open subset {Omega} of R{sup N} or in the whole space R{sup N} (N {ge} 1). R.J. Di Perna and P.L. Lions studied the case of vector fields b with coefficients in Sobolev spaces and bounded divergence. We want to show that similar results hold for more general b: we assume in the bounded autonomous case that b belongs to W{sup 1,1}({Omega}), b.n = 0 on {partial_derivative}{Omega}, and that there exists T{sub o} > O such that exp(T{sub o}{vert_bar}div b{vert_bar}) {element_of} L{sup 1}({Omega}). Furthermore, we establish results on transport equations with initial values in L{sup p} spaces (p > 1). 9 refs.
Synchronization with propagation - The functional differential equations
NASA Astrophysics Data System (ADS)
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
Boundedness of solutions of measure differential equations and dynamic equations on time scales
NASA Astrophysics Data System (ADS)
Federson, M.; Grau, R.; Mesquita, J. G.; Toon, E.
2017-07-01
In this paper, we investigate the boundedness results for measure differential equations. In order to obtain our results, we use the correspondence between these equations and generalized ODEs. Furthermore, we prove our results concerning boundedness of solutions for dynamic equations on time scales, using the fact that these equations represent a particular case of measure differential equations.
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.
Solving Partial Differential Equations on Overlapping Grids
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
Lectures on differential equations for Feynman integrals
NASA Astrophysics Data System (ADS)
Henn, Johannes M.
2015-04-01
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space-time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE.
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.
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)
Ordinary Differential Equation Models for Adoptive Immunotherapy.
Talkington, Anne; Dantoin, Claudia; Durrett, Rick
2017-04-05
Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.
Spectral Deferred Corrections for Parabolic Partial Differential Equations
2015-06-08
stability properties necessary for the solution of stiff differential equations . Furthermore, for large-scale systems, SDC methods are more...the behavior of these schemes with several numerical examples. Spectral Deferred Corrections for Parabolic Partial Differential Equations Daniel...Approved for public release: distribution is unlimited. Keywords: spectral deferred corrections, parabolic partial differential equations , alternating
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
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.
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.
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.
NASA Astrophysics Data System (ADS)
Hernandez, Eduardo; Pierri, Michelle; Wu, Jianhong
2016-12-01
We study the existence and uniqueness of C 1 + α-strict solutions for a general class of abstract differential equations with state dependent delay. We also study the local well-posedness of this type of problems on subspaces of C 1 + α ([ - p , 0 ] ; X). Some examples involving partial differential equations are presented.
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.
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.
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.
Modeling tree crown dynamics with 3D partial differential equations
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095
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.
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.
Fault Detection in Differential Algebraic Equations
NASA Astrophysics Data System (ADS)
Scott, Jason Roderick
Fault detection and identification (FDI) is important in almost all real systems. Fault detection is the supervision of technical processes aimed at detecting undesired or unpermitted states (faults) and taking appropriate actions to avoid dangerous situations, or to ensure efficiency in a system. This dissertation develops and extends fault detection techniques for systems modeled by differential algebraic equations (DAEs). First, a passive, observer-based approach is developed and linear filters are constructed to identify faults by filtering residual information. The method presented here uses the least squares completion to compute an ordinary differential equation (ODE) that contains the solution of the DAE and applies the observer directly to this ODE. While observers have been applied to ODE models for the purpose of fault detection in the past, the use of observers on completions of DAEs is a new idea. Moreover, the resulting residuals are modified requiring additional analysis. Robustness with respect to disturbances is also addressed by a novel frequency filtering technique. Active detection, as opposed to passive detection where outputs are passively monitored, allows the injection of an auxiliary control signal to test the system. These algorithms compute an auxiliary input signal guaranteeing fault detection, assuming bounded noise. In the second part of this dissertation, a novel active detection approach for DAE models is developed by taking linear transformations of the DAEs and solving a bi-layer optimization problem. An efficient real-time detection algorithm is also provided, as is the extension to model uncertainty. The existence of a class of problems where the algorithm breaks down is revealed and an alternative algorithm that finds a nearly minimal auxiliary signal is presented. Finally, asynchronous signal design, that is, applying the test signal on a different interval than the observation window, is explored and discussed.
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
First-order partial differential equations in classical dynamics
NASA Astrophysics Data System (ADS)
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
Fem Formulation of Coupled Partial Differential Equations for Heat Transfer
NASA Astrophysics Data System (ADS)
Ameer Ahamad, N.; Soudagar, Manzoor Elahi M.; Kamangar, Sarfaraz; Anjum Badruddin, Irfan
2017-08-01
Heat Transfer in any field plays an important role for transfer of energy from one region to another region. The heat transfer in porous medium can be simulated with the help of two partial differential equations. These equations need an alternate and relatively easy method due to complexity of the phenomenon involved. This article is dedicated to discuss the finite element formulation of heat transfer in porous medium in Cartesian coordinates. A triangular element is considered to discretize the governing partial differential equations and matrix equations are developed for 3 nodes of element. Iterative approach is used for the two sets of matrix equations involved representing two partial differential equations.
Random Lie-point symmetries of stochastic differential equations
NASA Astrophysics Data System (ADS)
Gaeta, Giuseppe; Spadaro, Francesco
2017-05-01
We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.
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.
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.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
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.
HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS. PART I,
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.
HEREDITARY DEPENDENCE IN THE THEORY OF DIFFERENTIAL EQUATIONS, PART II,
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.
On exact traveling-wave solutions for local fractional Korteweg-de Vries equation.
Yang, Xiao-Jun; Tenreiro Machado, J A; Baleanu, Dumitru; Cattani, Carlo
2016-08-01
This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces.
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.
Hamilton Jacobi method for solving ordinary differential equations
NASA Astrophysics Data System (ADS)
Mei, Feng-Xiang; Wu, Hui-Bin; Zhang, Yong-Fa
2006-08-01
The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.
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.
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.
Numerical approach to differential equations of fractional order
NASA Astrophysics Data System (ADS)
Momani, Shaher; Odibat, Zaid
2007-10-01
In this paper, the variational iteration method and the Adomian decomposition method are implemented to give approximate solutions for linear and nonlinear systems of differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper presents a numerical comparison between the two methods for solving systems of fractional differential equations. Numerical results show that the two approaches are easy to implement and accurate when applied to differential equations of fractional order.
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.
Electrocardiogram classification using delay differential equations
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-01-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods. PMID:23822497
Homogenizing atomic dynamics by fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping
2017-10-01
In this paper, we propose two ways to construct fractional differential equations (FDE) for approximating atomic chain dynamics. Taking harmonic chain as an example, we add a power function of fractional order to Taylor expansion of the dispersion relation, and determine the parameters by matching two selected wave numbers. This approximate function leads to an FDE after considering both directions for wave propagation. As an alternative, we consider the symbol of the force term, and approximate it by a similar function. It also induces an FDE. Both approaches produce excellent agreement with the harmonic chain dynamics. The accuracy may be improved by optimizing the selected wave numbers, or starting with higher order Taylor expansions. When resolved in the lattice constant, the resulting FDE's faithfully reproduce the lattice dynamics. When resolved in a coarse grid instead, they systematically generate homogenized algorithms. Numerical tests are performed to verify the proposed approaches. Moreover, FDE's are also constructed for diatomic chain and anharmonic lattice, to illustrate the generality of the proposed approaches.
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.
Robust estimation for ordinary differential equation models.
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.
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.
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
Stochastic partial differential equations in turbulence related problems
NASA Technical Reports Server (NTRS)
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
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.
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…
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…
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES
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
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…
Using StarLogo To Introduce Differential Equations.
ERIC Educational Resources Information Center
Anderson, Philip; Seaquist, Carl R.
Massively parallel programming languages, like StarLogo, provide a rich environment for introducing differential equations to students with an unsophisticated mathematical background. This paper describes the basic software for stimulating and monitoring various population dynamics. Simple differential equations that describe the observed dynamics…
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.
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…
Solving fuzzy fractional differential equations using Zadeh's extension principle.
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.
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations.
Stochastic differential equations and numerical simulation for pedestrians
Garrison, J.C.
1993-07-27
The mathematical foundation of the Ito interpretation of stochastic ordinary and partial differential equations is briefly explained. This provides the basis for a review of simple difference approximations to stochastic differential equations. An example arising in the theory of optical switching is discussed.
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…
Symmetry of stochastic non-variational differential equations
NASA Astrophysics Data System (ADS)
Gaeta, Giuseppe
2017-05-01
I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more and less recent attempts to extend this theory to the study of stochastic differential equations, and briefly mention some perspective in this direction.
Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle
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
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…
Quasi-local conservation equations in general relativity
NASA Astrophysics Data System (ADS)
Yoon, Jong Hyuk
2001-12-01
A set of exact quasi-local conservation equations is derived from the Einstein's equations using the first-order Kaluza-Klein formalism of general relativity in the (2,2)-splitting of 4-dimensional spacetime. These equations are interpreted as quasi-local energy, momentum, and angular momentum conservation equations. In the asymptotic region of asymptotically flat spacetimes, it is shown that the quasi-local energy and energy-flux integral reduce to the Bondi energy and energy-flux, respectively. In spherically symmetric spacetimes, the quasi-local energy becomes the Misner-Sharp energy. Moreover, on the event horizon of a general dynamical black hole, the quasi-local energy conservation equation coincides with the conservation equation studied by Thorne et al. We discuss the remaining quasi-local conservation equations briefly.
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.
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.
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…
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…
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.
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…
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.
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.
ERIC Educational Resources Information Center
Goldston, J. W.
This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…
In-out intermittency in partial differential equation and ordinary differential equation models.
Covas, Eurico; Tavakol, Reza; Ashwin, Peter; Tworkowski, Andrew; Brooke, John M.
2001-06-01
We find concrete evidence for a recently discovered form of intermittency, referred to as in-out intermittency, in both partial differential equation (PDE) and ordinary differential equation (ODE) models of mean field dynamos. This type of intermittency [introduced in P. Ashwin, E. Covas, and R. Tavakol, Nonlinearity 9, 563 (1999)] occurs in systems with invariant submanifolds and, as opposed to on-off intermittency which can also occur in skew product systems, it requires an absence of skew product structure. By this we mean that the dynamics on the attractor intermittent to the invariant manifold cannot be expressed simply as the dynamics on the invariant subspace forcing the transverse dynamics; the transverse dynamics will alter that tangential to the invariant subspace when one is far enough away from the invariant manifold. Since general systems with invariant submanifolds are not likely to have skew product structure, this type of behavior may be of physical relevance in a variety of dynamical settings. The models employed here to demonstrate in-out intermittency are axisymmetric mean-field dynamo models which are often used to study the observed large-scale magnetic variability in the Sun and solar-type stars. The occurrence of this type of intermittency in such models may be of interest in understanding some aspects of such variabilities. (c) 2001 American Institute of Physics.
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.
A Local Net Volume Equation for Iowa
Jerold T. Hahn
1976-01-01
As a part of the 1974 Forest Survey of Iowa, the Station''s Forst Resources Evaluatioin Research Staff developed a merchantable tree volume equation and tables of coefficients for Iowa. They were developed for both board-foot (International ?-inch rule) and cubic foot volumes, for several species and species groups of growing-stock trees. The equation and...
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
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.
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.
Periodicity and positivity of a class of fractional differential equations.
Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim
2016-01-01
Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N. Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Quasi-Local Conservation Equations in General Relativity
NASA Astrophysics Data System (ADS)
Yoon, J. H.
2002-12-01
A complete set of quasi-local conservation equations is derived from the Einstein's equations using the first-order (2,2)-formalism of general relativity. These equations are interpreted as quasi-local energy, momentum, and angular momentum conservation equations. In the asymptotic region of asymptotically flat space-times, the quasi-local energy and energy-flux integral agrees with the standard Bondi energy and Bondi energy-flux, respectively. In spherically symmetric space-times, the quasi-local energy becomes the Misner-Sharp energy. Moreover, on the event horizon of a general dynamical black hole, it is shown that the quasi-local energy conservation equation coincides with the conservation equation studied by Thome et al.
Spreading disease: integro-differential equations old and new.
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.
Ordinary differential equations with applications in molecular biology.
Ilea, M; Turnea, M; Rotariu, M
2012-01-01
Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances
a Non-Overlapping Discretization Method for Partial Differential Equations
NASA Astrophysics Data System (ADS)
Rosas-Medina, A.; Herrera, I.
2013-05-01
Mathematical models of many systems of interest, including very important continuous systems of Engineering and Science, lead to a great variety of partial differential equations whose solution methods are based on the computational processing of large-scale algebraic systems. Furthermore, the incredible expansion experienced by the existing computational hardware and software has made amenable to effective treatment problems of an ever increasing diversity and complexity, posed by engineering and scientific applications. The emergence of parallel computing prompted on the part of the computational-modeling community a continued and systematic effort with the purpose of harnessing it for the endeavor of solving boundary-value problems (BVPs) of partial differential equations. Very early after such an effort began, it was recognized that domain decomposition methods (DDM) were the most effective technique for applying parallel computing to the solution of partial differential equations, since such an approach drastically simplifies the coordination of the many processors that carry out the different tasks and also reduces very much the requirements of information-transmission between them. Ideally, DDMs intend producing algorithms that fulfill the DDM-paradigm; i.e., such that "the global solution is obtained by solving local problems defined separately in each subdomain of the coarse-mesh -or domain-decomposition-". Stated in a simplistic manner, the basic idea is that, when the DDM-paradigm is satisfied, full parallelization can be achieved by assigning each subdomain to a different processor. When intensive DDM research began much attention was given to overlapping DDMs, but soon after attention shifted to non-overlapping DDMs. This evolution seems natural when the DDM-paradigm is taken into account: it is easier to uncouple the local problems when the subdomains are separated. However, an important limitation of non-overlapping domain decompositions, as that
Modified Kubelka-Munk equations for localized waves inside a layered medium.
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.
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.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
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.
Convergence to equilibria in scalar nonquasimonotone functional differential equations
NASA Astrophysics Data System (ADS)
Pituk, Mihály
We consider a class of scalar functional differential equations generating a strongly order preserving semiflow with respect to the exponential ordering introduced by Smith and Thieme. It is shown that the boundedness of all solutions and the stability properties of an equilibrium are exactly the same as for the ordinary differential equation which is obtained by "ignoring the delays". The result on the boundedness of the solutions, combined with a convergence theorem due to Smith and Thieme, leads to explicit necessary and sufficient conditions for the convergence of all solutions starting from a dense subset of initial data. Under stronger conditions, guaranteeing that the functional differential equation is asymptotically equivalent to a scalar ordinary differential equation, a similar result is proved for the convergence of all solutions.
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
ERIC Educational Resources Information Center
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
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.
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.
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.
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.
Numerical solution of distributed order fractional differential equations
NASA Astrophysics Data System (ADS)
Katsikadelis, John T.
2014-02-01
In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.
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.
Symmetries of stochastic differential equations: A geometric approach
De Vecchi, Francesco C. Ugolini, Stefania; Morando, Paola
2016-06-15
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Gear Method for Solving Differential Equations of Gear Systems
NASA Astrophysics Data System (ADS)
Wang, Y. X.; Wen, J. M.
2006-10-01
It is very difficult to obtain perfect analytical solutions of differential equations of gear system dynamics. The dynamic model which describes the torsional vibration behaviors of gear system has been introduced accurately in this paper. The differential equation of gear system nonlinear dynamics exhibiting combined nonlinearity influence such as time-varying stiffness, tooth backlash and dynamic transmission error (DTE) has been proposed by using a polynomial of degree 7 to fit the nonlinear backlash function and using time-varying stiffness Fourier transform to obtain its harmonic forms with 5 orders for the first time. The theory of GEAR method has been presented. Contrasting with other numerical methods, GEAR method has higher precision and calculation efficiency, especially in solving stiff differential equations. Based on GEAR method, the numerical calculation method for solving differential equations of gear system dynamics has been presented in this paper. Numerical calculation results proved that the numerical solutions by using Gear method is validated by comparison with experimental measurements and can be used to solve all kinds of differential equations, especially for large differential equations.
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…
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…
The Use of Kruskal-Newton Diagrams for Differential Equations
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
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.
The numerical solution of linear multi-term fractional differential equations: systems of equations
NASA Astrophysics Data System (ADS)
Edwards, John T.; Ford, Neville J.; Simpson, A. Charles
2002-11-01
In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.
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.
Exp-function method for solving fractional partial differential equations.
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.
Exp-Function Method for Solving Fractional Partial Differential Equations
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established. PMID:23818823
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.
Translationally invariant conservation laws of local Lindblad equations
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.
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…
Similarity analysis of differential equations by Lie group.
NASA Technical Reports Server (NTRS)
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
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.
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.
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.
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
Generating functionals and Lagrangian partial differential equations
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
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
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.
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.
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.
Differential equations and integrable models: the /SU(3) case
NASA Astrophysics Data System (ADS)
Dorey, Patrick; Tateo, Roberto
2000-04-01
We exhibit a relationship between the massless a2(2) integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schrödinger equation. This forms part of a more general correspondence involving A2-related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the non-linear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators φ12, φ21 and φ15. This is checked against previous results obtained using the thermodynamic Bethe ansatz.
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.
Hodograph Transformations on Linearizable Partial Differential Equations,
1986-01-01
V2x 4x 3x+ v V2 3x x xx Applying a pure hodograph transformation to the above equation we obtain -1 2 . -2 t 5 - 2 " 4 ’ 5 2c...t K e , - s, 1. e:,. v i , ( 3r, ’ fp . I v2-526. [23] M.D. Kruskal, private communication . [2< J. Weiss, The Painlev6 property for partial...178. [43] V.V. Sokolov, private communication . .# %- ,r.’e P f. " 7r C ..... -* .~..* JOO&A" % %! % ’."--V-eW ,?\\. -- ’-% " " % %’>% % ’ "N. ’ - . ’ .. " ." ,* -. .• ’, ’ -- * *
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.
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.
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.
ERIC Educational Resources Information Center
Tisdell, C. C.
2017-01-01
Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
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.
NASA Astrophysics Data System (ADS)
Rebenda, Josef; Šmarda, Zdeněk
2013-10-01
In this paper, we will introduce two methods to obtain the numerical solutions for functional differential equations with proportional delays. The first method is the differential transformation method (DTM) and the second method is Adomian decomposition method (ADM). Moreover, we will make comparison between the solutions obtained by the two methods. Consequently, the results of our system tell us the two methods can be alternative ways for solution of the linear and nonlinear functional differential and integro-differential equations. New formulas for DTM were proven for these types of equations.
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.
Nonoscillation and oscillation of second order half-linear differential equations
NASA Astrophysics Data System (ADS)
Kong, Qingkai
2007-08-01
We study the oscillation problems for the second order half-linear differential equation [p(t)[Phi](x')]'+q(t)[Phi](x)=0, where [Phi](u)=ur-1u with r>0, 1/p and q are locally integrable on ; p>0, q[greater-or-equal, slanted]0 a.e. on , and . We establish new criteria for this equation to be nonoscillatory and oscillatory, respectively. When p[identical to]1, our results are complete extensions of work by Huang [C. Huang, Oscillation and nonoscillation for second order linear differential equations, J. Math. Anal. Appl. 210 (1997) 712-723] and by Wong [J.S.W. Wong, Remarks on a paper of C. Huang, J. Math. Anal. Appl. 291 (2004) 180-188] on linear equations to the half-linear case for all r>0. These results provide corrections to the wrongly established results in [J. Jiang, Oscillation and nonoscillation for second order quasilinear differential equations, Math. Sci. Res. Hot-Line 4 (6) (2000) 39-47] on nonoscillation when 0
Small delay approximation of stochastic delay differential equations
NASA Astrophysics Data System (ADS)
Guillouzic, Steve; L'heureux, Ivan; Longtin, André
1999-04-01
Delay differential equations evolve in an infinite-dimensional phase space. In this paper, we consider the effect of external fluctuations (noise) on delay differential equations involving one variable, thus leading to univariate stochastic delay differential equations (SDDE's). For small delays, a univariate nondelayed stochastic differential equation approximating such a SDDE is presented. Another approximation, complementary to the first, is also obtained using an average of the SDDE's drift term over the delayed dynamical variable, which defines a conditional average drift. This second approximation is characterized by the fact that the diffusion term is identical to that of the original SDDE. For small delays, our approach yields a steady-state probability density and a conditional average drift which are in close agreement with numerical simulations of the original SDDE. We illustrate this scheme with the delayed linear Langevin equation and a stochastic version of the delayed logistic equation. The technique can be used with any type of noise, and is easily generalized to multiple delays.
A nonlinear ordinary differential equation associated with the quantum sojourn time
NASA Astrophysics Data System (ADS)
Benguria, Rafael D.; Duclos, Pierre; Fernández, Claudio; Sing-Long, Carlos
2010-11-01
We study a nonlinear ordinary differential equation on the half-line, with the Dirichlet boundary condition at the origin. This equation arises when studying the local maxima of the sojourn time for a free quantum particle whose states belong to an adequate subspace of the unit sphere of the corresponding Hilbert space. We establish several results concerning the existence and asymptotic behavior of the solutions.
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.
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
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
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.
A perturbative solution to metadynamics ordinary differential equation
NASA Astrophysics Data System (ADS)
Tiwary, Pratyush; Dama, James F.; Parrinello, Michele
2015-12-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
Entropy and convexity for nonlinear partial differential equations
Ball, John M.; Chen, Gui-Qiang G.
2013-01-01
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768
A perturbative solution to metadynamics ordinary differential equation.
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.
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.
Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order
NASA Astrophysics Data System (ADS)
Pradip, Roul
2013-09-01
The purpose of the paper is to present analytical and numerical solutions of a degenerate parabolic equation with time-fractional derivatives arising in the spatial diffusion of biological populations. The homotopy—perturbation method is employed for solving this class of equations, and the time-fractional derivatives are described in the sense of Caputo. Comparisons are made with those derived by Adomian's decomposition method, revealing that the homotopy perturbation method is more accurate and convenient than the Adomian's decomposition method. Furthermore, the results reveal that the approximate solution continuously depends on the time-fractional derivative and the proposed method incorporating the Caputo derivatives is a powerful and efficient technique for solving the fractional differential equations without requiring linearization or restrictive assumptions. The basis ideas presented in the paper can be further applied to solve other similar fractional partial differential equations.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
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.
NASTRAN solutions of problems described by simultaneous parabolic differential equations
NASA Technical Reports Server (NTRS)
Mason, J. B.; Walston, W. H., Jr.
1975-01-01
NASTRAN solution techniques are shown for a numerical analysis of a class of coupled vector flow processes described by simultaneous parabolic differential equations. To define one physical problem type where equations of this form arise, the differential equations describing the coupled transfers of heat and mass in mechanical equilibrium with negligible mass average velocity are presented and discussed. Also shown are the equations describing seepage when both electrokinetic and hydrodynamic forces occur. Based on a variational statement of the general problem type, the concepts of scalar transfer elements and parallel element systems are introduced. It is shown that adoptation of these concepts allows the direct use of NASTRAN's existing Laplace type elements for uncoupled flow (the heat transfer elements) for treating multicomponent coupled transfer. Sample problems are included which demonstrate the application of these techniques for both steady-state and transient problems.
Partial differential equation transform - Variational formulation and Fourier analysis.
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
Partial differential equation transform — Variational formulation and Fourier analysis
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2011-01-01
Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The
Algebraic Riccati equations in zero-sum differential games
NASA Technical Reports Server (NTRS)
Johnson, T. L.; Chao, A.
1974-01-01
The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.
Numerical integration of asymptotic solutions of ordinary differential equations
NASA Technical Reports Server (NTRS)
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
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.
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.
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.
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.
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.
GHM method for obtaining rationalsolutions of nonlinear differential equations.
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.
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.
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
Goreac, D.
2009-08-15
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case.
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.
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.
Existence of a coupled system of fractional differential equations
Ibrahim, Rabha W.; Siri, Zailan
2015-10-22
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
Existence of a coupled system of fractional differential equations
NASA Astrophysics Data System (ADS)
Ibrahim, Rabha W.; Siri, Zailan
2015-10-01
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
[Integration of the Ludwig v. Bertalanffy's growth differential equation. I].
Scharf, J H
1983-01-01
The growth differential equation of v. BERTALANFFY, (formula; see text) has no closed (analytic) general solution for any given values of m and n. Only for n = 1 and any m, the v. BERTALANFFY's equation is a BERNOULLI's one which is soluble without difficulties. If m and n both are rational numbers, the equation is soluble in all cases but the integrals are members of very different classes. In this paper, some methods are demonstrated to integrate the equation for rational m and n if delta = m - n = 1 up to the exponents' denominator four. For any numerically given real m, n, the transformation of CONTE may render possible to find a reduced form of the primarily given equation which can be solved by a range of analytical terms.
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.
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.
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)
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.…
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.…
Solving Second-Order Differential Equations with Variable Coefficients
ERIC Educational Resources Information Center
Wilmer, A., III; Costa, G. B.
2008-01-01
A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…
A Simple Derivation of Kepler's Laws without Solving Differential Equations
ERIC Educational Resources Information Center
Provost, J.-P.; Bracco, C.
2009-01-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…
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…
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)
Validity of the differential equations for ionization cooling
NASA Astrophysics Data System (ADS)
Fernow, R. C.; Gallardo, J. C.
1996-01-01
We examine the validity of the differential equations used to describe ionization cooling. We find that the simple heating term due to multiple scattering given by D. Neuffer is a good approximation to the expression obtained from a more rigorous derivation.
Validity of the differential equations for ionization cooling
NASA Astrophysics Data System (ADS)
Fernow, R. C.; Gallardo, J. C.
1995-03-01
The authors examine the validity of the differential equations used to describe ionization cooling. They find that the simple heating term due to multiple scattering given by D. Neuffer is a good approximation to the expression obtained from a more rigorous derivation.
Climate Modeling in the Calculus and Differential Equations Classroom
ERIC Educational Resources Information Center
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
Building Context with Tumor Growth Modeling Projects in Differential Equations
ERIC Educational Resources Information Center
Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.
2015-01-01
The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…
Climate Modeling in the Calculus and Differential Equations Classroom
ERIC Educational Resources Information Center
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
Building Context with Tumor Growth Modeling Projects in Differential Equations
ERIC Educational Resources Information Center
Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.
2015-01-01
The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…
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,…
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…
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…
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,…
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.
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.
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).
Finite-dimensional behavior in dissipative partial differential equations
NASA Astrophysics Data System (ADS)
Robinson, J. C.
1995-03-01
Dissipative partial differential equations have applications throughout the sciences: models of turbulence in fluids, chemical reactions, and morphogenesis in biology can all be written in a general form which allows them to be subjected to a unified analysis. Recent results on these equations show that in many cases they are not as complex as they initially appear, and can be converted into a set of ordinary differential equations. However, most of the relevant references present a bewildering array of terms which can obscure the simple underlying ideas. The main purpose of this paper is to introduce this terminology, motivated by several major results, slowly and by example. Detailed proofs are omitted, but it is hoped that this approach will give a good understanding of and intuitive feel for the subject without recourse to technicalities. Nevertheless, sufficient mathematical detail is included to allow application of these results to many examples.
Earth fissures and localized differential subsidence.
Holzer, Thomas L.; Pampeyan, Earl H.
1981-01-01
Long linear tension cracks associated with declining groundwater levels at four sites in subsiding areas in south-central Arizona, Fremont Valley, California, and Las Vegas Valley, Nevada, occur near points of maximum convex-upward curvature in subsidence profiles oriented perpendicular to the cracks. Profiles are based on repeated precise vertical control surveys of lines of closely spaced bench marks. Association of these fissures with zones of localized differential subsidence indicates that linear earth fissures are caused by horizontal tensile strains probably resulting from localized differential compaction. Horizontal tensile strains across the fissures at the point of maximum convex-upward curvature, ranging from approximately 100 to 700 microstrains (0.01 to 0.07% per year), were indicated based on measurements with a tape or electronic distance meter.
Numerical and asymptotic studies of delay differential equations
NASA Astrophysics Data System (ADS)
Adhikari, Mohit Hemchandra
Two classes of differential delay equations exhibiting diverse phenomena are studied. The first one is a singularly perturbed delay differential equation which is used to model selected physical systems involving feedback where relaxation effects are combined with nonlinear driving from the past. In the limit of fast relaxation, the differential equation reduces to a difference equation or a map, due to the presence of the delay. A basic question in this field is how the behavior of the map is reflected in the behavior of the solutions of the delay differential equation. In this work, a generic logistic form is used for the underlying map and the above question is studied in the first period-doubling regime of the map. Using an efficient numerical algorithm, the shape and the period of the corresponding asymptotically stable periodic solution is studied first, for various values of the delay. In the limit of large delay, these solutions resemble square-waves of period close to twice the value of the delay, with sharp transition layers joining flat plateau-like regions. A Poincare-Lindstedt method involving a two-parameter perturbation expansion is applied to solve equations representing these layers and accurate expressions for the shape and the period of these solutions, in terms of Jacobi elliptic functions, are obtained. A similar approach is used to obtain leading order expressions for sub-harmonic solutions of shorter periods, but it is shown that while they are extremely long-lived for large values of delay, they eventually decay to the fundamental solutions mentioned above. The spectral algorithm used for the numerical integration is tested by comparing its accuracy and efficiency in obtaining stiff solutions of linear delay equations, with that of a current state-of-the-art time-stepping algorithm for integrating delay equations. Effect of delay on the synchronization of two nerve impulses traveling along two parallel nerve fibers, is the second question
On Differences between Fractional and Integer Order Differential Equations for Dynamical Games
NASA Astrophysics Data System (ADS)
Ahmed, Elsayed M. E.; Elgazzar, Ahmed S.; Shehata, Mohamed I.
2008-04-01
We argue that fractional order differential equations are more suitable to model complex adaptive systems. Hence they are applied in replicator equations for non-cooperative games. Rock-scissors-paper game is discussed. It is known that its integer order model does not have a stable equilibrium. Its fractional order model is shown to have a locally asymptotically stable internal solution. A fractional order asymmetric game is shown to have a locally asymptotically stable internal solution. This is not the case for its integer order counterpart.
Learning partial differential equations via data discovery and sparse optimization.
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.
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.
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.
Numerical solution of plasma fluid equations using locally refined grids
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.
Local projection stabilization for linearized Brinkman-Forchheimer-Darcy equation
NASA Astrophysics Data System (ADS)
Skrzypacz, Piotr
2017-09-01
The Local Projection Stabilization (LPS) is presented for the linearized Brinkman-Forchheimer-Darcy equation with high Reynolds numbers. The considered equation can be used to model porous medium flows in chemical reactors of packed bed type. The detailed finite element analysis is presented for the case of nonconstant porosity. The enriched variant of LPS is based on the equal order interpolation for the velocity and pressure. The optimal error bounds for the velocity and pressure errors are justified numerically.
Data-driven discovery of partial differential equations
Rudy, Samuel H.; Brunton, Steven L.; Proctor, Joshua L.; Kutz, J. Nathan
2017-01-01
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg–de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable. PMID:28508044
Data-driven discovery of partial differential equations.
Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan
2017-04-01
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.
The reservoir model: a differential equation model of psychological regulation.
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.
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.
Non-local quasi-linear parabolic equations
NASA Astrophysics Data System (ADS)
Amann, H.
2005-12-01
This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L_p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing.
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems.
NASA Astrophysics Data System (ADS)
Zainuddin, N.; Ibrahim, Z. B.; Othman, K. I.
2014-10-01
The three point block method for solving second order ordinary differential equations (ODEs) directly using constant step size is derived. The reliability of this new method is verified in the numerical results with the improved performance in terms of computation time while maintaining the accuracy. The comparison is presented between the new method and classical backward differentiation formulas (BDF) of order 3.
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.
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.
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
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…
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].
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.
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.
Numerical simulation of singularly perturbed differential equation with small shift
NASA Astrophysics Data System (ADS)
Arora, Geeta; Kaur, Mandeep
2017-07-01
In the present paper, perturbed singular differential equations of second order with small shift are treated for their numerical simulation. These equations arise in the mathematical models for the study of neuronal behavior and their basic activities. Collocation method is used to solve these boundary value problems using modified B-spline basis functions. To partition the domain the piecewise uniform mesh-shiskhin mesh is generated that generate more partitions near the boundary region. The study targets on the impact of small parameters on the solution. To confirm the coherence of the method test problems are presented and conduct of solution of the problem with the time lag parameter is shown.
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.
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.
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.
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.
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.
Alternans promotion in cardiac electrophysiology models by delay differential equations
NASA Astrophysics Data System (ADS)
Gomes, Johnny M.; dos Santos, Rodrigo Weber; Cherry, Elizabeth M.
2017-09-01
Cardiac electrical alternans is a state of alternation between long and short action potentials and is frequently associated with harmful cardiac conditions. Different dynamic mechanisms can give rise to alternans; however, many cardiac models based on ordinary differential equations are not able to reproduce this phenomenon. A previous study showed that alternans can be induced by the introduction of delay differential equations (DDEs) in the formulations of the ion channel gating variables of a canine myocyte model. The present work demonstrates that this technique is not model-specific by successfully promoting alternans using DDEs for five cardiac electrophysiology models that describe different types of myocytes, with varying degrees of complexity. By analyzing results across the different models, we observe two potential requirements for alternans promotion via DDEs for ionic gates: (i) the gate must have a significant influence on the action potential duration and (ii) a delay must significantly impair the gate's recovery between consecutive action potentials.
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.
Numerical solution of three-dimensional magnetic differential equations
Reiman, A.H.; Greenside, H.S.
1987-02-01
A computer code is described that solves differential equations of the form B . del f = h for a single-valued solution f, given a toroidal three-dimensional divergence-free field B and a single-valued function h. The code uses a new algorithm that Fourier decomposes a given function in a set of flux coordinates in which the field lines are straight. The algorithm automatically adjusts the required integration lengths to compensate for proximity to low order rational surfaces. Applying this algorithm to the Cartesian coordinates defines a transformation to magnetic coordinates, in which the magnetic differential equation can be accurately solved. Our method is illustrated by calculating the Pfirsch-Schlueter currents for a stellarator.
Fundamental solutions for partial differential equations with reflection group invariance
NASA Astrophysics Data System (ADS)
Berest, Yuri; Molchanov, Yuri
1995-08-01
The Dunkl differential-difference operator associated with a finite reflection group is used to extend the Weyl-Heisenberg algebra. The subalgebra of mastersymmetries graded by the characters of the Coxeter group W is constructed. It provides us with a new class of intertwining operators for appropriate W-invariant differential equations. These intertwining operators turn out to be suitable for constructing fundamental solutions. The remarkable example is given by the iterated wave operator with a Calogero-type potential for which the fundamental solution can be derived through the relevant intertwining operator in an explicit form. It is found that under appropriate conditions such an equation satisfies Huygens's principle in the sense that its fundamental solution possesses a nontrivial (inner) lacuna.
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.
An ordinary differential equation based solution path algorithm.
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.
Some recent advances in the numerical solution of differential equations
NASA Astrophysics Data System (ADS)
D'Ambrosio, Raffaele
2016-06-01
The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.
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
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.
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.
A convex penalty for switching control of partial differential equations
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.
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.
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.
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.
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.
Polynomial Solutions of Nth Order Non-Homogeneous Differential Equations
ERIC Educational Resources Information Center
Levine, Lawrence E.; Maleh, Ray
2002-01-01
It was shown by Costa and Levine that the homogeneous differential equation (1-x[superscript N])y([superscript N]) + A[subscript N-1]x[superscript N-1)y([superscript N-1]) + A[subscript N-2]x[superscript N-2])y([superscript N-2]) + ... + A[subscript 1]xy[prime] + A[subscript 0]y = 0 has a finite polynomial solution if and only if [for…
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.
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.
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.
Higher order matrix differential equations with singular coefficient matrices
Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.
2015-03-10
In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.
Differential Equations Course Module for the Superior Student - Curriculum Development
1987-04-01
Differential Equations and Boundary Value Problems. New York: John Wiley and Sons, 1986. 3. Brauer , Fred and Nohel, John A. Introduction to...x x x * Vector Spaces x * Subspaces x * Bases x * Dimension x * Transformations x * Secondary Included List Sources: 1 Boyce (2:--), 2 Brauer (3...methods. Advanced topics such as Laplace transforms are then covered. All of the surveyed textbooks used this order. Brauer (3:73,153) integrated the
Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations
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
Fast Numerical Methods for Stochastic Partial Differential Equations
2016-04-15
AFRL-AFOSR-VA-TR-2016-0156 Fast Numerical Methods for Stochastic Partial Differential Equations Hongmei Chi Florida Agricultural and Mechanical...University Tallahassee Final Report 04/15/2016 DISTRIBUTION A: Distribution approved for public release. AF Office Of Scientific Research (AFOSR)/ RTA2...Arlington, Virginia 22203 Air Force Research Laboratory Air Force Materiel Command REPORT DOCUMENTATION PAGE Form ApprovedOMB No. 0704-0188 1. REPORT
A stability analysis for a semilinear parabolic partial differential equation
NASA Technical Reports Server (NTRS)
Chafee, N.
1973-01-01
The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.
Advanced-Retarded Differential Equations in Quantum Photonic Systems
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
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.
A Global Optimization Algorithm Using Stochastic Differential Equations.
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
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.
Oscillation of a class of fractional differential equations with damping term.
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.
Computing spacetime curvature via differential-algebraic equations
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.
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.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Modelling biochemical reaction systems by stochastic differential equations with reflection.
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.
Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem
NASA Astrophysics Data System (ADS)
Li, Lei; Liu, Jian-Guo; Lu, Jianfeng
2017-09-01
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
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.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].
Murase, Kenya
2015-01-01
In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.
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.
Integro-differential equation for Bose-Einstein condensates
Adam, R. M.; Sofianos, S. A.
2010-11-15
We use the assumption that the potential for the A-boson system can be written as a sum of pairwise acting forces to decompose the wave function into Faddeev components that fulfill a Faddeev type equation. Expanding these components in terms of potential harmonic (PH) polynomials and projecting on the potential basis for a specific pair of particles results in a two-variable integro-differential equations suitable for A-boson bound-state studies. The solution of the equation requires the evaluation of Jacobi polynomials P{sub K}{sup {alpha},{beta}}(x) and of the weight function W(z) which give severe numerical problems for very large A. However, using appropriate limits for A{yields}{infinity} we obtain a variant equation which depends only on the input two-body interaction, and the kernel in the integral part has a simple analytic form. This equation can be readily applied to a variety of bosonic systems such as microclusters of noble gasses. We employ it to obtain results for A(set-membership sign)(10-100) {sup 87}Rb atoms interacting via interatomic interactions and confined by an externally applied trapping potential V{sub trap}(r). Our results are in excellent agreement with those previously obtained using the potential harmonic expansion method (PHEM) and the diffusion Monte Carlo (DMC) method.
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.
Computations of Wall Distances Based on Differential Equations
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.
2004-01-01
The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.
A new perturbative approach to nonlinear partial differential equations
Bender, C.M.; Boettcher, S. ); Milton, K.A. )
1991-11-01
This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accurate and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
A Lie systems approach to the Riccati hierarchy and partial differential equations
NASA Astrophysics Data System (ADS)
Grundland, A. M.; de Lucas, J.
2017-07-01
It is proved that the members of the Riccati hierarchy, the so-called Riccati chain equations, can be considered as particular cases of projective Riccati equations, which greatly simplifies the study of the Riccati hierarchy. This also allows us to characterize Riccati chain equations geometrically in terms of the projective vector fields of a flat Riemannian metric and to easily derive their associated superposition rules. Next, we establish necessary and sufficient conditions under which it is possible to map second-order Riccati chain equations into conformal Riccati equations through a local diffeomorphism. This fact can be used to determine superposition rules for particular higher-order Riccati chain equations which depend on fewer particular solutions than in the general case. Therefore, we analyze the properties of Euclidean, hyperbolic and projective vector fields on the plane in detail. Finally, the use of contact transformations enables us to apply the derived results to the study of certain integrable partial differential equations, such as the Kaup-Kupershmidt and Sawada-Kotera equations.
Local density approximation for a perturbative equation of state
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.
Nonparametric estimation of stochastic differential equations with sparse Gaussian processes
NASA Astrophysics Data System (ADS)
García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.
2017-08-01
The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.
Einstein-Weyl spaces and third-order differential equations
NASA Astrophysics Data System (ADS)
Tod, K. P.
2000-08-01
The three-dimensional null-surface formalism of Tanimoto [M. Tanimoto, "On the null surface formalism," Report No. gr-qc/9703003 (1997)] and Forni et al. [Forni et al., "Null surfaces formation in 3D," J. Math Phys. (submitted)] are extended to describe Einstein-Weyl spaces, following Cartan [E. Cartan, "Les espaces généralisées et l'integration de certaines classes d'equations différentielles," C. R. Acad. Sci. 206, 1425-1429 (1938); "La geometria de las ecuaciones diferenciales de tercer order," Rev. Mat. Hispano-Am. 4, 1-31 (1941)]. In the resulting formalism, Einstein-Weyl spaces are obtained from a particular class of third-order differential equations. Some examples of the construction which include some new Einstein-Weyl spaces are given.
Bringing partial differential equations to life for students
NASA Astrophysics Data System (ADS)
José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco
2015-05-01
Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.
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.
A stochastic differential equation for exposure yields a beta distribution.
Flynn, Michael R
2004-07-01
This paper presents a stochastic differential equation for exposure based on a modified version of the standard dilution ventilation equation. An equilibrium solution is obtained with the assumption that variability in the rate of change of concentration is proportional to the product of concentration and one minus concentration. Appropriate definitions for concentration are used to ensure a physically consistent model. The probability distribution for exposure that results is the standard beta distribution. This model is supported by several exposure data sets, which fit the beta distribution well. Issues regarding parameter estimation for the beta distribution, and application of the model are presented. Recommendations are made for simultaneously collecting contaminant generation rate information, ventilation rates, and time-dependent breathing-zone tracer concentrations, in addition to the exposure data.
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.
A unique transformation from ordinary differential equations to reaction networks.
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.
Graph-Based Cooperative Localization Using Symmetric Measurement Equations
Gulati, Dhiraj; Zhang, Feihu; Clarke, Daniel; Knoll, Alois
2017-01-01
Precise localization is a key requirement for the success of highly assisted or autonomous vehicles. The diminishing cost of hardware has resulted in a proliferation of the number of sensors in the environment. Cooperative localization (CL) presents itself as a feasible and effective solution for localizing the ego-vehicle and its neighboring vehicles. However, one of the major challenges to fully realize the effective use of infrastructure sensors for jointly estimating the state of a vehicle in cooperative vehicle-infrastructure localization is an effective data association. In this paper, we propose a method which implements symmetric measurement equations within factor graphs in order to overcome the data association challenge with a reduced bandwidth overhead. Simulated results demonstrate the benefits of the proposed approach in comparison with our previously proposed approach of topology factors. PMID:28629141
Graph-Based Cooperative Localization Using Symmetric Measurement Equations.
Gulati, Dhiraj; Zhang, Feihu; Clarke, Daniel; Knoll, Alois
2017-06-17
Precise localization is a key requirement for the success of highly assisted or autonomous vehicles. The diminishing cost of hardware has resulted in a proliferation of the number of sensors in the environment. Cooperative localization (CL) presents itself as a feasible and effective solution for localizing the ego-vehicle and its neighboring vehicles. However, one of the major challenges to fully realize the effective use of infrastructure sensors for jointly estimating the state of a vehicle in cooperative vehicle-infrastructure localization is an effective data association. In this paper, we propose a method which implements symmetric measurement equations within factor graphs in order to overcome the data association challenge with a reduced bandwidth overhead. Simulated results demonstrate the benefits of the proposed approach in comparison with our previously proposed approach of topology factors.
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.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
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.
Estimating varying coefficients for partial differential equation models.
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.
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.
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.
Analytical solutions for systems of partial differential-algebraic equations.
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.
Partial differential equation models in the socio-economic sciences.
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.
Differential Equations, Related Problems of Pade Approximations and Computer Applications
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
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.
Renormalization group and perfect operators for stochastic differential equations.
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.
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.
Some existence results on nonlinear fractional differential equations.
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
An Exponential Finite Difference Technique for Solving Partial Differential Equations.
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
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814
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.
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.
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.
Approximate Solvability of Forward-Backward Stochastic Differential Equations
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.
Infinite time interval backward stochastic differential equations with continuous coefficients.
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).
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…
NASA Astrophysics Data System (ADS)
Yuan, Rong
2007-06-01
In this paper, we study almost periodic logistic delay differential equations. The existence and module of almost periodic solutions are investigated. In particular, we extend some results of Seifert in [G. Seifert, Almost periodic solutions of certain differential equations with piecewise constant delays and almost periodic time dependence, J. Differential Equations 164 (2000) 451-458].
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…
Helical localized wave solutions of the scalar wave equation.
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.
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…
Coupled latent differential equation with moderators: simulation and application.
Hu, Yueqin; Boker, Steve; Neale, Michael; Klump, Kelly L
2014-03-01
Latent differential equations (LDE) use differential equations to analyze time series data. Because of the recent development of this technique, some issues critical to running an LDE model remain. In this article, the authors provide solutions to some of these issues and recommend a step-by-step procedure demonstrated on a set of empirical data, which models the interaction between ovarian hormone cycles and emotional eating. Results indicated that emotional eating is self-regulated. For instance, when people do more emotional eating than normal, they will subsequently tend to decrease their emotional eating behavior. In addition, a sudden increase will produce a stronger tendency to decrease than will a slow increase. We also found that emotional eating is coupled with the cycle of the ovarian hormone estradiol, and the peak of emotional eating occurs after the peak of estradiol. The self-reported average level of negative affect moderates the frequency of eating regulation and the coupling strength between eating and estradiol. Thus, people with a higher average level of negative affect tend to fluctuate faster in emotional eating, and their eating behavior is more strongly coupled with the hormone estradiol. Permutation tests on these empirical data supported the reliability of using LDE models to detect self-regulation and a coupling effect between two regulatory behaviors.
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.
Partial differential equations and fractal analysis to plant leaf identification
NASA Astrophysics Data System (ADS)
Brandoli Machado, Bruno; Casanova, Dalcimar; Nunes Gonçalves, Wesley; Martinez Bruno, Odemir
2013-02-01
Texture is an important visual attribute used to plant leaf identification. Although there are many methods of texture analysis, some of them specifically for interpreting leaf images is still a challenging task because of the huge pattern variation found in nature. In this paper, we investigate the leaf texture modeling based on the partial differential equations and fractal dimension theory. Here, we are first interested in decomposing the original texture image into two components f = u + v, such that u represents a cartoon component, while v represents the oscillatory component. We demonstrate how this procedure enhance the texture component on images. Our modeling uses the non-linear partial differential equation (PDE) of Perona-Malik. Based on the enhanced texture component, we estimated the fractal dimension by the Bouligand-Minkowski method due to its precision in quantifying structural properties of images. The feature vectors are then used as inputs to our classification system, based on linear discriminant analysis. We validate our approach on a benchmark with 8000 leaf samples. Experimental results indicate that the proposed approach improves average classification rates in comparison with traditional methods. The results suggest that the proposed approach can be a feasible step for plant leaf identification, as well as different real-world applications.
Pseudospectral collocation methods for fourth order differential equations
NASA Technical Reports Server (NTRS)
Malek, Alaeddin; Phillips, Timothy N.
1994-01-01
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
A hybrid Pade-Galerkin technique for differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Andersen, Carl M.
1993-01-01
A three-step hybrid analysis technique, which successively uses the regular perturbation expansion method, the Pade expansion method, and then a Galerkin approximation, is presented and applied to some model boundary value problems. In the first step of the method, the regular perturbation method is used to construct an approximation to the solution in the form of a finite power series in a small parameter epsilon associated with the problem. In the second step of the method, the series approximation obtained in step one is used to construct a Pade approximation in the form of a rational function in the parameter epsilon. In the third step, the various powers of epsilon which appear in the Pade approximation are replaced by new (unknown) parameters (delta(sub j)). These new parameters are determined by requiring that the residual formed by substituting the new approximation into the governing differential equation is orthogonal to each of the perturbation coordinate functions used in step one. The technique is applied to model problems involving ordinary or partial differential equations. In general, the technique appears to provide good approximations to the solution even when the perturbation and Pade approximations fail to do so. The method is discussed and topics for future investigations are indicated.
A variational approach to parameter estimation in ordinary differential equations.
Kaschek, Daniel; Timmer, Jens
2012-08-14
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. 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. 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.
A variational approach to parameter estimation in ordinary differential equations
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
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
Solving cochlear mechanics problems with higher-order differential equations.
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.
Differential Forms Basis Functions for Better Conditioned Integral Equations
Fasenfest, B; White, D; Stowell, M; Rieben, R; Sharpe, R; Madsen, N; Rockway, J D; Champagne, N J; Jandhyala, V; Pingenot, J
2005-01-13
Differential forms offer a convenient way to classify physical quantities and set up computational problems. By observing the dimensionality and type of derivatives (divergence,curl,gradient) applied to a quantity, an appropriate differential form can be chosen for that quantity. To use these differential forms in a simulation, the forms must be discretized using basis functions. The 0-form through 2-form basis functions are formed for surfaces. Twisted 1-form and 2-form bases will be presented in this paper. Twisted 1-form (1-forms) basis functions ({Lambda}) are divergence-conforming edge basis functions with units m{sup -1}. They are appropriate for representing vector quantities with continuous normal components, and they belong to the same function space as the commonly used RWG bases [1]. They are used here to formulate the frequency-domain EFIE with Galerkin testing. The 2-form basis functions (f) are scalar basis functions with units m{sup -2} and with no enforced continuity between elements. At lowest order, the 2-form basis functions are similar to pulse basis functions. They are used here to formulate an electrostatic integral equation. It should be noted that the derivative of an n-form differential form basis function is an (n+1)-form, i.e. the derivative of a 1-form basis function is a 2-form. Because the basis functions are constructed such that they have spatial units, the spatial units are removed from the degrees of freedom, leading to a better-conditioned system matrix. In this conference paper, we look at the performance of these differential forms and bases by examining the conditioning of matrix systems for electrostatics and the EFIE. The meshes used were refined across the object to consider the behavior of these basis transforms for elements of different sizes.
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.
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.
Optimal control of systems with discontinuous differential equations.
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.
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.
Fokker-Planck approach to stochastic delay differential equations
NASA Astrophysics Data System (ADS)
Guillouzic, Steve
2001-10-01
Models written in terms of stochastic delay differential equations (SDDE's) have recently appeared in a number of fields, such as physiology, optics, and climatology. Unfortunately, the development of a Fokker-Planck approach for these equations is being hampered by their non-Markovian nature. In this thesis, an exact Fokker- Planck equation (FPE) is formulated for univariate SDDE's involving Gaussian white noise. Although this FPE is not self-sufficient, it is found to be helpful in at least two different contexts: with a short delay approximation and under an appropriate separation of time scales. In the short delay approximation, a Taylor expansion is applied to an SDDE with nondelayed diffusion and yields a nondelayed stochastic differential equation. The aforementioned FPE then allows the derivation of an alternate and complementary approximation of the original SDDE. This method is illustrated with linear and logistic SDDE's. Under the separation of time scales assumption, the FPE of a bistable system is reduced to a form that is uniquely determined by the steady-state probability density when the diffusion term of the SDDE is nondelayed. In the context of an overdamped particle with delayed coupling to a symmetrical and stochastically driven potential, the resulting FPE is used with standard techniques to express the transition rate between wells in terms of the noise amplitude and of the steady-state probability density. The same is also accomplished for the mean first passage time from one point to another. This whole approach is then applied to the case of a quartic potential, for which all realisations eventually stabilise on an oscillatory trajectory with an ever increasing amplitude. Although this latter phenomenon prevents the existence of a steady-state limit, a pseudo- steady-state probability density can be defined and used instead of the non-existent steady-state one when the transition rate to these unbounded oscillatory trajectories is
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.
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.
Localization of Nonlocal Symmetries and Symmetry Reductions of Burgers Equation
NASA Astrophysics Data System (ADS)
Wu, Jian-Wen; Lou, Sen-Yue; Yu, Jun
2017-05-01
The nonlocal symmetries of the Burgers equation are explicitly given by the truncated Painlevé method. The auto-Bäcklund transformation and group invariant solutions are obtained via the localization procedure for the nonlocal residual symmetries. Furthermore, the interaction solutions of the solition-Kummer waves and the solition-Airy waves are obtained. Supported by the Global Change Research Program China under Grant No. 2015CB953904, the National Natural Science Foundations of China under Grant Nos. 11435005, 11175092, and 11205092, Shanghai Knowledge Service Platform for Trustworthy Internet of Things under Grant No. ZF1213, and K. C. Wong Magna Fund in Ningbo University
The exotic conformal Galilei algebra and nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Cherniha, Roman; Henkel, Malte
2010-09-01
The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.
Numerical solution of differential equations by artificial neural networks
NASA Technical Reports Server (NTRS)
Meade, Andrew J., Jr.
1995-01-01
Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.
Cause and cure of sloppiness in ordinary differential equation models.
Tönsing, Christian; Timmer, Jens; Kreutz, Clemens
2014-08-01
Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.
Workload Characterization of CFD Applications Using Partial Differential Equation Solvers
NASA Technical Reports Server (NTRS)
Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)
1998-01-01
Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.
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.
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.
Cause and cure of sloppiness in ordinary differential equation models
NASA Astrophysics Data System (ADS)
Tönsing, Christian; Timmer, Jens; Kreutz, Clemens
2014-08-01
Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.
A data storage model for novel partial differential equation descretizations.
Doyle, Wendy S.K.; Thompson, David C.; Pebay, Philippe Pierre
2007-04-01
The purpose of this report is to define a standard interface for storing and retrieving novel, non-traditional partial differential equation (PDE) discretizations. Although it focuses specifically on finite elements where state is associated with edges and faces of volumetric elements rather than nodes and the elements themselves (as implemented in ALEGRA), the proposed interface should be general enough to accommodate most discretizations, including hp-adaptive finite elements and even mimetic techniques that define fields over arbitrary polyhedra. This report reviews the representation of edge and face elements as implemented by ALEGRA. It then specifies a convention for storing these elements in EXODUS files by extending the EXODUS API to include edge and face blocks in addition to element blocks. Finally, it presents several techniques for rendering edge and face elements using VTK and ParaView, including the use of VTK's generic dataset interface for interpolating values interior to edges and faces.
Dynamical process of complex systems and fractional differential equations
NASA Astrophysics Data System (ADS)
Hara, Hiroaki; Tamura, Yoshiyasu
2013-10-01
Behavior of dynamical process of complex systems is investigated. Specifically we analyse two types of ideal complex systems. For analysing the ideal complex systems, we define the response functions describing the internal states to an external force. The internal states are obtained as a relaxation process showing a "power law" distribution, such as scale free behaviors observed in actual measurements. By introducing a hybrid system, the logarithmic time, and double logarithmic time, we show how the "slow relaxation" (SR) process and "super slow relaxation" (SSR) process occur. Regarding the irregular variations of the internal states as an activation process, we calculate the response function to the external force. The behaviors are classified into "power", "exponential", and "stretched exponential" type. Finally we construct a fractional differential equation (FDE) describing the time evolution of these complex systems. In our theory, the exponent of the FDE or that of the power law distribution is expressed in terms of the parameters characterizing the structure of the system.
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.
Computationally efficient statistical differential equation modeling using homogenization
Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.
2013-01-01
Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.
A partial differential equation model of metastasized prostatic cancer.
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.
Robust fast controller design via nonlinear fractional differential equations.
Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong
2017-07-01
A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
A delay differential equation model of follicle waves in women.
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.
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.
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
Chaotic attractors in tumor growth and decay: a differential equation model.
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.
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.
NASA Astrophysics Data System (ADS)
Mao, Zhiping; Karniadakis, George Em
2017-05-01
We consider the viscous Burgers equation with a fractional nonlinear term as a model involving non-local nonlinearities in conservation laws, which, surprisingly, has an analytical solution obtained by a fractional extension of the Hopf-Cole transformation. We use this model and its inviscid limit to develop stable spectral and discontinuous Galerkin spectral element methods by employing the concept of spectral vanishing viscosity (SVV). For the global spectral method, SVV is very effective and the computational cost is O (N2), which is essentially the same as for the standard Burgers equation. We also develop a local discontinuous Galerkin (LDG) spectral element method to improve the accuracy around discontinuities, and we again stabilize the LDG method with the SVV operator. Finally, we solve numerically the inviscid fractional Burgers equation both with the spectral and the spectral element LDG methods. We study systematically the stability and convergence of both methods and determine the effectiveness of each method for different parameters.
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.
A method for solving stochastic equations by reduced order models and local approximations
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.
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.
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.
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.
2–stage stochastic Runge–Kutta for stochastic delay differential equations
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.
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.
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.
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)
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.
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.
Stochastic differential equation model for cerebellar granule cell excitability.
Saarinen, Antti; Linne, Marja-Leena; Yli-Harja, Olli
2008-02-29
Neurons in the brain express intrinsic dynamic behavior which is known to be stochastic in nature. A crucial question in building models of neuronal excitability is how to be able to mimic the dynamic behavior of the biological counterpart accurately and how to perform simulations in the fastest possible way. The well-established Hodgkin-Huxley formalism has formed to a large extent the basis for building biophysically and anatomically detailed models of neurons. However, the deterministic Hodgkin-Huxley formalism does not take into account the stochastic behavior of voltage-dependent ion channels. Ion channel stochasticity is shown to be important in adjusting the transmembrane voltage dynamics at or close to the threshold of action potential firing, at the very least in small neurons. In order to achieve a better understanding of the dynamic behavior of a neuron, a new modeling and simulation approach based on stochastic differential equations and Brownian motion is developed. The basis of the work is a deterministic one-compartmental multi-conductance model of the cerebellar granule cell. This model includes six different types of voltage-dependent conductances described by Hodgkin-Huxley formalism and simple calcium dynamics. A new model for the granule cell is developed by incorporating stochasticity inherently present in the ion channel function into the gating variables of conductances. With the new stochastic model, the irregular electrophysiological activity of an in vitro granule cell is reproduced accurately, with the same parameter values for which the membrane potential of the original deterministic model exhibits regular behavior. The irregular electrophysiological activity includes experimentally observed random subthreshold oscillations, occasional spontaneous spikes, and clusters of action potentials. As a conclusion, the new stochastic differential equation model of the cerebellar granule cell excitability is found to expand the range of dynamics
Finite Difference Methods for Time-Dependent, Linear Differential Algebraic Equations
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
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.
Estimation of Delays and Other Parameters in Nonlinear Functional Differential Equations.
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
Liu, Yuji; Ahmad, Bashir
2014-01-01
We discuss the existence and uniqueness of solutions for initial value problems of nonlinear singular multiterm impulsive Caputo type fractional differential equations on the half line. Our study includes the cases for a single base point fractional differential equation as well as multiple base points fractional differential equation. The asymptotic behavior of solutions for the problems is also investigated. We demonstrate the utility of our work by applying the main results to fractional-order logistic models. PMID:24578623
NASA Astrophysics Data System (ADS)
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.
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.
Differential quadrature solutions of eighth-order boundary-value differential equations
NASA Astrophysics Data System (ADS)
Liu, G. R.; Wu, T. Y.
2002-08-01
Special cases of linear eighth-order boundary-value problems have been solved using polynomial splines. However, divergent results were obtained at points adjacent to boundary points. This paper presents an accurate and general approach to solve this class of problems, utilizing the generalized differential quadrature rule (GDQR) proposed recently by the authors. Explicit weighting coefficients are formulated to implement the GDQR for eighth-order differential equations. A mathematically important by-product of this paper is that a new kind of Hermite interpolation functions is derived explicitly for the first time. Linear and non-linear illustrations are given to show the practical usefulness of the approach developed. Using Frechet derivatives, non-linear eighth-order problems are also solved for the first time. Numerical results obtained using even only seven sampling points are of excellent accuracy and convergence in an entire domain. The present GDQR has shown clear advantages over the existing methods and demonstrated itself as a general, stable, and accurate numerical method to solve high-order differential equations.
An effective analytic approach for solving nonlinear fractional partial differential equations
NASA Astrophysics Data System (ADS)
Ma, Junchi; Zhang, Xiaolong; Liang, Songxin
2016-08-01
Nonlinear fractional differential equations are widely used for modelling problems in applied mathematics. A new analytic approach with two parameters c1 and c2 is first proposed for solving nonlinear fractional partial differential equations. These parameters are used to improve the accuracy of the resulting series approximations. It turns out that much more accurate series approximations are obtained by choosing proper values of c1 and c2. To demonstrate the applicability and effectiveness of the new method, two typical fractional partial differential equations, the nonlinear gas dynamics equation and the nonlinear KdV-Burgers equation, are solved.
Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.
2017-09-04
In this paper, we present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support ourmore » construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Lastly, our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.« less
Geometry of Conservation Laws for a Class of Parabolic Partial Differential Equations
NASA Astrophysics Data System (ADS)
Clelland, Jeanne Nielsen
1996-08-01
I consider the problem of computing the space of conservation laws for a second-order, parabolic partial differential equation for one function of three independent variables. The PDE is formulated as an exterior differential system {cal I} on a 12 -manifold M, and its conservation laws are identified with the vector space of closed 3-forms in the infinite prolongation of {cal I} modulo the so -called "trivial" conservation laws. I use the tools of exterior differential systems and Cartan's method of equivalence to study the structure of the space of conservation laws. My main result is:. Theorem. Any conservation law for a second-order, parabolic PDE for one function of three independent variables can be represented by a closed 3-form in the differential ideal {cal I} on the original 12-manifold M. I show that if a nontrivial conservation law exists, then {cal I} has a deprolongation to an equivalent system {cal J} on a 7-manifold N, and any conservation law for {cal I} can be expressed as a closed 3-form on N which lies in {cal J}. Furthermore, any such system in the real analytic category is locally equivalent to a system generated by a (parabolic) equation of the formA(u _{xx}u_{yy}-u_sp {xy}{2}) + B_1u_{xx }+2B_2u_{xy} +B_3u_ {yy}+C=0crwhere A, B_{i}, C are functions of x, y, t, u, u_{x}, u _{y}, u_{t}. I compute the space of conservation laws for several examples, and I begin the process of analyzing the general case using Cartan's method of equivalence. I show that the non-linearizable equation u_{t} = {1over2}e ^{-u}(u_{xx}+u_ {yy})has an infinite-dimensional space of conservation laws. This stands in contrast to the two-variable case, for which Bryant and Griffiths showed that any equation whose space of conservation laws has dimension 4 or more is locally equivalent to a linear equation, i.e., is linearizable.
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.
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.
A Differential Equation Model for the Dynamics of Youth Gambling
Do, Tae Sug; Lee, Young S.
2014-01-01
Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374
A hybrid perturbation-Galerkin technique for partial differential equations
NASA Technical Reports Server (NTRS)
Geer, James F.; Anderson, Carl M.
1990-01-01
A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1989-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
A stochastic differential equation model of diurnal cortisol patterns
NASA Technical Reports Server (NTRS)
Brown, E. N.; Meehan, P. M.; Dempster, A. P.
2001-01-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.
A stochastic differential equation model of diurnal cortisol patterns
NASA Technical Reports Server (NTRS)
Brown, E. N.; Meehan, P. M.; Dempster, A. P.
2001-01-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.
A hybrid perturbation-Galerkin technique for partial differential equations
NASA Astrophysics Data System (ADS)
Geer, James F.; Anderson, Carl M.
1990-08-01
A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.
Modeling ion channel dynamics through reflected stochastic differential equations
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.
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 \
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.
Earth fissures and localized differential subsidence
Holzer, Thomas L.; Pampeyan, Earl Haig
1979-01-01
Long tension cracks caused by declines of ground-water level at four sites in Arizona, California, and Nevada occur at points of maximum, convex-upward curvature in subsidence profiles based on relevelings of closely-spaced bench marks aligned perpendicular to the cracks. We conclude the cracks are caused by horizontal strains associated with the differential subsidence.
NASA Astrophysics Data System (ADS)
Arshad, Muhammad; Lu, Dianchen; Wang, Jun
2017-07-01
In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.
Converting differential-equation models of biological systems to membrane computing.
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.
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.
Efficient Numerical Methods for Evolution Partial Differential Equations
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
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)
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.
NASA Technical Reports Server (NTRS)
Fehlberg, E.
1974-01-01
Runge-Kutta-Nystrom formulas of the seventh, sixth, and fifth order were derived for the general second order (vector) differential equation written as the second derivative of x = f(t, x, the first derivative of x). The formulas include a stepsize control procedure, based on a complete coverage of the leading term of the local truncation error in x, and they require no more evaluations per step than the earlier Runge-Kutta formulas for the first derivative of x = f(t, x). The developed formulas are expected to be time saving in comparison to the Runge-Kutta formulas for first-order differential equations, since it is not necessary to convert the second-order differential equations into twice as many first-order differential equations. The examples shown saved from 25 percent to 60 percent more computer time than the earlier formulas for first-order differential equations, and are comparable in accuracy.
Probabilistic delay differential equation modeling of event-related potentials.
Ostwald, Dirk; Starke, Ludger
2016-08-01
"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach.